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In Memory of

Paul P. Wilson
GIT Class 49
?

TEXT UPON SELECT PARTS OF DIFFERENTIAL CALCULUS, DIFFERENTIAL EQUATIONS, INTEGRAL


CALCULUS, THEORY OF FUNCTIONS,

WITH NUMEROUS EXERCISES

BY

EDWIN BIDWELL WILSON,

PH.D.

PROFESSOH OF MATHEMATICAL PHYSICS IN THE MASSACHUSETTS


INSTITUTE OF TECHNOLOGY

Copyright 1911, 1912 by Edwin Bidwell Wilson

new Dover edition first published in 1958


an unabridged and unaltered republication

This
is

of the first edition.

This book is reproduced by permission of Ginn


and Company, the original publisher of this
text.

Manufactured in the United States of America

Dover Publications, Inc.


180 Varick Street

PKEFACE
almost every teacher of advanced calculus feels the

It is probable that

need of a text suited to present conditions and adaptable to his use. To


write such a book is extremely difficult, for the attainments of students

who

enter a second course in calculus are different, their needs are not

uniform, and the viewpoint of their teachers is no less varied. Yet in


view of the cost of time and money involved in producing an Advanced
Calculus, in proportion to the small

number

of students

who will

use

it,

seems that few teachers can afford the luxury of having their own
text and that it consequently devolves upon an author to take as un-

it

selfish

in

him

and unprejudiced a view of the subject as possible, and, so far as


lies, to produce a book which shall have the maximum flexibility

adaptability. It was the recognition of this duty that has kept the
present work in a perpetual state of growth and modification during
five or six years of composition. Every attempt has been made to write

and

in such a

manner that the individual teacher may

embarrassment in picking and choosing what seems

feel the

to

him

minimum

best to

meet

the needs of any particular class.


As the aim of the book is to be a working text or laboratory manual
for classroom use rather than an artistic treatise on analysis, especial
attention has been given to the preparation of numerous exercises which

should range

all

the

way from

those which require nothing but substi-

tution in certain formulas to those which

embody important results


withheld from the text for the purpose of leaving the student some
vital bits of mathematics to develop. It has been fully recognized that
for the student of mathematics the

work on advanced

calculus falls in

which he must grow from


close reliance upon his book to a large reliance upon himself. Moreover, as a course in advanced calculus is the ultima Thule of the
mathematical voyages of most students of physics and engineering, it
a period of transition,

is

of adolescence,

in

appropriate that the text placed in the hands of those who seek that
its method cultivate in them the attitude of courageous

goal should by

explorers,

and in

its

extent supply not only their immediate needs, but

much that may be useful for later reference and independent study.
With the large necessities of the physicist and the growing requireit is inevitable that the great majority of our
students of calculus should need to use their mathematics readily and

ments of the engineer,

vigorously rather than with hesitation and rigor.


attention has been paid to

modern questions

Hence, although due

of rigor, the chief desire

has been to confirm and to extend the student's working knowledge of


those great algorisms of mathematics which are naturally associated
with the calculus. That the compositor should have set "vigor" where

"rigor" was written, might appear more amusing were it not for the
suggested antithesis that there may be many who set rigor where vigor
should

As

be.

I have

had

practically

no assistance with either the manuscript


work shall be free from

or the proofs, I cannot expect that so large a

errors

I can only have faith that such errors as occur

seriously troublesome.

To spend upon

this

may

not prove

book so much time and

energy which could have been reserved with keener pleasure for various fields of research would have been too great a sacrifice, had it not

been for the hope that I might accomplish something which should be
of material assistance in solving one of the most difficult problems of
mathematical instruction,

that of advanced calculus.

EDWIN BIDWELL WILSON


MASSACHUSETTS INSTITUTE OF TECHNOLOGY

CONTENTS
INTRODUCTORY REVIEW
CHAPTER

REVIEW OF FUNDAMENTAL RULES


SECTION

PAGB

1.

On

4.

Logarithmic, exponential, and hyperbolic functions


Geometric properties of the derivative

differentiation

...

'

8.

Derivatives of higher order

10'.

The

13.

Aids to integration

10.

Definite integrals

'

'

6.

.11
15

indefinite integral

.18
24

CHAPTER

II

RE VIEW 'OF FUNDAMENTAL THEORY


18.

Numbers and

21.

Theorems on

limits

.33

limits and

on

23.

Real functions of a real variable

26.

The derivative
Summation and

28.

'.

37

sets of points

...

40
.

50

integration

PART

I.

..

45

DIFFERENTIAL CALCULUS
CHAPTER' in

TAYLOR'S FORMULA AND ALLIED TOPICS


31.

Taylor's

Formula

55

33.

Indeterminate forms, infinitesimals, infinites

36.

Infinitesimal analysis

40.

Some

differential

geometry

.61
68

.78

CHAPTER

IV

PARTIAL DIFFERENTIATION EXPLICIT FUNCTIONS

......
...
...
........
.......
;

BEOTION
43.

Functions of two or more variables

46.
50.

First partial derivatives


Derivatives of higher order

54.

Taylor's Forniula aud applications

PAGE
87
93

102
11.2

CHAPTER V
PARTIAL DIFFERENTIATION IMPLICIT FUNCTIONS
case; F(x,y) = Q
;

.....
......
.......
........

59.

The simplest
More general

62.

Functional determinants or Jacobians

56.

cases of implicit functions

117
122
129

65.

Envelopes of curves and surfaces

1135

68.

More

143

differential

geometry

CHAPTER

VI

COMPLEX NUMBERS AND VECTORS


70.

Operators and operations

71.

Complex numbers

........
.......
........

149
153

Functions of a complex variable


Vector sums and products

157

75.
77.

Vector differentiation

170

73.

PART

II.

163

DIFFERENTIAL EQUATIONS

CHAPTER

VII

GENERAL INTRODUCTION TO DIFFERENTIAL EQUATIONS


81.
83.

85.

87.

........
......

Some geometric problems


Problems in mechanics and physics
Lineal element and differential equation
The higher

derivatives

analytic approximations

CHAPTER

....

179
184
191

197

VIII

THE COMMONER ORDINARY DIFFERENTIAL EQUATIONS


89.

Integration by separating the variables

91.

Integrating factors

......
.

203

.207

CHAPTER IX
ADDITIONAL TYPES OF ORDINARY EQUATIONS

....
........

8KCTION
100.

102.

order and higher degree


Equations of higher order

Equations of the

first

Linear differential equations


107. The cylinder functions

104.

I'AOK

228
234

240

247

CHAPTER X
DIFFERENTIAL EQUATIONS

IN

MORE THAN TWO VARIABLES


254

111.

Total differential equations


Systems of simultaneous equations

113.

Introduction to partial differential equations

116.

Types

109.

....

267
273

of partial differential equations

PART

200

INTEGRAL CALCULUS

III.

CHAPTER XI
ON SIMPLE INTEGRALS
Integrals containing a parameter
121. Curvilinear or line integrals

118.

124.

Independency

127.

Some

critical

of the

281

288
298

path

308

comments

CHAPTER

XII

ON MULTIPLE INTEGRALS
Double sums and double integrals
Triple integrals and change of variable
135. Average values and higher integrals
137. Surfaces and surface integrals

129.

133.

CHAPTER

315
326

332
338

XIII

ON INFINITE INTEGRALS
140.

Convergence and divergence

142.

The

........

evaluation of infinite integrals

852
360

CHAPTER XIV
SPECIAL FUNCTIONS DEFINED BY INTEGRALS

.......

SECTION

150.

The Gamma and Beta


The error function

153.

Bessel functions

147.

functions

PAGE

378
386
393

CHAPTER XV
THE CALCULUS OF VARIATIONS
loo.

The treatment

157.

Variable limits and constrained

150.

Some generalizations

PART

of the simplest case

minima

.....

400
404

409

THEORY OF FUNCTIONS

IV.

CHAPTER XVI
INFINITE SERIES
162.

Convergence or divergence of

165.

Series of functions

168.

Manipulation of series

series

......
.

419

430
440

CHAPTER XVII
SPECIAL INFINITE DEVELOPMENTS
171.

The

173.

Trigonometric or Fourier series

175.

The Theta

trigonometric functions

453
458

functions

467

CHAPTER XVIII
FUNCTIONS OF A COMPLEX VARIABLE
178.

General theorems

180. Characterization of

....

some functions

ELLIPTIC FUNCTIONS

AND INTEGRALS
PAGE

SECTION

and its inversion


190. Legendre's integrals IT and III
192. Weierstrass's integral and its inversion
187.

Legendre's integral

503

511
517

CHAPTER XX
FUNCTIONS OF REAL VARIABLES
194.

Partial differential equations of physics

524

196.
198.

Harmonic functions
Harmonic functions

201.

The

general theorems

530

special theorems

537

potential integrals

BOOK LIST
INDEX

546

555

557

ADVANCED CALCULUS
INTRODUCTORY REVIEW
CHAPTER

REVIEW OF FUNDAMENTAL RULES


1. On differentiation. If the function
f(x) is interpreted as the
curve y =/(%),* the quotient of the increments Ay and Ax of the

dependent and independent variables measured from

y
x

-y

^y
Ax

A/()

/(

(X Q}

?/

is

+ *) -/K)

Ax

Ax

and represents the slope of the secant through the points P (x y ) and
P' (x -f- Ax, y + Ay) on the curve. The limit approached by the quotient Ay/Ace when P remains fixed and Ax ==
is the slope, of the
,

This

tangent to the curve at the point P.

limit,

Ax

A *=o

o/

called the derivative of /(x) for the value x


X Q As the derivative
may be computed for different points of the curve, it is customary to
speak of the derivative as itself a function of x and write
is

..

Ay

Aa:

= oAX

lira ~z-

f
Inn J ^
=
..

'-

Ax

Aa:

-L

..,
= f(x).
,

(3)
V '

There are numerous notations for the derivative, for instance

* Here and
throughout the work, where figures are not given, the reader should draw
graphs to illustrate the statements. Training in making one's own illustrations, whether

graphical or analytic,

is

of great value.

1.

Carry through the derivation

typical formulas selected from the

Dxun = nu n -

given as

form

directly

Draw

l)xu,

from the

2. Derive the
3.

two

of (7)

when n = p/q, and review

the proofs of

Note that the formulas are often


and may be derived in this

list (5)-(17).

Dx smu =

cosuJLtxu,

definition (3).

limits necessary for the differentiation of sinx.

graphs of the inverse trigonometric functions and label the portions


Verify the sign in
I, II, III, IV.

which correspond to quadrants


(12)-(17) from the slope of the curves.

of the curves

D cotx by applying the

4.

Find

D tana

and

5.

Find

D sin x

by the

6.

Find

D taii-ix

identity sin u

definition (3) directly.

sin v

2 cos

--

sin

by the identity tan- 1 it

tan- 1

!?

---2

tan- 1

-+

7.

Differentiate the following expressions


(a) esc 2 x

cot 2 x,

(/3)

8
| tan x

avers- 1

(77)

-,

(e)

-- V2 ax

ahi-i

x2

-.

1
(#) cot-

^~

(5)

L=,

(>

2tan~ 1

right-hand members to confirm the formulas

Vl

cos- 1 x

x Vaa

(f)

Ct

-x +
2

x2

a2 sin- 1 -,

-.
CC

for the following

()0?

r^i'
H- x
2

Vl x
In B. 0. Peirce's " Short Table of Integrals" (revised
2

8.

a;

(y)

by the answers

identities are suggested

2
(a) sec *,

x,

ft

What trigonometric

(3).

tan x

(5) sec-i-

and

MB

edition) differentiate the

Nos. 31, 45-47, 91-97, 125, 127-128,


131-135, 161-163, 214-216, 220, 260-269, 294-298, 300, 380-381, 386-394.
9. If

4.

a; is

measured

in degrees,

what

is

D sinx ?

The logarithmic, exponential, and hyperbolic

functions.

The

next set of formulas to be cited are

D log x = 1
e

D log a x =

i^

(19)

tJ&

Dtf = e,
It

may

Du?

= a* log, a.t

(20)

be recalled that the procedure for differentiating the logarithm

A loggtc __ logq(x+
Ax

Ax)
-

log a x

Ax

Ax

iog a

+ Ax _
x

iog a

is

Ax\55
--

-f

x/

* The student should


keep on file his solutions of at least the important exercises
subsequent exercises and considerable portions of the text depend on previous
;

many

exercises.

As

customary, the subscript e will hereafter be omitted and the symbol log will
denote the logarithm to the base e any base other than e must be specially designated
as such. This observation is particularly necessary with reference to the common base
10 used in computation.
f

is

Hm
A

<*>

l
\

2.71828--.

Iog 10 c

0.434294-

(21)

/(./

and hence if e be chosen as the base of the system, D logic takes the simple form
T
x
l/x. The exponential functions e and a- may be regarded as the inverse functions
of logx and Iog x in deducing (21). Further it should be noted that it is frequently
useful to take the logarithm of an expression before differentiating. This is known
as logarithmic differentiation and is used for products and complicated powers and
roots. Thus
if

and

- y'

x-r ,

=1+

then
log x

log?/

y'

or

a;

logx,

x x (1

log x).

the expression y'/y which is called the logarithmic derivative of y.


noteworthy property of the function y = Cex is that the function and
It

is

=y
y' = ky.

are equal, y'


derivative,

5.

The

and more generally

the function

Ce te

hyperbolic functions are the hyperbolic sine

sinh x =

gX

cosh x =

>

gX

is

An especially
its

derivative

proportional

and

to its

cosine,

(22)

and the related functions tanhx, cothx, sechx, cschx, derived from
them by the same ratios as those by which the corresponding trigonometric functions are derived from, sinx and coscc. From these definitions in terms of exponentials follow the formulas

= 1,
sinh (xy) = sinh x
= cosh x
cosh (x

2
cosh x

sinh2 x

tanh2 cc
cosh y

=+

y
e

= sinh"

= 1,

(23)
(24)

x
smh -

Icosha;

1
,

D cosh x = sinh
D coth x = csch x,
D csch x = csch x coth x.
a;,

The inverse functions are

o;

(25)

D sinh x = cosh x,
D taiih x = sech x,
D sech x = sech x

sinh x sinh y,

lcoshic+1

sech

cosh x sinh y,

cosh y

y~)

x
,
cosh -

-f-

(26)

(27)

tanh x,

x,

= sinh y

(29)

Thus

expressible in terms of logarithms.

(28)

-"-2x^-1=0,

The treatment of

from complete in the majority of texts. Reference


"
may, however, be made to Granville's Calculus," pp. 31-34,

this limit is far

for a careful presentation

and Osgood's " Calculus,"

pp. 78-82.

See also Ex.

1,

(8), in

165 below.

sinh- 1 x

cosh" 1 a;

= log + Vx
= log(.r Vx'

(a;

+l),

any

a;

(30)

-l),

>

1,

(31)

x2

< 1,

1
-L

4-r
-t'-

(33)

(34)

(35)

(36)

(37)

(38)

Vl
EXERCISES
1.

Show by

logarithmic differentiation that

and hence derive the rule


alone and add
2.

all

To

differentiate a

product differentiate each factor

the results thus obtained.

Sketch the graphs of the hyperbolic functions, interpret the graphs as those
and verify the range of values assigned to x in (30)-(35).

of the inverse functions,


3.

Prove sundry of formulas (23)-(29) from the definitions (22).

4. Prove

sundry of

(30)-(88),

may

double sign

checking the signs with care.

when each

In cases where

that in (81) and (34) the


be placed before the log for the reason that the two expressions

double signs remain, state

applies.

Note

are reciprocals.

find a formula for


5. Derive a formula for sinhu
sinhv by applying (24)
tanh \x analogous to the trigonometric formula tan \ x
sin x/(l + cosx).
;

6.

The gudermannictn. The function

<j>

defined by the relations

= tan tf,
= gd * = tan- 1 sinh x,
\ IT <
gudermannian of x. Prove the set of formulas
cosh x = sec
tanh x = sin 0, csch x = cot <, etc.
sinhx

is

~ gdx,

<j>

called the

<28), (26), (27),

<+

\ TT,

<f>,

Dgdx = secha;,.
7. Substitute

<f>

a
gd- #

the functions of

and reduce

= logtan(|< +

tj>

TT),

D gd-

1
<j>

= sec

<j>.

in Ex. 6 for their hyperbolic equivalents in

to simple

known trigonometric formulas.

o. jLuummiuHrbtj inc Jtuiiuwiug

(8)

6.
its

3)-

Check sundry formulas

(0) a;l6*,

2tan- 1 e

(7)

logx (x

(f)

a;

(e)

..,,,,,,,
tanh-is + log(l - a

(,) x
9,

tsjtprejscsiuiiis

+ 1)2 (x + 2)- a (x +
x + logcos(x
|TT),

(a) (x

,\
2
),

6* i(a sin mx

(ff)

of Peirce's

+ 1),

tanhx,

m cos mx)

'-.

"Table," pp. 1-61, 81-82.

Geometric properties of the derivative. As the quotient

limit (2) give the slope of a secant

and of the tangent,

(1)

and

it

appears
positive the

from graphical considerations that when the derivative is


function is increasing with x, but decreasing when the derivative is
negative.* Hence to determine the regions in which a, function is increasing or decreasing, one may find the derivative
regions in which it is positive or negative.

and determine

the

One must, however, be careful not to apply this rule too blindly for in so
and
simple a case as /(x) = logx it is seen that /'(x) = 1/x is positive when x >
and is not considered
negative when x < 0, and yet log x has no graph when x <
;

as decreasing.
real,

and

it is

Thus the formal

therefore best to

the evidence furnished

derivative

may

make a rough

by the examination

be real

when the

function

is

not

sketch of the function to corroborate

of /'(x).

a value of x such that immediately t upon one side of x


x
the function f(x) is increasing whereas immediately upon the other
If X Q

is

decreasing, the ordinate t/ =/(o; ) will be a maximum or


or f(x) will become positively or negatively infinite at zc
If the case where f(x) becomes infinite be ruled out, one may say that

side

it

is

minimum

the function will have a

minimum

or

maximum

at XQ according as the

derivative changes from negative to positive or from positive to negative


when x, moving in the positive direction, passes through the value XQ
Hence the usual rule for determining maxima and minima is to find
.

the roots of f'(x)

= 0.

This rule, again, must not be applied blindly. Tor


there

is

no

maximum

or

minimum

as in the case

first,

f'(x)

may

vanish where

where the derivay = x8 at x


change sign by becoming infinite

or second, /'(sc) may


tive does not change sign
where the curve has a vertical cusp, point down, and
as in the case y
x* at x
a minimum or third, the function /(x) may be restricted to a given range of values
a
x
b for x and then the value3/(a) and/(6) of the function at the ends of the
;

^ ^

interval will in general be

maxima

or

minima without implying that the deriva-

is highly useful in determining maxima


it should not be trusted to the complete exclusion of the corroborative
evidence furnished by a rough sketch of the curve y = f(x).

tive vanish.

Thus although the

derivative

and minima,

* The construction of illustrative figures is again left to the reader.


t The word "immediately" is necessary because the maxima or minima may fee
minima in an interval, some, of
; in the case of several maxima and
the maxima may actually be less than some of the minima.

merely relative

INTEODUCTOEY REVIEW
7.

The

derivative

may

be used to express the equations of the tangent

and normal, the values of the subtangent and subnormal, and so


Equation of tangent,

1/

Equation of normal, (y

1/Q

y'

2/'o(.

-f-

(x

TM = subtangent = y /y' MN
OT = cc-intercept of tangent =

CC

The

(40)

yjy[,

It

= y y'

(41)

etc.

derivation of these results

dent from the figure.

(39)

= 0,
subnormal

on.

)>

may

is

(42)
sufficiently evi-

be noted that the

subtangent, subnormal, etc., are numerical values


for a given point of the curve but may be regarded

\
as functions of x like the derivative.
In geometrical and physical problems it is frequently necessary

to

apply the definition of the derivative to finding the derivative of an


function. For instance if
denote the

unknown

area under a curve

and measured from a

fixed

ordinate to a variable ordinate, A is surely a function A(x) of the abscissa x of the variable ordinate.

then

If the curve is rising, as in the figure,

MPQ'M'

<&A< MQP'M',

Divide by Ace and take the limit


lim y

MM'

< A4 (y + Ay) AOJ.


A# = 0. There results

y&x

when

lim (y

lim
..

Hence

or

+ Ay).

dA

AJ.

(43)

'

dx

Theorem and the Theorem of the Mean are two important


theorems on derivatives which will be treated in the next chapter but
may here be stated as evident from their geometric interpretation.
Theorem states that If a function has a derivative at every
Rollers

-X
FIG. 1

FIG. 3

point of an interval and if the function vanishes at the ends of the inf:1i.(>vp.

iJ!

rti.

Jf.rrst

nvia innint

ii^if-Ji-in

fJia i"-n/i>w!/Tf7

n+

/i7)V/i/i

+1,

U/ WC//

II/M.O

(.(/W/C/fcl/tJ

dU-Uft/

U,lb

JJVIilW VJ

bflil/&l

</W-[-j

l-lb&l

& VO

VII/&

[-CU..M/

.(-

J.IVWUI,

in the interval such that the tangent to the curve y =/(&') is parallel to
the chord of the interval. This is illustrated in Fig. 2 in which there
is

only one such point.

Again care must be exercised. In Fig. 3 the funotion vanishes


there is no point at which the slope of the tangent is zero. This
tion or contradiction to Rolle's

Theorem

at
is

and B but
not an excep-

for the reason that the function does not

In fact at the point P, although there

satisfy the conditions of the theorem.

is

is no derivative
the quotient (1) formed for the point P
becomes negatively infinite as Ax = from one side, positively infinite as Ax =
from the other side, and therefore does not approach a definite limit as is required
in the definition of a derivative. The hypothesis of the theorem is not satisfied and
there is no reason that the conclusion should hold.

tangent to the curve, there

EXERCISES
which the following functions are increasing or
decreasing, sketch the graphs, and find the maxima and minima
1.

Determine the regions

in

(5)
2.

The

- x + 2,
2

(a) \

(x-2)Vz-l,

ellipse is r

(z

(/3)

= Vx2 + y2 =

k(l

3.

5)

e (d

(7) log (x

(f)

x) referred to

of the focal radius r,

not give the solutions while D^r


r

1)* (x

-(x + 2)Vl2-x

(e)

Find the maxima and minima

- 4)

ax

b.

an origin at the

focxis.

Dxr =

does

and

state

why

does [the polar form of the ellipse being

ecos^)- 1 ].

Take the

ellipse as

x 2 /q2

2
j/

=V

/b

and discuss the maxima and minima of

D =

2
does xr
+ y2 .
give half the result when r is
expressed as a function of x, and why will D^r
give the whole result when
6 sin X and the ellipse is thus expressed in terms of the eccentric
x
a cos X, y

the central radius r

Why

angle

y = P (x) is a polynomial in x such that the equation P (x) = has multiple


show that P'(x) = for each multiple root. What more complete relationship
can be stated and proved ?
"

4. If

roots,

5.

Show that the triple relation

of the roots of x 8
6.

if

ax

+b=

0,

27 &2

and

+ 4 a8 =

determines completely the nature


to each possibility.

what corresponds

state

Define the angle 9 between two intersecting curves.

=/() and

- 0'(x

tan e

cut at the point (x

(x)

[/'(x

)]

-f-

[1

+/'(x

Show
)

that

g'(x )]

).

7.

Find the subnormal and subtangent

8.

The pedal curve. The locus of the foot of the perpendicular dropped from

(a)

4j>x,

03)

x2

of the three curves

4py,

(7)

x2

1/2

a2

a fixed point to a variable tangent of a given curve is called the pedal of the given
curve with respect to the given point. Show that if the fixed point is the origin,
the pedal of y =f(x) may be obtained by eliminating x y yd from the equations
,

of revolution thus generated when measured from a fixed plane perpendicular to the axis out to a variable plane perpendicular to the axis, show that

volume

Dx V = iry*.
A

10. More generally if


(x) denote the area of the section cut
a plane perpendicular to the x-axis, show that
X
(x).

from a

solid

by

D V= A

11. If

A (0)

denote the sectorial area of a plane curve r =/(0) and be measured


to a variable radius, show that D^A = J r 2

from a fixed radius

12. If p, 7t, p are the density, height, pressure in a vertical


= fcp, show p Ce~ kil
that dp/dh =
p. If p

13.

Draw

14.

Show

column

of air,

show

a graph to illustrate an apparent exception to the Theorem of the


'Mean analogous to the apparent exception to Rolle's Theorem, and discuss.
that the analytic. statement of the Theorem of the Mean for/(x) is
intermediate to o and & may be found such that

that a value x

/(&)- /(a)
15.

Show

that the semiaxis of

ic-intercept of the tangent

an

= /'(*) (6 -a),
ellipse is a

<<&.

mean proportional between the

and the abscissa of the point

16. "Find the values of the length of the tangent (a)

of contact.

from the point of tangency


between the axes.

10 the x-axis, (/3) to the y-axis, (7) the total length intercepted
Consider the same problems for the normal (figure on page 8) .

17. Find

the

angle

of

intersection

of

(a) y

18.

A constant length is laid off along the normal

19.

The length of the tangent to a$" + y%

20.

The

triangle

afr

= 2mx and

to a parabola.

intercepted

a;

y2

Find the

a2

locus.

by the axes is constant.

formed by the asymptotes and any tangent to a hyperbola has

constant area.
21. Find the length

FT of the tangent to x = Vc

y2

sech- 1

(y/c).

22. Find the greatest right cylinder inscribed in a given right cone.
23. Find the cylinder of greatest lateral surface iriscribed in a sphere.
24.

From a

given circular sheet of metal cut out a sector that will form a cone
maximum volume.

('without base) of

25. Join two points -4, S in the same side of a line to a point
duch a way that the distance PA + PB shall be least.

of the line in

26. Obtain the formula for the distance from a point to a line as the
distance.

minimum

27. Test for maximum or minimum, (a) If f(x) vanishes at the ends of an interval and is positive within the interval and if /'(x)
has only one root in the
interval, that root indicates a maximum. Prove this by Bolle's Theorem. Apply
it in Exs. 22-24. (/3) If /(a) becomes indefinitely
great at the ends of an interval

and

f'(x)

has only one root in the interval, that root indicates a minimum.

ncauons

them generally sumce

01

in practical problems to distinguish between


either the changes in sign of the first

maxima and minima without examining

derivative or the sign of the second derivative


in the region considered.

is

only one

from

1 to 2/7T.

for generally there

root of f'(x)

28.

Show

that

x~

29. If

0<x<l,

30. If

>x>

* from

sin

%ir steadily decreases

(a)0<-log(l + a;)<-a;2

show
1,

x=Qtox =

show that -x2 < x

log(l

Derivatives of higher order.


(regarded as itself a function of x)
8.

known

This result

may

Leibniz's

where
k

(Du)

it is

is to

-}-

x
of the derivative

is

sum

'

dx*

or difference

the

is

dxn

sum

or difference of

For the wth derivative of the product there

the nth derivatives.

-i-5_.

The derivative

dx*

Dn (uv) = Dnu

log(l

derivative of the

special formula

+ x)<

-&L. < x

the second derivative, and so on


Customary notations are

to the nib. derivative.

The nth

(j3)

as Leibniz's Theorem.

+ nDn ~

uDv +

^~-.
2i

is

It is

Dn ~

uD*v -----f- uD n v. (44)


{

be written in symbolic form as

Theorem

Dn (uv) = (Du + Dv) n

to be understood that in

(44')

expanding (Du
be replaced by D^u and (Du) by Du = u.

+ Dv)

the term

In other words

the powers refer to repeated differentiations.

27. The following proof


proof of (44) by induction will be found in
on account of its ingenuity. Note first that from

is

interesting

and

D (uv) = uDv + vDu, D 2 (uv) - J) (uDv) + D (vDu),


D2 (uv) consists of a sum of terms, in each

so on, it appears that

are two differentiations, with numerical coefficients independent of


it is clear that

of which there

u and

w.

In like

manner

J> (uv)

= C I>u

+ C1 D

~1 Ml>

H----

+ Cn _iZ>w.Z>-iu + CnuDv

a sum of terms, in each of which there are n differentiations, with coefficients C


independent of u and v. To determine the C"s any suitable functions u and v, say,
is

may be

substituted.

If the substitution

e-(i+a)xDn(ul))

= (1 +

and hence the C's are the

a)"

be made and e^+ a^ x be canceled,

= C + ^a +

coefficients in the binomial

+ Cn^an-i + Cn a\
expansion of

(1

a)

and (5). For if x and y be expressed in terms of known functions


of new variables u and v, it is always possible to obtain the derivain terms of 2\v, D? v
and thus any expression
tives Dx y, D%y,
ma/ De changed into an equivalent expression
F(x 1)i y'> v"y
t

'

'

')

^(it-, v,

v",

v',

the

ill

new

In each case that arises the

variables.

transformations should be carried out by repeated application of (4)


and (5) rather than by substitution in any general formulas.
The following typical cases are

is

to be

^ = L (W\ = A
dx2

l*L W\
dx \dx dz]

dx \dx/

d?z dy
__

~
As

!*!

dx z dz

dz

dz\
ld_ dy
dx \Tz dz dx)

dx 2 dz

method of change of variable.


changed to z defined as y=f(z) Then

illustrative of the

Suppose only the dependent variable y

_
~ d?z

dx \dx dz
z

dy

cPy

(dz\
\dx) ~dz?'

dx? dz

2
z
=f(z) are known, the derivative d y/dx has been expressed
and derivatives of 2 with respect to x. The third derivative would be
found by repeating the process. If the problem were to change the independent
variable x to 2, defined by x =/(z),

the derivatives of y

in terms of z

*v
dx

~^

<b

The change

dz* dx \dz)

is

made

thus

~
dx2

dz \dz)

(Y

=
~ ^L
2

1!?

dx

- ^ /^V
~

dz dx

- *. (^}~
dz \dz)

dx

dz \dz

^~

^L
dx dz 2

_
~
_~dz?

dz

""

dz? dz

dz

as far as derivatives of the second order are concerned.

If

the change of both dependent and independent variables was to be made, the work
would be similar. Particularly useful changes are to find the derivatives of y by x
when y and x are expressed parametrically as functions of t, or when both are exas x = r cos <, y = r sin
For these cases
pressed in terms of new variables r,
</>.

see the exercises.


9.

The concavity of a

curve T/=/(CC)

is

> 0,

the curve

is

if

f"(yj)

< 0,

the curve

is

if

/"(a;

if

Hence the

/"

(,7.-

an inflection point at x

0,

given by the table:

concave up at x = XQ
concave down at x
XQ

criterion for distinguishing between

if

/'(a;

if

/' (a?

if

/'(a5

=
=
=

>
< 0,
f"(x ) = 0,

and /"(:)
and /" (a: )
and

XQ

(?)

maxima and minima:

minimum

at

maximum

at

=
=x
aj

Q,
,

neither max. nor min. (?)

FUNDAMENTAL RULES
The question

points are necessary in the third line because the state(see Ex. 7 under
39).

ments are not always true unless /"'(#)


It
is

may be

13

is concave up in case/"(x ) >


then an increasing function in the neighborhood.

recalled that the reason that the curve

because the derivative f'(x)

is

whereas if /"(
< 0, the derivative /'() is a decreasing function and
the curve is convex up. It should be noted that concave up is not the same as
concave toward the x-axis, except when the curve is below the axis. With regard
to the use of the second derivative as a criterion for distinguishing between maxima
and minima, it should be stated that in practical examples the criterion is of relaof x

It is usually shorter to discuss the change of sign of f'(x) directly,


and indeed in most cases either a rough graph of f(x) or the physical conditions
the problem which calls for the determination of a maximum or minimum will
\mmediately serve to distinguish between them (see Ex. 27 above).

tively small value.

Df

The second derivative

is

fundamental in dynamics.

By

definition the

average velocity v of a particle is the ratio of the space traversed to the


v at any time is the limit
time consumed, v
s/t. The actual velocity

of this ratio

zero as

when

the interval of time

is

diminished and approaches

Thus

its limit.

= As
A*

v= hm As = ds
dt
.

and

(45)
'
^

At~oA

In like manner if a particle describes a straight line, say the x-axis, the
average acceleration f is the ratio of the increment of velocity to the
increment of time, and the actual acceleration f at any time is the limit
of this ratio as A* ==

0.

/= _
5

Av

Thus
and

/==

Av
d*x
_ = _.
= dv
i^_

(46)

Second Law of Motion, the force acting on the particle is


the rate of change of momentum, with the time, momentum
being denned as the product of the mass and velocity. Thus

By Newton's
to

equal

where
as

is

it

has been assumed in differentiating that the mass is constant,


Hence (47) appears as the fundamental equa-

usually the case.

tion for rectilinear motion (see also

da

79, 84).
/1

It

dT

may

be noted that

3.

should

Write the nth derivatives of the following functions, of which the


first be simplified by division or separation into partial fractions.

VxTT,

(a)

(e)

()

(0)

4. If

+ X+1

__

ci

(y)

(x

(f)

(l-x)/(l

/-v

1) (z

1\

+ !)-,
+ x),

y and x are each functions of


cix

i),

e^sinx,
C8

d^v

03) log (ax

(5) cos ax,


1

last three

show that

t,

dy

CL

dt dtP

dt dtp

*-

x't/"

'

\dt;

y
___
5.

Find the

6.

Prove

inflection points of the

(47').

Make

(*c

is

a (1

"

curve x = 4

'

*^

2 sin </>, y

2 cos 0.

the time-derivative of the

is

also the space-derivative of the kinetic energy.

denote the area under a curve, as in

(a) y
8.

_x

"

Hence infer that the force which

momentum mv by (47)
7. If

yx

*c \x>

ct

cos 0),

a (0

(43),

sin 0),

find

(/3)

for the curves

dA/d6

a cos 0, y

= b sin 0.

the indicated change of variable in the following equations

dx*

x*dx

f-l
y

+ 1=0.

Ans.

Suppose that a; = r cos <f>,y=r sin

9. Transformation to polar coordinates.

dx
-

so

- cos

dy-

tf>

sm 0,

U0

(20

A
and

dr

C10

dr

Ctrp

^^- =

v- v
<
/,
,is- ^*y
on for
and
higher derivatives. I ind
dx

10. Generalize formula

d 2 x/dyz and d s x/dy s

(5)

- sin

cte

r2

<

Then

r cos <,

2 (i>

r)

rD 2 r

^_

r sin <) 8

D^,r

(cos

<f>.

for the differentiation of 'an inverse function.

Note that these

may

also be

found from Ex.

11.
point describes a circle with constant speed. Find the velocity
acceleration of the projection of the point on any fixed diameter.

10 Prove
-n
12.

^-

2
cfcc

o
a
s
2uv

A
<
+ 4vM

\duj

.,

v5

if

du? \du/

= -.
'

Find

4.

and

indefinite integral. To integrate a function f(x) is to find


F(x) the derivative of which is f(x). The integral F(.r) is
y determined by the integrand f(x) for any two functions
r merely by an additive constant have the same derivative.
;

may be

r'ormulas for integration the conotant

omitted and

but in applications of integration to actual problems it


ays be inserted and must usually be determined to fit the
;

of

ts

special conditions

imposed upon the problem and

the initial conditions.


t

be thought that the constant of integration always appears added to the


It may be combined with F(x) so as to be somewhat disguised. Thus

).

log a;,

and

logas

logCx,

C,

log(*/C)

except the first have the constant of integration C,


y in the second does it appear as formally additive. To illustrate the
m of the constant by initial conditions, consider the problem of finding
rals of 1/fc,

all

= cos By (43)
= cosx and hence A = sin x + C.
s to be measured from the ordinate x
when x = 0,
0, then A =
curve y

ler the

a;.

and

=? sin cc. But if the area be


seen that ,C = 0. Hence
then .4=0 when cc= |TT and C =1. Hence .4 = 1 + sin a;.

.bstitutJ.on it is

om x'^ir,

area under a curve is not definite until the ordinate from which it is
specified, and the constant is needed to allow the integral to fit this

.tion.

fundamental formulas of integration are as follows

/\
xn

n 4-1

xn

e*,

incc

cosx,

cos

x = sin x,

in x

log cos

cot

=jt

1,

I a* ss a*/log a,

35,

tan x,

an x

if

sec *

= sec x

(49)

(50)

= log sin a,

e =

cot

csc

cot x esc

:,
2

ic

tan^x

or

cofc" ^,

r
I

-=
i

s
3

a;

(51)

(52)

esc x,

(53)

aulas similar to (50)-(53) for the hyperbolic functions.

-+ =

(48)

Also

tanh~ 1 ^ or ooth" 1 ^, (54)


'

Vl-x

= sec"
-j==
2
1

/i

1
:*;

ccVce

1
/

J Var

/I

V2cc

= gd~

/"*

vers~

x2

= T secli"

x2

= qp
f
J aVl-f-ar

cosh- 1 *,

1
-

r T~ i
J xVl

csc~ 1 a;,

or

x,

sec

a;

(56)

:*:,

csch- 1 *,

(57)

X\
= logtan(/7T +-)
V*

(58)

^/

For the integrals expressed in terms of the inverse hyperbolic functions, the
logarithmic equivalents are sometimes preferable. This is not the case, however,
in the many instances in which the problem calls for immediate solution with
regard to x. Thus

if

solution is effected

= f (1 +

and

a;

may be

2
)

-1

= siuh-

+C

then x = sinh

translated into exponentials.

(y

This

C],

and the

not so easily
this reason and
is

accomplished from the form y


log(x + Vl + x ) + C. Tor
because the inverse hyperbolic functions are briefer and offer striking analogies
with the inverse trigonometric functions, it has been thought better to use them
in the text and allow the reader to make the necessary substitutions from the table
2

(80)-(85) in case the logarithmic

form

is

desired.

12. In addition to these special integrals, which are consequences


of the corresponding formulas for differentiation, there are the general
rales of integration which arise from (4) and (6).

Cd^dy _ r^_
J dyfa-J dx~*'

,KQS
(59)

(u

+v

10)

u-{-

uv

uv

-f-

w,

(60)

u'v.

(61)

Of these rules the second needs no comment and the third will be treated later.
Especial attention should be given to the first. For instance suppose it were required to integrate 2 logx/x. This does not fall under any of the given types but
;

_ d(logx) 2

x
2

d log x

dloga; __ dz dy
dx
dy dx

and log* takes the place of y. The integral is


therefore (logs) 2 as may be verified by differentiation. In general, it may be
possible to see that a given integrand is separable into two factors, of which ene
Here

is

is

(logfc)

takes the place

of z

integrable when considered as a function of some function of *, while the other


the derivative of that function. Then (59) applies. Other examples are
:

r eeiua; cos X)

f tan-* X/(l

2
),

fa?2 gin ( 8 ) .

y = tan-ix, y' = (1 + x
= 3x2 The results are

integrable and as

and

as

=x

3
,

T/'

)-

in the third z

s\\\y is integrable

e 8in <*,

(tan-i x)

3
\ cos (z ) .

This method of integration at sight covers such a large percentage of the cases
that arise in geometry and physics that it must be thoroughly mastered.*

EXERCISES
Verify the fundamental integrals (48)-(58) and give the hyperbolic analogues

1.

of (50}-(53).

2.JTabulate the integrals here expressed in terms of inverse hyperbolic funcby means of the corresponding logarithmic equivalents.

tions

Write the integrals

3.

of the following integrands at sight

(a) sin ax,

(p)

cot (ax

tanh3x,

(7)

6),

tt)

(K)

v 2 ax

x2

x log x
x 3 Vax 2

(\)

6,

tan x sec 2 x,

cot x log sinx,


2 + logx

(fj)

1-x 2
(p)

sinx

a1 + Bina: cosx,

(<r)

V cosx

2
4. Integrate after making appropriate changes such as sin x = J
^ cos2x
or sec 2 x = 1 + tan 2 x, division of denominator into numerator, resolution of the
a
into
the
and
so on.
functions
oi
square,
sum, completing
product
trigonometric

2
(a) cos 2x,

sin*x.

(7)

+l
+2
2x
e
+

tan*x,

2x

(0

- shlx

( f)

<

(0
X2

(K) sin

5x cos2x +

1,

(X)

The use

v2x,

of differentials

mx sinh ?ix,

f*r*

G
(v) sec xtanx

sinh

ax

+x

cos x cos 2 x cos 3 x,

/?

-,

(o)

35) is perhaps

(/j.)

more familiar than the use

of derivatives.

C dz ,
f dz rfa;
j = Cdz dy
r
n
da: = / T-^y^CyW],
J dy
J/ 3~
J/ T~
dx
dy dx
.

.,

(*)=

Then

some

log x dx

2 log v d log cc

(log x)

2.

of this notation is left optional with the reader it has some advantages ana
the
disadvantages. The essential thing is to keep clearly in mind the fact that
with a view to detecting the function which will differentiate
is to be

The use

problem

inspected

into the given integrand.

sm m x cos"x, m or n odd, or m and n


tann x or cofx when n is an integer,
sec^a; or csc n x when n is even,

(a)
(/3)

(7)

(8) tanroxsec

all detail possible.

the area under the parabola y2


&px from x = to * = o also
the corresponding volume of revolution. Find (7) the total volume of an ellip-

Tind

7.

(/3)

^ or cotm xcscn x, n even,

Explain the alternative forms in (54)-(56) with

6.

even,

(ex)

soid of revolution, (see Ex. 9, p. 10).

8
to

Show that the

= IT

zero

is

if

Find the

9.

area under y

sectorial area of r

10.

Tind the area of the

11.

By

Ex.

sin mx, sin nx or

cos mx cos nx from' x

m and H are unequal integers but \ TT if they are

(a)

10, p. 10, find the

parallel planes so that

a tan^> between the

radii

lemniscate r2 =a2 cos2# and

volumes

(/3)

Be

of these solids.

<

equal.

and

cardioid

<}>

r=l

\TT.

cos<.

careful to -choose the

A (x) may be found easily.

The part cut off from a right

circular cylinder by a plane through a diameter


Ans. 2/3 TT of the whole volume.
and tangent to the other.
How much is cut off from a right circular cylinder by a plane tangent to its
(/3)
at
to
the
an
and
inclined
&
base
lower,
plane of the base ?
angle
(a)

of one base

(y)

from

its

circle of radius b

<

center, to generate

a is revolved, about a line in its plane at a distance


a ring. The volume of the ring is 27r2 62

The axes, of two equal cylinders of revolution of radius r


The volume common to the cylinders is 16rV3.

(8)

cc

intersect at right

angles.

12. If the cross section of a solid is

A(x)

= a^c 3 + a^ +

as a cubic in
,

x,

between two parallel planes is }h(B + 4JH+ B') where h


and B' are the bases and If is 'the middle section;

the volume of the solid


is

the altitude
13.

13.

Show

and

that

B
f

J 1

tan-i

x2

-c

Aids to integration. The majority of cases of integration which

urise in simple applications of calculus

of

at all

be treated by the method

may

cases a large number cannot be integrated


in terms of the functions which have been treated up to this

12.

Of the remaining

/I
.

:.

-..

ll

V(l-x )(l-

One of the chief reasons for introducing a


functions in higher analysis is to have means for effecting the integrations called for by important applications. The discussion of this matter cannot be taken up here. The problem of
of elementary functions.

variety of

new

integration from an elementary point of view calls for the tabulation of some devices which "will accomplish the integration for a

WiLtC VCUJLCuy

UJ.

l-lil/CgltHiU->3 4UbGg.LaLM.t3

The devices which

Integration by parts,

Evolution into

Reference to tables of integrals.

is

an application of

may happen

is, it

factors,

uv'

For

Various substitutions,
Integration by parts

That

bc/Hllo Ul ClCJUClItal V XbLUUlUUllO.

J.11

will be treated are

when

(61)

uv

partial fractions,

written as

u'v.

(61')

that the integrand can be written as the product uv' of two

where v' is integrable and where u'v is also integrable. Then


is not integrated by the fundamental formulas

instance, logx

logx

flogs

a;

logx

x/x

= xlogx

uv' is integrable.
;

but

x.

taken as u and 1 as ', so that v is x, u' is 1/x, and u'v = 1 is immediately integrable. This method applies to the inverse trigonometric and hyperbolic

Here log x

is

functions.

Another example

fxsinx =

is

xcosx + f cosx

sinx

xcosx.

and sinx = v', "both v' and u'v =


cos x are integrable. If the choice
sin x=u and x=v' had been made, v' would have been integrable but u'v=% x 2 cos x
would have been less simple to integrate than the original integrand. Hence in

Here

if

=u

applying integration by parts it is necessary to look ahead far enough to see that
both v' and u'v are integrable, or at any rate that v' is integrable and the integral
of u'v is simpler than the original integral.*
Frequently integration by parts has to be applied seveial times in succession. Thus

f x 2 e* =

xV

f 2 xe*

= xV

Sometimes

it

may be

applied in such a

way

xe*

le

e^cosx

4-

e? cos x

e*(cosx

Cex cosx

Hence

The method

4-

= $ex (cos x

of differentials

e*sinx

may

sinx)
sin x)

if

u = x,

integral can be obtained

le* sin x

4-

= x2

if

e*,

u' =

e*,

v'

as to lead back to the given integral

and thus afford an equation from which that


For example,
x cosx

- C&

e* cos x\

if

if

by

cosx,

'=

sin x, v'

e^cosx.

again be introduced

solution.

if desired-

e*,

e*

nomials in

the fraction

x,

First

plished as follows.

remainder

is of

This

resolved into partial fractions.

is first

is

accom-

/ is not of lower degree than F, divide F into/ until


The fraction f/F is thus resolved into

if

the
the

lower degree than F.

of a polynomial (the quotient) and a fraction (the remainder divided by F)


which the numerator is of lower degree than the denominator. As the polynois integrable, it is merely necessary to consider fractions f/F where / is of
lower degree than F. Next it is a fundamental theorem of algebra that a poly-

sum
of

mial

nomial

F may
F(x)

where

be resolved into linear and quadratic factors

fc(z-

a)

(x-

&)P(x

c)v.

-(x

mx

-f

2
-f-

tive multiplicities a,

7,

F=

+ ?)"-,

are of the respec-

set equal to
the multiplicities of the
of algebra that the

0,

be written as
*

x-a

I(x)

and

theorem

may

and where the quadratic factors when

zero give the pairs of conjugate imaginary roots of


It is then a further
imaginary roots being /K, ?,
fraction f/F

-f px,

n)** (x

are the real roots of the equation F(x)

a, i, c,

(x-a)

-)"-&
1

(z

x2

____

+ mx +

?i

(x

+ mx

n)

-j-

(z-6)/

..
2
+ mx + %)/
(sc

where there is for each irreducible factor of F a term corresponding to the highest
power to which that factor occurs in F and also a term corresponding to every
lesser power. The coefficients A, B,
Jlf, N,
may be obtained by clearing
of fractions and equating coefficients of like powers of cc, and solving the equations
,

or they may be obtained by clearing of fractions, substituting for x as


ferent values as the degree of F, and solving the resulting equations.

many

dif-

When f/F has thus been resolved into partial fractions, the problem has been
iduced to the integration of each fraction, and this does not present serious
Ifficulty. The following two examples will illustrate the method of resolution

__

nto partial fractions and of integration.

Jf xx

The

first

fraction

is

x
1 (x
1)

*1
-

2 (x
x
2)

Let

1
+ 1)

it

be required to integrate

and

Jf (x
x-

I)

(z

- 3) 8

expansible into partial fractions in the form

x + 1
B
Dx +
C
_A
- 1) - 2) (x + + 1) x x 1 x - 2 x + x + 1
+ 1 = A(x - 1) (x - 2) (x + x + 1) + Bx (x - 2) (x 2 -f x + 1)
+ Cx x 1) (xz + x + 1) + (Zte + E) x (x - 1) (x - 2).
2

Hence

(x

x2

(x,

lather than multiply out and equate coefficients, let


tuted.

0, 1, 2,

1,

2 be substi-

Then
2

=-

8 B,

= 14 C,

D~E =
2

f
..

"T*

_&5
(x

llog(-2)-Ai?

- 2)

r
4x+ 5
c
J 21 (x

_-5

The

substitution of

1, 3, 0, 2,

The

solutions are

9/4,

4 gives the equations

= 4#,

60

8=-8JJ,
1,

and the

3/2, 16,

9/4,

- I) 2 (x - 3) 8
(x

+3C-D+ 12=0,

QA

x-

'

The importance

of the fact that the

becomes

15

3
2 (x

integral

3)

method

- 3)

of partial fractions

shows that any

may be integrated and, moreover, that the integral may at most conof a rational part plus the logarithm of a rational fraction plus the inverse
tangent of a rational fraction should not be overlooked. Taken with the method
rational fraction
sist

wide categories of integrands which are integrable in terms of elementary functions, and effects their integration even though
by a somewhat laborious method.
of substitution it establishes very

15. The method of substitution depends on the identity


/[
f/()=f
Jy

Jx

if

ay

that the integral on the right with respect to y


is the integral of /(x) with respect to x it is merely necessary to show that its
derivative with respect to a; is /(x). By definition of integration,

which

by

is

(59)

To show

The identity is therefore proved. The method of integration by substituin fact seen to be merely such a systematization of the method based on
set forth in 12 as will make it practicable for more complicated problems.

(4).

tion

allied to (59).

is

and

Again, differentials may be used if preferred.


Let R denote a rational function. To effect the integration of

f sin x B

2
(sin x, cos x),

fcosxR(cos

x, sinx),

CR (^\ = CE (tan x),

\cosx/

let

cos

= y,

then

CE(l

let

sin

= y,

then

CR(l

= y,

then

let

tanx

let

tan

The

it is

/>

2V

renders any rational function of sin x and cos x rational in


should not be ueed, however, if the previous ones are applicable
almost certain to give a more difficult final rational fraction to integrate,

last substitution

the variable
.

Jy
rf

/ ^(sin^cosx),

y*, y)
z

y ,y);

it

2
a2 These may be conx2 , Va2
in some one of the radicals Va 2 + a 2 Va
vertedinto trigonometric or hyperbolic integrands by the following substitutions:

and

CR (x, Va2

x2 )

= a sin

= a sinh y,

= asecy,

IE (a sin y,

?/,

(/.
{/i
atany,

^
I

a cos y) a cos y

R (a tan y,

a secy) a sec2 y

R (a sinh y,

a cosh y) a cosh y

**

l^

= a cosh y,

B(asecy, a tan y) a secy tan y

E (a cosh y,

o sinh

y)

a sinh y.

Jy

It frequently turns out that the integrals on the right are easily obtained by
methods already given; otherwise they can be treated by the substitutions above.

In addition to these substitutions there are a large number of others which are
Many of them will be found among the exerMoreover, it frequently happens that an integrand, which does not come
under any of the standard types for which substitutions are indicated, is none the

applied under specific conditions.


cises.

less integrable

by some

substitution

which the form

of the integrand will suggest.

number of integrands, have


been constructed by using various methods of integration. B. 0. Peirce's " Short
Table of Integrals " may be cited. If the particular integrand which is desired does
not occur in the Table, it may be possible to devise some substitution which will
reduce it to a tabulated form. In the Table are also given a large number of
reduction formulas (for the most part deduced by means of integration by parts)
Tables of integrals, giving the integrals of a large

which accomplish the successive simplification of integrands which could perhaps


be treated by other methods, but only with an excessive amount of labor. Several
of these reduction formulas are cited

among the exercises. Although the Table is


useful in performing integrations and indeed makes it to a, large extent unneceslearn
to
the
various
methods
of
sary
integration, the exercises immediately below,
which are constructed for the purpose of illustrating methods of integration, should
be done without the aid of a Table.

EXERCISES
1.

Integrate the following


(a)

J*x

cosh

by

parts

(|8)

J'tan-

z,

(7)

Cx m log *,

sin la;

2. If P(x) is

()
(/3)

and

fP

a polynomial and P'(K),


(x)

e*

=
e*[p

Jp (x) cos ax =

(x)

- sin ax

P"(cc),

its

derivatives,

show

- I P'(x) + 1 P"(x) ---- 1


|P (x)

(7) derive a similar result for the

- -^ P"(x] + ~ P*(o;) ---- 1

integrand

P (x) sin ax.

FUNDAMENTAL RULES
3.

(a)

(/3)

4.

e" x (b sin to

e" x

cos to

+ a cos to)
+ 62

a2

= ^e2:c [5x(sinx

xe 2 - cosx
|

,.

/v

(|3)

tanni xsecx

/I
2

(x

^J

2 (n

a2 )"-i

+
^

JVfl

-z

r
'

I
2

(x

~\

a2 )- 1 J'

m Z.
+

into partial fractions

8. Integrate

2
(/S)

of these curves

= a,

(|8)

by converting
.

'

10.

BinSx
^^ Jf a 2cos2 x &2 sin z a;
+

L (z

2)

Find the areas

'

'

xm +

tan- 2 xsecn x,

by trigonometric or hyperbolic substitution


2

- 1) a

'

z
(x

6. Integrate

r
J a

by decomposition

/\ r

5. Integrate

(a)

a2 )"

tan'"- 1 x sec"x

xm

(5)

tion

3 cosx].

lr.

9.

4 sinx

2 cosx)

-f

Prove by integration by parts the reduction formulas


r
sin. m + l xcos- l x
n
smm x cos' x =
sin m a; cos"- 2 x,
(a)
J
m+n
m + n J/
,

7.

show

solution,

e* Bin to =

(7)

23

by parts and subsequent

successive integration

By

Show that fu (x,

Show that TE ( x,
J

-^

\cx

(7)

and their volumes of revolution

a^2 =

a*x*

- x6

(7)

__
cos 3 x

cos2 x

ft

sin 2 x

-j-

4 ac

cosx

ex2 )

5
)

may be

made

a? cos 2

a;

6 2 sin 2 x'

/"l-cosx

,..,

sinx

sinx

treated by trigonometric substitu-

0-

sin 2 x

WJ

'

J a2

Va + bx +

2
distinguish between 6

-a

to a rational algebraic fraction:

/*

cosx

JVx

rational

by yn

cx

d/

_.

Hence

infer

Show

11.

that

IR\

are rational,

x. [

- (

\cx

by yk

rationalized

is

\cx-\- d/

cx

where

the exponents TO, w,

d!/

if

so chosen that km,

is

are

A:n,

integers.

Show

that

setting x"

=y

12.

By
.

hence

is

(a

w+

integrable

when

13. If the roots of a

foe

ex2

bx

ex 2

14. Integrate the following

(a)

JI

rationalized

bx")P

or jp or

Vet

be rationalized by y

15. In

may be

by}pyi

show that lz (a

m
-+

is

p+

an integer.

is

f JK (x,

foe

ex 2 )

may

* Vc.

sinx=V?/,

(^)

J|-Vox-x2
.

xm
is

'Vl-x
according as

or q or

integral.

view of Ex. 12 discuss the integrability of


sin m x cos"x, let

...

are imaginary,
=p

Apply the reduction formulas, Table,

16.

1-

if

be reduced to the above type and

may

r
Jf

===.
VI x 2

m is even or odd

and

p. 66, to

r*

or

positive or

VI

...

show that the


or

J x Vl

x2

odd and

final integral for

ri
-

-.

x2

negative.

17. Prove sundry of the formulas of Peirce's Table.


18.

Show

that

tion z

=Va2

x2

if

E (x, Va2

x 2 ) contains x only to odd powers, the substitu-

will

rationalize the expression. Use Exs. 1 (f) and 6


(e) to
compare the labor of this algebraic substitution with that of the trigonometric or

hyperbolic.

an interval from x = a to x b be divided


Az 2
Axn and the value /() of a
f unction
/(x) be computed from some point & in each interval Ax and
be multiplied by Ax,-, then the limit of the sum
16. Definite integrals.

into

If

successive intervals AJC I;

-,

lim

= / /(as) <e,

(62)

a broken

line,

and

it

is

clear

that the limit of the sum, that


is, the integral, will be repre-

sented by the area under the

y=f(x~) and between


x = a and x = b.

curve

the ordinates

Thus

the definite integral, de-

fined arithmetically by (62),


may be connected with a geo-

metric concept which can serve to suggest properties of the integral


as the interpretation of the derivative as the slope of the tan-

much

gent served as a useful geometric representation of the arithmetical


definition (2).

For instance,

if a, &, c

are successive values of x, then

JT "f(x)d

(63)

the equivalent of the fact that the area from a to c is equal to the
sum of the areas from a to b and I to c. Again, if Ace be considered
positive when x moves from a to b, it must be considered negative
is

when x moves from

b to

a and hence from (62)


(64)

Finally, if

M be the maximum of

f(x~) in the interval, the area

under

=M

the curve will be less than that under the line y


through the
be the minimum of f(x), the
highest point of the curve and if

area under the curve

is

greater than that under y

= m.

- a).

f(x) dx

Hence
(65)

such that the intesome intermediate value m < p. <


gral is equal to /i(&
a); and if the line y=n cuts the curve in a
point whose abscissa is intermediate between a and &, then

There

is,

then,

fj(x) dx
This

is

= r(b-a) = (l>- a)f(fy

the fundamental Theorem

o.f

the

Mean

(65')

for definite integrals.

The definition (62) may be applied directly to the evaluation of the definite infirst 1/x and let a, b be positive with a
tegrals of the simplest functions. Consider
less than b. Let the interval from a to & be divided into n intervals Axi which are
in geometrical progression in the ratio r so that

and Azi

whence

a (r

t -1-

Ax 2

1),

= Ax

Ax 2

ar (r

Ax 8

1),

+ Ax n =

-f

a (rn

Choose the points & in the intervals Axi as the


Azi
___

Aj
^
.

_|

fc.

Axn _a(r-l)
_

_j-

Axi-

Yt
Hence
.

Axz
+ ~~ +
,

Ax-n
-

1-

Now

if

n becomes

infinite, r

h)/h as h ==

log (1

4-

is 1.

Hence
r

dx

As another

= n(r

1N

'

1)

,.

n=

approaches

+
,

Ax 2
--

fl

log

+
,

...

-s-

_-. n

Ax

"l

fn

illustration let

it

<w"

1)

Then

ar-i

logr.
.

= log -b

logr

5= log- =

x n+1

ar"- 1 ^

and h approaches

1,

b/a.

qr-*(r-

-j

= log (b/a)

rn

ar

or

ar,

Ax,,

and

definition the derivative of log (1

by

PAxi
!

=hm

Jo.

is

**

fc

1),

_|_

a, x%

initial points of the intervals.

-|

r=V&7a

But

1)

ar(r-l)

j.

xj.

a** 2 (r

0.

ft)

But the limit of


and
x) when x =

log (1

logft

- log a.
.

be required to evaluate the integral of cos2 x from


and their number odd. Choose the 's
sum of which the limit is desired is

to |TT. Here let the intervals Ax t be equal


as the initial points of their intervals.
The
-

<r

= cos2

But

nAz

Hence

cos2

and

TT,

and

Hence

cos (\
<r

Ax Ax

(n

IT

y)

= Ax [cos2 +

cos2

xdx

"O

cos2 2

cos2 (n

Ax Ax +
2
2) Ax Ax + cos

1)

Ax

sin y

an.d

cos 2 2

cos2

lim

Ax

J TT

n Az +

Ax, (n

sin 2 y

Ax

Ax]

Aa:==0

2)

Ax

cos2 y

lim

TT

1)

Ax Ax.

2 Ax,

TT

= 1.

2
-f sin 2

Aa;

(n

Ax

Ax)

sin 2 Ax]

= 4 TT.

Indications for finding the integrals of other functions are given in the exercises.
It should be noticed that the variable x which appears in the
expression of the
definite integral really has nothing to do with the value of the
integral but merely
s&rves as a symbol useful in forming the sum in (62). What is of importance is
the function / and the limits a, b of the interval over which the
integral is taken.

T
*J

Th A VM ri

fl,lil *>

in

f.liA

/(x) dx

= f
va

/(i) dt

= C
t/a

in t orr-ran r\ rliociTvTioaTc in

/O/) dy

= C
Ja

/(*) dm.

FUNDAMENTAL RULES
17.

27

If the lower limit of the integral be fixed, the value

of the integral is a function of the upper limit regarded as variable


To find the derivative <&'(&), form the quotient (2),
o

+ Ao

f(x)dx-

f(x)dx

*J a

By

applying (63) and

the simpler form

(65'), this takes


b

+ A6

f(x) dx

=
~ti

where

intermediate between b and b

is

approaches

and/()

approaches f(b}.

If preferred, the variable i

may

^b' f

+ Ai.

Let

*b
A

>

== 0.

Then

Hence

be written as

z,

and

(x-)dx=f(x~).

(66')

This equation will establish the relation between the definite integral

and the
it

For by definition, the indefinite integral


any function such that F'(x) equals /(a). As '(x) =f(x)

indefinite integral.

F(x) of f(x)

is

~x

follows that
I

f(x)dx

= F(x)+C.

(67)

Ja

Hence except

for

an additive constant, the

indefinite integral of

is

from a fixed lower limit to a variable upper


the definite integral of
limit. As the definite integral vanishes when the upper limit coincides

with the lower, the constant

is

F(a) and
(67')

Hence, the definite integral of f(x) from a to b is the difference between


any indefinite integral (x) taken for the upper and lower

the values of

curve cannot in the


of the curve

which

first
lies

instance be evaluated

over a small interval

but

Ax

if only that portion


be considered and the

it is clear that
rectangle corresponding to the ordinate /() be drawn,
the area of the rectangle is /() Ace, that the area of all the rectangles is

the

sum 2/() Ax taken from a

zero the limit of their

area

may

sum

to

b,

that

when

the intervals

be written as the definite

Ax approach

under the curve and hence that


integral of f(x) from a to b.*

the area

is

In like manner consider the mass of a roc* of variable density and suppose the
rod to lie along the x-axis so that the density may be taken as a function of x.
In any small length Ax of the rod the density is nearly constant and the mass of
that part is approximately equal to the product /oAx of the density p(x) at the
point of that part times the length Ax of the part. In fact it is clear that
and
the mass will be intermediate between the products mAx and 3fAx, where
are the minimum and maximum densities in the interval Ax. In other words

initial

Ax will be exactly equal to p() Ax where is some value of


x in the interval Ax. The mass of the whole rod is therefore the sum 2/o()Ao?
taken from one end of the rod to the other, and if the intervals be allowed to
approach zero, the mass may be written as the integral of p(x) from one end of
the mass of the section

the rod to the other.t

Another problem that may be treated by these methods is that of finding the
on a vertical area submerged in a liquid, say, in water. Let w be the
weight of a column of water of cross section 1 sq. unit and
At \M
a
of height
W*.
U.A1AU
U1I.I.U AO
is VU
a foot,
w
LV = V**
62.5
\J i*-/.l
I/A-IV unit
\JLi
JULVA^HU 1 unit.
\J\J\J^
~^^ V.
(If the
Ib.) -LA.U
- / &(kjx
point h units below the surface of the water the pressure is
x
w ^ an(j Up 0n a sinaii area near that depth the pressure is
be the area. The pressure on the
approximately whA if
V^____ .--'

total pressure

JL

if
is some depth intermeexactly equal to w
diate between that of the top and that of the bottom of
the area. Now let the finite area be ruled into strips of height Aft. Consider the
product whb(h) Aft where b(h)
f(h) is the breadth of the area at the depth h. This

area

is

evidently be so chosen that the finite sum 2if ()Aa; is exactly equal to
the area under the curve but still it is necessary to let the intervals approach zero and
thus replace the sum by an integral because the values of which make the sum equal
to the area are unknown.

The

's

may

This and similar problems, here treated

by using

the Theorem of the

Mean

foi

7 or from that
integrals, may be treated from the point of view of differentiation as in
of Duhamel's or Osgood's Theorem as in
34, 35. It should be needless to state that in
any particular problem some one of the three methods is likely to be somewhat preferable
to either of the others. The reason for laying such emphasis
upon the Theorem of the

Mean

here and in the exercises belcrv

needs to be thoroughly mastered.

is

that the

theorem

is

in itself very important

and

approximately me pressure on me strip as it is tne pressure at tue top 01 uie strip


is some
multiplied by the approximate area of the strip. Then wb() A/t, where
value between h and h + AA, is the actual pressure on the strip, (It is sufficient to
write the pressure as approximately vihb(h)Ah and not trouble with the .) The
is

total pressure is

then 2Jt0g&(D AA or better the limit of that sum. Then

P = lim Vw& () dh =

MJ/I& (A) d/t,

the depth of the top of the area and & that of the bottom. To evaluate
the pressure it is merely necessary to find the breadth & as a function of A and

where a

is

integrate.

EXERCISES
1. If

2.

is

Show

that

Ja

from a

to

wdx

vdx.

"a

^ (x) </(z) <

6,

Ja

/a

i/a

3. If,

= kl

kf(x)dx

= f

f)dz

(u

/&
f(x)dx.

pb

a constant, show

<f>

(x),

show T

i/-

/a

(x)

< C

dx

/a

< T

dx

f(x)

(x)dx.

/a

Suppose that the minimum and maximum of the quotient Q(x) =f(x)/<j>(x)
and JM", and let (z) be positive
of two functions in the interval from a to I) are
4.

<

so that

m<

fix)
Q (x) = ^-i-i- < Jf

and

m^ (x) </(x) < JtfV> (x)

0(x)

Show by

are true relations.

r/(x)dx

Ja

where
5.
<t>

f is

r/(x)dx

<M

and

some value

of

x between a and

and

C
Ja

<f>

(x)

dx

< C

va

of /(x)

f(x) <f>(x)dx<]tf

=M f
"a

f/(x)0(x)dx
Ja

nb

Take equal

zdx

first

_- a2

Ja

intervals

f,b
,

(/3)

and use the

Evaluate (a) C xmdx


Ja

In the

K2

e^dx

<p(x)dx.

(62)

e6

-e.

/a

rules for arithmetic

if

m]#(x) are positive and

Evaluate the following by the direct application of


(a)

between a and 6 and

<j>(x)dx

/o

f
/a

<f>(x)te=f(Q

/(x)]0(x) and [/(z)

Note that the integrals of [Jf


apply Ex. 2.

7.

^^

&.

m and If are the minimum

6.

=/i=

<f>(x)dx

and maximum
always positive in the interval, show that

If

(x) is

Exs. 3 and 1 that

(b

m +l

- a* 1

),

and geometric
(/3)

c^dx

progressions.

+
lOgC
the intervals should be taken in geometric progression with r
1

Ja

(c*

- c).

= b/a.

sin2 xax

8.

Show

directly that (a)

9.

With

the aid of the trigonometric

^w,

+
+

cos*
sin

cosSx

-\

sin 2

Xb

cosx<fo

cos(n

sin (n

J [sin

Show

f
a

Show

Js

said to be even

*/(x)*c

that

V(a)

if

2 C"f(x)dx,

/(

is

C f(x)dx

Ju

Use the relation between

Theorem

13.

From

is

odd.

cosnx],

sin nx],

cosb,

cosct

=/(x) and odd

/even,

(0)

Mean

of the

if

/(

/(x) dx

x)

if

-f(a),

definite

and

*(a)

/(x).

= 0, / odd.

regarded as a function of the lower

and
the

x)

vfl

if

da.

12.

sinxx

(13)

cos nx) cot

j*b

= sinb-- sina,

an integral
Upper limit being fixed, then
11.

/<

function

(a)

nz cot Jx

\ [(1

_;

10.

it

JQ

formulas

l)x
1)

cos" xOx =z 0,

(/3)

/0

limit,

the

f /(x)dx.

Jo.

indefinite integrals to

F(V)-F (a) =

(b

compare

a) F'(

),

for derivatives and for definite integrals

consideration of Exs. 12

A*

* (b)

and 4

establish Cauchy's Fo'.inula

- * (a)

'

<&'()

increments AJP and A* of two functions, in


any interval in which the derivative *'(x) does not vanish, is equal to the quotient

which

states that the quotient of the

of the derivatives of the

functions for some interior point of the interval.

What

would the application of the Theorem 01 the Mean for derivatives to numerator
and denominator of the left-hand fraction give, and wherein does it differ from
Cauchy's Formula

volume
and compare the

14. Discuss the

cylinders

of revolution of

y = f(x)

results with those

found

as the limit of the


in

Ex.

sum

of thin

9, p. 10.

a rod running from a to & along the x-axis is


15. Show that the mass
z
a2 ) if the density varies as the distance from the origin (fc is a factor of
k{b
of

proportionality).
16. Show (a) that the mass in a rod running from a to 6 is the same as the area
under the curve y
p (x) between the ordinates x = a and x = 6, and explain why
this should "be seen intuitively to be so. Show (ft) that if the density iu a plane slab
bounded by the x-axis, the curve y =f(x), and the ordinates x = a and x = 6 is a
/>b

function p (x) of x alone, the


of the corresponding

mass

of the slab is

volume of revolution

r
is

yp

v
I

Ja

(x)

dx

also (7) that the

mass

(t

iry

p(x)dx.

An

isosceles triangle has the altitude a and the base 26. Find (a) the mass
the assumption that the density varies as the distance from the vertex (meas-

17.

on
ured along the altitude). Find () the mass of the cone of revolution formed by
revolving the triangle about its altitude if the law of density is the same.

18. In a plane, the moment of inertia I of a particle of mass


with respect to a
is defined as the product mr z of the mass by the square of its distance from the

point

Extend

point.

this definition

from

particles to bodies.

(a) Show that the moments of inertia of a rod running from a to b and of a
circular slab of radius a are respectively

na

/i

Jn

xz p

1=1Jo

and

dx

(x)

2 Trr 3 p

p the density,

(r) dr,

the point of reference for the rod is the origin and for the slab is the center.
(p) Show that for a rod of length 21 and of uniform density, 7= $MP with
2
respect to the center and I = Ml with respect to the end,
being the total mass
if

J-

of the rod.
z
(7) For a uniform circular slab with respect to the center I = $Ma
(5) For a uniform rod of length 2 1 with respect to a point at a distance d from
z
2
l
center is I =
+ d ). Take the rod along the axis and let the point be
( s
.

its

(a, p)

= a2 +

with a 2

2
.

j3

rectangular gate holds in check the water in a reservoir. If the gate is


and has a breadth B and the top of the
submerged over a vertical distance
gate is a units below the surface of the water, find the pressure on the gate. At
19.

what depth

in the

over the gate

A dam

20.
is at

water

the point

is

where the pressure

is

the

mean

pressure

form

in the

is

the water level) and 60

of an isosceles trapezoid 100 ft. along the top (which


along the bottom and 30 ft. high. Find the pres-

ft.

sure in tons.
21. Find the pressure on a circular gate in a water main if the radius of the
and the depth of the center of the circle below the water level is d^r.

circle is r

22. In space, moments of inertia are defined relative to an axis and in the forrw2 for a single particle, r is the perpendicular distance from the
particle to the axis.

mula I
(a)

Show that if the

density in a solid of revolution generated by y

only with the distance along the axis, the


revolution

is

rb
I

Apply Ex.

\ Try*p (x) dx.

f(x) varies
of inertia about the axis of

moment

18 after dividing the solid into disks.

Jo,

Find the moment


constant I = $ Ma2
(p)

is

(7)

Apply the

of inertia of a sphere about a diameter in case the density

trpcfi.

result to find the

external and internal radii a and 6

thus find

z
$ Ma

as the

moment

moment

of inertia of a spherical shell with

/=

6 )/(a
and
b ). Let 6
\ M(a*
of inertia of a spherical surface (shell of negli;

gible thickness).
(5)

For a cone

of revolution

= -fy Ma2

where a

is

the radius of the base.

by a mass m upon a point is kmf(r) where


point, show that the attraction exerted at-

23. If the force of attraction exerted


r is the distance

from the mass

the origin by a rod of density p

A=

rb
I

va
is

kf(x) p

(x) dx,

to the
(x)

running from a to

and that

the attraction of a uniform rod

if

&

A = kM/ab,

the law

is

the

along the x-axis

M= p
Law

(b

is

a),

of Nature, that is

Show

both x and y.
of the form
/.;/=/()

Ax

Jo

(x,

y) dy

that the mass of a small slice over the interval

<E>

r6

() Ax and that

Ax would be
-

r b r rv=S&
* (x) Ax =
II
p (a;,
I

^f

^a L^O

1
cto

y) <ty

would be the expression for the total mass and would require an integration with
respect to y in which x was held constant, a substitution of the limits f(x) and
for j/, and then an integration with respect to x from a to 6.
25. Apply the considerations of Ex. 24 to rinding moments of inertia of
a with respect to the origin,
0, x
mx, y
(a) a uniform triangle y

a uniform rectangle with respect to the center,


(7) a uniform ellipse with respect to the center.

(|3)

26. Compare Exs. 24 and 16 to treat the volume under the surface z = p (x, y)
and over the area bounded by y =/(x), y = 0, x = a, x = b. Find the volume
2 =
4px, y = 0, x = 0, x = 6,
(a) under z = xy and over y
= x 2 -f y 2 and over 2 -f y'2 = a?, y 0. x = 0, x = Q,
(/3) under z

(7) under

\-

a2

62

-\

c2

and over

f r2 d<

27. Discuss sectorial area |


of small sectors

28.

is

} pcra*.

29. Find the

and
r

(/3)

<j>

and

Hence

1,

0,

0,

a.

in polar coordinates as the limit of the

sum

(5)

uniform circular sector

of inertia of a

infer I

ra
\

Ja

of angle

r*d<f>

in polar coordinates.

uniform () lemniscate r2 = a2 cos2 2<


with respect to the pole. Also of (7) the circle
<j>)
(1
the rose r = a sin 2
and (c) the rose r = a sin 8 #.

moment

cardioid r

2 a cos

=
62

running out from the pole.

Show that the moment

and radius a

a2

of inertia of a

cos

<

CHAPTER

II

REVIEW OF FUNDAMENTAL THEORY*


18.

Numbers and

integral, rational,

limits.

and

The concept and theory of real number,

irrational, will not

be set forth in detail here.

Some

matters, however, which are necessary to the proper understanding of rigorous methods in analysis must be mentioned and numerous
points of view which are adopted in the study of irrational number
;

will be suggested in the text or exercises.


It is taken for granted that by his earlier work the reader has become familiar
with the use of real numbers. In particular it is assumed that he is accustomed
to represent numbers as a scale, that is, by points on a straight line, and that lie
knows that when a line is given and an origin chosen upon it and a unit of measure
and a positive direction have been chosen, then to each point of the line corresponds one and only one real number, and conversely. Owing to this correspond-

ence, that is, owing to the conception of a scale, it is possible to interchange


statements about numbers with statements about points and hence to obtain a
more vivid and graphic or a more abstract and arithmetic phraseology as may be
desired. Thus instead of saying that the numbers xi, x z
are increasing algebraone may say that the points (whose coordinates are) Xi, x 2 ,
are moving
in the positive direction or to the right ; with a similar correlation of a decreasing
suite of numbers with points moving in the negative direction or to the left. It
,

ically,

should be remembered, however, that whether a statement is couched in geometric


or algebraic terms, it is always a statement concerning numbers when one has in

mind the point

of

view of pure analysis.!

It may be recalled that arithmetic begins with the integers, including 0, and
with addition and multiplication. That second, the rational numbers of the
form p/q are introduced with the operation of division and the negative rational
numbers with the operation of subtraction. Finally, the irrational numbers are

introduced by various processes. Thus V2 occurs in geometry through the


necessity of expressing the length of the diagonal of a square, and V3 for the
diagonal of a cube. Again, TT is needed for the ratio of circumference to diameter
in a circle. In algebra any equation of odd degree has at least one real root and

hence may be regarded as denning a number. But there is an essential difference


between rational and irrational numbers in that any rational number is of the
* The
object of this chapter is to set forth systematically, with attention to precision
of statement and accuracy of proof, those fundamental definitions and theorems which
the basis of calculus and which have been given in the previous chapter from aD

lie at

and can therefore be written down

whereas
explicitly
by a variety of processes and, although they may be
represented to any desired accuracy by a decimal, they cannot all be written
down explicitly. It is therefore necessary to have some definite axioms regulating
the essential properties of irrational numbers. The particular axiom upon which
stress will here be laid is the axiom of continuity, the use of which is essential
to the proof of elementary theorems on limits.

form

p/q

-with #

the irrational

numbers

arise

AXIOM OF CONTINUITY. If all

the points of a line are divided into


every point of the first class precedes every point of
the second class, there must be a point C such that any point preceding
is in the first class and
any point succeeding C 'is in the second class.
19.

two classes such

This principle

that,

may

bers be assorted into


is

algebraically less

a number

N such

.in ternie of numbers, as


If all real numtwo classes such that every number of the first class
than every number of the second class, there must be

be stated

that

any number

any number greater than

less

than

N is in the second.

'is

in the first class

and

The number N (or

point C)
is called the frontier number
(or .point), or simply the frontier of the
two classes, and in particular it is the upper frontier for the first class
and the lower frontier for the second.
To consider a particular case, let all the negative numbers and zero constitute
first class and all the positive numbers the
second, or let the negative numbers
and the positive numbers with zero the second. In either
case it is clear that the classes satisfy the conditions of the axiom and that zero is
the frontier number such that any lesser number is in the first class and any
greater in the second. If, however, one were to consider the system of all positive
and negative numbers but without zero, it is clear that there would be no number
which would satisfy the conditions demanded by the axiom when the two
classes were the negative and positive numbers
for no matter how small a positive number were taken as JV, there would be smaller numbers which would also
be positive and would not belong to the first class and similarly in case it were
attempted to find a negative N. Thus the axiom insures the presence of zero in
the system, and in like manner insures the presence of every other number
a
matter which is of importance because there is no way of writing all (irrational)
numbers in explicit form.

the

alone be the first class

Further to appreciate the continuity of the number scale, consider the four
the phrase "the interval from a to &." They are

significations attributable to

agx^fc,
That

a<x^b,

Sx<

b,

&<x<b.

end points or either or neither may belong to the interval. In


and if b is absent, there is no
absent, the interval has no first point
last point. Thus if zero is not counted as a
positive number, there is no least
positive number for if any least number were named, half of it would surely be
less, and hence the absurdity. The axiom of continuity shows that if all numbers
be divided into two classes as required, there must be either a greatest in the first
Or a Ifiast in thfi Sfinrmf)
t.hp. frrvnt.iw
hut. nnJ- hnt.h 11 n lose *>i
frrmtittr is
is

to say, both

the case a

is

DEFINITION OF A LIMIT. If x

20.

sive values

stant

x-j,

x2

x i}

x,-,

is

a variable which takes on

the variable

is

succes-

said to approach the con-

as a limit if the numerical difference betiveen x


and for all succeeding values of x remains,

and

ultimately

becomes,

than any preassigned number no matter how


small. The numerical difference between x and I

'

less

is

denoted by

a:

l\

or

= +
I

l"'l"l

'

'

'"^,"

or \l
l\
x\ and is called the absolute value of the
fact of the approach to a limit may be stated as

[a;

The

difference.

'

rj,

\rj\

<
<

for all x's subsequent to


for all x's subsequent to

some x
some x,

where e is a positive number which may be assigned at pleasure and


must be assigned before the attempt be made to find an x such that
for all subsequent x's the relation

l\

|.

<

holds.

So long as the conditions required in the definition of a limit are satisfied there
is no need of bothering about how the variable approaches its limit, whether from
one side or alternately from one side and the other, whether discontinuously as in
the case of the area of the polygons used for computing the area of a circle or
continuously as in the case of a train brought to rest by its brakes. To speak
geometrically, a point x which changes its position upon a line approaches the
point I as a limit if the point x ultimately comes into and remains in an assigned
interval,

no matter how small, surrounding

variable

is

I.

said to become infinite if the numerical value of the

and remains greater than any preassigned


The notation is x = oo, but had best
x becomes infinite," not " x equals infinity."

variable ultimately becomes

number K, no matter how


be read

"

THEOREM
infinite or

1.

large.*

If a variable

approaches a

is

always increasing,

it

either becomes

limit.

That the variable may increase indefinitely is apparent. But if it does not
become infinite, there must be numbers
which are greater than any value of
Then any number must satisfy one of two conditions either there
are values of the variable which are greater than it or there are no values of the
variable greater than it. Moreover all numbers that satisfy the first condition are
less than any number which satisfies the second. All numbers are therefore
divided into two classes fulfilling the requirements of the axiom of continuity, and
such that there are values of the variable greater than
there must be a number
e which is less than N. Hence if e be assigned, there is a value of
any number
e < x =g 2V, and as the variable is always
the variable which lies in the interval
increasing, all subsequent values must lie in this interval. Therefore the variable

the variable.

approaches N as a limit.

* This definition means what it says, and no more. Later, additional or different
meaniners mav be assigned to infinity, but not now. Loose and extraneous r-oncents in

1.

X2

If BI,

x,,,

n so great that xn +p

xn

2.

If xi,

x2

is

x,1

+p

<

a suite approaching a limit, apply the defigiven it must be possible to find a value of
values of p.

is
,

show that when

nition of a limit to

e is

e f or all

a suite approaching a limit and

if yi,

x n approaches zero when n becomes infinite,


that \y n
a limit which is identical with the limit of the x's.

y2

show

3.

As the

definition of a limit is phrased in

values, note the following rules of operation

(a) If

>

and

Ob.

By

theorems

terms of inequalities and absolute


a

>

and

<

>

(7) |o6c

-,

.|

= |a|-|&|-|c|.

-,

have the same


holds only if the numbers a, &, c,
these relations and the definition of a limit prove the fundamental

where the equality sign in


sign.

suite sucli

that the y's approach

.-

then

any

is

(ft)

f.

= X

and lim y

Y, then lim (x

y)

X Y

and

lira

xy

= XY.

eorem 1 when restated in the slightly changed form If a variable


s and never exceeds JT, then x approaches a limit 2V and IV ==
"li - i
nnd prove the corresponding theorem for the case of a
:

r_

-^.v^

c 10

aocugiieu. an.

76

are two suites of which the first never decreases


u ^2,
ireases, all the y's being greater than any of the x's, and if
show that the limits
can be found such that y n
n <
,

of the suites are identical.

x2
and y^ 2/2,
are two suites which never decrease, show by Ex. 4
and Xjj/i, x 2 i/2,
by Ex. 3) that the suites Xi + j/ t x2 + 2/2,
approach
Note that two infinite decimals are precisely two suites which never decrease as more and more figures are taken. They do not always increase, for some
of the figures may be 0.
6. If Xi,

(not

limits.

word " all" in the hypothesis of the axiom of continuity be assumed to


numbers so that the statement becomes If all rational
numbers be divided into two classes
there shall be a number
(not neces7. If

the

refer only to rational

may be taken as defining a


numbers. Show that if two numsequence
bers X, F be defined by two such sequences, and if the sum of the numbers be
defined as the number defined by the sequence of the sums of corresponding terms
as in Ex. 6, and if the product of the numbers be defined as the number defined by
the sequence of the products as in Ex. 6, then the fundamental rules
sarily rational) such that
number as the frontier of a

Z+Y=Y+X,

then the conclusion


of rational

XY^YX,

(X+Y)Z=XZ+YZ

hold for the numbers X, F, Z defined by sequences. In this way a


complete theory of irrationals may be built up from the properties of rationals
combined with the principle of continuity, namely, 1 by defining irrationals as
of arithmetic

frontiers of sequences of rationale, 2

by defining the operations of addition, multias operations upon the rational numbers in the sequences, 8 by
showing that the fundamental rules of arithmetic still hold for the irrationals.
plication,

sucn tnat x*

z.

JLO

uo

tnis it

anouia ue snown tnat the rationals are divisible

into two classes, those whose square is less than 2 and those whose square is not
than 2 and that these classes satisfy the requirements of the axiom of conti-

les&

nuity. In like manner if a is any positive


show that there is an x such that x" = a.

21.
limits

number and n

is

any positive

integer,

Theorems on limits and on sets of points. The theorem on


which is of fundamental algebraic importance is

THEORKM

2.

and

If

R (x,

i/,

%,

be

any rational function of the

variables

these variables are approaching limits X, Y, Z,


then the value of R approaches a limit and the limit is R (A, Y, Z,
provided there is no division by zero.
x, y, %,

As any

if

rational expression

is

made up from

its

),

elements by combinations of

addition, subtraction, multiplication, and division, it is sufficient to prove the


theorem for these four operations. All except the last have been indicated in the

above Ex. 3. As multiplication has been cared for, division need be considered
only in the simple case of a reciprocal 1/x. It must be proved that if lim x = A',
then lim (1/x) = 1/X. Now

_
x

~Y

I/.
'

by Ex. 3

-'

\X\

(7)

above.

This quantity must be shown to be less than any assigned e. As the quantity is
complicated it will be replaced by a simpler one which is greater, owing to an
increase in the denominator. Since x = JT, x
may be made numerically as
small as desired, say less than e', for all z's subsequent to some particular x. Hence
if e' be taken at least as small as
$\X\, it appears that |xj must be greater than

\\X\. Then

and

if t'

be restricted to being

less

than

^|J5T|

the difference

is

less than e

and

the theorem that lim (1/x)


1/X is proved, and also Theorem 2. The necessity
for the restriction
and the corresponding restriction in the statement of

X^

the theorem

is

THEOREM

obvious.

when

e is given, no matter how small, it is


possible
so great that the difference
x n between xn
\x n+p
and every subsequent term xn+p in the suite x-^, x2 ,
x
is less
,
n,
than e, the suite approaches a limit, and conversely.
3.

If

to find a value of

The converse part has already been given as Ex. 1 above. The theorem itself is
a consequence of the axiom of continuity. First note that as \n+ p
xn < f for
's subsequent to
the z's cannot become infinite. Suppose 1 that there
all
I
such that no matter how remote xn is in the suite, there are
is some number
always subsequent values of x which are greater than I and others which are less
than 1. As all the 's after xn lie in the interval 2 e and as I is less than some a's
and greater than others, I must lie in that interval. Hence 1 xn + p < 2 e f or all
\

subsequent to *. But now 2 e can be made as small as desired because e can be


taken as small as desired. Hence the definition of a limit applies and the z's

z's

approach

as a limit.

Suppose 2

that there

no such number

is

I.

Then every number k

is

such

triat

possible to go so far in the suite that all subsequent numbers x are


as great as k or it is possible to go so far that all subsequent x's are less than k.
Hence all numbers k are divided into two classes which satisfy the requirements of

either

it

is

and there must be a number

the axiom of continuity,

N such that the x's ultimately

e' and
to lie between
+ e', no matter how small <' is. Hence the x's
as a limit. Thus under either supposition the suite approaches a limit
approach
and the theorem is proved. It may be noted that under the second supposition the
K'S ultimately lie entirely upon one side of the point N" and that the condition
x n < e is not used except to show that the x's remain finite.
\x n +

come

I>

22. Consider next a set of points

(or

their correlative numbers)

without any implication that they form a suite, that is, that one may
be said to be subsequent to another. If there is only a finite number
of points in the set, there is a point farthest to the right and
farthest to the left. If there is an infinity of points in the set,
possibilities arise.

Either 1

far to the right that

which case the set

it is

not possible to assign a point


set is farther to the right

one

two

so

no point of the

said to be unlimited above

is

-or 2

in

there

is

such that no point of the set is beyond


and the set is
point
said to be limited above. Similarly, a set may be limited below or unIf a set is limited above and below so that it is entirely
contained in a finite interval, it is said merely to be limited. If there
is a point C such that in
any interval, no matter how small, surrounding C there are points of the set, then C is called a point of condensalimited below.

tion of the set

THEOREM

(C

4.

or

may

itself

Any

infinite

may

not belong to the

set of points

which

set).

is

an

limited has

upper frontier (maximum?), a lower frontier (minimum?), and at


least one point of condensation.
Before proving this theorem, consider three infinite sets as illustrations
(a) 1, 1.9,

K99, 1.999,
(

In

(or)

the element 1

is

(j8)

- 2,

- 1.99,

1.9,

- 1,

-i,-i,-i,-,i.i.i-

7)

the

minimum and

serves also as the lower frontier

it is

no maximum but 2
(/3) there is a maximum
2 (for
1 and a minimum
2 has been incorporated with the set). In (7) there
is a maximum and minimum
the point of condensation is 0. If one could be sure
that an infinite set had a maximum and minimum, as is the case with finite
sets, there would be no need of considering upper and lower frontiers. It is clear
clearly not a point of condensation, but is isolated. There
is the upper frontier and also a point of condensation. In

is

that

if

the upper or lower frontier belongs to the set, there

is

maximum

or

the corresponding, extrerne pomt is missing.

To prove that there is an upper frontier, divide the points of the line into two
one consisting of points which are to the left of some point of the set, the
then apply the
other of points which are not to the left of any point of the set
axiom. Similarly for the lower frontier. To show the existence of a point of conclasses,

densation, note that as there is an infinity of elements in the set, any point p is such
that either there is an infinity of points of the set to the right of it or there is not.

Hence the two

classes into

which

all

points are to be assorted are suggested, and

the application of the axiom offers no

difficulty.

EXERCISES
1.

In a manner analogous to the proof of Theorem

= -,
-2 2

/si(a) hm
V;
2.

Si

Given an

MI,

S2

~l

/* r
lira
(8)

*ax +

show that

2,

x2

*=-ix8

....

5
7

Construct the suite


S = u t + u z + ua +
S8 = MI + M 2 + w 8
Si = MI + u z +
+ u,-,
the first i terms. Show that Theorem 3 gives The

infinite series

= MI +

2,

neceswhere S,- is the sum of


sary and sufficient condition that the series /S converge is that it is possible to find
an 7i so large that \Sn+p
Sn shall be less than an assigned e for all values of p.
:

when the

It is to be understood that a series converges

suite of

fi"s

approaches a

limit,

and conversely.
3. If in a series u\

alternately positive
series converges.
4.

Given three

HZ

Us

M*

infinite suites of

Xi, Xa,

the terms approach the limit 0, are


is less than the preceding, the

and negative, and each term

Consider the suites Si,

x,

and

5,

<Sg,

Sz,

S4 Se
,

numbers

yi,

ifa,

y*

*x,

z,"-,

B>

which the first never decreases, the second never increases, and the terms of the
lie between corresponding terms of the first two, xn =i Zn =
yn Show that
the suite of z's has a point of condensation at or between the limits approached by
the z's and by the y's and that if lim x = Urn y = 1, then the 's approach I as a
of

third

limit.
5. Restate the definitions

and theorems on

sets of points in arithmetic terms.

Give the details of the proof of Theorem 4. Show that the proof as outlined
gives the least point of condensation. How would the proof be worded so as to give
the greatest point of condensation? Show that if a set is limited above, it has an
upper frontier but need not have a lower frontier.
6.

7. If

a set of points is such that between any two there is a third, the set
Show that the rationals form a dense set also the irrationals.

to be dense.

that any point of a dense set

is

a point of condensation for the

is said

Show

set.

8. Show that the rationals p/q where q <


do not form a dense set
in fact
aie a finite set in any limited interval. Hence in regarding any irrational as the
limit of a set of rationals it is necessary that the denominators and also the numer-

ators should

become

infinite,

9.

Show that

if

an

say in the rectangle


condensation of the

infinite set or points lies in a limited, region 01 the plane,


c = y =i ci, there must be at least one point of

a=x==b,
sot.

Give the necessary definitions and apply the axiom

of continuity successively to the abscissas

23.

and ordinates.

Real functions of a real variable. Jf x

be

a variable which

takes on a Certain sat of values of which the totality may be denoted


by [;] and if y in a, sec.ond variable the value of which is uniquely

determined for vac-h x of the set [a:], then y is said to be a function of


"
"
limited
x defined over the set [x]. The terms " limited,"
unlimited,"
"
unlimited below,"
are applied to a function if they are
above,"

Hence Theorem 4

applicable to the set [y] of values of the function.


has the corollary
:

THEOREM

5.

upper frontier

If a function

If the function,

in the set [x~\


lute maximum
at

value

In any

frontier.

lower frontiers

The

is

some

limited over the set [x],

such that /(#


CK

= M,

if

has an

it

there

is

the function has the abso-

and similarly with respect to the lower


m between the upper and

the difference

case,

called the oscillation of the function for the set

set [x] is generally

Consider

is

and a lower frontier m for that set.


takes on its upper frontier M, that is,

an

[cc].

interval.

and

illustrations of functions

sets

over which they are defined.

The

reciprocal I/a; is denned for all values of x save 0. In the neighborhood of


the function is unlimited above for positive x's and unlimited below for negative z's.
It should

function

0<x^

is not limited in the interval


a but is
a where e is any assigned positive number. The

be noted that the function

limited in the interval e =g

+ Vx

is

defined for

and is limited below. It


is assigned,
positive numbers but if
x ^ K. The factorial function x is de-

all positive x's

not limited above for the totality of all


the function is limited in the interval
=!
is

including

nned only for positive integers,

is limited below by the value 1, but is not limited


above xmless the set [a;] is limited above. The function
(x) denoting the integer
not greater than x or " the integral part of x " is defined for all positive numbers
for instance E(3) = E(ir) = 3. This function is not
expressed, like the elemen" formula " it is defined
tary functions of calculus, as a
by a definite law, however,
and is just as much of a function as x2 + 3z + 2 or sin2 2 a; + logx. Indeed it
should be noted that the elementary functions themselves are in the first instance

defined

by

definite laws

and that

it is

not until after they have been

made

the

subject of considerable study and have been largely developed along analytic lines
that they appear as formulas. The ideas of function and formula are essentially

and the latter is essentially secondary to the former.


definition of function as given above excludes the so-called multiple-valued
where to a given value of x correspond more than

distinct

The

functions such as ~vx and sin- 1 x

one value of the function. It

is usual, however, in
treating multiple-valued functions to resolve the functions into different parts or branches so that each branch
is

a single-valued function. Thus

+ Vx

is

one branch and

Vsc the other branch

of

when x is positive the symbol V& is usually restricted to mean


and thus becomes a single-valued symbol. One branch of sin- 1 x con| TT and + J TT, other branches give values between
Hence the term "function " will be
and |TT or
f TT, and so on.
| TT and

Vz

merely

in fact

+ Vx

values between

sists of the

^ TT
restricted in this chapter to the single-valued functions allowed

by the

definition.

24. If x
a is any point of an interval over which f(x) is defined,.
a if
the function f (x) is said to be continuoiis at the point x

no matter how x

=f(a),

== a.

The function is said to be continuous in the interval if it is continuous


at every point of the interval. If the function is not continuous at the
point a, it is said to be discontinuous at a and if it fails to be con;

tinuous at any one point of an interval,


in the interval.

THEOREM

If

6.

any

finite

number

it is

said to be discontinuous

of functions are continuous (at a

point or over an interval), any rational expression formed of those


functions is continuous (at the point or over the interval) provided no
division

by zero

THEOREM
?/

=/(x

<#

and

is

If

7.

called for.

y=f(x)

= <f>(y)

is

continuous at x

and takes the value

a continuous function of y at
will be a continuous function of x at x.
if

is

y = yg then
,

In regard to the definition of continuity note that a function cannot be con2


tinuous at a point unless it is defined at that point. Thus a- 1 /3 is not continuous
because division by is impossible and the function is undefined. If, howat x =
"

ever, the function be defined at


0, the function becomes continuous at
as/(0)
0. In like manner the function l/x is not continuous at the origin, and in this

impossible to assign to/(0) any value which will render the function
continuous the function becomes infinite at the origin and the very idea of beinfinite
precludes the possibility of approach to a definite limit. Again, the
coming

case

it is

function
of x.

E (x)

is

in general continuous, but


is discontinuous at x

"When a function

the limit of the oscillation

m of the

is

discontinuous for integral values

a, the amount of the discontinuity is


function in the interval a
+5

5<x<c

surrounding the point a when 5 approaches zero as its limit. The discontinuity
of
that of 1/x at the origin is infi(x) at each integral value of x is clearly 1
nite no matter what value is assigned to /(O)

In case the interval over which /(x) is defined has end points, say a S x S &,
the question of continuity at x = a must of course be decided by allowing x to
approach a from the right-hand side only and similarly it is a question of lefthanded approach to 6. In general, if for any reason it is desired to restrict the
approach of a variable to its limit to being one-sided, the notations x = a+ and
x = b~ respectively are used to denote approach through greater values (righthanded) and through lesser values (left-handed). It is not necessary to make this
specification in the case of the ends of an interval for it is understood that x
;

simpU) example

Tho proof

lim

is

tuiu 01

Theorem

of

[/(x),

(x)

& (Zj
6

IB

at

me

positive integral points.

an immediate corollary application

= K [lira /(x),

and the proof of Theorem

lini

(),

Theorem

of

= R [/(lim x),

For

2.

(liin x),

],

7 is equally simple.

THEOREM 8. If f(x) is continuous at x = a, then for any positive


which has been assigned, no matter how small, there may be found a
number 8 such that \f(x) f(n) [<e in the interval \x a|<8, and
e

hence in this interval the oscillation of f(x) is less than 2c.


conversely, if these conditions hold, the function is continuous.
This theorem

And

in reality nothing bub a restatement of the definition of conti-

is

u
nuity combined with the definition of a limit. For
lim/(x) =/(a) when x = a,
no matter how" means that the difference between /(x) and /(a) can be made as
small as desired

by taking x

and conversely. The reason


more amenable to analytic opera-

near to a

sufficiently

for this restatement is that the present

form

is

albo suggests the geometric picture which corresponds to the usual idea of continuity in graphs. For the
tions.

It

theorem states that

if

the two lines y

=/()

the graph of the function remains between


the short distance S on each side of x
a

be drawn,

them for at least


and as e may be

assigned a value as small as desired, the graph cannot exhibit


breaks. On the other hand it should be noted that the actual

graph is not a curve but a band, a two-dimensional region of greater or


and that a function could be discontinuous at every point of an
and yet lie entirely within the limits of any given physical graph.
It is clear that 5, which has to be determined subsequently to e, is in general
more and more restricted as e is taken smaller and that for different points it is
more restricted as the graph rises more rapidly. Thus if /(x) = 1/x and e = 1/1000,
5 can be nearly 1/10 if x = 100, but must be slightly less than 1/1000 if x = 1, and
8
something less than 10- if x is 10Indeed, if x be allowed to approach zero, the

physical
less

breadth,

interval

approaches zero and although the function


< x = 1 and for any given XQ and a
1/x
f(x>)
number 5 may be found such that [/(x) /(x ) < e when |x
x < 5, yet it is not
possible to assign a number 8 which shall serve uniformly for all values of x
value 5 for

is

any assigned

also

continuous in the interval

25.

THEOREM

a^x^b

9.

If a function

with end points,

it

<

is

f(x)

is

continuous in an interval

possible

to

<

when [x x
8 for all points
\f(x )
f(x o)\
is said to be
uniformly continuous.
\

8 such that
and the function

find a

The proof

is conducted by the method of reductio ad absurdum.


Suppose e
Consider the suite of values J,
or any other suite which
\,
approaches zero as a limit. Suppose that no one of these values will serve as a S
for all points of the interval. Then there must be at least one
point for which |
will not serve, at least one for which
will not serve, at least one for which
will

Is

assigned.

J-

not serve,

and

so

on

indefinitely.

This infinite set of points must have at least one

5, no matter how large fc. But now by hypothesis /(x)


C and hence a number 5 can be found such that \f(x) f(C)\ < \ e
z < 2 8. The oscillation of f(x) in the whole interval 4 8 is less than
Now if x Q be any point in the middle half of this interval, XQ C < 3 and if a;
satisfies the relation x
XQ < 8, it must still lie in the interval 4 8 and the difference \f(x)
f(x ) < ej being surely not greater than the oscillation of /in the whol
interval. Hence it is possible to surround (7 with an interval so small that the
same 8 will serve for any point of the interval. This contradicts the former conclusion, and hence the hypothesis upon which that conclusion was based must have
been false and it must have been possible to find a 5 which would serve for all
points of the interval. The reason why the proof would not apply to a function

which 2~*
is

will not serve as

continuous at

when

like 1/x defined in the interval

the point of condensation

and

/(C)

|/(x)

THEOREM
end

its

<

10.

e,

|x

<x

== 1

lacking an end point

C would be 0, and at
C < 2 3 could not be
is

precisely that

not continuous

satisfied.

continuous in a region which includes

points, the function is limited.


11. If a function is continuous in

end points, the function takes on

mum

is

If a function

THEOREM
its

the function

is

similarly

it

has a

its

an interval which includes


upper frontier and has a maxi-

minimum m.

These are successive corollaries of Theorem 9. For let e be assigned and let 5
be determined so as to serve uniformly for all points of the interval. Divide the
interval b
a into n successive intervals of length 8 or less. Then in each such
interval / cannot increase by more than e nor decrease by more than e. Hence /
will be contained between the values /(a) + ne and /(a)
And
e, and is limited.
f(x) has an upper and a lower frontier in the interval. Next consider the rational
function l/(Jf /) of /. By Theorem 6 this is continuous in the interval unless
the denominator vanishes, and if continuous it is limited. This, however, is impossible for the reason that, as
is a frontier of values of /, the difference
f
may be made as small as desired. Hence l/(Jf /) is not continuous and there

must be some value

THEOREM
points

point

and
,

of

x for which /= M.

If /(x) is continuous in the interval a


ccS & with end
/(a) and/(&) have opposite signs, there is at least one
b, in the interval for which the function vanishes.

12.

if

< <

And whether f(a) and f(li) have opposite signs or not, there is a point
a < < b, such that /() = /m, where /* is any value intermediate between the maximum and minimum of / in the interval.
,

For convenience suppose that /(a) < 0. Then in the neighborhood of x = a the
function will remain negative on account of its continuity and in the neighborhood of & it will remain positive. Let be the lower frontier of values of x which
;

Suppose that/() were either positive or negative. Then as


/ is continuous, an interval could be chosen surrounding and so small that / remained positive or negative in that interval. In neither case could $ be the lower

make/(z)

positive.

frontier of positive values

Hence the

contradiction,

and /() must be

zero.

To

d be the values of x which make


prove the second part of the theorem, let c and
has opposite signs at c and
/ a minimum and maximum. Then the function
some point of the interval between c and d and hence a
d, and must vanish at

f-n

fortiori at some point of the interval from a to

6.

EXERCISES
a continuous function of x, and that consequently it follows
from Theorem 6 that any rational fraction P(x)/Q(x), where P and Q are polynomials in x, must be continuous for all x's except roots of Q (x) = 0.
1.

Note that x

2.

Graph the function x

is

tier 1,

3.

but no

E (x)

Show

for integral values of x.

for x

that

it is

and show that

lira
x',

x" == a
x'

continuous except
fron0, an upper

maximum.

Suppose that/(x)

is

denned

for

an

- /(x")] =
[f(x'}

or

\f(x')

which x

infinite set [x] of

of condensation (not necessarily itself a point of

when

it is

minimum

limited, has a

the

set).

-/(") < e,
|

is

a point

<

Suppose

x' - a < 5,
\

x" |

5,

and x" regarded as independent variables approach a as a limit (passing

a limit as
only over values of the set [x], of course). Show that/(x) approaches
x = a. By considering the set of values of /(x), the method of Theorem 8 applies
the
in
is
no
essential
there
that
almost verbatim. Show
proof if it be
change

assumed that x' and x" become infinite, the set [x] being unlimited instead of
having a point of condensation a.
4. From the formula sin x < x and the formulas for sin u
show that A sin x and A cos x are numerically less than 2 Ax
and cosx are continuous functions of x for all values of x.
[

sin v
|

and cos u

cos v

hence infer that sin x

10~ 4 what
5. What are the intervals of continuity for tanx and cscx? If
are approximately the largest available values of 5 that will make |/(x)
/(x ) < e
when x = 1, 30, 60, 89 for each ? Use a four-place table.
,

to 1 as equal to
when x is irraLet /(x) be defined in the interval from
tional and equal to l/q when x is rational and expressed as a fraction p/q in lowest
terras. Show that/ is continuous for irrational values and discontinuous for
6.

Ex.

rational values.

8, p.

39, will

be of assistance in treating the irrational values.

Note that in the definition of continuity a generalization may be introduced


by allowing the set [x] over which / is defined to be any set each point of which
is a point of condensation of the set, and that hence continuity over a dense set
7.

(Ex. 7 above), say the rationals or irrationals, may be defined. This is important
because many functions are in the first instance defined only for rationals and are

subsequently defined for irrationals by interpolation. Note that if a function is


continuous over a dense set (say, the rationals), it does not follow that it is uni-

formly continuous over the

set.

Tor the point

of condensation

in the proof of Theorem 9 may not be a point of the set


the proof would fall through for the same reason that it

< x =E

in the interval

was continuous

at C.

ous over a dense

set,

1,

namely, because

Show

that

if

it

C which was used

(may be irrational), and


would in the case of 1/x

could not be affirmed that the function

a function is defined and

the value /(x) will approach a limit

is

uniformly continu-

when x approaches any

function will remain continuous.

By

8.

factoring (x

Ex. 3

+ A x) n

xn

may

be used to advantage.

show for integral values of n that when

~
K, then A (xn ) <nKn l Ax for small Ax's and consequently x n is uniformly
continuous in the interval
=2 x =i K. If it be assumed that x n has been defined
=i x

==i

x's, it follows from Ex. 7 that the


and that the resulting x n will be continuous.

only for rational


to all x'

may be

definition

extended

Suppose (a) that f(x) +f(y) = /(x + y) for any numbers x and y. Show that
and nf(l/n) =/(!), and hence infer that /(x) = x/(l) = Cx, where
all rational x's. From Ex. 7 it follows that if /(x) is continuous,
=
Cx for all x's. Consider (0) the f unction /(x) such that/(x) /(y) =/(x + y).
/(x)
Show that it is G&- = a1
9.

/(n)

= n/(l)

=/(!), for

Show by Theorem

12 that if y
f(x) is a continuous constantly increasing
function in the interval a =i x
6, then to each value of y corresponds a single value
l
of x so that the function x=f~ (y) exists and is single-valued; show also that
10.

it

continuous and constantly increasing. State the corresponding theorem if


l
constantly decreasing. The function f~ (y) is called the inverse function

is

is

/(x)

to/(x).

Apply Ex. 10

11.

to discuss y

= Vx,

where n

is

integral,

is

positive,

and only

positive roots are taken into consideration.

12. In arithmetic

it

are true

when a and

may

(a

inequalities

> 1,

when

to all rational values of

xm

>xn

if

rt

amit

o"6B

= (a6) n

and positive and when m and n are any positive


(a) Can it be inferred that they hold when a
() How about the extension of the fundamental

b are rational

and negative integers or zero,


and 6 are positive irrationals ?
x"

shown that the equations

readily be

am + ",

am a n

m>n

x>

x"

1,

n and the proof


and x>l,

< 1,

when

y,

<

of the inequalities

xm <x

m>n

if

and

0<x<l.

Next consider x as held constant and the exponent n as variable. Discuss the
x
exponential function a from this relation, and Exs. 10, 11, and other theorems that
may seem necessary. Treat the logarithm as the inverse of the exponential.
(7)

26.

f(x)

The
is

If x = a is a point of an interval over which


and if the quotient

derivative.

defined

*/_/(* + &)-/()

'

A*"

AX

'

approaches a limit when h approaches zero, no matter how, the function


a and the value of the limit of
f(x) is said to be differentiable at x

the derivative f'(a) off at x


entiability, the definition of a limit gives

the quotient

is

where lim

77

when

lini

0,

a.

no matter how.

In the case of

differ-

\f(a

h)

- /(a)

=i |/'(u)

5
]

eS,

h
|

<

8.

the limit of the quotient exists when h =


through positive values only
function has a right-hand derivative which may be denoted by/' (+) and simi
for the left-hand derivative /'(a-). At tins end points of an interval the dertv
but for interior pointH the right-hand and
is always considered as one-handed
hand derivatives must be equal if the function is to have a derivative (unquali
Tho function is said to have an infinite derivative at a if the quotient become?
but if a is an interior point, the quotient must become posil
nite as h =
infinite or negatively infinite for all manners of approach and not positively in
for some and negatively infinite for others. Geometrically this allows a ve
If

tangent with an inflection

point, but not with a cusp as in Fig. 8, p. 8. If in


derivatives are allowed, the function may have a derivative and yet be discc
uous, as is suggested by any figure where /(a) is any value between lim/(x)
x == a+ and lim/(x) when x = a~.

THEOREM 13. If a function takes on its maximum (or minirnur


an interior point of the interval of definition and if it is different

at that point, the derivative is zero.


THEOREM 14. Rollers Theorem,. If a function /(*) is continuous
x
b with end
an interval a
points and vanishes at the ends am

a derivative at each interior point a


a
0.
$
I, such that /' ()

THEOREM

15.

an interval a
is

some

where

< x < b,

there

is

some

poi

< <

Theorem of the Mean. If a function is continuous


x S & and has a derivative at each interior point,
such that

point

h^l>

a* and

is

a proper fraction,

< <

1.

/(a) = M, the difference /(a + h)


tannot be positive for any value of h and the
quotient Af/h cannot be pc
when ft > and cannot be negative when h < 0. Hence the right-hand deit
cannot be positive and the left-hand derivative cannot be
As thes

To prove

the

first

theorem, note that

if

negative.

must be equal if the function has a derivative, it follows that they must be
and the derivative is zero. The second theorem is an immediate corollary.

the function is continuous it must have a maximum and a minimum


(Theore
both of which cannot be zero unless the function is
always zero in the int
Now if the function is identically zero, the derivative is
zero aT

identically
theorem is true whereas if the function is not
identically zero, either the max
or minimum must be at an interior
point, and at that point the derivative will v;
;

* That the theorem is true for


any part of the interval from to 6 if it is true
whole interval follows from the fact that the
conditions, namely, that / be cont:
and that/' exist, hold for any part of the interval if
they hold for the whole.

FUNDAMENTAL THEOKY
To prove the

last

47

theorem construct the auxiliary function

3 O
As $ (a)
Kolle's Theorem shows that there is some point for which
f
(b)
f () 0, and if this value, be substituted in the expression for ^' (x) the solution
f r /'() gives the result demanded by the theorem. The proof,
however, requires
the use of the function ^ (a;) and its derivative and is not complete until it is shown
i/-

that

i/-(x)

really satisfies the conditions of Rolle's

Theorem, namely,

s ~

is

continuous

a
b and has a derivative for every point a < x < b. The conx
a consequence of Theorem 6 that the derivative exists follows from the
tinuity
direct application of the definition combined with the assumption that the derivain the interval
is

tive of /exists.

27.

THEOREM

16. If

zero in the interval a

a function has a derivative which,

sx

the function

b,

is

constant

is
;

identically

and

if

two

functions have derivatives equal throughout the interval, the functions


differ by a constant.

THEOREM
x ==

a,

17. If f(x) is differentiable

and becomes

the derivative cannot remain finite as x

infinite

when

= a.

THEOREM 18. If the derivative /'(#) of a function exists and is a


x
continuous function of x in the interval a
Z, the quotient A/y/i

converges uniformly toward

its

limit /' (x).

These theorems are consequences of the Theorem of the Mean. For the

/(a

h)

/(a)

= hf(a+

0A)

= 0,

if

fts&_

or

/(a

h)

first.

=/(a).

Hence /(x) is constant. And in case of two functions/ and with equal derivati vfg,
the difference ^ () = f(x)
(x) will have a derivative that is zero and the differbe a fixed value near a and suppose that.
ence will be constant. Tor the second, let
in the interval from x to a the derivative remained finite, say less than K. Then
<j>

*f>

h)

Now

- /(xo) =
|

hf'(x

0h)\^\

h approach a and note that the left-hand term becomes infinite and
the supposition that/' remained finite is contradicted. Tor the third, note that/',
being continuous, must be uniformly continuous (Theorem 9), and hence tha.t if e is
given, a 8 may be found such that
let

XQ

when h\< S and

the interval ; and the theorem is proved.


Concerning derivatives of higher order no special remarks are necessary. Each
[

for

all x's in

48

INTRODUCTORY REVIEW

contribute to tbe term

D'uDn + 1 -

u in the

formula for the

(n

l)st derivative of

uv are the terms

n(n-l)...(n-< +

n(n

2)

- 1)

in

which the

second.

n(n

first

The sum

(n-

1.2-.-i

1-2-. (*-!)
factor

is

to

be differentiated in the first and the second in the


obtained by differentiating is

of the coefficients

l).'-(n,-i

2)

l)---(n-i

n(n

l)

_
~

(n

l)n

(n

-i+

2)

1-2- --i

l-2-.-i

1.2..-(i-l)

D uD

i
n+ l
v in the expansion
which is precisely the proper coefficient for the term i
of the (n 4- 1) st derivative of uv by Leibniz's Theorem.
"With regard to this rule and the other elementary rules of operation (4)-(7) of

the previous chapter it should be remarked that a theorem, as well as a rule is involved
thus: If two functions u and v are differentiable at x then the product
,

wo

is

differentiable at

And

and the value

of the derivative

v' (x

similar theorems arise in connection with the other rules.

As

is

u(x

+ u' (x

v (x

).

a matter of fact

the ordinary proof needs only to be gone over with care in order to convert it into
a rigorous demonstration. But care does need to be exercised both in stating the

theorem and in looking to the proof. For instance, the above theorem concerning
a product is not true if infinite derivatives are allowed. For let u be
1, 0, or -f 1
according as x is negative, 0, or positive, and let v = x. Now v has always a derivative which is 1 and u has always a derivative which is 0, + oo, or
according as a;
1 for
negative, 0, or positive. The product uv is |x|, of which the derivative is
negative x's, + 1 for positive x's, and nonexistent for 0. Here the product has no
derivative at 0, although each factor has a derivative, and it would be useless to have

is

a formula for attempting to evaluate something that did not exist.

EXERCISES
1.

Show

at a point the derivative of a function exists


be increasing at that point.

that

function must

if

and is

positive, the

2. Suppose that the derivatives /'(a) and f'(b) exist and are not zero.
Show
that /(a) and f(b) are relative maxima or minima of / in the interval a =g x =i b, and
determine the precise criteria in terms of the signs of the derivatives /'(a) and /'(&).

3. Show that if a continuous function has a positive right-hand derivative at


every point of the interval a^x^b, then /(&) is the maximum value of/. Similarly, if the right-hand derivative is negative, show that/(6) is the minimum of/.
4.

Apply the Theorem

of the

Mean

to

show that

m /*)-/f),
X"
X

x',x"a
x'

and

a;"

'

being regarded as independent.

if

/'(x) is continuous at a, then

which are

called the second differences


3

Ai

and

/ = f(a +

8 A)

Apply the Law

so on.

/"(a)

that

lim
ft

if

the

in like

Mean

2 A)

manner there
8/(o

A)

are third differences

-/(a),

to all the differences

and show that

A/ = A /"'(a + 0jh +
s

2 A),

A f
= lira ^f

s h),

a,

then

derivatives of / are continuous at

first

A2 f

^
= o ^f

3/(a

of the

A*f = Wf"(a + ^A +
Hence show

/'"(a)

=O

Canch^s Theorem. If /(a) and


derivatives at each interior point, and
6.

/c)(a)

= lim
ft

=o

are continuous over a =g

a; =

A"

<

(z)

if

-.

^
A" f

A"

6,

have

0' (x) does not vanish in the interval,

<l>

Prove that

0'()

(a)

this follows

<j>(a

from the application

h)

<j>

(a)

of Rolle's

<f>'(a

0(6)
7.

One

application of Ex, 6

is

0/i)

to the function

-0(0)

to the theory of indeterminate forms.

if /(a) = 0(o) =

will

Theorem

and iif'(x)/<j>'(x) approaches a


approach the same limit.

limit

when x =

a,

Show

that

then f(x)/<t> (x)

8. Taylor's Theorem. Note that the form /(&) =/() -f (6


)/'(!) is one way
of writing the Theorem of the Mean. By the application of Kolle's Theorem to

>

=/<) -/(x) - (5 - *)/<(*) -

((-- *)*

/M-/W-P
(o

Bhow
and

a;

- o)/'(a) + ^/"(f),
/(6) =/(a) + (b

to

show

What are

/(6)

=/(a)

(6

- o)/'(a) +

/"(a)

the restrictions that must be imposed on the function

and its derivatives

==x =s b has a right-hand derivative at each


point of the interval which is zero, show that the function is constant. Apply Ex. 2
to the functions /(x) + e (x
a) to show that the maximum
e(o5
a) and/(x)
difference between the functions is 2 e (b
a) and that/ must therefore be constant
9. If a continuous function over a

= =

x
a nmw) derivative ai eacn point 01 tne interval a
y, ouo
must take on every value intermediate between any two of its values.
To show this, take first the case where /'(a) and /'(&) have opposite signs and show,
by the continuity of / and by Theorem 18 and Ex. 2, that /'() = 0. Next if
function
/'(a) <m </'(&) without any restrictions on /'(a) and /'(&), consider the
~ fix and its derivative /'(x) /*. Finally, prove the complete theorem. It
/(x)
should be noted that the continuity of /'(x) is not assumed, nor is it proved for
there are functions which take every value intermediate between two given values
lias

derivative /'(x)

and yet are not continuous.

Summation and

28.

over the interval

31

integration.

and

let

Let /(cc) be defined and limited


=
be the
M, m, and

M m

upper frontier, lower frontier,

and

oscillation of

f(x)

n~~\

Let

in the interval.

points of division be introduced in the interval divid-

ing

it

into

intervals

o\,

n consecutive
8 2;

of

which the largest has the


length

and

A,

let

M m
i}

i}

l}

be the upper and lower frontiers, the oscillation, and any


value of the function in the interval 8{ Then the inequalities

and /(

will hold,

and

m (b

summed up

these terms oe

a)

will also hold.


it is

if

Let

V
s

w^S,-

2} /(,) S

=i

for all

]V M -8
t

= 3mA, = 5 /(^) so
"

clear that the difference

<S

and ^

intervals,

M(b

a)

From

does not exceed

the product of the length of the interval by the oscillation in it. The
values of the sums S, s, or will evidently depend on the number of parts
into which the interval is divided and on the way in which it is divided
into that

number

THEOREM

of parts.

19. If n' additional points of division be introduced into

the interval, the

sum

S'

constructed for the

n + n'

1 points of division

cannot be greater than S and cannot be less than S by more than


n'OA. Similarly, .9' cannot be less than s and cannot exceed s by more
than

n'OA..

THEOREM

There exists a lower frontier L for

20.

of constructing the

sum S and an upper

frontier

THEOREM 21. Darboux's Theorem. When


A so small that for all methods of

to find a

the sums

S and

.s

than any preassigned

To prove

from

shall differ

e is

all

for

possible methods
s.

assigned

it is

possible

which 8 S A,
values L and I by less

division for

their frontier

c.

theorem note that although (A) is written for the whole interval from a to 6 and for the sums constructed on it, yet it applies equally to any
be
part of the interval and to the sums constructed on that part. Hence if Sf =
the part of S due to the interval 5,- and if 8f be the part of S' due to this interval
S'( = S{ = >/
after the introduction of some of the additional points into it, 7n,-S,Hence S{ is not greater than Si (and as this is true for each interval 5;, S' is not
S't is not greater than 0,'5 and a fortiori not
greater than S) and, moreover, 3
greater than OA. As there are only n" new points, not more than n' of the intervals
S' in S cannot be more than
5i can be affected, and hence the total decrease S
the

first

n'OA. The treatment of

s is

jfi,-

t-5,-.

analogous.

Inasmuch as (A) shows that the sums S and

are limited,

it

follows from Theo-

rem 4 that they possess the frontiers required in Theorem 20. To prove Theorem 21
note first that as L is a frontier for all the sums S, there is some particular sum S
differs from L by as little as desired, say \ e. For this S let n be the number
Now consider S' as any sum for which each is less than A = e/nO.
sum S" be constructed by adding the n points of division for S to the points
division for S', S" cannot be greater than S and hence cannot 'differ from L by

which

of divisions.

5,-

If the

of

Also S" cannot be greater than S' and cannot be less than S' by
e.
more than nOA, which is \ e. As S" differs from L by less than \ e and S' differs
from S" by less than e, S' cannot differ from L by more than e, wluch was to be
proved. The treatment of s and I is analogous.
so -much ^s \

which the
from a to b,

29. If indices are introduced to indicate the interval for

L and I are calculated and if ft lies


then Lg and 1% will be functions of ft.
THEOREM 22. The equations L% = Z ac +

frontiers

L^ =

p,

(b

a),

functions of

m^fi^= M

ft,

L% and

1% are continuous,

<c<b

Z ab =

Z 4"
As

I.

and

common

if
f(x) is continuous,
derivative /(/3).

that

from a to

sum

frontier

L% = L + *, consider c as one of the points of division of the


6. Then the sums S will satisfy S% = S
+ S% and as the limit
sum of the limits, the corresponding relation must hold for the
it is merely necessary to note that
L. To show that
S"
S%

To prove
of a

hold for L, and similar equations for

they are differentiable and have the

interval

in the interval

is

the

L^L"
a

the intervals Si must be taken with the sign opposite


because in passing from & to
to that which they have when the direction is from a to b. Erom (A) it appears

- L* =

Hence

when

assigned, a 5

if e is

ft

< 5 and

may be

found, namely 5

< e/JT,

so that

*A

\L%

Finally consider the quotients

therefore continuous.

is

and

ft

some number between the maximum and minimum of /(x) in the interh and, if / is continuous, is some value /() of / in that interval
a;
val /S
/3 +
and where / =/(') is some value of / in the interval /3- ft^x^/3. Now let
As the function / is continuous, lira /() = /(/3) and Urn /(') = /(j3) Hence
ft = 0.
and left-hand derivatives exist and are equal and the function Lg
the

where

is

/*

^ ^

right-hand
has the derivative /((3)

THEOREM
and

1%,

is

analogous.

^L

2 (M<

= 1%.

raf)

the function

Thus the

THEOREM

5,-

/ is

= 20A- <

e.

said to be integrable over the interval

X f(x) dx
L*

/, the quantities

and the necessary and sufficient conthat there shall be some division of the interval

I is

which shall make

L% =

of

For a given interval and function

23.

satisfy the relation

dition that

If

The treatment

is

defined as the

common

value

definite integral is defined.

24. If a function is integrable over

an interval,

it is inte-

any part of the interval and the equations

grable over

ff(x)dx+ Jqf
Ja

r/()cfoj =

Ja

dx= C f(x)dx,

f(x)

Ja

C f(x)dx = p(b-d)

f/(x)<Zx,

Jo,

tJb

/J3

hold ; moreover,

/(x) dx

F([)

a continuous function of

is

/?

and

i/a
if

f(x)

is

continuous, the derivative F'(P) will exist and be/(/3).

(A) the sums


the relation S
s

By

S and

0.

s constructed for

the same division of the interval satisfy

By Darboux's Theorem the sums S and s will approach

the

L and when the divisions are indefinitely decreased. Hence L


^ 0.
Now if L = and a A be found so that when < A the inequalities S L < \ e and
s <
e hold, then S
s = S (Jf<
< and hence the condition
m*) $ = S
values

5,-

O,-5,-

< e is seen to be necessary. Conversely if there is any method of division such


must also be less than
s < t and the lesser quantity L
20,'5i < e, then S

20,-$i

that

But if the difference between two constant quantities can be made less than e,
where e is arbitrarily assigned, the constant quantities are equal and hence the
;

condition IB seen to be also sufficient. To snow that it a function is integrable over


an interval, it is integrable over any part of the interval, it is merely necessary to
show that if Z 6 = /ab then L% = lg where a and /3 are two points of the interval.
Here the condition Z0iS -<e applies; for if SOjS,- can be made less than e for the
whole interval, its value for any part of the interval, being less than for the whole,
must be less than e. The rest of Theorem 24 is a corollary of Theorem 22.
,

THEOREM

30.

A function is integrable over the interval a^x^b

25.

continuous in that interval.

if it is

THEOREM: 26. If the interval a^x^f> over which f(x) is defined


and limited contains only a finite number of points at which / is discontinuous or if it contains an infinite number of points at which f is
discontinuous but these points have only a finite number of points of
condensation, the function is integrable.
THEOREM 27. If f(x) is integrable over the interval

sum

o-

will approach the limit

vidual intervals 8

28.

a-

^ x ^ I,

If f(x)

is

how

the points

how

are selected in their

s 5,

continuous in an interval a 3=

f(x) has an indefinite integral, namely

the

f(x) dx when the iudi-

Ja
approach the limit zero, it being immaterial

they approach that limit or


respective intervals 8;.

THEOREM

then

c*
I

f(x) dx, in the interval.

Jo.

Theorem 26 may be reduced

to

Theorem

23.

For as the function

is

continuous,

possible to find a A so small that the oscillation of the function in any interval
of length A shall be as small as desired (Theorem 9). Suppose A be chosen so that
it is

the oscillation
is

integrable.

is less than e/(6


and the function
a). Then SOiSf < e when 5f < A
To prove Theorem 26, take first the case of a finite number of discon;

Cut out the discontinuities surrounding each value of x at which / is discontinuous by an interval of length 8. As the oscillation in each of these intervals
is not greater than 0, the contribution of these intervals to the sum SO;Sj is not
greater than On5, where n is the number of the discontinuities. By taking 5 small
enough this may be made as small as desired, say less than \ e. Now in each of the
remaining parts of the interval a = x == &, the function / is continuous and hence
integrable, and consequently the value of Z0;5i for these portions may be made as
Thus the sum SO,-5{ for the whole interval can be made
small as desired, say
tinuities.

as small as desired and/(x) is integrable. When there are points of condensation


they may be treated just as the isolated points of discontinuity were treated. After

they have been surrounded by intervals, there will remain over only a finite number of discontinuities. Further details will be left to the reader.
For the proof of Theorem 27, appeal may be taken to the fundamental relation
(A) which shows that s^a-^S. Now let the number of divisions increase indefiand each division become indefinitely small. As the function is integrable,
nb
S and s approach the same limit I /(x)dx, and consequently cr which is included
"O
between them must atroroach that limit. Theorem 28 is a corollary of Theorem 24

nitely

any function whose derivative is the integrand.


an indefinite integral of /(x), and any other may be obtained

nition, the indefinite integral is


r\X

Hence

f(x)dx

is

(t

by adding to this an arbitrary constant (Theorem

Thus

10).

seen that the

it is

proof of the existence of the indefinite integral for any given continuous function
Is made to depend on the theory of definite integrals.

EXERCISES
of the proofs in the text with

1.

Rework some

2.

Show that the L obtained from

obtained from/. Also


the combination u + v

if

u, w,

replacing L.
is

=x =g

be

will

Cf(x), where C is a constant,


are all limited in the interval a

L (w), where L (u)

L (u) + L (v)

L
L for
L

times the
6,

the

denotes the

for u, etc. State and prove the corresponding theorems for definite integrals
\ience the corresponding theorems for indefinite integrals.

and

can be made less than an assigned in the case of the funcNote that i = 0, and hence infer that the function is integrable
The proof may be made to depend on the fact that there
integral
are only a finite number of values of the function greater than any assigned value.

Show

3.

tion of Ex.

that

<?

SO.-5,-

p. 44.

6,

and the

is

zero.

with care and prove the results of Exs. 3 and


be placed on /(x) if /() may replace /t ?

4. State

tion

is to

with care and prove the results of Ex.

5. State
6. If

a function

What restric-

5, p. 29.

and Ex.

4, p. 29,

13, p. 30.

S b and never decreases, show


This follows from the fact that SO; s

limited in the interval a 5i x

is

is finite.

that the function is integrable.

More generally, let/(x) be such a function that SO,- remains less than somo
number
no matter how the interval be divided. Show that / is integrable. Such
7.

a function
8.

is

called & function of limited variation

Change of

variable to x
<f>

(t),

0'(),
r\

\
Ja

Do

this

#(t),

and/[<

/()<&}

(t)]

are continuous in

over

fa

127).

s=
t

t =

/*<fr(n

C /]>(*)] $>'() eft

or

Jti

f(x)dx

Show

z.

b.

Change the
and that

4>(t 2),

that

/* t

A /O(t)] *'(*)#.
\

><f>(i)

by showing that the derivatives of the two sides of the last equation with
t exist and are equal over t == t
that the two sides vanish when
2
t
are equal, and hence that they must be equal throughout the interval.

respect to
t

Let f(x) be continuous over a, == x ==


where it is supposed that a = ^(t^) and b =

variable.

= ^ and
9.

f(ki) ^i

Osgood's Theorem.

Let ai be a set

by an amount

that

f,-5i,

= /(f
Prove that

if

10.

suppose

ftS,-,

wb ere

/is integrable, the sum


/6

the limit of the

sum

Apply Ex.

directly

i) 5,-

is,

is

|
va

ft|

<e

which

and

differ

^ g

uniformly from

5.

approaches a limit when

Si

and that

/() dx.

9 to the case

that/ (6)- /(a)

Scr,-

of quantities

= f
Ja

tc Ex. 8 to Drove the rule for

A/ = /'Az

/'(x)dx. Also

fAx where /'

by regarding

change of variable.

Aaj

is

continuous to show
<J>'

(t)

A + A,

apply

PART

DIFFEKENTIAL CALCULUS

I.

CHAPTER

III

TAYLOR'S FORMULA AND ALLIED TOPICS


31. Taylor's Formula. The object of Taylor's Formula is to express
the value of a function f(x) in terms of the values of the function and
a.
Thus
its derivatives at some one point x

Such an expansion

is

necessarily true because the remainder

R may

be

the real significance of the


considered as defined by the equation
formula must therefore lie in the possibility of finding a simple expression for R, and there are several.
;

THEOREM. On the hypothesis


exist

that f(x)

and are continuous over the interval

and

its first

a^x^b,

be expanded in that interval into a polynomial in x

with the remainder

expressible in

=
where h = x

a and a

or

derivatives

a,

any one of the forms

T^rTf
\lb
).JQ

< <x

the function

"""/""(a

= a -f 6h

where

+*<6<1

may

tive

merely

(x) is

_ x\n -i

(5

="

*' (X}

(n-l)l

By

Rolle's

Theorem

=/() +

/(&)

\j/'()

(6

The theorem

(5

+n

_ x\n -i

(6-0)"

Hence

0.

n
)

(I>

be substituted above, the result

if

a)/'(a)

after striking out the factor


f(b).

(X)

^^V'-^Co)

-i,

multiplying by

therefore proved with the first

is

of the

remainder

-----

Taylor's

determined so that

is

Formula f

(a)

0.

of the remainder.
its

existence at

" 1}

(n~- 1)

is

(0,

This

a and

E = (b

a)

l^"

(X)

<

P. Note that f (b)

1^

be written

if

" *) P

'

Now
0.

=a+0/i. where

R = X(& -a); P = (^a)(


V
'

And

b.

and that by

=
\Yl

Hence

at

may be found by applying Rolle's Theorem to

*(x}=f(b)-f(x)-(b-x)f'(x)
where

(n)

and transposing

a) /n,

(b

form

proof does not require the continuity of the nth derivative nor

The second form

~^f

&

- a)"-

h=b
1
<

a,

then 6

-^-

(n-l)l

=&-

&
/ ()^)
W =:(

tt

6h=(b
>

)' (

a)(l

8).

-^-Vn)(g).
(-!)'

The second form of R is thus found. In this work as before, the result is proved
for x = b, the end point of the interval a =g x
b.
But as the interval could be
considered as terminating at any of its points, the proof clearly applies to any x

in the interval.

A second

proof of Taylor's Formula, and the easiest to remember, consists in


n times from a to x. The successive results are

integrating the nth derivative

a!

f 7(n) (K) dx =/-i(a;)] =/Cn-i) (X) -/("-!) (a).

/o

/a

>/a

Ja

C */( -i) (a) dx


f V"- 15 (x) dx - /o
t/a
= /<"-2) (X) -/(n-2) (a _ (x _ a)/(n-l)

/W (x) d& =

/W () *c8 = /* - ()_/(-) (a) </a


f

f
va

8)

*
'

'

JT/(n)

The formula
form

is

this to the

(:c)

=/(zj

a).

- a)/(-2) (a) - fcj2!/o-i> (a).


2i

~ /(a) ~ (x ~ a)// (a)

ordinary form, the

R in the form C
C (n) (x) <**" To transLaw of the Mean may be applied ((65), 16). For

therefore proved with

a)

>

n!

t/*

'

w!

some intermediate value /<">()


ft

/00(X)

"a

n such that

s*

...

<*X

Iff

__ fi\n

Tl

2i

/()().

This proof requires that the nth derivative he continuous and is less general.
The third proof is obtained by applying successive integrations by parts to the
obvious identity /(a

/(a)

h)

c
/'(a

Jo

t)

dt to

make the integrand

contain

higher derivatives.

/(a

+ h)

/(a)

= C
Ju

= hf'(a) +

f'(a

t)dt

if (a

I t*f"(a

+ h-

t)]

+ f

Jo

Jo

1)

Jo

+ f
Jo

/'"(a + h

t)

'if'(a

+ h-t)dt

dt

nh in-l
-i

/"(a)
This, however,

h n -1

7i2
'

is

precisely Taylor's Formula with the third form of remainder.

If the point a about

which the function

is

expanded

is

expansion will take the form known as Maclaurin's Formula

/W+.-. +

32.

Both Taylor's Formula and

its

/o-') (0)+*,

a,

of

last is

which

tive

is

which

(3)

all

the coefficients

which

itself is

however, the rath derivative is continuous, the coeffi6Ji)/nl must remain finite, and if the form of the deriva-

h.

known,

If,

it

may

f w (a + 61i)/n

be possible actually to assign limits between


This is of great importance in making

lies.

approximate calculations as in Exs. 8


the value of

the

not constant but depends

on h both explicitly and through tie unknown fraction


cient / (n) (cu-\-

= 0,

special case, Maclaurin's, express

a function as a polynomial in h = x
except the last are constants while the
a function of

ff.

below

for

it

sets a limit to

for

any value of n.
THEOREM. There is only one possible expansion of a function into
a polynomial in h = x ~ a of which all the coefficients except the last
are constant and the last finite; and hence if such an expansion is
found in any manner, it must be Taylor's (or Maclaurin's).
To prove

this

theorem consider two polynomials of the nth order


/i-i

+ c n A" = C + C +

which represent the same function and hence are equal for all values of h from
to &
a. It follows that the coefficients must be equal. For let h approach 0.

terniH containing h will approach


and henco c and (! may be made as
Strike
iiu desired; and as they are constants, they nmut be equal.
them out from the equation and divide by A. Tho new equation must hold for all
=
and
to
values of h from
<i with the
possible exception of 0. Again let h
now it follows that c^ = C r And so on, with all the coefiideuts. The two developments are Keen to be identical, and hence identical with Taylor's.

The

()

nearly equal

l>

To

theorem, let it be required to find the expanare given.


the expansion? of sin x arid eosx about

illustrate the application of the

when

tanx about

sion of

sin

-J

x8

+ Tb

x<!

cos

Px>l i

=1-

x2

>

2T

+ Qx,

x4

remain finite in the neighborhood of x = 0. In the first place note


that tan a; clearly has an expansion
for the function and its derivatives (which
are combinations of tan x and sec x) are finite and continuous until x approaches v.

whore

and

-J-

By

division,

-x?

xc

| X 8_

C'/

= x + * x 8 + y^x5 +
x7 where S is the remainder in tbe division
cosx
and is an expression containing P, Q, and powers of x it must remain finite if P
and Q remain finite. The quotient S/coe x which Is the coefficient of x 7 therefore
remains finite near x = 0, and the expression for tan x is the Maclaurin expansion
up to terms of the sixth order, plus a remainder.
In the case of functions compounded from simple functions of which the expanHence tan x

sion
tlie

is

known,

this

method

known expansions

of obtaining the expansion by algebraic processes upon


treated as polynomials is generally shorter than to obtain

by differentiation. The computation may be abridged by omitting the


last terms and work such as follows the dotted line in the example above
but if
this is done, care must be exercised
against carrying the algebraic operations too
far or not far enough. In Ex. 5 below, the last terms should be put in and carried
far enough to insure that the desired expansion has neither more nor fewer terms

the result

than the circumstances warrant.

EXERCISES

R = (6 - a) k P;

1.

Assume

2.

Apply Ex.

3. Obtain,

4.

by

'

5, p.

29, to

'

show

compare the third form of remainder with the

differentiation

= 0,
= |TT,

n
E=- ^

and substitution in

= 0,
= 0,

(1),

(a) sin-ix, a

(/3)

tanh x, a

(7)

(S) esc x, a

(e)

e aina; ,

(f) log sin x,

first.

three nonvanishing terms:

tan x, a

\ w,

ir.

Find the nth derivatives in the following cases and write the expansion
^a) sin x,

0,

^J) sin x,

|ir,

(7) c*,

= 0,

(a) sec x,

(/3)

tanh

(5) e^sinx,

(e)

[log (1

(17)

Bina:

In

(f).

In

let

(17)

let cos

(0)

sin x,

If

f(a

h)

Cj/i

h2

(a) sin
io

In

all

-1

tan- 1

show

x,

be found

Apply Ex.

29.

sinh.- 1 x,

r *r

desired to

5, p.

developments of

(7)

if

that in

Jo
finite.

x v "^

w
may

c n /i",

etc., to find

(/3)

iri'

form Phn+l with

= C

x,

these cases the results

Cn-i/i"- 1

really be put in the

Apply Ex. 6 to sin-ix

7.

differentiation or taken

and (f) apply the binomial theorem of Ex.


and substitute for y the expansion of sin x.
show that the coefficient of the term in x6

may

(t)

0.

Jo
the last term

(7)
ev,

cases

all

when x =

really remains finite


6.

expand
In

y.

(f)

work may be found by

in this

from B. 0. Peirce's "Tables." In


4

Vl x2
+ Vcosh x,
2
log Vl + x

(7)

- x)] 2

logcosx,

(0)

The expansions needed

x,

fc

n terms.

Show

that the remainder in the Maclaurin development of e* is less than


and hence that the error introduced by disregarding the remainder in comHow many terms will suffice to compute e to four
puting & is less than xeVn
decimals ? How many for e5 and for e0>1 ?
8.

xn ef/n

9. Show that the error introduced by disregarding the remainder in computn


ing log (1+ x) is not greater than x /n if x > 0. How many terms are required foi
the computation of log 1 to four places ? of log 1.2 ? Compute the latter.

10. The hypotenuse of a triangle


expanding sin x and cos x about a =

the term in (x

2
7r)

to find a

is

20 and one angle

is

31. Find

% IT as linear functions of x
value to the error

the sides by
ir.

maximum

Examine

introduced by

it.

neglecting
11.

to 6 places: (a) e, (/3) log 1.1,


the computation one place more than the desired
work for safety.

Compute

(7) sin 30',

(8)

cos 30'.

numbeF should be

During

carried along

in the arithmetic

12.

Show

Compute
13.

that the remainder for log

(a) log 0.9 to 5 places,

Show
The

easily from
to 8 places).

Compute

to

relation J rr
tan- 1 1
the series for tan- 1 x.

7a

2&

3c,

x) is less

than xn/n (1

x)

if

x < 0.

is less

than x n /n where n

may

always

4 places tan- 1 ^.

15. Computation of logarithms,

Iog2

(1

log 0.8 to 4 places.

that the remainder for tan -1 x

be taken as odd.
14.

(/3)

Iog3

4 tan- 1 \

Find \ TT

(a) If

lla

tan- 1

5 enables \ v to be found

to 7 places (intermediate

= log ^,

3&+

5c,

&

= log |f

work

= log f,

Iog6=16a

carried

then

and hence log 2, log 8, .log 5 may be lound. Carry the calculations 01 a-, o, c to
10 places and deduce the logarithms of 2, 3, 5, 10, retaining only 8 places. Compare Peirce's "Tables,"

Show

(8)'
v

pute log 2 corresponding to x


(,) Show
x;

and log 5 of
4 log 8

=2

log

an estimate

give

p. 109.

that the error in the series for log

Lj3

of

Peirce's

4 log 2

-J-

+3

+x

\jj

log 5

16.

Compute Ex. 7

17.

Compute sin- 1

18.

Show

(e)

than

4 log 7

to 4 places for

0.1 to seconds

figures log 3

a;

(1

log 3

5 log 2

and

and sin- 1

that in the expansion of

)*

from 'log 2

2 log 6

log

to 6 places for

7*
74

= J.

to minutes.

-J-

the remainder, as x

l-2.--.rt
to 5 figures

Com-

and log

X"

Hence compute

x)

(1

?/

+i,

= log 81
HA

less

and compute to 10
"Tables " and from
2jl

2 x"
is

to 4 places, log If to 5 places, log 1| to 6 places.

(l

is

> or < 0,

is

+ x)-

Vl03, V98, V28, V250, ^1000.

19. Sometimes the remainder cannot be readily found but the terms of the
expansion appear to be diminishing so rapidly that all after a certain point appear
negligible. Thus use Peirce's "Tables," Nos. 774-789, to compute to four places

(estimated) the values of tan

20. Find to within

A unit magnetic pole

21.

of pole strength
if

(a) the pole is

6, log

cos 10, esc

1% the area under

8, sec 2.

cos (x2 )

and

sin (x2 )

from

to \

ir.

placed at a distance L from the center of a magnet


and length 2 J, where l/L is small. Find the force on the -pole
in the line of the magnet and. if (|3) it is in the perpendicular
is

bisector.

Ans. (a)

4 Ml

Ls

(1

e)

with

about 21

\2
}

\L/

2
,

(p)

Ml

L3

(1

with

3
about -

/
1

2 \L/

22. The formula for the distance of the horizon is D = Vf~A where J) is the
and h is the altitude of the observer in feet. Prove the formula
and show that the error is about 1% for heights up to a few miles. Take the radius

distance in miles

of the earth as 3960 miles.


23.

Find an approximate formula for the dip of the horizon in minutes below
if h in feet is the height of the observer.

the horizontal
24. If

/S is

= |(8 c -

a circular arc

C) (1

c)

where

and C
e is

its chord and c the chord of half the arc, prove


about 54/7680 E* if R is the radius.

25. If two quantities differ from each other by a small fraction e of their value,
show that their geometric mean will differ from their arithmetic mean by about
2

of its vaiue.

The algebraic method may be applied to finding expansions of some funcwhich become infinite. (Thus if the series for cosz and sinx be divided to
term is 1/x and becomes infinite at x = just as cotx does.

26.
tions

find cotx, the initial

The function x

cot x would, however, have a Maclaurin development and the


expansion found for cotx is this development divided by x.) Find the developments about x = to terms in x4 for
(a) cotx,
(e)

cot2 x,

(/3)

(f)

27. Obtain the expansions


(a) logsinx

(7) cscx,
1

cotx cscx,

= logx-x2 - T

l/(tan~ x)

2
(ij)

(5)

(sin x

csc s x,

tan x)- 1

$.

7x

E,

(/3)

logtanx

= logx + |x + ^x4 +
2

-,

(7) likewise for log versx.

33. Indeterminate forms, infinitesimals, infinites. If

f(x) and

<f>

defined for x

= a.

If in this case

But

/ a.nd

<

if

<f>

two functions

= a and if (a) 0, the quotient //</> is


= 0, the quotient f/<f> is not defined for a.
(a)

(x) are defined for

=?=

<f>

are defined and continuous in the neighborhood

of a and f(a) = 0, the quotient will become infinite as x ~= a whereas


if
0, the behavior of the quotient //< is not immediately appar/(a)
ent but gives rise to the indeterminate form 0/0. In like manner if /
;

and
become infinite at a, the quotient //< is not defined, as neither
thus arises the indeterits numerator nor its denominator is defined
minate form oo/oo. The question of determining or evaluating an
indeterminate form is merely the question of finding out whether the
quotient //< approaches a limit (and if so, what limit) or becomes
positively or negatively infinite when x approaches a.
THEOREM. L Hospital's Rule. If the functions f(x) and (x), which
give rise to the indeterminate form 0/0 or oo/oo when x = a, are continuous and differentiate in the interval a < x s b and if b can be
taken so near to a that <f>'(x) does not vanish in the interval and if the
quotient /'/<' of the derivatives approaches a limit or becomes positively or negatively infinite as x = a, then the quotient f/<f> will approach that limit or become positively or negatively infinite as the case
may be. Hence an indeterminate form 0/0 or oo/oo may be replaced by
the quotient of the derivatives of numerator and denominator.
<

<

CASE
For

I.

/(a)

<f>

(a)

= 0.

The proof follows from Cauchy's Formula, Ex.

'

6,

p. 49.

a<

Now

if x == a, so must |, which lies between x and a. Hence if the quotient on the


right approaches a limit or becomes positively or negatively infinite, the same is
true of that on the left. The necessity of inserting the restrictions that / and <6

be continuous and differentiate and that </>' shall not have a root indefinitely
near to a is apparent from the fact that Cauchy's Formula is proved only for functions that satisfy these conditions. If the derived form/'/tf/ should also be indeterminate, the rule could again be applied and the quotient /"/0" would replace
shall

f'jtf with the understanding that proper restrictions were satisfied by/', $',

and <f>".

/(x) -/(b)

(}

(x) 1

(b)

'

(x)

(')/<

<*.'()

< f < b,

where the middle expression is merely a different way of writing the first.
suppose that /'(x)/0'(ic ) approaches a limit when x == tt. It must then he possible to
take b so near to a that/'()/0'() differs from that limit hy as little as desired, no
become infinite
matter what value may have between a and b. Now as /and
when x =
it is possible to take x so near to a, that f(b)/f(x) and 0(b)/0(x) are
,

as

near zero as desired. The second equation above then shows that /(x)/0

(x),

multiplied by a quantity which differs from 1 by as little as desired, is etjual to


a quantity /'()/<'() which differs from the limit of /'(x)/<//(x) as x = a by as little
as desired. Hence //^ must approach the same limit as/'/tf/. Similar reasoning

would apply to the supposition that/'/0' became positively or negatively infinite,


and the theorem is proved. It may be noted that, by Theorem 10 of 27, the form
is sure to be indeterminate.
The advantage of being able to differentiate
therefore lies wholly in the possibility that the new form be more amenable to

/'/</>'

algebraic transformation than the old.

The other indeterminate forma

oo,

foregoing by various devices which

0-c =

e loe

lo 6

may

0,

1,

00, oo

may be reduced

oo

be indicated as follows
'

00

oo

00

to the

loge00

- 00

log
e

l_

l_

oo

1)

00

The case where the variable becomes infinite instead of approaching a finite value
is covered in Ex. 1 below. The theory is therefore completed.
Two methods which frequently may be used to shorten the work of evaluating
an indeterminate form are the method of E -functions and the application of Taylor's
Formula. By definition an E-function for the point x = a is any continuous function
which approaches a finite limit other than
when x == a. Suppose then that/(x) or
0(x) or both may be written as the products E^f and E^. Then the method of
treating indeterminate forms need be applied only to/j/^ and the result multiplied
hylim JSj/^2- For example,
}

lim

f~ a a) = x=a

lira (x*

ax

a -)

z=asm(x

X
lira
a;

= asin(x

=3a

lim

~a

K =asin(x

a)

= 3 a2

a)

form 0/0 both numerator and denominator may be dea by Taylor's Formula. The valuation is immediate. Thus

Again, suppose that in the

veloped about

tanx- sinx
z2 log(H-x)~

and now

if

0,

(x

2
+ ^x8 + Px 6 )- (x- ^x8 + Qx s _
- $ + (P- Q)x
x*(z-^x2 + x 3)
I-IX + R&

the limit

is

at once

shown

to

be simply

.
'

|.

Then the functions become infinite at x = a, the conditions requisite for Taylor's
Formula are not present and there is no Taylor expansion. Nevertheless an expansion may sometimes be obtained by the
algebraic method ( 32) and may frequently
be used to advantage. To illustrate, let it be
required to evaluate cot x
is of the form oo
oo when x == 0. Here

sinx

/x which

lira
a-

34.

/cot x

- -\ =

= 0\

An

limit zero

X/

an

- - x -f Sz - - =
8

X/

lim

z = 0\

is

a variable which

is

infinite is

a variable which

is to

infinitesimal
;

/i

lira

K = 0\X

-- x + Sx*} = 0.
3

ultimately

approach the

become either positively

Thus the increments Ay and Ax

or negatively infinite.

to

are finite quan-

tities, but when they are to serve in the definition of a derivative they
must ultimately approach zero and hence may be called infinitesimals.
The form 0/0 represents the quotient of two infinitesimals * the form
;

oo/oo, the quotient of

itesimal

by an

infinitesimal, a

two

infinites

If

infinite.

the product of an infinchosen as the primary


said to be of the same order as

and 0-

oo,

infinitesimal

any

second infinitesimal

(3 is

is

a if the limit of the quotient ft /a exists and is not zero when a ==


whereas if the quotient ft/a becomes zero, ft is said to be an infinitesimal of higher order than a, but of lower order if the quotient becomes
infinite. If in particular the limit ft /a? exists and is not zero when
a == 0, then ft is said to be of the nth order relative to a. The deter;

mination of the order of one infinitesimal relative to another


fore essentially a problem in indeterminate forms.
may be given in regard to infinites.

is

there-

Similar definitions

two infinitesimals approaches a


of two infinft' /a'
itesimals which differ respectively from ft and a by infinitesimals of
higher order will approach the same limit or become infinite.
THEOREM. DuhameVs Theorem If the sum 2a = ax -f a2 -\-----\- <xn

THEOREM.

If the quotient ft/a of

when a

limit or becomes infinite

the quotient

0,

of

positive infinitesimals approaches a limit

becomes

infinite,

the

sum 2$ = /^ -f- j32 H-----

1-

uniformly from the corresponding


order, will approach the

As

a'

is

a
where v and

same

,-

a and

ft

ft'

Now

a*

and
1

1)

of higher order than

/S,

ft

their number n
where each f} differs

by an infinitesimal of higher

a'

ftn ,

limit.

of higher order than

are infinitesimals.

when

= a (I +

lim
of

rj)

and

/3'

= /3(1 +

f).

Hence

!!,

provided ft/a approaches a limit whereas if ft/a becomes infinite, so will


In * more complex fraction such as (ft
y)/a it is not permissible to replace
;

ft

* It cannot be emphasized too strongly that in the symbol 0/0 the O's are merely symbolic for a mode of variation just as w is; they are not actual O's and some other notation would be far preferable, likewise for
oo, 0, etc-

x although tan x and sin x are only of the first order. To replace
and sin x by infinitesimals which differ from them by those of the second ord
even of the third order would generally alter the limit of the ratio of tan x

relative to

to x8

when x == 0.
To prove Duhainel'a Theorem

ft=
where the VB are
lees

or t-(l

(ft

Pa

'

ft)

of the

owing
(*i

/S'e

the

jS's

2,

and where

all

'

hi|<*,

..., n,

ij's simultaneously may be


uniformity required in the theorem. Tl

to the

may

be written in the form

may

= l,

iji),

infinitesimals

than the assigned

Hence the sum

'

'

the

+ *) = V*i +
I

7a a 3

'

'

'

fn^nl

be made to differ from the sum of the

<

s b;

than eSa, a quantity as small as desired, and as Sor approaches a limit by hy


esis, so Sj8 must approach the same limit. The theorem may clearly be exte
to the case where the a's are not all positive provided the sum S
of the
<X{\
|

lute values of

If

35.

the a's approaches a

y =f(x), the

limit.

differential of

is

defined as

and hence

dy =/'(x) AJC,

dx

=1

Ace.

From. this definition of dy and cfo it appears that dy/dx =f'(x), -w


the quotient dy/dx is the quotient of two finite quantities of whic

may

be assigned at pleasure. This is true if x is the indepen


If x and y are both expressed in terras of t,

variable.

-$-

and

dx

Trom

this

= ^ = ZLt/,
xy)
Dp

by
J

virtue of (4)
v ;

appears the important theorem The quotient dy/dx i


y with respect to x no matter what the independent vai
:

derivative of

may

be.

It is this

and

as a fraction

theorem which really

be seen

may
As

by

justifies writing the deriv

treating the

rules of ordinary fractions.

component differentials according


For higher derivatives this is not

reference to Ex. 10.

and

AJC are regarded as infinitesimals in


defining the d<
natural to regard dy and dx as infinitesimals. The diffe:
dy may be put in the form

At/

tive, it is

Ay

wherein

it

appears that, when Aa

i 0,

the bracket approaches

Hence arises the theorem: Ifxis the independent variable and


and dy are regarded as infinitesimals, the difference Ay dy is an
itesimal

of higher order than

Ace.

This has an application

tc

then dx

= <'(') dt,

and apparently

f f(x)dx=
Jo,

where

<

(^)

=a

and

ranges from a to

But

<

( 2)

b,

so that

ranges from

to

-when x

<5

I.

for the dx written in the integrand


from dx by an infinitesimal of higher order
when x is not the independent variable. The -true condition, may be
seen by comparing the two sums
is

this substitution is too hasty

really A#,

which

(o:,.)

differs

Ao:,,

the limits of which are the two integrals above.

from dx = </>'() dt by an infinitesimal of higher


differ from /[<()]<'() d by an infinitesimal

Now

as Aaj differs

order, so

/(#)

Ace will

and

of higher order,

with the proper assumptions as to continuity the difference will be uniform. Hence if the infinitesimals /(cc) Ax be all positive, Duhamel's
Theorem may be applied to justify the formula for change of variable.

To

avoid the restriction to positive infinitesimals

it is

well to replace

Duhamel's Theorem by the new


an be n infinitesimals
THEOREM. Osgood's Theorem. Let av cc2
and let at differ uniformly by infinitesimals of higher order than Aa;
from the elements /(o^Aa^ of the integrand of a definite integral
,

f(x) dx, where / is continuous

then the

sum 2 a = <x^ + #2 H-----h *

'

\Jot

approaches the value of the definite integral as a limit


ber n becomes infinite.
Let

= /(Xi) Axi + ftAx,-,

where

|f,-|

<e owing

when

to the uniformity

the

num-

demanded.

Then
But

as /is continuous, the definite integral exists and one can

make

.5

f(x)dx

and hence

So^ may be made to differ from the integral by as little


integral as a limit. Now if this theoto
the
case
of the change of variable and if it be assumed that
rem be applied
will
0'((,-) dti
/[#()] and #'(t) are continuous, the infinitesimals AJ and dxi
It therefore appears that

as desired,

and

2i must then approach the

dy)
uniformly (compare Theorem 18 of 27 and the above theorem on Ay
by an infinitesimal of higher order, and so will the infinitesimals /(z Az and
/
/[# (*)] (* ) * Hence the change of variable suggested by the hasty substitution

differ

t-)

is justified.

Show

1.

x)

]' Hospital's Rule applies to evaluating the indeterminate form


len x "becomes infinite and both / and <f> either become zero or infinite.

that

"

Evaluate the following forms by differentiation. Examine the quotients


and for right-hand approach sketch the graphs in the neighborhood

2.

for left-hand

of the points.
,

aF

,,

lim
K=

(a)

..

If*

(7)

\TT

lim(cot)

(e)

x =00

....

1
-

KAJtrX

lim ace-*,

(5)

lim

(p)

tana;

,.

8lua;
,

a; ==

a;

Evaluate the following forms by the method of expansions

3.

-K
(1

(/3)

.,..,.
hm

lim jciox
,.

lim

cscx),

(c)

_-

fltan

- - --

(7)

tanx

x sin

--

(cschx

(8)

pX

cot2 x }

Inn x log x,

x=

sin 2 x

(sin
x)
*
~*

(rt

nrr

lim ^s
sc=il
e*

..

T
,

x
e

lim
'

Evaluate by any method:

4.
.

(a)
x

lim

a;

(7)lim

,.
,

.,

Urn

(/3)
v

^=0^ x

*cos8 x-log(l
X8

5. Give definitions for order as applied to infinites, noting that higher order
would mean becoming infinite to a greater degree just as it means becoming zero
to a greater degree for infinitesimals. State and prove the theorem relative to quotients of infinites analogous to that given in the text for infinitesimals. State and
prove an analogous theorem for the product of an infinitesimal and infinite.
6.

Note that

the infinites

is

if

an

the quotient of two infinites has the limit 1, the difference of


lower order. Apply this to the proof of the resolution

infinite of

in partial fractions of the quotient f(x) /F (x) of two polynomials in case the roota
of the denominator are all real. For if
(x
F(x)
a)*Fi(x), the quotient is an
infinite of order k in the neighborhood of x
a but the difference of the quotient

and/(a)/(x

a)

Fl (a)

will be of lower integral order

and so on.

when x = + oo, the function e* is an infinite of higher orde*


than xn no matter how large n. Hence show that if P(x) is any polynomial,
lim P(x) e~ x =
when x = + oo.
7.

Show

that

Show

that (log x) m when x is infinite is a weaker infinite than xn no matter


or how small n, supposed positive, may be. What is the graphical

=00

8.

how

large

interpretation ?
9. If

fl\

is

a polynomial, show that lim P(-]e


==

Maclaurin development of

is/(x) =

&

0.

Hence show that the

\X/

_!

\L
_!
*"

/< >(fo)

if

/(O)

is

defined as

0.

as the independent variable. Show that d k x


variable. Show that the higher derivatives

d z y/dx z d s y/dx z
,

if

= f or k > 1
Dy, Dj!y,

if

is

the independent

are not the quotients

x and y are expressed in terms of a third variable, but that

the relations are


2

*V

xV

'

dx 8

- 3 d x (dx&y - dydzx)

da;

'

""

fact that the quotient d'ty/dx", n > 1, is not the derivative when x and y are
expressed parametrically militates against the usefulness of the higher differentials

The

and emphasizes the advantage

of working with derivatives. The notation d"y/dx n


however, used for the derivative. Nevertheless, as indicated in Exs. 16-19,
higher differentials may be used if proper care is exercised.
is,

11.

Compare the conception

12.

Show

chord
13.

is

of higher differentials with the

work

of

Ex.

6, p. 48.

that in a circle the difference between an infinitesimal arc and

its

of the third order relative to either arc or chord.

Show

that

if /3 is

of the nth order with respect to cr, and 7


/3 is of the nth order with respect to 7.

is

of the

first

order with respect to a, then


14.

Show

that the order of a product of infinitesimals is equal to the sum of the


when all are referred to the same primary infinitesimal

orders of the infinitesimals

a. Infer that in a product each infinitesimal may be replaced by one which differs
from it by an infinitesimal of higher order than it without affecting the order of the
product.

AOB

15. Let
and B be two points of a unit circle and let the angle
subtended
and
meet at
at the center be the primary infinitesimal. Let the tangents at
in
the
in
and
the
arc
Find
the
OT
cut
chord
0.
and
trigonometric
T,

AB

expression for the infinitesimal difference

= (2 cos x

B
A
AB
TC CM and determine its order'.

x cos x) dzx by taking


of x sin a; if x is
the independent variable and the second derivative with respect to i if x = 1 -f- 12
16

Compute d 2 (x sin x)

the differential of the differential.

x sin x) dx2

(sin

Thus find the second derivative

17.

Compute the
(a)

first,

x2 cosx,

2
second, and third differentials, d x

(p)

Vl

x log

(1

x),

0.

(y)

xe 2a: sinx.

18. In Ex. 10 take y as the independent variable and hence express Djj/,
in terms of DyX,

19.

Make

x.

Cf . Ex. 10, p.

Dy

14.

the changes of variable in Exs.

8, 9, 12, p. 14,

by the method

of

differentia*
is, by replacing the derivatives by the corresponding
expressions where x is not assumed as independent variable and by replacing these
differentials by their values in terms of the new variables where the higher differdifferentials, that

entials of the

new independent

variable are set equal to

0.

20. Reconsider some of the exercises at the end of Chap. I, say, 17-19, 22, 23,
27, from the point of view of Osgood's Theorem instead of the Theorem of the Mean.

21. Find the areas of the bounding suzfaces of the solids of Ex. 11, p. 18.

at a distance r from
on a particle
and of mass
(a) a circular wire of radius a
Ans. kMmr (a? + r2 )"'.
the center of the wire along a perpendicular to its plane
2
2
Ans. 2 kMma~ (l
a circular disk, etc., as in (a)
r/ Vr + a?).
'

(|3)

Ann. 2 kMm/irv?>
wire on a particle at its center
not in the line of the rod. The answer should

(7) a semicircular

a particle
(6) a finite rod upon
be expressed in terms of the angle

the rod subtends at the particle.


() two parallel equal rods, forming the opposite sides of a rectangle, on each

other.

23.

Compare

the

/v

method

of derivatives

the method of the Theorem of the

7),

and the method of infinitesimals above as applied to obtaining the formulas for (a) area in polar coordinates, ((3) mass of a rod of variable density, (7) pressure on a vertical submerged bulkhead, (5) attraction of a rod on a particle. Obtain
the results by each method and state which method seems preferable for each case.

Mean

17),

24. Is the substitution dx

f\$ ( A)l

</>'()

dl in the indefinite integral Cf(x)

#'(*)<& justifiable

36. Infinitesimal analysis.

To work

immediately

dx to obtain

rapidly in the applications of

geometry and physics and to follow readily the


books written on those subjects, it is necessary to have some familiarity
calculus to problems in

with working directly with infinitesimals. It is possible by making use


of the Theorem of the Mean and allied theorems to retain in every expression its complete exact value but if that expression is an infinitesimal which is ultimately to enter into a quotient or a limit of a sum,
;

any infinitesimal which

is

than that which

of higher order

is

ultimately

kept will not influence the result and may be discarded at any stage of
the work if the work may thereby be simplified.
few theorems

worked through by the infinitesimal method will serve partly to show


how the method is used and partly to establish results which may be
of use in further work. The theorems which will be chosen are
1. The increment Ax and the differential dec of a variable differ by
an infinitesimal of higher order than either.
:

If a tangent

drawn to a curve, the perpendicular from the curve


higher order than the distance from the foot of the
perpendicular to the point of tangency.
2.

is

to the tangent is of

3.

An infinitesimal

arc differs

from

its

chord by an infinitesimal of

higher order relative to the arc.


4. If one angle of a triangle, none of whose
angles are infinitesimal,
differs infinitesimally from a
right angle and if h is the side opposite

and if
is another
is
angle of the triangle, then the side opposite
h sin except for an infinitesimal of the second order and the adjacent
side is h cos
for
an
infinitesimal of the first order.
except
<f>

<jb

<f>

</>

it

and from the idea

or parallel to

of tangency.

For take the

ce-axis

coincident with the tangent

Then

it.

the perpendicular is Ay and the distance from its foot to the


Ax. The quotient Ay /Ax approaches
as its limit because the

point of tangency is
tangent is horizontal

and the theorem

is

The theorem would remain

proved.

true

if the perpendicular were replaced by a line making a constant angle with the tangent
and the distance from the point of tangency to the foot of the perpendicular were re-

placed by the distance

to the foot

of the oblwiue

line.

For

PM

PNcscQ

PN

csc0

TM

TN-PNcot0

TA"

PN

if

Z PMN =

6,
P//

approaches zero and


approaches T with 6 constant,
of higher order than TM.
The third theorem follows without difficulty from the assumption or theorem
that the arc has a length intermediate between that of the chord and that of the

and therefore when

PM

PM/TM

is

sum

of the two tangents at the ends of the chord. Let 6 l and 6 Z be the angles
between the chord and the tangents. Then

s- AB

B
Now

<

- 1) + MB (sec - 1)
AT+ TB-AB _
~ AM(SGG
t

AM+MB

AM+MB

'

'

AB

1 approach
and their
1 and sec 2
approaches 0, both sec G l
remain necessarily finite. Hence the difference between the arc and
an infinitesimal of higher order than the chord. As
the arc and chord are therefore of the same order, the difference
is of higher order than the arc. This result enables one to replace
the arc by its chord and vice versa in discussing infinitesimals of
the first order, and for such purposes to consider an infinitesimal
arc as straight. In discussing infinitesimals of the second order, this substitution
would not be permissible except in view of the further theorem given below in
37, and even then the substitution will hold only as far as the lengths of arcs are
concerned and not in regard to directions.
For the fourth theorem let 6 be the angle by which C departs from 90 and with
the perpendicular
as radius strike an arc cutting BO. Then by trigonometry

as

coefficients

the chord

is

BM

AC - AM+ MC = h cos0 + BM tan0,


BC =

h sin#

BM (sec 6

1).

Now tan 6 is an infinitesimal of the first order


fo

its

Maclaurin development begins with

with respect to 6
And sec 6 1

ff.

an

infinitesimal of the second order; for its development


2
begins with a term in 6 . The theorem is therefore proved.
is

This theorem
that

is,

37-

is

frequently applied to infinitesimal triangles,

triangles in

As

which h

is

to approach 0.

a further discussion of the third theorem

nition the length of the arc of a curve

polygon, namely,

s=

lim
n= w

is

it

may

be recalled that by

the limit of the length of

an

defi-

inscribed

DIFFERENTIAL CALCULUS
Ax2 + Ay2

Now

dx2

- dy 2

+ Vdx2 + dy2
- dy) (Ay + dy)
dx) (Ax -f dx) + (Ay
(Ax
VAx2 -f Ay 2 + Vdx2 + dy 2
- dx)
Ax + dx
(Ax
VAx2 -f Ay 2 VAX2 + Ay 2 + VcZx 2 + dy 2
- dy)
Ay + dy
(Ay
Ay2

''Ax 2

Ay

- Vdx2 +

dy

__

dx and Ay
But Ax
dy are infinitesimals of higher order than As and Ay.
2
2
Hence the right-hand side must approach zero as its limit and hence VAx + Ay
2
2
differs from Veto + dy by an infinitesimal of higher order and may replace it in
the sum

V Vdx

= Km

n=m^

A]/,

dy

*'

Vl +

2
y' dx.

/x

measured from a fixed point to a variable point


the upper limit and the differential of arc is
nX

The length
tion of

5! VAX? +
a^

lim
n=

of the arc

ds

a func-

is

df
'oo

between the arc and its chord let the origin


be taken at the initial point and the x-axis tangent to the curve at that point.
of the arc by Maclaurin's Formula gives

To

find the order of the difference

The expansion

3(x)

Owing

s(0)

xs'(0)

s'(0)=Vl-H/

to the choice of axes, the

y =f(x)

where

= l,

xV"(i?x),

"(0)

" /" //

expansion of the curve reduces to

is

= xVl+ Jx2 [y"

= 0.

Vl +

= y (0) + zy'(O) + } xV(^) =

and hence the chord of the curve


c(x)

+ ix2s"(0) +

s(0) = 0,

where

x2 P),

a complicated expression arising in the expansion of the radical


Maclaurin's Formula. The difference
is

s (x)

- c (x) =

[as

+ i xV"(0x)] -

=z
[x (1 + x'P)]

- P)
(i *"(9x)

by

is an infinitesimal of at least the third order relative to x. Now as both s


(x)
and c (x) are of the first order relative to x, it follows that the difference s (x)
c (x)
must also be of the third order relative to either s (x) or c (x). Note that the proof

This

assumes that y" is finite at the point considered. This result, which has been
found analytically, follows more simply though perhaps less rigorously from the
fact that sec B l
1 and sec Z
1 in (6) are infinitesimals of the second order with
and 9y

38.

The

theory of contact of wlane curves

mav

be treated bv means

If these developments agree up to but not including the term in x", the
difference between the ordinates of the curves is

g (x)
y
\ /

vf(x)
\ /

_.

x"
i

f <"YO)
\ /

f
i_t/

(B)
<7

(0)1
\ /J H
'

i?

WO)

9
y

(n)

(0).
\ //

is an infinitesimal of the nth order with respect to x. The curves


are then said to have contact of order n
1 at their point of tangency.
In general when two curves are tangent, the derivatives /"(O) and #"(0)

and

are unequal and the curves have simple contact or contact of the first
order.

The problem may be stated differently. Let PM be a line which


makes a constant angle & with the z-axis. Then, when P approaches T,
if

RQ, be regarded as straight, the proportion

lim (PR

PQ")

lim (sin Z.

PQR

six,

</PR$)

= sin

shows that PR and PQ are of the same order. Clearly also the
TM and TN are of the same order. Hence if
" rt

PR
fc

Hence

if

lines

0, oo,

then

lii

two curves have contact of the (n l)st


segment of a line intercepted between

< <7 MI N

order, the

~"jjt

the two curves is of the nth order with respect to


the distance from the point of tangency to its foot. It would also be
of the nth order with respect to the perpendicular TF from the point
of tangency to the line.
In view of these results

it is not necessary to assume that the two


curves have a special relation to the axis. Lei two curves y
f(x) and
y=:g(x) intersect when x = a, and assume that the tangents at that point

are not parallel to the y-axis.

2/o

+ (* - o>>f(a) +

Then
(X
(

= yo + (v

~^ i"V^(a) + ^f^f

(*>..

w (") +

&

oi intJ uruuiabeb lur equal va/iuea ui

uth order with respect to x

to

J.H

a which

is

uts

aai uiuiuiitjaiiiiiu.

UL ouc

the perpendicular from the

point of tangency to the ordinate, then the Taylor developments must


n
This is the condition for
agree up to but not including the terms in x
.

contact of order

As

1.

the difference between the ordinates

is

the difference will change sign or keep its sign when x passes through
a according as n is odd or even, because for values sufficiently near to

x the higher terms

may be

Hence

neglected.

the curves will cross each

but will not

cross each other if the


order of contact 'is odd. If the values of the ordinates are equated to find
the points of intersection of the two curves, the result is

other if the order of contact is even,

and shows that x

= a is a root of

two curves have in

multiplicity n. Hence it is said that


coincident points as the order of
This fact is usually stated more graphically

common

their contact plus one.

as

many

by saying that the curves have n consecutive points in common. It may


be remarked that what Taylor's development carried to n terms does, is
to give a polynomial which has contact of order n
1 with the function
that

is

developed by

As a problem on

it.

contact consider the determination of the circle which shall

have contact of the second order with a curve at a given point

2/0

a)/'(a)

(a,

).

Let

- a) 3 /"(a) +
=/'(<*) = tanr

\(x

be the development of the curve and let y'


be the slope. If the
circle is to have contact with the curve, its center must be at some point of the
normal. Then if B denotes the assumed radius, the equation of the circle may be
written as
(x

a)

+ 2 R sin T (x -

a)

(y

-y

- 2 B cos r (y - y = 0,

2
)

remains to determine R so that the development of the circle will coincide


with that of the curve as far as written. Differentiate the equation of the circle.

where

it

E sin T +

dy _ [ft cos r - (y - y
and

2
n)]

(x

W
/dy\

a)

[B sin T

(x

__
~
tanT=/'(a),
a> y<

o)]

TAYLOB'S FORMULA; ALLIED TOPICS


The equation

the development of the circle.

is

gwes
This

the well

is

cle of

known formula

of the coefficients of (x

= secT

(1

a)

[/'(a)] }*

for the radius of curvature

and shows that the

curvature has contact of at least the second order with the curve.

sometimes called the osculating

is

The

cir-

circle

circle instead of the circle of curvature.

39. Three theorems, one in geometry and two in kinematics, will,


be proved to illustrate the direct application of the infinitesimal

now

methods to such problems. The choice

will be

The tangent to the ellipse is equally inclined to the focal radii


drawn to the point of contact,
2. The displacement of any rigid body in a plane may be regarded
1.

any instant as a rotation through an infinitesimal angle about some


point unless the body is moving parallel to itself.
3. The motion of a rigid body in a plane may be regarded as the
rolling of one curve upon another.
at

For the

first

problem consider a secant PP' which

be converted into a

may

tangent TT' by letting the two points approach until they coincide.
P and P' and strike arcs with F and F' as

Draw

the

focal radii to

As F'P +

centers.'

PF

that

NP = MP'. Now

and

P'PN

PP',

PM,

F'P'

+ P'F =

2 a,

it

By

where

proposition 4 of

et

PP'M

same order and of the same order as the angles


F'.

follows

consider the two triangles

and N. The sideg


nearly right-angled at
PN, P'M, P'N are all infinitesimals of the
at

F and

36

MP' = PP' cos Z. PP'M + ev

NP = PP' cos Z P'PN + ea

and

MP' and NP

lim [cos

e8

are infinitesimals relative to

Z PP'M-

cos Z.

P'PN] =

cos

Z TPF-

cos

or PP'. Therefore

Z T'PF' =

liin

= 0,

and the two angles TPF' and T'PF are proved to be equal as desired.
To prove the second theorem note first that if a body is rigid, its position is 0011*
pletely determined when the position AB of any rectilinear segment of the bodj
is known. Let the points A and B of the body be describing curves AA' and BB' so that, in an infinitesimal

AB

interval of time, the line


takes the neighboring position A'B'. Erect the perpendicular bisectors of the lines

A A' and BB' and let them intersect at 0. Then the triangles A OB and A' OB' have the three sides of the one
equal to the three sides of the other and are equal, and
the second mav be obtained from the first bv a mere rotation about

through the

the normals to the arcs

AA' and

EW at A

and #, and the point

will

approach

the intersection of those normals.

The theorem rnay then


rigid body in

a plane

may

"be

stated that

be considered as

At any

instant of time the motion of a

a rotation through an infinitesimal angle


any two of its points at that inany point moves divided

about the intersection of the normals to the paths of


stant

the

amount of

the rotation will be the distance da that

by the distance of that point from the instantaneous center of rotation ; the angular
velocity about the instantaneous center will be this amount of rotation divided by the

d, that is, it will be v/r, where v is the velocity of any point of the body
Us distance from the instantaneous center of rotation. It is therefore seen
is the desired theorem proved, but numerous other details are found.
As has been stated, the point about which the body is rotating at a given instant

interval of time

and

r is

that not only

is

called the instantaneous center for that instant.

As time goes on, the position

of the instantaneous center will generally change.


each instant of time the position of the center is marked on the moving plane
which is called the moving centrode or body centrode;
at each instant the position of the center is also marked on a fixed plane over

If at

or hody, there results a locus


if

which the moving plane may be considered to glide, there results another locus which
is called t\\& fixed centrode or the space centrode.
From these definitions it follows
that at each instant of

time the body centrode and the space centrode intersect at


Consider a series of

the instantaneous center for that instant.


positions of the instantaneous center as

P-aP-iPP^s marked

and Q-zQ-iQQiQ2 ln arked in the body. At a given


*
instant two of the points, say P and Q, coincide
an instant
later the body will have moved so as to bring Q into coint
cidence with P t at an earlier instant Q_i was coincident with
P_I. Now as the motion at the instant when P and Q are together is one of
rotation through an infinitesimal angle about that point, the angle between PP
l
and QQ t is infinitesimal and the lengths PPt and QQ X are equal for it is by the

in space

Q that Ql is to be brought into coincidence with P v Hence


two centrodes are tangent and 2 that the distances PP^ = QQ l
which the point of contact moves along the two curves during an infinitesimal interval of time are the same, and this means that the two curves roll on one another
rotation about
it

and'

follows 1 that the

without slipping
tact of the

because the very idea of slipping implies that the point of con-

two curves should move by different amounts along the two curves,
amounts being the amount of the slip. The third theorem

the difference in the


is

therefore proved.

EXERCISES
If a finite
parallelogram is

nearly rectangled, what is the order of infinitesimals neglected by talcing the area as the product of the two sides ? What if the
1.

figure
all of

2.

were an isosceles trapezoid ? What if it were any rectilinear quadrilateral


whose angles differ from right angles by infinitesimals of the same order ?

On a

sphere of radius r the area of the zone between the parallels of latitude
dX is taken as 2 trr cos X rdX, the perimeter of the base times the slant
height. Of what order relative to dX is the infinitesimal neglected ? What if the
perimeter of the middle latitude were taken so that 2 Tir2 cos (X + dX) dx were
X and X

volume of a hollow sphere of interior radius r and thickness dr ? What if the mean
radius were taken instead of the interior radius ? Would any particular radius be
best?
4. Discuss the length of a space curve y = /(x), z
length of the plane curve was discussed in the text.

if

imal in question

~v

x2

Og
^
f2
a + va - x
2

its tangent at the vertex x

Show

6.

have contact
1?
fc<n

How

about the case of the tractrix

+ v^rr^r

about

37 ?

c (x) of

s (x)

two curves have contact of order n 1, their derivatives will


order n
2.
What is the order of contact of the fcth derivatives

that
of

How

the second order at least.

is of

and

g(x) analytically as the

Discuss proposition 2, p. 68, by Maclaurin's Formula and in particular show


the second derivative is continuous at the point of tangency, the infinites-

5.

that

if

State the conditions for maxima, minima, and points of inflection in the
is the first derivative that does not vanish.

7.

neighborhood of a point where /(")(a)

Determine the order of contact of these curves

8.

'

9.

mum

V2 (x2 +
'

y
6 xy

6x2

+ 2) = 3 (x +
+ 5y 2 = 8,

y)

'^'

at their intersections

= a2 cos 2
2
y = |o(o
r2

x2
'

x),

7'

x8

+
+

y&

=y
= xy.

that at points v/here the radius of curvature is a maximum or minithe contact of the osculating circle with the curve must be of at least the

Show

third order and

must always be

of

odd order.

PN be a normal to a curve and P'N a neighboring normal.

10. Let

If

the

is

center of the osculating circle at P, show with the aid of Ex. 6 that ordinarily the
to P'N is of the second order relative to the arc PP" and that
perpendicular from
the distance

ON is of

the

first

order.

Hence

interpret the statement

normals to a curve meet at the center of the osculating

Consecutive

circle.

11. Does the osculating circle cross the curve at the point of osculation ? Will
the osculating circles at neighboring points of the curve intersect in real points ?

drawn to any point make equal angles with


and prove the corresponding theorem for the

12. In the hyperbola the focal radii

the tangent.

Prove this and

state

parabola.
13. Given an infinitesimal arc

chord

AB. What

14. Of

arc

and

15.

is

AB cut at

by the perpendicular bisector of

the order of the difference

AC

its

BG ?

what order

its

is the area of the segment included between an infinitesimal


chord compared with the square on the chord ?

Two

sides

AB,

AC

of a triangle are finite

and

differ infinitesimally

the

is an infinitesimal of the same order and the side BC is either rectiangle 6 at


linear or curvilinear. What is the order of the neglected infinitesimal if the area
Z
6 ? What if the assumption is J
&?
is assumed as \

AB

AB AC

a straight

line.

Show

and normal

that the tangent

and lowest points of the

highest

to the cycloid pass through tt

rolling circle at each of its instantaneous position

17. Show that the increment of arc As in the cycloid differs from 2 a sin \Qo
of higher order and that the increment of area (between tw
2
3
OdB by an infinitesimal of higher orde
consecutive normals) differs from 8 a sin
2
Here a is the radii
Hence show that the total length and area are 8 a and S-nra
of the generating circle and 6 is the angle subtended at the center by the lowe

by an infinitesimal

point anil the iixed point

Show

18.

which traces the cycloid,

that the radius of curvature of the cycloid

point of the generating circle

and hence

its

4 a sin

bisected at the lowe

is

\ 0.

ABC

is circumscribed about any oval curve. Show


19.
triangle
side JBC is bisected at the point of contact, the area of the triangle will be changi
is replaced by a neighboring ta
an infinitesimal of the second order when

that

if tl

BC

by

first orde
gent Ji'C", but that if BO be not bisected, the change will be of the
Hence infer that the minimum -triangle circumscribed about an oval will have

thiee sides bisected at the points of contact.

20. If a string

is

circle of radius a

wrapped about a

and then unwound so th


and the area betwe

end describes a curve, show that the length of the curve


the curve, the circle, and the string are

its

A - C

C'a0d0.
Jo

where 6

the angle that the

is

JQ

a2

d!0,

unwinding string has turned through.

21. Show that the motion in space of a rigid body one point of which is fix
may be regarded as an instantaneous rotation about some axis through the giv
point. To do this examine the displacements of a unit sphere surrounding the fix
point as center.

22. Suppose a fluid of variable density D(x) is flowing at a given instant thron
a tube surrounding the x-axis. Let the velocity of the fluid be a function v(x) of
Show that during the infinitesimal time St the diminution of the amount of 1
fluid

which

lies

between x

a and x

h)D(a
where S

is

the cross section of the tube.

h)St

is

u(a) J)(a)5t],

Hence show

that

D (x) v (x) =

condition that the flow of the fluid shall not change the density at

23.

z
x

=
=

a,

const, is

any point.

Consider the curve y =/(x) and three equally spaced ordinates at x = a = a + 8. Inscribe a trapezoid by joining the ends of the ordinates
S and circumscribe a trapezoid by drawing the tangent at the end of

ordinate at x

a and producing to meet the other ordinatea. Show that

=
,

=2

2j

+
*[/(a)

| /"(a) +

TAYLOR'S FOEMULA; ALLIED TOPICS

77

are the areas of the circumscribed trapezoid, the curve, the inscribed trapezoid.
Hence infer that to compute the area under the curve from the inscribed or cir-

cumscribed trapezoids introduces a relative error of the order


pute from the relation

S = $ (2 S + SJ

5Z ,

but that to com-

introduces an error of only the order of

5*.

24. Let the interval from a to & be divided into an even number 2n of equal
at the extremities of the interJ/2
parts $ and let the 2 n + 1 ordinates 2/0, y t
,

drawn to the curve y =f(x). Inscribe trapezoids by joining the ends of


every other ordinate beginning with j/ 2/2 and going to y^ n Circumscribe trapezoids by drawing tangents at the ends of every other ordinate j/ t ya
3/2n-i.
vals be

Compute
S

the area under the curve as

=
+

2 (y

y2

2/2n]

- 2/o - ton] + R

4
by using the work of Ex. 23 and infer that the error R is less than (b a) 8 /(iv) (f)/ 45
This method of computation is known as Simpson's Rule, It usually gives accu=
a = 1 for
0.1 and 5
racy sufficient for work to four or even five figures when S
-

iv

/( >(x) usually

is

small.

25. Compute these integrals by Simpson's Rule. Take 2n = 10 equal intervals.


Carry numerical work to six figures except where tables must be used to find /()

(a)

= log 2 = 0.69315,

f
x

J\
1T

Jo
l
/-

C* smxdx

(y)

'

1.00000,

(S)

logfa to = 0.27880,

Jo

The

(/S)

(f)

x2

f*
Jo

f
"I

= tan-U =
-^
+
l

%>

Iog10 a;dte

r 1IOg

1
<

= 2 loglo z a;)

]ir
*

0.78535,

M = 0.16776,

(te=: 0.82247.

Jo

answers here given are the true values of the integrals to five places.

26.

Show
s

that the quadrant of the ellipse x

Vl

a C

e 2 sin 2

d<

to four figures

the ellipses

a sin <, y

by Simpson's Kule with

b cos

<

is

e 2 ) -f ^ e 2 cos irw du,.

six divisions the

quadrants of

(a) e

27.

f Vj (2

Jo

Jo

Compute

?ra

Expand

= $V,
s

1.211 a,

(/3)

= $ VI,

1.361 a.

in Ex. 26 into a sefies and discuss the remainder.


/I

3(2n-l)\
8.4...8
.

SeeEx.l8,p.60,andPeiTce's "Tables,"?. 62

pended between two points at the same level and at a distance


L, find the first approximation connecting L, Z, and d, where d
wire at its lowest point below the level of support.

nearly equal to
the dip of the

is

30. At its middle point the parabolic cable of a suspension bridge 1000 ft. long
between the supports sags 60 ft. below the level of the ends. Find the length of
the cable correct to inches.

Some

40.

ments of a

geometry. Suppose that between the increwhich depend on a single variable t

differential

set of variables all of

there exists an equation

order than A*

= dt, then

which

Thus

entials of the variables.

/Ace

is

true except for infinitesimals of higher

the equation will be exactly true for the

differ-

if

+ ff&y + hkz + l&t +

-f &1

+- ea

an equation of the sort mentioned and if the coefficients are any functions of the variables and if ev e2 ,--- are infinitesimals of higher order

is

than

dt,

the limit of

or

fdx

and the statement

down

is

4-

gdy

proved.

+ hdz -{-ldt=Q;

This result

is

very useful in writing

various differential formulas of

relation

between the increments

is

geometry where the approximate


obvious and where the true relation

between the differentials can therefore be found.

For instance in the case of the differential of arc in rectangular coorincrement of arc is known to differ from its chord by an

dinates, if the

infinitesimal of higher order, the

equation
is

A S2 = Ax2 +

Pythagorean theorem shows that the

or

As 2 = Ax2

+ A/ + A*

true except for infinitesimals of higher order;

ds^^dx^
In

A?/

+ df

or

(7)

and hence

ds*=:dx*-\-dif

+ dz

case of plane polar coordinates, the triangle


has two curvilinear sides PP' and
and is rightangled at N. The Pythagorean theorem may be
tlie

2
.

(7')

PP'N

PN

(see Fig.)
P'

Ay

applied to a curvilinear triangle, or the triangle may


be replaced by the rectilinear triangle PP'N with

the angle at
no longer a right angle but nearly so. In either
2
Ar*
looking at the figure, it is easily seen that the equation As

way

of

+ ^A^

TAYLOK'S FORMULA; ALLIED TOPICS


which the

figure suggests differs

from a true equation by an

mal of higher 'order; and hence the inference that

The two most used systems

79
infinitesi-

in polar coordinates

of coordinates

other than rectangular in space are the polar


or ft2>herical and the cylindrical. In the first

OP from the pole or center,


the longitude or meridional angle <, and the
are chosen as coorcolatitude or polar angle
the distance r

OM

in
and
dinates in the second, ordinary polar coordinates r
the ay-plane are combined with the ordinary rectangular z for distance
from that plane. The formulas of transformation are
<

= r COS 0,

= r sin

sin

= r sin

cos

= V;

= cos

(8)

<f>,
il>

for polar coordinates,

= 3,

= r sin

and
x

<f>,

Formulas such as that


for

the

differential

of

may be obtained for


these new coordinates by

arc

mere transformation of
(7')

according to the rules

for change of variable.

In both these

cases,

however, the value of


ds may be found readily

by
the

direct inspection of
figure.

The small

parallelepiped (figure
for polar case) of which
As is the diagonal has
some of its edges and

faces curved instead of

for cylindrical coordinates they are

r=V;e 2 + y2

1
<A=tan- ^-

(9)

or

ds

di y

-f-

r2 sin 2 Odtf?

-f-

and

t^d(P

ds

= c^r

-f-

r*d<j?

-(-

dz*.

(10')

the proof complete, it would be necessary to show that nothing but infinitesimals of higher order have been neglected and it anight
2
d rather than give a
actually be easier to transform Vefce -f- dif

To make

Indeed the infinitesimal method

rigorous demonstration of this fact.

is

seldom used rigorously its great use is to make the facts so clear to the
rapid worker that he is willing to take the evidence and omit the proof.
In the plane for rectangular cobrdinates with rulings parallel to the
;

?/-axis

and

for polar coordinates with rulings issuing

from the pole

the

increments of area differ from

dA
respectively

= ydx

= % r*d<j>

dA

and

(11)

by infinitesimals of higher order, and


/"*!

A=

ydx

and

/*l

Jrf,

(11')

^</>0

under a curve and between two


ordinates, and for the area between the curve and two radii. If the plane
is ruled
by lines parallel to both axes or by lines issuing from the pole
and by circles concentric with the pole, as is customary for double inteare therefore the formulas for the area

gration

131, 134), the increments of area differ respectively by

infinitesimals of higher order

dA

= dxdy

from

dA

and

rdrd<$>,

(12)

and the formulas for the area in the two cases are

==

A=

Km V &A = ifdA =
,.

lim

-^

/Y\
dA

^ AX =JJ
2>

(12')

ifaxdy,

= CCrdrd<f>,
JJ
I

where the double integrals are extended over the area desired.
of volume which are required for triple integration
133, 134) over a volume in space may readily be written down, for
the three cases of rectangular, polar, and cylindrical coordinates. In the

The elements

first

case space

is

= c perpendicular

supposed to be divided up by planes x = a, y


to the axes and spaced at infinitesimal intervals

b,
;

in

is made by the
a concentric
spheres r
= b through the polar axis, and the cones
with the pole, the planes
= c of revolution about the polar axis ; in the third case by the cylin-

the second case the division


<

ders r

= a,

the planes

<j>

= b,

and the planes 2

c.

The

infinitesimal

av

= axayaz,

av

r~ sin vara<f>av,

respectively by infinitesimals of higher order,

if

civ

= rara<f>az

(16)

and

ir* sin $drd<j>d0,

(13')

llfrdrdtftds

are the formulas for the volumes.


41.

The

direction of a line in space

is represented by the three


angles
positive directions of the axes or by the
cosines of those angles, the direction cosines of the line. From the definition and figure it appears that

which the

line

makes with the

= cos a =

dx

dy1

-f

ds'

ds

= cos y =
'

ds
(14)

ds

are the direction cosines of the tangent to the arc at the point; of the
tangent and hot of the chord for the reason
that the increments are replaced by the differentials. Hence it is seen that for the direction cosines of the tangent the proportion

holds.

The equations

of a space curve are

in terms of a variable parameter t.*.


t
t the equations of the tangent lines

At the

point (#

where

would then be

or

As the

cosine of the angle 6 between the


direction cosines I, m, n and I', m\ n' is
cos 6

= IV + mm'

-j-

nn',

so

IV

two directions given by the

+ mm'

-f-

nn'

(16)

the condition for the perpendicularity of the lines. Now if (x, ij) z)
lies in the plane normal to the curve at
x^ y , # , the lines determined
XQ y
z and (dx\ (dy\ (dz\ will be perby the ratios x
y
is

pendicular.

Hence the equation of the normal plane


(x

- av)(cto) + (y - y,}(dy\ + (* -

is

)(&)

or

=
(17)

For the sake of generality the parametric form iii t is assumed in a particular case a
simplification might be made by taking one of the variables as t and one of the functions
/', g', h' would then be 1. Thus in Ex. 8 (), y should be taken as I.
;

There
is

is

one particular tangent plane, called the osculating plane, which

Let

of especial importance.

T,
with similar expansions for y and
x, y, z about the point of tangency.
equation of the plane, the result

be the Taylor developments of


When these are substituted in the
,

is

AO

This expression is of course proportional to the distance from any point


to be in general of
y, ?, of the curve to the tangent plane and is seen

a:,

the second order with respect to T or ds. It is, however, possible to


choose for X that value which makes the first bracket vanish. The tan-

gent plane thus selected has the property that the distance of the curve
from it in the neighborhood of the point of tangency is of the third order

and is called the

oscitlatiny plane.

'

?/

A'o)

substitution of the value of X gives

or

Wo

?/

=
/"(O

The

A "(*o)

z.

Wo Wo

(18)

or

dy*x\(-*d = *

as the equation of the osculating plane. In case/"(z! )


A"( ) 0,
g"(t^
this equation of the osculating plane vanishes identically and it is neces-

sary to push the development further (Ex. 11).


42. Tor the case of plane curves the curvature

is

defined as the rate

which the tangent turns compared with the description of arc, that
is, as d$jds if d<f> denotes the differential of the angle through which
the tangent turns when the point of tangency advances along the curve
by ds. The radius of curvature R is the reciprocal of the curvature,
at

that

is, it is ds/d<f>.

^tan-^,
dx

Then

d$ dx
ds

dx ds

__

y
(19)

Hence

+ dm* + dn = 2 - 2 cos d< = (2 sin


AW= rarin^y dp + drf + a.z

dP

\af 6 /

-ft

^s

^s

where accents denote differentiation with respect to

The

s.

torsion of a space curve is defined as the rate of turning of the

osculating plane compared with the increase of arc (that is, d^/ds, where
fty is the differential angle the normal to the osculating plane turns

through), and may clearly be calculated by the same formula as the


of the normal to the
curvature provided the direction cosines L, M,
plane take the places of the direction cosines I, m, n of the tangent line.

Hence the

torsion

is

^
J
(20)

\ds

and the radius of torsion R is denned as the reciprocal of the


where from the equation of the osculating plane

_
dzd*x

dzd?y

dycPz

_
dxd?z

dxd?y

dyd?x
*

=
Vsum
,

The

torsion,

actual computation of these quantities

is

(20')

of squares

somewhat

tedious.

The vectorial discussion of curvature and torsion ( 77) gives a better insight
into the principal directions connected with a space curve. These are the direction
of the tangent, that of the normal in the osculating plane and directed towards
the concave side of the curve and called the principal normal, and that of the
normal to the osculating plane drawn upon that side which makes the three directions

form a right-handed system and called the binormal. In the notations there

given, combined with those above,


r

= xi + yi +

where
is

zk,

Zi

mj

nk,

= Xi +

/AJ

/k,

Li

+ Mj +

are taken as the direction cosines of the principal normal.


Hence the results
c.
parallel to c and dn is parallel to
X,

/x,

_ dm _ dn __ ds
"~~~~"~~

dl

an

ds
_ dM _ dN _ _ ""
~~~~~~~~

dL

JVk,

Now

dt

._..

mas =

as

-=--

H ence
Formulas

m -,
M
-=-+

L
+ -.

known

dv

dp

Frenefs Formulas

as.

-\

li

dx

rr

^ ~* +

N
(22)

R-

R
they are usually written witli
in the place of R because a left-handed system of axes is used and the torsion, being
an odd function, changes its sign when all the axes are reversed. If accents denote
(22) are

differentiation

by

above formulas,

as

s,

x'

x'

y'

z'

x"

y"

z"

x"

y"

z"

-=

x'"

y'"

z'"

x'"

y"'

z'"

*"2 +'" a + *" a

right-handed

usual formulas,

(23)

left-handed

EXERCISES
1.

Show that

in polar coordinates in the plane, the tangent of the inclination

of the curve to the


2.

Verify

radius vector

(10), (10')

3. Fill in the steps

the

method

4.

by

is rd<p/dr.

direct transformation of coordinates.

omitted in the text in regard to the proof of

(10), (10')

by

of infinitesimal analysis.

rhumb line on a sphere is a line which cuts all the meridians at a constant
Show that for a rhumb line sindd<f> = tanacW and ds = rsecadff.
the line, show that it coils indefinitely around the
the sphere, and that its total length is TTT sec a.

angle, say a.

Hence

find the equation of

poles of

5. Show that the surfaces represented by


and F(r, 6) = in polar
F(<j>, 0)
coordinates in space are respectively cones and surfaces of revolution about the
axis.
What
sort
of
would
the
surface
polar
equation P(r, <f>) = represent ?

6.

Show accurately that the expression given for

the differential of area in

polar coordinates in the plane and for the differentials of volume in polar and
cylindrical coordinates in space differ from the corresponding increments by infinitesimals of higher order.
7.

Show

that

r sin 6

ds

ds

-^ are the direction


ds

and

space curve relative to the radius, meridian,


8.

cosines of the tangent to a

parallel of latitude.

Find the tangent line and normal plane of these curves.

(a) xyz

1,

=x

at

= x2 Qa?z =
= x\ zz s= 1 - y,

(7)

2ay

(e)

it

(1, 1, 1),
8
,

= cos y- sin*, z - kt,


= cos*, y = tsint, z = kt,
+ y2 + 2 = a2 x2 + y + 2ax = 0.

(0)

(5)

(f)

x2

t,

Find the equation of the osculating plane in the examples of Ex.


that if x is the independent variable, the equation of the plane is
9.

8.

Note

Show

as its osculating plane at the origin.

tf'(Q)

form

will be the

/"(0)

i tV'(O)

Maclaurin development

of its

that

gives x

if t

=y=

0.

11. If the 2d, 3d,


t
, (n
l)st derivatives of /, g, h vanish for t
Q but not
all the nth derivatives vanish, show that there is a plane from which the curve
departs by an infinitesimal of the (n -f l)st order and with which it therefore
has contact of order n. Such a plane is called a hyperosculating plane. Find its

equation.

At what

12.

lating planes

Show

13.

where

is

any do the curves

(/3),

(7), (e), (f),

the degree of contact in each case

Ex. 8 have hyperoscu?

that the expression for the radius of curvature

s*.

is

^^

in the first case accents denote differentiation

by

in the

s,

second by

t.

Show

14.

ture of
15.

if

points

and what

that the radius of curvature of a space curve is the radius of curvaprojection on the osculating plane at the point in question.

its

From

Frenet's Formulas

//_;/_ X
x-t--,

_
x-l,
/

show that the

successive derivatives of x are

X
XK/ _
R
L
_
_~_~__~_x_
+ _,
'

"'

'

where accents denote differentiation by


or n, v,
the same except that m, p,

Show

s.

N take

and
Hence

z are

vP2 +

NP

that the results for y

the places of

I,

L.

X,

infer

that for the nth derivatives the results are


z(>0

where
16.

ZP.,

+ XP2 + LP8

Pv P2 Ps
,

Apply

- m p + nP 4. MP
2
S
1

(>
,

s2

= nP

-f

and R and their derivatives by

ss

.R'

and R are the values at the origin where

s.

show that

the foregoing to the expansion of Ex. 10 to


1

where

000

are rational functions of

M vanish.

other six direction cosines m, n, X, y, i,


sion of the curve of Ex. 8 (7) in this form.

0,

Find

~ 1, and the
and write the expan-

=n=

17. Note that the distance of a point on the curve as expanded in Ex. 16 from
the sphere through the origin and with center at the point (0, R, B'R) is

(V

R)

(z

- .R'R) 2 - R 2 +
(x*

(y

and consequently

is

of the fourth order.

fl' 2 R 2

- 2 Ry + z2 - 2 R'Rz)
y*
- E) 2 + (z - .R'R)"a
+

The curve

therefore has contact of the

third order with this sphere.


Can the equation of this sphere be derived
limiting process like that of Ex, 18 as applied to the osculating plane
'

by a

consecutive points of the curve

in fact

it is

easily

shown

lim
I/O

&x, Sv< 8z

Ax, by, Az
approach

Sx

8y

Sz

(dx)

that

-y

z-z
(<te)

= 0.

z by
19. Express the radius of torsion in terms of the derivatives of x, y,

(Ex. 10, p. 67).

20. Find the direction, curvature, osculating plane, torsion, and osculating
2 TT.
helix x = t cos t, y = < sin i, 2 = &t at t
sphere (Ex. 17) of the conical
21.

Upon a plane diagram which shows

represent ds,
ent variable.

(to, cfy

As, Ax, Ay, exhibit the lines which


a, y, or a is the independ-

under the different hypotheses that

CHAPTER IV
PARTIAL DIFFERENTIATION; EXPLICIT FUNCTIONS
43.

Functions of two or more variables.

The

definitions

and

theo-

rems about functions of more than one independent variable are to a


large extent similar to those given in Chap. II for functions of a single
variable,

and the changes and

difficulties

which occur are for the most

part amply illustrated by the case of two variables. The work in the
text will therefore be confined largely to this case and the generalizations to functions involving more than two variables may be left as
exercises.
is uniquely determined when the values
two variables are known, z is said to be a function K = f(x, y)
of the two variables. The set of values [(#, y)~\ or of points P(x, y) of
the ccy-plane for which z is defined may be any set, but usually consists
of all the points in a certain area or region of the plane bounded by
a curve which may or may not belong to the region, just as the end

If the value of a variable z

(x,

y) of

points of an interval may or may not belong to it. Thus the function
2
2
1,
y is defined for all points within the circle x* -f- y
1/Vl a;
but not for points on the perimeter of the circle. For most purposes it

is sufficient to think of the


boundary of the region of definition as a
polygon whose sides are straight lines or such curves as the geometric

intuition naturally suggests.


The first way of representing the function %

=f(x,

y) geometrically

by the surface z =f(x, y), just as y =/(#) was represented by a curve.


This method is not available for u =f(x, y, z), a function of three vari-

is

number of variables for space has


second method of representing the function
only three dimensions.
z
f(x, y) is by its contour lines in the ccy-plane, that is, the curves

ables, or for functions of a greater

const, are plotted and to each curve


f(x, y)
the constant. This is the method employed on

is

attached the value of

maps

in

marking heights

above sea level or depths of the ocean below sea level. It is evident that
these contour lines are nothing but the projections on the ay-plane
of the curves in which the surface
is cut by the planes
) y)
z

= const.

zf(x

The

f(x, y, z) of
applicable to functions u
const, which are thus obtained
contour surfaces u

This method

three variables.

is

DIFFERENTIAL CALCULUS

88

are frequently called equipotential surfaces. If the function is siuglo


valued, the contour lines or surfaces cannot intersect one another.

The function z f(x, y) is continuous for (a,


following equivalent conditions is satisfied:
1.
TIO

lim/(jc, y)

= /(,

or

1)

ft)

>

>

a number

e,

<

either of the

\\n\f (x, y) =/(lima-, lim y),

matter how the variable point P(x, y) approaches

2. If for any assigned


\f(x y} ~f( a &)

when

when

(a,

.'/).

may

be found so that

\x

a\

<

8,

\y

b\

<

8.

Geometrically this means that if a square with (a, ft) as center and
with sides of length 2 8 parallel to the axes be drawn,
Y
the portion of the surface z
f(x, y) above the

square will lie between the two planes z


f(a, b) e.
Or if contour lines are used, 110 line f(x, ?/)
const.
where the constant differs from /(a, b) by so much

as e will cut into the square.

It is clear that in place

a square surrounding (a,, b") a circle of radius


which lay within the square might be used.
of

44. Continuity examined.

From

8 or

l/"(a,b)

35

any other

X
figure

the definition of continuity just given and

from the corresponding definition in 24, it follows that if /(x, y) is a continuous


function of * and y for (a, b), then/(x, i) is a continuous function of x for x = a
and /(a, y) is a continuous function of y for y = b. That is, if / is continuous in
x and y jointly, it is continuous in x and y severally. It might be thought that
a and /(a, y) for y = &, /(x, y) would
conversely if /(&, 6) is continuous for x
be continuous in (x, #) for (a, &). That is, if / is continuous in x and y severally,
it would be continuous in x and y
jointly.

that this

A
is

simple example will

show

not necessarily true.

Con-

sider the case

/(O, 0)

and examine z for continuity at


(0,

0).

The functions

/(x,

0)

are surely continuous


in their respective variables. But the surface z =/(x, y} is a conical surface (except
for the points of the 2-axis other than the origin) and it is clear that P(x, y) may

and/(0,

y)~y

approach the origin in such a manner that z shall approach any desired value.
Moreover, a glance at the contour lines shows that they all enter any circle or
how small, concentric with the oriarin. If P ant>roaches the orisrin

square, no matter

JJir J?JLtJ!;jNTAATlUJN
Double

limits.

Tliere often arise for considei-ation expressions like


lira

y==b

Lx = a

lira

/(x,

y)"],

lim f lira /(x, j/H,


= o Lj/ = 6
J

(1)

a:

where the limits exist whether x first approaches its limit, and then y its limit, or
vice versa, and where the question arises as to whether the two limits thus obtained
are equal, that is, whether the order of taking the limits in the double limit may
be interchanged.

It

clear that

if

the f unction /(x, y)

is

continuous at

(a, &),

the

approached by the two expressions will be equal; for the limit of /(x, y) is
/(, V) no matter how (x, y) approaches (a, b). If / is discontinuous at (a, !>), it
may still happen that the order of the limits in the double limit may be interchanged, as was true in the case above where the value in either order was zero
but this cannot be affirmed in general, and special considerations must be applied
to each case when / is discontinuous.
limits

Varieties of regions.*

For both pure mathematics and physics the

of regions according to their connectivity is important.

Consider a

classification

finite

region

bounded by a curve which nowhere cuts itself. (For the present


purposes it is not necessary to enter upon the subtleties of the
meaning of "curve" (see
127-128); ordinary intuition will
suffice.)

It is clear that if

any

closed curve

drawn

in this region

had an unlimited tendency to contract, it could draw together


and disappear. On the other hand, if R' be a region
like R except that a portion has been removed so that R' is
bounded by two curves one within the other, it is clear that
some closed curves, namely those which did not encircle the
portion removed, could shrink away to a point, whereas other
closed curves, namely those which encircled that portion, could
at most shrink down into coincidence with the boundary of that
portion. Again, if two portions are removed so as to give rise R"(
to the region JR", there are circuits around each of the portions
which at most can only shrink down to the boundaries of those
portions and circuits around both portions which can shrink down to the boundaries and a line joining them. A region like 22, where any closed curve or circuit
may be shrunk away to nothing is called a simply connected region ; whereas regions
in which there are circuits which cannot be shrunk away to nothing are called
to a point

multiply connected regions.

A multiply connected region may be made simply connected by a simple device


and convention. For suppose that in JR' a line were drawn connecting the two
bounding curves and it were agreed that no curve or circuit drawn within R' should
cross this line. Then the entire region would be surrounded by a
single boundary, part of which would be counted twice. The figure
indicates the situation. In like manner if two lines were drawn in
R"

connecting both interior boundaries to the exterior or connecting

the two interior boundaries together and either of them to the outer
boundary, the region would be rendered simply connected. The entire region
would have a single boundary of which parts would be counted twice, and any
circuit

which did not cross the

lines could be

shrunk away to nothing. The

lines

DIFFERENTIAL CALCULUS

90

make it simply connected are called cuts. There is


need that the region be finite it might extend off indefinitely in some directic
like the region between twc^parallel lines or between the sides of an angle, or
the entire half of the ay-plane for which y is positive. In such cases the cuts ir

thus

drawn

in the region to

1:

be drawn either to the boundary or

off indefinitely in

such a

way

as not to

the boundary.

45. Multiple valued functions. If more than one value of z corresponds to


and there are some nc
pair of values (, y), the function z is multiple valued,
worthy differences between multiple valued functions of one variable and of seve
It was stated ( 23) that multiple
valued functions were divided into branches
each of which was single valued. There are

variables.

two cases to consider when there is one variable, and they are illustrated in the figure.
Either there is no value of x in the interval
for which the different values of the function

are equal and there

is

consequently a number

D which gives the least value of the difference

between any two branches, or there is a value of * for which different branc
have the same value. Now in the first case, if x changes its value continuously
if
be constrained also to change continuously, there is no possibility of pass

/(a;)

from one branch


possible for,

of the function to another

when x

but in the second case such chang


which the branches have the si

passes through the value for

value, the function while constrained to change its value continuously


onto the other branch, although it need not do so.

may turr

In the case of a function z =/(x, y) of two variables, it is not true that if


values of the function nowhere become equal in or on the boundary of the re{
over which, the function is defined, then it is impossible to pass continuously f

one branch to another, and if P (x, y) describes any


continuous closed curve or circuit in the region, the
value of /(x, y) changing continuously must return to
has completed the descripits original value when

tion of the circuit.


helicoidal surface z

For suppose the function z be a

a tan- 1 (?//), or rather the por-

between two cylindrical surfaces


concentric with the axis of the helicoid, as is the case
screw of a jack, and the circuit

tion of that surface

of the surface of the

be taken around the inner cylinder. The multiple numbering of the contour lines indicates the fact that the
function is multiple valued. Clearly, each time that
the circuit

is

described, the value of z is increased

by the amount between the

cessive branches or leaves of the surface (or decreased by that amount if the cii
is described in the opposite direction).
The region here dealt with is not sir

connected and the circuit cannot be shrunk to nothing

which

is

the key to

situation.

THEOREM.

If the difference

tinlft Vfl.lnp.rl fnnp.t.icvn

between the different values

IR nfiVftr IP.SS

than

a.

finif.fi

nnm'hpr

of a continuous

frr

cm-vr

sp.t.

(?.

wmuu

uaii ue auruiiK uo

nuuuiig, uuuipiebtjs bne circuit anu returns 10 us starting

point.

Now owing

to the continuity of

number 5 so that \f(x, y)


what points of the region

/ throughout
< e when x

f(x', y')

the region,
x'

it is

< 8 and

possible to find a
y' < S no matter

~-

(x, y) and (x', y') may be. Hence the values of / at any
two points of a small region which lies within any circle of radius | 5 cannot differ
by so much as the amount D. If, then, the circuit is so small
that it may be inclosed within such a circle, there is no possibility of passing from one value of / to another when the circuit
is described and / must return to its initial value. Next let
there be given any circuit such that the value of / starting from

a given value /(x, y) returns to that value when the circuit has
been completely described. Suppose that a modification were
introduced in the circuit by enlarging or diminishing the inclosed area by a small
area lying wholly within a circle of radius \ 8. Consider the circuit
and
the modified circuit ABC'DEA. As these circuits coincide except for the arcs BCD

ABCDEA

and.

BC'D,

it is

show that /takes on the same value at D whether


by the way of C or by the way of C' But this is necessarily

only necessary to

D is reached from B

'.

so for the reason that both arcs are within a circle of radius \ 5.
Then the value of / must still return to its initial value /(x, y)

the modified circuit is described. Now to complete the


proof of the theorem, it suffices to note that any circuit which
can be shrunk to nothing can be made up by piecing together a
number of small circuits as shown in the figure. Then as the

when

change in / around any one of the small circuits is zero, the change must be zero
around 2, 3, 4,
adjacent circuits, and thus finally around the complete large
circuit.

shrunk away to nothing, it is said to


In a simply connected region
in a multiply connected region there are an infinity of
irreducible circuits. Two circuits are said to be equivalent or reducible to each
other when either can be expanded or shrunk into the other. The change in the
value of / on passing around two equivalent circuits from A to A
Reducibiltty of circuits. If a circuit can be

be

reducible

if it

cannot,
all circuits are reducible

is the

tion.

it is

said to be irreducible.

same, provided the circuits are described in the same direcfigure and the equivalent circuits

ACA

For consider the

and AC'A described

by the large arrows. It is clear


by little, as indicated in the
proof above, until it has been changed into the other. Hence the
change in the value of / around the two circuits is the same. Or, as another proof,
it may be observed that the combined circuit ACAC'A, where the second is
described as indicated by the small arrows, may be regarded as a reducible circuit
which touches itself at A. Then the change of / around the circuit is zero and /
must lose as much on passing from A to A by C' as it gains in passing from A to
A by C. Hence on passing from A to A by C' in the direction of the large arrows
the gain in / must be the same as on passing by C.
that either

may

as indicated

be modified

little

ABC

It is now possible to see that any circuit


may be reduced to circuits around
and the
the portions cut out of the region combined with lines going to and from
is clearly
boundaries. The figure shows this; for the circuit

ABC'BADG"DA

irreducible circuit BC'B.


passing around the
cases which arises most frequently in practice

/ on

One

of the

that in

is

which the successive branches of f(x, y) differ by a constant


amount as in the case z = tan- l (y/x) where 2 ir is the difference between successive values of z for the same values of the
variables.

If

now

ABC'BA

a circuit such as

that the origin lies within BC'B,

be considered, where

it is

clear that the values of z along

it is

by 2ir, and whatever z gains on passing from A to


along
B will be lost on passing from B to A, although the values through
which 2 changes will be different in the two cases by the amount
27T. Hence the circuit ABC'BA gives the same changes for z as

BA

imagined
A B and

differ

//

the simpler circuit BC'B. In other words the result is obtained


that if the different values of a multiple valued function for the

mme

values of the variables differ by a constant independent of the values of


the variables,

any

may

circuit

be reduced to circuits about the bound-

removed; in this case the lines going from the point


boundaries and back may be discarded.

aries of the portions

to th<

EXERCISES

Draw

1.

the contour lines and sketch the surfaces corresponding to

(a)2

!~f

z(0,0)

= 0,

^)

= 0.

Z (0,0)

_^_,

Note that here and in the text only one of the contour lines passes through th
origin although an infinite number have it as a frontier point between two part
of the same contour line. Discuss the double limits lim lim
z, lim lira z.
x=

Draw

2.

y=

a;==0

the contour lines and sketch the surfaces


corresponding to

,-

(0)2

?/

,
,

(7)2
;
x

Examine

--+
2a2

_
2
2/

-l

particularly the behavior of the function in the


apparent points of intersection of different contour lines.
3. State

tions of

neighborhood of
Why apparent ?

and prove for functions

Theorems 6-11

for two variables

of

Chap.

II.

two independent variables the generalize


Note that the theorem on uniformity is prove

of

by the

application of Ex. 0, p. 40, in almost the identical


as for the case of one variable.
4. Outline definitions and theorems
for functions of three variables.
ular indicate the contour surfaces of the
functions

and

discuss the triple limits as


x, y, z in different orders

5.

Let 2 = P(Z
y)/Q(x,
x and y. Show that
,

tion of
all

y),
if

the contour lines of z will

th

where

manne

In

partii

approach the origin.

P and Q are polynomials, be a rational fun


P = and Q = intersect in any point

the curves

converge toward these points

and conversely sho

that, if

two different contour lines of z apparently cut in some point, all the contour
toward that point, P and Q will there vanish, and z will be

lines will converge

andefined.
6. If J}

is

the

minimum

difference between different values of a multiple valued

function, as in the text, and if the function returns to


when P describes a circuit, show that it will return to

when

P describes the

new

circuit

formed by piecing

region which lies within a circle of radius ^

its initial

value

plusD'sD

D ^D
f

value plus
to the given circuit a small

its initial

ori

5,

l
Study the function z = t&n- (y/x), noting especially the relation between
contour lines and the surface. To eliminate the origin at which the function is not
denned draw a small circle about the point (0, 0) and observe that the region of
the whole xj/-plane outside this circle is not simply connected but may be made so
by drawing a cut from the circumference off to an infinite distance. Study the

7.

variation of the function as


8.

Study the contour


(a) z

tan- 1 ojy,

describes various circuits.

and the surfaces due

lines

(/8)

= tan~

yZ
-,

2r

to the functions
(7) z

= sin-

1
(a;

y).

Cut out the points where the functions are not defined and follow the changes
the functions about such circuits as indicated in the figures of the text.
the region of definition be made simply connected ?

= tan~ 1 (P/Q) where P


= intersect in n points

in

How may

and Q are polynomials and


" '> ( a m &)
(04, b t ), ( 2 & 2 )'
but are not tangent (the polynomials have common solutions which are not multiple roots). Show that the value of the function will change by 2/rtr if (a;, y)
describes a circuit which includes k of the points. Illustrate by taking for P/Q
9.

Consider the function

where the curves

the fractions in Ex.

and Q

2.

10. Consider regions or volumes in space. Show that there are regions in which
some circuits cannot be shrunk away to nothing ; also regions in which all circuits

may

be shrunk away but not

all

closed surfaces.

46. First partial derivatives. Let


y) be a single valued
function, or one branch of a multiple valued function, defined for (a, V)
and for all points in the neighborhood. If ?/ be given the value b,

=/(,

then z becomes a function f(x,


derivative for x

= a,

&)

of

that derivative

alone,

is

and

if

that function has a

called the partial derivative of


Similarly, if x is held fast and

f(x, y) with respect to x at (a, ft).


b, that derivative is
equal to a and if f(a, y) has a derivative -when y
called the partial derivative of z with respect to-y at (a., ). To obtain
z

these derivatives formally in the case of a given function f(x, y) it is


merely necessary to differentiate the function by the ordinary rules,
treating y as a constant when finding the derivative with respect to x
Notations are
a; as a constant for the derivative with respect to y.

and

df

da

/dz\

derivatives are the limits of the quotients

lim
AiO

'

'/

lim
*=

/*

>

k'f

(2)'

provided those limits exist. The application of the Theorem of the


Mean to the functions f(x b) and f(a, y) gives
f

f(a

4- A, V)

f(a, b)

hf'y. (a, -f- OJ/,,

under the proper but evident restrictions (see

Two comments may be made.


by the

<

),

<

._

1,

26).

some writers denote the partial derivatives


same symbols dz/dx and dz/dy as if z were a function of only one variable
First,

and if they desire especially


other variables which are held constant, they affix them as
symbol given (p. 93). This notation is particularly

and were differentiated with respect to that variable


to call attention to the

subscripts as

shown

in the last

prevalent in thermodynamics. As a matter of fact, it would probably be impossible to devise a simple notation for partial derivatives which should be satisfacall purposes. The only safe rule to adopt is to use a notation which is

tory for

purposes in hand, and at all times to pay careful attenwhat the derivative actually means in each case. Second, it should be noted
on the boundary of the region of definition of /(x, y) there may be
merely right-hand or left-hand partial derivatives or perhaps none at all. For it
is necessary that the lines y = b and x
a cut into the region on one side or the
other in the neighborhood of (a, 6) if there is to be a derivative even one-sided
and at a corner of the boundary it may happen that neither of these lines cuts

sufficiently explicit for the

tion to

that for points

into the region.

THEOREM. If f(x, y) and its derivatives


neighborhood of (a,
written in any of the three forms
tions of (x, y) in the

A/ = /(a -f-

h, b

+ k)

fx

and/,,' are

b),

continuous func-

the increment

A/ may

be

/(&> b)

= hfx (a + Oh, b + Ok) + kf (a + 0h,b + Ok)

^ *

where the

O's

are proper fractions, the

To prove

the

first

's

form, add and subtract /(a

A/= [/(a +

h, b)

by the application of the

-/(a,

Theorem

6)] -f

[/(a

of the

infinitesimals.

A, 5)

ft,

then

k)

-/(a +

ft,

&)]

Mean

for functions of a single variable


because the function is continuous and

(
7, 26). The application may be made
the indicated derivatives exist. Now if the derivatives are also continuous, they
may be expressed as

/; (a

b)

= /; (a,

5)

ft ,

/; (a

A, b

Z K)

= /' (a,

6)

Hence the

third

first. The second form, which is symmetric


be obtained by writing x = a + lh and y = 6 + tk.
$ is continuous in i
(x, y), the function

form follows from the

in the increments

&,

/&,

may

= *(). As/ is

Then/(x, y)
and its increment

continuous in

is

A* =f(a +

Ath, b

+t+

Atk)

-/(a +

th, b

to).

be regarded as the increment of / taken from the point


and At k as increments in x and y. Hence A*' may be written as

This

may

A* =

Now

if

At

A* be

hfx

(a

th,b

tk)

At kfj(a

A*
lira

= hf'x (a +

th,

tk)

t\L

The Theorem

th,

tk)

f,A(

divided by At and At be allowed to approach zero,

of the

Mean may now

kfj(a

be applied to

th,

tk)

it is

y)

(35,

with At h

f2 At

fc.

seen that

rf*
.

(MJ

* to give * (1)

* (0) =

*'(0),

and hence

*(!)-* (0) =f(a +

= A/=
47.

The partial

h,b

hfx

(a

-/(a,

k)

6h,b

differentials of

dxf = jAa?,

6)

6k)

/may
dx

so that

kf'
v (a

= Ax,

6k).

=~

-ft
ctx

ox

df = df
-^ ^'

% = Ay,

so that

+ 6h,b +

be defined as

where the indices x and y introduced in dxf and c?y/ indicate that x and
y respectively are alone allowed to vary in forming the corresponding
partial differentials.

The

df=
which

is

the

sum; but

total differential

dj+ </= f

dx

+f

dy,

sum

it is

(6)

be defined as that

of the partial differentials, may


better defined as that part of the increment

A/== fe AX

fy

Ay

^ +^
X

(7)

obtained by neglecting the terms ^Ax


^2Ay, which are of
higher order than Asc and Ay. The total differential may therefore be
computed by finding the partial derivatives, multiplying them respec-

which

is

tively

by dx and dy, and adding.

The

total differential of z

f(x, y)

X Q and y
where the values x
entials dx and cfy, and df= d%

may

be formed for (x

to the
y^ are given
is

written as z

independent
.

as

differ-

This, however,

is

df which measures the distance from the plane

A/

along a parallel to the #-axis

is

of higher order than

VAx +
2

Hence the plane

2
-f-

Ay

2
;

The normal

y)-

for

A?/

(8) will be defined as the tangent plane at (x Q) y

=/(

to the surface

to the surface

VAx

to

the plane

is

(9)

The
will be defined as the normal to the surface at (x y
).
X Q in lines of which
tangent plane will cut the planes y
y and x
the slope is /^ and
The surface will cut these planes in curves
which

fw

which are tangent to the lines.


In the figure, PQSR is a portion of the
surface
=/(, y) and PT'TT" is a corresponding portion of
at P(JC ,
O

may

Now

).

be read

its

tangent plane

the various values

off.

PP'

= Ax,

48. J[f the variables

as

and y are expressed as x

<J>(f)

so that f(x, y) becomes a function of t, the derivative of


to t is found from the expression for the increment of f.

and y

f with

\(/(t)

respect

A*
or

(10)

dt

The conclusion requires that x and y


respect to

t.

The
a

and hence

it

differential.

differential of

ftc

at

/ as

should,

have

finite derivatives

a function of

cy dt

ox

with

t is

vy

appears that the differential has the same form as the


This result will be generalized later.

total

T>

D1

'

i/o

""^

/.rtj

&/.

.2

and

sin

uy

OJLIJ.

T.

(13)

The

derivative (13) is called the directional derivative of /in the direction of the line. The partial derivatives /, f'v are the particular directional derivatives along the directions of the cr-axis and y-axis. The
directional derivative of

/along

that direction

in

if K

any direction

=/(#,

the rate of increase of

is

be inter-

?/)

preted as 'a surface, the directional derivative is


the slope of the curve in which a plane through
the line (12) and perpendicular to the #?/-plane
cuts the surface. If f(x, y) be represented by
its contour lines, the derivative at a point
y) in any direction is the limit of the ratio
A6*/As of the increase of /, from one contour line to a neighboring one, to. the distance between the lines in that direction. It is
(x,

A// As

therefore evident that the derivative along any contour line is zero and
that the derivative along the normal to the contour line is greater than
in

any other direction because the element dn of the normal is less than
In fact, apart fiom infinitesimals of higher

ds in any other direction.


order,

An

= COS

= -~ COS
An

Hence

it is

l(f,

-f-

= -f- COS
dn

(14)

^r.

seen that the derivative along any direction

may

be

found

by multiplying the derivative along the normal by the cosine of the angle
between that direction and the normal. The derivative along the normal
to a contour line

a function of

is

called the normal derivative of

(x, y).

/ and

is,

of course,

Next suppose that u = f(x, y,z,-- ) is a function of any number


The reasoning of the foregoing paragraphs may be
repeated without change except for the additional number of variables.
The increment of / will take any of the forms
49.

of variables.

(a

+ h, b
+ Ofl,
+
+ h, b + k, c + O
4" We +
Ja + M.
-

b, c,

lf,(a
x

"I"

s l,

fyfv

and

finally if

ac,

y,

be functions of

fadt

dt
differential of

/as a

If the variables x, y,

variables

r, s,

To

ables.

/ would

(16).

become a function of those

vari-

/ with

respect to one of those


would be held constant and

the remaining ones, s,


,
a function of r alone, and so would x,
Hence (17) may be applied to obtain the partial derivatives
r,

for the

y, 3,

t is still

were expressed in terms of several new

find the partial derivative of

variables, say

/ would

dzdt

dydt

function of

the function

follows that

,.,,

_
and the

it

t,

moment become

...

8x 8r

8r

=
8x 8s

8s

dy dr

+
8y

8s

'

dz dr

_i_4.
8 8s

'

These are the formulas for change of variable analogous to (4) of


If these equations be multiplied by Ar, As,
and added,

8f Ar
A
for

3/
As + ... =
+ fos
,

8f/8x Ar
/-(
8x\or

fa +
df^M.
dx

or
for

when

8x

As +
+ -^
8s

%f.

8y

dy
J

)+
/

'

2.

Sf/dy Ar
+
cy\or

/( -*

+ %.<&
+ ....
da

'

are the independent variables, the parentheses above


and the expression on the left is df.

r, s,

are dx, dy, dz,

THEOREM. The expression of the total


as df=.f'
x dx -f y dy +f'
s dz -{-

x, y, z,

differential of
is

a function of

the same whether

x, y,

are the independent variables or functions of other independent


variables r, s,
it being assumed that all the derivatives which occur,

z,

whether of

/ by

cc,

y, z,

or of x, y, z,

by

r, s,

are continuous

functions.

By

the same reasoning or by virtue of this theorem the rules

d (CM)
jf \
d(uv)

= cdu, d (u + v w~) = du
w
vdu
j
= udv
+ vdu. d[7/ \ =
i

\y]

--f-

dv

dw,

udv

(19)
v
>

ir

of the differential calculus will apply to calculate the total differential


of combinations or functions of several variables. If
by this means, or

any

other, there is obtained

an expression

For in the equation


the variables r,
t,

= Rd>> + Sds +

<lf

and so

may

= =

- -- dy/x

d(y/x)

y
tan- * x

Sx

---,

=
x2

dy

The single equation (20) is


number equal to the number of

consider the case of the function tan- 1 (y/x).

" ,y

-\

on.

thus equivalent to the equations (21) in


the independent variables.

Then

be assigned increments
the particular choice dr
dt
1, ds
0,

absolutely at pleasure and if


be made, it follows that R =f'r

As an example,

=f dr+f ds +fdt

H----

!Teft

being independent,

,<?,

ydx/x

~ xdy

By the rules

v
tan- 1 x

by

x2

(19)

ydx

yz

= sinh rst and x = cosh rst, then


ydx __ [stdr + rtds + rsdt] [cosh2 rsi

(20)-(21).
'
v
'
v

and x were expressed as y

If y

_ xdy

_1y
x
*L

and

x2

cosh2 rst

2
j/

st

-t

cosh2rs6'

Sr

3s

sinhVst]

sinhVsi

rt

*L

cosh 2 rat

dt

rs

cosh2rs<

EXERCISES
1.

Pind the partial derivatives f, fy or /^, /y', f'


a

(a) Iog(x

2.

),

sin-,
Apply the

(S)

(*)

l.

(/3)

of these functions

(y)

xs

(f)

log(8inx

x2

3 xy

y> at

at (0, 0); also try differentiating

partial derivatives
pxy

()

z,

at (1, 1),

(a)

Find the

& cosy sin

definition (2) directly to the following to find the partial deriva-

tives at the indicated points

3.

(/3)

(e)

and hence the

(0, 0),

and

(y) at (1, 1),

and substituting

total differential of

(0, 0).

surfaces and find the equations of the plane and line foi the indicated (x
(a) the helicoid z

the

(|3)

(7) the

to

(x

#),

=3

1,

=4

0), (p,

45,

a
() tan-

(8)

by

/-

cos 2 xj/, x

(10)

\a;

Vs a,

0),

|, 4), (4, $, $).

$,

cosh

tan- T

in the direction indicated

(1, 2),

j/ ) ;

p),

a), (J a, J a), (J

in these cases

Find the directional derivative

a%, T

numerical value at the points indicated


(a)

(0,

(1, 1, 1), (

f = x2 + y2 x = a cos i, y = 6 sin

(7) sin-

1), (0, 1),

(2p,

(0,1)),

(a;

= 1,

Find the derivative with respect

(a)

6.

(1, 0), (1,

2
+ y 2 ),
paraboloid 4pz =
2 x2 hemisphere z = Va

(3) the cubic xyz


5.

= k tan-^y/z),

t,

t, j/

= sinh

cot-

and obtain

<,

t.

its

shAcy, T

(|8)

- 2).

60, (Vs,

(a) Determine the maximum value of df/ds from (13) by regarding T as


variable and applying the ordinary rules. Show that the direction that gives the
7.

maximum

is

Show

(/3)

tan- l

that the

dicular directions

is

and then

,,

sum

is

z
y' and (f^y' -jQ/Vl
and normal to the curve.

8. Show that
y'/y')/Vl
(/a
Vves of /along the curve y
<p(x)

9. If

10.

df/dn

is

along any two perpenthe square of the normal derivative.

of the squares of the derivatives

the same and


'

-4-

= V^T^,^un-^.
TIT ,v

= 2r-Ss+

(e)

Prove

(f)

Let z

7,

,
.

5a

Find
x

/z

are the deriva-

to the following cases

Find

(y)

defined by the work of Ex. 7 (a), prove (14) as a consequence.

Apply the formulas for the change of variable

r
v
(a)
'

8s

9r

^,
Sy

J(\% p
\

S
,

Find

= 4x+

2y

if

= x2 -

{^
^y =
a, 6, c, a',

=
+
oz
cy
= ox' + by' +

6', c',

if

/(w,

cz',

B)

=/(

a'x'

- y, y - z).

b'y' -f c'z', z

a", 6", c" are the direction cosines of

respect to the old. This transformation

8*/

is

called

af'x'

new

V'y'

+ c"z',

where

rectangular axes with

an orthogonal transformation. Show

3y'/

az'

\dn

11. Define directional derivative in space ; also normal derivative and establish (14) for this case. Find the normal derivative of / = xyz at
(1, 2, 3).
12. Find the total differential
(a) Io t

2
(a;

a
),

(/3)

and hence the


y/x,

partial derivatives in Exs.

(y) x*ye**,

(S)

1, 3,

xyzlogxyz,

and

\T1)

e*",

9/
Q T
13.
Iff
i

ax

30

v r-

log

8/

and
i

Sy

-f s-,

30

=
show
i

dx

dy

3/

dr

Sflr

d<(>

1
- and, - a/

80

.
,
if r,

are polar

dr

d</>

cobrdinates and /, g are any two functions.

14 If p (x, j/, 2, i) is the pressure in a fluid, or p (x, j/, z,


ing on the position in the fluid and on the time, and if w,
the particles of the fluid along the axes,
.

dp
-.

dp
dx

dt

dp
v~
+ w dp +

dp

dz

dy

and
,

dp
dt

dt

-*= u dp
+
.

dx

is

v,

dp
v -dy

the density, dependare the velocities of

+w

So

dp

dz

dt

Explain the meaning of each derivative and prove the formula.


15. If z

= xy,

interpret z as the area of a rectangle and mark d^z, A^z, Az on the


= xyz as the volume of a rectangular parallelepiped.

Consider likewise w

figure.

16. Small errors. If /(x, y) be a quantity determined by measurements on x


to small errors dx, dy in x and y may be estimated as
relative error may be taken as d/s-/= dlog/.

and j/, the error in / due


df = fxdx+fydy and the

Why

is this ?

(a)

Suppose

-J

ab sin

Find the error and the

C be the area of a triangle with

relative error if a

is

10, 6

subject to an error of 0.1.

20,

Am.

C = 30.
0.5,

1%.

Ans. 0.27, \%.


(0) In (a) suppose C were liable to an error of 10' of arc.
(7) If a, ft, C are liable to errors of 1%, the combined error in 5 may be 3.1%.
w by find(S) The radius r of a capillary tube is determined from l3.6-jrr*l

ing the weight w of a column of mercury of length I. If w = 1 gram with an error


of 10~ 8 gr. and I = 10 cm. with an error of 0.2 cm., determine the possible error

Ans. 1.06%, 6 x 10- 4 mostly due to error in I.


r.
c 2 = a2 + W
2 06 cos C is used to determine c where a
20,
with possible errors of 0.1 in a and 6 and 30' in C. Find the possible
absolute and relative errors in c.
Ans. J, \\%.
(f) The possible percentage error of a product is the sum of the percentage

and

relative error in

(e)

The formula

= 20, C = 60

errors of the factors.

determined from g = 2 st~ z by observing a body


determined at about | sec., show that the error in g
is almost wholly due to the error in i, that is, th'at s can be set very much more
accurately than t can be determined. For example, find the error in t which would
make the same error in gr as an error of inch in s.
2
(#) The constant g is determined by gt = tfil with a pendulum of length I and
period t. Suppose t is determined by taking the time 100 sec. of 100 beats of the
pendulum with a stop watch that measures to sec. and that I may be measured
(ij)

fall.

The constant g

If s is set at 4 ft.

of gravity is

and

as 100 cm. accurate to ^ millimeter.

17. Let the cobrdinate

variables q v q 2 .

Discuss the errors in

g.

a particle be x =f(qv q.2 ) and depend on two


Show that the velocity and kinetic energy are

of

Show

The

19.

l,2,

'

(sin

the

Apply

=f = /

make

helix x

a 2 sec 2 j3 at sin-

f'
x

and similarly for any number

of variables q.

Sqi

St'n

18.

a cos t
r

sin

a sin

i,

za

a constant

if

cuts the sphere x 2

J/

y3)

Theorem

of

the.

Mean

to prove that /(x, y, z)

trun for all values of x, y,

is

at tan

is

Compare Theorem 16

z.

27) and

the statement accurate.

^--

20. Transform

V+

-\/(

di
coordinates

\\dx/

V+

\dy/

()

to

and

cylindrical

polar

(/3)

\Sz/

40).

21. Find the angle of intersection of the helix x


2cos, y = 2sini, z
1 at their first intersection, that is, with U < t < $ ir.

the surface xyz

and

22. Let/, 0, h be three functions of (x, y, z). In cylindrical coordinates ( 40)


= h. Transform the combinations F = /cos + g sin 0, <? = /sin + g cos

<f>,

rm

to cylindrical

ac

'

az'

ciy

coSrdinates

M_

wn_3e,
a
<&

texV.^.a*
+ +
(flr)

and express in terms

(7)

of F,

<?,

ac

5y

JT in simplest form.

23. Given the functions y x and (z) x and sW). Find the total differentials and
hence obtain the derivatives of xx and (x? )* and x^).

50. Derivatives of

higher order.

If the

first

differentiated, there arise four derivatives f^.,

order,

may

where the

first

subscript denotes the

f^v

derivatives be again
'
'
of the second
v , vy

fx f

first differentiation.

These

also be written

f~-

Jy *

where the derivative of df/dy with respect to x


with the variables in the same order as required in
to the order of the
subscripts in fy'x

is

written

Dx Dyf and

opposite

This matter of order is usually of


no importance owing to the theorem If the derivatives f'x f'y have
.

'

of any point (x

which are continuous in (x, y) in the neighborhood


y ), the derivatives f^ and fyx are equal, that is,

derivatives /^, f'yx


,

/^(a;o'2/o)=/^(^yo)The theorem may be proved by repeated application


Mean. For
[/(So + A,

y, + *) -/(Xo,

where $(y) stands

2/

for /(x

Now
*(y<>

*)

- *(y = fc0
)

fc)]

h,

(yo

- [f(x + h,

y)-J(xw

y)

of the

-/(x y
,

Theorem

and ^(z) for/(x, y

+ ^) = *[/^(o +

*,

fl

of the

= &(y + k)- <f>(y


)]

+ ^) -/(

fc)-/(x,

)]

single variable and then substituting.


to each other
but each of these is in
;

*[/'(*<>

*[/*'(3

+
+

h V*
,

0'1>>,

?/

f(x +

Hence

The

results obtained are necessarily equal


of the theorem.

form for another application

*)

r,/i.,

W(x

+ * )] =
-/*>o + W, 2/o)] =
+ 6k) = f^ (x + Q'h,

**) -/;(*oi Vo

fc

vli,

W^K + ^

?/

2/o

0k),

I'*)-

i,'k).

As

the derivatives
are supposed to exist and be continuous in the variables
/^., /^
y ), the limit of each side of the equation
(x, y) at and in the neighborhood of (x
==
=
and the equation is true in the limit. Hence
exists as h
0, k
,

X
Jyx ( Qi

1/0!

= Jxy

X 0i

V<j)

The

'

differentiation of the three derivatives/^.,/^


six derivatives of the third order. Consider
and
u

f^

=f^XJ f'y will give


f^x These may
!l

be written as (/x)^ and (/^)^ and are equal by the theorem just proved
(provided the restrictions as to continuity and existence are satisfied).

similar conclusion holds for

f^v

and

f^x

the

number of

distinct

derivatives of the third order reduces from six to four, just as the
number of the second order reduces from four to three. In like manner
for derivatives of

any

order, the value of the derivative depends not on

the order in which the individual differentiations with respect to x and


y are performed, but only on the total number of differentiations with
respect to each,

and the result may be written with the


o^,,^
n
gra + f
!/_ ~~ yKm + n)
T\mf\nf ~ _
o
6f
DX
/*m "
vf
m n

collected as

'

dx dy

Analogous

results hold for functions of

several derivatives are to be

form

of writing

or

(D,

is

any number

differentiations

/99^
(

of variables.

'

If

found and added together, a symbolic


For example,

frequently advantageous.

+ D,)*f= (Dl + 2 D,D,

sometimes necessary to change the variable in higher derivparticularly in those of the second order. This is done by a

51. It is
atives,

repeated application of (18). Thus /^ would be found by differentiat'


ing the first equation with respect to r, and rs by differentiating the
first by s or the second by r, and so on. Compare p. 12. The exercise

below

differentials is

method.

may be remarked that the use of higher


often of advantage, although these differentials, like the

illustrates the

It

higher differentials of functions of a single variable (Exs. 10, 16-19,


p. 67), have the disadvantage that their form depends on what the

independent variables are. This is also illustrated below. It should be


particularly borne in mind that the great value of the first differential

'

dx*

8y

r2

rSr

dr'

d<f>'

dv __ 8v dr

'

dr dx

dx

by applying
of x, y,

8<f>

with

(18) directly

x,

These expressions

2,

dv

_ dv

So

dv 80

dx

dy

cr

dv 80

dr 5y

80 8y

y taking the place of r,


may be reduced so that

and

s,

r,

the place

<f>

_dv

8x

4.

_d<j>dr

The
r,

and

differentiations of x/r

(/>,

that, as

remembering

r,

y/r

maybe performed as
Q =cy
"

In like manner dz v/dy z

may

indicated with respect to

are independent, the derivative of r

<j>

be found, and the

sum

<>_

by

<f>

is 0.

Then

82 v
'

of the two derivatives reduces

This method is long and tedious though straightforward.


considerably shorter to start with the expression in polar coordinates and
the
same
method
to the one in rectangular coordinates. Thus
transform by
to the desired expression.

It

is

Sv

_
~ dv dx

dv dy

dx dr

dy dr

8r
8 /

dv\_

dr\ dr)
dv

80

dx

dx

dv dy

9x80

dy

cos

dx

dv

8x

8?/80

dv

dv

d
r

_
~

dv_

dv_

1 /8i)

dv

r \8x

dy

/ 8 2 i/

dzv

\dxdy

dy

dydx

\8a>

= dv

_
~
82 u

/8 2 i)

dv

rsm0H

rcos0

dv

dx

dx

dy

dv

dy

x,

dy

sin 0.

By
1 82v

8 / dv\

,,

Then

dr\ dr}

-{

= /8

r802

\8x

[-

i
i

an

a2n
..

dx*

The

dv

dv

definitions

dy

rdr\

d^f = f^dx

2
,

dr/

r*

8^

d^f^f^dxdy,

dr z

rdr

r2

80

(23)

df=fy'y dy* would naturally be

given for partial differentials of the second order, each of which would vanish if/
reduced to either of the independent variables x, y or to any linear function of
them. Thus the second differentials of the independent variables are zero. The

dy

but

d^

and

d2/ =

The

last

dx*
2

two terms

Bx

-- dxdy + ^
ay

vanisli

and the

dx

dy

d;,

^d x +

d 2 ?/.

sx

(24)'
^

a?/

total differential reduces to the first three

terms

x and y are the independent variables and in this case the second derivatives,
2
2
faanfxyifw are tne coefficients of dx 2dxdy, dj/ which enables those derivatives
to be found by an extension of the method of finding the first derivatives
(
49).
if

The method is particularly useful when all the second derivatives are needed.
The problem of the change of variable may now be treated. Let'

d*v

2~
dxdy +
3i

dx*
ex 2

drd*

where
them

3y

dy*
.

*
+
^d^
30

dr

other variables dependent on


y are the independent variables 'and r,
in this case, defined by the relations for polar cob'rdinates. Then

x,

<j>

=
=
d r =
2
=

or

Then

dx

cos 4>dr

dr

cos

where the
Hence d 2 r
becomes

r sin 0d<,

efrdx

sin

,,

d*v

^>

z
d<j>

2u

- cos

and

/a 2 u

cos

d>

sin

d>

r 807

sin

\a^

s2

ar/

\a^.

substituted from (25)

f-

P-

"

sm22.
^+
,

L8r

Thus

1 9U \

S0

30/

sin <Al

^-

r2

^-

dxdy
J

au

-;

dx2

a 2 u cos

3r
r/

u^, ua^, u^ are tlie three brackets which are the


2 dxdy, dy 2 The value of v^ +
is as found before.
Vy'u

finally the derivatives

coefficients of

52.

2 / 82
r \ar80

r2

3r/

sin 2 "

(26)

drd(/>,

a</>/

may bb
1 giA

r \ara0

|_8r

</>d<

---- ^ + -- 8u\sinV1
-"
--- + ---- ---- cos^sm0 + t&v +

= r 32 "-2 cos29 --2/8


,

rd<j>d<j>

rdtp

r
the values of dr 2 drd<,

r cos

0dx -f cos <j>dy.


= rd^2

have been found subject to d 2 x = d z y = 0.


2drd0. These may be substituted in d2 which

and

and rd 2 ^

<j>dr

sin

rd<f>

<j4dj/,

d</>

differentials of dr

= rd^b 2

sin

dy

=
=
sin <j>dx -f cos ^dy)
=
sin
+
(cos <f>dx
<j>dy) d<p

<

Next

dx2

The condition /^

fundamental theorem of

(x,

y}dx

= f'vx
'

which subsists in accordance with the


50 gives the condition that

+ N (x, y}dy =

dx

dy

= df

g a/

_ 8M _ SN _

dy dx

dM = dN
T~
T~
dx
fy

and

dM\
~
1^~

or

d Sf
ex dy

dx

dy

=S

\dy }x

The second form, where the

fdN~
T~)'

\dxjy

26

which are constant during the


more common ii

variables

differentiation, are explicitly indicated as subscripts, is

works on thermodynamics.

It will be

proved

later that conversely

i:

Mdx +

this relation (26) holds, the expression


Ndy is the total differ
ential of some function, and the method of finding the function wil

92, 124). In case Mdx + Ndy is the differential o:


(
some function f(x, y) it is usually called an exact differential.
The application of the condition for an exact differential may l><
made in connection with a problem in thermodynamics. Let S and I
also be given

be the entropy and energy of a gas or vapor inclosed in a receptacle o:


volume v and subjected to the pressure p at the temperature T. Th<
fundamental equation of thermodynamics, connecting the differential:
of energy, entropy,

and volume,

dU = TdS-pdv
1
is

dU

the condition that

:
'

is

and

be a total differential.

p may be

five quantities U, S, v, T,

=-

\dv) s

(2T
^

'

\dS)v

Now, any two

of th<

taken as independent variables.

Ir

the equation were solved for dS, the choici


and U, S if solved for dv. In each case the cross differ17,
entiation to express the condition (26) would give rise to a relatioi
(27) the choice is S, v

would be

if

between the derivatives.


If p,

T were

desired as independent variables, the change of variable

dS=
,*cr

i ds \
)

*
dp+

\dp/T

should be made.

dr

i ds \ jrr,

-)dT,

dv

\dT/p

The expression

,
/dv\ jrr
}dp + (-~}dT
\dT/p

/dv\
(

\dp/ T

of the condition

is

then

/ds

+
dp/ T

where the

=
--pdTSp
STdp

-dpdT

\dTjp

,-,
8pdT

on the left is made with p constant and that on the righ


with T constant and where the subscripts have been dropped from the seconc
derivatives and the usual notation adopted. Everything cancels except two termi
which give
differentiation

<28>

The importance of the test for an exact differentia] lies not only in the relations
obtained between the derivatives as above, but also in the fact that in applied
mathematics a great many expressions are written as differentials which are not
the total differentials of any functions and which must be distinguished from exact
differentials.

to the gas or

For instance if dH denote the infinitesimal portion of heat added


vapor above considered, the fundamental equation is expressed as
That is to say, the amount of heat added is equal to the increase

dH = dU + pdv.

work done by the gas


any function H(U, v) it is dS

in the energy plus the

ferential of

Now dH

in expanding.

= dH/T which

not the dif-

is

the differential, and

is

one reason for introducing the entropy S. Again if the forces JT, F act on a
Vdtx'2 + dy*
particle, the work done during the displacement through the arc ds
= Xdx + Ydy. It may happen that this is the total differential of
is wi-itten
this is

dW

some function

indeed,

if

dW=-dV(x,y), Xdx + Ydy = where the negative sign

dF,

X=-, Y=-,
dx

dy

introduced in accordance with custom, the function


is
called the potential energy of the particle. In general, however, there is no potential energy function V, and d
is not an exact differential
this is always true
is

when

notation which should dispart of the work is due to forces of friction.


tinguish between exact differentials and those which are not exact is much more
needed than a notation to distinguish between partial and ordinary derivatives ;

but there appears to be none.


Many of the physical magnitudes of thermodynamics are expressed as derivatives and such relations as (26) establish relations between the magnitudes. Some
definitions

is

is

Cv

is

Cp = (

latent heat of expansion

is

Lv =

coefficient of cubic

is

av = - (

specific heat at constant

volume

specific heat at constant pressure

expansion

\dT/v

\dT/v

\ dv IT

T{
}
\dv/T

\dT/p

modulus of

elasticity (isothermal)

is

ET=

v(

modulus of

elasticity (adiabatic)

is

ES=

"v
\dv/s

A polynomial is

of the

= T[-]
\dT/P
\dT/p

53.

=T

>

\dv/T

said to be homogeneous when each of its terms


definiall the variables are considered.

same order when,

homogeneity -which includes this case and is applicable to more


number of variables is
general cases is A function f(x, y, z,
) of any
oalled homogeneous if the function is multiplied by some power of A when
all the, variables are multiplied by \; and the power of X which factors
tion of

out

called the order of homogeneity of the function.

is

condition for homogeneity of order

f(\x, Ay, Az,


o/2

Thus
are

X<F -f

X/(aj,

~ + tanC?/

>

homogeneous functions of order

In symbols

is

y, z,

)-

iJC

>

1 respectively.

1, 0,

To

te

function for homogeneity it is merely necessary to replace all the


ables by X times the variables and see if A factors out completely.

may

homogeneity

usually be seen without the

If the identity (29) "be differentiated


o
n
p

'

test.

with respect to A, with x'=\x }

second differentiation with respect to A would give


a

Now

if

A be

&

a2

set equal to 1 in these equations,

then

x'

= x and

In words, these equations state that the sum of the partial deriva'
each multiplied by the variable with respect to which the differe
tion is performed is n times the function if the function is homogen

of order n and that the sum of the second derivatives each multi]
by the variables involved and by 1 or 2, according as the variab
repeated or not, is n (n
1) times the function. The general for;
;

obtained by differentiating any number of times with respect to A


be expressed symbolically in the convenient form

(xDx
This

is

+ yD + *D, +

known

as

.)*/= n(n

- !)

->(n

- k + I)/.

Euhr's Formula, on homogeneous functions.

It is worth -while noting that in a certain sense every equation which rep
a geometric or physical relation is homogeneous. For instance, in geometr

AH auuiug <iuu

Duuiiioiuiiuig,

uiic

ttuuio juiuou uc

iii^c

V.JUCMIUII/.ICO

iciiguiia ti/uueu uu

The fundamental unit is taken as length. The units of


and angle are derived therefrom. Thus the area of a rectangle or

lengths, areas to areas, etc.


area, volume,

the volume of a rectangular parallelepiped

A = att.

&ft.

&ft. 2

= a&sqft.,

is

F=oft. x&ft. x

eft.

abcft. s

abc cu.

ft.,

and the units sq. ft., cu. ft. are denoted as ft. 2 ft. 8 just as if the simple unit ft.
had been treated as a literal quantity and included in the multiplication. An area
or volume is therefore considered as a compound quantity consisting of a number
which gives its magnitude and a unit which gives its quality or dimensions. If L
denote length and [i] denote "of the dimensions of length," and if similar notations be introduced for area and volume, the equations [A] = [i] 2 and [J "] = [L] s
state that the dimensions of area are squares of length, and of volumes, cubes of
lengths. If it be recalled that for purposes of analysis an angle is measured by the
ratio of the arc subtended to the radius of the circle, the dimensions of angle are
seen to be nil, as the definition involves the ratio of like magnitudes and must
,

therefore be a pure number.

When geometric facts are represented analytically, either of two alternatives is


1, the equations may be regarded as existing between mere numbers or
2, as between actual magnitudes. Sometimes one method is preferable, sometimes
the other. Thus the equation x* + y 2 = r z of a circle may be interpreted as 1, the
sum of the squares of the coordinates (numbers) is constant or 2, the sum of the
squares on the legs of a right triangle is equal to the square on the hypotenuse
(Pythagorean Theorem). The second interpretation better sets forth the true
inwardness of the equation. Consider in like manner the parabola yz = 4=px. Generally y and x are regarded as mere numbers, but they may equally be looked
upon as lengths and then the statement is that the square upon the ordinate equals
the rectangle upon the abscissa and the constant length 4p this may be interpreted into an actual construction for the parabola, because a square equivalent
open

to a rectangle

may be

constructed.

p was assigned the dimensions of length


homogeneous in dimensions, with each term of the
dimensions of area or [L] 2 It will be recalled, however, that in the definition of
the parabola, the quantity p actually has the dimensions of length, being half the
distance from the fixed point to the fixed line (focus and directrix). This is merely
In the

last interpretation the constant

so as to render the equation


.

initial statement that the equations which actually


geometric problems are homogeneous in their dimensions, and
must be so for the reason that in stating the first equation like magnitudes must

another corroboration of the


arise in considering

be compared with like magnitudes.

The

question of dimensions

differentiation
sions [].

may

and integration. For

Then Ay, the

be carried along through such processes as


y have the dimensions [y] and x the dimentwo y's, must still have the dimensions [y]

let

difference of

and Ax the dimensions [cc]. The quotient Ay/Ax then has the dimensions
For example the relations for area and for volume of revolution,

dA =

dV
y,

Tx

=*y\ g-e

is

[__J

[A] =
= LJ

rrn
[i]

left-hand side check with those of the right-hand side.


the limit of a sum, the dimensions of an integral are the product

and the dimensions of

As "integration

rdA~l

the,

dimensions 01 tne Junction

of the

Thus

if

oe imegratea ana 01 LUB uuitueuw

r xr

ax
a?

x2

4-

= -1 tan,

t/o

,
1

<z

+
,

ct

2
2
were an integral arising in actual practice, the very fact that a and x are
would show that they must have the same dimensions. If the dimension

be [L], then

and this checks with the dimensions on the right which are [L]~ l since anj
no dimensions. As a rule, the theory of dimensions is neglected in pure
matics but it can nevertheless be made exceedingly useful and instructive.
In mechanics the fundamental units are length, mass, and time and are d<
,

by [L],

[Jf], [T].

The following

velocity

-^

areal velocity

LL,

Til

[LI

density

W[

'

momentum

il

L
J

moment

force

JJTs'
L
J

units

-r~

acceleration

angular velocity

some derived

table contains

energy

-^

easy to convert magnitudes in one


units as ft., lb., sec., to another system, say cm., gm., sec. All that is neces
to substitute for each individual unit its value in the new system. Thus

With the aid of a table like

J_
ft

321

sec.

1 f t.

this it

is

30.48 cm.,

821 x 30.48

cm
'-

sec. 2

err

9804

sec

EXERCISES
1.

Obtain the derivatives/"


(a) sin-i
2

2.

Compute d v/dy

3.

Show

that a 2

?~V

^ 2 11

2x2

S(

Show

5.

In polar coordinates z
a__2

U_

Let

z,

unchanged

in

_ _
s2u

azv

!_

?y,

- __

r2

r t cos 0,

z, i

(x

<

trf).

form by

the transformation

Sy

of transformation

x
6.

ox

8x s

The work

is

f (xy).

by the straightforward method.

ai)

=/(x +

if

that this equation

__

4>

\x/

in polar coordinates

^=^

dx*

(7)

xy

4.

_.

log

(/3)

f' f' f' and verify/" =/"

dv\
_/ _

ra
I

^j

yZ

L8r\

may

= r sin ^

r cos #,

sin2 ^

ar/

,
I

a^

in s

sin

r sin

s /
QMI M
f
.

e\i
_
I

I .

sin Q 80 \

be shortened by substituting successively

sin 0,

and

be four independent variables

the equations for transforming z,

cos <f>, y

_ __
a2

i
_\,

y, 2 to

r cos

and

a;

0,

rt

r sin 0.

= r cos0,

cylindrical coordinates.

,y

= r sin

Let

PARTIAL DIFFERENTIATION; EXPLICIT

-,

,
'

'

Bxdz

X cos0

r 8r

where r-^Q

an exact

test for

'

+
+

a2

(n) (4x

3xdx
xdx

y'

dy,

(13)

ydy

to the exact differentials

'

*'

3 x*y

dx

i/ )

xdx
~
x*

j/

an exact

differential

2 2
(a) 3 X y zdx

Obtain

9.

dF(z,
8

cc

\dT/v

ydy

~'

and

show

dif>

SdT

'

x2

'

x 2 2/2

(6}

z)dx

(etc

(^)

(y

z)

dx

from

(27)'
^

(x

z)

dy

(x

12. If the

words the

with proper variables.

potentials) be defined as

TdS

df

vdp,

SdT +

vdp,

13.

9.

definitions corresponding to the defining formulas, p. 107

sum (Mdx + Ndy) + (Pdx + Qdy)

of the differentials is exact, the other

Apply Euler's Formula

tions (29')

y) dz.

\dp/s

and express the conditions that d^, dx, df be exact. Compare with Ex.
11. State in

dy).

y,

thermodynamic
dx

pdv,

y*dy,

\dS/p

\dv/ T

(31), for

of

Prove

is.

two

differentials is exact

and one

this.

the simple case k =


it f or k = 2 to the

and verify the formula. Apply

1,

to the three func-

first

function.

14. Verify the homogeneity of these functions and determine their order
(a) y*/x

0.

and write

ydx - xdy

+ yz
+ 2 xy + 3 y) dy,

xVcZz,

10. If three functions (called

x z ydx

(y)

cf/d(j>

Q(x, y, z)dy + R(x, y, z)dfz be


Apply these conditions to the differentials

y, z).

2/zdy

x n dy,

(x

Express the conditions that P(x,

8.

Take

differential to each of the following,

3 xydx

'

dxdt

Fsin</.

r 5z

by inspection the functions corresponding


(a)

= --

'

8ydt

dy*

--,

+ Fsm0 =

(Of importance for the Hertz oscillator.)

5//Sr.

Apply the

7.

=,

,
'

dx z

dydz

show Z = --,

III

+ x(logx-\ogy),

n
Xm lJ
y
(ft)

--+ v
va;

15. State the dimensions of

moment

of inertia

and convert a unit

of

moment of

inertia in ft.-lb. into its equivalent in cm.-gm.

16. Discuss for dimensions Peirce's formulas Nos. 93, 124-125, 220, 300.

1* r,
i-,m *
17.
Continue
Ex. I,
17, p. 101, to

u
show

d Sx
dt dqi

XVZ
"
(y)

Sv
dqt

A
ajnd

8T

= mv 8x

dt dqi

dqt

ST

9?i

DIFFERENTIAL CALCULUS

112
19. If

and

(Xj, ?/,)

d z x,

m,1

(x 2

yz ) are the coordinates

m.l

A,,
"'

di 2

xi

= /i(?u

?si

^=

(ft

and

are the equations of motion,

in

dz y*

Vi

TB)I

m,2

F,,
*'

two moving

of

d 2 x2
-*

X,,
2

particles

d2 y,

^2 =

dt

and

...

Y.2

x v y v x2 , y z are expressible as

if

Pifau ?a

y8

=/(?! 0ai?8)i
show that
<? 8

*8

<fe)

terms of three independent variables q v q v

(7s(9i9a9f8)

~
~
O-Y^+F^l+JT^
+
+ r^-^^-^,
+
Sg
dq
qi

Sq,

T= % (m^f +

Sq,

dt Sq,

8q l

and is homogeneous of the


second degree in q v </ 2 qs
The work may be carried on as a generalization of
Ex. 17, p. 101, and Ex. 17 above. It may be further extended to any number of
particles whose positions in space depend on a number of variables q,
where

TO 2 v|)

if

</ 3 )

20. In Ex. 19

T(q^,

$ 3 ^j ^ 2

Pi

generalize Ex. 18 to obtain

8qi

~ ?H
f. =
<h

The equations
Qi
H
V

=~

-2-

'

dpi

and ^
Q;
dt
dt dq f
dq t
gian and Hamiltonian equations of motion.
kz and

21. If n'

5V
dr'

22. If

rr'

A2

$'

IP

dp

^ = $,

(Useful in

23. If z

24.

Make

0'

<p')

&' _

'

dq l

are respectively
the Lagraii*
*

Sqt

=v(r,

<j>),

show

rz /S 2 v

Idv

1 d z v\

r^d^~^r^\d^

r~8r

r* 84?)

1 dv'

expression of Ex. 5 in the


letters.

andv'^,

--

-i

ar/

dt

8qi

----

~ dPi
Q _

'

dq {

6,

primed

and

'

v'(r',

letters is

<f>',

9")

fcr

/r'

= -(r,
of

its

<f>,

6),

198.)

the indicated changes of variable

show

that the

value for the unprimed

f^
du'
25. For an orthogonal transformation (Ex. 10 (f), p. 100)

*"(0)
Dhe expressions for <'() and

may

4>'(0)

be found as follows by (10)

+ VS, *'(0) [A/: *>;],..,


'"'
hen
*"(0 = A(% + A^) + *(^ + W)
= A /;; + 2 hwz + /;; = (AD, +.&D,>/,
= (AD. 4- AD,)'/, *co (0 = [(/^ 4. 4
VM /(a + A, & + *) -/(, &) = A/ = $(1) - *(0) = (AD,
- (AD, + ftD )"
+ (AD. + *D,)/(a, &)+.-.+
*'(*)

-f-

/c

I;

tf

A, 6

/(,

+ i (AD, + kD yf(a +

ft)

(32)

0&).

/2>

In

this expansion, the increments

ired,
its

if

by x

a and y

A and k may be replaced,

and then /(#,

value and the values of

will be expressed in

?/)

derivatives at (a, b] in a

its

if de-

terms

manner

analogous to the case of a single variable. In particular if the


about which the development takes place be (0, 0) the
levelopment becomes Maclaurin's Formula for /(a, y).
sntirely

)oint (a, V)

f(x, y)

=/(0,

0)

(xDx + yDr)/(0,

0)

(xDx +

yDf)/(0,

0)

^).

(32-)

Whether in Maclaurin's or Taylor's Formula, the successive terms are


lomogeneous polynomials of the 1st, 2d,
-, (n
l)st order in x, y or
nx
b.
The formulas are unique as in 32.
a, y
Suppose

Vl

x2

y2

is

to be developed about

ives are

,nd

'

Vl - gz Vl x2

The

(0, 0).

successive deriva-

~y

yg

y2

=l+
=1

+ Oy) + |(- x2 + OKI/ - y2 +


+ 2 ) + terms of fourth order

(Ox

2
|.

(x

z/

this case the expansion may be found by treating x + y


xpanding by the binomial theorem. The result would be

| (Ox
H
as.

...)

...,

a single term and

That the development thus obtained is identical -vvitn tne Maciaurm deveiopmen
that might be had by the method above, follows from the uniqueness of the devel
opment. Some such short cut is usually available.

and

y) haye a minimum o
for all values of h
A;

The condition that a function z=f(x,

55.

maximum

= Ay

7c

A/ >

at (a, i) is that

which are

or

A/ <

From

sufficiently small.

either geometrical o

=/(:, y) has
analytic considerations it is seen that if the surface
minimum or maximum at (a, &), the curves in which the planes y
a and y
a cut the surface have minima or maxima at x
fcnd x

=
=

and f'u must both vanisl


lit
of course, that exceptions like those mentioned 01
(a, V), provided,
page 7 be made. The two simultaneous equations

Hence the

respectively.

partial derivatives f'x

JE=0,

/'

(33

(),

in the case of a function of a single varia


corresponding to f'(x)
ble, may then be solved to find the positions (x, y) of the minim;
and maxima. Frequently the geometric or physical interpretation o
z

= f(x,

is

some special device

y) or

maximum

or a

minimum

will then determine whether ther

or neither at each of these points.

For example let it be required to find the maximum rectangular parallelepipe


which has three faces in the coordinate planes and one vertex in the plan
y/b

z/c

The volume

--x

is

V = V'y =

8y

The corresponding

z is | c an
off from the first octant b
a maximum. There are other solutior
which have been discarded because they give V = 0.

Vi& therefore abc/27 or $

the plane. It

The

is

solution of these equations is

the volume
of

1.

Sic

The

a,

of the

evident that this solution

conditions/,,'

=// =

may

\ b.

volume cut

is

be established analytically.

For

A/= (/*' + C.) ** + !f,+ O Ay.


Now as

15

are infinitesimals, the signs

o.1

Mie parentheses are dete:

mined by the signs of /,',/' unless these derivatives vanish; and henc
unless f = 0, the sign of A/ for Ace sufficiently small and positive an
Ay = would be opposite to the sign of A/ for &x sufficiently small an
=C
negative and Ay = 0. Therefore for a minimum or maximicm j"
x
and in like manner f'y
0.
Considerations like these will serve t
establish a criterion for distinguishing between

maxima and minim

by Taylor's Formula

to

continuous functions of
ative at (a

-)-

infinitesimal.

A/=

Oh,

1)

-f-

two terms.
(x,

Ok)

?/)

may

Now

if

the second derivatives are

in the neighborhood of (a,


each deriv/>),
be written as its value at (a, b) plus an

Hence

/^ +

i (A

2 hkj-

+ %'k

2
b)

4- i (A

2 /,*,

+ * g.
2

Now

the sign of A/ for sufficiently small values of h, k must be the


same as the sign of the first parenthesis provided that parenthesis does
not vanish. Hence if the quantity
"

As

4- *
2 JiTff"
t/<</*,,

Jc*f"\
f */,;(,&)
<

'

>

-I-

o for eveiy fa

mnmiim

^ a maximum.

the derivatives are taken at the point (a, &), they have certain constant
J?, C. The question of distinguishing between minima and maxima

values, say .4,

therefore reduces to the discussion of the possible signs of a quadratic


Ah2 + 2 Bhk + C7c 2 for different values of h and k. The examples

form

that a quadratic form may be either 1, positive for every (h, k) except (0, 0)
2, negative for every (ft, k) except (0, 0) or 3, positive for some values (h, k)
and negative for others and zero for others or finally 4, zero for values other than
the four possibilities
(0, 0), but either never negative or never positive. Moreover,
and
here mentioned are the only cases conceivable except 5, that A = B = C =
the form always is 0. In the first case the form is called a definite positive form, in
the second a definite negative form, in the third an indefinite form, and in the fourth
and fifth a singular form. The first case assures a minimum, the second a maximum, the third neither a minimum nor a maximum (sometimes called a minimax)
but the case of a singular form leaves the question entirely undecided just as the

show

or

condition /"(x)

did.

The conditions which distinguish between the different possibilities


pressed in terms of the coefficients J., JS, C.
lpos. def.,
2neg. del,

The

B*<AC, A,C>0;
B*<AC, A,C<0;

conditions for distinguishing between

=
It

may

"

**^

3 indef .,

sing.,

maxima and minima

>
f^ / <

>

JP
B*

maximum

be ex-

= AC.

are

minhnum

AC

may

(S4)'
*
;

be noted that in applying these conditions to the case of a definite form it


necesto show that either/.^,
or/^ is positive or negative because they

is sufficient

sarily have the

same

sign.

Write at length, without symbolic shortening, the expansion of /(x, y) by


b.
a, y
Formula to and including the terms of the third order in x
Write thtj formula also with the terms of the third order as the remainder.
1.

Taylor's

Write by analogy the proper form of Taylor's Formula for/(x,

2.

prove
3.

number

Indicate the result for any

it.

y, z)

and

of variables.

Obtain the quadratic and lower terms in the development

(a) of x?/

sin xy at (1, I

and

TT)

of tau-i (y/x) at (1, 1).

(/3)

three faces
rectangular parallelepiped with one vertex at the origin and
in the coordinate planes has the opposite vertex upon the ellipsoid
4.

x2/a2
Find the

maximum

2/V&

z2 /c a

=l.

volume.

5. Find the point within a triangle such that the sum of the squares of its
distances to the vertices shall be a minimum. Note that the point is the intersec-

tion of the

medians. Is

6.

A floating

7.

8.

Apply the

it

obvious that a

minimum and

not a

maximum

is

present ?

anchorage is to be made with a cylindrical body and equal coniends. Find the dimensions that make the surface least for a given volume.

cal

cylindrical tent has a conical roof.

of Exs. 4-7.

best dimensions.
to

any

x ?/ + xy* - x,
x2 + j/2 -t- x + V,
xs + y s - 9x?/ +

() X + y

(a:)

(7)

(t)

9. State the conditions

- x*y 2

4
(f) x

on the

first

+y

11. Given

amount

of tenting for a given volume.

any number

of

masses

m v m2

),

maximum

2y*.
or

minimum of

Prove in the case of three variables.

A wall tent with rectangular body and gable roof is to be so

to use the least

:c

derivatives for a

of variables.

\ (x

2
2
-X2/ + 2/-fc,
+ y*- 2x2 + 4xy-

(8) i2/

27,

number

function of three or any


10.

Find the

by second derivatives to the problem in the text and


Discuss for maxima or minima the following functions
test

constructed as

Find the dimensions.

rnn situated at (x l7

y^,

(x 2 ,

y2 ),

that the point about which their moment of, inertia is least is their
center of gravity. If the points were (x : y v Zj),
in space, what point would
(ii, J/n).

Show

make Smr2 a minimum

or minimum analogous to that of Ex. 27, p. 10, may


be given for a f unction /(x, y) of two variables, namely If a function is positive
all over a
region and vanishes upon the contour of the region, it must have a max12.

test for

maximum

= 0. If a function is finite
the region at the point for which /^ =
y
over a region and becomes infinite over the contour of the region, it must have

imum within
all

minimum within

the region at the point for which /^

subject to the proviso that/^ =/^


test and apply it to exercises above.

~J'y =

0.

has only a single solution.

These

tests

are

Comment on

the

&, c, r are the sides of a given triangle and the radius of the inscribed
circle, the pyramid of altitude h constructed on the triangle as base will have its

13. If a,

maximum

surface

when the

surface

is J (a

+6+

c)

Vr* +1^.

CHAPTER V
PARTIAL DIFFERENTIATION; IMPLICIT FUNCTIONS

= 0. The total
F(x, y)
dF= F'x dx + F'v dy = dQ =

The simplest case

56.

dy
dx

= - -F'

y by

x, or of

indicates

-f-

as the derivative of

differential

Fy

dx
,

=--*

x by

i/,

...

*.

(1)!

Fx

dy

where y

defined as a function

is

of x, or x as a function of y, by the relation F(x, y)


and this method
of obtaining a derivative of an implicit function without solving explicitly for the function has probably

been familiar long before the notion

of a partial derivative was obtained. The relation F(x, y)


is pictured
and the function y <f>(x), which would be obtained by solu-

as a curve,

valued or as restricted to some definite

tion, is considered as multiple

portion or branch of the curve F(x, y) = 0. If the results (1) are to


be applied to find the derivative at some point
(XQ) y ) of the curve F(x, y) = 0, it is necessary

O7

that at that point the denominator F'y or F'x should


not vanish.

These pictorial and somewhat vague notions


may be stated precisely as a theorem susceptible
of proof, namely Let x be any real value of x
such that 1, the equation F(XO y) = has a real solution y
:

and 2, the

function F(x, y) regarded as a function of two independent variables


in
x , F'
(x, y) is continuous and has continuous first partial derivatives F'
y
the neighborhood of (X Q y ) and 3, the derivative F'
does
v (x , y ) =?*=
not vanish for (x y ) then F(x, y)
may be solved (theoretically)
as y = $ (x) in the vicinity of x
XQ and in such, a manner that
,

= <(x

=
=

that <(z) is continuous in x, and that <(a) has a derivative


F^/Fy and the solution is unique. This is the fundamental
theorem on implicit functions for the simple case, and the proof follows.
?/

<'(cc)

),

By the

conditions on

F(x, y)

the

F^ F^

- F(x

Theorem

= F(x,

y)

of the

(hF'x

Mean

is

JcFy) Xo

+ gh

Furthermore, in any square |^|<3, \k]<8 surrounding


small, the continuity of

F'a insures |^|<

M and the

117

(x

applicable.

w+w

and

Hence
(2-

suflBciently

continuity of F^ token with

DIFFEBENTIAL CALCULUS

118
the fact that

Fy(x

) 5*

insures

|Fy|>m.

Consider the range of x as furthei


m<M. Now consider the value

if
x
restricted to values such that |x
of .F(x, y) for any x in the permissible interval

\<m5/M

S. As kF' > md
S or y = y
y
F'x < mS, it follows from (2) that
of
has
the
sign
S)
F(x, y + 5}
SF^ and F(x, y
has the sign of
SF^ and as the sign of F'y does
not change, F(x, y + 5) and F(x, y Q
S) have
opposite signs. Hence by Ex. 10, p. 45, there is
one and only one value of y between y
5 and

=y +

and for y
but

(x

+ 5 such that JF(x, y) 0. Thus for each


2/
the interval there is one and only one y
that JF(x, y)

0.

The equation

JF(x, y)

x in
such

has a

unique solution near (x y ). Let y


<p(x) denote the solution. The solution is
continuous at x
x because y
y < d. If (a;, y) are restricted to values y = if>(x)
such that F'(x, y) = 0, equation (2) gives at once
,

dy

hx-y-

Ax

0k)

^^

As J^, Fy are continuous and


0, the fraction /c//i approaches a limit and the
derivative ^'(x,,) exists and is given by (1). The same
reasoning would apply to
x
in
the
interval.
The
theorem
is completely proved. It
any point
be added

may

that the expression for 0'(x) is

such as to show that

4>'(x) itself is

continuous.

The values of higher derivatives of implicit functions are obtainable


by successive total differentiation as

= o,

(3)

noteworthy that these successive equations may be solved for


the derivative of highest order by dividing
by F'y which has been assumed
not to vanish. The question of whether the function
y = (x) denned
etc.

It is

<

has derivatives of order higher than the first


by F(x, y}
may be seen by these equations to depend on whether F(x, y) has
higher partial derivatives which are continuous in (x, y).
57. To find the maxima and minima of
y = (x), that is, to find the
is parallel to the z-axis, observe
points where the tangent to F(x y) =
implicitly

<f>

that at such points y'

= 0.

Equations (3) give

3(x

ay]

- ax)y' = 0,

3 (y 2

dx

dx

To find

the

maxima
F'x

The

minima

or

= =

real solutions of

a;

JF

ay,

F'x

y as a function

of

and

are

(0, 0)

ax

ox)

(y

of x, solve

= x8 + y s

F=

F'

3 axy,

and (j/2 a, J/4 a)

0.

of

which the

must be discarded because Fy(Q, 0) = 0. At (^2 a, "vXi a) the derivatives


and F. are positive and the point is a maximum. The curve F =
is the

first
.Fy

folium of Descartes.

The

r61e of the variables

the equation F(x, y)


and \j/ being inverse.

x and y may be interchanged if F'x


and
be solved for x = <^(y), the functions
=

may

<f>

In this way the vertical tangents to the curve


F = may be discussed. For the points of F = at which both Fxf
and F'y = 0, the equation cannot be solved in the sense here defined.

Such points are called singular points of the curve. The questions of
the singJilar points of
and of maxima, minima, or minimax ( 55)
of the surface z
F'y
0, the surface
F(x, y) are related. For if F'x

F=

= F = is
= F(x, y)

has a tangent plane parallel to z


0, and if the condition
also satisfied, the surface is tangent to the xy-plane. Now if z
has a maximum or minimum at its point of tahgency with z

= 0,

the

surface lies entirely on one side of the plane and the point of tangency
is an isolated
whereas if the surface has a- mini;
point of F(x, y)
max it cuts through the plane 2
and the point of tangency is not

in the
an isolated point of F(x y) = 0. The shape of the curve F
neighborhood of a singular point is discussed by developing F(x, y~)
about that point by Taylor's Formula.
}

For example, consider the curve F(x, y) = x 8 + ys


x 2 j/ 2
the surface z = JF'(x, y). The common rear solutions of
jF^

= 3x2 -

2xj/

- x = 0,

Fy

3y*

J (x

- 2x*y - y = 0,
=

+ y2 =

F(x, y)

and

are (0, 0), (1, 1),


are the singular points. The real solutions of F'
0, F'
x
y
(, ) and of these the first two satisfy F(x, y) = Q but the last does not. The
singular points of the curve are therefore (0, 0)
shows that (0, 0) is a maximum for z
F(x, y)

=
= 0. The test also shows that (1, 1) is
=
near (1, 1) apply Taylor's Formula.
y)

F(x, y)
F(x,

F(x, y)

and (1, 1). The test (34) of 55


and hence an isolated point of

a minimax.

To

discuss the curve

= l(8hz -8hk + Sk2 + $(6h*- 12h*k - 12 M2 + 6F) + remainder


= (3 cos2 $ 8 sin cos + 3 sin2
---2 cos sin2 + sin 8
2 cos 2 sin
+ r (cos3
)

/>

<j>

<j>)

<f>) -\

DIFFERENTIAL CALCULUS

120

2
r cos<, k = rsin< be introduced at (1, 1) and r be canpolar coordinates h
celed. Now for very small values of r, the equation can be satisfied only when

if

the

first

and

is

parenthesis
4 sin 2

very small. Hence the solutions of

<

sin2</>

0,

= 24

or

|,

are the directions of the tangents to .F(x, y)

TT,

(l

2 sin 2

</>)

r (cos

<f>

sin

</>)

(1

17J',

0542J',

The equation F =

0.

1 J sin

is

2 0)

only the first two terms are kept, and this will serve to sketch F(x, y)
very near to the tangent directions.
very small values of r, that is, for
if

for

58, It is important to obtain conditions for the maximum or minimum


/(x, y) where the variables x, y are connected by a

of a function z

=
=

so that & really becomes a function of x alone or y


not always possible, and frequently it is inconvenient,
for either variable and thus eliminate that variable
to solve F(x, y)

relation F(x,
alone.

For

?/)

it is

When

from
/(, y} by substitution.
are thus connected, the minimum or

the variables x,

maximum

is

in

= /(.*,

si

?/)

called a constrained

them the

maximum ; when there is no equation F(.r, ?/) = between


minimum or maximum is called free if any designation is

needed.*

The conditions

minimum

and F(x,

or

are obtained by differentiating z

y)Q totally with respect to x.


dx

dx

'

dy dx

dfdF dfdF =
a
fl--p T~
dx
dx

and

oy

dx

8x

'd?z
2
T~^
dx

Oy

= /(#>

y}

Thus

n
Q>

"by

'

dx

F=

(
v

5 y)

where the first equation arises from the two above by eliminating dy/dx
and the second is added to insure a minimum or maximum, are the con-

Note that all singular points of F(x, y)


satisfy the
condition identically, but that the process by means of which it
was obtained excludes such points, and that the rule cannot be expected

ditions desired.
first

to apply to them.

Another method of treating the problem of constrained maxima and


is to introduce a
multiplier and form the function

minima

z$(x,-y)=f(x,y)

Now

if

this function z is to

**=/*

+ \F(x,y),

A a multiplier.

(6)

have a free maximum or minimum, then

+ A^ = O,

These two equations taken with

*;=/;

F=

+ XF; = O.

constitute a set of three

(7)

from

method also rejects the singular points. That this method really determines the constrained maxima and minima of f(x, ?/) subject to the

constraint F(x, y)

is

seen from the fact that

if

A be eliminated from

the condition/;^'
F'x
of (5) is obtained. The new method
v
is therefore identical with the
former, and its introduction is more a
matter of convenience than necessity. It is possible to show directly
[7)

new method gives the constrained maxima and minima. For


conditions (7) are those of a free extreme for the function $ (x, y}
which depends on two independent variables (a;, y). Now if the equa:hat the
:he

tions

(7)

be solved for

minimum

3r

(x, y), it

appears that the position of the maximum


A. as a
parameter and that

will be expressed in terms of

3onsequently the point (x (A), y (A)) cannot in general lie on the curve
0; but if A be so determined that the point shall lie on this
F(x, y)

function <t>(x, y) has a free extreme at a point for which


and hence in particular must have a constrained extreme for the
particular values for which F(x, y) = 0. In speaking of (7) as the coniitions for an extreme, the conditions which should be imposed on
;he second derivative have been disregarded.
3urve, the

F=

For example, suppose the

maximum

Descartes were desired.

The problem

subject to the condition

2x

3X(x

ay)

F(x, y)

radius vector from the origin to the folium


is

= x3 + y 3

to render/(x, y)

3 axy

2y + 3\(y2 -

0,

az)

0.

0,

)r

2x-3(2/ _ax)-2i/.3(x2-a2/)=:0,

x8

a;

+ y2 maximum

Hence

- Saxy =
-f y
~ 3 axy =

x3

two cases. These equations may be solved for (0, 0),


and some imaginary values. The value (0, 0) is singular and X cannot
2
2
the
but
determined,
point is evidently a minimum of x + y by inspection. The
point (1$ a, 1$ a) gives X =
1$ a. That the point is a (relative constrained) maxi2
2
mum of x + y is also seen by inspection. There is no need to examine d2/. In
ire the

conditions in the

^l|a, l^o),
oe

most practical problems the examination of the conditions of the second order
may be waived. This example is one which may be treated in polar coordinates
by the ordinary methods ; but it is noteworthy that if it could not be treated that
way, the method of solution by eliminating one of the variables by solving the
3ubic F(x, y)

would be unavailable and the methods

of constrained

maxima

would be required.

EXERCISES
1.

By

substitute in (1),
(a)

ax2

(5) (x*

2.

+
+

and division obtain dy/dx in these


but use the method by which it was derived.

total differentiation

2 bxy
2
j/

)2

cy

2(x

s/2),

0,

(p) x*

(,) ex

+
+

y*
<*>

4 a?xy,

= 2xy,

(j)

(cos x)

(f)

x~ 2 y~ 2

cases.

Do

not

= 0,
(sin y)*
= tau-iay.

Obtain the second derivative dfy/dx2 i n Ex. 1 (a), (/3), (e), (f) by differenthe value of dy/dx obtained above. Compare with use of (3).

tiating

,72,,

Prove

_ ^ ^H x f y f xy 4^

H'tjf

If

y,

dx 2

If

^fr'jr
x fw

>

8
Jf^'

4.

Find the radius


f

(a)

y$

of curvature of these curves

E=

at,
2 s=

3 (axy)%,

2 2
(7) & x

5.

Find

3
y", y"' in case x

6.

Extend equations

7.

Find tangents parallel

8.

Find tangents

j/',

<5

2 2
J>

(5)

(3) to

xyz

ys

xi

(|3)

a2 (a

3 axy

2/2

= 2 V(x

oi, ft

- x),

(ax)

(e)

= 1.

(fy)

0.

obtain y'" and reduce by Ex.

to the x-axis for (x 2

2
parallel to the j/-axis for (x

2 2
j/

3.
2

2 a2 (x 2

j/

).

+ y z + ax) = a? (x z +
2

2
).

2 &xj/ 4- cy z + /x + #?/ + h = 0, circumscribe about the


curve a rectangle parallel to the axes. Check algebraically.
9. If 6 2

< ac

10. Sketch

in

ox'"

8
j/

= x2

2
?/

\ (x

+ V2

near the singular point

(1, 1).

Find the singular points and discuss the curves near them
3
8 =
2
2 2 =
2 a2 (x 2 - y 2 ),
3 axy,
(a) x + y
(0) (x + 2/ )

11.

x4

(r)

= 2(x -

4
l/

(5)

2/)

y5

+ 2xy 2 =

Make these functions maxima or minima subject


Discuss the work both with and without a multiplier
12.

x2

4
-

to the given conditions.

(a)

-- -a

z
(^) x

cos x

>

a Atan x

+
,

n
o tan y =

sin y

D cos y

ox2

cj/
y
2&xj/
(y) Find the shortest distance
,

.sinxw
=-

Ans.

c.

=/.
from a point

Find axes

of conic.

to a line (in a plane).

Write the second and third total differentials of .F(x, y)


with (3) and Ex. 5. Try this method of calculating in Ex. 2,
13.

and comparts

does and should give the tangent line to


14. Show that F^dx + F'y dy =
at the points (, y) if dx
x and dy = 77
the
77 are
y, where
F(x, y} =
co5rdinates of points other than (x, y) on the tangent line. Why is the equation
inapplicable at singular points of the curve ?

59.

More general cases

of

implicit

functions.

The problem, of

be generalized in two ways. In the


a greater number of variables may occur in the function, as
implicit functions

may

F(x,

y, *)

= 0,

F(x,

y,

,-..,

w)

first

place

and the question may be to solve the equation for one of the variables
in terms of the others and to determine the partial derivatives of the
chosen dependent variable. In the second place there may be several
equations connecting the variables and it may be required to solve the
equations for some of the variables in terms of the others and tc
determine the partial derivatives of the chosen dependent variables

and attempted formal solution of the equations for the


and the theorem under -which the

differentiation

derivatives will indicate the results


solution

is

proper.

Consider the case F(x,

dF(x,

y, z)

=
z)

y,

and form the

differential.

+ F'y dy + F' d = 0.

F'x dx

(8)

be the dependent variable, the partial derivative of # by x


found by setting dy
so that y is constant. Thus
If #

is to

is

are obtained

the point considered.

when

division after setting

by ordinary

If this division

spectively.

real values (&

Fg(x
s

?/

<

(x,

yQ

y)

0,

and

and has continuous

</>

F(x,

y, 2)

is

then F(x,

y,

= F(x,

As

F^, F^, Fg are continuous


small that, when h\ < 5, k\ < 8,
|

Now

it is

|-

re-

(x, y, z)

continuous at

is

and

be solved uniquely for

may

Law

y, z)

and F'z (x
\

l\

< 5,

Mean, and

of the

(hF^

+
)

kF^

-^ 0,

the derivative F'


z

desired so to restrict h, k that

parenthesis.

y) will be continuous and have partial derivatives


near to (x y ).

(x,

again proved by the

F(x

and dx

first partial derivatives

(9) for values of (x, y) sufficiently

The theorem

F'x must not vanish at

The immediate suggestion is the theorem If,


y ) are chosen and a real value # is obtained
by solution, the function F(x, y, z) regarded as

from F(z, XQ) ?/ )


a function of three independent variables
and near (x

dy

to be legitimate,

is

in a similar

+ ZF.% + *,
it is

manner,

possible to take S so

> m and F'x < M, |^|< M|

8F^ shall determine the sign of the

Let

|<im5/M,

{y-y^^mS/fji,

and the signs of the parenthesis for

(x, y, z

8)

then

and

\h

(x, y,

be opposite

8) Will

one value of z
'|>m. Hence if (x, y) be held fixed, there is one and only
8. Thus z is defined as a
for which the parenthesis vanishes between z + S and z
=
x k=y
x
of
h
of
small
values
valued
function
for
y
sufficiently
single
(x, y)
since JFz
|

Also

= or
fc and A
respectively are assigned the values 0. The limits exist when h
= 0. But in the first case I = Az = A^2 is the increment of z when x alone varies,
and in the second case I = Az =A z, The limits are therefore the desired partial
derivatives of z by x and y. The proof for any number of variables would bq
when

tf

similar.

may

be solved for any one of the variables, and formulas like (9) will
It then appears that

express the partial derivatives.


\ /dx\

F: Fl

dz dx

and

f oX

The

in like manner.
of

2 because

G(x,

=
s)

if

equation is in this case identical with (4)


constant the relation F(x, y, z)
reduces to

first

is

The second equation

0.

lar relations,

is

the derivatives in (11)

new.

virtue of (10) and simibe inverted and transformed

By

may

As it is assumed in thermodynamics
and temperature of a given simple substance
are connected by an equation F(p, v, T) = 0, called the characteristic
equation of the substance, a relation between different thermodynamic
magnitudes is furnished by (11).
60. In the next place suppose there are two equations
to the right side of the equation.

that the pressure, volume,

F(x,

y, u, v)

= 0,

G (x,

y, u, v}

(12)

between four variables. Let each equation be differentiated.

dF =

dG =

= F'x dx F' dy
Q= G'xdx + G'dy
-(-

-f-

Ftfu

-f-

G'u du

+ F'dv,
+ G',dv.
v

(13)

be desired to consider u, v as the dependent variables and x, y as


independent, it would be natural to solve these equations for the differIf

it

entials

du and dv in terms of dx and dy

for example,
,

F; G;,-F;,G:
V "U

The

The

If (w v are solutions of F
= corresponding
0, G
^ F* Gv Fv&u d.es not vanish for the values (x y u v
F = 0, G = may be solved for u = </>(z, y), v
y)

desired theorem
*

dv would have a different numerator but the same desolution requires F'u G'v
F'v G'u 3= 0. This suggests the

differential

nominator.

xo>

an(l

y*)

it

the equations
and the solution

),

*j/(x,

is

unique and valid

for

(a:,

y) sufficiently near (x

?;)

being assumed that jPand G regarded as functions in four variables


and have continuous first partial derivatives at and near

are continuous
(a;

y u v
,

moreover, the total differentials du, dv are given by (13')

and a similar equation.

du(x, y)
dx

du (x, v)

dx (u, y)
du

dx(u, v)
'

'

'

dx

du

"
^

by x or of x by u will naturally depend on whether the solution


for u is in terms of (x,
y) or of (x, v), and the solution for a? is in (u, v~)
or (%, y). Moreover, it must not be assumed that
du/dx and dx/du are
reciprocals no matter which meaning is attached to each. In obtaining
relations between the derivatives analogous to
(10), (11), the values of
of

tc

F and G may

the derivatives in terms of the derivatives of


the equations (12)

Thus

if

Then

and

may first be
u = (x, y),
v =
(x, y),

dx

dx

<J>

du

\f/

dv

=
=

dy

^u

x dx

<j>'dy,

x dx

^ydy.

<f>

\f/

dx

<t>,,

=.

^^

Hence

be found or

considered as solved.

dx du

etc.

= i,

(15)

dx dv

be seen by direct substitution. Here


v are expressed in terms of x, y for
the derivatives ux vx and x, y are considered as expressed in terms of w, v for the

as

may

derivatives x^, x'


v

61.

The questions of

free or constrained

maxima and minima,

at

any

rate in so far as the determination of the conditions of the first order is

concerned,

may now

ima and minima of z

K(*>

y, *)

be treated. If F(x, y, z)
is given and the maxas a function of (x, y) are wanted,

= 0,

F; (x,

y, z)

= 0,

F(x,

y, z)

(16)

are three equations which may be solved for x, y, z. If for any of these
solutions the derivative F'
the surface a
has
z does not vanish,
<j> (x, y)

at that point a tangent plane parallel to z


and there is a maximum,
minimum, or minimax. To distinguish between the possibilities further

must be made if necessary the details of such an investigation will not be outlined for the reason that special methods are
usually available. The conditions for an extreme of u as a function of
investigation

(x, y)

The

defined implicitly

four equations

may

by the equations

be solved for

(13') are seen to be

x, y, u,

v or merely for x,

y.

xt.

^^

y,

<*^

euu-

or

two equations

are imposed, the function

two equations F(o;, y, 2)


0,
of constraint are desired. Note that if only one equation
G(x, ?/,#)
of constraint is imposed, the function u =f(x, y, ) becomes a function,

ject either to

of

one equation P(aj,

two variables

whereas

if

y, 2)

only one variable and the question of a minimax does


The method of 'multipliers is again employed. Consider

really contains

not arise.

or
as the case

The

be.

may

<J>=/4-

AF+ /j,G

conditions for a free extreme of

/
<j>

*&'

>

as

>

$'z

(18)
<J>

are

T19^
\
/

These three equations may be solved for the coordinates x, y, z which


will then be expressed as functions of A or of A and
according to the
case. If then A or A and /* be determined so that (x, y, z) satisfy F
/u,

F=

G = 0,

the constrained extremes of u =f(x, y, z) will


found except for the examination of the conditions of higher order.
or

and

be

As a problem in constrained maxima and minima let the axes of the section of
an ellipsoid by a plane through the origin be determined. Form the function

$=

x2

z2

+
2

z2

z2

y
+ X (-n + \Cl"

which is

-f-

- + M(& + my +
^
l)
C
j

712)

made

be

+y
extreme, the equations of the ellipsoid
by adding
and plane, which are the equations of constraint. Then apply (19). Hence
to

to

taken with the equations of ellipsoid and plane will determine cc, y, z, X, /*. If the
equations are multiplied by a, y, z and reduced by the equations of plane and
2
2
2
= r2
(x + y + z ). The three equations
ellipsoid, the solution for X is X

then become
1

z
/j.la

Hence

p2

_O +
2

j.2

52

C2

r2

The two roots for r are the major and minor axes
cuts the ellipsoid.

The

substitution of

determines r2

(20)
\
/

of the ellipse in

which the plane

y, z above in the ellipsoid

determines

al

Now when
(21),

(20) is solved for any particular root r and the value of n is found "by
the actual coordinates x, y, z of the extremities of the axes may be found.

1. Obtain the partial derivatives of z by x and


substitution in (9). Where does the solution fail ?

<

a)

X2

-+

+ -52 = *'
&
o
c

(z

3/

z2 ) 2

a2 x2

&V + c

2 2

Find the second derivatives in Ex.

3.

State

and prove the theorem on the solution

4.

Show

that the product

the volume

1 (a),

xyz

(8)

2.

of elasticity

<# z

a"

(7)

y directly from

Z2

/2

(3)

(/3),

is

5.

Establish the proportion


T,
If F(x.
y. z,' u)'
v

'

'

0.'

E S :E T = Cp

---

show 8uBx8ydz
Sxdydzdu
,

(/3)

(y)

Find dy in both cases

u8

w6

Prove

x2

if x,

if

11. If .F(x, y,

2
2/

ox &o

+ 2 = w,
= 0, G(x,

z)

-F'z G'v \

Cv

(see

52).

-- =

1,

'ax du

1.

2
j/

1,

0,

<?(x f y, w,

+ w2

-F'X G'Z \
,

).

xj/

define a curve,

show that

(F^-Ffi^

Write the normal plane.

14.

The sum
x, y,

of three positive

numbers

is

+y+z=

z so that the product xpyiz r shall be

Ans.

The sum

<^

= 0.

Formulate the problem of implicit functions occurring in Ex.

Determine

v ',

u'
in case
z

w2

<, <,

Find the perpendicular distance from a point to a plane.

16.

and

1.

u^ u'y u^,

3/

13.

given.

12.

15.

-F(z, y, z)

independent variables.

u^u^

(x

+ 3x = 0,
w2 + v 2 = 6,
8

+
+

y, u, v)

X
(F'X G'

tangent line to the curve at

v8

v are

xy

j/,

G'
(F'
y z

+
+

F(x,

Find du and the derivatives


2

is the

0.

+ v 5 + x5 -3j/ = 0,
x + y + u + v = a,

10.

Find, by using (13), the indicated derivatives on the assumption that either
are dependent and the other pair independent
u,

(or)

9.

u)

z,

Write the equations of tangent plane and normal line to


and normal lines to Ex. 1 (/3), (S) at x =

8.

zj/z

by repeated differentiation.

of F(x, y,

find the tangent planes

y or

- c.

the coefficient of expansion by the modulus


52) is equal to the rate of rise of pressure with the temperature if
constant.

x,

ap E T of

6.

7.

and not by

(8)

x:y

2V",

maximum
:Z:

11.

where
if jp, g,

is given.
r are given.

N = p :q-.r:(p

r).

numbers and the sum of their squares are both


Make the product a maximum or minimum.
of three positive

The surface

(x

+y 2 +22

maximum

or

minimum

Find the

=oa; 2 +&y 2 +C2:2

is

cut

by the plane lx+my+nz=0.


2

radius of the section.

Ans.

>

0.

DIFFERENTIAL CALCULUS

128

17. In case F(x, y, w, v)


.

dv

dv

G (x,

0,

ax

Substitute in the

first

from the

is

z)

j/,

5z

aw

last

ay

two

+ f'v dy + f'jiz -

dy

aw

8y
-dv.
,

du

Bv

and Ex.

and. obtain relations like (15)

F'xdx,

and

9.

minimum

or

F(x, y, z) = 0, show that the conditions are that dx


minate when their solution is attempted from
f'
xdx

dv

maximum

to be

au.

-f-

du

8y

consider the differentials

y, w, v)

6x

-i

ox

18. If /(x,

8v
-ay,

ax

subject to the constraint


are indeterdy dz =

Ffiy

+ F'z dz =

0.

From what

geometrical considerations should this be obvious ? Discuss in connection with the problem of inscribing the maximum rectangular parallelepiped in
the ellipsoid. These equations,
<fe

dy

dz

may sometimes be
19.

= fy F'z - fz F'v :fz F'x

-f^

:f'
x F'
y

-f'u F'x

0:0:0,

used to advantage for such problems.

Given the curve F(x,

y, z)

the highest or lowest points, or

(?{x, y, z)

0,

Discuss the conditions for

0.

more generally the

points

where the tangent

is

by treating u = /(x, y, z) = z as a maximum or minimum subShow that the condition


ject to the two constraining equations F = 0, G = 0.
=
F'
in
G'
which
is thus obtained is equivalent to setting dz =
F^G'y
y x
parallel to z

0,

Fjte

+ Fydy + F'z dz =

20. Find the highest


(a)

K2

= z2

-t-

1,

and

and lowest points

+ y + 2z =

G^dx

G'ydy

of these curves

+ cr
V

0,

(0)

a/

-t-

G'z dz

0.

~=
cj

1, to

+ my +

F'z dz - 0, with dx = f - x, dy =
21. Show that F'
x dz + F'
u dy +
at (x, y, z). Apply
the tangent plane to the surface F(x, y, z) =
17

is

22. Given F(x, y, w, v)

8F

Sw 8x

,8z

= 0,

9u 8x

(?(x, y, u, v)

___Q

SD

0.

'

9cc

dz

Ex.

2,

1.

-n

4.

'

8y

du 8y

&o dy

Sy

Su dy

dv dy

'

=$

y,

to

- 0.

Obtain the equations

4.

SD 9*

4.-0

nz

and explain their significance as a sort of partial-total differentiation of F =


and G = 0. Find u'x from them and compare with (13'). Write similar equations
where x, y are considered as functions of (u, v). Hence prove, and compare with
(15) and Ex. 9,
du Sy

&v

8y du

dy 8v

dy_

du dx

&v dx __

dy

dy dv

1
'

23.

Show

nnrto-r- "RVv

99

du.

that the differentiation with respect to x and y of the four equations


laorlc

trv oirrVit d/->na+i<-inc!

fvnm

xrrTii/i'K

<->>Q

a?<li+ Aomtrnt-i-rrnc,

ana 01 tnen

msu aenvauves

is

and will not be mentioned again.


F(u, v)

The

last

x and

y.

or F(<f>,

between

\j/)

two equations

assumed, uuuugiiuui/ tins tusuuss.i<ju


Suppose that there were a relation

arise

The elimination

of

the- functions.

Then

on differentiating the first with respect to


F'^ and F'
v from these gives
'

</>*

\x,yj

d(x, y)

The determinant is merely another way of writing the first expression


the next form is the customary short way of wilting the determinant
;

and denotes that the elements of the determinant are the


u and v with respect to x and y. This determinant

tives of

first derivais

called the

with
functional determinant or Jacobian of the functions u, v or <,
If
respect to the variables x, y and is denoted by /. It is seen that
(j/

between two functions, the


Jacobian of the functions vanishes identically, that is, vanishes for all
values of the variables (x, ?/) under consideration.
there is a functional relation F(<f>,

\j/)

Conversely, if the Jacobian vanishes identically over a two-dimensional


region for (x, y), the functions are connected by a functional relation.
For, the functions u, v may be assumed not to reduce to mere constants

and hence there

may

be assumed to be points for which at least one of

the partial derivatives ^, <f>y, \j/^,, ty'y does not vanish. Let $'x be the
derivative which does not vanish at some particular point of the region.
Then u
be solved as x
x(u , ?/) in tlie vicinity of that
<f>(x, y) may
point and the result may be substituted in v.

8v

-n

dv

.,

.,dx,

.,

Ty =

j.

But

0, then
by (11) and substitution. Thus dv/dy = J/fe and if /
for which
dv/dy = 0. This relation holds at least throughout the region
;

and for points in this region dv/dy vanishes identically. Hence


not depend on y but becomes a function of u alone. This establishes the fact that v and u are functionally connected.
=

0,

v does

= ^ (, &
If there

is

*)

= ^ (x

4i^ F'y'
K>Ay

^,

or

>

y> *)

differentiate

0,

25 )

it.

(26)

X'

$ (w,

^)

d(x,y,)

= 0,

v, w~)

>

if ASS

'

w = x (x

y> *)

>

a functional relation F(u,

= J = 0.

d(x,y,z)

The result is obtained by eliminating F^, F'v F'w from the three equations.
The assumption is made, here as above, that F^, Pv', F'w do not all vanish
for if they did, the three equations would not imply J= 0. On the
other hand their vanishing would imply that F did not contain u, v, w,
as it must if there is really a relation between them. And now conversely it may be shown that if J vanishes identically, there is a functional relation between u, v, w. Hence again the necessary and sufficient
,

conditions that the three functions (25) be functionally connected is that


their Jacobian vanish.

The proof

of the converse part is about as before. It may be assumed that at


one of the derivatives of u, v, w or #, y>, x by #? Vi K does not vanish. Let
be that derivative. Then it =
be solved as x = w (u, y, z)
(a;, y, z) may
and the result may be substituted in v and w as
least
<f>'y.

ji

<f>

Next the Jacobian of v and

8v

Bw

dz

~dz

y and z may be written as

relative to

,,<&
^~

'

Xz

ry

As

J"

*',

vanishes identically, the Jacobian of v and w expressed as functions of y, z,


Hence by the case previously discussed there is a functional rela-

also vanishes.

= independent of y, z and as w,
be considered as a functional relation between
tion F(v, w)

w now
,

v,

contain u, this relation maj

w.

63. If in (22) the variables u, v be


assigned constant values, the
equations define two curves, and if u, v be assigned a series of such
values, the equations (22) define a network of curves in some part of the

for

which u

constant

is

the set of v-curves coincides with the set of

^-curves and no true network


case

is

Let

uninteresting.

it

is

formed.

This

be assumed that

the Jacobian does not vanish identically and


even that it does not vanish for any point (x, y)
of a certain region of the a;?/-plane. The indi60 are that the equations (22) may
cations of

then be solved for x, y in terms of u, v at any

point of the region and that there is a pair of


the curves through each point. It is then proper to consider (u, v] as
the coordinates of the points in the region. To any point there corre-

spond not only the rectangular coordinates


linear coordinates (u,

(x, y~)

but also the curvi-

v").

The equations connecting the rectangular and curvilinear coordinates


be taken in either of the two forms

may
u

<(x

V)>

>

il/(x,

x =f(u,

or

y)

u,

= g(u,

(22')

v),

The Jacobians

each of which are the solutions of the other.

v),

(27)

are reciprocal each to each ; and this relation may be regarded as the analogy of

2 for the case of

the relation (4) of

the function y

x = f(y) =
variable.

<t>~

The

(x) and the solution


(y) in the case of a single
<j>

differential of arc is

ds z

= dx + dif = Edu? + 2 Fdudv + Gdv*,


z

8aj
'

^
8u do
.^,

L. ZJ?L

8udv

f*

(28)

^L. \
'

Ji-_

fl

"

'

The differential of area included between two neighboring w-curves and


two neighboring v-curves may be written in the form

dA

These statements will

dudv

= dudv

-5-

u, v

now

be proved in detail*

\x,

(29)

1,

where the rule for multiplying determinants has been applied and the reduction
has been made by (15), Ex. 9 above, and similar formulas. If the rule for multiplying determinants is unfamiliar, the Jacobians may be written and multiplied
without that notation and the reduction may be made by the same formulas as
before.

To

establish the

formula for the differential of arc

it is

only necessary to write

and dy, to square and add, and then collect. To obtain


the differential area between four adjacent curves consider the triangle determined
v
+ dv), which is half that area, and double the result.
by (u, t>), (u + du, v), (u,
The determinantal form of the area of a triangle is the best to use.
the total differentials of dx

dx

8y ,
du
du

dx

dy

8x

du

8u

<U=2.-

dx
dvv

du

du

dv

dv

dv

dv

8y
du

dudv.

dy_

dv

subscripts on the differentials indicate which variable changes ; thus d^x, d u y


are the coordinates of (u + du, v) relative to (u, v). This method is easily extended
to determine the analogous quantities in three dimensions or more. It may be

The

noticed that the triangle does not look as if it were half the area (except for infinitesimals of higher order) in the figure
but see Ex. 12 below.
;

dA is usually
are positive, it is usually better to
replace J in (29) by its absolute value. Instead of regarding (u, v) as
cuivilinear coordinates in the xy-pl&ne, it is possible to plot them in
It should

be remarked that as the differential of area

considered positive

when du and du

their own uv-plane and thus to establish by (22


a transformation of
')
the xy-plane over onto the w-plane.
small area in the xy-~p\a,ne then
becomes a small area in the wy-plane. If /
0, the transformation is

>

called direct

but

if

/<

0,

the transformation

is

called perverted.

The

significance of the distinction can be made clear only when the question of the signs of areas has been treated. The transformation is called

conformed when elements of arc in the neighborhood of a point in the


xy-plane are proportional to the elements of arc in the neighborhood of
the corresponding point in the wu-plane, that is, when

= dx*

= k (di? -f dv2) =

kd<r

2
.

(30)

angle similar to it, and hence angles will be unchanged by the transformation. That the transformation be conformal requires that F
and

E=

not necessary that E


G k be constants the ratio of
similitude may be different for different points.
64. There remains outstanding the proof that equations may be solved
It is

G.

in the neighborhood of a point at which the Jacobian does not vanish.


The fact was indicated in 60 and used in 63.

THEOREM. Let p equations

in

variables be given, say,

-f-

0,

(31)

functions be soluble for x 10 x^,


xpg when a particular set
f the other n variables are given. Let the functions
^(P+DO' '"> X (n+ P )
and their first derivatives be continuous in all the n -+- p variables in the

Let the

neighborhood of (jc lo x^,


with respect to xl} x2
,

a?

xp

Let the Jacobian of the functions

(n+jp)o ).

*;
(32)

ox n

00^

'"> X (n+j)o

vanish for the particular set mentioned. Then the p equations


be solved for the p variables x v a; 2
xp) and the solutions will be

fail to

may

continuous, unique, and differentiable with continuous first partial


xn+p sufficiently near to the
derivatives for all values of xv+1 ,
values x
x
,

THEOREM. The necessary and sufficient condition that a functional


between p functions of p variables is that the Jacobian

relation exist

of the functions with respect to the variables shall vanish identically,


is, for all values of the variables.

that

The proofs of these theorems will naturally be given by mathematical induction.


Each of the theorems has been proved in the simplest cases and it remains only to
show that the theorems are true for p functions in case they are for p
1. Expand
the determinant

<7.

minors.

Jp must
theorem J ^ and hence at least one of the minors J^
Ff with respect
Let that one be Jv which is the Jacobian of F2
By the assumption that the theorem holds for the case p 1, these
xp in terms of the n + 1 variables x ls
equations may be solved for x2

For the

first

^ail to vanish.

to x2

.,

Xf.

Xp +1 ,

F =

is

+ j> and the

XT,

S=

For the derivatives

5z 1

of x2

^^2 +

= !^ +

+
^2a
Sx 8x
2

It

remains to show that

...

,,
i
8Xp dx l

...

'

Xp with respect to x l are obtained from the equations

5x 2 dx t

5x l

substituted in 1^

Now

ffi

dx l

may be

results

soluble for x r

Mjf^

'

= ^' + ^?^ +

'

SXj

dXj,

Fz = 0,

from the differentiation of

...

Sx 2 dXj

^^

Sxp 5x t

with respect to x r The


derivative 8X{/dx l is therefore merely /{//! and hence dF^dx^ = .///j and does
not vanish. The equation therefore may be solved for x l in terms of Xp + i,
resulting

Fj,

xn+p and this result may be substituted in the solutions above found for x2
-, xp
xp in terms of x,, +1
Hence the equations have been solved for xt x2 ,
xn + p
and the theorem is proved.
For the second theorem the procedure is analogous to that previously followed.
up ) = between the p functions
If there is a relation -F(u
x
,

ui
differentiation

<t>i(

xu

UP

'

Zp),

with respect to x t

<t>i>(

x i,

XP),

xp gives p equations from which the

deriva-

= becomes the coneliminated and J(


\XI,---,XP/
dition desired. If conversely this Jacobian vanishes identically and it be assumed
that one of the derivatives of U{ by a//, say du^/dx^ does not vanish, then the solution
F by-it,

tives of

KJ

to

be

w(u 1 x2
,

i(

Up

-r-

'}

may be

may

Xj,)

The Jacobian
6w 1 /5x 1 and

p.

w2

of

be effected and the result


up with respect to 2

will vanish because

functions are involved, and hence


be true for p functions.

if

be substituted in w2
xp will then turn out

may
,

/ vanishes. Now,

the theorem

is

true for

however, only p
1 functions it must
1

EXERCISES
lines

2.

1. If

and

Prove x

3. If

ax

and

5.

Given

(26),

and $'v

are functionally dependent, the

of (24')

and

and

sets completely

analogous

Solve v

0.

suppose

dx l

dx.^

= 0,

c'

+ z, xy + yz + zx, x + y + z functionally dependent.


+ cz + d, v = a'x + b'y + c'z + <f, w = a"x + Vy + c"z + d"
dependent, the planes = 0, = 0, w = are parallel to a line.
8y

tute in u

by

Are not the two

b'y

and conversely.
2

what senses are

4. In

a'x
;

are functionally

derivatives

are parallel

ax

by

= ty

and

of (32')
or total
^
' partial

for

y and z,

substi-

f^Z

and prove du/dx

=J

T
-s-

X,
6. If

= u (x,

y),

State the extension to

= v (x,

y),

and x

any number of

= x (f

*;),

variables.

= y (,

How may

j),

prove

(27')

be used

to

prove

JTIWO u

uituuuw

tiituuutu -r u

volume in space 'with curvilinear coordinates


8.

u, u,

IB

w=

In what parts of the plane can u ?= 2 + j/2 v


2
Express ds for these coordinates.
,

i/uo

eieuicut ui

consts.

xy not be used as curvi-

linear coSrdinates ?
9.

2w = x 2

Prove that

10. Prove that x

2
,

y=

>

v2

u2 +

xy

is

a conformal transformation,

V
is

u2

v2

a conformal transformation.

11. Define conformal transformation in space.

x
la

= au +

is it

conformal,
12.

Show

(u, u), (u

bv

&'i>

See Ex. 10

orthogonal

afu

cio,

If the

c'w,

Would

du, v), (u, v

the condition

14. Express

and

dv)

2S, JP,

= 0(s,

JP=

to the set v

b"v

(u

du, v

in (28)

mean

dv), (u

c"w

surface (from which

s,

= \{/(s,
t

t),

du, v), (u, v

du)

63.

that the set of curves

= const,

const. ?

in (28) in terms of the derivatives of w, v

t),

X, y, z),

a"u

that the areas of the triangles whose vertices are

were perpendicular

15. If x

transformation

(f), p. 100.

are infinitesimals of the same order, as suggested in


13.

= x(*j

by

x, y.

are the parametric equations of a

could be eliminated to obtain the equation between

show
and find
8x

3, *

s, t

65. Envelopes of curves and surfaces. Let the equation F(x, y, <x)
be considered as representing a family of curves where the different

curves of the family are obtained by assigning different values to the


parameter a. Such families are illustrated by
(x

of +

/= 1

and

ax

+ y/a = 1,

unit radius centered on the

(33)

and

lines

which

off the area


a2 from the first quadrant. As a changes, the
1 and
remain always tangent to the two lines y =
the point of tangency traces those lines. Again, as
a changes, the lines (33) remain tangent to the hyper-

circles

which are

circles of

cc-axis

cut

bola xy

k,

owing to the property of the hyperbola

that a tangent forms a triangle of constant area with


1 are called the
the asymptotes. The lines y

envelope of the system of circles and the hyperbola


k the envelope of the set of lines. In general, if there is
xy

a curve

are tangent and if the


point of tangency describes that curve as a varies, the curve w called
to

which the curves of a family F(x,

y, a)

DIFFERENTIAL CALCULUS

136

the envelope (or part of the envelope if there are several such curves)
Thus any curve may be regarded as the
0.
of the family F(r, y, )

tangents or as the envelope of its circles of curvature.


To find the equations of the envelope note that by definition the

envelope of

its

are tangent to the envelope


enveloping curves of the family F(;r, y, #;)
and that the point of tangency moves along the envelope as a varies.

The equation of the envelope may therefore be written


x

<(a),

= $(<*)

with

F(<j>, $,

a)

0,

(34)

equations express the dependence of the points on the


envelope upon the parameter a and the last equation states that each

where the

first

point of the envelope lies also


Differentiate (34)

on some curve of the family F(x,

with respect to

a.

y, #)

W(aO + W(*) + *;=<>.

(35)

STow if the point of contact of the envelope with the curve


ordinary point of that curve, the tangent to the curve is

Ffa-xJ + F^-yJ^O;
since the tangent direction

dy dx

= 0.

Then

and

F^' + F^' =

is

an

0,

<' along the envelope

is by
with that along the enveloping curve; and if the
F'y
0.
point of contact is a singular point for the enveloping curve, F'x
Hence in either case F'a = 0.
:

<//

definition identical

Thus for points on the envelope the two equations


F(x,
are satisfied

y,

0,

F&,

y,

and the equation of the envelope of

(36)

the

family

F=

maij

to find the parametric equations x


<(<z),
of the envelope or by eliminating a between (36) to find the
in
<3>
the
It
the
0.
should
be
remarked
form (x, ?/)
envelope
equation of
that the locus found by this process may contain other curves than the

be

found by solving (36)


\fs

(a)

F=

have singular
envelope. For instance if the curves of the family
<
be the locus of the singular points
points and if x
\j/ (a)
(a), y
as a varies, equations (34), (35) still hold and hence
(36) also. The
rule for finding the envelope therefore finds also the locus of singular

points.

Other extraneous factors

the elimination. It

may also

be introduced in performing

therefore important to test graphically or analytically the solution obtained by applying the rule.
is

But

F(x,

The

solution

is

not be a locus

tion of

+ y/a

example consider ax

as a second

a)

y,

+ y/a -1 =

ax,

Here

1.

F'a

0,

= a/2, x = l/2<r, which gives xy


of singular points of F =
as there

= x - y/a- =
This

0.

the envelope; it could


are none. Suppose the elimina-

\.

is

be made by Sylvester's method as

-y/a z

0/<r

+ Qa =

I/a-

-y

and

+ Oa =

tains not only the

envelope 4x?/

1,

-I

0/cr
the reduction of the determinant gives xy

-y/a + + xa =

0/a
y/a z

(xy

1)

0;

and conwhich are

as the eliminant,

but the factors x

and y

obviously extraneous.
As a third problem find the envelope of a line of which the length intercepted
between the axes is constant. The necessary equations are

Z- da

^ dj3 = 0,

ada + BdB

= 0.

Two parameters

a, p connected by a relation have been introduced; both equations


have been differentiated totally with respect to the parameters and the problen?
is to eliminate
a, /3, da, d/3 from the equations. In this case it is simpler to carry
;

both parameters than to introduce the radicals which would be required if only
one parameter were used. The elimination of da, dp from the last two equations
gives x

=a

8
:

or 3/x

/3

=a

"\/y

/3.

From

66. Consider

first

and hence

equation,

x?

two neighboring curves of F(x, y, a) =


a = a and (a; + ax, yQ + dy) of

be an ordinary point of

F(x

and the

this

+ d,

Let (XQ y )

0.

fl

+ da.

+ der) - F(a? y ?)
= F'x dx + l?;dy + F&e =

+ dy,

+ yf =

Then

holds except for infinitesimals of higher order.


point on a -f- dec to the tangent to aQ at (x , y )

The

(37)

distance from the

is

fl

F'da;
**>

+__

.F'fZ?/
tf
/

'

.^_

.._

"

(38)

4i

3xcept for infinitesimals of higher order. This distance is of the first


48 is finite except
Drder with da, and the normal derivative doc/dn of

when F'a

= 0.

The distance

is

of higher order than, da,

and dcc/dn

is

0. It appears therefore that the


dn/doc is zero when F'a
envelope is the locus of points at which the distance between two neighboring curves is of higher order than dec. This is also apparent geomet-

infinite or

rically

from the fact that the distance from a point on a curve to the

curves of the family and is not an envelope but an extraneous tact


in exceptional cases this locus is an envelope.
If

in1
0, F(x, y, a
y, a)
Aa)
point of intersection satisfies both of the equations, and hei

two neighboring curves F(x,

sect, their

also the equation

[F(x,

y,

+ A*) -F(x,

be taken for Act ==

If the limit

0,

y,

)]

= ^(,

y,

<x

+ Oka) = 0.

the limiting position of the

intere

on the envelope, and will lie


the envelope if the common point of intersection is remote from singu
0. This idea of an envelope as
points of the curves F(x, y, a)
tion satisfies

F'a

and hence may

lie

which neighboring curves of the family intersect


valuable. It is sometimes taken as the definition of the envelope. I
unless imaginary points of intersection are considered, it is an ina
8
quate definition for otherwise y = (x
a) would have no enveL
is obviously an envelope)
according to the definition (whereas y =
limit of points in

a curve could not be regarded as the envelope of

its

osculating circL

Care must be used in applying the rule for finding an envelope. Otherwise
only may extraneous solutions be mistaken for the envelope, but the envelope i
be missed entirely. Consider

sinorx

or

x- 1 sin- 1 y

= 0,

'

where the second form, is obtained by solution and contains a multiple val
function. These two families of curves are identical, and it is geometrically cl
that they have an envelope, namely y =
1. This is precisely what would
found on applying the rule to the first of (39) but if the rule be applied to
;

it is seen that F^ = 1, which does not vanish and hence indicate*


The whole matter should be examined carefully in the light of imp!

second of (39),
envelope.
functions.

Hence let F(x, y, a)


be a continuous single valued function of the ti
variables (x, y, a) and let its derivatives
F'y , F'a exist and be continuous. C
aider the behavior of the curves of the family near a
point (z , y ) of the curve

F^

a=

an ordinary (nonsingular) point of the curve


that the derivative F'
does not vanish. As F'a &
and either F'x
a (x
Q)
or F' jt
for (z j/
it is possible to surround
),
y
y ) with a region so si
(x
that F(a;, y, a) =
may be solved for a =/(x, y) which will be single valued
differentiable and the region may further be taken so small that
F' remi
F^. or
different from
throughout the region. Then through every point of the rej
there is one and only one curve a
=/(x, y) and the curves have no singular po
within the region. In particular no two curves of the
family can be tangen
cr

provided that (z

yQ)
y

each other within the region.

is

traverses the region be

<j>

(t),

= f ().

a (t) = /(* (t), f ()),

Then
cr'(')

= />'(*) + /,y ().

Along any curve a =/(x, y) the equation /^cix -\-fv dy =


and
dx, = ^'
/ = ^ (() be tangent to this curve, dy
:

<j>'

holds, and
or

a'(t)

if

= </>(),

a=

const.

Hence the only curve which has at each point the direction of the curve of the
tamily through that point is a curve which coincides throughout with some curve
jf the family and is tangent to no other member of the family. Hence there is no
= or when
snvelope. The result is that an envelope can be present only when F'
a
F, =
0, and this latter case has been seen to be included in the condition
Fy
=
F'
0.
If
were
not
but
valued
the
branches
were
y,
a
single
F(x,
a)
separable, the
same conclusion would hold. Hence in case F(x, y, a) is not single valued the loci
yver which two or more values become inseparable must be added to those over
which F'
in order to insure that all the loci which may be envelopes are taken
a =
nto account.

67.

The preceding

considerations apply with, so little change to other


merely be stated without proof.

jases of envelopes that the facts will

Consider a family of surfaces F(x, y, x, a, /?)


depending oil two
parameters. The envelope may be defined by the property of tangency

65

in

is

and the conditions for an envelope would

F(x,y,*,a,p)
rhese three equations

may

Q,

^=

be

*<>.

0,

(40)

be solved to express the envelope as

parametrically in terms of , /3 ; or the two parameters may be elimilated and the envelope may be found as $(#, y, z)
0. In any case

extraneous loci

may

;herefore be tested,

which generally may be done at sight.


from the tangent plane

also possible to determine the distance


one surface to the neighboring surfaces as

It
)f

be introduced and the results of the work should

is

F'x dx

+ F' dy + Jfrto =
y

V*? + *?+*?

F'ada + F^dft
=^
-VF^+Jf+J^

._

ind to define the envelope as the locus of points such that this distance
s of higher order than
The equations (40) would then also
\dcc\
\dfi\.

This definition would apply only to ordinary points of the suraces of the family, that is, to points for which not all the derivatives

'ollow.
!

?x,

Fy,

F'z vanish. But as the elimination of

<x,

/?

from

(40)

would

give

equation which included the loci of these singular points, there


vould be no danger of losing such loci in the rare instances where they,
oo,

happened to be tangent

to the surfaces of the family.

ana would, snow tnat no envelope coma exist in regions wnere no singular pi
occurred and -where either F'
a or F^ failed to vanish. This work could be b
either on the first definition involving tangency directly or on the second deflni

which involves tangency indirectly in the statements concerning infinitesima


= were not single val
higher order. It may be added that if F(x, y, z, or, j8)
the surfaces over which two values of the function become inseparable shoul
added as possible envelopes.

A
eter

family of surfaces F(x,

may have an

y, z, a)

depending on a single pai

envelope, and the envelope

F(x,

y,

a)

= 0,

F(x,

is

found from

y, z, a}

by the elimination of the single parameter. The details of the deduc


of the rule will be omitted. If two neighboring surfaces intersect,
limiting position of the curve of intersection lies on the envelope
the envelope is the surface generated

by

this curve as

surfaces of the family touch the envelope not at

varies,

a point merely

along these curves. The curves are called characteristics of the fan
In the case where consecutive surfaces of the family do not intei
in a real curve

necessary to fall back on the conception of in

it is

on the definition of an envelope in terms of tangenc;


infinitesimals ; the characteristic curves are still the curves a

naries or

which the surfaces of the family are in contact with the envelope
along which two consecutive surfaces of the family are distant

each other by an infinitesimal of higher order than da.


A particular case of importance is the envelope of a plane
depends on one parameter. The equations (42) are then

Ax + By + Ca
where A, B, C,

with respect to

it

moves parallel

As the

+ D = 0,

A 'x

+ B'y +

C'z

+ D' = 0,

are functions of the parameter and differentiE


The case where the j
is denoted by accents.

to itself or turns

intersection of

system are straight

about a line

two planes

lines, the

is

envelope

may

line,
is

as tri

a ruled surface, and a $

tangent to the surface at one point of the lines


throughout the whole extent of the line. Cones
pies of this sort of surface.

be excluded

the characteristics oi

Another example

is

tangent

to the su'i

and cylinders
is

are

e:

the surface envel

by the osculating planes of a curve in space for the osculating I


depends on only one parameter. As the osculating plane ( 41) ma
;

regarded as passing through three consecutive points of the curvej


consecutive osculating planes may be considered as having two con:
live points of the curve in common and hence the characteristic!

plane

is

is,

which depends on a single parameter are called developable surfaces.


dependent on two parameters as

A. family of curves

F(x,

y, z, a, /?)

there

may

G(x,

0,

y, z, a, /?)

(44)

The curves may have an

called a congruence of curves.

be a surface to which the curves are tangent and which

naay be regarded as the locus of their points of tangency.


Is

envelope, that

obtained by eliminating a,

= 0,

^=0,

The envelope

from the equations

/3

= 0.

F'a G^-F;G

(45)

suppose that the third condition is not fulfilled. The equa= f(x, y, z), ft g(x, y, z). Reasontions
(44) may then be solved as a
66 now shows that there cannot possibly be an
ing like that of

Io see

this,

envelope in the region for which the solution is valid. It may therefore
be inferred that the only possibilities for an envelope are contained in
ihe equations (45). As various extraneous loci might be introduced in
ihe elimination of a,

ft

from (45) and

as the solutions should therefore

hardly necessary to examine the general


The envelope of a congruence of curves is called the

be tested individually, it is

question further.

congruence and the points of contact of the curves


with the envelope are called the focal points on the curves.
focal surface of the

EXERCISES
1.

Find the envelopes of these families of curves. In each case


and check the results by a sketch

sr its individual factors

2.

(a)

y = 2ax +

(8)

a (y +

a)

a*,

(/3)

= x\

(e)

Find the envelope of the

(a) the

sum

2
ellipses x /a?

of the axes is constant or

(y)
(f)

y /b

() the area

is

and have

4. Circles pass through the origin

y = ax + k/a,
2
y = a (x - a)

is

their centers

2
j/

a = vers- 1 ^ + V2y
+ a = Vl-l/z.

Find the envelopes in these cases

ax

+ ft +

apz

3.2

(7)

Find the envelopes

^+
in

= 1,

v*
|j

Ex. 6

03)

*z

(a),

=l

(ft) if

-+

a \
&
witha/37

a=

that

= c2

or

i-a-P

= 1,

= fc.
if

a=

/3.

Find

A lemniscate.

(a)

V.

on x2

Find the envelopes in these cases


1
x+
(a) x + xya = sin- ^,
(/3)
V

on a given parabola and

Ans,

(7)

under the condition

their envelope.

6.

answer

constant.

3. Find the envelope of the circles whose center


which pass through the vertex of the parabola.

5.

test the

y = a(x - a),
y = a (x + a),
2

2
J/

>

the whole characteristic by snowing tnat tne normal to


= are the same, namely
eliminant of F
0, F'
a

(x, y, z,

a)

u ana

*':*:*

*'

and

+F

+F

F'

-.

F'

F,

0. Consider theprol
where a (a;, y, z) is the function obtained by solving Fa
also from the point of view of infinitesimals and the normal derivative.

9. If there is

a curve x

f ("))

<(<*), V

= x()
=

tangent to the curv<

in space, then that c


the family defined by F(x, j/, z, a)
0, G (x, y, z, a)
is called the envelope of the family.
Show, by the same reasoning as in 6

= 0, G = 0, F'a 0, G'a =
the case of the plane, that the four conditions
be satisfied for an envelope and hence infer that ordinarily a family of curvi

space dependent on a single parameter has no envelope.

= of curves w
10. Show that the family F(x, y, z, a) = 0, F'
a (%, y, z, a)
are the characteristics of a family of surfaces has in general an envelope givei
=
0.
the three equations
0,
0,

F=

F^ =

11. Derive the condition (45) for the envelope of a two-parametered famil
curves from the idea of tangency, as in the case of one parameter.

12. Find the envelope of the normals to a plane curve


is the locus of the center of curvature.

= /(x)

and show

= /(x).

In these

the envelope

The

13.

locus of Ex. 12

find the evolute as

x2

(a)

(5)j/

(ft)

2mx,

is

called the evolute of the curve y

an envelope

(e)

14. Given a surface z

x
x

<

a sin t, y

a(6

=/(x,

y).

b cos

sintf),

(y)

t,

a(l

costf),

(f)

Construct the family of normal

2xy =
y
lines

a'

cosh

and

their envelope.

15. If rays of light issuing from a point in a plane are reflected from a cur
the plane, the angle of reflection being equal to the angle of incidence, the enve
of the reflected rays is called the caustic of the curve with respect to the p<

Show

that the caustic of a circle with respect to a point on

its

circumference

cardioid.

16.

The curve which

is

the envelope of the characteristic lines, that

is,

oi

on the developable surface (43) is called the cuspidal edge of the suid
that the equations of this curve may be found parametrically in terms oJ

rulings,

Show

parameter

of (43)

Ax + By +
for x, y,

or

z.

Cz

by solving simultaneously

+D=

0,

A'x,

+ B'y +

C'z

V-

0,

A"x + B"y + C"z + D"

Consider the exceptional cases of cones and cylinders.

17. The term " developable " signifies that a developable surface may be devel
mapped on a plane in such a way that lengths of arcs on the surface become

lengths in the plane, that is, the map may be made without distortion of siz
shape. In the case of cones or cylinders this map may be made by slitting the
or cylinder along an element and rolling it out upon a
plane. What is the ana
statement in this case ? In the case of any developable surface with a cus]
edge, the developable surface being the locus of all tangents to the cuspidal e

which the radius of curvature

ices for

of the cuspidal

edge

without regard to the torsion in particular the torsion


evelopable may reduce to a plane.

18. Let the line x

az

rate a ruled surface.

By

b,

cz

is

the same function

may

be zero and the

d depend on one parameter so

as to gen-

identifying this form of the line with (43) obtain by

ibstitution the conditions

Aa -f
s

Be

+C=

0,

A'a

Q,

A'b

+
+

More

x-

a surface

Aof
Ab'

+ Be' =
+ Bd'-Q

of

c'

d'

may

y, z)

(M, v),

= 0, or =/(*, y)
z = x (u,
y = ^(, v),

(46)
v")

be taken in the unsolved, the solved, or the parametric


to the solved form provided

The parametric form is equivalent


v be taken as x, y. The notation

Drm.

+ C' =
+ iy =

geometry. The representation

differential

F(x,

B'd

the condition that the line generates a developable surface.

68.

B'c

0*

P
f

8*

9Z~'
vy

^T'
cx

&z

8*z

Z~2'
V

~3~Z~

&z
t

t~*~3.

oxcy

adopted for the derivatives of * with respect to x and


Formula to the solved form gives

oy*
y.

The applica-

ion of Taylor's

Az -=ph
dth h

= Ace,

k '= A^.

+ qk + $(rh* + 2shk + tk*) +


The linear terms ph + qk constitute

(47)

the differ-

which would be
dz and represent that part of the increment of
btained by replacing the surface by its tangent plane. Apart from
ifinitesimals of the third order, the distance from the tangent plane up
ntial

down

to the surface along a parallel to the 2-axis is given


z

by the

2 slik
uadratic terms ^(rh
tk*).
Hence if the quadratic terms at any point are a positive definite
its tangent plane and is concave up
the
surface
lies
above
55),
'.

is

is

above and partly below its tangent


and may be called concavo-convex, that is, it is saddle-shaped. If
form is singular nothing can be definitely stated. These statements

ingular, the surface lies partly

lane
ie

but

negative definite, the surface lies below its tangent plane


concave down or convex up. If the form is indefinite but not

the form

ad

form
;

is

tangent plane
further
is

not

parallel to the xy-plane. It will be assumed in the


articles that at least one of the derivatives r, s, t

work of these

0.

To examine more closely the behavior of a surface in the vicinity of


a particular point upon it, let the ccy-plane be taken in coincidence with
the tangent plane at the point and let the point be taken as origin.
Then Maclaurin's Formula is available.
K

2
\ (TO -f 2 sxy H- tif} 4- terms of higher order
2
z
2
2 s sin 6 cos
-f- t sin 6}
higher terms,
(r cos &

= \P
where

(p, 0)

04-2ssin0cos04-*siii

(Pz,
= ^-

/^2\ 2 lf

r
l

-s-

df

'

Then

are polar coordinates in the zy-plane.

i1 = rcos

'

+ (~)
d

(49)
^
'

\ P/ ]

normal section of the surface. The sum of the


curvatures in two normal sections which are in perpendicular planes
and 6 -f- TT. This sum
may be obtained by giving 6 the values
is

the curvature of a

reduces to r

As the sum
constant, the

and

therefore independent of

is

Q.

two perpendicular normal planes

of the curvatures in

maximum and minimum

is

values of the curvature will be

found in perpendicular planes. These values of the curvature are called


the principal values and their reciprocals are the principal radii of
curvature and the sections in which they lie are the principal sections.

s
and
TT ; and
0, the principal sections are
conversely
the axes of x and y had been chosen in the tangent plane so as to be
tangent to the principal sections, the derivative s would have vanished

If

if

The equation of the surface would then have taken the simple form
2

(nc -f ty*)

+ higher terms.

The principal curvatures would be merely r and


in any normal section would have had the form
1
= cos

sin2

(-

/t
JK.^

= r cos

6 -f

(50)

and the curvature

t,

sin

0.

two principal curvatures have opposite signs, that is, if the


and t in (50) are opposite, the surface is saddle-shaped.
There are then two directions for which the curvature of a normal secIf the

signs of r

tion vanishes,

namely the directions of the


tan- 1

/R^

or

lines

Vjrjx

VjTJT/.

These are called the asymptotic directions. Along 'these directions the
surface departs from its tangent plane by infinitesimals of the third

on
v- i,
rfpr
If a curve is drawn
higher order.
*
to the
of the curve the tangent
point
^curv

order, or

each
a surface so that at
the asympal
* one of

SLT^s^KS
JLVt'of the

^t^

fcLtri*
cf.

is

of

the conic

R2

directions
which has the principal

values 01 * ep
of the absolute
square roots
c
of its axes,
as the magnitudes
ne*
a plane infinitely
the conic in which
surface
leoted.

bola

when

infinitesimals of
_

In case the surface

and

^ ^^

^J^J^ ^

indicatrix

concavo

The point on the

cuts the

tangent plane

,^
h of the
as either or bo
should be considered
from
arise
that would

hyperbolas
in (51).

is

J egwdfld ao

me

are neg,

a hyper-

is

two oonj^te
^

^^^*V^
jS^Taly^rbl,
-

is al
as the indicatrix
parabolic according
when one o
of lines, as happens
o
These classes of points correspon
to the <l dr
and singular applied
Any o
Two further results are noteworthy.
its
of
section
the

^
a pair

''

curvattir es vanishes.

\j^

^^totas definite, indefinite,

differs

from

^er

and the two curves


point,
curvature of
that the radius of
with that of the curve

m which

JfeoM*

its

3*"

other result is
of the surface at any point
oblige section
radius <*
that section of the
plane of
hue.
the same tangat
through
which passes
of a normal
curvature
of
radius
ng ent h
the same

The

sections through

by

as the osculating
.

same three consecutive


It foli ows
a

roug

*^

surface

^^
^ ^ ^^

'^^^

order than the second

section with the surface passes

drawn on the

^V^rh
^*"^

infinitesimals of

plane passes

^ ^ ^ ^ ^^ ^

^"surface

is identical

cuts tto surface.


ure of an
iu8 o OUITat
n the
jection upo

lme

**J

^^
I

8eotiott

T0ld s,

if

the

^ ^.^
by
^ ^ snrM8
rf

eA

multiplying

IB-axis in

the tangent

plane be taken along the intersection with the oblique

Neglect infinitesimals of higher order

<j>(x)=

iox

plai

than the second. Then

= %(rx? + 2sxy + ty = \n
2

(4

be the equations of the curve. The plane of the section is az


ry = 0, as ir
be seen by inspection. The radius of curvature of the curve in this plane may

will

found at once.
x-axis

az

and

ry

if

Tor if u denote distance in the plane and perpendicular to


be the angle between the normal plane and the oblique ph

= 0,
w

The form u

= z sec v = y esc v =

= \ r sec v

normal section

\ r sec

x2

a esc

x2

x 2 gives the curvature as r sec v. But the curvature in


tit
(48'). As the curvature in the oblique section is secy

is r by
normal section, the radius of curvature in the oblique section is ci
times that of the normal section. Meusnier's Theorem is thus proved.
69. These investigations with a special choice of axes give geometric proi
ties of the surface, hut do not express those properties in a convenient anal]
form for if a surface z
f(x, y) is given, the transformation to the special a

that in the

is difficult.

The

idea of the indicatrix or

its

similar conic as the section of

surface by a plane near the tangent plane and parallel to


mine the general conditions readily. If in the expansion

Az

dz

| (rA

+ 2 sM +

<fc

2
)

it will,

however,

= const.

del

the quadratic terms be set equal to a constant, the conic obtained is the project
of the indicatrix on the ccy-plane, or if (52) be regarded as a cylinder upon

xy-plane, the indicatrix (or similar conic) is the intersection of the cylinder v
the tangent plane. As the character of the conic is unchanged by the project!

< rt, hyperbolic if s2 > rt, and parabolu


Moreover if the indicatrix is hyperbolic, its asymptotes must project into
of
the
conic
and
hence
if dx and dy replace h and fc, the equal
asymptotes
(52),

the point on the surface is elliptic if s 2


s2

rt.

rdx2

2 xdxdy

tdy

<

be regarded as the differential equation of the projection of the asymptotic k


on the xy-plane. If r, s, t be expressed as functions/^.,
f^ of (x, y) and (53]

may

/^,

factored, the integration of the two equations


-ZV(, y)dy thus foi
(x, y)dx
will give the finite equations of the projections of the asymptotic lines and, ta

with the equation z =/(z, y), will give the curves on the surface.
To find the lines of curvature is not quite so simple for it is necessary to de
;

mine the directions which are the projections of the axes of the indicatrix,
these are not the axes of the projected conic. Any radius of the indicatrix i
he regarded as the intersection of the tangent plane and a plane perpendicula
the xy-plane through the radius of the projected conic. Hence

zo

= P (*

BO)

q (y

),

= (y

x )k

(x

yQ) h

are the two planes which intersect in the radius that projects along the direct
determined by h. k. The direction cosines
h.:k-.ph
-j.

fc2

qk
*

and

h k
:

me

square 01 tne corresponding radius in the indicatrix. To deteris to be made a maximum or minimum

line the axes of the indicatrix, this radius


abject to (52). With a multiplier X,

+ ph +

qk

X (rh

re the conditions required,


A"
s

(1

+ P 2 - pgr] +
)

sk)

= 0,

+ ph +

and the elimination

hk

[t (1

+ p*) - r (1 +

X (sh

g )]

fc

[t (1

the equation that determines the projection of the axes.


(1

+ p2

dx

+ pqdy _ pqdx +

rda; -f scfy
i

qk

sctc

tk)

X gives

of

(1

+ j) - pg<] =

Or

+ g) dy

'

+ Wy

'

the differential equation of the projected lines of curvature.


In addition to the asymptotic lines and lines of curvature the geodesic or shortest

on the surface are important. These, however, are better left for the methods
the calculus of variations ( 159). The attention may therefore be turned to

nes
E

nding the value of the radius of curvature in any normal section of the surface.
A reference to (48) and (49) shows that the curvature is

p*

/o

the special case. But in the general case the normal distance to the surface is
iz
Vl + pz + <p, instead of the 2 z of the special case, and
dz) cos 7, with sec y
2
2
2
2
2
le radius /o 2 of the special case becomes
p sec # = A + k + (ph + qk) in the
i

ingent plane.

Hence
2slm

+ tm?

here the direction cosines I,


of a radius in the tangent plane have been intro(64), is the general expression for the curvature of a normal section.

aced from
he form

+
+
______^____________
+ * + (!>*+?*)
rh*

2shk

tk*

A2

._-

Vl +p 2 +

OD

here the direction h, k of the projected radius remains, is frequently more conmient than (56) which contains the direction cosines i,
of the original direction
the tangent plane. Meusnier's Theorem may now be written in the form

cos v

here

v is

rP

2 slm

tm2

,._,

the angle between an oblique section and the tangent plane and where

m are the direction cosines of the intersection of the planes.


The work here given has depended

for its relative simplicity of statement upon


It is merely a problem in

e assumption of the surface


(46) in solved form.

pass from p, q, r, s,
or the derivatives of ^, ^, x by <* P-

iplicit partial differentiation to

^*i

-Fj/'.

to their equivalents in terms

In

1.

show

(49)'
N

of B,

--

cos 2 B

maximum and minimum R.

It

and

JB

and find the directions

s sin 2

maximum and minimum

are the

of

values

show

_L
BI

sum

Half of the
curvatures

is

_L

B8

= r+
T

JLJ-^rt-A

and

E!

of the curvatures is called the

E2

mean

curvature

the product of tho

called the total curvature.

2. Find the mean curvature, the total curvature, and therefrom (by constructing and solving a quadratic equation) the principal radii of curvature at the origin
:

= xy,

(a) z

(/3)

= x 2 + xy + y*,

(7) z

3. In the surfaces (a) z


xy and (/3) z 2x?
curvature in the sections made by the planes

(6)x-2y =

x-

(e)

0,

2y +

y2

-f

Q,

= x(x +

y).

find at (0, 0) the radius of

(f)

+ 2y +

\z

= 0.

The oblique sections are to be treated by applying Meusnier's Theorem.


4.

Find the asymptotic directions at

(0, 0)

in Exs. 2

and

3.

Show that a developable surface is everywhere parabolic, that is, that rt


s2 =
at every point
and conversely. To do this consider the surface as the envelope of
its tangent plane
where
x
are
funcz
z
p q
yw
q y
z-p^-q^^
tions of a single parameter a. Hence show
5.

p^

=
The

first

result proves the

statement

the second,

its

2
(8

_ rt)
.

converse.

6. Find the differential equations of the asymptotic lines and lines of curvature
on these surfaces
:

(a) z
7.

Show

xy,

(j3)

that the

tan-i(y/x),

mean curvature and

2
(7) z

total

2
I/

= coshx,

(5)

xyz

1.

curvature are

IV

1/1
2 Ui

8.

Tind the principal radii of curvature at

9.

An

umbilio

(and hence

is

(1, 1)

in Ex. 6.

a point of a surface at which the principal radii of curvature


curvature for normal sections) are equal. Show that the

- -

all radii of

conditions are

1+p

pq

the ellipsoid with semiaxes a,

6, c.

for an umbilic, and determine the umbilics of

CHAPTER VI
COMPLEX NUMBERS AND VECTORS
and operations. If an entity u is changed into an
by some law, the change may be regarded as an operation performed upon u, the operand, to convert it into v and if f be introduced
as the symbol of the operation, the result may be written as v =fu.
For brevity the symbol / is often called an operator. Various sorts
of operand, operator, and result are familiar. Thus if u is a positive
number n, the application of the operator
gives the square root if u
70. Operators

entity v

represents a range of values of a variable x, the expression f(x) or fx


denotes a function of x if u be a function of x, the operation of dif;

ferentiation
tive

may

be symbolized by

D and

the symbol of definite integration

u (x) into a number

and so on

the result

c
Ja
I

Du

the deriva-

is

(#) d* converts

a function

in great variety.

The reason for making a short study of operators is that a considernumber of the concepts and rules of arithmetic and algebra may
be so denned for operators themselves as to lead to a calculus of operaable

tions which is of frequent use in mathematics the single application to


the integration of certain differential equations ( 95) is in itself highly
valuable. The fundamental concept is that of a product : If u is oper;

f to givefu = v and if vis operated upon by g to

ated upon by
so that

fu = v,

gv =

give gv

gfu = w,

afu = w,

= w,

,.,,

(1)

is
then the operation indicated as gf which converts
catted the product off by g. If the functional symbols sin and log be
regarded as operators, the symbol log sin could be regarded as the

product.

The transformations

x-axis, so that x'

= y,

= x,

y'

y,

directly into

of turning the scy-plane over


and over the y-axis, so that x'

on the

sc,

be regarded as operations ; the combination of these operations gives the transformation x'
y, which is equivalent
x, y'
to rotating the plane through 180 about the origin.
y'

may

and algebra satisfy the commutative law


the products of g by /and of
by g are equal. This
not true of operators in general, as may be seen from the fact that

The products
fff
is

= fg,

that

is,

of arithmetic

log

Sin.

X ana smioga;

art) uiiioieiio.

vr-uenevei

me

UIUCJL

uj.

i/z

immaterial, as in the case of the transformations just considered, the


of arithmetic and
operators are said to be commutative. Another law

is

when there are three or more factors in a product, the


be grouped at pleasure without altering the result, that is,

that

is

algebra
factors

may

This

known

W)==(W=%/is

as the associative law

(2)

and operators which obey

it are

Only associative operators are considered in


work here given,
For the repetition of an operator several times
called associative.

ff = f,

///=/",

n
fmf =fm +

the

(3)

The law of indices clearly holds


m+n means that
f is applied m + n times successively, whereas
for/
m n means that it is
applied n times and then ra times more. Not
ff
applying the operator / at all would naturally be denoted by /, so that
fu ~ u and the operator / would be equivalent to multiplication by 1;
the usual notation of powers

the notation /

= 1 is

product fg = f = 1

called the inverse of

used.

adopted.

If for a given operation

that the

is

/ and

there can be found an operation g such

equivalent to no operation, then g


notations such as
is

f = l, g=f-* = J> ff*=fj = l

is

(4)

ff

are regularly borrowed from arithmetic and algebra. Thus the inverse
of the square is the square root, the inverse of sin is sin~ \ the inverse

of the logarithm

is

the exponential, the inverse of

D is

Some

oper-

is a case, and so is the


ations have no inverse; multiplication by
square wnen applied to a negative number if only real numbers are

Other operations have more than one inverse; integraD, involves an arbitrary additive constant, and the
inverse sine is a multiple valued function. It is therefore not always
1
-1 that
true that/~
1, but it is customary to mean by /
particular
considered.

tion, the inverse of

/=

which f~ lf=ff~ l = 1. Higher negative powers are


1
by the equation /-" = (/~ )", and it readily follows that

inverse of
defined

/ for

f -f~ = 1,
r

as

may

The law of indices


in so far as

be seen by the example

fmf"

fm + n

/~ */ may not be

reduction of /"/" to /*+".

also holds for negative indices, except


equal to 1 and may be required in the

If M,

v,

and u

+v

are operands for the operator / and

f(u

if

+ v)=fu+fv,

(5)

that the operator applied to the sum gives the same result as the
in of the results of operating on each operand, then the operator
is called linear or distributive.
If / denotes a function such that

has been seen (Ex. 9, p. 45) that / must be


by a constant and fx = Cx. For a less
ecialized interpretation this is not so; for

'x

f(x) +/(?/),

-f- if)

it

uivalent to multiplication

D (u

+ v)

Du

+ Dv

and

(u

+ v) =

u+

two of the fundamental formulas of calculus and show operators

and not equivalent to multiplication by a constant,


by the same reasoning as used before (Ex. 9,
distributive and if n is a rational number.
45),
Some operators have also the property of addition. Suppose that u
an operand and /, g are operators such that fu and gu are things that
ay be added together as fu -f- gu, then the sum of the operators, / + g,
denned by the equation (f+g)u=ftt-\-gu. If furthermore the
rich are distributive

svertheless it does follow

that fnu = nfu if / is

orators /, g,

are distributive, then

Ji

A(/+<7)

= A/+A<7

(f+g}h=fh + gh,

and

(6)

the multiplication of the operators becomes itself distributive.


ove this fact, it is merely necessary to consider that

id

7i

[(/ + g} u]

(/ +

ld

To

= h (fu + gu) = hfu + hgu


Jiu = fhu + 9 hu

ff) (

~)

Operators which are associative, commutative, distributive, and which


Imit addition may be treated algebraically, in so far as polynomials are
ncerned, by the ordinary algorisms of algebra; for it is by
the associative, commutative, and distributive laws, and the

means
law of

dices that ordinary algebraic polynomials are rearranged, multiplied

Now

and factored.
the operations of multiplication by constants
of differentiation or partial differentiation as applied to a function
one or more variables x,y,z,--- do satisfy these laws. Eor instance

.t,

id

c(Du)=D(&u),
ence, for

Ds T)yu = Dy Dxu,

example,

if

(Dx

Dny + c^D-V -f
aere the coefficients

+ D )D,u = D D.u+D,D,u.

y be a function of

a are constants,

x,

a!

the expression

+ _!% + <W>
may

be written as

(7)

where a

2,

l5

a n are

x" -f

roots of the algebraic polynomial

tlie

e^'-

+ an =

_!

0.

EXERCISES
1.

Show that

operations

is, that the reciprocal of a produci


the product of the reciprocals in inverse order.

is

(/fif^)"

h~^g~ lf~ l that


,

definition the operator (jfg- 1 is called the transform of / by g. SI


that (a) the transform of a product is the product of the transforms of the faci
taken in the same order, and (/3) the transform of the inverse is the inverse of
2.

By

transform.
3. If s ?t 1

but

s2

1,

the operator

s is

by

definition said to

be involutory.

SI

equal to its own inverse and conversely (


an operator and its inverse are equal, the operator is involutory and (7) if
of
two
product
involutory operators is commutative, the product is itself invi
tory and conversely (5) if the product of two involutory operators is involut<
that (a) an involutory operator

is

the operators are commutative.


4. If /and g are

both distributive, so are the products fg and

5. If /is distributive

and n

show/nw =

rational,

gf.

n/u.

6. Expand the following operators first by ordinary formal multiplication


second by applying the operators successively as indicated, and show the res
are identical by translating both into familiar forms.

7.

p-l){D-2)y,

(0)

(D-l)D(D + l)y,

Show that (D

a)

ef x

Show

P (D)

denote

is

is

where JT

1)

(D

is

a function of x,

the inverse of the operator (D

3) y.

a) (*).

jr,

eP*P(D

epxy

show tha

a)y.

following and check the results.

(a) (D*

Dxy = e-'D

2y,

(D

D(& y) = ^KC (D + a)y and hence generalize to


any polynomial in D with constant coefficients, then

this to the

9. If

= -Z,

2)

tx

that

P(D)
Apply

D (D

(y)

f e-*ZcZa;

hence infer that e * Ce~ <**(#) dx


8.

^ - 3^- +

An*.

(a)

- 3 D + 2) e**y =
- 8D- 2) e*y,

a function of x and x

Dy == er

Z>

(D,

e**(D*
(

e*

7)

(J>8

\dx2

- 3D +

show that

- 1) y,

D|y = e-P*D

(JD t

~ l)...(D -p +
t

10. Is the expression (hl>x


fcDj,)", which occurs in Taylor's Formula (
the nth power of the operator 7iDx
kDy or is it merely a conventional symt

The same question

relative to

(xDx

+
+ yDy

k
}

occurring in Euler's Formula

&

tions for the equality, addition,


bers are

and multiplication

complex num-

of

=c+
it and only 11
a =
b = a,
= (" + <) + (6 +
+ [c +
[a +
= ("C + (ad +
[a + IU] [c +

-f.

rfi

4.

c,

rfi]

fti]

(9)

rf) i,

&<*)

eft]

ftr)

It readily follows that the commutative, associative,

i.

and distributive

laws hold in the domain of complex numbers, namely,


or

-f /3

a (0

= /? + a,
=

y)

(a

+ ft) + y = a +

+y

),

(a + /S) y = ay + j8y,

+ ay,

where Greek letters have been used to denote complex numbers.


Division

is

accomplished by the method of

-{

hi

_a

+ di

rationalization.

di

_ (ac + bd~) + (be

+ di c

di

+ d?
+ d? = 0,

-}- l>i

ad)

i
f-\-\\

'

2
that is, when both c
always possible except when c
and d are 0. A complex number is defined as
when and only when
its real and pure
imaginary parts are both zero. With this definition

This

is

has the ordinary properties that

cc

+ = a and <*0 =

Furthermore if a product

impossible.

aft vanishes, either

and that cc/0 is


a or ft vanishes.

For suppose
[a

+ &i] [c + di]

Then

ac

from which

it

bd

(ac

follows that either

bd)

-f-

and
a,

(ad

ad
I

-\-

be)

= 0.

+ be = 0,
or c

= cZ=0.

(12)

From

the

a product cannot vanish unless one of its factors vanishes


follow the ordinary laws of cancellation. In brief, all the elementary
laws of real algebra hold also for the algebra of complex numbers.
fact that

By assuming a set of
number a +

ciating the
is

obtained which

bers.

The point

point (a, 5)
If OP and

}-

bi

and

-4

the counterpart of the number scale for real numalone or the directed line from the origin to the

(a, &)

may
OQ

is

Cartesian coordinates in the ay-plane and assoa graphical representation


b~),

bi to the point (a,

be considered as representing the number a + bi.


two directed lines representing the two numbers

are
di,

a reference to the figure shows that the line which

magnitude, the length AB, and direction, the


direction of the line AB from A to B. A
quantity wJuch has magnitude and direction is
catted a vector j and the parallelogram, law is
called the
bers

law of vector addition. Complex

nwrrv-

therefore be regarded as vectors.


the figure it also appears that OQ and

may

PR have the same magFrom


nitude and direction, so that as vectors they are equal although they
OP -f PR will be regarded as equal to
OQ, the definition of addition may be given as the triangle law
instead of as the parallelogram law ; namely, from the terminal end P
from different points. As

start

OP +

of the first vector lay off the second vector

by joining the

initial

The

the second.

end

PR

and

close the triangle

of the first vector to the terminal end

absolute value of

a complex number a

OP and

Va + V*,

bi

-f-

ft of

is

the

the square root of


the sum of the squares of its real part and of the coefficient of its pure
as in the case
imaginary part. The absolute value is denoted by \a
bi\

magnitude of

its

vector

is

equal to

of reals. If

a and

are two complex numbers, the rule

/?

or
|

-f
j

/8|

<x-\- j}\

is a consequence of the fact that one side of a triangle is less than the
sum of the other two. If the absolute value is given and the initial end

of the vector is fixed, the terminal

upon a

circle concentric

with the

end

thereby constrained to

is

When the complex numbers are laid off from


coordinates may be used in place of Cartesian. Then
72.

<

lie

initial end.

= tair'ty/a*, a = r cos <,


a + ib = r(cos
+ i sin 0).

the origin, polar

= r sin

<

'

<jj

The absolute value r is often called the modulus or magnitude of the


complex number the angle $ is called the angle or argument of the
number and suffers a certain indeterraination in that 2 mr, where n is
without affecting the
a positive or negative integer, may be added to
number. This polar representation is particularly useful in discussing
and
For
if
products
quotients.
;

<

T-J

(cos

As both

cos

^ 4-

sin

= rcoa

then

i>

and

sin

are

^,
+

<>

ft
<>

=r

(cos

</> 2

-f i sin

<

2),

sin

known, the quadrant

of this angle is determined

as may oe seen ny multiplication according to tne ruie.


ience tne
magnitude of a product is the product of the magnitudes of the factors,
and the any la of a product is the sum of the angles of the factors} the

general rule being proved by induction.


The interpretation of multiplication by a complex

number as an

oper-

be the multiplicand and a the multiplier.


As the product a/3 has a magnitude equal to the product of the magnitudes and an angle equal to the sum of the angles, the factor a used as
ation

is

Let

illuminating.

/3

a multiplier may be interpreted as effecting the rotation of


the angle of a and the stretching of /J in the ratio
1.
\a\
:

yS

through

From

the

geometric viewpoint, therefore, multiplication by a complex number is


an operation of rotation and stretching in the plane. In the case of

= cos

</>

sin

-f-

= 1,

with r

<

nence the factor cos

<jb

sin

<j>

=V

In particular the number i


when used as a multiplier and
series of

the operation
is

= ~1,

is

only of rotation and

is

often called a cyclic factor or versor.


1 -will effect a rotation through 90

known

as a quadrantal versor.

The

=1

give rotations through 90,


This fact is often given as the reason for laying off
pure imaginary numbers "bi along an axis at right angles to the axis

powers
180, 270, 360.

i,

i?

i?

i,

i*

of reals.

As a
a"

particular product, the nth power of a complex

= (a + ib) n = [r (cos

and

(cos

+ i sin <)]" = r" (cos n$


sin
+ i sin <)" = cos
<

i
n<f> -f-

<j!>

-f-

number
i

sin

n)Si)

is

(15)
(15')

n<j>,

is a special case, is known as De Moivre's Theorem and is of use


in evaluating the functions of n$ ; for the binomial theorem may be
applied and the real and imaginary parts of the expansion may be

which

equated to cos
cos

n<f)

and sin

n<f>

n ^n

= cos>

Hence

n<j>.

'

cos"- 2

<

snrty

-3)*
sin

n$

=n

cos

n
-*<j>

sin

As the nth root

"v/a of

nth power gives

a,

<J>,

however,

<>.

^)

~ 44J
<f>

T2

sm*<

cos

/iR .

----

sin

(16)

a must be a number which when raised to the

the nth root

-y^

The angle

<

* (re

cos"

may be

written as

_ -^ (C os <f>/n + i sin
may

A4-27T.

have any of the

A4-47T.

....

(17)

<f>/ri).

set of values

<k-4-2(n~-

1W.

<

TT

<

-t

TT

2(n

<J>
j

1)i

TT

Hence there may be found just n different nth


plex number (including, of course, the reals).

%/

(18)

n
roots of

any given com-

The roots of unity deserve mention. The equation x n = 1 has in the real domain
one or two roots according as n is odd or even. But if 1 be regarded as a complex
number of which the pure imaginary part is zero, it may be represented by a point
at a unit distance

from the origin upon the axis of

and the angle of 1 is 0, 2 TT,


2 (n
the magnitude 1 and one of the angles
,

0,

reals

The nth

1) IT.

2 TT/ n,

the magnitude of 1

roots of 1 will therefore

2 (n

1) rr/n.

is

have

The n nth roots

are therefore
.

2-n-

a=

1,

cos

and

may

2?r

|-*8in

n
.

a n-i

cos

4?r

az =

2(n-l)7r

cos

sin

.
,

ism

1-

x- +

able as (x
l)(x
nth roots other than 1

must

(-

1)

'

and

0,

2(n-l)7r

Now

be evaluated with a table of natural functions.


n~

4?r

it

x"

=0

is factor-

therefore follows that the

the equation formed by setting the second


factor equal to 0. As a in particular satisfies this equation and the other roots are
2
cr
a"- 1 it follows that the sum of the n nth roots of unity is zero.
,

all satisfy

EXERCISES
1.

Prove the distributive law of multiplication for complex numbers.

2.

By

definition the pair of imaginaries a

and a

bi

bi

are called conjugate

imaginaries. Prove that (or) the sum and the product of two conjugate imaginaries
are real and conversely (|3) if the sum and the product of two imaginaries are both
;

real,

3.

the imaginaries are conjugate.

Show

that

if

a symmetric polynomial in x and y with real coeffithen if conjugate imaginaries be substituted for x
polynomial will be real.

P(x,

4.

Show

coefficients,

5.

that

if

then a

y) is

P(l/, x),

bi is

cients so that P(x, y)


and y, the value of the

a root of an algebraic equation P(x)


a root of the equation.

with real

bi is also

Carry out the indicated operations algebraically and make a graphical reprei
number concerned and for the answer

sentation for every

- t),

(7) (3

+ V^2) (4 + V=

(t

6. Plot

and

<a)

find the

- 2,

modulus and angle


03)

- 2 V^T,

in the following cases

(7)

4 i,

(5)

- iV

8.

Darry out the indicated operations trigonometrically and plot:

The examples

(<f)

of

Ex.

5,

9.

Find the equations

is

Show

that

a\

\z

(ff)

of analytic

tion equivalent to multiplication

10.

= r,

cosSx and cosSx

a)

i,

(7)

VV2 + V^f
^T,

(i)

+ 2V3i;

3.

and a a fixed complex number,

z is a variable

geometry which represent the transforma-

by a

where

the equation of the circle (x


11. Find

(e)

(TJ)

Vl+ Vl -

(/3)

(VIT^ + VI^l) 2
^16 (cos 200 + i sin 200),

(5)

(y

6)

=r

in terms of cosx,

2
.

and sinGx and sinTx

in

terms of

sinx.

12. Obtain to four decimal places the five roots


13. If z

=x+

iy

and

= x' +

z'

iy',

show that

-v/T.

= (cos<

z'

sin

<f>)

is

the

formula for shifting the axes through the vector distance a = a + ib to the new
origin (a, 6) and turning them through the angle <f>. Deduce the ordinary equations of transformation.

14.

Show

that \z

a\

= k\z

/S[,

where k

the equation of

is real, is

circle

The locus of points


specify the position of the circle carefully. Use the theorem
whose distances to two fixed points are in a constant ratio is a circle the diameter
:

of

which
15

is

is

divided internally and externally in the same ratio by the fixed points.

The transformation z' =

where

a, 6, c,

a
cz
called the general linear transformation of z into
\z'

a'
|

k]z'

/3'|

becomes

d are complex and ad

z'.

Show

\za\k

ca + d
c/3

6c

^ 0,

that
a

Hence infer that the transformation carries circles into circles, and points which
divide a diameter internally and externally in the same ratio into points which
divide some diameter of the new circle similarly, but generally with a different ratio.
73. Functions of

a complex variable. Let *

= x + iy

be a complex

variable representable geometrically as a variable point in the ay-plane,


which, may be called the complex plane. As z determines the two real

numbers x and

y, any function F(x, y) which


valued real functions in the form

F(x, y)

= X (x,

y)

is

the

sum

of

two single

+ iY(x, y) = R (cos * + t sin *)

(19)

be completely determined in value if z is given. Such a function


called a complex function (and not a function of the complex variable,

will
is

for reasons that will

appear

function are determined

later).

The magnitude and angle

of the

by
cos

*=

X
,

sin

$=

Y
.

(20)

additive 2

TITT)

unless

= 0, in which case X and Y also

vanish and the

expression for $ involves an indeterminate form in two variables and


is generally neither determinate nor continuous (
44).

with respect to z were sought for the value


the procedure would be entirely analogous to that in the
case of a real function of a real variable. The increment A#
Ax -f- iAy
If the derivative of

= a + ib,

would be assumed for z and AF would be computed and the quotient


would be formed. Thus by the Theorem of the Mean (46),

+ (,

(21)

where the derivatives are formed for (a, b} and where is an infinitesimal complex number. When A approaches 0, both Ace and Ay must
approach without any implied' relation between them. In general the
limit of A.F/A2 is a double limit ( 44) and may therefore depend on
the way in which Ao? and Ay approach their limit 0.
Now if first Ay ~ and then subsequently Aa? ~= 0, the value of the

limit of A.F/A2 is X'


iY'a taken at the point (a, V) ; whereas if first
x
Ax =s and then Ay == 0, the value is
iX'y -f Y'y Hence if the limit
.

to be independent of the
ia surely necessary that
of AjP/A

is

J~
ox
or

And

!T
(inversely

if

=
+ *^~
ex

ir

and

way in which A

approaches

0, it

*"a~+a~~>
oy

!T

oy

==

22 )

~"d~

these relations are satisfied, then

AF
and the

limit is

X'x -{-iYxf

independent of the

way

iX'y taken at the point (a, 5), and is


Yy
in which A approaches zero. The desirability

of having at least the ordinary functions differentiable suggests the


definition:

complex function F(x, y)


X(x, y)
iY(x, y) is corvsidered as a function of the complex variable z
x -\- iy when and only
when
and Y are in general differentiable and satisfy the relations

In this case the derivative

is

r"M
^"'
These conditions

may

=
dz

dx

+-

dx

dy

'

"by

also be expressed in polar coordinates (Ex. 2).

few words about the function

This

<J>(x, y).

is

a multiple valued function of

the variables (x, j/), and the difference between two neighboring branches is the con45 to this case shows at once that,
stant 2 TT. The application of the discussion of
iu

any simply connected region of the complex plane which contains no point (a, &)
R (a, 6) = 0, the different branches of (x, y) may be entirely separated
* must return to its initial value when any closed curve is de-

such that

<t>

so that the value of

by the point (x, y). If, however, the region is multiply connected or contains
(which makes the region multiply connected because these
pointe for which R =
points must be cut out), it may happen that there will be circuits for which $,
although changing continuously, will not return to its initial value. Indeed if it can
be shown that * does not return to its initial value when changing continuously as
scribed

simply connected except for the excised


be points in the region for which R =
be
made
to give a very simple demonstration
may
of the fundamental theorem of algebra that every equation of the nth degree has at least
one root. Consider the function

describes the boundary of


region
(x, y)
be inferred that there must
points, it

may

An

application of these results

F(z)

= z" +

c^z"-

On-iz

an

= X(x,

y)

iY(x, y),

X and Y are found by writing z as x + iy and expanding and rearranging.


The functions X and Y will be polynomials in
y) and will therefore be everywhere

(x,

where

and continuous

finite

$ = ang.

of

JP

= ang.ofzl +
\

Next draw about the origin a

points z

all

*=
Now

~
zn l

ltl

Then

z"/

4. ... 4.

a ~ll
n

A*

upon the circumference the angle

ang. of

of F.

= ang. of z"+ ang. o

circle of radius r so large that

+
Then for

Consider the angle

in (x, y).

F = n (ang.

of z)

ang. of (1

of

Ign)

*^i

F is

;),

|i?|

< t.

the point (x, y) describe the circumference. The angle of z will change by
2?r for the complete circuit. Hence $ must change by 2 nir and does not return to
let

its initial

least

tion

Hence there is within the circle at least one point (a, 6) for which
and consequently for which JT(a, &) = and F(a, 6) = and JF(a, 6) =0.
and the equation F(z) = is seen to have at
a + 16, then F(a) =

value.

R (a, 6) =
Thus

if a.

the one root a.


it

74.

may be

It follows that z

seen that F(z)

is

a factor of

F (z)

The discussion of the algebra

and hence by induc-

of complex numbers

the sum, difference, product, quotient, real powers,

and

showed how
real roots of

and hence made it possible to compute


any given algebraic expression or function of z for a given

such numbers could be found,


the value of

has just n roots.

in the sense that it has a derivative with respect


really a function of
the differentiation of an algebraic
to 2, and to find the derivative.

Now

made

function of the variable x was

depend upon the formulas of difmethods of derivation

to

2.
glance at the
ferentiation, (6) and (7) of
of these formulas shows that they were proved

by ordinary algebraic
manipulations such as have been seen to be equally possible with imaginaries as with reals. It therefore may be concluded that an algebraic
expression in z has a derivative with respect to z and that derivation
may be found just as if z were a rev I variable.
other
The case of the elementary functions e z log z, sin z, cos z,
,

than algebraic
for
is

complex

different

is

for these functions have not been defined

Now

in seeking to define these functions when


1
effort should be made to define in such a way that

variables.

complex, an
K is real, the

when

new and

the old definitions become identical

and

2 the rules of operation with the function shall be as nearly as possible the same for the complex domain as for the real. Thus it would be

Dez

desirable that

With

z
and e z + w = e*ew when z and w are complex.
mind one may proceed to define the elementary

=e

these ideas in

Let

functions for complex arguments.


e*

The

= R (x,

y) [cos

<

(a:,

derivative of this function

$ (x,

first

= z- (R cos $) + %- (R sin *)
= (R'x cos
R sin $ 3>) i (R'x sin

(24)

?/)].

rule of (23),

v3J

vfl/

<J>

and

y) -f i sin

by the

De*

is,

if this is to

-\-

be identical with

R'x cos $
R'x sin $

<& -\-

cos

<J>

<&),

above, the equations

= R cos $
R<b'
x sin
+ R& cos <& = R sin $
<E>

R'x
<$>'
x

=R
=

must

hold, where the second pair is obtained by solving the first. If


the second form of the derivative in (23) had been used, the results
would have been R'y
1.
It therefore appears that if the
0,
y

&=

derivative of

z
,

however computed,

are four conditions imposed upon


satisfied if

R = e*

and $
e*

is

to be ez , then

R and

<f>.

These conditions will be

= y* Hence define
= e? (cos y + i sin y}.
ex+
iy

(25)

+w

e
exponential law e
For the special values

Hence

2 mri be added to

it

appears that

if

holds.

iri, iri,

x
2nni
e +

Thus

of z the value of

iri

z, e" is

is

unchanged

2?.

period

<i*,

(26)

s
complex domain e has the period 2 Tri, just as cos x and
sin x have the real period 2 TT. This relation is inherent for

i/ie

e vi

= cos y + i sin
~*
= +- e
cos

e~ vl

?/,

-0tt

and

?/

cos

<}_

sm y =
_

>

?/

sin

y,

e -rf

(27)

The trigonometric functions of a real variable y may be expressed in


terms of the exponentials of yi and
yi. As the exponential has been
denned

for all

complex values of

it is

natural to use (27) to define

the trigonometric functions for complex values as

--

= ert-l-e-*
sm * =
&

cos

s{

-e~

zt

, ftfTfN

&

(27')
I/

With these

may be

definitions the ordinary formulas for cos (z +


w),D sin z,
obtained and be seen to hold for complex arguments, just as the

corresponding formulas were derived for the hyperbolic functions ( 5).


As in the case of reals, the logarithm log % will be defined for complex numbers as the inverse of the exponential.
if

tf

= w,

then

log

where the periodicity of the function

Thus

+ 2 mri,

(28)

shows that the logarithm is not


uniquely determined but admits the addition of 2 mri to any one of its
1
values, just as tan" x admits the addition of nir. If w is written as a

complex number u
rf> }

it

with modulus

= vV -f v* and with the angle

follows that

w=u
and

+w

log

iv

-f iv = r (cos
-M sin
~ log r + = log Vw

= re* = e
+ t tan1

<

j!>)

<j>i

4. v

'

logr

+ **
;

(29)

(v/w)

the expression for the logarithm of w in terms of the modulus and


angle of w; the 2 mri may be added if desired.

is

To this point the expression of a power ab where the exponent b


imaginary, has had no definition. The definition may now be given
terms of exponentials and logarithms. Let
,

ab

_ g&ioga

or

ab

is
iri

in tms

way tne problem ot computing a" is reduced to one already


From the very definition it is seen that the logarithm of a

solved.

the product of the exponent by the


logarithm of the base, as
To indicate the path that has been followed in
a
sort
of
denning functions,
family tree may be made,

power

is

in the case of reals.

real numbers, *
real

real angles,

powers and

real trigonometric
functions,
cos x, sin x, tan- *,

roots of reals, xn

powers and roots


of imaginaries, z

real

exponentials, logarithms
of reals, e*, logx

exponentials of imaginaries,

logarithms of imaginaries, log z

e*

trigonometric functions
f

imaginary powers, z

imaginaries

EXERCISES
1.

Show

that the following

complex functions

are therefore functions of the


complex variable
(a) *

(e)

2.

2/2

e?cosy

Show

2 ixy,

ie*8'my,

sinajsinhy

(f)

satisfy the conditions (22)

Find F'(z)

z.

and

icosxcoshy.

that in polar coordinates the conditions for the existence


of F'(z) are

BY
3.

Use the conditions of Ex. 2

4.

From

(7)

Find

+
+

that log z

= log r +

<f>i.

iy)

to three decimals the


(ft es

()

(f)

sin^Tri,

iy)

cos 2 x

(a) **",

(.) log(-l),
6.

= z~ l

~ sin x cosh y + i cos x sinh y,


= cos x cosh y
sin x sinh y,
2x + tsinh2y
tan(x + iy) =

(a) sin (x
(P) cos (*

5.

show from D log z

to

the definitions given above prove the formulas

cosh 2 y

complex numbers which express the values of:

(r) logi,

7)

i^ ^
+

(5)

g-!-^

V^3),

(ff)

tan

log(^

+ ^V^3),

0*)

log(-l-t).

(X)

(,) sin(i

cosi,

to the fact that


log

(-

Owing
multiple valued,
multiple valued
manner that any one value may be multiplied by e2 "*". Find one value

of the following

(a) 2<

a6 is

is

and several values of one of them


(8) i\

l/i

(s\

^5

i*\

fi.

i),

in
of

such
each

Show

8.

work

the

= abc and fill in such other steps as may be suggested by


which for the most part has merely been sketched in a broad

that (ab ) c

in the text,

way.

Show

9.

that

if

f(z)

with

2
ff(z), <*/( )

/()

and

g(z) are two functions of a complex variable, then


a complex constant, /()</ (2), f(z)/g(z) are also func-

tions of z.

10. Obtain logarithmic expressions for the inverse trigonometric

functions.

Find sin- l i.

Vector sums and products. As stated in 71, a vector is a quanwhich has magnitude and direction. If the magnitudes of two
vectors are equal and the directions of the two vectors are the same,
75.

tity

the vectors are said to be equal irrespective of the


which they occupy in space. The vector
a is by definition a vector which has the same

position

magnitude as a but the opposite direction. The


vector ma is a vector which has the same direction
a

as

(or

the opposite) and is


(or
m) times as
vector or geometric addition is

The law of

long.

the parallelogram or triangle law ( 71) and is still


applicable when the vectors do not lie in a plane

but have

any directions

in space

for

any two vec-

brought end to end determine a plane in which the construction


may be carried out. Vectors will be designated by Greek small letters
tors

or

letters in

by

heavy type. The

relations of equality or similarity

between triangles establish the rules

= ma

m (a
as true for vectors as well as for

said to be zero

vector

is

ten

From

a+

0.

when

numbers whether
its

magnitude

the definition of addition

it

real or

is zero,

mp

(30)

complex.

and

it is

writ-

follows that

= a.

In fact as far as addition, subtraction, and


multiplication by numbers are concerned, vectors obey

same formal laws as numbers.


p may be resolved into components parallel to any three given vectors a, ft,
y which are not
parallel to any one plane. For let a parallelepiped
the

A vector

be constructed

with

its

edges parallel to the three

given vectors and with its diagonal equal to the vector whose components are desired. The edges of the parallelepiped are then, certain

of

The

p.

vector p

be written as

may

+ yJ3 + sy.*

-j'

(31)

two equal vectors would necessarily have the same


components along three given directions and that the components of a
zero vector would all be zero, .lust as the equality of two complex
clear that

It is

numbers involved the two equalities of the respective


nary parts, so the equality of two vectors as
p

= xa +

///?

+ isy =
= x',

involves the three equations x

a-'or

//'/? -)-

//',

&'y

and imagi-

real

= p'

(31

K'.

As a problem in the use of vectors let there be given the three vectors or, /3, y
from an assumed origin Oto three vertices of a parallelogram required the vector
;

to

the other vertex, the vector expressions for the sides

lelogram, and the proof of the fact that the diagonals

Consider the figure. The side

each other.

triangle law, that vector


gives

OB =

In like

/3,

manner

and CD, and


onal

ami hence

AD is

AC = y

CD = AB;

AB

is,

and diagonals of the paral-

bisect

by the

which when added to OA - <r


u
it must be
that AB = f)
.

a.

hence

Now OD

OD =

the difference of the vectors

is

the

sum

ex.

j3

OD

and

of

The
OA.,

')

rl

^ v,_ .-

'H

from
The diagonal BC is 7
I
r.ne voi
to the
/3.
middle point of BC may be found by adding to OB ow half of /'C
Hence this
or
the
like
to
middle
vector is j3 + ^ (7
In
manner
the
vector
of
+
point
J
(|3
7).
j3)
is

therefore 7

+ /?

'

2 a.

AD is seen to be a + % (j +

2 a) or | (7 + j8), which is identical with the former.


The two middle points therefore coincide and the diagonals bisect each other.
/3

Let a and

/3 be any two vectors, \a\ and |/3| their respective lengths,


the angle between them. For convenience the vectors may
he considered to be laid off from the same origin. The product of the
lengths of the vectors by the cosine of the angle between the vectors

and

is

Z (a, /J)

called the scalar product,


scalar product

two vectors and

(3

a\\ft\

cos

Z (a,

/?),

(32)

denoted by placing a dot between the letters.


This combination^ called the scalar product, is a number, not a vector.
As |/3 cos Z. (a, /3) is the projection of ft upon the direction of a, the
scalar product may be stated to be equal to the product of the length,
of the

is

of either vector

by the length of the projection of the other upon it.


In particular if either vector were of unit length, the scalar product
would be the projection of the other upon it, with proper regard for
* The numbers
x, y, z are the oblique coordinates of the terminal end of p (if the
initial end be at the origin) referred to a set of axes which are parallel to <x,
)3, 7 and
upon which the unit lengths are taken as the lengths of a, /3, 7 respectively.

the angle between them.


The scalar product, from its

definition, is

commutative so that a*/3=fi'a.

Moreover (ma)fi = #(/,/?) = in (/3), thus allowing a numerical factor


in to be combined with either factor of the
product. Fxirthermore the

a.(/8

of

7)

.
j

or

.y

(a

the case of numbers. For

satisfied as in

is

0).y

+ ft-y

a.y

(33)

a be written as the product

if

length a by a vector al of unit length in the direction of

its

bhe first equation

<V(0

+ y) = aa i'P +

&nd now

tfj'OQ

tion of a,

and a^ft

this direction

distributive

4- y)

is

-f-

aa i-y

a i'(P

or

+ y) = a i'P + ai'y-

the projection of the sum ft -f- y upon the direcis the sum of the projections of ft and y upon
i*y

by the law

law

a,

becomes

of projections these are equal

and hence the

is

proved.
The associative law does not hold for scalar products for (a>/3) y
means that the vector y is multiplied by the number a* ft, whereas
ic

means that a

(j8y)

is

multiplied by (/3y), a very different matter.

The laws of cancellation cannot hold


or./?

== 0,

then

for if

\a\\ft\

cos

Z (a,

ft)

= 0,

(34)

and the vanishing of the scalar product a* ft implies either that one of
the factors is
or that the two vectors are perpendicular. In fact
vfi

is

It should be noted,

called the condition of perpendicularity.

however, that

if

a vector p

satisfies

= Q,

P ./3

p .of

py =

= 0,

(35)

0,

of perpendicularity with three vectors a,


0.
parallel to the same plane, the inference is that p
76. Another product of two vectors is the vector product,
three conditions

vector product

= ax = v
ft

a\

ft

sin /. (a,

and

upon that side on which rotation from a to

ft

through an angle of less than 180 appears posi-

tive or
is

itself

y not

(36)

represents a vector of unit length normal to the plane of

where

|8

/3),

j8,

counterclockwise.

a vector of which

dicular to

ax/3

Thus the

vector product
the direction is perpen-

each factor, and of which the magni-

the product of the magnitudes into the


sine of the included angle. The magnitude is therefore equal to the
sides,
Eirea of the
parallelogram of which the vectors a and j8 are the
tude

is

As rotation from /3 to a is the opposite of that from


from the definition of the vector product that
flxa

not

ax/3,

rx/3

cc

to

/3,

it

follows

(37)

fixa,

not commutative^ the order of the factors must be


carefully observed. Furthermore the equation

and the product

is

ax/3

a||j3|smZ(,

/3)

(38)

implies either that one of the factors vanishes or that the vectors a and
Indeed the condition cex/3
is called the condition of
/8 are parallel.

parallelism.

The laws

of cancellation

do not

hold.

The

associative law

a vector perpendicular to ax/3 and y,


and since orx/J is perpendicular to the plane of a and ft, the vector (arx/?)xy
perpendicular to it must lie in the plane of a and /3 whereas the vector x(/3xy), by similar reasoning, must lie in the
plane of ft and y and
hence the two vectors cannot be equal except in the very special case
where each was parallel to ft which is common to the two planes.
But the operation (mor)x/? = ax(m(3')
m(ax/J), which consists in
also does

not hold; for (<rx/3)xy

is

allowing the transference of a numerical factor to any position in the


product, does hold and so does the distributive law
;

* x (0

+ y) = <x*P + tf*y

and

(a -f /3)xy

= axy + 0xy,

(39)

the proof of which will be given below.


In expanding according to
the distributive law care must be exercised to keep the order of the

product the same on both sides of the equation,


owing to the failure of the commutative law an interchange of the

factors in each vector

order of the factors changes the sign. It might seem as if


any algebraic
operations where so many of the laws of elementary algebra fail as in
the case of vector products would be too restricted to be
very useful ;
that this is not so is due to the
astonishingly great number of problems

which the analysis can be carried on. with only the laws of addition
and the distributive law of multiplication combined with the possibility

in

from one position to another in a


in addition to these laws, the scalar product aft is commutative and the vector product axfi is commutative
except for change of sign.
of transferring a numerical factor

product

In addition to segments of lines, plane areas may be regarded as


; for a plane area has magnitude (the amount of the

vector quantities

area) and direction (the direction of the normal to its plane). To specify
on which side of the plane the normal lies, some convention must be
made. If the area is part of a surface inclosing a portion of space, the

is determined only in connection with some


assigned direction of description of its bounding curve the rule is If
a person is assumed to walk along the boundary of an area in an
assigned direction and upon that side of the plane which

plane, its positive side

causes the inclosed area to lie


to

upon

he

his left,

is

said

be upon the positive side (for the assigned direction

of description of the

boundary), and the vector which

represents the area is the normal to that side. It has


been mentioned that the vector product represented

an area.

That the projection of a plane area upon a given plane gives an area
is the original area multiplied by the cosine of the angle between
the two planes is a fundamental fact of projection, following from the
simple fact that lines parallel to the intersection of the two planes are
which

unchanged in length whereas

lines perpendicular to the intersection


cosine of the angle between the planes. As the
angle between the normals is the same as that between the planes, the
projection of an area upon a plane and the projection of the vector rep-

are multiplied

by the

resenting the area upon the normal to the plane are equivalent. The
projection of a closed area upon a plane is zero; for the area in the

projection
signs

is

covered twice (or an even number of times) with opposite

and the

total algebraic

To prove the law

ax(/3

sum

is

therefore

+ y) = ax/8 + axy

0.

and

illustrate the use of

the vector interpretation of areas, construct a triangular prism with the


triangle on ft, y, and ft
y as base and a as lateral edge. The total
vector expression for the surface of this prism is

fl

/Jxa

-f-

yxa

-+-

ax(/3

+ y) + y(P*y) ~ y /3*y ==

and vanishes because the surface


lation

of the equal

is closed.

0?

A cancel-

W?l

(the two
combined with the

and opposite terms

bases) and a simple transposition


rule /3xa
x/3 gives the result

x(/3

+ y) =

yxa

/3xa

= ax/3 -f axy.

system of vectors of reference which is particularly useful consists


of three vectors i, j, k of unit length directed along the axes X, F,

drawn so that rotation from X to Y appears positive from the side of


the ccy-plane upon which Z lies. The components of any vector r drawn
from the origin to the point
xi,

yj,

(a;,

zk,

y, 2)

are

and

= xi -f y +
j

k.

i.

ixj

By means

= - jxi =

j.i

= k.j = k.i = i.k = 0,


= kxk = 0,
- kx =
kxi = - ixk =
jxk =

j.k

ixi

k,

i,

and the

of these products

j.

axi

+ aj +

then

and

= afa

o>/8

/?

-f-

am

distributive laws for scalar

any given products may be expanded. Thus

vector products,

jxj

= Z^i -f ftj +

-f

if

8 k,

(41

/> 8 ,

direct multiplication. In this way a passage may be


vector formulas to Cartesian formulas whenever desired.

by

made

fror

EXERCISES
1.

Prove geometrically that

2. If

a and

)3

(/3

+ 7) = (a +

are the vectors from

AB in the ratio m

divides

<x

n,

/3)

+ 7 and m(a + /3) = ma + mf.

an assumed

show that the vector

origin to

to

is

and

(no.

and

mj8)/(w

if

?i

In the parallelogram ABCD show that the line BJS connecting the vertex t
an
the middle point of the opposite side CD is trisected by the diagonal
3.

AD

trisects

it.

Show

4.

that the medians of a triangle

meet

in a point

and are

trisected.

and m2 are two masses situated at Pr and P2 the center of gravity c


center of mass of m^ and wi2 is defined as that point G on the line P a P 2 wliic
divides P t P 2 inversely as the masses. Moreover if G l is the center of mass of
number of masses of which the total mass is l and if G2 is the center of mass
an
a number of other masses whose total mass is Jf2 the same rule applied to
l
and G and G? 2 gives the center of gravity G of the total number of masse,
2
5. If

Show

that

where
show

?n 1 r 1

+ m2 r2 +
+ mnrn _ Zmr^
+ m H---- + mn
sm
'

f denotes the vector to the center of gravity.

= 2mo;
2m.

a and

_
,

-Sm

= -Zmy-,

Resolve into components

<

Smz
= --

Sm

two fixed vectors and p a variable vector, all being laid o


from the same origin, show that (p
= is the equation of a plane throug
j8).or
the end of /3 perpendicular to a.
6. If

7.

Let

or,

/3,

ft

are

7 be the vectors

to the vertices

A,

JB,

of a triangle.

Write

tl

three equations of the planes through the vertices perpendicular to the opposii
Show that the third of these can be derived as a combination of the oth<

sides.

two and hence infer that the three planes have a line in common and that
perpendiculars from the vertices of a triangle meet in a point.
;

tl

8.

Solve the problem analogous to Ex.

7 for

Note that the length of a vector is


expand 7*7 = (ft

Vor.

the perpendicular bisectors of the

iides.

9.

three sides of a triangle,

If

<r, ft,

and 7

are the

<x

ft

a) to obtain the law of cosines.

a)-(ft

Show that the sum of the squares of the diagonals of a parallelogram equals
sum of the squares of the sides. What does the difference of the squares of the

10.
the

diagonals equal
11.

a and - ~
a-a
a-a
a by showing 1 that these

Show

dicular to

that

are the components of

ft

and perpen-

parallel

vectors have the right direction,

and

that

they have the right magnitude.


12. If
vertex,

of a parallelepiped which start from the saine


the volume of the parallelepiped, the volume being
on the same side of the plane of a and ft with the

7 are the three edges

cr, /3,

show that

is

(crx/3)7

considered positive

if

lies

vector axj3.
13.

12 that (axft)-y = a^ftxy) and (ax/3).y = (ftxy).a; and hence


product of three vectors with cross and dot, the position of the ccdss
be interchanged and the order of the factors may be permuted cyc-

Show by Ex.

infer that in a

and dot may


without altering the value. Show that the vanishing of (axft).y or any of
equivalent expressions denotes that a, /3, 7 are parallel to the same plane the

lically
its

condition axft-y
14.

Assuming

expand o>7,

cr

called the condition of complanarity.

04 i

a2j

a 8 k,

ft

= (a-y)

(a>ft)

ft

and hence

C ]A
&2J
^gk, 7
coefficients to show

bji

and ax(ftxy) in terms of the

a./?,

ax(ftxy)

is

(axft)xy

(a>y)

c zJ

(7-18)

ft

8^>

a.

of Ex. 14 for expanding a product with two crosses and the


rule of Ex. 13 that a dot and a cross may be interchanged may be applied to expand
15.

The formulas

(ax/3) x (7x5)

16. If

(a>yxS)ft

(18.7x8)

and ft are two unit vectors


show that

cr

a=

(ax/3.8)

(axft.y)S

in the xy-plane inclined at angles 6

and ^

to the x-axis,

a=

cos 6

sin 0,

ft

= i cos +

and from the fact that a- ft

plication the trigonometric

formulas for sin(0

IT. If

I,

cos(<

m, n are direction

I,

sin

<p

li

mj

nk

0)

the

4-

is

and

ax.8

a vector of unit

m, n are direction cosines. Show that the


directions (I, m, n) and (f, m', n') is

same notations as in Ex. 14 show that

4- a.?

obtain by multi-

8).

two

~ a?

0)

ksin(0
and cos(<

With

<f>

and ax ft

cosines, the vector

length in the direction for which


condition for perpendicularity of
II' + mm'
nn'
0.
18,

ff)

k
and

axfl7

0.3j-5k
4.2 j + 2.6k,

'

+k

O.li-

20. Find the areas of the parallelograms defined by the pairs of vectors in
Find also the sine and cosine of the angles between the vectors.

Ex. 19.

21. Prove ax[px(yxd)']


22.

What

is

a-ftyx5

(a-yx5)/3

the area of the triangle

77. Vector differentiation.

As

= /3-d axy

/3yaxd.

(1, 1, 1), (0, 2, 3), (0, 0,

- 1) ?

the fundamental rules of differentia-

depend on the laws of subtraction, multiplication by a number,


the distributive law, and the rules permitting rearrangement, it follows
that the rules must be applicable to expressions containing rectors
without any changes except those implied by the fact that ax/3 = /3*a.
tion

As an

illustration consider the application of the definition of differen-

product tuv of two vectors which are supposed


be functions of a numerical variable, say x. Then

tiation to the vector


to

A(UxV)

= (U + All)x(v + AV) UxV


= ttxAV + AUxV + AUxAV,
:

AV
Ax

Ux *

1~

AUxAv
*
Ax

All

xV
7~
Ax

'

eZy

dx

'

5u

dx

Here the ordinary rule


the order

for a product is seen to hold,


except that
of the factors must not be interchanged.

The interpretation of the derivative is important. Let the variable


vector r be regarded as a function of some
variable, say x, and
suppose

from an assumed origin so that, as x varies,


the terminal point of r describes a curve. The increment Ar of r corresponding to Lx is a vector
r is laid off

quantity

and in fact is the chord of the curve


The derivative
di

dx

= lim Ar

di

..

Ax

ds

as indicated.

= hm Ar = t
,.

As

(4:2}
v
'

is therefore a vector
tangent to the curve; in particular if
the variable x were the arc s, the derivative would have

the

magnitude unity and would be a unit vector tangent

to the curve.
derivative or differential of a vector of constant
length is perpendicular to the vector. This follows from the fact that the vectox-

The

COMPLEX NUMBERS AND VECTORS


;hen describes
inalytically

a circle concentric with the origin.

It

may

171
also be seen

from the equation


d(r-r)

= dT'T -f r*di

r.cfr

d const.

= 0.

(43)

the vector of constant length is of length unity, the increment Ar is


;he chord in a unit circle and, apart from infinitesimals of higher
"3

>rder, it is

equal in magnitude to the angle subtended at the center.

Consider then the derivative of the unit tangent t to a curve with


espect to the arc s. The magnitude of dt is the angle the tangent turns
ihrough and the direction of dt is normal to t and hence to the curve.

= ^ = -7-55

Che vector quantity,

*2_

curvature

(44)
^
'

ds 2

ds

has the magnitude of the curvature (by the definition in


the direction of the interior normal to the curve.

iheref ore

md

42)

This work holds equally for plane or space curves. In the case of a space curve
he plane which contains the tangent t and the curvature C is called the osculating
>lane ( 41). By definition ( 42) the torsion of a space curve is the rate of turning
if the
osculating plane wi'th the arc, that is, d\f>/ds. To find the torsion by vector
let c be a unit vector C/ VC^C along C. Then as t and c are perpendicular,
= txc is a unit vector perpendicular to the osculating plane and dn will equal d\f/
n magnitude. Hence as a vector quantity the torsion is

nethods
i

_ dn
T= =
ds

vhere (since dt/ds

C,

and

-l =
d(txc)

dt

ds

ds

xc

dc

= tx dc

ds

ds

tx

c is parallel to C)

the

....

first

(45)

term

Next note that dn is perpendicular to n because it


the differential of a unit vector, and is perpendicular to t
>ecause dn = d(txc) =txdc and t(txdc) =
since t, t, dc are
Irops out.
B

complanar (Ex. 12, p. 169). Hence T is parallel


convenient to consider the torsion as positive when
he osculating plane seems to turn in the positive direction when
necessarily

c.

It

is

iewed from the side of the normal plane upon which t lies. An inspection of the
c and not + c. As c is a unit
igure shows that in this case dn has the direction
cT. Then
ector, the numerical value of the torsion is therefore
r

m=

m=
r

C.T

j.

c.tx

&=

otx

ds
c* x

-t
~~

ds r

3
ds

dr 1
1
1
F= = ~ c tx &P
^S^=
VC-C
.

'

VC-cJ

'

r"r"
phere differentiation with respect to s is denoted

by

accents.

F along the normal to the surfaces and


written dF/dn. The rate of change of F along
C is more rapid than
the normal to the surface F

change of
is

along any other direction for the change in F between the two surfaces is dF = dC and is constant,
whereas the distance dn between the two surfaces is
;

least (apart

from infinitesimals of higher &*der) along the normal. In

fact if dr denote the distance along

shown by

any other

dr

= sec Odn

and

-r- cos

now n denote a
product n dF/dn will
If

direction of

9.

vector of unit length normal to the surface, the


be a vector quantity which has both the magnitude

most rapid increase of F. Let

dF

VF = grad F

(47)

VF is read as

be the symbolic expressions for this vector,


"
and grad
is read as
the gradient of F."

where

dr

precisely cos ddr,

it

(46)
^
'

dn

dr

and the

direction, the relations

the figure are

the length, the scalar product ncZr


follows that
is

dr.VF=dF

is

r.VF

and

"del

F"

If di be the vector of

^-,
dr

which
and hence
(48)J
^

where T 1 is a unit vector in the direction dr. The second of the equations shows that the directional derivative in any direction is the component or projection of the gradient in that direction.
From this fact the expression of the gradient may be found in terms
of its components 'along the axes. For the derivatives of F along the
axes are dF/8x, dF/dt/, dF/dz, and as these are the components of V,F
along the directions

Hence

i,

j,

k, the result

is

39

d
= i^--fj^--f-k^-

cx

oy

cz

be regarded as a symbolic vector-differentiating operator which


when applied to F gives the gradient of F. The product

may

^----zoz
oy

(50}
^
'

F it does not appear that the gradient of a function is


independent of the choice of axes, but from the manner of derivation
)f VF first
given it does appear that grad F is a definite vector quan:orm of grad

independent of the choice of axes.

;ity

In the case of any given function F the gradient may be found by


;he application of the formula
(49) but in many instances it may also
;

found by means of the important relation


ustance to prove the formula V(FG) = FVG

De

applied as follows

je

dr*V(FG)

drVF = dF

of (48).

For

GVF, the

relation

may

-f-

= d(FG) = FdG + GdP


== FdT'VG + Gdt-VF =
dr-(FVG +

GVF).

tfow as these equations hold for any direction dr, the di


jeled by (35), p. 165, and the desired result is obtained.

may be

can

The use of vector notations for treating assigned practical problems involving
:omputation is not great, but for handling the general theory of such parts of
jhysics as are essentially concerned with direct quantities, mechanics, hydroaechanics, electromagnetic theories, etc., the actual use of the vector algorisms
:onsiderably shortens the formulas and has the added advantage of operating
lirectly upon the magnitudes involved. At this point some of the elements of

nechanics will be developed.

to Newton's Second Law, when a force acts upon a


mass m, the rate of change of momentum is equal to the
force acting, and takes place in the direction of the force. It therefore
ippears that the rate of change of momentum and momentum itself
79.

According

particle

ire
)f

of

to be

regarded as vector or directed magnitudes in the application


Law. Now if the vector r, laid off from a fixed origin

the Second

the point at which the moving mass


is situated at any instant ol
the derivative dr/dt
t, be differentiated with respect to the time t,
s a vector, tangent to the curve in which the particle is moving and of
;o

;ime

nagnitude equal to ds/dt or v, the velocity of motion. As vectors*,


;hen, the velocity v and the momentum and the force may be written a,v

V
Sence

dr

mV

~dt'
dt

F==

>

cPr
dv
= m ~= m--^
= m,f
,

J?

dt

air

if

^
dt
dv

dh

-57

-33
air

at

From the equations it appears that the force F is the product of tht
m by a vector f which is the rate of change of the velocity regarded

nass

* la.
applications, it is usual to denote vectors by heavy type
udep of those var.tors by corresponding italic letters.

and

to

denote the magbi-

fused with the rate 01 change dv/dt or d*s/ar ol the speed, or magnitude
of the velocity. The components /.,., /,,, fz of the acceleration along the
axes are the projections of f along the directions i, j, k and may be

Then by the laws

written as f -i, f .j, f -k.

of differentiation it follows

that

and

Hence

fz

it is

v"

"

d?'

seen that the components of the acceleration are the acceler-

are the components of the force,


ations of the components. If X, Y,
thb equations of motion in rectangular coordinates are

Instead of resolving the acceleration, force, and displacement along


it may be convenient to resolve them along the tangent and

the axes,

normal to the curve.


the

The

v may be written

velocity

magnitude of the velocity and t

curve.

Then

is

the radius of curvature

dv

'-S'+s-.

and n

as vt,

where v

is

a unit vector tangent to the


dt

^ = ^^ = Cu =

But

where

is

is

'
^
(53)

n,

a unit normal.

/-

Hence

/.-s-

seen that the component of the acceleration along the


tangent is d?s/dt?, or the rate of change of the velocity regarded as a
z
number, and the component normal to the curve is v /R. If T and
are the components of the force along the tangent and normal to the
It therefore is

curve of motion, the equations are

T = mf

d?s

m-^,

v*
N = mf = m~n

noteworthy that the force must lie in the osculating plane.


If r and r
Ar are two positions of the radius vector, the area of

It is

the sector included

by them

is

(except for infinitesimals of higher order)

>r

me

areai velocity, is tnereiore

dA =
~

im

Ar

di

._

irx- = ^rx-=^rxv.
,

(54)

Che projections of the areal velocities on the coordinate planes, which


ire the same as the areal velocities of the
projection of the motion on

hose planes, are (Ex. 11 below)

I/ d%

dx

1 /

di/\

If

d%\

dx

dii

F acting on the mass m passes through the origin, then


along the same direction and rxF = 0. The equation of
then be integrated at sight.

If the force

and
action

lie

may

= F,
m dv
dt
rx

dv-

dt
t is

d
dt

wrx

dv
dt

(rxv)
^
J

_,
= rxF
= A0,

= 0,

= const.
,

rxv

seen that in this case the rate of description of area is a constant


which means that the rate is not only constant in magnitude

ector,
>ut is

must lie
constant in direction, that is, the path of the particle
through the origin. When the force passes through a fixed
as in this case, the force is said to be central. Therefore when a

n a plane
ioint,

larticle

moves under the action of a central

force,

the motion takes place

plane passing through the center and the rate of description of


reas, or the areal velocity, is constant.
n a

80. If there are several particles, say


motion. These equations

'hen

w r2 +
2

n,

in motion, each has

----1-

m^n =

(m^

+ m2

H----

+ mn

m + m2 +
l

its

own

equation

may be combined by addition and subsequent reduction.

'

'

'

+ mn

=P +F +

Sm
.

P.

= -M"

1 (J

l/IJUC

mass or center of gravity of the particles (Ex. 5, p. 168). The result (55) states, on
comparison with (51), that the center of gravity of the n masses moves as if all the
were concentrated at it and all the forces applied there.
mass
The force F; acting on the ith mass may be wholly or partly due to attractions,
on that mass by one or more of the
repulsions, pressures, or other actions exerted

other masses of the system of


F;

n
P,

particles.

+ Fa +

In fact

let

F,- 2

be written as

F, n ,

is the force exerted on m; by ro,- and F; is the force due to some agency
n masses which form the system. Now by Newton's Third Law,
one
when
particle acts upon a second, the second reacts upon the first with a
force which is equal in magnitude and opposite in direction. Hence to F# above
there will correspond a force F,-,- =
Fy exerted by m,- on rrij. In the sum SF all
these equal and opposite actions and reactions will drop out and SF t may be replaced by SPio, the sum of the external forces. Hence the important theorem that
The motion of the center of mass of a set of particles is as if all the mass were concen-

where Fy

external to the

.-

and all the external forces were applied there (the internal forces, that is,
the forces of mutual action and reaction between the particles being entirely
trated there

neglected).

The moment of a force about a given point is defined as the product of the force
by the perpendicular distance of the force from the point. If r is the vector from
the point as origin to any point in the line of the force, the moment is therefore
rxF when considered as a vector quantity, and is perpendicular to the plane of the
line of the force and the origin. The equations of n moving masses may now be
rn
combined in a different way and reduced. Multiply the equations by rt r2
and add. Then
,

m^x
or

jn t

-II
at

+m

r 2 x _!*
at

...+

- r^ + m - r 2 xv2 +
dt
2

at

or
at

(m-^xvj^

=r
m^x -~
at

xF 1

+ WH - rn xyn =

+ m2 r,xv2

r2 xF 2

r^ +

r 2 xF2

+ m^xy^) =

SrxF.

etc

-\

rn xFn

rn xFn

(56)

This equation shows that if the areal velocities of the different masses are multiplied
by those masses, and all added together, the derivative of the sum obtained is equal
to the moment of all the forces about the origin, the moments of the different forces
being added as vector quantities.
This result may be simplified and put in a different form. Consider again the
resolution of F; into the sum F;o + Fa -4+ Ft n and in particular consider the
action Fy- and the reaction F/ t =
Fy between two particles. Let it be assumed
-

that the action and reaction are not only equal and opposite, but lie along the line
connecting the two particles. Then the perpendicular distances from the origin to
the action and reaction are equal and the moments of the action and reaction are
equal and opposite, and may be dropped from the sum Sr;xF;, which then reduces
On the other hand a term like mjr;xvj may be written as r;x(mYi). This

to SrfxFio-

is formed from, the momentum in exactly the same way that the moment
formed from the force, and it is called the moment of momentum. Hence the
equation (56) becomes

product
is

inomenb

iwjia.1

ui

= momeub m

muinenmiiij

dt

external xorces.

The rate of change of the moment of


Hence the result that, as vector quantities
nomentum of a system of particles is equal to the moment of the external forces (the
forces between the masses being entirely neglected under the assumption that action
:

uid reaction lie along the line connecting the masses)

EXERCISES
1.

Apply the

a) d (uv)

definition of differentiation to prove

u.cZv

v.du,

= du.(vxw)

d [u-(vxw)]

(j8)

u(dvxw) +

-f

u-(vxciw)

under the assumption that vectors denoted by early letters


alphabet are constant and those designated by the later letters are variable

;he

3.

Apply

(a)

ux(vxw),

(/3)

acosi+bsinZ,

(8\

ux

(e)

u./^x^V
\

(Ly

GL

(LjT

(7)

(uu)u,

<f)

c(a.u).

of

2. Differentiate

show

the rules for change of variable to

iccents denote differentiation witli respect to x.

d2 i
that

In case r

t's"

t"s'

= xi +

2/j

where

show

that

L/A/C^C takes the usual form for the radius of curvature of a plane curve.

The equation

of the helix is r

ihow that the radius of curvature

= ia cos +
<#>

is

(a

&

sin

</>

with

= Va2 +

1>

Z
tf> ;

)/a.

It is o/(a z

* 2 )-

5.

Find the torsion of the

6.

Change the variable from s to some other variable

helix.

+ ki>0

in the formula for torsion.

In the following cases find the gradient either by applying the formula -which
iontains the partial derivatives, or by using the relation di>VF = dF, or both
7.

(a) r.r

= x2 +

(5) log (a
8.

y2

y*)

z2 ,

(ft

logr,

= log [r.r - (k.r) 2 ],

(7) r

()

Prove these laws of operation with the symbol V


(

a ) V(F + Q) =

VF +

VG,

(0)

G*V(F/G)

= VM,

(rxa).(rxb).

= GVF- FVG.

are polar coordinates in a plane and r l is a unit vector along the radius
to the
nd</>/dt where n is a unit vector perpendicular
rector, show that dr t /ii
nr twice and separate the result into components
adius. Thus differentiate r
9. If r,

<j>

ilong the radius

vector and perpendicular to

10. Prove conversely to the text that


the force must be central, that

lonstant,

11. Note that rxvi, rxvj,

he planes

a;

0,

0, z

= 0.

rxvk

if
is,

it

so that

the vector rate of description of area

rxF

is

= 0.

are the projections of the areal velocities upon


(54') of the tex>

Hence derive

DIFFEEENTIAL CALCULUS

178
Show

that the Cartesian expressions for the magnitude of the velocity and
of the acceleration and for the rate of change of the speed dv/dt are

12.

Vx' 2

2
2/'

+ z' 2

where accents denote differentiation with respect to the time.


13. Suppose that a body

= dQ/dt.

angular velocity

which is rigid is rotating about an axis with the


Represent the angular velocity by a vector a drawn

along the axis and of magnitude equal to


in space is v = axr, where r is the vector

Show

that the velocity of any point

drawn to that point from any point of


the axis as origin. Show that the acceleration of the point determined byr is in a
plane through the point and perpendicular to the axis, and that the components are
ax (axr)

(a.r)a

w 2 r toward the

under the assumption that the axis

(da/d)xr perpendicular to the axis,

axis,

of rotation is invariable.

14. Let r denote the center of gravity of a system of particles and r- denote the
drawn from the center of gravity to the ith particle so that r; f + r/ and

vector
v,

v/.

The

kinetic energy of the


-

Sum up

itli

particle

i-wif

(v

is

by

v/).(v

definition

+ v ').
t

particles and simplify by using the fact "Smf^


0, which is
the assumption that the origin for the vectors r/ is at the center of gravity.

for

all

due to
Hence

prove the important theorem The total kinetic, energy of a system is equal to the
kinetic energy which the total mass would have if moving with the center of gravity
:

plus the energy computed


that is,

from

the

motion relative to the center of gravity as origin,

15. Consider a rigid body moving in a plane, which may be taken as the xy~
plane. Let any point r ol the body be marked and other points be denoted relait by r'. The motion of any point r' is compounded from the motion of r

tive to

In fact the
and from the angular velocity a = kw of the body about the point r
v of any point is v = V + axr'. Show that the velocity of the point denoted
by r' = kxv /<o is zero. This point is known as the instantaneous center of rotation
39). Show that the coordinates of the instantaneous center referred to axes at
(
.

velocity

the origin of the vectors r are

u
16. If several forces

the resultant and the

F x F2

sum

in the line of the force

Sr^xF,-,

F,-, is

at

Fn

act on a body, the

R = SP

is

called

drawn from an origin


to a point
resultant moment about 0. Show that the

where

called the

at

sum

r,-

is

PAET

DIFFERENTIAL EQUATIONS

II.

CHAPTER

VII

GENERAL INTRODUCTION TO DIFFERENTIAL EQUATIONS


Some geometric problems. The

81.

application of the differential

plane curves has given a means of determining some


eometric properties of the curves. For instance, the length of the
abnormal of a curve ( 7) is ydy/dx, which in the case of the parabola
to

alculus

= kpx

is

2p, that

is,

the subnormal

is

Suppose now

constant.

it

ere desired conversely to find all curves for which the subnormal is
given constant m. The statement of this problem is evidently con-

idned in the equation

v
Lgain,
D

be

dy
,

///v
Ctw

=m

or

yy

=m

or

ydy

= max.
7

2
the radius of curvature of the lemniscate r2 == a cos 2

R=

idius.

/3

r,

that

If conversely

is,

it

<

is

found

the radius of curvature varies inversely as the


were desired to find all curves for which the

adius of curvature varies inversely as the radius of the curve, the statelent of the problem would be the equation

/dr\

r + U)
cf'r

here k

is

"]2

,/dr\'

a constant called a factor of proportionality.*

Equations like these are unlike ordinary algebraic equations because,


addition to the variables x, y or

r,

<$>

and certain constants

or

7c,

ley contain also derivatives, as dy/dx or dr/d<f> and d^r/dtf, of one of


le variables with respect to the other. An equation which contains
*

in geometry, mechanics, and physics are stated in. terms of variaFor purposes of analysis the statement a; varies as y, or a; oc y, is written as x = ky,
a constant k called a factor of proportionality to convert the variation into
i equation. la like manner the statement x varies inversely as y, or * <* 1/y, becomes
= k/y, and x varies jointly with y and z becomes a = kyz.

Many problems

on.

itroducing

179

DIFFERENTIAL EQUATIONS

180
derivatives

equation

is

called a differential equation. The order of the differential


the order of the highest derivative it contains. The equa-

is

differentions above are respectively of the first and second orders.


1
tial equation of the first order may be symbolized as
(a;, y, y }
0,

<

0.
function y
y")
f(x)
given explicitly or defined implicitly by the relation F(x, y)= Q is
said to be a solution of a given differential equation if the equation is

and one of the second order

as

y, y',

i>(a;,

true for all values of the independent variable x when the expressions
for y and its derivatives are substituted in the equation.

Thus

to

show that (no matter what the value


4 ay

- x* +

2 a2 log

of
x,

is)

the relation

gives a solution of the differential equation of the second order

it is

merely necessary to form the derivatives

dx

x2

dx*

and substitute them in the given equation together with y

is

clearly satisfied for all values of x.

for y

is

To

to see that

It appears therefore that the given relation

a solution of the given equation.

integrate or solve a differential equation is to find all the functions

which

satisfy the equation. Geometrically speaking, it is to find all the


curves which have the property expressed by the equation. In mechanics it is to find all possible motions arising from the given forces. The

method

of integrating or solving
of the solver.

upon the ingenuity

a differential equation depends largely


In many cases, however, some method

For instance

immediately obvious.

be possible to separate the


multiplied by a function of y
alone and dx by a function of x alone, as in the equation
is

variables, so that the differential

4>

(y)

dy

A (*) dx,

dy

then

if it

is

$(y')dy

=
j

tj/

(x}

dx

-f

will clearly be the integral or solution of the differential


equation.

As an example,

let

the curves of constant subnormal be determined.

ydy

= mdx

and

yz

= 2 mx +

G.

Here

(1)

curve

whose subnormal was

and which passed through the

origin, it

would

2
2 raz + C to ascertain
nerely be necessary to substitute (0, 0) in the equation y
what particular value must be assigned to C in order that the curve pass through
(0, 0).

The value

is

C=

0.

Another example might be to determine the curves for which the

As

varies as the abscissa of the point of tangency.

5-intercept is

ydx/dy, the statement


fix,

kx

the expression

(1

fc)

^=

or

7)

for the

.,

,.

(1

k)

k) log

dy

and

(1

y
[f

a;-intercept

dx

dy
Hence

is

log x

C.

may be changed to another form by using each side of


equality as an exponent with the base e. Then

desired, this expression

She

eO-AOlosp

glogx

C'

or

e Cx

yl-i:

C?'

an arbitrary constant, the constant C' = e c is also arbitrary and the solution
~
nay simply be written as y l k = Cx, where the accent has been omitted from the
constant. It' it were desired to pick out that particular curve which passed through
,he point (1, 1), it would merely be necessary to determine C from the equation
As

is

li-*

As a

third

letermined.

=(71,

The

or

1.

y'

fhe variables are therefore separable

dx

C=

let the

y'

and hence

curves whose tangent i.s constant and equal to a bo


2
length of the tangent is y Vl + y" /i/ and hence the equation is

example

(ft

tfi

dy

and

4-

and the

C=

results are

Va
/

y2

ft

a log

4"

be desired that the tangent at the origin be vertical so that the curve passes
"
"
;hrough (0, a), the constant C is 0. The curve is the tractrix or curve of pursuit
is described by a calf
dragged at the end of a rope by a person walking along
[f it

straight line.

82.

Problems which involve the radius of curvature

will lead to differ-

equations of the second order. The method of solving such


aroblems is to reduce the equation, if possible, to one of the first order.
For the second derivative may be written as
ential

--dx

dy

the expression for the radius of curvature. If it be given that the


radius of curvature is of the form f(x) <j> (?/') or f(y) <j> (?/'),

is

(3)
IJ

~dx

dy

and y' are immediately separable, and an


integration may be performed. This will lead to an equation of the
and if the variables are again separable, the solution may
first order
be completed by the methods of the above examples.
the variables x and y' or y

In the

place consider curves

first

whose radius

of curvature

and

constant.

is

'

Then

~C

dx

where the constant


ience. The equation
with the results

been written as
C/a for future convenbe solved for y' and the variables become separated

of integration has

may now
x

-C

Va2 - (x - C) 2
2
2
y - C' = - Va - (x ~ C)

Hence

or

dy

or

(x

(x

C)'-

Va2 - (x -

C)

(y

dx.

C)

C')

a2

curves, as should be anticipated, are circles of radius a and with any arbitrary point (C, C') as center. It should be noted that, as the solution has required

The

two successive integrations, there are two arbitrary constants

C and

C' of integra-

tion in the result.

As a second example consider the curves whose radius of curvature is double


the normal. As the length of the normal is y Vl + ?/' 2 the equation becomes
,

dy

where the double sign has been introduced when the radical

is removed by cancelnecessary for before the cancellation the signs were ambiguous
no reason to assume that the ambiguity disappears. In fact, if the
curve is concave up, the second derivative is positive and the radius of curvature
is reckoned as positive, whereas the normal is positive or negative
according as
the curve is above or below the axis of x similarly, if the curve is concave down.
Let the negative sign be chosen. This corresponds to a curve above the axis and.
concave down or below the axis and concave up, that is, the normal and the radius
of curvature have the same direction. Then

lation.

This

and there

is

is

- = -ri
y

and

+ y*

where the constant has been given the form log 2 C for convenience. This exprsssinn mn.v VIP. t.lirnwn int.n n.lfTf>hvnir>. fnnn tiv pYnnnfint.iat.irm enlvr-rl fnr 11' a-nrl t.hnn

The curves are cycloids of which the generating circle has an arbitrary radius C
Ik-rrC. If the posiand of which the cusps are upon the x-axis at the points 0'
tive sign had been taken in the equation, the curves would have been entirely
different
see Ex. 6 (a).
;

The number of arbitrary constants of

integration which enter into

the solution of a differential equation depends on the number of integrations which are performed and is equal to the order of the equation,

This results in giving a family of curves, dependent on one or more


parameters, as the solution of the equation. To pick out any particular
member of the family, additional conditions must be given. Thus, if
there

is

to pass

only one constant of integration, the curve may be required


if there are two constants, the curve

through a given point

may be required

and have

to pass through a given point

at that point, or to

conditions are called initial conditions.

a given slope

These additional

pass through two given points.

In mechanics the

initial condi-

very important for the point reached by a particle describing


a curve under the action of assigned forces depends not only on the
forces, but on the point at which the particle started and the velocity
tions are

with which

it started.

In

all cases

the distinction between the constants

of integration and the given constants of the problem (in the foregoing
examples, the distinction between C, C' and m, Jc, a) should be kept

dearly in

mind
EXERCISES

1.

Verify the solutions of the differential equations

y + x + xy' = 0,
2x= C&<- C-ierv,
y = C logx + C u

(a)

xy+^x2 =C,

(7)

(l+x

(e)

y"

(i?)

V" -y = x*,y =

2.

)?/'

=l,

+ y'/x =

0,

Ce*

er

(/3)

(8)
(f)

Wc^ cos

s
= 1, xy'+ y +x*y*e*= 0,
(3 &=+ C)
+ xy' = X*?/ 2 *V = C2 + C,
= Ce* + C e* L y" + 2 y = 3 y',

x*y

y
y

- x2

+ C2 sin

Determine the curves which have the following properties:


The subtangent is constant y = Ce*. If through (2, 2), y - 2" ea=- 2
The right triangle formed by the tangent, subtangent, and ordinate has the
1

(a)
(|3)

= 0. Show that

the curve passes

the hyperbolas xy + Cy + k
2.
and the given k is
is
(1, 2) and (2, 1), the arbitrary constant C
2
2
2
The normal is constant in length the circles (x
C) + y = k
The normal varies as the square of the ordinate catenaries fc7/=cosh k(x

constant area fc/2

if

through
(7)
(5)

C).

0.
particular the curve is perpendicular to the y-axis, C
(e ) The area of the right triangle formed by the tangent, normal,
2
2
k.
to
the
the
circles
y
inversely proportional
slope
C)
(x

If in

and x-axis

is

3.

Determine the curves which have the following properties:


between the radius vector and tangent is constant; spirals

(a) The angle


Ce**.

The angle between the radius vector and tangent is half that between the
(j3)
cos 0).
radius and initial line cardioids r = (7(1
k.
from the pole to a tangent is constant r cos ($
C)
(y) The perpendicular
radius vector and to the initial lino ;
to
the
inclined
(5) The tangent is equally
;

cos <).
the two sets of parabolas r = C/(l
to the normal and to the initial line
(e) The radius is equally inclined

or lines r cos

cos

circles

C.

is proportional to the area A, where in rectangular


the area under the curve and in polar coordinates it is the area
included by the curve and the radius vectors. From the equation ds = dA show
that the curves which satisfy the condition are catenaries for rectangular coordi-

4.

The

arc 3 of a curve

coordinates

is

nates and lines for polar coordinates.


5.

Determine the curves for which the radius

curvature

of

directed parabolas (x
(a) is twice the normal and oppositely
circles (x
to the normal and in same direction
((3) is equal
;

C)~

C)

in opposite direction
catenaries.
(7) is equal to the normal and
z
C 2 (x + C') 2
(8) varies as the cube of the normal conies kCy
catenaries.
e ) projected on the x-axis equals the abscissa
(

= C'(2y
+ y2 =

C')

C' 2

= k.

f ) projected on the x-axis


projected on the x-axis

(17)

(0)

is

is

the negative of the abscissa

is

twice the abscissa.

circles.

proportional to the slope of the tangent or of the normal.

Problems in mechanics and physics. In many physical problems


the statement involves an equation between the rate of change of some
quantity and the value of that quantity. In this way the solution of
83.

made

depend on the integration of a differential equaIf x denotes any quantity, the rate of increase
in x is dx/dt and the rate of decrease in x is
dx/dt and consequently
when the rate of change of x is a function of x, the variables are
immediately separated and the integration may be performed. The
constant of integration has to be determined from the initial conditions
the problem

is

to

tion of the first order.

the constants inherent in the problem may be given in advance or their


values may be determined by comparing x and t at some subsequent
time.

The

exercises

offered

below

will

exemplify the treatment of

such problems.

In other physical problems the statement of the question as a differis not so direct and is carried out by an examination of
the problem with a view to stating a relation between the increments
or differentials of the dependent and independent variables, as in some
geometric relations already discussed ( 40), and in the problem of the
ential equation

equations of the curve of equilibrium of a flexible string or


Let p be the density of the chain so that pAs is the mass of
the length As ; let
and Y be the components
ential

chain.

of the force (estimated per unit mass) acting on


the elements of the chain. Let
denote the

and T the

tension in the chain,


the element of chain.

inclination of

From

the figure it then


appears that the components of all the forces
acting on As are

= 0,
=

T COS T + Xp&s
(T + AT ) COS (T + AT)
T sin T + Yp&s
(T + AT) sin (T + AT)
for these must be zero if the element is to be in a
librium. The equations may be written in the form
7

A (T cos
and

Xp&s

T) -f

= 0,

A ( T sin T) +

position of equi-

T/oAs

now

be divided by As and if As be allowed to approach


they
the result is the two equations of equilibrium

if

zero,

A/ r \+ X = Q
ds\dsj

'

ds

(T
\

ds

where cos T and sin T are replaced by their values dx/ds and dy/ds.
If

the string is acted on only by forces parallel to a given direction, let the
will be zero
be taken as parallel to that direction. Then the component

y-axis

and the

first

equation

may

be integrated. The result


'

ds \

is

'

dx

ds

ds)

T may

be substituted in the second equation. There


a differential equation of the second order
This value of

II;

-I*

U _L

\t

ttr

\J

thus obtained

V"
(4f)

VfT

ds

is

equation can be integrated, the form of the curve


equilibrium may be found.
Another problem of a different nature in strings is to
consider the variation of the tension in a rope wound around
a cylinder without overlapping. The forces acting on the
element As of the rope are the tensions T and T + AT, the

If this

of

normal pressure or reaction

which

B of

ZMrA!

the cylinder, and the force

proportional to the pressure. It will


be assumed that the normal reaction lies in the angle A0 and that the coefficient
of friction is n so that the force of friction is p,R. The components along the radiua
of friction

is

and along the tangent are

+ AT) sin A</> E cos (0A0)


+ AT) cos A0 + R sin (0A0)

(T
(T

Now
mind

discard

all

pR

sin (0A0)

< < 1,

0,

T=

/*# cos (0A0)

0.

infinitesimals except those of the first order. It must be


R is the reaction on the infinitesimal arc As and

that the pressure

itself infinitesimal.

R cos 0A0,

The

substitutions are therefore

R sin #A<, and T + dT for (T


two simple equations

for

fore reduce to

Td<j>-R
from which the unknown

R may

+ AT)

dr-/iR =

Q,

borne in
hence is

for
for (T + AT) sin A0,
cos A0. The equations there-

Td<f>

0,

be eliminated with the result

T=

or

CeM>

T=

or

TeN>,

is 0. The tension therefore runs ap exponentially


where T is the tension when
and affords ample explanation of why a man, by winding a rope about a post, can
readily hold a ship or other object exerting a great force at the other end of the

rope.
tons,

If
if

fj.

the

is

1/3, three turns

man

84. If a constant
of a force
states the

about the post will hold a force 535

or over

2fi

exerts a force of a hundredweight.

mass

m is

moving along a

F acting along the line, Newton's


problem of the motion as the

mf=F

line

Second

under the influence

Law of Motion (p.

13)

differential equation
(P"r

or

m^f-^F

(5)

(AJ\J

and

therefore appears that the complete solution


of a problem in rectilinear motion requires the integration of this equation. The acceleration may be written as
of the second order

it

dv dx

dv

dv

and hence the equation of motion takes either of the forms


dv
=F
m-

or

dv
= 7,
m,-

/KI
(5')
.

now appears

that there are several cases in which the first integration


be performed. For if the force is a function of the velocity or of
the time or a product of two such functions, the variables are separated
It

may

in the first

form of the equation

whereas

if

the force

is

a function of

the velocity or of the coordinate x or a product of two such functions,


the variables are separated in the second form of the equation.

When the first integration is performed according to either of these


methods, there will arise an equation between the velocity and either
t or the coordinate x.
In this equation will be contained a

the time

constant of integration which

may

be determined by the

initial

condi-

equation and express the velocity as a function of the time


the case may be, and integrate a second time.
The carrying through in practice of this sketch of the work will be
to solve the
t

or of the position x, as

two examples.

exemplified in the following

is projected vertically upward with the velocity V.


Suppose a particle of mass
Solve the pi obi em of the motion under the assumption that the resistance of the
air varies as the velocity of the particle. Let the distance be measured vertically

the force of gravity which is


upward. The forces acting on the particle are two,
the weight
mg, and the resistance of the air which is kv. Both these forces
are negative because they are directed toward diminishing values of x. Hence

f
mf =

i
kv

mg

m dv =

or

mg

kv,

dt

foi'm of the equation of motion has been chosen, although in


case the second form would be equally available. Then integrate.

where the

first

dv

--dt

and

k
g

As by

-|

g(g

+-v\ = -

t+

this>

0.

the initial conditions v

= V when t

0,

"

hence

the constant

is

found from

k_

'='

m
is

the relation between v

and

found by substituting the vahie of

(7.

The

solution

for v gives
v

dx
dt

fm

= l-g + V)e
\k
I

m [m
x = -- (-g + V }e
,_\

Hence

k\k

If the particle starts

Hence the
lem

is

--

from the

origin

m
--g.
k

--m gt+C.

= 0,

_,

the constant

is

found

to

be

position of the particle is expressed in terms of the time and the probIf it be desired to find the time which elapses before the particle

solved.

comes to

rest

and

starts to

drop back,

it is

merely necessary to substitute v

in

T;
the relation connecting the velocity and the time, and solve for the time t
and if this value of t be substituted in the expression or , the total distance

covered in the ascent will be found.

mg

The

results are

\k/ [m

at the

end of an elastic

mg

a particle vibrating up and down


string held in the field of gravitj. Bv; Hooke's Law for

As a second example consider the motion

of

= fcAJ. Let I be the length of the string,


the string over its natural length, that is,
A i the extension of the string just sufficient to hold the weight
mg at rest BO
= mg, and let x measured downward be the additional extension of the
that

k\l

of gravity mg is positive and the


string at any instant of the motion. The force
force of elasticity
x) is negative. The second form of the equation of
fc(A Z

motion

is

to be chosen.

mv
dx

= mg

Hence

k (AJ

Then

mv

or

x)

rnvdv

since

fee,

dx

kxdx

mv z

or

fcx

mg = k

C.

Suppose that x = a is the amplitude of the motion, so that when x = a the velocity
and the particle stops and starts back. Then C = ka?. Hence
W =
dx

dt

sin- 1

and

Now

let

lie

-\/

\m

-^ -\/ i-f C
a
\m

0.

is

the particle passes through

satisfies

The motion is
periodic. While t changes by
tion. The time T = 2 TT Vm/fc
example

when

the equation = a sin C and may be. taken


therefore given by the equation x = a sin -Vk/mt and

Then C

zero.

as
is

Vm/ifc the particle completes an entire oscillacalled the periodic time. The motion considered

TT

is

characterized

tional to the displacement

Motion

or

the time be measured from the instant

the position x

in this

/ 2
Va

by the

fact that the total force

from a certain

of this sort is called simple

origin

and

is

fcx is

propor-

directed toward the origin.

harmonic motion (briefly

S.

H. M.) and

is

of

great importance in mechanics and physics.

EXERCISES
The sum of $100 is put at interest at 4 per cent per annum under the condition
that the interest shall be compounded at each instant. Show that the sum will
amount to $200 in 17 yr. 4 mo., and to $1000 in 57 j yr.
1.

2. Given that the rate of decomposition of an amount x of a given substance is


proportional to the amount of the substance remaining undecomposed. Solve the
problem of the decomposition and determine the constant of integration and the

physical constant of proportionality


t

= 40 min.

Ans. k

if

5.11

when

and x

1.48

when

.0309.

3. A substance is undergoing transformation into another at a rate which is


assumed to be proportional to the amount of the substance still remaining untransformed. If that amount is 35.6 when t = 1 hr. and 13.8 when t = 4 hr., determine
the amount at the start when t =
and the constant of proportionality and find

how many

hours will elapse before only one-thousandth of the original amount

will remain.

A of a radioactive deposit is proportional to its rate of


found to decrease to J its initial value in 4 days, show that A

4. If the activity

diminution and
satisfies

is

the equation

AJA+

=.

e~

-i ra *

a reaction in
uct (a

wmcu me

supposition that a

veiocny 01 transiormation ax/ ai is proportional to tne proaamounts remaining untransformed. Integrate on the

of the

x)

x) (6

b.
t

Q=a--b)kt;

15 and x

13.69

&-a?
0.2342

0.3879 0.1354
b).

equation of Ex. 5

6. Integrate the

393

if

x)

(b

determine the product k (a

when

and

(a

when

if

= 6,

and determine a and

it

if

9.87

55.

7. If the velocity of a chemical reaction in which three substances are involved


proportional to the continued product of the amounts of the substances remaining,
show that the equation between x and the time is

is

t=Q.
8. Solve

Ex. 7

if

b 5* c

also

when

= 6 = c.

Note the very

different

forms of the solution in the three cases.


9. The rate at which water runs out of a tank through a small pipe issuing
horizontally near the bottom of the tank is proportional to the square root of the
height of the surface of the water above the pipe. If the tank is cylindrical and

half empties in 30 min.,

show that

it

will completely

10. Discuss Ex. 9 in case the tank

were a

empty in about 100 min.

right cone or frustum of a cone.

11. Consider a vertical column of air and assume that the pressure at any level
due to the weight of the air above. Show that p = p e- kh gives the pressure at
any height A, if Boyle's Law that the density of a gas varies as the pressure be used.

is

"Work Ex. 11 under the assumption that the adiabatic law poc/a 1 4 repreatmosphere. Show that in this case the pressure would
become zero at a finite height. (If the proper numerical data are inserted, the
to
be
about
20 miles. The adiabatic law 'seems to correspond
turns
out
height
better to the facts than Boyle's Law.)
-

12.

sents the conditions in the

13. Let I be the natural length of an elastic string, let AJ be the extension, and
assume Hooke's Law that the force is proportional to the extension in the form
AJ = klF. Let the string be held in a vertical position so as to elongate under its

own weight W. Show that the elongation


14.

would have
15.

if

\kWL
of p

an ocean six miles deep


water were incompressible.

Show that the surface


it

is

The density of water under a pressure


of

Show that the equations

atmospheres is p = 1 + 0.00004p.
about 600 ft. below the position

is

of the curve of equilibrium of a string or chain are

,
'

ds\

ds/

ds\

ds

polar coordinates, where R and * are the components of the force along the
radius vector and perpendicular to it.
In

'him of a string if R is the radius of curvature and S and


normal components of the forces.
17.*

Show

that

when

a uniform

between the points under

mass

18. Suppose the

its

dm

own

Show

that the curve

for the

is

two points and hangs do


weight, the curve of equilibrium is the catena]

proportional to the p:
in the field of gravi
essentially the problem of the sha

bridge
is

is

and that the chain hangs

a parabola.

weight of the cables

of the element ds of a chain

jection dx of ds on the x-axis,

of the cables in a .suspension

N are the tangential a

chain is supported at

(This

is

when the roadbed

negligible

compared

is

of

uniform linear

densil

to that of the roadbed.)

19. It is desired to string upon a cord a great many uniform heavy rods
rarying lengths so that when the cord is hung up with the rods dangling from
the rods will be equally spaced along the horizontal and have their lower ends
the same level. Required the shape the cord will take. (It should be noted tl
the shape

must be known before the rods can be cut in the proper lengths to ha
The weight of the cord may be neglected.

as desired.)
20.

masonry arch carries a horizontal roadbed. On the assumption that

and tlie roadbed is of uniform density and that es


element of the arch supports the Aveight of the material above it, lincl the shape
material between the arch

the arch.

21. In equations (4') the integration may be carried through in terms of quad
if pT is a function of y alone ; and similarly in Ex. 1 5 the
integration may
carried through if $
and pR is a function of r alone so that the field is centi
Show that the results of thus carrying through the integration are the formulas
tares

x-+C'=

Cdy
J

=.

0+C'=

a
J V(J>rdV ) -C

Cdr/r
'

J V(J>Bdr)-C

22. A particle falls from rest through the air, which is assumed to offer a resi
ance proportional to the velocity. Solve the problem with the initial conditi<
=
= 0, i = 0. Show that as the particle falls, the velocity does not incre:
u
0,
= mg/lc.
indefinitely, but approaches a definite limit

23. Solve Ex. 22 with the initial conditions v


greater than the limiting velocity F.

24.

A particle rises through

the square of the velocity.

the

Show

air,

=u

= 0,

0,

that the particle slows

which

is

assumed to

where

down

resist proportionallj

V=

initial velocity

26.

greater than F,

it

would slow down as in Ex.

Show tl
down w

23.

A particle falls towards a point which attracts it inversely as the square of

distance and directly as

the total time

T taken
t

its

mass. Find the relation between x and

to reach the center.

a
- cos_i2x
2

(4)

directly.

Initial conditions v

a, Vox
/

1-

* Exercises 17-20 should be worked ab initio

not by applying

Solve the motion.

25. Solve the problem analogous to Ex. 24 for a falling particle.


there is a limiting velocity
Vmg/k. If the particle were projected

an

t>

as it fa

;
2
,

T=

?rk

0,

a
_j./
"
- \l
I

and determ

= a, =
t

<

\2/

by the method by which (4) were deriv

(Jo.

Solve Ex. 27 under the assumption that the resistance varies as Vi>.

29.

particle falls

and

distance

Show that x2
30.

iown a

toward a point which

directly as the mass.

a2

and the

ktf/a?

The

attracts inversely as the

initial conditions are

total time of descent is

T=

a, u

cube of the

0, t

0.

cP

cylindrical spar buoy stands vertically in the water. The buoy is pressed
and released. Show that, if the resistance of the water and air be

little

motion

neglected, the

is

simple harmonic. Integrate and determine the constants


= 0, v = F", t = 0, where x measures the displacement

from the initial conditions x

from the position of equilibrium.

31.
particle slides down a rough inclined plane. Determine the motion. Note
the force of gravity only the component mg sin i acts down the plane,
whereas the component mg cos i acts perpendicularly to the plane and develops the
force p.mg cos i of friction.
Here i is the inclination of the plane and /* is the
that uf

inefficient of friction.

32.

bead

is

jycloid (vertex

free to

down)

move upon a Motionless wire in the form of an inverted


Show that the component of the weight along the tangent

proportional to the distance of the particle from the vertex. Hence


letermine the motion as simple harmonic and fix the constants of integration by
the initial conditions that the particle starts from rest at the top of the cycloid.
to

the cycloid

Two equal weights are hanging at the end of an elastic string.


Determine completely the motion of the particle remaining.

33.
rff.

34.

i
)f

One drops

One end

rigidly to
[f

is

of an elastic spring (such as is used in a spring balance) is attached


a point on a horizontal table. To the other end a particle is attached.
by the amount

the particle be held at such a point that the spring is elongated

and then released, determine the motion on the assumption that the coefficient
and discuss the possibility of
friction between the particle and the table is p
according as the force of friction is small or large relative to the
;

iifferent cases
force

exerted by the spring.

Lineal element and differential equation. The idea of a curve


made up of the points upon it is familiar. Points, however, have no
extension and therefore must be regarded not as pieces of a curve but
merely as positions on it. Strictly speaking, the pieces of a curve are
85.

is

;he

elements As of arc

but for

many

purposes

it is

convenient to

re-

the complicated element As by a piece of the tangent to the curve


some point of the arc As, and from this point of view a curve is made

place
it

jp of
is

an

infinite

number

of infinitesimal elements tangent to

analogous to the point of view by which a curve

is

it.

This

regarded as made

with an infinitesimal portion of the tangent


point on a curve taken
a lineal element of the curve. These

to the curve at that point is called

concepts and definitions are clearly equally available in two or three


dimensions. For the present the curves under discussion will be plane curves and the lineal elements
will therefore all lie in a plane.

To specify any particular lineal element three


coordinates x, y, p will be used, of which the two (x, y) determine the
point through which the element passes and of which the third p is
If a curve f(x, y)
be found by differentiation,

the slope of the element.

any point

may

is

given, the slope at

_dy __ 2f Sf
-fa-~dx/dy'
i

<6>

and hence the third coordinate p of the lineal elements of this particular
curve is expressed in terms of the other two. If in place of one curve
the whole family of curves f(x, y) = C, where C is an
f(x, y) =

had been given, the slope p would still be found


therefore appears that the third coordinate of the lineal
elements of such a family of curves is expressible in terms of x and y.
In the more general case where the family of curves is given in the
arbitrary constant,

from

(6),

and

it

= 0, the slope p is found by the same


y, C)
now depends apparently on C in addition to on x and y.
the constant C be eliminated from the two equations

unsolved form F(x,

formula

but

If,

it

ever,

F(x,y, C)

an equation

$ (x,

and

g+

= 0|

how*

(7)

which connects the slope p


of any curve of the family with the coordinates (x,
y) of any point
through which a curve of the family passes and at which the slope of
there will arise

that curve is^?.

Hence

y,

p)

appears that the three coordinates (#, y,p) of


a family are connected by an equation 3> (x, y, p]
of the points of a
0, just as the coordinates (x, y,
)
surface are connected by an equation <& (x, y, z)
0. As the
equation
it

the lineal elements of all the curves of

$(x, yy z)

called the equation of the surface, so the equation


is called the equation of the
family of curves ; it is, howis

*(aj,

y,p}~0

ever,

not the

finite

equation F(x,

y,

C)

but the differential equation

of the family, because it involves the derivative


instead of the parameter C.

p=

dy/dx of y by x

y'

= Cx

The differentiation of the equation


2

y /x
as the differential

The result

2 yp/x,

C,

y /x

C.

second form gives at once

equation of the family.


2 VP

makes

or

in the

or

= 2 xp

In the unsolved form the work

2 2/pz,

is

2 xp.

same in either case. For the family here treated it


which method is followed. As a general rule it is perhaps

of course, the

is,

little difference

best to solve for the constant if the solution is simple and leads to a simple form
of the function /(x, y) ; whereas if the solution is not simple or the form of the
is complicated, it is best to differentiate first because the differentiated
equation may be simpler to solve for the constant than the original equation, or
because the elimination of the constant between the two equations can be conducted advantageously.

function

an equation

<&
connecting the three coordinates of the
(x, y, p)
element be given, the elements which satisfy the equation may
be plotted much as a surface is plotted that is, a pair of values (x, y}

If

lineal

assumed and substituted in the equation, the equation may then


more values of p, and lineal elements with these
values of p may be drawn through the point (x, y). In this manner the

may

"be

be solved for one or

elements through as many points as desired may be found. The detached elements are of interest and significance chiefly from the fact
in fact, into the curves of a

that they can be assembled into curves,

family F(x,

y,

C)

of

which the equation

<

(x, y, p~)

is

the

differ-

the converse of the problem treated above and


for its
requires the integration of the differential equation $ (x, y, p}
solution. In some simple cases the assembling may be accomplished

This

ential equation.

is

intuitively from the geometric properties implied in the equation, in


other cases it follows from the integration of the equation by analytic

means, in other cases

it

can be done only approximately and by methods

of computation.

As an example

of intuitively assembling the lineal

$ (x,
The quantity

Vr2

y/ Vr

* (*>

rz

or

elements into curves, take

p=

be interpreted as one leg of a right triangle of which


r the hypotenuse. The slope of the hypotenuse is then
y according to the position of the figure, and the differential equation

y is the other leg


2

2
y, p) = y*p +

y*

may

and

states that the coordinate p of the lineal element which satisfies it


Vt P)
the negative reciprocal of this slope. Hence the lineal element is perpendicular
to the hypotenuse. It therefore appears that the lineal elements are tangent to circles of radius r described about points of the x-axis. The equation of these circles is

is

The

correctness or this integral

be cnecKea by direct integration.

may

ydy

dx

or

or

86. In geometric problems which relate the slope of the tangent o


curve to other lines in the figure, it is clear that not the tangent
the lineal element is the vital thing. Among such problems that of

orthogonal trajectories (or trajectories under any angle) of a given fam


of curves is of especial importance. If two families of curves are

which any curve

related that the angle at

of one of the families c

any curve of the other family is a right angle, then the curves of eitl
family are said to be the orthogonal trajectories of the curves of

other family. Hence at any point (x, y) at which two curves belong:
to the different families intersect, there are two lineal elements, <

belonging to each curve, which are perpendicular. As the slopes of t


perpendicular lines are the negative reciprocals of each other, it folk
that

the coordinates of one lineal element are

if

of the other are (x, y,

ment

(x, y,

1/p)

and

p) satisfy the equation

orthogonal lineal element

must

if

<&

(x,

y,p) the coordina

the coordinates of the lineal

=
(x, y, p)

satisfy

<&

0,

= 0.
1/jt?)

(x, y,

<

'

the coordinates of

Theref

the rule for finding the orthogonal trajectories of the curves F(x, y,
C)
is to find first the
differential equation 3> (x, y,p}'=
of the family,

til

to replace p by
1/p to find the differential equation of the orthogofamily, and finally to integrate this equation to find the family. It n
be noted that if F(%)
X (x, y) iY(x, y) is a function ofz x +
C and Y(x, y)
are orthogonal.
(
(x, y)
73), the families

As

the differential equation of the given family,

is

integrate

=K

a problem in orthogonal trajectories find the trajectories of the semicub


3
(x
y2 The differential equation of this family is found as
C)

parabolas

This

B.eplace

p by

1/p

..

= y*

3p

or

+ -_p2/s" =

or

- y s dy
2

= 0,

and

+ -y =

C.

Thus the differential equation and finite equation of the orthogonal family are f ou
The curves look something like parabolas with axis horizontal and vertex tow
the right.

Given a

<f>

(x } y)

differential
;

equation $(x, y, p~)=0 or, in solved foi


the lineal element affords a means for obtaining graphico

and numerically an approximation

to

the solution

which passes

throi

an assigned point

PO (X

O,

2/ ).

For the value p ofp at

this point

may

be

computed from the equation and a lineal element P Pt may be drawn,


the length being taken small. As the lineal element is tangent to the
curve, its end point will not lie upon the curve but will depart from it
by an infinitesimal of higher order. Next the slope
element which satisfies the equation and passes
through Pl may be found and the element P^PZ

may be drawn. This element

pt

of the lineal

will not be tangent

but to a solution lying near


Next the element PZ PS may be drawn,

to the desired solution

that one.

and so on. The broken line

P P P2 P
fl

is
g

clearly

an approximation to the solution and will be a better approximation


the shorter the elements P,-P( + i are taken. If the radius of curvature
of the solution at

the elements

imation

but

not great, the curve will be "bending rapidly and


fairly short in order to get a fair approx-

is

must be taken
if

the radius of curvature

is great,

the elements need not

(This method of approximate graphical solution


indicates a method which is of value in proving by the method of

be taken so small.

limits that the

equation p

= $ (x,

y) actually has a solution

but that

matter will not be treated here.)

+ =

which
x
Let it be required to plot approximately that solution of yp
0. 5, and the area under
passes through (0, 1) and thus to find the ordinate for x
the curve and the length of the curve to this point. Instead of assuming the lengths

of the successive lineal elements, let the

lengths of successive increments SB of


05 be taken as Sx
0.1. At the start

0,

follows that
of

1,

and from p =
x/y it
0. The increment Sy

p =

y acquired in moving along the tanis Sy


pSx = 0. Hence the new

gent

point of departure (x t ,
the new slope is p l

The
ued,

y-,)

is (0.1, 1)

x l /y l

and
0.1.

results of the

work, as it is continbe grouped in the table. Hence it appears that the final ordinate is
0.90. By adding up the trapezoids the area is computed as 0.48, and by find-

may

= VSx + 5y* the length


equation here treated can be integrated.
2

ing the elements 8s

yp

= 0,

ydy

xdx

0,

x2

is

found as

y*

C,

0.51.

Now

the particular

and hence

the solution which passes through (0, 1). The ordinate, area, and length found
from the curve are therefore 0.87, 0.48, 0.52 respectively. The errors in the
approximate results to two places are therefore respectively 3, 0, 2 per cent. If Sx
had been chosen as 0.01 and four daces had been kept in the computations, the
is

EXERCISES
In the following cases eliminate the constant
tion of the family given
1.

G to

find the differential equa-

x2

(a)

(7)

= 2Cj/+ O2

2. Plot the lineal

results

3. Lines

clined to

curves

by

(5)

0,

</S)

Show

= C* + Vl - C2
= z tan (z + C),

asp- V

0,

(7)

1.

r-^

direct integration of the differential equations.

drawn from the points

it.

y
y

elements and intuitively assemble them into the solution

yp

(or)

Check the

(ft

- y2 = Cx,

c, 0)

to the lineal element are equally in^


is that of Ex. 1 (e). What are the

that the differential equation

4. The trapezoidal area under the lineal element equals the sectorial area formed
by joining the origin to the extremities of the element (disregarding infinitesimals
of higher order), (a) Find the differential equation and integrate. (/3) Solve the
same problem where the areas are equal in magnitude but opposite in sign. What

are the curves ?


5.

Find the orthogonal trajectories of the following families. Sketch the


(a) parabolas

2
j/

= Ce**,
+ yz =

(P) exponentials y
2
(7) circles (a;
C)
(5)

6.

z2

Show from

illustrate

- y2

.the

_ c,

answer

Cy 2 = x8

(f)

xl

yf

C*.

that the family is self-orthogonal and


the fact that the lineal element of a parabola makes
with the line drawn to the focus, derive the differ-

to

From

with a sketch.

a2
()

curvet,

Ans. ellipses 2 y? + y 2 = G.
Ans. parabolas kyz + x = C.
Ans. tractrices.

<7x,

Ex.

1 (e)

equal angles with the axis and


ential equation of all coaxial confocal parabolas and show that the family

is self-

orthogonal.
7. If

$(&,

j/,

p)

is

the differential equation of a family,

+ mp

and

**
(*,, 1

show
o

mp

are the differential equations of the family whose curves cut those of the given
What is the difference between these two cases ?
family at tan- 1
-.

8.

Show

that the differential equations

*/

,.

r,

$}
/

and

$ (\

r2

^,
dr

r,

^=
/

define orthogonal families in polar cobrdinates, and write the equation of the family
first of these at the constant angle tan- 1 m.

which cuts the


9

F>nd the orthogonal trajectories of the following families. Sketch.

= xy between (1, 1) and the y-axis. Tane


Find the ordinate, area, and length. Check by integration and

11. Plot the approximate solution of p


Sx

0.2.

comparison.

12. Plot the approximate solution of p


x through (1, 1), taking Sx
0.1 and
its intersection with the x-axis. Find also the area and the

following the curve to


length.

IB. Plot the solution of

with the a-axis. Take 5x

14, Plot the solution of

= Vz 2 +
0.2

p=

and

2-

which

from the point (0, 1) to


and length.

its

intersection

find the area

from the origin into the

starts

first

quad-

the length of the arc). Take Sx = 0.1 and carry the work for five steps
find the final ordinate, the area, and the length. Compare with the true integral.

rant
to

(s is

The higher

87.

derivatives

differential equation

<J>

analytic approximations. Although a


does not determine the relation

y, y'}

(x,

between x and y without the application of some process equivalent to


integration, it does afford a means of computing the higher derivatives

Thus

simply by differentiation.

d$
d$
y
dx^ y ^

d&

a<I>

dx
is

an equation which

and y"

$ (x

may

y,

')

ai"

a/' _1_

_1_

dy

may

n
(I

8y'

be solved for y" as a function of x

therefore be expressed in terms of x and y by


further differentiation gives the equation
0.

?/,

means

of

aa

*
z

oxoy

oxdy

oydy'

6y

...

which

may

be solved for y'" in terms of

x, y, y', y"',

and hence, by the

preceding results, y'" is expressible as a function of x and y and so


on to all the higher derivatives. In this way any property of the inte;

grals of

$ (x,

y, y')

which, like the radius of curvature, is expressimay be found as a function of x and y.

ble in terms of the derivatives,

As the differential equation $ (x, y, y') = defines y and all the


higher derivatives as functions of x, y, it is clear that the values of the
1

derivatives

may be found

Hence

possible to write the series

If this

it is

power

series in

as y

x for values of x near x

y'

x converges,
;

it is

at

y'Q",

it

any given point (x

defines

y as a function

~).

of

indeed the Taylor development of the

= yo 4- y '(x - ^o) + $

y
It

may

2/0

- B )'

-\

be shown that the function y denned by the series actually

satisfies

the differential equation

4>

(x, y, y'}

0,

that

is,

that

for all values of x near X


To prove this accurately, however, is beyond
Q
the scope of the present discussion ; the fact may be taken for granted.
Hence an analytic expansion for the integral of a differential equar
.

been found.

tion has

As an example

of computation with higher derivatives let it be required to determine the radius of curvature of that solution of y' = tan (y/x) which passes through
at (1,
Here the slope 2/(
is tan 1 = 1.657. The second derivative is
(1, 1).
1}
1)1}

dx

From these data

E=

(1

y '*^

y
sec x xy'

y"

The equation
the curve

is

curvature

Hence

and the

is

found

I<

(1

i,

to he

sec

may

1, 1

For

also he found.

8.250 sin

(1

--

tan

of the circle of curvature

concave up.

xx*

dx

the radius of curvature

3.250 cos

3.250.

as

y"^

1) is

^ is positive,

the center of

circle is
(x

1. 735)

- 2.757) = (3.250)
2

(y

2
.

As a second example let four terms of the expansion of that integral of


x tan y' = y which passes through (2, 1) be found. The differential equation may
be solved

then
-

Q -iM
= +tan

dx

_
~
8

d*y

Now

it

(x

(x

x2

dx2

\x/

- 1) y" +

(3
2

(x

- x2

+y

y'

- 2 xyy"* +

2xy

2 2
)

must be noted that the problem is not wholly determinate for yf is multiand any one of the values for tan- 1 \ may be taken as the slope of a
;

ple valued

solution through (2, 1). Suppose that the angle be taken in the first quadrant ; then
tan- 1 J
0.462. Substituting this in y", we find
0.0152 and hence may
y'^ 1;
be found
0.110. The series for y to four terms is therefore
y^'jj

=I+

0.462 (x - 2) - 0.0076 (x - 2) 2 + 0.018 (x - 2).

It may be noted that it is generally simpler not to


express the higher derivatives in
terms of x and y, but to compute each one successively from the preceding ones.

y'

88. Picard has given a method for the


integration of the equation
successive approximations which, although of the highest
<f> (x, y) by

theoretic value

and importance,

is

not particularly suitable to

analytic?

equation

y'

y) be given in solved form, and suppose (XG} T/O ) is


which the solution is to pass. To find the first

*j>(x,

the point through

approximation let y be held constant and equal to

equation y

dy

<j>(x,

).

= <K>

v/

?/

and integrate the

Thus
dx

=y +

<j>(x, T/O)

dx

= //z)

(9)

i/a:

where

it

will be noticed that the constant of integration

has been chosen

through (XQ y ). For the second approximation


y have the value just found, substitute this in (a-, ?/), and integrate

so that the curve passes


let

<

Then

again.

= y, +

*U, y

A-

new

With, this

*(*%) dx

Jx

\_

dx
\

=/&)

9 ')

The

value for y continue as before.

successive deter-

minations of y as a function of x actually converge toward a limiting


function which is a solution of the equation and which passes through
(x0>

It

?/ ).

may

be noted that at each step of the work an integration

The

difficulty of actually performing this integration in


formal practice limits the usefulness of the method in such cases. It is
clear, however, that with an integrating machine such as the integraph
is

required.

the method could be applied as rapidly as the curves


be plotted.

To

see

how

the

<f>

(x, fi(x))

method works, consider the integration of y' = x


For the first approximation y = 1. Then

could

y to find the

integral through (1, 1).

dy

From

=
dy =
dy

In

(x

this value of

[x

\x*

C,

x2

=/i().

y the next approximation may be found, and then


(ix

- i)]dx,

[x +/,(*)] dx,

this case there are

cations of the method.


result of

l)dx,

any number

y
y

still

another

= |cc8 + x2 - \x + | =/,(),
= -&x4 + 8 + } x2

no difficulties which would prevent any number of appliIn fact it is evident that if / is a polynomial in x and y, the
method will be a polynomial in x.

of applications of the

The method of undetermined

coefficients

may

often be employed to

advantage to develop the solution of a differential equation into a


series. The result is of course identical with that obtained by the

and Taylor's series as above;


Let the equation be in the form
y) and assume an integral in the form

application of successive differentiation

the work

<

(x,

is

sometimes shorter.

= y + ai(x -

xo)

+ ai(x - xoY + a>(x - O +


8

4>(x, y)

= A +At(x - x ) + A
9

- x )* + A

(x

(x

)>

..

But by differentiating the assumed form for y we have

'

ftl

+2a

a (a?

two

-x)+3

~x) +4
2

arise

function

and therefore the corresponding

y',

The resulting
i

(x

a>

x for the
must be equal.

different expressions as series in x

Thus there

coefficients

set of equations

= 4)

2a 2

yl
i>

=4

3a,

4a4

2,

yI

(11)

8,

solved successively for the undetermined coefficients a v 2 , ffs


a4
which enter into the assumed expansion. This method is particularly useful when the form of the differential equation is such that

may be

some of the terms

omitted from the assumed expansion (see

may be

Ex. 14).

As an example

in the use of

undetermined

coefficients consider that solution of

the equation y' = Vx 2 + 8y z which passes through (1, 1). The expansion will proceed according to powers of x
1, and for convenience the variable may be clanged
to

1 so that

dy
at

are the equation and the assumed expansion.


y'

To

2 a2t

find the other it is necessary to

^ = V(l +

a
*)

8(1

expression for

4 a4 t8

y' is

into a series in

expand

One

+ 8 a8 t2 +

the expression

+ 0^+03,

had to be done by Maclaurin's series, nothing would be gained over the


method of 87 but in this and many other cases algebraic methods and known
expansions may be applied ( 32). First square y and retain only terms up to the
third power. Hence
If this

Now

let the quantity

under the radical be

y'

Finally raise

called 1

= 2 Vl + h = 2 (1 + \ h

h to the indicated powers and

collect in
t

=8

\h

h and expand so that

-fah

),

powers of

t.

Then

The methods of developing a solution by Taylor's series or by un.


determined coefficients apply equally well to equations of higher order
For example consider an equation of the second order in solved form
y"

<

(x, y,

?/')

and

derivatives

its

"?* + ?*'V^'V
+?
J

Evidently the higher derivatives of y may be obtained in terms of x,


and y itself may be written in the expanded form

y, y'

=
2/0

where any desired values

the curve cuts the line

Moreover the

point;

that they

may

=x

be attributed to the ordinate y at which


to the slope y'Q of the curve at that

and

coefficients y'', y",

are determined in such a

depend on the assumed values of yQ and

y'v

way

It therefore

is

seen that the solution (12) of the differential equation of the second
order really involves two arbitrary constants, and the justification of

it as
is clear.
F(x, y, Cv C 2)
In following out the method of undetermined coefficients a solution
of the equation would be assumed in the form

writing

= y, + 2/o(z ~ *o) +

- x ) +,(*2

>

(x

(x

- xj* +

(13)

and y" would be obtained by differentiation. Then if the


series for y and y' be substituted in y"
$ (x, y, y') and the result
arranged as a series, a second expression for y" is obtained and the
from which

y'

comparison of the coefficients in the two series will afford a set of equations from which the successive coefficients may be found in terms of

y and

These results may clearly be generalized to the


nth order, whereof the solutions
for
will depend on n
arbitrary constants, namely, the values assumed
1 derivatives when x = cc
y and its first n
y'

by

solution.

case of differential equations of the

Find the radii and circles of curvature

1.

tions at the points indicated

(a) ?/

of the solutions of the following

equa-

= Vx + y*
= (5 V 2

at

2.

Find y

3.

Given the equation y y'3

1}

(0)

(0, 1),

2)/4

if

yy' + x =

/ = Vx2 + y

at (z

).

2
.

2
2
of the third degree in y' so
-f x^/y'
2/y' + x =
with different slopes through any ordinary point
Find the radii of curvature of the three solutions through (0, 1).
2

that there will be three solutions


(z, i/).

e 3*

4.

Find three terms in the expansion of the solution of

5.

Find four terms in the expansion of the solution of y=logsin xy about

6.

Expand the

solution of y'

(1,

7.

Expand the

solution of

about

= xy about
y' = tan (y/x)

y'

about

(2, ^).

(\ TT, 1).

to five terms.
(1, 0) to

four terms. Note that

here x should be expanded in terms of y, not y in terms of x.

Expand two

8.

of the solutions of

y'

+ xyy'2

yy'

4-

x2

about

(-- 2,

1)

to four terms.

Obtain four successive approximations to the integral of y'=xy through (1,1).


10. Find four successive approximations to the integral of y' = x + y through
9.

(0,

).

11.
is

Show by

successive approximations that the integral ofy'


= ex,

the well-known

12. Carry the approximations to the solution of y'


far as

= y through (0, y

(0, 1) as
figure with the

x/y through

you can integrate, and plot each approximation on the same

exact integral.
13.

Find by the method of undetermined

coefficients the

number

of terms indi-

cated in the expansions of the solutions of these differential equations about the
points given
(a) y'
(y) y'

= Vx + y, five terms, (0, 1),


= x + y, n terms, (0, # ),

'(j3)

y'

(5) y'

= Vx + y, four terms, (1, 3),


= Vz2 + y2 four terms, (f, J).
,

14. If the solution of an equation is to be expanded about (0, y ) and if the


x and #' into
y' does not alter the equation, the solution is
necessarily symmetric with respect to the y-axis and the expansion may be assumed

change of x into

to contain only even powers of x. It the solution is to be expanded about (0, 0)


and a change of x into
x and y into
y does not alter the equation, the solution

symmetric with respect to the origin and the expansion may be assumed in odd
powers. Obtain the expansions to four terms in the following cases and compare
the labor involved in the method of undetermined coefficients with that -which
is

would be involved in performing the requisite

six or seven differentiations for the

application of Maclaurin's series:


(a)

y' =

(y) y'

15.

(a)

about

Vx2 + y*
= (pv about (0,

Expand
(/3)

/y
-

to

(0, 2),

and including the term x*

y" = y^Jfxy aboxit x =


xy" + ?/ + y = about x

f = sin xy about

(/?)

(S) y'

0),

0,

y
0,

= xs y +

(0, 1),

xy9 about

(0,

0).

y'

y =a

o t (by both methods),


= a (by und. coeffs.).

y'Q

CHAPTER

89. Integration

by separating the variables. If


may be solved for so that

tion of the first order

y'

4>

VIII

a differential equa-

?/'

or

0, y)

M(x,

y)

dx

+ N(x,

y)dy

=Q

(1)

are single valued or where only one spe(where the functions <, M,
cific branch of each function is selected in case the solution leads to

multiple valued functions), the differential equation involves only the


power of the derivative and is said to be of the first degree. If,
are products of
furthermore, it so happens that the functions <, M,
first

functions of x
y'
it is

and functions of y so that the equation

= ^(x)*,(y)

or

clear that the variables

and the integration

is

side of the equation.

considered in Chap.

As an example

and

may

solved.
f

+ x(y*-l)dx = Q

log (y

(2)

then immediately performed by integrating each


It was in this way that the numerous problems

VII were

form

be separated in the manner

consider the equation yy

ydy

(1) takes the

M^M^dx-t- N^N^tfdy = 0,

1)

+ \& = C

+ xy2 = x.

Here

or

J^L + xdx = 0,

or

(y*

- 1)^ =

C.

The second form of the solution is found by taking the exponential


of the first form after multiplying by 2.

of both sides

In some differential equations (1) in which the variables are not


immediately separable as above, the introduction of some change of
variable, whether of the dependent or independent variable or both,

may

lead to a differential equation in which the new variables are sepamay be accomplished. The selection of the
is in general a matter for the exercise of

rated and the integration


proper change of variable

ingenuity

succeeding paragraphs, however, will point out some special

for -which a definite type of substitution


types of equations
to accomplish the separation.

As an example

= Vx2 + y 2 dx, where the

x
consider the equation xdy
ydx
without substitution.

The presence

bles are clearly not separable

The work of finding the

suggests a change to polar coordinates.

= r cos 6,

is

of

Va

solution

is

= r sin 0, dx = cos tidr r sin 0dO, dy = sin Odr + r cos


2
x Vx2 + y'2 dx = r2 COB 0d (r cos 6)
xdy - ydx = r <20,

then

Hence the

differential

and

log tan

equation

r z tW

(f

= r2 cos 6d (r cos 6)

or

sec 0d0

= r cos 6 + C

or

log

JTT)

J.
"Y 0*2 U. 9/2
y

Hence
Another change
x(vdx

be written lu the form

may

which works,

vxdx

COH

d(r cos
-

6),

=x+

C.

t7

(on Hubstitution for 0).

Ce*

of variable

+ xdv) -

"

iy

= x2 Vl +

is

t)

to let

cLc

or du

C,

= vx. Then
= Vl +

the worl

tfdx.

dv

Then

= fa,

--

sinh-iu

= x sinh (x +

C).

This solution turns out to be shorter and the answer


appears in neater forr
before obtained. The great difference of form that
may arise in the answei
different

methods

of integration are

employed,

is

a noteworthy fact, and rei


may frequently waste moi

answers practically worthless ; two solvers


in trying to get their answers reduced to a
common
set of

solving the problem in

form than each would

sp

two ways.

90. If in the
turns out
equation y
<j>(x, y) the function <
*(y/*)i a function of y/x alone, that is, if the functions
and
1

homogeneous functions of
ential equation

- vx

or x

statement

is

= vy

may be

x,

y and of the same order

said to be
homogeneous
will

and

always result in separating the variables.

tabulated as

or

A sort of corollary case is


is

53), the
the change of va
(

vy.

given in Ex. 6 below.

As an example take y
(l + J)<fc + ef
(y
perhaps somewhat disguised. Here it is

, x)dy =

of

better to choose

which the hom0|


x = y. Then

Hence
ev

If the differential equation

be arranged so that

may

ll.ll

rfrr.

(4)

where the second form differs from the first only through the interchange of x and y and where Xl and X 2 are functions of x alone and
Kx and Y2 functions of ?/, the equation is called a Bernoulli equation; and

in particular if

so that the dependent variable does not occur on


The substitution

0,

the right-hand side, the equation is called linear.


which separates the variables in the respective cases

= ve-S-^W' *
1

is

= ve -Jri(y)ily

or

(5)

To show that

the separation is really accomplished and to find a general


formula for the solution of any Bernoulli or linear equation, the sabstitution may be carried out formally. For

The

substitution of this value in the equation gives


e- A.* =
^
dx

Hence

or

There

is

~n =
-

Y 2v"e~ "/'r

' rf

= X,<P- I^ dx dx.
n)

or

vn

- n) Cx^-^f^^dx,

(1

= (1 -

n)

("

-vfwJ

f^

when

ll

">/**" dx1

1,*

The equation

2 8
(a;

xy) dy

-- yx = y *
dx

dx

may be treated by
Y,

so that

y,

this

method by writing

F2 = y 3

= 2.

aj/

Then

m
Then
.

let

-- y
dx

lift
2

iys

yve

vye''

^e^ = yvV

and

= Be~/~ ** = v

dv

or

v2

dy

_i = 2_2)e^ +
v
( 2/

or

=ye*

= 2-

dv 4y
2

2
iy
2

dy

dy

and

(6)

an analogous form for the second form of the equation.

dy

Ge~l*.

This result could have been obtained by direct substitution in the formula

a*- =

(1

n)

^-

but actually to carry the method through

is

far

more

instructive.

it

as

EXERCISES
Solve the equations (variables immediately separable)

1.

(a) (1
(j8)

x)y

a (xdy

By various

2.

(/3)

2
)

dx

- (y + Vl + y)(l + x)$ dy =

ingenious changes of variable, solve

+ y) z y' =

(a) (x

(1

a2 ,

(7)

= X ~ y,

(f) yy'

Solve these homogeneous equations

3.

(a) (2 Vxfy
v
(/3)

xe?

(7)

(x

-f-

H-

x) y'

(/3)

(y)
(S)
(f)

(8)

y'

<f>

C),

0.

Vx/y + logy

C.
0.

i/

Ans. xy log Cx + 1 = 0.
= sin x + C tan j x.
J.ns. y- 1 = log x + 1 + Cx.
^Lns. y

- x) dy,

(y/x)

a tan (y/a

+1=

1,

the substitution y

homogeneous equation

V esc x = cos x
2
XT/' -j- y = y log x,
2
= (tan- 1 y
(1 + y ) dx
x/ ay = x + 1,

y*

+ x log log C/x =


- y = Vx 2 + y2
xy'

2/'

Show that

5.

J.ns.

l//sc

- ?ydx = (x 2 + ?/) dx,

./4ns.

- xy' = 0,
2
dy = xydx,

T/

i/

0,

= 0,

4. Solve these Bernoulli or linear equations

(a) y'

xdy

0.

Ans. x

- ?/) dx + 2 xydy = 0,
(x

(5) ?/

-/I

(7).

-x
xy = Ce
x2 dy + Vl - y 2 dx

Arts,

0,

= xydy,

2 ydx)

(5)

M/ =

y)

(1

( )

ydz

0?)

yy'

(ox
)

r/

?/"

cos x.

2
-i-

2 x) dy

0,

always separates the variables in the


for the integral.

and derive the general formula

Let a differential equation be reducible to the form

6.

bi y

+ CA

by +
bz y

,
'

or

a^ = 0.

a^z

the two lines atx 4- \y + c t =


and azx + 6 2 y + c 2 =
will meet in a point. Show that a transformation to this
point as origin makes
the new equation homogeneous and hence soluble. In case
a2 6 1 = 0, the
aj) z
two lines are parallel and the substitution z ~ a2x -f b y or z =
z
a^x + b^y will
In case

a^

a261

^ 0,

separate the variables.

By

7.

the

method

of

Ex. 6 solve the equations

(a)

(3y-7x + 7)cte + (77/-3x + 3)d7/ = 0,

(ft)

(2x

(7)

+ y)=:y'(4aj+2y-.l),

(5) (2a;

where /and

(y

~ x + l)

(y

+ y, - 1)5 =

dx

if

rate the variables.


9.

By

(a) (y

C.

the equation may be written as yf(xy) dx + xg


(xy) dy = 0,
g are functions of the product xy, the substitution v = xy will sepa-

Show that

8.

Ans.

+ 3?y-5)2/'+(3x + 2y-5)=0,

virtue of Ex. 8 integrate the equations

2 xy*

- X2 y

3
)

dx

2 x2 ydy

0,

Ans. x

4-

x2 v

= C (1 - xv).

method
ing one

j/'

(ij)

(x

+ ycosx =

(4x

(e)

what methods, and any apparent reasons

for choos-

(a) y'

(7)

applicable, state

is

2 ?/-l)2/'

sin y
8

xydy

yn sin 2 x,

sin x cos y
2

x'*i/

y dx

xj/

=
1)

(2 x*y

()3)

+ 2z +

2/

(5) yy'

0,

sin x,

(f)

x2y2

(x

?/

3y

sy
+ x2

Va2
xy +

(x

y)

dx,

dx

+ dv-\---- =

xy

z
)

dy,

= x + y,
= sin (x
(0) y"

axy (x

1)

y),

dy.

by a suitaform of a sum of total

say

+v

then

0,

(x

+ iV% =

91. Integrating fagtors. If the equation Mdx


rearrangement of the terms can be put in the

ble

du

^')

1) xy',

(K) (1

differentials of certain functions u, v,

dx

(1

_v
2

= x,

----

-\

=C

(7)

surely the solution of the equation. In this case the equation is called
an exact differential equation. It frequently happens that although the
equation cannot itself be so arranged, yet the equation obtained from
is

it

by multiplying through with a

arranged.

The

given equation.
factor is

certain factor

fi

(x, y)

may

l/M2N

/A (x,

y)

is

for

^[Ws +

W^^

^I^O;

and the integration is immediate. Again, the linear equation


treated by an integrating factor. Let

dy
then

be so

then called an integrating factor of the


Thus in the case of variables separable, an integrating

factor

4-

Xj/dx

<?/**

or

dy

-f

= X dx
2

and

X^eS*** ydx
,

and

/x

e/ ***

(8)

may

(9)

ef^ dx X2dx

yef

x d*
>

be

(10)

I e!

^ X dx.

(11)

In the case of variables separable the use of an integrating factor is


therefore implied in the process of separating the variables. In the
case of the linear equation the use of the integrating factor is

somewhat

shorter than the use of the substitution for separating the variables.
In general it is not possible to hit upon an integrating factor by inspec-

and not practicable to obtain an integrating factor by analysis, but


an equation is so simple when the factor is known,
and the equations which arise in practice so frequently do have simple
integrating factors, that it is worth while to examine the equation to
see if the factor cannot be determined by inspection and trial. To aid

tion

the integration of

in the work, the differentials of the simpler functions

such as

DIFFERENTIAL EQUATIONS

208
dxy
, ?/

<*>-

xdy

ydx

'

rftan-

'

x2a

?d(x

-f ydx,

xdy

+
1
1

= xdx

y*~)

i/dx
/

or

-f-

xdy

-='

,+

_,.

(12)'

,
2/

should be borne in mind.

2 nwey8 ) tfcc + 2 maPydy ss 0. Here the first term


Consider the equation (x 4
be a differential of a function of x no matter what function of x may be

ea;da5 will

assumed as a

With

trial p.

form

1/x* the equation takes the

p. =

-.
X2

+ my z /x2 = C

without more ado. It may


integral
be noticed that this equation is of the Bernoulli type and that an integration by
that method would be considerably longer and more tedious than this use of an

The

is

therefore seen to be e?

integrating factor.
Again, consider (x
acdx

+ y) dx

ydy

y)

(x

+ ydx

xdy

Vx2

and

dy

be written as

let it

try

+ y2 )

=l/(x

ju,

or

is log
+ y + tan- (x/y) C. Here the terms xdx ydy
2
z
1
strongly suggested x + y and the known form of the differential of tan- (x/y)
corroborated the idea. This equation comes under the homogeneous type, but the

and the integral

use of the integrating factor considerably shortens the

The attempt has been

92.
as the

dF

sum of

Mdx

+ Ndy

of integration.

or

fi

(Mdx

-f-

Ndy)

du -f dv -\---- , that is, as the differential


v -\---- , so that the solution of the equation

total differentials

of the function

Mdx

to write

work

+ Ndy =

could be obtained as

F=

When

C.

the expressions

are complicated, the attempt may fail in practice even where it theoretically should succeed. It is therefore of importance to establish conditions under which a differential expression like Pdx
Qdy shall be the

dF of some function, and to find a means of obtaining


conditions are satisfied. This will now be done.

total differential

F when the

Pdx

Suppose

P=

then

Hence

if

Pdx

SF

SF

+ Qdy = dF = j- dx + jr- dy

"
*f,
vx

oy

',

13)

-*!
cy

Qdy is a total differential dF,

ox
it

oxoy

follows (as in

62) that

where the fixed value x or y will naturally be so chosen as to simplify

much

the integrations as

as possible.

To show that these expressions may be taken

as

F it

T-Y

/#
p(a; ' y)

fy J,

and

Q.

Now

f>

^^ + fe J

(X '
2

merely neces-

is

sary to compute their derivatives for identification with

x)

^+

/"*

fy

pdx

These differentiations, applied to the first form of jF, require only the
fact that the derivative of an integral is the integrand. The first turns

The second must be

out satisfactorily.

simplified by interchanging the


by y and integration by x (Leibniz's Rule,

order of differentiation

119) and by use of the fundamental hypothesis that

r x dp

Pdx

y)

Q,

=J

-^dx

Q(xv

P'y

Q'x

y)

Jx
-/'
n

The identity of P and Q with the derivatives of F is therefore


lished. The second form of F would be treated similarly.
Show that
the solution.

(x

log y) dx

Here

x/ydy

an exact differential equation and obtain

is

necessary to apply the test

!
S/o.i
z
(x + log y) = -

test is satisfied

r*(z

Jo
or

/*
/

/l

3*

and the

integral

is

!K

5 x

= -*

fay

Now

obtained by applying the formula

+ logj/)da;+ vC -dy = -x8 + xlogy = G


o

- dy

and

sy

Hence the

Py =Q'
/

it is first

estab-

/*

(*

Jf

log 1) dx

1
= x log y + -a8 =
3

(7.

should be noticed that the choice of x


simplifies the integration in the first
case because the substitution of the lower limit
is easy and because the second

It

integral vanishes.
the second case.

The choice

of

1 introduces corresponding simplifications in

ratio

is eitner

/tt/v

3.

The normal derivative dF/dn

factor

is

/i

ana tne prodan integrating fac-

constant or a solution ol tne equation

uct of /u-by any function of a solution, as /x$(F),


tor of the equation.
2
p VjJf

the product

+N

is

of a solution obtained

from the

(see

48).

is known, the correIt has already been seen that if an integrating factor
sponding solution F = C may be found by (14). Now if the solution is known, the
fj.

equation

dF = Fxdx + Ffiy = /x (Mdx + Ndy)


and hence

/u.

F'x

gives

= /nM",

F'y

= ^N

may be found from

derivative of

by a

therefore proved. It

either of these equations as the quotient of a


coefficient of the differential equation. The statement 1 is

may be remarked

that the discussion of approximate solutions

(
86-88), combined with the theory of limits (beyond the
0,
scope of this text), affords a demonstration that any equation Mdx + Ndy
where
and -ZV satisfy certain restrictive conditions, has a solution and hence it

to differential equations

may be inferred that such an equation has an integrating factor.


= uN found above,
If n be eliminated from the relations F'
x = pM, F'
v
that

MF'y - NF'X =

are the conditions that

0,

and

similarly,

it is

MG'y - NG'X = 0,

seen
(16)

F and G

should be solutions of the differential equation.


Now these are two simultaneous homogeneous equations of the first degree in
are eliminated from them, there results the equation
and
and N. If

=
which shows

62) that

J(F, G)

and G are functionally related


a solution, consider the equation

(16')

0,

as required.

To show

that any function

$ (F)

As F is a sohxtion,

the expression MF'y NF'x vanishes by (16), and hence


is a solution of the equation as is desired. The first half of 2

also vanishes,
is

is

M&yN&.

and *

proved.

Next,

if /*

and

are two integrating factors, equation

(16') gives

or

dx

dy

dy

dx

8x

dy

On comparing

with (16) it then appears that log (/*/") must be a solution of the
equation and hence /j./v itself must be a solution. The inference, however, would
not hold if p/v reduced to a constant. Finally if /x is an integrating factor leading
to the solution

C, then

dF = (Mdx +
fj.

tial

Ndy),

and hence

/*$

(F) (Mdx

+ Ndy) =

T* (F) dF,

appears that the factor n$ (F) makes the equation an exact differenand must be an integrating factor. Statement 2 is therefore wholly proved.

It therefore

COMMONER ORDINARY EQUATIONS


The third proposition

dx dn

dn

And

dy dn

_~

dy

__

__

mn T _

= n VJf2 4-

Hence dF/dn

,t.T^.~

dn

dn

F=

T denotes the inclination of the curve

if

213

proved simply by differentiation and substitution. For

is

C,

it

follows that

+ N2

JV2 and the proposition

is

proved.

EXERCISES
Find the integrating factor by inspection and integrate

1.

-ydx =

y ) cfcc,
xdy 4- logxdx = 0,
(y)
xy)xdy
(e) (1 4- xy)ydx + (1
dx
xdy
0,
(ij) (xy* + y)
2
2
(0 (x + y ) (xdx + ydy) + Vl
s
2
8
=
x
j/dx
0,
(K)
(x + y ) dy
xdy
ydx

(a)

(x

0,

(x

(a)

y
(

and

+
+

l)y'- 2y

OS), (5), (f)

Show

3.

= sin 6x,
=

ay

of

Ex.

(x

(f)
(0)
2

2
)

(ydx

xdjr)

ydx

xdy

(A)

0,

0,

= xVx2

with an integrating factor


(/3)

y'

(5)

(1

I)

-xy)dx + y?dy =

y (2xy 4- e*) dx
&>dy = 0,
2
y ) dx + 2xydj/ = 0,
(x
a (xdy 4- 2 ydx) = xydy,

(5)

2. Integrate these linear equations

(7)

(y

(P)

yz dy.

+ y cot x = sec x,
+x2 )/ + y - e^"-

*,

4, p. 206.

that the expression given under II, p. 210, is an integrating factor fol
and integrate the following equations by that method

the Bernoulli equation,


(a) y'

(7) y'

and

(a), (7), (), (?) of

Show

4.

(a) (3 x

y tan x = y* sec x,
V cos x = yn sin 2 x,

Ex.

dx

(8)

2 xt/dy

the following are exact differential equations

1,

= 2 ox

8
2/

and integrate

(/3)

sin x cos ydx

(0)

(y sinx

dx

= 0,

dy,

1)

cos x sin ydy

6? fl
\

y'*

Show

4, p. 206.

+ 6 xj/2) dx + (6 x2 y + 4 y2 ) dy = 0,

ya

3 y*y'

(/3)

= 0,

- -)dy = 0,

(y

y/

cosx)dy

0,

l is

an integrating factor for type III. Determine


the integrating factors of the following equations, thus render them exact, and
5.

integrate
(a) (y
(7)

(e)

that

(Mx

Ny)~

x)

dx

xdy

= 0,

2 xydy
+j/ ) dx
(-Vxy- l)xdy

(a;

and Exs. 3 and

(0)

= 0,

(V7+ l)ydx = 0,

9, p.

206.

fo
2

- xy) dx + x*dy - 0,
2
+ xy) ydx + (x*y 2 - 1) xdy - 0,

(5) (x y
(f)

X8 dx

(3x

2
j/

2y*)dy

= 0,

(a) (y

+ 2y)dw +
2

(3x +6x2/

(7)

+ 2y _ 4x

2
= 0,
(0) (x + y* + l)dx- 2ycfy
= 0, (5) (2xV + I/)- (z8 y- 8 as) if -e 0,
8
s
(2x 7/~32/ )diC + (3x + 2xy )dy = 0,
- y') sin (3x ~- 2y) + ^ sin (x - 2 y) = 0.
(2

(x?/

32/

2
)dx+(2x +

(e)
(f)

dy

3a;i/)cfy

virtue of proposition 2 above, it follows that if an equation is exact and


homogeneous, or exact and has the variables separable, or homogeneous and under
types IV-VII, so that two different integrating factors may be obtained, the solu-

By

8.

tion of the equation

the solutions of
9.

when

may

Ex. 4

(j3),

be obtained without integration. Apply this to finding


(5), (7)

Ex. 5

I, III,

VII, that

is.,

10. Consider this rule for integrating


to be exact

Integrate

Mdx regarding

and subtract from

ing y as variable,
to y.

(a), (7).

Discuss the apparent exceptions to the rules for types


MX + Ny
or MX
Ny = or qm pn = 0.

Mdx + Ndy=0 when the

equation

is

known

y as constant,

differentiate the result regardthen integrate the difference with respect

In symbols,

G = f (Mdx + Ndy)
Apply

this instead of (14) to

formula or

(14)

Ex.

with constant

of differential equation of the


its

+ f IN -

derivatives

is

C Mdx\ dy.

Observe that in no case should either this

be applied when the integral

95. Linear equations

y and

j*Mdx

4.

is

obtainable

by

nth order which

is

called a linear equation.

inspection.

The type

coefficients.

of the

first

degree in

For the present only

where the coefficients a av


n _ 1? a n are constant will be
and for convenience it will be assumed that the equation has
been divided through by a so that the coefficient of the highest derivathe case

treated,

tive

is 1.

Then

if

differentiation be denoted

by D, the equation

may be

written symbolically as

(D
where the symbol

+ a^D*- +
1

...

_,>

n)

y=s x,

(17')

combined with constants follows many of the laws

of ordinary algebraic quantities (see


70).
The simplest equation would be of the first order.

=X
afl

and

y=

ei

e~

Here

Xdx,

(18)

may be seen by reference to (11) or (6). Now if D


as an algebraic symbol, the solution may be indicated as

ax be treated

-^

as

(D-aJy = X

and

= ---x,
"~*

(18')

1
where the operator (D
a1
The solution
aj- is the inverse of D
which has just been obtained shows that the interpretation which must
be assigned to the inverse operator is
.

D_

(*)

a*

je~

(*) dx,

(19)

where (*) denotes the function of x upon which it operates. That the
ax may be proved by direct
integrating operator is the inverse of D
differentiation (see

This operational
tion of

Ex.

7, p. 152).

method may

at once be extended to obtain the solu-

For consider

equations of higher order.

M + ^te + W***

+ V> + O2/ = *.

(20)

so that

be the roots of the equation Z>2 + a^D


2
the differential equation may be written in the form
Let o^

and

The solution

aa ]y

may now be
(D
^

- a.)v y =
*

=Z

or

- a,) (D -

aa

2)

= X.

(20')

evaluated by a succession of steps as

X = c^i*

y=e* re(*i-*i>*

or

(D

-f-

The solution of the equation

e-***Xdx,'

re-'^Jftfe

efos.

(20")

thus reduced to quadratures.


The extension of the method to an equation of any order is immediate.

The

first

step in the solution

D"
so

is

4-

is

y=

e anx I

+ an _

that the differential equation

whereupon the solution

to solve the equation

a^- +

is

may be

Z?

+ an =

written in the form

comprised in the formula

e^n-i-*")* I

e-^

g(i-)*
|

Ar (c?a;) n

a:

(17'")

where the successive integrations are to be performed by beginning


upon the extreme right and working toward the left. Moreover, it
appears that if the operators

#,

OL

,,

Z>

a,

were

ItJcWl

cWlU.

bu

UeUJn.

urns

l/
17

D8

D=

are

0, 2,

4 D)y = x2 Here the roots


and the solution for y is

--

=- x 2 = f e2 * f e- 2 *e- 2a! f e2 *x2 (dx) 8


J
J
J
Z>D-2Z>+2
v

=
=

may

It

the solution.

2
2x
2*
C(%x e- Zx -%xe- + $e~ + C

z
\x e-^~- \e-tx + C 1 e-**+ C 2

8
2
2
y = f e^/V** f e *x (dx) = f (-

is

'

Then

table.

f e2a;x2 dx
fe-4* r e2*x*(dx) z

ii

2,

The successive integrations are very simple by means of a

This

iuirt3yi.cvi>ivii

constants of integration

As an example consider the equation (D8


algebraic equation

iv

.HL.O

ov^uavuuii.

uiigiiicfci

n arbitrary

required, there will occur


answer for y.

be noted that

\x

-\+C

e- 2 *+

a term like

in integrating

C t e-

written as Gl e-* a: for the reason that Cl is arbitrary anyhow


the integration had introduced any terms such as 2 e- 233 f e2 *, 6,
moreover,
could be combined with the terms Ojg- 21, C2 e2x Ca to simplify the fo
result

may be

if

the results.

In case the roots are imaginary the procedure


or

dx2

Then

The formula

(D

11
=-

.sinx

e^sin

for

ftcdx,

1)

sin

e te

e- 2fe

is

or

the same.

Consider

i)y

(D

r
I

e** sin

i)(D

x (dx) 2

as given in the tables,

= sin.

i=-

not applicable

is

o2 4- ft2 = 0, as is the case here, because the denominator vanishes. It therefo


comes expedient to write sin x in terms of exponentials. Then

//
e

oix

-2w

_Q

_o

oix

w?

ta;

Now

e fa

2i

e- 2 te

f (e2 fa

1) (dx)

Hence

C l6-<* + C2 e- =
this expression

may
y

=.

e- 2fa
& x Ce-

2i

xH-- e-

e fa

2i

Now

L2t

2i

+ CJ

be written as
\

x cosx

(C,

C l cosx +

+C

te

C,

dx

(O,

e2

L2i

2te x

cosx

C7

- Ct
2

sinx,

<

-_ --

and then

+ C2 sinx.

The solution of such equations as these gives excellent opportunity to cultiva


art of manipulating trigonometric functions through exponentials ( 74).

The general method

96.

of solution given above may be


considerably
(x) has certain special forms. In the

simplified in case the function

X=

place suppose
0, and let the equation be P (>) y
0, where
P (.D) denotes the symbolic polynomial of the nth degree in D. Suppose
the roots of P(J3)
ak and their respective multiplicities
are alt 2
,
first

mv m

are

=
mk) so

(D

that

cc^

mk

(D-a^y = 0,
Hence

then

== e a ^

(C l

+ CJK

as above, if

Now,

^^0 = f

a^y =

a^(D

...(D

the form of the differential equation.

is

J".

J*0(<fa)-t.

~
x2 H-----\- Cmi x m l )

-f C" 8

>

annihilated by the application of the operator (D


a,) , and thereby the application of the whole operator P (JD), and must be a solu-

is

fore

As

bion of the equation.

any one of them, as

(D

(Z>

the factors in P(D~) may be written so that


m comes
,
last, it follows that to each factor

a,-)

m i will
correspond a solution
a^)
y.

= e^(C a +

of the equation.

CaB

+ C.-m^-

Moreover the sum of

P(D}y

),

= 0,

these solutions,

all

'+ CX-a^-

(21)

),

=i
will be

a solution of the equation

Hence

the general rule

ferential equation

ing each

ax

may

P (D) y =

be stated that

of the nth order

by a polynomial of (m

P (Z)) =

for in applying P(Z>) to

The

?/,

solution of the dif-

may be found by multiply-

1) st degree in

x (where a is a

root of

m and where

the coefficients of -the


polynomial are arbitrary") and adding the results. Two observations
may be made. First, the solution thus found contains n arbitrary conthe equation

stants

of 'multiplicity

and may therefore be considered

as the general solution

and

second, if there are imaginary roots for P (D)


0, the exponentials arising from the pure imaginary parts of the roots may be converted into
trigonometric functions.

As an example take (D*


solution is

2D8 + D 2 )y = 0.
._.~

The roots are

..,,-,
(C78

Acrain if /TM _L

A\fii

ft

fha vnnta

r\f

Tit J-

+ C4
,

A nvn

1, 1, 0, 0.

Hence

the

).

J_ 1

_i_ i

ar\r\

flio onliifinn is

where 7 and

8,

and B, are arbitrary

--

constants,

.tor

then

/
((7C^),

C'

GJCOSX+

Rinx=

VC

+ (7|cos(x+

7).

is not zero but if any one solution I can be found so that


P(D)Z"=A", then a solution containing n arbitrary constants intty be
found by adding to I the solution of P(DJy = 0. For if

Next

if

P(D} I =

P(D} y =

and

then

0,

P(D]

(I

+ y) = X.

remains to devise means for finding one solution /. This


solution I may be found by the long method of (17'"), where the inteIt therefore

gration may be shortened by omitting the constants of integration since


only one, and not the general, value of the solution is needed. In. the
most important cases which arise in practice there are, however, some

=X

is
very short cuts to the solution /. The solution I of P(D)y
called the particular integral of the equation and the general solution of P(D~) y
is called the complementary function for the equar

tion P(Z>)

y=*X.

Suppose that

is

a polynomial in

x.

P (J3)

Solve symbolically, arrange


D equal to

in ascending powers of D, and divide out to powers of


the order of the polynomial X. Then

(22)

where the remainder

R (D)

is

of higher order in

D than X

in x.

Then

Hence Q (Z>) x may be taken as /, since P (D) Q (D) X = P (D) I = Z. By


this method the solution / may he found, when X is a
polynomial, as
rapidly as
be written
solution of

P (D)

can be divided

down by

P (D) y = X

As an example

into 1

the solution of

and the sum of I and this


containing n constants.

(21)

consider (D8

4X>2

D) y

P (Z>) y

= may

will be the required

= x 2 The work is as follows


.

D1_S

27

P(D)

/=

Hence
For

D8 + 4D2 +

the equation

D=

the roots are

P(D)y =

or solution of

0,

would be C l

P (D) y = x 2

and the complementary function

1,

+ C^-* + Ca e- Sx Hence

- fx +
C\ + 2 e- + C,e-* + $:c
It should be noted that in this example D is a factor of P (D)
=

2/

the solution of

is
s

Jf

and has been taken out


work. Furthermore note that, in interpreting
1/D as integration, the constant may be omitted because any one value of I will do.

before dividing

97.

this shortens the

Next suppose that

P(D}ICe

But

ax

P (D)

hence

~r

ax

Ce

*.

^P (a)

i--2

and hence

'

ate,

P (a) eax

P (D) eax

and

X = Ceax Now Deax = aeax D eax


J
*

(23)'
v

P(a)
is

a is not a root of P (D) = 0.


impossible and the quest for I has

clearly a solution of the equation, provided

P (a)

If
0, the division by
(a)
to be directed more carefully.

P (D)

= (D - a)

mP

l (D).

is

Let a be a root of multiplicity

m so that

Then

a)/ =

(D

Ce**,
/

and

...

- a) ml =

-j^- 0%

/
/

For in the integration the constants may be omitted. It follows that


= Ceax, the solution I may be found by direct substitution.
when

Now

if

solutions

Jj,

---- and if
= :
broke up into the sum of terms
a -\
were determined for each of the equations P( D)/1 = Xv

/2

X +X

P(D) J2 = Z2 -, the solution J corresponding to X would be the sum


/ ---- Thus it is seen that the above short methods apply to
/! + 2 H
m
equations in which X is a sum of terms of the form Cx or Ce"*.
,

As an example consider (D*


and a

= 1.

D2 +

Hence the solution for I


(D

I)

Then

(D -Tfl=

Again consider (D2

is

l)y = e
written as

The

roots are

(D - 1)21 = \ e*,

e*,

1, 1,

I = | e*fc

a:

diTide '

To find the Iz corresponding to e*,


JT_

+ C2 x) + e~ (C8 + <74 + $ e^a


5D+6)y = oM- e ma! To find the It corresponding

e* (C^

substitute.

p.rnx

There are three

!r.e$x

1,

1,

7-

cases,

3^fi2a:

to

x,

according as

m is neither 2
-^

when

nor

m is neither 2 nor 3

3,

or

-,-

is 3,

or

Hence

is 2.

for the complete solution,

_ 6m+6

TO2

but in these special cases the results are

X is of the form cos /See or sin fix.


be expressed in terms of exponentials,
and this is perthe solution may be conducted by the method above
pi are roots of the equation -P(-D) = 0.
haps the best method when
It may be noted that this method would apply also to the case where
X might be of the form e ax cos fix or e"* sin /3x. Instead of splitting the
trigonometric functions into two exponentials, it is possible to combine
two trigonometric functions into an exponential. Thus, consider the
The next

case to consider

is

where

If these trigonometric functions

equations

P(D)y =
P(D)y

and

&

P (Z>) y =

ax

cos PX,

ax

(cos fix -f t sin fix)

e ax sin /3x,

=e

(ar

+ *>*.

(24)

The solution / of this last equation may be found and split into its
real and imaginary parts, of which the real part is the solution of the
equation involving the cosine, and the imaginary part the sine.
not roots of the
When X has the form cos fix or sin (3x and
/8* ar

0,

cos fix

equation P(D)

D
Hence

there

is

11
if

a very short

P(D) be written

as

solution

sin

/.

For
.

/3x.

by collecting the even


are both even in D, the

-f-Z>P2 (> )

and

ff)-DPt (-lf)

device of substitution and of rationalization as if Z)

were a surd,
numerator and can be performed.
procedure may he justified directly, or it may be made

the differentiation

This method of
to

/3

carried out symbolically as

may be

'By this

of finding

P (Z>2)

terms and the odd terms so that

method

D2 sin fix =

and

f& cos (3x

is

transferred to the

depend upon that of the paragraph above.

i is a, root of &*
Consider the example (D2 + \)y = coax. Here pi
+ 1 = 0.
As an operator J)2 is equivalent to
1, and the rationalization method will not
work. If the first solution be followed, the method of solution is
1

D2+12

J)2

pix

D-i4i

vc

D + i4i

4t

2i

Now

(cosx

sin x)

= -x sin x -- ix cosx.

= $ x sin x
for (D2 + 1)1 = cos
= IXCOBX for (D2 +i)I = sin:t.
The complete solution is
y = C^ cos x + C2 sin x + $ x sin x,
and for (D + l)j/ = sin x, y = C cosx + (72 sinx
^x cosx.
As another example take (D2 3D + 2)y = cosx. The roots are
Hence

and

is

equal

to

/3i

i,

and the method

of rationalization

The complete solution

is

C^e~

+ C2 e-

neither

Then

Ssinx). The extreme


noteworthy.

+ ^(cosx

2a;

method

simplicity of this substitution-rationalization

1, 2,

practicable.

+ 3D

is

is

EXERCISES

By

1.

the general

method

solve the equations

(tf)

+ D2 - 4D - 4)y = x,
+ D + l)y = xe^,
2
8 4)y = x + e *,
(D

(K)

(D*

x,

(5)

+ 5.D2 + 6 J))y = x,
(D2 + D+ I)y = sin2x,
(D2 + 8D+2)y = x + cosx,
2
= cosx,
(M)
(JD + l)y
8

()
(17)

(t)

(X)

By the rule write the


2
(D + 3.D + 2)y = 0,

(a)

(JD

.)

(D

(X) (D*
3.

- 2JD* + 2))y =

- l) 2 y SB 0,

By the

(a) (D*

short

- l)i/ =

0,

method

l)y

(D

()

(J>*

(f)

(D*-I>

K)

(ft)

solve (7),

(|8)

(D

()

(J>

(e)

(f)

(t)

(D -l)y

= x2

(<c)

(a)
(7)
(e)

(;)
(t)

By the

short

method

+ 2)y = e*,
(D-3D
2

= 1 - sin

() (D

(D -2Z+l)y = e*,
8
2
(D + l)y = 2e^ + x -x,
(D* + 22)2 + 1)^ = 6* + 4,
2
2*
=
e
+ l,
(D -2D)y

03)

l)y

= tanaj.

Ex.

1,

and

- 6JD2 +

also

11

104)i/

D - 6)j/ = x,

8
8

solve (a), (0),

as,

- J52 + D)y = 0,
- 13D8 + 26 D2 + 82 D +

of
8

*,

+ 3D2 + 2D)y = x2
(D + 8)y = x* + 2x + l,

4.

(D
5
(D

(5), (e)

+ 3 D2 + D - 6)y = 0,
+ 2D2 + l)y = 0,

(/3)

(X) (J>

- 4 D2

= secx,
8

(D- l)y = 0,

0,

(I?

solutions of these equations

2.

(7)

(I?

(f)

(J)

(D

(D*-2D8
of Ex. 1,

(tf)

(D*-

and

also

D - 3J>2 +
3

J>- 2)y -

()
(f)

()
8

(K)

(D

+ 2D + D)y = e?* + x + *,

= 0.

= sinf xsin|x,
l)2/

4)y

(TT)

(<r)

(Z>

6. If

= sin 2 x,

e<Xr

has the form

.XT

sin3x

l)y

e 2a:

+ 32 D +

(X*

(T)

(D

that I

e*

x2

(p)

show

y
3

sinx

48)?/
e ax

e 2 sin

= xe- 2a:

&x

Xr

is a polynomial to be obtained by
This enables the solution of equations where
l
is eax cos fix or
a short method it also gives a way of treating equations where

e ax sin

but

j3x,

is

not an improvement on

(24)

suggestion of (24), it covers the case where


a polynomial. Solve by this method, or partly
* ^x 5
an(^ a^ so
T
(")> (p)i ( )
-

(e)
(7?)

(D-

(7)

(()
(\)
(K)

(D
2
(D
2
(D

7.

3
(/3)

l)*y

=x- x

(2

- x2

e- 31,

(/x)

(D*

(o)

(J>

:B

(6)
2

x,

that the substitution x


x"D"2/

l)?y

(K)

(f)

x),

e*,

Show

+ 3D +

= xe K + cos
+ 4) y = x sin x,
+ 4)y = (x sinx) 2
l)y

3 J5 2

(Z>

- 3D + 4 J> + 4)y = a^e*,


(D - 2D
z
2
(D - l) y = e* + cos x + x e
z
=
xW* + e^ cos2x,
(D + 2)y
2
2
(D - l)y = x sin x + (1 + x ) e*,

(5)

the product of a sine or cosine by


by this method, (f) of Ex. !;(), (X),

>

- 2 D + l)y = xV*,
+ nz )y = X 4 e x
- 7 D 6) y = e2 *(l +

(D
2
(D
3
(D

(a)

combined with the second

finally,

is

ajX" -iJD

Ex.

e',

iy

?/

152,

9, p.

+ 2 D2 + 1) y = x2 cos ox,_
- 2 J + 4) 2 = xe* cos V3x.

an -

changes equations of the type

ixDy

an y

(26)

(x)

b
into equations with constant coefficients also that ax
e* would make a similar simplification for equations whose coefficients were powers of ax
b.
Hence

integrate
(a) (x
(7)

2i> 2

(e) (x !)

2
(z I)2

+ 4xD+

2)y

4
(x Z>*

(/3)

= e,

Bx 8

- x2 !*2 + 2 xD - 2) y = x + 3x,
(x
2
2
2
(x D + 3xZ + l)2/=(l-x)2
2 ~ 4
(x + 1) J> + 6] y = x,
[(x + 1) D
8

(t)

2)y

= xlogx,

Zs+(2x-l)I-2]y=0,
+ xD - l)y = x log x,

[(2x-l)
8

(77)

- xZ +

(5)
(f)

!)3

D2 -3x2 Z) + a;)l/=logxsinlogx+l,
- 2xD - 4)y = x2 + 2 cos log x.
8

^ + 4x
R

((9)

2 Z>2

(x

C capacity, i current, q charge upon the


plates of a condenser, and/(t) the electromotive force, then the differential equa8. If

be self-induction,

resistance,

tions for the circuit are

dt

LG

L'

_
d

<Zt

LC

Solve (a) when/(i) = e- at sin bt and (/3) when/(i) = sin bt. Reduce the trigonometric
sin (bt + 7). Show that if R is small
part of the particular solution to the form

and

6 is

nearly equal to

1/ViC,

the amplitude

is

large.

there be given two (or in general ri) linear equations with, constant
coefficients in two (or in general ri) dependent variables and one indevariable

pendent

the symbolic method of solution

+ c^*- 4
1

when there are two variables and where D denotes


The equations may also be written more briefly as

an(i so on

of solution for x

depends only on such laws

it

symbols D, P (D\ ^C^)?

Hence

PD

and

J2

The ordinary algebraic process


because

may

still "be

used

+)* +
+ 0>) * +

(<V0" 4- a^D-i
(c Z>*

t,

Let the equations be

to advantage.

as are

differentiation

QD

by

= S.

and y may be employed


satisfied equally by the

the solution for x


coefficients

propriate

and y is found by multiplying by the


and adding the equations.

- P2 (Z>) Q^)] x
[Pa () Q 2 (D~)
- Pa (D) (^(D)] y
[P^D) Q(D)

Then

t.

= Op) 12 - Q,(D) S,
= P^D) S - P,(D) fi.

ap-

It will l>e noticed that the coefficients by which the equations are multiplied (-written on the left) are so chosen as to make the coefficients of

y in the solved form the same in sign as in other respects. It may


be noted that the order of P and Q in the symbolic products is imPZ (D) QI(-) & certain
material. By expanding the operator P^D) Q2 (D)

x and
also

polynomial

in

obtained and by applying the operators to

is

in x or in

y, is

As an example

are obtained.

and S

consider the solution for x and y in the case of

dtz

'

'

dt

4Z>-3

Solve

Each

equation, whether
95-97.
quite of the form that has been treated in

as indicated certain functions of

dt

dt

-22?

2D2 ~4
=0.
Then
[(4D- 3) (2I>2 - 4) + 2JD2 ]x = (4D- 3)2,
2 2
[2D + (2D
4)(4D- 8)]y = - (2D)2<,
3 8
2
D2 - 4D + S)y = - 4.
or
4(2Z) -I> -4D+ 8)x=:8-6i,
4(2Z>
The roots of the polynomial in D are 1, 1,
1J and the particular solution Ix foi
.

is

t,

and Iy

for

is

Hence the

solutions have the

form

and y are not independent nor are they identical. The sohttions
of the equations to establish the necessary relations
between the constants. It will be noticed that in general the order of the
equation in D for x and for y is the sum of the orders of the highest

be substituted into one

in this case, 3=2+1.


which occur in the two equations,
The order may be diminished by cancellations which occur in the formal
algebraic solutions for x and y. In fact it is conceivable that the coeffiand
cient PjQj,
Pfoi of x and y in the solved equations should vanish
the solution become illusory. This case is of so little consequence in
derivatives

practice that it may be dismissed with the statement that the solution
then either impossible or indeterminate that is, either there are no

is

x and y of t which satisfy the two given differential equations,


there are an infinite number in each of which other things than the

f unctions

or

constants of integration are arbitrary.

To finish the example above and determine one set of arbitrary constants in
terms of the other, substitute in the second differential equation. Then

or

Ci

e<(2

As

hold only

if

C2 +

+ K2 ) +

C2 +

te<(2

JT2 )

~ 3 e~ \0Z +

te l ,

e~*

2C2 + JT2 = 0,
2Cl + 2C8 + K + JEra =
0,
= -3JT8
2C2 = -JT2
20^-JB^.
+ <7,t) e - 3 K8 e~ i - Jt,
^ = -2(0! + C2 t)e +

C8 + 3tfg =
and

(7

= (0,

Hence

3 Jf

are independent, the linear relation between them can


each of the coefficients vanishes. Hence

the terms ee

0,

K^

'

where C t C2 ^"8 are three arbitrary constants


gration and might equally well be denoted by C 1? C a C8 or K^
2
s
are the finished solutions,

99.

One

of the

most important applications

K K

--

of inte.

of the

theory of simultaneous equations with constant coefficients is to the theory of small vibrations about a state of
in
a
conservative*
If
equilibrium
dynamical system.
qn are n coordinates
</j, </ 2
(see Exs. 19-20, p. 112) which specify the position of the system measured relatively
,

The potential energy

T is defined as

dV= dW=

QidQi

Qzdq s

+ ----h

Qndqn

dW

is the immediate extension of Q t as given in Ex. 19, p. 112. Here


denotes the
work and
2F i -dri =2, (Xidxi+ Yidyt Zidzd. To find Qf it is
generally quickest to compute d Wfrom this relation with dx{ dtji dzi expressed in terms
of the differentials dq l
dqn The generalized forces Qi are then the coefficients of
dq^. If there is to be a potential F, the differential cZJFmust be exact. It is frequently
easy to find V directly in terms of q^ ,
q n rather than through the mediation of

This

dW =

differential of

Qi
fl

'
>

f\

T*

Qn
7^

when

this is not so,

it is

usually better to leave the equations in the form

T*

~Z~

Qi rather than to introduce

Vand

L-

where the first term is constant, the second is linear, and the third is quadratic, and
where the supposition that the <?'s take on only small values, owing to the restriction
to small vibrations, shows that each term is infinitesimal with respect to the preceding. Now the constant term may be neglected in any expression of potential energy.

As the position when

all

the q's are

is

assumed to be one of equilibrium, the forces

vanish when the g's are 0. This shows that the coefficients, (8V/dqi)o
0,
linear expression are all zero. Hence the first term in the expansion is the
quadratic term, and relative to it the higher terms may be disregarded. As the
position of equilibrium is stable, the system will tend to return to the position
where all the Q'S are when it is slightly displaced from that position. It follows
that the quadratic expression must be definitely positive.
The kinetic energy is always a quadratic function of the velocities q\ q z
qn
with coefficients which may be functions of the g's. If each coefficient be expanded
must

all

of the

by the Maclaurin Formula and only the first or constant term be retained,
kinetic energy becomes a quadratic function with constant coefficients. Hence
Lagrangian function

when substituted
dt dgj

in

(cf

the
the

160)

the formulas for the motion of the system, gives

'

0g t

'

dt dq 2

'

dt dqn

dq%

'

dqn

a set of equations of the second order with constant coefficients. The equations
moreover involve the operator D only through its square, and the roots of the equamust be either real or pure imaginary. The pure imaginary roots introtion in
duce trigonometric functions in the solution and represent vibrations. If there were
real roots, which would have to occur in pairs, the positive root would represent
a
a term of exponential form which would increase indefinitely with the time,
result which is at variance both with the assumption of stable equilibrium and
with the fact that the energy of the system is constant.

When there is friction in the system, the forces of friction are supposed to vary
with the velocities for small vibrations. In this case there exists a dissipative funcwhich is quadratic in the velocities and may be assumed to
tion F(q l q 2
have constant coefficients. The equations of motion of the system then become
,

,,?)
dt Bqi

dq.

dcfi

dt dqn

dqn

dqn

but involve first powers of the


the equation in
must be
operator Z>. It is physically obvious that the roots of
if the roots are
complex
negative if real, and must have their real parts negative
for otherwise the energy O f the motion would increase indefinitely with the time,
whereas it is known to be steadily dissipating its initial energy. It may be added
and the
in addition to the internal forces arising from the potential
that

which are

still linear

with constant

coefficients

if,

impressed on the system, these forces would remain to be inserted upon the righthand side of the equations of motion just given.
The fact that the equations for small vibrations lead to equations with constant
coefficients by neglecting the higher powers of the variables gives the important
physical theorem of the superposition of small vibrations. The theorem is If
a certain set of initial conditions, a system executes a certain motion and if

with
with

same

a different set of initial conditions taken at the

time, the system


execute the motion which consists
initial

executes a second motion; then the system may


merely adding or superposing these motions at each instant of time

of

particular this

combined motion

will be that

and

in

which the system would execute under

conditions which are found by simply adding the corresponding values in


the two sets of initial conditions. This theorem is of course a mere corollary of the
initial

linearity of the equations.

EXERCISES
Integrate the following systems of equations

1.

(/3)

Dx Dy + x = cos
3Dx + 3x+ Zy = e

(7)

D*x-3x- 4y.= 0,

(a)

y7x
+

Dx
2

t,
,

&

= 1,

tDx

(r?)

Dx

(i)

D x- 3x-4y + 3 = 0,

ny

tDy

2.

particle vibrates

~t)

fy

yZ

Same

as

e zt ,

0,

2x+5y

t,

Dz

nx,

+ x- 8y +

= wuc

0,

ellipsoid as

/-/
'

then

x=(7sin(
\

\
3.

3f,

without friction upon the inner surface of an ellipsoid.

Take the

=1;

_O

'

3x + 4y
+ 5y =

x
Iz

D*y

,,\2

+-

7.O

Dy

mz,

Discuss the motion.

(f )

y)

Dy+x+y=

2x + 5y

2 (x

Dy +

4x- SDy + 3y =

-t

+
'

Ex. 2 when friction varies with the velocity.

Two heavy

particles of equal mass are attached to a light string, one at the


middle, one at one end, and are suspended by attaching the other end of the string
to a fixed point. If the particles are slightly displaced and the oscillations take
4.

place without friction in a vertical plane containing the fixed point, discuss the

motion.
5. If

where ^

there be given two electric circuits without capacity, the equations are

induction,

E!

are the currents in the circuits, Lj


are the coefficients of self2
R 2 are the resistances, and is the coefficient of mutual induction.

(a) Integrate the equations when the impressed electromotive forces


zero in both circuits. (/?) Also when
but ~E
sinpt is a

Elt E

are

=
=
2
periodic force.
l
(7) Discuss the cases of loose coupling, that is, where
*/L^L z is small and the
2
case of close coupling, that is, where
/L l L 2 is nearly unity. What values for p
are especially noteworthy when the damping is small ?

charges on the condensers so that


equations are

di

dq^dt,

i, z=

dq2 /dt are the currents, the

0. If T = 27rV(7
Integrate when the resistances are negligible and E\=. z
x
1
1
2 ff_VC' 2 X> g are the periods of the individual separate circuits and
and T"2
2
2
2
6 = 27rM
C2 , and if 7\ = ra show that
are the
+ 9 a and
a

VC

independent periods in the coupled


7.

uniform beam of weight 6

VT -

VT

circuits.
Ib.

and length 2

ft.

is

placed orthogonally

across a rough horizontal cylinder 1 ft. in diameter. To each end of the beam is
suspended a weight of ] Ib. upon a string 1 ft. long. Solve the motion produced
by giving one of the weights a slight horizontal velocity. Note that in finding the
kinetic energy of the

middle point

39).

beam, the beam may be considered as rotating about

its

CHAPTER

IX

ADDITIONAL TYPES OF ORDINARY EQUATIONS


100. Equations of the first order and higher degree. The degree of
a differential equation is defined as the degree of the derivative of
highest order which enters In the equation. In the case of the equation

of the first order, the degree will be the degree of the


y> y'}~
From the idea of the lineal element ( 85) it appears
equation in y
that if the degree of # in y' is n, there will be n lineal elements through

*CT

each point (x, y). Hence it is seen that there are n curves, which are
compounded of these elements, passing through each point. It may be
2
pointed out that equations such as y' = x Vl + y which are apparently
,

of the first degree in

are really of higher degree

y',

if

the multiple value

such as Vl~4- y2 which enter in the equation, is taken


into consideration
the equation above is replaceable by y' 2
x* -f a;2 ?/2,
of the functions,

of the second degree and without any multiple valued function.*


First suppose that the differential equation

which

is

* (*,
may

y, y'}

be solved for
y'

= [y' - ^(*,

- fc(*,

y)]

x [y

y)

= 0,

y'

- ^(z,

y)

may be

obtained,

= 0,

J-^y, C)=0,

and the product of these separate

F(x,
is

y, <7)

y,

C)

= Ffa

y,

C)

Ffa

y,

(1)

set

= 0,

of equations each of the first order, and each of these


by the methods of Chap. VIII. Thus a set of integrals

Ffa

=o

A2 (^, y)]

then becomes equivalent to the

It

y'.

C)

(!')

may

be treated

...

(2)

integrals
.

(2')

the complete solution of the original equation.

ing,

each integral

F (x,

product represents
*

It is

all

Geometrically speakrepresents a family of curves and the

y, C)
the families simultaneously.

therefore apparent that the idea of degree as applied in practice is

somewhat

indefinite.

The same constant C or any desired function of C may be used in the different
solutions because C is an arbitrary constant and no specialization is introduced by its
t

repeated use in this way.


9.9A

y'2

and

-f.

These equations both

dy

7/cotx

cosx

It

may

(l

= y2 esc2 x,
= 0.

cot 2 *)

ycotx

ycscx)

of variables separable.
.

.,

y(l

cos x

dcosx

cosx)
.

...

cos x

cosx)

(1

+ C] [y (I -

Integrate

C.

C.

cos x) + C]
+ cos x)
be put in a different form by multiplying out. Then

[y (1

the solution.

+ cosx,dx =

2
j/

sin x

Hence

=
+

dcosx

dx

sin

is

y 2 cot? x

?/cscx)(y'

come under the type

dy

and

2 2/'y cot x

(?/ -f

sin 2 x

+ 2 Cy + C2 =

0.

cannot be solved for y or if the equations resulting


from the solution cannot be integrated, this first method fails. In that
If the equation

case it

may

be possible to solve

differentiation.

Let

for y or for x and treat the equation by

=p. Then

y'
/./

if

^y
j
^x

y=f(x,p\
j \ rn
y

df

flf

dp

,_.

=#^
+arj
^x
dp dx

The equation thus found by differentiation

is

(3)
^ '

a differential equation of

dp/dx and it may be solved by the methods of Chap.


F(p, x, C) = 0. The two equations
y =/(, JP) and F(j>, x, C) =
(3')

the first order in

VIII to find

may be regarded as defining x and y parametrically in terms of p, or p


may be eliminated between them to determine the solution in the form
= if this is more convenient. If the given differential equa[)
(x, y, C)
tion had been solved for
then
,

dx

A
and

<*

}
;

= Vfdfdp
J- + -J--f--

...

^ '
(4)

The resulting equation on the right is an equation of the


dp/dy and may be treated in the same way.

or

As an example take p 2
o

2 yp
'

xT
\p

and solve for

a~]dp

PJ dx

[a

\p

The solution of this equation

is

= xp

when expressed parametrically

= n0,

P)

x3

or

xdp

order in

Then

ax dp
p* dx
,

pdx

p
A

Q.

The

Cp.
H

in terms of p.

2y =

y.

dp
dx

dx

PL

ax

o^_o_

OKB

first

+ aC

solution of the given equation is

= Cp

If p be eliminated, then

parabolas.

DIFFERENTIAL EQUATIONS

230

As another example take p*y

+ 2 px =
dx

/I

O
2-~

2x=y(--p),
I
\p

dy

y and solve for

x.

Then

I
1
\dp
= 2- = ---p
+ y(/ ----i\f.,
t

p*

dy

or

Two special types


their

method

given in general.
Clairaut? s equation.
>

= 02/A)

may be mentioned in addition, although.


a mere corollary of the methods already
are the equation homogeneous in (x, y) and

of equation

of solution

is

They
The general form

This equation

may

or as
*O

and in the

first

case

the second by the


rests

treated

is

The

by

homogeneous equation

is

=/(?),

/(?);

(5)

the methods of Chap. VIII, and in

methods of this

with the solver.

of the

be solved as

article.

Which method

Clairaut type of equation

is

chosen

is

y=px+f(p)

(6)

and comes directly under the methods of this article. It is especially


noteworthy, however, that on differentiating with respect to x the resulting equation

is

[+/(*)]
Hence the solution for

is

p=

-0
C,

or

d
J-0.

and thus y

= Cx +/(C)

(6-)
is

the solu-

tion for the Clairaut equation and represents a family of straight lines.
The rule is merely to substitute C in place of p. This type occurs very
frequently in geometric applications either directly or in a disguised

form requiring a preliminary change of variable.


101. To this point the only solution of the differential equation
* (x y> P) = which has been considered is the general solution
>

F(x,
say

y,

solution.

containing an arbitrary constant. If a special value,


is called a
given to C, the solution F(x, y, 2) =
particular
It may happen that the arbitrary constant C enters into the

C)

2, is

in such a way that when C becomes positively


negatively infinite) the curve F(x, y, C) =
approaches a
definite limiting position which is a solution of the differential equation
;
expression F(x, y, C)

infinite (or

That which will be adopted here is


singuthe envelope of the family of curves defined by the

for the singular solution.


lar solution is

general solution.
The consideration of the lineal elements

85) will show

how

it is

that the envelope ( 65) of the family of particular solutions which


constitute the general solution is itself a solution of the equation. For

which represents the particular solutions broken up


Note that the envelope is made up of those
elements, one taken from each particular so-

consider the figure,

into their lineal elements.


lineal

which are at the points of contact of the


envelope with the curves of the family. It is seen
that the envelope is a curve all of whose lineal
for the
elements satisfy the equation ^ (x, y^p}

lution,

reason that they

whose

lineal

lie

upon

<^M>efope

^"^/^^^^
mi y
'
\

solutions of the equation. Now any curve


is by definition a solution

elements satisfy the equation

and so the envelope must be a solution. It might


was so constituted
happen that the family F(x, y, C) =
envelope one of its own curves. In that case that curve would

of the equation

conceivably
as to

be both a particular and a singular solution.


of a given differential equation
If the general solution F(x, y, C)
is known, the singular solution may be found according to the rule for

finding envelopes

65)

by

eliminating

F(x,y,C)=0
It

and

C from

~F

(x, y,

C)

= 0.

(7)

mind that in the eliminant of these two equations


some factors which do not represent envelopes and

should be borne in

there

may

occur

which must be discarded from the singular solution. If only the singular solution is desired and the general solution is not known, this
method is inconvenient. In the case of Clairaut's equation, however,
where the solution

is

known, it gives the result immediately as that


C from the two equations

obtained by eliminating

(8)
=Cx+f(C} and Q = x-\-f'(C).
p = C, the second of the equations is merely
the factor x +f(p) =
discarded from (6'). The singular solution may

It

may

be noted that as

therefore be

found by eliminating p between the given Clairaut equa-

tion and the discarded factor

x +f'(p)=

0.

reexamination of the figure will suggest a means of finding the


singular solution without integrating the given equation. For it is seen
that when two neighboring curves of the family intersect in a point P

near the envelope, then through this point there are two lineal elements
which satisfy the differential equation. These two lineal elements have
nearly the same direction, and indeed the nearer the two neighboring
curves are to each other the nearer will their intersection lie to tlie

envelope and the nearer will the two lineal elements approach coincidence with each other and with the element upon the envelope at the
point of contact. Hence for all points (x, y) on the envelope the equa/-

= of the lineal elements must have double roots for p.


y, p")
an equation has double roots, the derivative of the equation
must have a root. Hence the requirement that the two equations
tion

* (x,

Now

if

<K^

y>

X>

have a common solution for

and

^ K^?/>X>
|

9)

will insure that the first has a double

p and the points (a;, y) which satisfy these equations simultaneously must surely include all the points of the envelope. The rule
for finding the singular solution is therefore
Eliminate p from, the
root for

given differential equation and its derivative loith respect to


from (9). The result should be tested.
If the equation xp
the elimination of p

2 yp

is

ox2

result is

satisfies

that

is,

treated above be tried for a singular solution,

required between the two equations

xp

= ox2
= i Vox

result is y z
tution of y

The

+ ax =

2 yp

ax

and

xp

0.

which gives a_pair of lines through the origin. The substiand p = i Va in the given equation shows at once that
the equation. Thus y 2 = ax2 is a singular solution. The same
,

found by finding the envelope of the general solution given above. It is


is not a particular solution, as the par-

clear that in this case the singular solution


ticular solutions are parabolas.
If the elimination

had been carried on by


x
x
x

and the eliminant

is

2y

y
a

Sylvester's method, then

x(y

ax 2 )

the product of two

factors x =

and y2

ax2

= 0,

of

which

that just found and the first is the y-axis. As the slope of the y-axis
is infinite, the substitution in the equation is hardly
legitimate, and the equation
can hardly be said to be satisfied. The occurrence of these extraneous factors in
the second

is

the eliminant

the real reason for the necessity of testing the result to see

is

if it

actually represents a singular solution. These extraneous factors may represent


a great variety of conditions. Thus in the case of the equation p 2 -f 2 yp cot x = y2
2
previously treated, the elimination gives y esc* x = 0, and as esc x cannot vanish,
the result reduces to y 2 = 0, or the x-axis. As the slope along the x-axis is
and y
is 0, the equation is clearly satisfied. Yet the line y =
is not the envelope of the
general solution for the curves of the family touch the line only at the points TWT.
;

what may not occur among the extraneous loci and how many times it may occur.
The result is a considerable number of statements which in their details are either
66-67). The rules here given
grossly incomplete or glaringly false or both (of.
for finding singular solutions should not be regarded in any other light than as

some expressions which are to be examined, the best way one can, to
out whether or not they are singular solutions. One curve which may appear in
p and which deserves a note is the tac-locus or locus of points of

leading to
find

the elimination of

tangency of the particular solutions with each other. Thus in the system of circles
2
2
r2 there may be found two which are tangent to each other at any
(x
C) +y
assigned point of the x-axis. This tangency represents two coincident lineal
elements and hence
differential

may be expected to occur in the elimination of p between the


equation of the family and its derivative with respect to p ; but not in

the eliminant

from

(7).

EXERCISES
Integrate the following equations by solving for

1.

p2 - 6 p +

= 0,
=
(7) xp ~2yp-x
(e)i^+p=l,

(a)

2
4xp + 2xp-y
2px y + logp

(5)

{,)

() p

0,

= 0,
= 0,

= y+alogp,
- 4xi/p + 8^/2 =

(/3)

(e)

t)

(,)
(t)

(X)

= - xp + x*p 2
2
yp = ap

y
x

>

(0)
0,

(X)

x+py(2p + 3) =
= p + logp,

(7)

p + 2xyy

z
+ 2) =2p2/8 + x8
+ *W> - afy a = 0,
= px + sin-ip,
2
y = px + p (1 - p ),
4e2 yp 2 + 2xp 1=0, z =
2
e* = 0,
4e2 ^ + 2e2a:p

x2

- y 3 = 0,

atan-ip,

afyp - 2xp + y = 0,
p (*2 + 2 ax) = a2

0,

(i)

(/)

and

(t)

(K)]

+ joy) 2 = (1 + p2 ) (y2 + nx2 ),


= KP + 2jpa;,
= p (-&) + o/p,
2
2
2 2pxy - 1 = p (1 -x ),
= z,
= 2jpx + 2p 8
2
2
x (y
px) = i/p
(nx

(/S)

=x+
2

(f)

(a) xy- (p

V
y

by solving for y or x

equations [substitutions suggested in

3. Integrate these

(7)

y'\

(j9)

2. Integrate the following equations


(a)

p=

p s - (2 x + y*)p + (a;2 - y 2 + 2 xyz )p-(x* - y*)y* =0,


8
2
2 x) = 0,
(8) p (x + 2 y) + 3p (x + y) + p (y +
8
2
= (a-x)Vl-f-p 2
(n) p
(f)p -ox = 0,

() y
(f)
(0)

j/

(K)

j/

e 2 y,

j/

i/
.

(jt)

4. Treat these equations by the p method (9) to find the singular solutions.
by the C method (7). Sketch the family of solutions and
examine the significance of the extraneous factors as well as that of the factor
which gives the singular solution

Also solve and treat

- y) - x = 0,

(a)

pz y + p

(7)
(e)

= (3x- a)
p + xp- y = 0,

(ij)

x8p2

(x

4xp

pV cos

(/5)

2
,

x 2 yp

a8

5.

Examine sundry

6.

Show that the

given equation

0,

yp x(x-a)(x-fc)

(f)

8o(l +

(9)

y (8

.(7)

1, 2, 8,

+/(p)

Solve

27 (x

is

linear equation

/(J?)

+p ),

- 4 y) 2p2 = 4 (1 - y).

= x0(p)

and the solution of the

=
dp

p)

of the equations of Exs.

solution of y

- x2 sin 2 a = 0,
= [3 2 -2x(a + b) + ab] 2
+ y) (1 -p) 8

a - 2pxy sinz a + yz

(5)

(a)

= yp + ap 2

for singular solutions.

given parametrically by the


:

= mxp + n (1 + p 8

mx +f(m)

y=px

or by the Clairaut equation

-f

Show that

f(p).

the orthog-

onal trajectories of any family of lines leads to an equation of the type of Ex. 6.
is true of the trajectories at any constant angle. Express the equations

The same

systems of lines in the Clairaut form, write the equations of the

of the following

orthogonal trajectories, and integrate

2
2
(a) tangents to z -f y
2
(y) tangents to y

normals to y

e)

= Xs
=x

1,

(/3)

(5)

(f)

2
tangents to y

2 ax,

normals to y 2 = 2 ox,
normals to &2 x2 + a?y*

cPlfl,

The evolute of a given curve is the locus of the center of curvature of the
curve, or, what amounts to the same thing, it is the envelope of the normals of the
curve.
If the Clairaut equation of the normals is known, the evolute may be
given
obtained as its singular solution. Thus find the evolutes of
8.

(a)

7/

4 ox,

(jS)

xy

=a

(7)

x*

yi

af

9. The involutes of a given curve are the curves which cut the tangents of the
given curve orthogonally, or, what amounts to the same thing, they are the curves
which have the given curve as the locus of their centers of curvature. Find the

involutes of
(a)

x2

y*

a2

(0)

mx,

(7)

a cosh (a/a).

As any curve is the envelope of its tangents, it follows that when the curve
is described by a property of its tangents the curve may be regarded as the
singular solution of the Clairaut equation of its tangent lines. Determine thus what
10.

curves have these properties

tangent intercepted between the axes is I,


() sum of the intercepts of the tangent on the axes is c,
2
(7) area between the tangent and axes is the constant fc
(S) product of perpendiculars from two fixed points to tangent is
3
e ) product of ordinates from two points of x-axis to
(
tangent is k
(a) length of the

-=
J

From

11.

the relation

___

7JT

an

_
+N

3
,

n V.W 2

of Proposition 3, p. 212,

show that as

C is moving tangentially to itself along its envelope, the singular


solution of Mdx + Ndy =
may be expected to be found in the equation I//* =
also the infinite solutions. Discuss the equation I//K =
in the following cases
the curve

(a)

Vl

y dx

= Vl

x2

d?/,

(/3)

102. Equations of higher order.

lems

82)

it

was seen that the

&
=
dx Py

dx

ydy

= Vx +

2
j/

a2

dy.

In the treatment of special prob-

substitutions

^=^
2

xdx

dx

or

^ = P0^
dx2

dy

rendered the differential equations integrable by reducing them to integrable equations of the first order. These substitutions or others like

them

are useful in treating certain cases of the differential equation

y(x

>

Z/">
?/')= of the nth order, namely, when one of. the
and perhaps some of the derivatives of lowest order do not

y> y'>

variables

>

occur in the equation.

**,

Incase
y and the

The

_oA

(11)

1 derivatives being absent, substitute

first i

f&

_...

= Jy

so that

original equation

is

=
n ~'
^,...,fT2\

*(*, q*'
'

'

0.

^
(11')'

by one of lower order.

therefore replaced

the integral of this be F(x, <?)


0, which will of course contain
arbitrary constants, the solution for q gives

and

<?=/(*)

If

it

If
i

(12)

y=f.~f /(*)(<**)'.

The solution has therefore been accomplished.

were more con-

venient to solve F(x, q)

for x

= <(<7),

and this equation with x

<(<?)

would give a parametric expression

the integration would be

for the integral of the differential equation.

*(**'&-) = *

(13)

x being absent, substitute p and regard ^ as a function of


<fy
-2-

dx

= P>
n

dp

Pn _i_

*.a ( y
y. p.
*' -fdy
\
'

way

d /
/

dx
>

"

-,

'

Then

Pn - n -JL
dy\ dy

d?y
3.

dy

and
In this

<?V
Zdx*

y.

dp

rv

0.

c^y"- /

the order of the equation

lowered by unity. If this equathe last step in the solution may

is

can be integrated as F(y, p)


0,
be obtained either directly or parametrically as
tion

no particular simplification in this case to have some of the lower


derivatives of y absent from
0, because in general the lower deriva-

It is

^=

tives of

will

none the

less

be introduced bv the substitution that

AS an example

uoneiuer K

da:

Then
for the equation

a Clairaut type.

is

=//[c

x
i

Vctf

As another example

4-

Hence,

l](dx)

=JC

consider y"

y'

finally,

x 2 Vc'i3

=y

+ C2 x +

This becomes

logy.

or

The equation

is

linear in

-pV-zj.

2
jp

JVe-

--

/
r

and

and has the integrating factor e- 2 ".

p = le^vfy^e

-=

logj/cfy,

= V2 x.

I
j

The integration

is

therefore reduced to quadratures and becomes a problei

ordinary integration.

If

an equation

is

homogeneous with respect

to

y and

its

derivat

the equation is multiplied by a power of 7c when y is repls


by ky, the order of the equation may be lowered by the substitu
t?
and by taking
as the new variable. If the equation is Ai
y
that

is, if

'

geneous with respect to x


by a power of 7c when x

and

dx, that

is
replaced
may be reduced by the substitution x
the
use
of
(Ex. 9, p. 152) by

Dy = 6-*D (D - 1)
t

is, if

by

fcx,

&*.

...

the equation is multij


the order of the equa

The work may be

simpl:

(A - n + l)y.

with respect to x and y and the


the order may be lowered by the substita

If the equation is homogeneous


ferentials dx, dy, d?y,

=#

6*2,

where

D-y

it

may

be recalled that

= <r"A(A - 1) (A - n + l)y
= e- <-~ (D 4- 1) D (A - + 2)
l> f

homogeneous with respect to x considere*


dimensions 1, and y considered of dimensions m, that is, if the equz
m
is
multiplied by a power of 7c when kx replaces x and k y replaci
the substitution x = e*, y~ emtz will lower the
degree of the equa
Finally, if the equation is

It

may

be recalled that

1)

...

(D,

+m

+ !)*.

sort

mentioned. Substitute

y
e 2z will

Then

cancel

xz"

The equation

ez ,

y'

z'

bxz' z /Va?

in the first

form

is

2
x'

y"

e*z',

from the whole equation,

e*(z"

or

Bernoulli

dx

z' 2 ).

leaving merely

=
form, exact. Then

in the second

xdx
b

The variables are separated for the


as

a function of

Va - x 2 + C
2

which will determine z

last integration

= logy

x.

dz v
Again consider x* ^2
dx

(x

dy

2xy)

4j/

2
.

x be replaced by

If

dx

fee

and y by

replaced by ky' and y" remains unchanged, the equation is multiplied by k* and hence comes under the fourth type mentioned above. Substitute
k2 y so that

Then

is

j/'

e,

T/

e t( will

Dxy = c(D, + 2)z,

e 2 <2,

2)*y

(D

2) (D,

Then

z'dz'/dz.

There remains only to perform the quadrature and replace z and


tlie

>

called

dx'

an

*=

gral of

equation

0.

by x and

y.

be obtained by differentiation, as

may

dn

dy ...
^L

it is

1) z.

2 (1
0, if accents denote differentiation
z)z'
This equation lacks the independent variable t and is reduced

with respect to ..
by the substitution z"

103. If

cancel and leave z"

'

dx

da?

dx

'

dy<-

dy

and 1 (x, y, y
Thus in case the equation is

exact equation,

(n

',

-1)

i/

=C

is

exact, the order

an

inte-

may be

lowered by unity. It may be noted that unless the degree of the nth
derivative is 1 the equation cannot be exact. Consider

/d

where the coefficient of y w


tially

y^-v

regarding only

is

collected into

<

Now

integrate

<

1}

par-

as variable so that

W" - V

Then

the expression ^
O/ does not contain
no derivative of order higher than n
and
7c,

That

is,

y^

and may contain

may

be collected as

if

the conclusion

1,

of integration

may

that

is

was not

\J>

m = 1, the process

If

exact.

O by

be continued to obtain

integrating partially
shown that * is not exact
2

-*- 1

).
And so on until it is
with respect to yO
or until * is seen to be the derivative of an expression
1

As an example consider *

= f

n2

= f-

*the

is

new

xcfy'

= - xy',
2

equation.

Qj

(a:?/

)'

xy"

fij

(2

xy

Qg

an exact

is

and

*"i

The method may be


/Vdj/'

x z y',

*i

(2

O2

-f

zy

- 1) y +

2 xj/y'

----

-{

'

= C.

- 0. Then

1) y'

* - Oj = - x^" +

of the first order


fig

y'"

zW = zV,

B!

As the expression

xz

= (xj/

2
j/

2
2/

2
)'.

derivative, the result is

= &V" -

XV'

xy

- G! =

tried again.

= - 3 xy' +

xy*

Ot

= is not exact. Moreover


not an exact derivative and the equation
contains both x and y and is not homogeneous of any type
the equation ^r l =
=
It
as
the
0.
therefore
further integration of the
C
appears
though
except when
t

This

is

equation

Sl>

were impossible.

The method

is

applied with especial ease to the case of

*(*)=o,
where the coefficients are functions of x alone.
linear equation, the integration of

the order

is

1 or

when

is

as the

which has been treated only when


The application

is left

merely

+(-l)-iJC -t-(-l)X )2/ _ R,


only when it is a function of x. Hence

-X^ +

a derivative

(17)

known

by parts gives

and after n such integrations there

which

is

the coefficients are constants.

of successive integration

(Xn

This

*- X^ +

...

+(_l)-i* + (_l)jc s

(18)

the condition that the linear equation shall be exact, and


(n - 2)
X( XfiyO-o
XfflO-v
^o)y
(*,
tX^

is

is

the

first

As an example take
JT8

solution in case
y'"

X'z +

it is

y" cosx

JEj"

fRdx

exact.

XQ"

2 y'sinx

cosx

y cosx

+ 2 cosx

sin 2 x.

cosx

The

test

(19)

The

satisfied.

is

therefore y"

is

integral

-f

The

linear type.

may

it

cos2z

C..

be integrated

This belongs to the

final result is therefore

= e-^^C^z + C 2 )dz + Ca e-

ysinx

y'cosx

This equation still satisfies the test for exactness. Hence


again with the result y' + y cosz =
|sin2z )- CjX + C2

sina:

- since),

i (1

EXERCISES
1.

Integrate these equations or at least reduce them to quadratures

(a) 2z?/"7/"

iv

y" 2
=0,

(7)

2/

(f)

ayy = x,

- a2

-z

(1

(,)

y"

i*)

( /c)

zy"

y^

- mV" =

y'

e"*,

y*

y2 ?/

= (mzV2 + n?y 2 )i,


- z?/) 8
(y) ay =
2
() x- Y' + x~ 4 y = i^'
(?y

(a) (y

(Y)
(5)
(

x) y'"

6 yy'y"

X8y"

(2

x*y)

y"

4 z2?/2

y"

(p)

y*y"

0,

2 zyy'

a.

GW" +

4,

0,

(f)

2 ?/ 2

oV' =

= f(y)

?/'

asW" + 3 zV" + 9 x 2 j/?y" + 9 z2?/2 +


y + 8x0" + Zyy'*- + (z 2 + 2 yV)v" =

Treat these linear equations

4.

y"

y'"y''

(y

2
&?/'

2
2/l/'(c

Carry the integration as far as possible in these cases

3.

zV +

(0)

(5)

(e)

(X)

- x?/)
x ?y" - z ?/ - z 2 2 + 4?y =

mx8 T/" =

(/3)

0,
v

Carry the integration as far as possible in these cases

2
(a) x y"

0,

= -vV",
() yy" - y'2 2 y" = &,
(TT)

y"

2/'

2.

(5)

- Z7/ = 2,
- y) y" = 1 + 7/2,
(l) 2 (2 a
() W" + 2 +1=0,
(

(1

(jS)

(/3)

18 zyy'

y 'y"

0,

x 2 )~i

- yx*y' = xy

3 y*

2
,

= 0,

>

= 0.

2 2x,
(x
(/3)
l)y" + 4xy' + 2?y = 2x,
2
y'cotx + y csc2 z = cos'z,
(8) (z
x)y" + (3x
2)y' + y =
8
2x/ + 2y = 6z,
(e) (x- z )y'" + (1
5x2)y"
/
s
2
8
2
z
+
(f) (z
l)y'" + (9x + 6z-9)y"+(18x + 6)y + 6y = x

(a) xy"
(7)

+ 2y =

2/"

-3x+

(r))

5.
(if)

2
2
2) y'" + (x + 2) y" + y' = 1,
(9) z jy" +
- z)y'" + (8x2 - 3)y" + 14zy' + 4y = 0.

(z

(i) (z

Note that Ex. 4

0,

3 xy'

= x,

comes under the third homogeneous type, and that Ex. 4


(z -f 2). Test sundry of Ess.
in which the coefficients are
degree less than the order of the derivatives of which they are the
(0)

may be brought under that type by multiplying by


3 for exactness. Show that any linear equation

1, 2,

polynomials of
coefficients, is

surely exact.

when the condition that an equation be exact is not satisfied, it


an integrating factor for the equation so that after multiplication
by the factor the equation becomes exact. For linear equations try zm Integrate
6.

is

Sometimes,

possible to find

(a) x*y"

(2z<

- x)y' -

(2x

l)y

0,

(/?)

(x

- x*)y" - z 8 ?/ - 2y = 0.

2
7. Show that the equation y" + Py' +
may be reduced to quadratures
Q?/ =
when P and Q are both functions of y, or 2 when both are functions of x, or 3
when P is a function of x and Q is a function of y (integrating factor 1/y'). In

each case find the general expression for y in terms of quadratures.

Integrate

measured from some point, the equation

JK

= E (s)

= s (R) is

or s

called the intrinsic

equation of the curve. To find the relation between x and y the second equation
may be differentiated as ds s'(R) dB, and this equation of the third order may be
and if the
solved. Show that if the origin be taken on the curve at the point s

a>axis be tangent to the curve, the equations

express the curve parametrically.

E=

(a)

Find the curves whose

(0) aZ?

a,

s2

a2
-2

(7)

R*

intrinsic equations are

s2

16 a.

)
Given F = y<> + X$<.*-*> + X#<>
+
+ X*-\tf + ny = 0. S) ow
that if /x, a function of x alone, is an integrating factor of the equation, then
1

10.

so

i- xn -in

---- +

+ ~ i*xn = o

the equation satisfied by /*. Collect the coefficient of /* to show that the condition
that the given equation be exact is the condition that this coefficient vanish. The
is

equation

of the adjoint

is

F=

0. Any integral n
called the adjoint of the given equation
is an integrating factor of the original equation. Moreover

equation

note that

<JF - -

Or

Hence

if

original

lny$

Ct

yfr -1)

- /) 2/(n- 2)

an exact differential, so is y&. In other words, any solution y of the


equation is an integrating factor for the adjoint equation.

pF is

The equations

104. Linear differential equations.

X Dy + XJ3-*y + + X^Dy + Xny = R (x),


XvD*y + X D*- y + ... + X _ Dy + Xjf =

>

are linear differential equations of the nih order

the

called the

first is

complete equation and the second the reduced equation. If yx , yt) yt}
are any solutions of the reduced equation, and C1} C2 , C ,
are any
8
C 2y2 C^/s -\---- is also a solution of the
constants, then y
C$^

reduced equation. This follows at once from the linearity of the reduced
equation and

is

proved by

direct substitution.

solution of the complete equation,

then y

Furthermore

+ 1 is

if

is

any

also a solution of the

complete equation (cf.


96).
As the equations (20) are of the nth order, they will determine y<n)
by differentiation, all higher derivatives in terms of the values of
~ 1J
~1
(n
\ Hence if the values of the n quantities y y'Q
x, y,y',---, y
yb*
Q
and,

which correspond to the value x = xg be given, all the higher derivatives


are determined (
87-88). Hence there are n and no more than n arbitrary conditions that

may

be imposed as

initial conditions.

A solution

SUJ.UU1UUS ox tne reaucea.


equation,

then

?/

is

a solution and

be substituted

values ?/,

7/0,

>

y',

y'"-

1)

are

its first

ana

1 derivatives.

If

on the right and the assumed corresponding initial


y$~ l) be substituted on the left, the above equations

become linear equations in the n unknowns

GI} C2

Cn and

if

they

are to be soluble for the C"s, the condition

(22)

must hold for every value of x = X


Conversely if the condition does
Q
be soluble for the C"s.
The determinant W(yv y^
yn ) is called the Wronsldan of the n
.

hold, .the equations will

The result may be stated as If n functions


y v y2
>, yn
'>yn which are solutions of the reduced equation, and of which
2/i yZ
the Wronskian does not vanish, can be found, the general solution of the
functions
>

reduced equation can be written down. In general no solution of the


equation can be found, whether by a definite process or by inspection
but in the rare instances in which the n solutions can be seen

by

tion the

inspec-

problem of the solution of the reduced equation is completed.


may be found by inspection, and it is therefore

Frequently one solution

important to see how much this contributes toward effecting the solution.
If y is a solution of the reduced
l
equation, make the substitution

y
(

= y^. The
8).

derivatives of

As the formula

is

y may be obtained by Leibniz's Theorem

linear in the derivatives of

2, it

follows that

the result of the substitution will leave the


equation linear in the new
variable z. Moreover, to collect the coefficient of z itself, it is necessary
to take only the first

term

-fflz in

the expansions for the derivative

T/

=
of
and vanishes by the assumption that y^
reduced equation. Then the equation for z is

is the coefficient

tion of the

_^ =

is

a solu-

(23)

.Now

if

?/2 ,

7/ 8

yp were other solutions, the derived ratios

(23

would be solutions of the equation in


y

= yi*i = y

a>

= y^ = y
z

&

#'

C-^

C 2 .%

-f-

= y^P -i = yf

if there

Moreover,

+ Cv -\z'p _i =

by substitution,

--,

are all solutions of the equation in y.


relation

for

were a line?

connecting the solutions z

an integration would give a linear relation

c$*

+ c&* +

'

+ cP -i!/n+ CpVi =

'

connecting the p solutions y^ Hence if there is no linear relation (c


which the coefficients are not all zero) connecting the p solutions yf c
1 solution
the original equation, there can be none connecting the p
z(

of the

transformed equation. Hence a knowledge of p solutions o


a neio reduced equation of whic

the original reduced equation gives

known.

And

the process of substitution may t


p
continued to reduce the order further until the order n
p is reachec
1 solutions are

As an example consider the equation


(1

Here a simple
y

= e%

Then
is

trial

shows that x and

are two solutions.

Substitute
:

f
second order in z

z'
this,

0" and

=
z"'

is

may
(l

A known solution is the derived ratio (x/e1

)'.

e-x (1

x).

Let

z'

= e-^l

x)

w>.

be found and the equation takes the form

x)(x-~2)w)

a linear equation of the


logio'

Hence

(xe-*Y

(l-x)w" +
This

ex

y"- e*(z + 2z' + 2"), y"' = & (z + 3z' + 3z" + z"'


2
2 3x + l)z" =
(1- x)z'" + {x - 835 + 2)z" +

= e?(z + z'),

(as

of the

From

of the third order

- x) y"' + (z2 - 1) y" - xy+ xy = 0.

first

or

order and
or

1)- dx

xdx

--

w'

= |x2 -21og(x-l) + (7
C^ J*e4 ^{s

~=

<73

may be
v/

solved.

dx1

Cx -!-.

The value for y

is

thus obtained in terms of quadratures. It

case the equation is of the nth degree with


call for p (n
p) quadratures.

p known

may be shown

that in

solutions, the final result wili

105. If the general solution y


C l y l C zy2 -\-----h C nyn of the reduced
equation has been found (called the complementary function for the
complete equation), the general solution of the complete equation may

always be obtained in terms of quadratures by the important and

far-

reaching method of the variation of constants due to Lagrange. The


question is Cannot functions of x be found so that the expression
:

6\(x) /A

+ C',(*) % +

+ Cn (x) yn

(24)

complete equation ? As there are n of these


functions to be determined, it should be possible to impose n
1 conditions upon them and still find the functions.
shall be the solution of the

Differentiate
y'

y on the supposition that the

= C\y{ +

As one of the conditions on the

Differentiate again

so that

The

Cji/"

may

+ Csya

be continued

+ yn C'n

H-----1-

Cn y'^

to the (n

l)st condition

4. y(-C; = 0,
+ yjf-VC't
= Cjyf-" + C^J-"
+ Cny^\
+ +Cy
y<> = C$?> + C y

yCn-2)^

and

2/<"-

Then

Now

2 C'2

C's suppose that

and impose the new condition

y"

differentiation

C's are variable.

+ C y'n +y& + y

C,y'2

_J_

-f-

if

1>

the expressions thus found for y, y\

w be
y *~v, y
(

',

substituted in the complete equation, and it be remembered that y v


when
are solutions of the reduced equation and hence give
> l/n
Vv
substituted in the left-hand side of the equation, the result is

yJ-Ci
Hence, in

all,

there are

+ yJ-^C", +
n

-f-

y^c; = R.

linear equations

|-r,

+...

+ yn c;

-f

4-

y^~^C'n

=0,

= 0,

(25)

wnich

for those derivatives


C"s

may

then be expressed in terms ol

-will

As an example consider the equation with constant


8

(D

D) y

sec x

with

coefficients

= C + C2 cos + Cs sin
a;

as 1, cos x, sin

by direct substitution in

cos w(?2

Gt =

Hence
is

C[

ct

+
+ log tan

C'z

TT) -f c t
(J

xC'2

sin

sec x,

log tan (J x

(26)

+ sin xCg = 0,

Hence
and

a;

reduced equation. Here the solutions y l y z j/ 8 may be tat


x respectively. The conditions on the derivatives of the C"s beco;

as the solution of the

GI

x.

then be found by quadrature.

1,

C2 =

TT)

= 0,
C'a =

cos zCg

(c2

x) cos

c2

cosxC'z

C5 =

sinxCg

= sec

tan x

(c 8

log cos x

log cos x) sin

cs

the general solution of the complete equation. This result could not be obtain

90-97. It could be obtained by the gene:


by any of the real short methods of
method of 95, but with little if any advantage over the method of variation
constants here given. The present method is equally available for equations w:
variable coefficients.

106. Linear equations of the second order are especially frequent


In a number of cases the solution may be foun

practical problems.

Thus 1 when the

coefficients are constant or

may

be made constant

'

a change of variable as in Ex. 7, p. 222, the general solution of t


reduced equation may be written down at once. The solution of t

complete equation may then be found by obtaining a particular integi


/ by the methods of
95-97 or by the application of the method

And 2 when the equation is exact, the solutii


be had by integrating the linear equation (19) of 103 of the fii
order by the ordinary methods. And 3 when one solution of the
variation of constants.

may

is known
(
104), the reduced equation may be coi
pletely solved and the complete equation may then be solved by t'
method of variation of constants, or the complete equation may
solved directly by Ex. 6 below.

duced equation

Otherwise, write the differential equation in the form

The substitution y

If

= uz

gives the

u be determined so that the

and

new

equation

coefficient of z' vanishes,

+
dxz

Q
\

2 dx

f* z

then

= *,*

(2
v

and 5 it it is k/x the equation may also be


(27) may be integrated
integrated by the method of Ex. 7, p. 222. The integral of the complete equation may then be found. (In other cases this method may
be useful in that the equation is reduced to a simpler form where solu;

reduced equation are more evident.)


Again, suppose that the independent variable

tions of the

ffy

d^
Now
of
n

if z'

*'*

make

dy/dz becomes a constant

QS? will

addition to 6

mined so as
fied that

make

tional to I/a; 2 .

Then
(

k%*, so that the coefficient

the equation is integrable. (Trying if


Jc.z/z is needless because nothing in

+ Pz' = 0,

z"

to

may happen

that

be deter-

if z

the equation will be so far simpli-

a solution of the reduced equation becomes evident.)

\ P'

Hence compute Q
z'

+ P*' =

*"

thereby obtained. It

is

to

k,

changed

+ Pz' =

make z"

Consider the example

or

will

is

R
dz^~z J ~z*

+ Px'dy

a/x

2
,

it

dpy-

ax 2
J

-|

a2

2 dy
--- +

-r y

xdx

2.

This

Pz'

= 0,

is

is

is

apparent.

neither constant nor propor-

work. From z' z = Q = oP/x.*


works the new equation is

will not

and

= -.

with

f*+y=o
dz
The solution

Here no solution

a 2 /x4 and

is

Hence the methods 4 and


appears that z"

= 0.

x*

therefore seen immediately to be


C, cos 2

C2 sin z

or

=C

cos (a/x)

+ Cz sin (a/a;).

had been a right-hand member in the original equation, the solution could
have been found by the method of variation of constants, or by some of the short
methods for finding a particular solution if B had been of the proper form.
If there

EXERCISES
a relation C^y l + C2yz {-----1- Cny n = 0, with constant coefficients not ail 0,
the functions are
between n functions y l y2
yn of x f or all values of
by definition said to be linearly dependent; if no such relation exists, they are said
to be linearly independent.
Show that the nonvanishing of the Wronskian is a
1. If

exists

criterion for linear


2. If

independence.

the general solution y

X yW + Xtf*- +
1)

yl

Xny =

+ Cz yz +
and

+ Cnyn is the same for


P y<"> -f P^fr -D +
+ Pny =

two linear equations of the nth order, show that y

satisfies

of the (n

l)st

order

and hence

infer,

0,

the equation

=o

from the fact that y contains

71

arbitrary

constants corresponding to n arbitrary initial conditions, the important theorem:


If two linear equations of the nth order have the same general solution, the corre-

sponding coefficients are proportional.

(a) (1

+ x2 )y" -

2 xy'

&x 2 )?/'

(7) (ax

ay' -\-2by

0,

((3)

xy"

= 0,

(8)

\y" +

6. If

j/,

is

known

xy'

(x

x2 /

x8

solution of the equation y"

show that the general solution may be written

order,

- x) y' - y = 0,

(I

2)y

\x

Py'

0,

=R

Qy

of the seconi

as

7. Integrate:

(a)

xy"-(2x+l)y' +

(/3)

?/'

(8)

y"

- x2 +

X?/

j/'

(x

V)y

xy' H- (x

+ l)y = x 2 -a -1,
+

(7) 3Z/"

x,

= E,

- x) y' - y =

(1
2

(e) /'sin x-l-

6*,

y'sinxcosx

]/

sinx,

After writing down the integral of the reduced equation by inspection, appl
the method of the variation of constants to these equations
8.

2
2
2
= e(l - x)~
= tan x,
(7) (D -l) y
(D + 1) y = sec x,
2
(i-x)y" + X y'-y = (l-x)*, () (1- 2x + x )(2/"'- 1)- xV'+2xj/'-y =

z
(D + l)y

(a)
(5)

'

(/3)

9. Integrate the following equations of the second order:

+4
+ (x + l) y = 0,
xy" + 2y'
xy *=2e x ,
2
(e) y" + y' tan x + y cos x = 0,
- 1) y' + e2 *2/ = e**,
(17) y" + (2 6*

(a) 4

zV

xy

(7)

10.

Show

that
(JT

- 2 y' tan x -

(ft

y"

(5)

j/"sinx

()

(1

x2 ) y"

(0) x*y"

+ 1) y = 0,
+ Sysinx =

(a

2y'cosx

+ 4y =
y = z- 2

xy'

3 x y' -f

y"

j/

as

<jr,)

where the factors are not commutative inasmuch as the

differentiation in on

applied to the variable coefficients of the succeeding factor as well


to D, then the solution is obtainable in terms of quadratures. Show that
factor

is

9i P 2

+ X^' + JS"2 = R may be written in factors


D2 + Jr.D + JT2 ) y = ( Pl D + ?1 ) (p 2 D +
y = E,

if -3T

ez

0,

-1-

PiPz

+ PA = x

and

?i7 8

+ Pi?s = ^2

In this manner integrate the following equations, choosing p l and p2 as factors (


JT and determining Q'j and. g 2 by inspection or by assuming them in some form an
applying the method of undetermined coefficients
:

(a)
(7)

(f)

xy" + (1 - x)/ - y = e*
3xV+(2 + 6x-6x2 )j/'-4y = 0,
axy" + (8o + &x) y' + 3 by = 0,

11. Integrate these equations in

((8)

- Gx2 )^ - 4 = 0,
(2
~l)y"- (3x + l)y'-x(x-l)y =<
8
xy"- 2x(l + x)j/' + 2(1 + x)y = x

3x 2 ?/' +
z

(5)
(f)

(x

any manner

ADDITIONAL OKDINARY TYPES


(?)

V"

y'ianx

() y" +
(\)

y"

12. If

c2y

2x~V - n2 ^ =
7

2 ny cot nz
y-L

= 0,

ycoe?x

- xy f

() (1- x*)y"

0,

(m

Vi/a

0^0,

- 4a^' + (4z2 - 3)s/ = e*


+ 2 (a;- + Bx~*) y' + Ax~*y = 0.
+ Py' + B = 0, show by eliminating Q and
(K)

and y 2 are solutions

= 0?
= 0,
y^a) = y v (b)

y"-2(n--\y +

(f) (a?

integrating that

What

/n2 -2
W=e*
- x*)y" -8xy'- I2y = 0,
f

(8)

0,

- n2

247

of

0,

y"

y"

(0) y"

~ 2/2/1 =

Cfc-J

note that y l and

cannot vanish together ; and if


= fc>0 to show that as y{ a and
the relation
(y 2 yi) tt (^1)5
and
where
|/ 2 6 have opposite signs and hence j/ 2 () =
y'lb have opposite signs, y 2a
a< < 6. Hence the theorem Between any two roots of a solution of an equation
If

(7

if

vise

j/j

of the

second order there is one root of every solution independent of the given
"What conditions of continuity for y and y' are tacitly assumed here ?

solution.

The

107.

which

cylinder functions. Suppose that Cn (x) is a function of x


for different values of n and which satisfies the two

is different

equations

CU(*)

- <?(*) = 2

jx

Cn (x\

Cn _,(x} +

C. +1 (x)

?(;).

(29)

and the index n is called


the order of the function and may have any real value. The two equations are supposed to hold for all values of n and for all values of x.
They do not completely determine the functions but from them follow
the chief rules of operation with the functions. For instance, by addition and subtraction,
Such a function

is

C'n (x)

called a cylinder function

= Cn _,(x) -

I
*L>

<?(*)

I
*k

Cn (x) - Cn+1 (x).

(30)

Other relations which are easily deduced are

DJ[arCn (ax)-]

= a&C^ax),

Dx \x-Cn (ax)-\ = - carCn

(x),

Dj^cJ^Kf\ = i V^x^Cn _,( VS),


= - C.Caj),
n integral,
C"
C_ n (x) = (- !)(?(;),
=
Cm (x)lZ(x) - C'n (x)Kn (x) = C. +1 (x) Z,(a!) - Cn (x)Km+l

(32)
(33)

(a?)

(x')

(31)

(34)

(/

where

C*

and

first

denote any two cylinder functions.

of these relations is simple, hut will be given to show the use of (29).
case differentiate directly and substitute from (29}.

The proof
In the

^T

DIFFERENTIAL EQUATIONS

248
The second

Next

of (81)

is

proved similarly. For

(33) is obtained 1

C_i(!c)-C 1 ()

CU(x) +

(x) 1

n in both equations

for

by substituting

= 2C

(32), differentiate.

C,(x)

and 2 by substituting successive values for n


form xCn _i 4- xCn -t-i = 2 nCn Then

hence

0,

(29).

C '(x) =

- C,(x)

in the second of (29) written in

tl

xC + xC.2 = 2C l
xC_ 3 + xC =
2C_i,
xCU = -4C_2,
xCj +xC8 = 4C 2
xC 2 +xC 4 = 6C8
xC_4 + xC_ 2 = ~6C 8
and so on. The first gives C_i =
C r Subtract the next two and use C_i + C =
2
Add the next two and use the relatioi
Then G'_2 C2 = or C_ 2 =
1) C 2
3
Subtract the next frw
or 0_ 8 =
already found. Then C _ 8 4- C 8 =
1) C 8
xC_i

!cC 1

0,

xC-s +

and so on. For the last of the relations, a very important one, note
two expressions become equivalent by virtue of (29) for

first

that

tl

QnK-n

NOW
OX

C n Kn = x

Gn Kn +1

G,,JTn

-- Cn Kn +
x

Cn +iKn

~ CS Kn +j)] = C n +1 Kn - CH Kn+l + xKn Cn [X (On +l^n


n +i/- A'n

Hence x((7re+ iITn

re

lTn+ i)

The cylinder functions

= const. = A,

and the

of a given order

+1 \

jRTn

- XJEC

+1

Cn - Cn
^-

relation is proved.

satisfy

a linear different!

equation of the second order. This may be obtained by differentiatir


the first of (29) and combining with (30).
n-l

>v

This equation

is

known

(Cn _,

vr
^
^n

\
>

+ C.+0 - i (Cn _, - Cn+1 - 2 Cn

iX/

as BesseVs equation; the functions

Cn (x),

whi<

ADDITIONAL ORDINARY TYPES

249

By a change
on

take

of the independent variable, the Bessel equation may


several other forms. The easiest way to find them is to operate

Thus

directly with the relations (31), (32).

Dx [_x-Cn (x)-] = - x~Cn+1 = -x- x-"- ?^,


1

g+

Hence

Also

y"

And

"

xy

+ y = 0,

not

if

'

it is

(36)

= x~*Cn 2).
y = x* C (2 V^).

+ (H-n)y' + y = 0,
+ (1 - n) y + y = 0,

In all these differential equations

inasmuch as,

y-a-C.G*).

(38)
(39)

well to restrict x to positive values


n

n is not specialized, the powers

of x, as

xn x~ n
,

x*,

5
,

are

real.

always

108. The fact that n occurs only squared in (35) shows that both
Cn (x) and C_ n (x) are solutions, so that if these functions are inde= aCn + bC_ n In like manner the
pendent, the complete solution is y
equations (36), (37) form a pair which differ only in the sign of n.
.

and second

first
if
n and H_ n denote particular integrals of the
respectively, the complete integrals are respectively

Hence

= aHn + lH_ nx~ Zn

and

= cuH_ n

-f-

bHnx*

n
;

and similarly the respective integrals of (38), (39) are

= aln + bl_ nx~ n

and

n
al_ n -f blnx ,

denote particular integrals of these two equations. It


should be noted that these forms are the complete solutions only when

where In and !_
the

two

integrals are independent.

Note that

= a^I.CJaf).
= x-**C n(2 V^),
(*)
seen that Cn = ( l) n C_ n when n is integral, it

In (x)

As

it

has been

that in this case the

(40)

follows

above forms do not give the complete solution.

A particular solution of
method of undetermined

(38)

may

coefficients

readily be obtained in series


(

88).

It is

by the

from a certain point on, the

coefficients

a have zeros in the denominator.


{

The determination of a series for the second independent solution when


n is integral will be omitted. The solutions of (35), (36) corresponding
to In (x) are, by (40) and (41),

(42')

where the factor n has been introduced in the denominator merely to


conform to usage.* The chief cylinder function Cn (x) is Jn (x) and it
\

always carries the

To

name

derive the series for

of Bessel.

In (x) write
3 asx2

2 a 2x

2 a,
h

[a

o t (n

2
1)] + x [G! + a 2 2 (n + 2)] + x [a 2 + a s 3 (n + 3)]
+
+ &- l \ak-i +
(n + k)] +
= 0,
a/t-i + a*fc (n + k) = 0,
04 + a 2 2 (n + 2)

ajtfc

Hence

+ 04(71 +
a,

1)

0,

2(n

*
If

now

the choice a

The famous

=1

is

an

a-z

*-?,

n+l

made, the

+ 2)~2!(n +

(n

+ 1)

series for

(n

In (x)

is

l)(n

+ 2)'

ft)

as given in (41).

differential equation of the first order

ay

xy'

by*

= cx,

(43)

known

as EiccalVs equation, may be integrated in terms of cylinder functions.


and if & = 0, the equation
or c
Note that if n
0, the variables are separable

linear. As these cases are immediately integrable, assume ben ^0.


change of variable, the equation takes the form

is

A comparison of this with (39) shows that the solution is


= AI_ a (- 6C{) + BIa(- &*) (- &C)
1}

which in terms of Bessel functions J becomes, by

* Tf

io r.nf Jnt-Drrrol

Vinfh

>

ntirl

J.

miiot

(40),

V.o

By a

suitable

rt

Ja

(2x

71

Ja(2x

__

V-6c/n)-4 7_ a (2x2V-6c/Ti)
1

+ -AJ_a(2aj 2 V

&c/n)

'

te/n)

denotes the one arbitrary constant of integration.


noteworthy that the cylinder functions are sometimes expressible in terms
trigonometric functions. For when n = \ the equation (35) has the integrals

where

It is
of

= Asinx + Bcosx

Hence

= x2[ACi(x) +

= sin x,

x I Ci (x)

and

^^-\ (

x)

Now

is

if

i(x)].

cos ^i

a suitably chosen cylinder function of order


by application of (29) the cylinder functions of order p +
may be found.

where

J3C7

permissible to write the relations

it is

Riccati's equation is such that 6

and

(45)

From

\.

these equations

where p

is

any integer,

have opposite signs and a/n

is

form p + ^, the integral (44) can be expressed in terms of trigonometric


,
found in place of the /'s.
functions by using the values of the functions C
p + just
of the

if b and c have the same sign, the trigonometric solution will still hold
may be converted into exponential or hyperbolic form. Thus Riccati's
no
equation is integrable in terms of the elementary functions when a/n = p +
matter what the sign of be is.

Moreover

formally and

EXERCISES
1.

Prove the following relations:

(ex)

= Cn _ 2 - 2 Cn + C + 2,
xCn = 2(n + 1) <7n +i - xCn+ 2,
- Cn - 8 - 3 Cn -i + 3 Cn +1 - Cn + 8
generalize,

4C

(/3)

s
(y ) 2 C"

(8)
2.

xCn

= 2(n +

1)

Cn +i

2(n

Study the functions defined

3)

Cn + s + 2(n +

5) (7n

x(7n +6-

+5

by the pair of relations

"

dx"'

_,

especially to find results analogous to (30)-(35).

obtain (34) and the corresponding relation in Ex.

3.

Use Ex.

4.

Show

5.

Write out

6.

Show from the expansion

7.

From

12, p. 247, to

that the solution of (38)


five

= AIn C

(42) that $

obtain the following

sinx

'

cosx

Ij^,

J_

J^.

= -1 sin x.

(x)

cos x,

+ BIn

/2

*/ - <7i

i _
x2 C 5 (x)'

sinx

terms in the expansions of I

(45), (29)

is

xzC

/3

_\

\x

3
R(X) = -sinz +

~2

a;

smx

/3
(

\z

cos x,
\

1) cossc.
/

2.

Prove by integration by parts: f


J

8.

CB (x) and

9. Suppose

dx

= A Cn (x) + BKn (x) + L \Kn (x) f


J
\_

n (x)

(a;

xs

that

^&
dx]
X
J
s

= ix- 3

n2 )y

xy'

f.

Show

1 in (84).

x*

dx - C
^^
X

the integral of the differential equation x2y"

is

x8

so chosen that

-K"n (x)

a?

10. Note that the solution of Riccati's equation has the form

and show that

'

will be the

form

of the equation

+ P(x)y + Q(x)y
^
OX

which has such an expression for

=B(x)

its

integral.

11. Integrate these equations in terms of cylinder functions and reduce the
results whenever possible by means of Ex, 7 :
(a) xy'

(7)

y"

- 5y + y 2 +
+ ye z * = 0,

x2

- 1) P; = n (xP - Pn -a),
+ l)P = Pn+l -P'B _ 1

(a) (X*

0)

(2n

14.

7l

Show

(8)

that

P; +1

(6

+ ex") y = 0.

= xP; +

n + 1) xPn =
(l-x 2 )P;'
..
and

(n

PQ+i _

/1^,,1,^-A

of ix.

(n

1)

Pn

1)

P, +1

+ nP

/TA.-'C/l

-f

n-f

analogously to Ex.

(5)

Hence show that the derivative of the second equation and the eliminanfc
between the two equations give two equations which reduce to (46) if
^n

p.._
2n

/2_i\n

Take P = 1 and
P8 P4 from Ex. 13
,

18. Write Ex. 13

(8)

is

-IM.

J>- I M

integral these are

'

(8)

= 0,

in series for the initial conditions

Pn (0) = 0, P;(0) = 1.
Pl = x. Show that these are solutions of (46) and compute
If x = cos 0, show
P4 =

Pn (0) = 1,

17.

_Z>

of

da;"

16. Determine the solutions of Ex. 13


(a)

When

of

4.

15. Let u = x 2
1 and let D denote differentiation by x. Show
j>+i un+i _ D+i(uW ) = !>+% + 2(n + IJxDnu" + n(n + 1) D-IU,
J) +i un +1 = X)J>ii' +1 = 2 (n + 1) J>(xu n = 2 (n + 1) X!>M + 2 n (n + 1)

.1

and Q are any two ^Legendre functions. Express the general solution

the differential equation of Ex. 13

P2

(46)

Prove

of order n.

(2

Pn Q; - P;QU = --2
,

where

nxj/'

Ex. 2 with the cylinder functions

(n

be taken as defining the

(7)

xV +

+ 1) (Pn +1 - fcPn ),
Legendre functions Pn (x)

- 1) P; =

- 3 y + y 2 = x2

(0) xy'

0,

(5)

12. Identify the functions of

13. Let (x 2

P;(0)

(/3)

(/3).

as

ax

[(1

-x

2
)

Pi]

n(n

+ 1) Pn =

and show

J _i
19.

By

PB Pmdx = 0,

successive integration

/.

and

+!

Pdx = -

20. Show

+1

xm Pn da;=

2n +

/_i
/>

J-i

njtm.

if

by parts and by reduction formulas ahow

/>

+1
as"

integral.

(Ma;2
1

-;

dxn

J-\

]>
- =

if

0,

m<n.

Determine the value of the integral when m = n. Cannot the results of Exs.
for m and n integral be obtained simply from these results ?
21. Consider (38) and

= 0.

d*w
x- r
dz 2
is

the equation for


,

As
n

(J.

AI

dw
dx

if

solution I

a^x

is

entiation

+ 2x

<*!(*
^

w)

dx dx

a2

xa

+W +W=
,

'

+w

I v

~-

if

d2
x

dx*

xv"

-^-

...

when

so that

.,

n
0,

v satisfies the equation


'/
XW"

+ Blog*)ro +

0, the

T>1

By assuming to =

and

=4 + BlOX,
A

fl

its

Assume a solution of the form y

18, 19

+ v'

0.

du

dx

A
= 0,

Show

O
2

determine

tlie a's

and hence obtain

to is then the complete solution containing two constants.


7 + w is another. From this second solution for
one solution, JBlog
second solution for any integral value of n may be obtained by differthe work, however, is long and the result is somewhat complicated.

MJI.I:

a ju> j.vAVJki x JLAJU a^y wn j. AVTO.IWI

An

109. Total differential equations.

P(x,

z)dx -f Q(x,

y,

y,

.L.U*U.I

AU.VS.I.UUI'

J.JLI

z)dy

vi \j

AJn-uutPjujvtJ

equation of the form

+ R (x,

)d

y,

= 0,

(1)

called a total differennumber of variables would

involving the differentials of three variables

tial equation.

JL

is

similar equation in any


but the discussion here will be restricted to the

also be called total;

If definite values

case of three.

be assigned to

x, y, z,

say

a, b, c,

the

equation becomes

Adx
where x

+ Bdy +

= A (x ~

Cdz

a) -f

B(y

b)

-f-

C(z

c)

y, z are supposed to be restricted to values near

0,

a, b, c,

(2)

and

represents a small portion of a plane passing through (a, b, c). From


the analogy to the lineal element ( 85), such a portion of a plane may
he called a planar elemerit. The differential equation therefore represents

an

infinite

number of planar elements, one passing through each

point of space.

Now

C also represents an infinity


any family of surfaces F(x, y, z)
of planar elements, namely, the portions of the tangent planes at every
point of all the surfaces in the neighborhood of their respective points
of tangency.

In fact

dF = F'x dx

+ F'y dy + F'.dz =

(3)

an equation similar to (1). If the planar elements represented by


(1) and (3) are to be the same, the equations cannot differ by more
than a factor fi(x, y, ). Hence
is

If a function F(x, y,
z)

= C can be

found which

satisfies these condi-

be the integral of (1), and the factor /w (x, y, ) by


which the equations (1) and (3) differ is called an integrating factor
tions, it is said to

of

(1).

It

Compare

may happen

91.

that

/*

=1

and that

In this case the conditions

254

(1)

is

thus an exact differential.

Moreover

if

these conditions are satisfied, the equation


(1) will be

an exact equation and the integral

=
JX
where

P(x,y,z)dx+

is

by

given

Q(x ,y,*)dy+ (

Jy

be chosen so as to render the integration as simple


as possible. The proof of this is so similar to that given in the case of
two variables ( 92) as to be omitted. In many cases which arise in
cc

may

practice the equation, though not exact,


integrating factor.

be made so by an obvious

may

z
take zxdy
yzdx + x dz = 0. Here the conditions
but the integrating factor l/jc2z is suggested. Then

As an example
fulfilled

xdy

(4) are

not

dz

ydx

at once perceived to be an exact differential and the integral is y/x + log z


G.
It appears therefore that in this simple case neither the renewed application of the
is

conditions (4) nor the general formula for the integral was necessary. It often
happens that both the integrating factor and the integral can be recognized at once
as above.

If the equation does not suggest an integrating factor, the question


any integrating factor ? In the case of two variables

arises, Is there
(

94) there always was an integrating factor.


may be none. For

In the case of three

variables there

An

Pi,,

~cT~

==

=R o
FO,
**

dz

(*>

Q.

If these equations be multiplied


be simplified, the condition

dR\
O
oy)
I

is

by R, P,

/8R
T"

~"

"o

found to be imposed on P,

Q,

T"

and added and

if

the result

8P\
"a

\B

Q,

if

there

**

\fy
is

an integrating facFor it may be shown

to be

This is called the condition of integrability.


conversely that if the condition (5) is satisfied, the equation
tor.

may

be

integrated.

Suppose an attempt to integrate (1) be made as follows First assume


that one of the variables is constant (naturally, that one which wilJ
:

DIFFERENTIAL EQUATIONS

256

make the resulting equation simplest to integrate), say z. Then


Pdx + Q,dy = 0. Now integrate this simplified equation with an inte= $(z) be the integral,
grating factor or otherwise, and let F(x, y, z)
of z. Next try to deterwhere the constant C is taken as a function
so that the integral F(x, y, *) = <j>(z) will satisfy (1). To do
mine
<

<J>

this, differentiate

F'xdx

Compare

this equation

F'y dy

4-

with

Then

(1).

the equations*

= d<f> may be integrated


The third equation (F'z
\R~) dz
\R of dz is a function of z and <,
provided the coefficient S = F'z
that is, of z and F alone. This is so in case the condition (5) holds. It
must hold.

therefore appears that the integration of the equation (1) for which (5)
holds reduces to the succession of two integrations of the type discussed
in Chap. VIII.

As an example

take (2x2

(2z
of integrability

Then

is

+l+

l)dz

and y
(2x

z2

4-

Hence y

2 x<f>dx,)

+ z 2 + e-^

the solution.

equation
2

e* [(2x 2

It

fe

a?

e^(2 x

(2

0.

The

condition

Compare

(&).

2zz 2

2xy

or

d</

<

or

1) dx,

that

0.

+ l)dx= Cc-^

may be noted

l)dx + dy + 2z<fe =
+ 2xz2 + l)dx = d<j>
2
cty + 2 K0d!x =
(2 x + 1) dz.

+ 2xy +

- (2x +

2x0)cfec=

=-

2zdz

2z(2z)

dy

4zz)

greatest simplification will be had by making a

The

and

+ 1(-

the linear type with the integrating factor e*

e*\d$

is

1)0

= l,

(2x

This

2 xz 2

2 zdz

d0

or

-f

2zz 2

is satisfied.

Then dy +

constant.

+ 2xy

+ 2xy +

e^<f>

2
.

or e^(y

e 312 is the

Then

f ^(2

afl

1)

dx

+ z 2 +JV(2a;2 +
)

C.

l)dz

=C

integrating factor for the original

+ 2xy +

2xz 2

l)dx

dy

2 zdz]

= dfe* ^ +
2

z2 )

+ /V(2a;2

To complete the proof that the equation (1) is integrable if (5) is satisfied, it is
F'g
\E
necessary to show that when the condition is satisfied the coefficient 5
is a function of z and F alone. Let it be regarded as a function of
z, F, z instead
of z, y, z. It is necessary to prove that the derivative ot 8 by z when
and z are

constant

is

zero.

/3S\

W,

By

the formulas for change of variable

__
~

/as\

/as\

SF

\aa;/R.

Wv

Sa;

/ss\
'

es \

W/*.~ W/*.

eF
'

Sy

(^
\dx/

Now

1 (2* _XB\ =*_!** =


8x\8z

y<e

_!**

dx

dzdx.

dx

dz

Hence
dz

dx/

dx

dz

and
dy

[_*

-23)152 /J

to

5?y

+JB /2_2?i
(2*_^
\sy
dz)
\8x
oy
dx

where a term has been added in the first bracket and subtracted in the second.
Now as X is an integrating factor for Pdx + Qdy, it follows that (XQ)^ = (\P)' and
V
only the

first

bracket remains.

and hence S as a function of


was to be proved.

x,

By

the condition of integrability this, too, vanishes


is a function of
and

F, z does not contain x but

z alone, as

110. It has been seen that

if

the equation. (1)

an integrating factor and the condition

is

integrable, there

(5) is satisfied

is

also that con-

if the condition is satisfied the


equation may be integrated.
Geometrically this means that the infinity of planar elements defined
oy the equation can be grouped upon a family of surfaces F (x, y, z) = C
to which they are tangent. If the condition of
integrability is not satis-

versely

the planar elements cannot be thus grouped into surfaces. Neverbe given, the planar element of (1)
which passes through any point (XQ , y^ ) of the surface will cut the
fied,

theless if a surface G(x, y,


z)

surface

G=
G (x,

in a certain lineal element of the surface.

Thus upon the

there will be an infinity of lineal elements, one


through each point, which satisfy the given equation (1). And these
elements may be grouped into curves lying upon the surface. If the
surface

y, z)

equation (1) is integrable, these curves will of course be the intersections


of the given surface G
with the surfaces
C defined by the

F=

integral of (1).

The method

of obtaining the curves

upon G (x, y

z)

which are

the integrals of
in case (5) does not possess an integral of the form
(1),
x
( ) V) %)
C, is as follows. Consider the two equations

Pdx
of

which the

+ Qdy + Rda = 0,

G'xdx

+ G' dy
y

-f-

Cf,d

~ 0,

the given differential equation and the second is


the differential equation of the given surface. From these equations
first is

DIFFERENTIAL EQUATIONS

258

one of the differentials, say d%, may be eliminated, and the correspondmay also be eliminated by substituting its value obtained

ing variable z

by solving G (x,
tion

Mdx

there

obtained a differential equa-

is

y. The
which cut

connecting the other two variables x and


C, consists of a family of cylinders

integral of this, F(x, y]

the given surface

Thus

0.

y, z)

+ Nd'ij =

in the curves which satisfy (1).

= 0. This does not satisfy the


Consider the equation ydx + xdy
(x + y + z) dz
condition (5) and hence is not completely integrable but a set of integral curves
may be found on any assigned surface. If the surface be the plane z x + y, then
;

ydx
give

(x

z)dx

xdy

by eliminating dz and

oc

give the curves

which

The

z.

z)dy

(x

+ (y +

z)

dz

or

and

(2x

resulting equation

+ xy +

and

satisfy the equation

and

dz

y)dx

= dx +
(2,y

dy

x)dy

Hence

exact.

is

lie

in the plane.

If the equation (1) were integrable, the integral curves may be used to obtain
the integral surfaces and thus to accomplish the complete integration of the equation by Mayer's method. For suppose that F(x, y,z) = C were the integral surfaces

and that JF'(a;, y, z) = F(Q, 0, z ) were that particular surface cutting the z-axis at z
The family of planes y = Xa; through the z-axis would cut the surface in a series
of curves which would be integral curves, and the surface could be regarded as
generated by these curves as the plane turned about the axis. To reverse these
considerations let y = Xa; and dy = \dx by these relations eliminate dy and y from
= of the intersections
(1) and thus obtain the differential equation Mdx + Ndz
of the planes with the solutions of (1). Integrate the equation as/(cc, z, X) = G and
determine the constant so that /(a, z, X) =/(0, z X). Tor any value of X this gives
.

the intersection of F(x, y, z)


F(Q, 0, 2 ) with y =
the relation X = y/x, the result will be the surface

equivalent to

/(*,* |) =/(o,o, |),

X. Now

F(x,

if

X be eliminated by

= JP-(0,

y, z)

0, z ),

is the integral of (1) and passes through (0, 0, z ). As Z Q is arbitrary, the


solution contains an arbitrary constant and is the general solution.

which

It is clear that instead of using planes through the z-axis, planes through either
of the other axes

might have been used, or indeed planes or cylinders through any

any of the axes. Such modifications are frequently necessary owing


the fact that the substitution /(O, 2 X) introduces a division by
or
or a log
some other impossibility. For instance consider
line parallel to
to

y*dx

Then

+ zdy

ydz

= 0,

Xdz

zda?

Xa,

~ xdz
xz

= o,

dy

= X&e,

and

\2 x2 dx

Xx - - =/(x,

\zdx

z, X)

\xdz

= 0.

(1

Hence
is

'

Xx)

The same

the solution.

or

"

Xx
z

'

'

'

0,

result could have been obtained with x

In the latter case, however, care should be taken to use/(x,

= Xz or y = X (x

z, X)

=/(a,

a)

X).

EXERCISES
1.

Test these equations for exactness

(a) (y

(e )

xdx
(2 x

(7,)

x(y

(y)

2.

z)dx

-f

ydy

y*

(z

- Va2

(7) (y
S\ ^1

--'

2 dx

3$

(f ) z (xdx

z2

j/

not exact, find an

(/3)

1)

zdy

2 xj/dj/

dx

0,

and integrate these:

2ydy

= (y +

zdz)

2 xzcfe

= 0,
= 0,

2zdz

a) dz,

2 X2(x

?y^2\ c&z

ydy

if

z 2 ) dx

+
+

(x

+ (x + y) dz = 0,
y*dx + zdy
ydz - 0,
2
~ y) dz =
x2
y dz = 0,
(5) 2 z (dx
dy) + (x
+ 2 xydy + x'*dz = 0, (f zydx = zxdy + y 2d,
+ y (z - 1) (x- l)dy + z(x- 1) (y - l)dz = 0.

test of integrability

(a) (x

exact, integrate

x)dy

2 xz) dx

- 1) (z - l)dx

Apply the

()

if

by inspection and integrate

integrating factor

(z

-4-

wzficLi/

2
)

(xdx

ydy

zdz)dz.

the equation is homogeneous, the substitution x = z, y = z, frequently


shortens the work. Show that if the given equation satisfies the condition of integrability, the new equation will satisfy the corresponding condition in the new
3. If

and may be rendered exact by an obvious integrating factor. Integrate


2
+ yz) dx + (xz + z 2 ) dy + (y2 - xy) dz = 0,
2
- y* - y*z) dx + (xy* - x2z - x8 ) dy + (xy* + x*y) dz - 0,
(/3) (x y

variables

(a) (y

(7) (y

Show that

(a)

ydx

yz

z 2 )dx

+ xz +

(x

does not hold

(5)

z*)dy

(x

xy

y2 )dz

= 0.

integrate subject to the relation imposed

(7)

x + y + z = k or y = kx,
+ y + z) dz = Q,
& 2 y 2 dz = 0,
a2x2 + &V + c2 z2 = 1,
c (xdy + ydy) + Vl - a2 x 2
2
=
=
kx or x + y 2 + z2 = 1 or y=f(x).
dz
aydx + My,
y

5.

Show

(/3)

of

4.

that

if

from

an equation

is

integrable,

it

remains integrable after any change

v,

w.

Apply Mayer's method

to

sundry of Exs. 2 and

x,

j/,

3.

Find the conditions

of exactness for an equation in four variables


the formula for the integration. Integrate with or without a factor
7.

(x

z to u,

variables
6.

xdy

-f

and write

+ y + 2xz)dx + 2xydy + x dz + du = 0,
+ xzudy + xyudz + xyzdu =0,
z + u) dx + (x + z + u) dy + (x + y + u) dz + (* +
(y + z)dw = 0.
u(y + z)dx + u(y + z + l)dy + udz

(a) (2x
(j3)

8. If

yzudx

(7) (y
(8)

an equation
(5)

z)

du

= 0,

is integrable, it must be so when any one of


Hence the four conditions of integrability obtained
must hold. Show that the conditions

in four variables

the variables is held constant.

by writing

for each set of three coefficients

remaining terms and determining the constant of integration as a function of


way as to satisfy the equations.

th(

fourth in such a

(a) z (y -f z)
(|3)

Try

9.

to

uyzdx

dx + z (M
z) dy + y (x
uzx log xdy + uxy log xdz

extend the method of

Mayer

a and H"(x, y, z)
10. If G(x, y, z)
family of curves as their intersections,

u) dz

xdu

V (y

z)

du

0,

0.

to such as the above in Ex. 8.

two families of surfaces


show that the equation
b are

G'H

dz

defining

the equation of the planar elements perpendicular to the curves at every poin
of the curves. Find the conditions on G and If that there shall be a family of sur
is

faces which cut

all

these curves orthogonally. Determine whether the curves belov


and if they have, find the surfaces

have orthogonal trajectories (surfaces)

x + &,
y = x + a, z
2
2
2
z = b,
(7) x + 2/ = a
2
2 = a2
2
x
z
+y +
xy = &,
(e)
= az, x + y 4- 2 = &,
(r?) log a;?/
(a)

(/3)

(S)

(f)

11.

Extend the work of proposition

(0)
3,

derivative of the solution of equation (1)


be looked for among the factors of /x,- 1

F=

Qj H- Ek be formed,
that the condition of exactness is VxF

Pi

= &,
.

94, and Ex. 11, p. 234, to find the norma


and to show that the singular solution maj

12. If

y = ax + 1, z = 6z,
xy = a, xz = 6,
2
cc
+ 2y 2 + 3z 2 = a, zy + z
2
z = 2 to + & 2
2/ = 2 ax + a

4-

0.

show

that

(1)

becomes F.dr

0.

Shov

by expanding VxF as the formal vecto:


V and the vector F (see 78). Show further that the condi
tion of integrability is F(VxF) =
by similar formal expansion.
13. In Ex. 10 consider V6? and VH. Show these vectors are normal to the sur
faces G = a, H = b, and hence infer that (V(?)x(Vfl") is the direction of the inter
is the differential equation of th<
section. Finally explain why dr(VGxV.H" ) =
orthogonal family if there be such a family. Show that this vector form of the f amilj
product of the operator

reduces to the form above given.

111.

in the

Systems of simultaneous equations. The two equations

two dependent variables y and z and the independent variable

constitute a set of simultaneous equations of the first order.


customary to write these equations in the form

d&
*(*.

which

is

dy

__
~~

Y(x,

y, *)

y, z}

__
~

dz

differentials

is

mow
,

Z(x, y,x)'

symmetric in the differentials and where

At any assigned point x

It

Y-.

Z = 1 :/: ff

of space the ratios dx:dy:d of the


y
are determined by substitution in (7). Hence the equations
,

MORE THAN TWO VARIABLES

2G1

a definite direction at each point of space, that is, they determine a


lineal element through each point. The problem of integration is to
combine these lineal elements into a family of curves F(x, y, K) = C
fix

=C

l}

on two parameters C l and C2 one curve pass2 depending


ing through each point of space and having at that point the direction
determined by the equations.

G (x

>

?/i

-)

>

For the formal integration there are several allied methods of


In the first place it may happen that two of

pro<

cedure.

dx

dy

dy

T~T'
are of
enter.

dx

_&z

~Y~~Z'

_
=

~X

dz
~Z

such a form as to contain only the variables whose differentials


In this case these two may be integrated and the two solutions

taken together give the family of carves. Or it may happen that one
and only one of these equations can be integrated. Let it be the first

and suppose that F(x, y) = C^ is the integral. By means of this integral the variable x may be eliminated from the second of the equations

the variable y from the third. In the respective cases there arises
C.2 or
may be integrated in the form G (y,
C,)
= CZ and this result taken with F(x, y) Cl will determine
G(x, is, F)

or

an equation which

the family of curves.

= ^-^

Consider the example

Here the two equations

xz

yz

xdx

ydy
S-2
x

and

xdx

= dz
,

and these two integrals


Ct , x2 z 2
are integrable with the results x 8
ya
2
constitute the solution. The solution might, of course, appear in veiy different
form ; for there are an indefinite number of pairs of equations F(x, y, z, C1 ) = 0,

G (x,

#, 2,

and a 2

C 2) =
z2

= Cz

which
.

C,)

(z

+ C2

8
)

is

found above.

_
,
,
Consider the example
.

Ct
y*
clearly a solution and could

will intersect in the curves of intersection of

In fact (ys

replace either of those

a;

2_

dx
&,2_

=
2;2

dy
^-

2xy

dz

with the integral

TT

Here

2xz
y

C,z,

the only equation the integral of which can be obtained directly. If y be eliminated by means of this first integral, there results tire equation

is

Z2_
This

is

2X2

(02+1)22

homogeneous and
rr.2

4-

may

fa?

4-

be integrated with a factor to give


a.x nr r.2 4- ?/2 4- z2 = C,Z.

^ *2

possible so to choose them that the last expression, taken -with one c
the first three, gives an equation which may be integrated. With th:
first

two

integral a second may be obtained as before. Or it may be tht


different choices of X, /A, v can be made so as to give the two desire

Or it may be possible so to select two sets of multipliers ths


the equation obtained by setting the two expressions equal may I
solved for a first integral. Or it may be possible to choose X, p., v
that the denominator \X
0, and so that the numerate
/*F+ vZ
integrals.

f.

(which must vanish

the denominator does) shall give an equation

if

+ p>dy + vdz =

\dx
which

((

the condition (5) of integrability


by the methods of 109.

1,

1,

C|

of X, /, v as x, y,

dz

will serve as solutions.

--

4-

+ ydx

Hence

It will

integrate

=
=
Here take X, p.
x* + y*xz
(x + y)z
and dx
dz =
is integrable
/xF + vZ
dy
This may be used to obtain another integral. But another choii
0, combined with the last expression, gives
-

then X-3T

xdx

tution

--

--

Consider the equations


as

and may be

satisfies

This

is

= Cl

and

a;

= C2z2

shorter than the method of elimination.

be noted that these equations just solved are homogeneous. The subsl
might be tried. Then

= wz, y = vz
udz

Ua

+
P2

zdu

+ zdv

vdz
tt

V2

or
Vs

UV

_
+

zdu

dz

du
13

V2

UV

dv

M2

UV

_
U

zdv

U2

Ml)

dz
Z

Now

the first equations do not contain z and may be solved. This always happe:
in the homogeneous case and may be employed if no shorter method suggests itsel

It need hardly be mentioned that all these methods apply equally


the case where there are more than three equations. The geometr
picture, however, fails, although the geometric language may be eonti:

ued

if

one wishes to deal with higher dimensions than three.


a fourth variable, as

In son

cases the introduction of

dx

==

dy

= dz == dt

or

= dt

>

'

1<

This

three variables.

constant

with

is

in

coefficients,

particularly true when X,


which case the methods of

Z are linear with


98 may be applied

Y,

as independent variable.

112. Simultaneous differential equations of higher order, as


cPx

= X /x.

dx

_,

at

y.

d?y = __ /
-~
Y (x,

di/\
-f-

dt

>

air

dt/

y.

dx dy
-^
,

dt

dt

cZV_
d?
especially those of the second order like these, are of constant occurfor the acceleration requires second derivatives
;

rence in mechanics

with respect to the time for its expression, and the forces are expressed
in terms of the coordinates and velocities. The complete integration of
such equations requires the expression of the dependent variables as
functions of the independent variable, generally the time, with a number of constants of integration equal to the sum of the orders of the

Frequently even

equations.

when

the complete integrals cannot be

possible to carry out some integrations and replace the


given system of equations by fewer equations or equations of lower
it

found,

is

order containing some constants of integration.


No special or general rules will be laid down for the integration of
systems of higher order. In each case some particular combinations of
the equations may suggest themselves which will enable an integration
to be performed.* In problems in mechanics the principles of energy,

momentum, and moment of momentum frequently suggest combinations


Thus if

leading to integrations.

where

accents denote differentiation with respect to the time, be multi-

plied by dx, dy, dz

and added, the

x"dx

+ y"dy +

"d*

result

= Xdx +

contains an exact differential on the left


right

is

Ydy

then

if

+ Zdz

(11)

the expression, on the

an exact differential, the integration


j (a*

+ y * + s'2) = Cxdx + Ydy +Zdz + C

* It

(11')

is possible to differentiate the given equations repeatedly and eliminate all the
dependent variables except one. The resulting differential equation, say in * and t, may
then be treated by the methods of previous chapters but this is rarely successful except
;

when

the equation

is

linear.

If two of the equations are multiplied by the chief variable of the other
and subtracted, the result is

yx"

~ xy" = yX - xY

(12)

again an exact differential;


right-hand side reduces to a constant or a function of t, then

and the expression on the

y*b

left

is

~~"~"

if

the

*""""

^2/

an integral of the equations. This is the principle of moment of


momentum. If the equations can be multiplied by constants as
is

+ my" -f n" = IX + m Y + nZ,

to"

(13)

on the right reduces to a function of t, an integration may be performed. This is the principle of momentum. These
three are the most commonly usable devices.
so that the expression

As an example Let a particle move in a plane subject to forces attracting it


toward the axes by an amount proportional to the mass and to the distance from
the axes
discuss the motion. Here the equations of motion are merely
:

Then

d?x

d2 y

d2x

dt

dt

dt

+
<&-T|
at 2

<fy

-Jf

= - & (x <& + V^V)

and

\-r.

d?y
d^ 2

\dt/

a*-*

(-

\dt/

= -* (z2 + y 2 + C.
)

In this case the two principles of energy and moment of momentum give two
integrals and the equations are reduced to two of the first order. But as it happens,
the original equations could be integrated directly as
d2

^dx=-kxdx,
^

The constants C 2 and JT 2 of integration have been written


are necessarily positive.

The complete

Vte = C sin (Vkt +


As another example

C\),

as squares because

they

integration gives

Vky = Ksin(Vkt+

1TZ ).

toward a point by a force equal to


the mass and A is the double areal velocity

particle, attracted

r/m + W/t* per unit mass, where m is


and r is the distance from the point, is projected perpendicularly to the radius veca

tor at the distance


of

VmA

discuss the motion.

In polar coSrdinates the equations

motion are

r dt

1~J-VJL.C1._L->JLJJ

The second integrates directly as


is

Now

twice the areal velocity.


dPr

/t

7t

di?~?*~~~rn?~r*
Now

as the particle

start

when

d 2 **

di?

in2

/d?*\ 2

Hence the constant C

is

ft

r2

"m

'

\d7/

projected perpendicularly to the radius, dr/dt

is

= Vmfi.

h where the constant of integration


substitute in the first to eliminate <f>.
r*d<f>/dt

at the

h/m. Then

dr

Hence

Now

\r2

if it

be assumed that

- =
=

<f>

r2

Hence

To

between

find the relation

z
d<t>

4,

+C

- -- =

or

<f>

and the

is

Vmft,

we find

(7

= ft

the orbit

time,

=
1+0

or

hdt

when

at the start

mh

km

r2

/i

dt

or

t =
when = 0. Thus the orbit is found, the expression
^ ag a function of the time is found, and the expression of r as a function of the
is obtainable.
The problem is completely solved. It will be noted that the
constants of integration have been determined after each integration by the initial
conditions. This simplifies the subsequent integrations which might in fact be

the time be taken as

if

<t>

of

time

impossible in terms of elementary functions without this simplification.

EXERCISES
1.

Integrate these equations

~~'
_ dy _

dx
(a
,

(7)

xz

z2

+ y2

s
y x
.

dx

dy

_ dy _

_
2 x*

dx

dx

...

dx

_ dy _

dz

= dy =

-,
+
x

xz

dx

dz

dy

dz

__

dz
xz

+ yz

dy
xsy

2 y*

dz

equations

2xy

~~'

(s)yz

xy

yz

2. Integrate the

dz

dy = dz
= -^

da;

dx

dx

dy

_
~
__

y9)

x(y

dz
(

z)

dx

dx

dz

z (xa

dy
y(z

__

x)

z(x

dy

__

y)

jg^

of the family of surfaces

(x,

j/,

aV + by + c^ =
8

(a)

= x tan (z +

(a) y

4.

Show

5.

Show

where T,

(/3)

(e)
:

sc,

can always

y, z,

"be

Fy

xyz = C,
y = tan Cz,

v\

Jbind the curv

= Cxz,
= Cxy.

(7) y*
(f) z

Y Z, where X, F, Z are line;


found provided a certain cubic equation c
:

that the solutions of the two equations

ri? T2

are functions of
ly)

u
after multiplying one

by

Z,

(a)
(/3)
.

be obtained by adding the equation as

may

\r(a;

_ (a +

&')

ty)

Ma/-

mn(y

a'b

ZT2

ndz

ni

(2

x)

Im (x

ty

2
,

+ 2x- t)dt,
dt

___ _^_

~.-.._

2)

+ 5y =

= (tx +

mdy

0.

a;

ai

tdy

^_ -

= ra +

+ aV -

t~ + 2(x- y) =
at
- 2x) d,
Wic =

/ *y I

i,

and by determining X as a root of

X2

6. Solve:

____

y)

A particle moves in vacuo in a vertical plane under the force of gravity alon

Integrate.
velocity
8.

0,

C),

~ (x +

7.

that the solution of dx dy dz

expressions in
be solved.

J>'
(J are ox ay cte
x
of surfaces orthogonally

z)

which cut the following families

Determine the constants if the particle starts from the origin with
at an angle of or degrees with the horizontal and at the time t =

V and

Same problem as

in Ex. 7 except that the particle

moves in a medium whi<

resists proportionately to the velocity of the particle.

9.

A particle moves in a plane about a center of force which attracts proportio:

ally to the distance

10.

Same

from the center and

to the

mass

of the particle.

as Ex. 9 but with a repulsive force instead of an attracting force.

11.
particle is projected parallel to a line toward which
a force proportional to the distance from the line.
12.

Same

it is

attracted wil

as Ex. 11 except that the force is inversely proportional to the squai


and only the path of the particle is wanted.

of the distance

13.
particle is attracted toward a center
of the distance. Tind the orbit.

by a

force proportional to the squa:

14.
particle is placed at a point which repels with a constant force und<
particle moves away to a distance a where it strikes a peg and
deflected off at a right angle with undiminished velocity. Find the orbit of tl

which the

subsequent motion.
15.

Show

condition on

that equations (7) may be written in the form drxP = 0. Find tl


or on X, F, Z that the integral curves have orthogonal surfaces.

MOEE THAN TWO VARIABLES

267

113. Introduction to partial differential equations. An


equation
which contains a dependent variable, two or more independent variables,

and one

or

more

partial derivatives of the

with respect to the independent variables


equation.

is

dependent variable

called a partial differential

The equation

is clearly a linear partial differential equation of the first order in one


dependent and two independent variables. The discussion of this equation preliminary to its integration may be carried on by means of the

concept of planar elements,


the method of integration.

When any

and the discussion

will

immediately suggest

y z ) of space is given, the coefficients P, Q, E


on definite values and the derivatives p and q
are connected by a linear relation. Now any planar element through
be considered as specified by the two slopes p and q for
(x T/O
) may
it is an infinitesimal portion of the plane &
% = p (x
x ) + y (y
yQ)
point (x

in the equation take

neighborhood of the point. This plane contains the line or lineal


element whose direction is
in the

dx:dy:dz

= P:Q,:R,

(15)

because the substitution of P, Q, R for dx


x
XQ , dy
y
y^,
# in the plane gives the original equation Pp
dzR.
Q,q
Hence it appears that the planar elements defined by (14), of which

an infinity through each point of space, are so related that all


which pass through a given point of space pass through a certain line
there are

through that point, namely the line (15).


Now the problem of integrating the equation (14)
the planar elements which satisfy it into surfaces.

is

that of grouping
at each point

As

they are already grouped in a certain way by the lineal elements through
which they pass, it is first advisable to group these lineal elements into
curves by integrating the simultaneous equations (15). The integrals

by two families of surfaces


These curves are called the charac-

of these equations are the curves defined

F(x,

y, K)

Cj_

and

G (x,

y, z)

=C

teristic curves or merely the characteristics of the equation


(14). Through
each lineal element of these curves there pass an infinity of the planar elements which satisfy (14). It is therefore clear that if these curves be in

on two parameters C lf C 2 into a surface, it is merely necessary to inti


duce some functional relation C'2 =/(C 1) between the parameters

when one of them, as C1? is given, the other is determined, ai


thus a particular curve of the family is fixed by one parameter alo:
and will sweep out a surface as the parameter varies. Hence to Integra
that

and then

(14), first integrate (15)

G (x,

y,

write

[JP(x, y,

or

)]

*(F,

Cf)

= 0,

(1

where <J> denotes any arbitrary function. This will be the integral
(14) and will contain an arbitrary function $.
As an example,
z

integrate (y

2/

= $(x2 +

x) q

(x

a?

give

Hence the

as the two integrals.

z)p

=x
z

Here the equations

y.

= =C

l
ll

solution of the given equation

+ z2 )

*(x

z2 ,

+ y2 +

or

is

+ y + 2) = 0,

where * denotes an arbitrary function. The arbitrary function allows a soluti


to be determined which shall pass through any desired curve for if the curve
/(x, y, z) = 0, gr(x, y, z) = 0, the elimination of x, y, z from the four simultanec
;

equations

F(x,y,z)=Cl

G(x,

= Ca

y, z)

/(x, y, 2)

g(x,y,2)

0,

condition that the four surfaces meet in a point, that is, that
curve given by the first two will cut that given by the second two and this elii
nation will determine a relation between the two parameters Cj and C2 -which v
be precisely the relation to express the fact that the integral curves cut the gh
will express the

curve and that consequently the surface of integral curves passes through the gh
Thus in the particular case here considered, suppose the solution were

curve.

pass through the curve y

x2

+ y2 +

z2

cc

2z a +

give

whence

(C|

The substitution of

C1

give the solution of (y


2
x.
y = a; z

=x

= Ov
C2

x?

z)p

=C

x*

1,

a
= C,,
y=x
xa + 2x = C2

C22 - 24 C\ -

and
x

x) q

(z

=z

-f z

CJ*

-f

then

<7
2

16

=x+

C^, = 0.
-f

2 in this equation v

y which passes through the parab

114. It will be recalled that the integral of an ordinary diff


00
ential equation f(x, y, y',
of the nth order contains n c<
t/
)

stants,

and that conversely

if a

system of curves in the plane,

C B) 0, contains n constants, the constants may


F(x, y, Cj,
eliminated from the equation and its first n derivatives with resp<
to x. It has now been seen that the integral of a certain part
,

differential equation contains

an arbitrary function, and

it

might

a partial differential equation of the

se to

suppose F(x,

lis,

)llow

y,

= *[(? (x,
(G + G*P),

K+

F',P

from

partial differentiation

= *'

(F'Z G'V

y,

'

To show

order.

first

Then

)].

+ F(l = *'

F'y

'

+ G'.q)

(G'v

with respect to x and y

and

- Ffflp + (F'X G' - F&)q = F& - F'X G'V


Z

a partial differential equation arising from the elimination of

n arbitrary functions

[ore generally, the elimination of

an equation of the

$'.

will give rise

rath order
conversely it may be believed that
integration of such an equation would introduce n arbitrary funcons in the general solution.

>

le

As an example, eliminate from z = * (xy) +


* and &. The first differentiation gives

* (x +

two arbitrary func-

y) the

ons

# = *'# +
ow

differentiate again
6

*',

and

= *'

=2

let r

z
,

p-q=

SK,

8 2z

52z
.

x) *'.

(y

Then

dy*
r

<t>'

hese two equations with p


,

+ y) s + yt =:
,

"

(x
v

y.
^-^-

'

x-2/

*"

x)

(y

(y

x) $'

or x

8x 2

(p

q)

y,

d*z

= $' +

make

three
.

(x -\-y)

x.

)*"

(y

from which

a 2
x + yfdz
8 z
- =
-----8z\
l-y
y
-!-^(
2

dxdy

8y*

x-y\Sx

lay be obtained as a partial differential equation of the second order free

and *. The general integral of

this equation

would be z

= $ (xy)

-f

dy/

from

* (x + y).

may represent a certain definite type


For instance by definition a conoidal surface is a surface
enerated by a line which moves parallel to a given plane, the director
partial differential equation

f surface.

lane,
s

tie

and cuts a given line, the directrix. If the director plane be taken
and the directrix be the 2-axis, the equations of any line of

surface are
*

the relation

= C'

1,

= C&

which picks out a

articular conoidal surface.

with

C1

= *(C

2)

definite family of the lines to

Hence

= $(y/%)

may

eneral equation of a conoidal surface of which


lane and the -axis the directrix. The elimination of

form a

be regarded as the
is the director

4>

gives px

+ qy =

the differential equation of any such conoidal surface.


Partial differentiation may be used not only to eliminate arbitrary funcLons, but to eliminate constants. Tor if an equation /(cc, y, z, C v C 2)
s

ontained two constants, the equation and its first derivatives with respect
o x and y would
yield three equations from which the constants could

DIFFERENTIAL EQUATION'S

270

be eliminated, leaving a partial differential equation F(x, y, z, p, q)


of the first order. If there had been five constants, the equation v
its two first derivatives and its three second derivatives with res]

x and y would give a set of six equations from which the constE
could be eliminated, leaving a differential equation of the second or
And so on. As the differential equation is obtained by eliminating

to

constants, the original equation will be a solution of the resulting


ferential equation.

For example, eliminate from z = Ay? + 2 Bxy + Cy z


The two first and three second derivatives are

+ Dx + Ey

the five

stants.

p = 2Ax + 2By +

q = 2Bx -f

D,

Hence

2
\ rx

Cy +

\ ty

E,
sxy

= 2A,

+ px +

= 2B,

=2

9V

the differential equation of the family of surfaces. The family of surface


not constitute the general solution of the equation, for that would contain
arbitrary functions, but they give what is called a complete solution. If there

is

been only three or four constants, the elimination would have led to a differei
equation of the second order which need have contained only one or two oi
second derivatives instead of all three it would also have been possible to find t
;

or two sinmltaneouspartial differential equations by differentiating in different vi

115.

If

f(x, y,

z,

Cv eg =

and

F(x,

*,p,q)

y,

=Q

two equations of which the second is obtained by the eliminatio


the two constants from the first, the first is said to be the complete &
tion of the second. That is, any equation which contains two dist
arbitrary constants and which satisfies a partial differential equatio:

are

the

first

tion.

The

order

is

said to be a complete solution of the differential ei


solution has an interesting geometric interpretat

A complete

differential equation

F=

tangent plane

is

defines a series of planar elemi

So does f(x,

through each point of space.

y, z,

Cv C 2) =

0.

For

given by

dx

f(x

T/O ,

Cv C2) =

ol

C l and Cz shall be so related


yQ 2 ). As there is only this one

as the condition that

,
passes through (x ,
the two arbitrary constants, there

that the sur

relation beta

fl

through the point. As f(x,

y, 2,

is

a whole series of planar elemi

C v C2) =

J-.J2 ___3

___

-i.

___

satisfies

____

J.T

the differential

J...C

e<

MORE THAN TWO VARIABLES

271

Prom the

idea of a solution of a partial differential


equation of the
rst order as a surface
elements which
pieced together from

planar
appears that the envelope (p. 140) of any family
be a solution for each point of the
envelope is
point of tangency with some one of the solutions of the family, and
le planar element of the envelope at that
point is identical with the
lanar element of the solution and hence satisfies the differential
equa.on.
This observation allows the general solution to be determined
itisfy

the equation,

it

f solutions will itself

= ^(C\)
^
rises

imily

is

found by eliminating C^ from the three equations

is

',
.s

from

For if in f(x, y, z, Cv C 2)
any relation
introduced between the two arbitrary constants, there
a family depending on one parameter, and the
envelope of the
solution.

ny complete

the relation

C2

the elimination

on even though

(<?,>,

IJ

/-a

l^-o.

(is)

= $(C.j)
may

it is

contains an arbitrary function <E>, the result


be considered as containing an
arbitrary func-

generally impossible to carry out the elimination


<& has been assigned and is therefore no
longer

scept in the case where


rbitrary.

A
cers

family of surfaces f(x, y, z,


may also have an envelope

ig Cj

Cv

C^)

(p.

139).

depending on two paramis found by eliminat-

This

and Cz from the three equations


/(*,

y, z, C,,

C2)

= 0,

= 0,

= 0.

'1

his surface

tangent to all the surfaces in the complete solution,


his envelope is called the singular solution of the
partial differential
juation. As in the case of ordinary differential equations ( 101), the
* it is
solution
be
obtained
from
the
.ngular
may
directly
equation ;
lerely

is

necessary to eliminate

p and

q from the three equations

'

dp

dq

he last two equations express the fact that


F(p, g)
function of p and q should have a double point (

regarded as
reference
67 will bring out another point, namely, that not only are all the
irfaces represented by the complete solution
tangent to the singular
57).

)lution,

but so

is

any surface which

is

represented by the general

Integrate these linear equations:

1.

= xy,
+ 1 + z 2 = 0,
x2p - xyq + 2 = 0,
p tan x + q tany = tan z,

(a) xzp
(8)
(ij)

(t)

yzq

yp

(e) j/p

j/

+ q) = z,
- xq = x2 - y\

a (p

(0)

xq

(0)

(a,-:e)p

(K)

(y

z*

2
(a) x

for
for

(7)

y*

1,

for

0,

= 2aj, Z = 1,

for

+ y*q =
+ z)p = y

x2p

(li)(x

(o-3/)g = c-z,
x z )p
2xyq + 2xz

Determine the integrals of the preceding equations

'I,

(7)

(/3)

j/

(e)

a;

=
=

0,

z,

Q.

through the cur

to pass

= z,
= z.

analytically that if ^(x, y, z) = C^ is a solution of (15), it is a solu


State precisely what is meant by a solution of a partial differential e<
= C t satisfies the equation. Show
is, by the statement that F(x, y, z)

Show

3.

of (14).

tion, that
ttie

equations

Q* = B

P*> +
to

P^+Q^+fl^O

and

dx,

dj/

what

are equivalent and state

8z

dy

Show

this means.

that

if

F=

Ct and G =

* (G) is a solution, and show conversely that a functi<


solutions, then .F
relation must exist between any two solutions (see
62).

two

4. Generalize the work in the text along the analytic lines of Ex. 3 to es
a linear equation in one dependent and four
independent variables. In particular show that the integral of

lish the rules for integrating

8z

+...

+P

3z

OX\

OX n

<

=pn+i
,,

dx,
_i
=

dependson

dxn
dz
= _^
= __,
Pn Pn +\

F =

F =

if
Cv
Cn are n integrals of the simultaneous system,
n
,
l
0.
Integral of the partial differential equation is *(-F\,
n)
,

and that

5. Integrate

(a) x

(,3)

8u

-dx

(y

du

1-

du

--

(-

8z

dy
z

+ u)~ +
ox

= xyz.

(z

+ x)^ +
oy

(u

+ y)^ = x + y
oz

6. Interpret the general equation of the first order


= as de
F(sc, y, z, p, q)
mining at each point (x y z ) of space a series of planar elements tangent
certain cone, namely, the cone found by eliminating p and q from the three sii
,

taneous equations

7.

_-_

Eliminate the arbitrary functions

(a)

(7) z
(e) *

+ y + z = *(x2 + y 2 +
= *(x + + *-(-y),
= y2 + 2*(x-i + logy),
2/)

),

_=

(^

4>(x

(5) z
(f)

+ y^

= ez'*(

(a) cylinders with generators parallel to the line x


conical surfaces with vertex at (a, 6, c),

az,

(/3)

(7 ) surfaces of revolution about the line x y z


:

9. Eliminate the constants

= (x +
_ 2+

(a) z
(

7)

a.)

ft)

(y
(y

&),

&)2

(z
2

(e) ^ix

=a

c.

from these equations:

+ &*2 = 1,
+ (y -&)*+(
+ Cy* + Lxz + Eyz = z 2
Q3)

_ C )2 = 1?
+ J3xy

3)

a (x 2

(a>_a)

10

Show

11.

How many constants occur in

geometrically and analytically that F(x, y,


complete solution of the linear equation.

z)

a(?(x, y, 2)

6 is

the complete solution of the equation of the

third, fourth, or nth order ?

12. Discuss the complete, general, and singular solutions of an equation of the
order F(x, y, z, u, ux uy u z ) = with three independent variables.

first

that ths planes z


ax
by + C, where a and 6 are connected by the
0. Integrate
relation P(a, b)
0, are complete solutions of the equation
(p, q)

13.

Show

=
= 1,
(a) pq
(8)pq = k,

and determine
14.

(/3)

2
q = p + 1,

(e)

fclog?+p

p + g 2 = m,
3p 2 -2g 2 = 4^,
2

(7)

0,

(f)

also the singular solutions.

Note that a simple change of variable


13. Thus the equations

will often

reduce an equation to the

type of Ex.

with

take a simpler form.


(a) q

= xp

e 2 ',

a;

e x',

e 2 ',

e*',

= z + px,
= 2yp2,

08)

Z 2j> 2

ytq*

- y) +

= z2

(7) z

= 1,

= e"',

= p?,

^jp^.
What is the obvious complete solution of the extended Clairaut equation
?
+ yq + /(p, q) Discuss the singular solution. Integrate the equations
= xp + yq + Vp 2 -f q2 + 1,
z = xp + yq + (p + g} 2
(/3)
(a) z
= xp + yq + pq,
2 Vp<jr.
(S) z = xp -f yq
(7) z
(8) g

15.

Integrate and determine the singular solutions

(e)

(p

(g

a;)

(f)

116.

Types

of partial differential equations. In addition to the


and the types of Exs. 13~15 above, there are several

linear equation

types which should be mentioned. Of these the first is the general


is the given equation
equation of the first order. If F (x, y, z, p, <?)

a second equation $ (x, y, z, p, q, a) = 0, which holds simultaneously with the first and contains an arbitrary constant can be found.
the two equations may be solved together for the values of p and q, and

and

if

the results

may be

stant

substituted in the relation dz

= pdx

-f-

qdy

to give a

equation of which the integral will contain the conand a second constant of integration b. This integral will then

total differential

with respect to x and y and use the relation that dz be exact.


*;
* do;

" dP 4- 7?'
4-F?
;

dp

^
A
-~o,

,&<!._
o,

F'ib'

(b'F'
P

^V

a^p

Multiply by the quantities on the right and add.

Now

this is

dp

a linear equation for $ and


dx___d/y_
^
~

Then

equivalent to

is

___

___ ___

dz

= ~"

integral of this system containing p or q and a will do for $,


the simplest integral will naturally be chosen.

Any

+ y) + p(q

As an example take zp(x

= 0.

zz

p)

Then

Charpit's

and

equa-

tions are

d$

- zp + jp a (z

dq

zp - 2zq
dy _

fa

- q - z(x + y)

+ pq(x
dz

2p

2pq

pz(x+

y)

How to

combine these so as to get a solution is not very clear. Suppose the sub
= e z 'p', q = e"'q' be made in the equation. Then
stitution z
e*', p
p'(a
is

the

new

equation.

dp
p'

The

first

Tor

_ d<f _
p'

y}

+ p'(tf - p') - I =

cte

2p'

two equations give

p'

this Charpit's simultaneous

(x

+ y)

dy
p'

is

dz
2

2p'

at once the solution dp'

,1

system

%pq

= dq'

+ y)
= p' + a.

p' (x

or g'

Solving

is

a complete solution of the given equation. This will determine the general
by eliminating a between the three equations

integral

zsew+^o +

aj

y),

= (y + f'(a))(a + x + y) + 1,

=/(),

where /(a) denotes an arbitrary function. The rules for determining the singular
but it is clear that the surfaces in the complete solution cansolution give z =
and hence the result z = must be not a singulanot be tangent to the plane 2 =
solution but an extraneous factor. There is no singular solution.
;

The method
than the

of solving a partial differential equation of higher order


to reduce it first to an equation of the first order and

first is

then to complete the integration. Frequently the form of the equation


For instance, if the derivawill suggest some method easily applied.
tives of

lower order corresponding to one of the independent variables


an integration may be performed as if the equation were

are absent,

an ordinary equation with that variable constant, and the constant of


integration may be taken as a function of that variable. Sometimes a

change of variable or an interchange of one of the independent variables


with the dependent variable will simplify the equation. In general the

Two

mainly to his own devices.


mentioned below.
solver is left

117. If the equation

z>

Methods

+ a^-

95

order, the equation

is

and

the

all

is

+ a-i-w + <v;) = R (*>


1

may

y}-

22)

be applied. Factor the equation.

- o^,) (D. - aJD,)

Then the equation

methods will be

linear with constant coefficients

^+

like those of

a (D,

is

same

derivatives are of the

special

(D.

- an Dv) * = R(x,

y).

(22)

reduced to a succession of equations


>x?

- "DyZ - R (x, y),

linear of the first order (and with constant coefficients).


Short cuts analogous to those previously given may be developed, but

each of which

is

same order but


same method will
apply. For those interested, the several exercises given below will serve
as a synopsis for dealing with these types of equation.
There is one equation of the second order,* namely
will not be given.

the polynomial can

* This
tions

If the derivatives are not all of the

be factored into linear

factors, the

is one of the important differential equations of physics


and methods of treating them are discussed in Chap. XX.

other important equ&

name of the wave equation. The solution may be written dowr


by inspection. For try the form
fore the

u (x,

= F(ax -f by + cz

g, <)

?/,

+ G (ax + by + cz +

Vt)

Substitution in the equation shows that this is a solution


2
2
c
1 holds, no matter what functions F and G
a* + i

if

Ftf).

(24'

the relation

may

be.

Not*

that the equation

+ % + cz

ax

Vt

+ i + c = 1,

a2

0,

the equation of a plane at a perpendicular distance Vt from the origii


along the direction whose cosines are a, b, c. If t denotes the time am
is

if

moves away from the origin with a

the plane

is

velocity V, the function

= .F(O) remains constant and if G = 0, the valui


constant. Thus u = F represents a phenomenon whicl

F(ax -f by + cz
of u will remain

Vf)

constant over a plane and retreats with a velocity V, that is, a plain
G represents a plane wave approaching
In a similar manner u

wave.

the origin.
position of

The general

solution of (23) therefore represents the supei


an advancing and a retreating plane wave.

To Monge

is

due a method sometimes useful in treating

of the second order linear in the derivatives

Er + Ss

Let

r, s,

Tt

it is

differential equation

known

as Mange's method

=V

(26

be the equation, where jR, S, T, V are functions of the variables and the derivative
p and q. From the given equation and

dp
the elimination of r and
s

and

(Edy

Rdy2

= rdx + sdy,

Sdxdy

Sdxdy

Tdx2 )

if

Tdx*

= sdx +

tdy,

y, 2,JJ,

(Rdydp

Tdxdq

- Vdxdy) = 0,

the two equations

= 0,
The

satisfied simultaneously.

dy-fl (x,

dq

gives the equation

be satisfied

this will surely

can be

q)dx

Rdydp + Tdxdq
first

Q,

may
dy

Vdxdy

(25'

be factored as

- /2 (x,

y, z, p, q)

dx

= 0.

(2

The problem then is reduced to integrating the system consisting of one of these f ac
tors with (25') and dz =pdx + qdy, that is, a system of three total differential equations
If

two independent solutions


i (x,

then

=*

integral of

2)

is

which

V, *,

J>,

of this

q)

= Clt

system can be found, as


2 (z, y, 2, p, q)

= Cg

or intermediary integral of the given equation, the genen


be found by integrating this equation of the first order. 1

first

may

the two factors are distinct, it may happen that the two systems which arise ma
both be integrated. Then two first integrals jtx = * (uz ) and i^ = * (v 2) will be f ounc

and instead of integrating one of these equations it may be better to solve both f c
q and to substitute in the expression dz = pdx + qdy and integrate^ Whei
it is not possible to find even one first
integral, Monge's method fails.

p and

however,

(x

y) dy*

and

+ y)dx*^Q
dydp
(x +

(x

(x

y)

or

dx

dy

y) dxdq

dy

0,

4pdxdy

2xdp

= pdx +
(2

+ Ca

(p

This

dx

is

~-TT;.

This equation

is

-;

or

IT.

(27)

dz

-Fx.

^-

The

2x)

-2z

integration gives

2s

e Jf

dx

+ V=KI,

2x

+i'

and may be integrated by

linear

*!

+ y)ze'e'

Tho

(?y

(x

we have by combination

an ordinary linear equation in z and

2j

+ C1

=
Hence

dq)

2 (xdq + qdx) + C (dp


dq) + 2 dz =
+ 2 2 = C or (x + y)(p q) + 2z = C2
+ y) (p q) + 2 a = *
x)

dz

dy

+ C^dp

==

(x

a first integral.

2xdq

in this case,

g)

Hence
is

+ 4pdx
+ q) dx

(p

+ pdx)

2 (xdp
or

qdy

=
(A)

the equation dy
dx = may be integrated at once to give y
second equation (A) then takes the form

Now

but as dz

c&

= 0.

^(K

2x)dx

"

2 a) Ac

= K, -

*(X" t )

= V(x +

y)

the general integral of the given equation when


after integration,
an integration which cannot be

has been replaced by x + y


l
performed until * is given.
would be to use also the second system containing
instead of dy
dx = 0. Thus in addition to the first integral (27) a
dy + dx =
second intermediary integral might be sought. The substitution of dy + dx = 0,
is

The other method

of solution

+ x = Cj in (A) gives Cl (dp + dq) + 4pdx = 0. This equation is not integrable,


because dp + dq is a perfect differential and pdx is not. The combination with
Hence it is impossible to
dz = pdx + qdy = (p
q) dx does not improve matters.

determine a second intermediary integral, and the method of completing the


solution

by integrating
Take the equation ps
qdy

pdxdy

(27) is the only available

qr

or

method.

0.

Here S =p,

B=

dy

= 0,

qdy

pdx

$,

T=F=

0.

and

qdydp

Then

qdydp = 0, dz = pdx + qdy,


and the system pdx + qdy = 0, qdydp = 0, dz = pdx + qdy are not very satisfactory
$ (z) is an obvious
for obtaining an intermediary integral u = $ (u ), although p
x
2
solution of the first set. It is better to use a method adapted to this special
Note
that
equation.
are the equations to

work with. The system dy

Sx\pJ

By

(11), p. 124,

and

Ps^r,
pz

W/
P*=-(?);
x

and

M=

0,

ives

dx\p/
then

= -/(
^
8y

= _ //() <fy + * (2) = * (y) + * ()

(a)
(5)

U)
(

2.

xp

K)

(v)

=2

p* + ?
pg = px
(1

05,

(/3)

H- gy,

(e)

= 52,

g)

(0) <?(p z

(p-<7),

2
2
(p + g ) s = j,
2
2
p + g = * + y,

y (p

(X)

<?*)=

(jw + w) = 1,
2 zp + xy = 0,

9)

that the rule for the type of Ex. 13, p. 273, can be deduced by Charpit'
about the generalized Clairaut form of Ex. 16 ?

How

method.

For the solution of the type/1 (x, p)

3. (a)

/i(a:,P)=/2 (y,

and

ap

p=

Show

(p

(f)

2
(OP(l+<Z = <?(z-c),
z 2 (p 2 + g 2 + 1) = c 2

1,

- 1) = z2p 2

(7)

solve for

p and

q as

p =

gr^x, a),

= /2 (y,
= a,

<?),

the rule

is:

Set

2)

p 2 (y, a)

the complete solution

is

6.

(|3)

For the type F(z,


dz

JiF
a^i

jp,

g)

dz \

'

the rule

dz

=
J1F

for

T?)
a-<i /

is

X = x + ay, solve

Set

.
,

and

* (2 a)'
'

a2T

/
d
^I 77(z,

let

...

=/(*' a

a)

the complete solution is x + ay + 6 =/(z, a). Discuss these rules in the light o
Charpit's method. Establish a rule for the type F(x + y, p, q) = 0. Is there an;

advantage in using the rules over the use of the general method
Ex. 1 according to these rules as far as possible.

Assort the exan

pies of
4.
of

What is obtainable for partial differential


may be present ?

equations out of any characteristic

homogeneity that

5. By differentiating p =f(x, y, z, q) successively with respect to x and y shoi


that the expansion of the solution by Taylor's Formula about the point (x , j/ , z {
may be found if the successive derivatives with respect to y alone,

'

Sy

By'

3y

^L

'

'

9y"'

are assigned arbitrary values at that point. Note that this arbitrariness allows th
solution to be passed through any curve through (x
y z ) in the plane x = x .
,

6.

Show
du

where u

is

that F(x, y,

**

~ FP

z,

p, q)

<*y

-*

satisfies

Charpit's equations

dz

-0^+^)

dp

=
jT

dq

+ pF',

an auxiliary variable introduced for symmetry.

F'y

qF'z

Show

that the fin

three equations are the differential equations of the lineal elements of the cones c
Ex. 6, p. 272. The integrals of (28) therefore define a system of curves which ha~v
a planar element of the equation
passing through each of their lineal tax

F=

gential elements.
variables,

with the

and

if

initial

and the results be solved for th


the constants be so determined as to specify one particular curv
If the equations be integrated

conditions x

then

mentioned must no upon a aeveiopaoie suriace containing tne curve ( oi). ine
and the planar elements along it are called a characteristic and a characteristic
strip of the given differential equation. In the case of the linear equation the
characteristic curves afforded the integration and any planar element through

just

curve

but here it is only those


their lineal tangential elements satisfied the equation
planar elements which constitute the characteristic strip that satisfy the equation.
What the complete integral does is to piece the characteristic strips into a family
;

of surfaces

dependent on two parameters.

82z

(a)

(5)

,.

/0

=/(X)

(a)

+ pf(x) =

(D

(S) (2
(f)

(/S)

'

3. Integrate these

8nz

(a)

^=

a*D%) z

0,

(7)

- D,)

3 J>K

(D2_D2_

^X
JJ

(y)

= (1 +

10. Prove that

if

xr

ora;Z>j,

e^-Oy ^-

0,

(D

(e)

+ 3Dy)z = 0,

<I '

(n-l)p.

- D) z = 0,
(7) (VJ%
- JD^D, - 6 Z> ) z = ay,

() (D8-DJ +

2 Ik

!)

+ } a2 2i2 +
$ (y) = (y +
=e
= ^ (y + ax),
(y)
.

a;

<fi

.)

ax),

J->x

<XlJy

-ri-

(f)

y,

<t>

82z

(7)

'

xy,

(A,

(|8)

+ 8Dx D ,+ 2JD) 8 = x +

e*Dv

equations by the method of factoring:

*
(/9)

(e) ar

g(y),

Prove the operational equations

9.

Check the answers

simple devices integrate the equations.

By

7.

B(x, y)

a^)^

[(D*

(Dx

akDy) mlf] 2

then

0,

where the *'s are all arbitrary functions. This gives the solution of the reduced equaaD v p) m z = ?
tion in the simplest case. What terms would correspond to (Dz
11. Write the solutions of the equations (or equations reduced) of Ex.

8.

12. State the rule of Ex. 9 (7) as Integrate E(x,y


ax) with respect to x and
the result change y to y + ax. Apply this to obtaining particular solutions of
:

in

Ex. 8

(3), (),

(ij)

with the aid of any short cuts that are analogous to those of

Chap. VIII.
13. Integrate the following equations:

- x2 + y\
2
cos(x + 2y) + e,
(ft x?r + 2 xys + yW
y
(S) r-t-Sp + 3q~
(Z^+Day + J y -l) 2 = sin(x + 2j/),
- 2 D^DJ + BJ) = -,
= e^-y
(f) r-< + j) + 3(?-2 2
(JD
2
(Dl-DxDy - 2D + 2 J>x + 2Dy)z = e 2 * + 8 y+ sin(2x + y) 4- xy.

(D-D^ + I> -l)z=

(a)
(7)

(0
(/>)

14.

(f)
If

- 2pqs+pH = 0,

these equations of the second order

= 0,
g(l + g)r-(p + ? + 2p9)s+p(l+p) = 0,
2 2 (6 + eg) (a + cp)s + (a + cp) 2 t = 0,
(b + cg) r

(a) q*r

()

Try Monge's method on

any simpler method

is

(0)

r-

available, state

a2 f

what

it is

(7)

(e)
(T;)

r
a;

and apply

+ s = -p,
2

Aa2 i

it also.

= 2as.

15.

Show

sarily arises

that an equation of the form Br -f Ss + Tt + U(rt


from the elimination of the arbitrary function from

ufa

y, z, p, g)

=/[u 2 (x,

2
)

= V neces*

y, z, p, g)].

Note that only such an equation can have an intermediary

integral.

16. Treat the more general equation of Ex. 15 by the methods of the text and
thus show that an intermediary integral may be sought by solving one of the systems

Udy + X Tdx + \ Udp


Udx + \Edy + \Udq
t

dz

where

and

= pdx +

ar

6s

ct

= pdx +

dz

\ are roots of the

Udx + \Rdy + \ Udq Udy + X 2 Tdte + \Udp =

0,

0,

gcfy,

17. Solve the equations


(7)

=
=

e (rt

2
equation \ (RT
2
(a) s

a3 )

= h,

rt

(S) xqr

(/3)

ypt

0,

qdy,

U"r),+ XJ7S

0,

0,

s2

ri

+ xy (s 2

U"

a2

0.

rt)

= pq,

PAKT

III.

INTEGBAL CALCULUS
CHAPTER

XI

ON SIMPLE INTEGRALS
118. Integrals containing

a parameter. Consider

/(as, a) dx,

(1)

a definite integral which contains in the integrand a parameter


the indefinite integral is known, as in the case
cos

axdx

= - sin ax,

cos

axdx

a.

If

= - sin ax
a

seen that the indefinite integral is a function of x and a, and that


the definite integral is a function of a alone because the variable x

it is

disappears on the substitution of the limits.


a, as in the case

If the limits themselves

depend on

f
the integral

In

cos

is still

axdx

= - sin ax = - (sin a

a function of

sin 1),

a.

instances the indefinite integral


in
it then
(1) cannot be found explicitly and
becomes necessary to discuss the conti-

many

and integration of the

nuity, differentiation,

by the integral without having recourse to the actual evaluation


of the integral; in fact these discussions
function

<

(a) defined

be required in order to effect that


Let the limits XQ and xl be taken

may

evaluation.

independent of a. Consider the range of values # S x 3? xl


aQ ^ a
al be the range of values over which the funcis to be discussed.
The function /(x, a) may be plotted as

as constants
for x,

tion

<f>

and
(a)

let

the surface z

=f(x,

a) over the rectangle of values for (x, a).


281

The

INTEGRAL CALCULUS

282
value

<

of the function

(<zf)

when a

made by the plane a

=
=a

then the area of the section

is

orf

If the surface f(x, a) is continuous, it is tolerably clear that the area </> (a) will be continuous in a.
The function <ft (a) is continuous iff(x, a) is continuous in the two varies

of this surface

bles (x, a)

To

discuss the continuity of

* (a +

Act)

<j>

(or)

(a)

form the difference

= ( Xl [/(x, a +

- /(x,

Aa)

a)] dx.

(2)

''o

Now

will be continuous if the difference <j> (a


</> (a)
Acr)
(or) can be made as
small as desired by taking Act sufficiently small. If /(a;, y) is a continuous function of (x, y), it is possible to take Ax and Ay so small that the difference

|/(x

Ax,

J/

Ay)

-/(,

y)\

<

[Ax|

e,

<

5,

Ay <

points (x, y) of the region over which /(x, y) is continuous (Ex.


Hence in particular if /(x, a) be continuous in (x, a) over the rectangle,
sible to take Aa so small that
for

all

|/(x,

for

all

values of x and

Act)

-/(a, a)|<,

Hence, by

a:.

it is

pos-

|Aar|<5

(66), p. 25,

It is therefore proved that the function

tinuous in the two variables (, or) for


may be made as small as desired.
;

8, p. 92).

<f>(a) is

e (x
1

continuous provided /(x, a) is conbe made as small as desired


) may

if e

As an
,

where the condition for continuity

illustration of a case

* ( a) =
,

i*

I.

adx

-5-n? =

Here the integrand

tan ~
,

fails to

x
-

if

be continuous for

(0,

a&

0,

0); it

is violated,

take

and
becomes

infinite

when

= 0. The function (a) is


a ^ 0, and should there-

(*, a) == (0, 0) along any curve that is not tangent to a


l
defined for all values of
0, is equal to cot~ a when

fore be equal to

The importance

TT

when a =

if it

is to

tj>

be continuous, whereas it is equal to


<x) be continuous

of the imposition of the condition that /(a;,

It should not be inferred, however, that the function


<t>(a)
be discontinuous when/(x, a) fails of continuity. For instance
clear.

0.

is

will necessarily

r l-

*()=/t/O

-,

This function is continuous in a for all values a^Q; yet the integrand is discontinuous and indeed becomes infinite at (0, 0). The condition of continuity

imposed on /(x, a) in the theorem is sufficient to insure the continuity of


(a)
but by no means necessary ; when the condition is not satisfied some closer exami<f>

ON SIMPLE INTEGRALS
the function

(a) will surely

<j>

be continuous

if

= g (a),

continuous

is

bounded by the lines a = a a = a and the curves


= g^O*), and if the functions g (a) and ^(a) are continuous,

over the region


03

283

f(x, a)

#!

Q,

For In this case


Aor)

<f>

f(x,

+ C

(a)

ffl

/(x,

a)dx=C

a+

/(x,

Aor) dx

a-

"

[/(x,

a + Aa)

/(x, a)] dx.

The absolute values may be taken and the


grais reduced by (65), (65'), p. 25.

where

and

fj

AJ

inte-

are values of x between g Q and

'

<7

Ap

and g and

-f Agf x
By
may be made

To

119.

find the derivative of a function <(<*) defined by

<f>

(a.

an

integral

form the quotient

containing a parameter,
Aft

gr t

g (a)
taking Act small enough, g^(a + Aor)
g^a) and sf (a + Aa)
as small as desired, and hence A0 may be made as small as desired.

+ Ao:)

<j>

(a)

Aft

Act:

/ff t Ca)

I
^fl-

*1

/(*

)<*

f(x, a

Aa

The transformation
be

made

of the

in the last

Mean

Aa;

and

made by
integrals

(63), p. 25.

by

(65'), p. 25,

further reduction,

which

is

may

the Theorem

and the integrand of the first integral may be


Theorem of the Mean for derivatives (p. 7, and Ex. 14,

for integrals,

modified by the
p. 10).

is

two

Then
(*>

<*

+ Oba) dx -/ft, a + Acr)

+/<,

+ Act)

in (x, a) and y (a), g^ (a) are differentiable. In the particular case that
the limits gQ and ff l are constants, (4) reduces to Leibniz's Rule

which

a,
function defined by an integral
be obtained by differentiating under the sign of
additional two terms in (4), when the limits are varia.-

states that the derivative of

with fixed limits

The

integration.

may

be considered as arising from (66), p. 27, and Ex. 11, p. 30.


This process of differentiating under the sign of integration is of
frequent use in evaluating the function tf> (a) in cases where the indefinite integral of f(oc, a) cannot be found, but the indefinite integral of
ble,

may

f'a can be found. For if

*() = f A*,

)**,

= Pf dx =
^
aa

then

Jx,

f(a).

J*,

Now

an integration with respect to a will give


as a function of a
with a constant of integration which may be determined by the usual
a
method of giving some special value. Thus
<f>

But

0(0)

Orfx

and

</>(0)

= logl +

C7.

Jo

_J

f^ -~^- dx =
In the

way of comment upon

log (a

+ 1).

this evaluation it

may be remarked

that the func-

a
tions (x"
I)/ log x and x are continuous functions of (x, a) for all values of
the interval Osgassil of integration and all positive values of a: less than

^ ^

x in

any

a.
K. The conditions which permit the differenassigned value, that is,
under the sign of integration are therefore satisfied. This is not true for
a
negative values of a. When a <0 the derivative x becomes infinite at (0, 0). The

tiation

method of evaluation cannot therefore be applied without further examination.


As a matter of fact 4>(a) = log(a + l) is defined for a> 1, and it would be
natural to think that some method could be found to justify the above formal

lrsjr

evaluation of the integral when


(see Chap. XIII).
To illustrate the application of the rule for differentiation when the limits are
functions of or, let it be required to differentiate
,.

()=

1,

/**
I

dx.

~=
d<f>

?*
I

- -

a2 "

^
xdx+-

a?

a-:!

-^
da

or

a +11

oru-rii

+
J

a*"

a*

logaL

-a+

This formal result

is only good subject to the conditions of


continuity. Clearly a
must be greater than zero. This, however, is the only restriction. It might seem at
first as though the value x = 1 with
logx = in the denominator of (xa
l)/log x

would cause difficulty but when x = 0, this fraction is of the form 0/0 and has a
finite value which pieces on continuously with the
neighboring values.
;

The next problem would be

to find the integral of a function


by an integral containing a parameter. The attention will be
restricted to the case where the limits XQ and x1 are constants. Consider

120.

defined

the integrals
I

() da

<

where a
which

(4'),

and by

Jx

f(x, a~)da-dx.

Ja

o-

/(,

da- dx

(66), p.

27

be assumed continuous in

'()

and the

r*

f(x, a)dx

J *o

-A,

al of values over

ra

r*i

X*i

o;

Let

treated.

is

$(a)=

by

f(x, a) dx da,

be any point of the interval

may

<f>(a)

-I
Jx

Jan

differentiation

is

= $()

legitimate if f(x a)
respect to a. Then
}

Now integrate with

(x, a).

= ()-*()=: f

+(ai)d<z.

Jo
But *(

= 0.

*(;)=

./>

Hence, on substitution,

/>

/tfj
.

fa

/**

f(x a)da-dx=
}

*f>(a)da=

c/a

u/ar

ftxi
I

c/ff

f(x,a)dx-dcc. (5)

i/a;

Hence appears the rule for integration, namely, integrate under the
sign of integration. The rule has here been obtained by a trick from
the previous rule of differentiation; it could be
considering the integral as the limit of a sum.
It is interesting to
figure, p.

281.

As

proved directly by

note the interpretation of this integration on the


a section of the surface, the

<(o:) is the area of

product (f> (a) da is the infinitesimal volume under the surface and
included between two neighboring planes. The integral of <() is
the four
therefore the volume * under the surface and boxed in

by

For the " volume of a solid with parallel bases and variable cross section " see
Ex. 10, p. 10, and
35 with Exs. 20, 23 thereunder.
*

is

merely that the volume

in this case

be regarded as generated

may

moving parallel to the ga-plane, or by one moving


parallel to the <?x-plane, and that the evaluation of the volume may
be made by either method. If the limits X Q and x : depend on a, the
by a

cross section

integral of </() cannot be found by the simple rule of integration


under the sign of integration. It should be remarked that integration
under the sign may serve to evaluate functions denned by integrals.

As an
to

may be

/o

But

Ja

n 1 %b

/*

J)

logx

J.

= \l/(a,b).
rv '"

a, &,

is

a function of the two.

It

would be possible to repeat the integration. Thus

= log (a +

log X

This

is

da-dx=
=/

Jo

logx

new form.

If

here

--

a:

6 g= 0.

0,'

and the function defined

-1

+ 1) da = (a + 1) log (a + 1)

alogx
--

a.

(logx)

be set equal to any number, say

(logs)

In

log (a

/>>1

dx.

lOgX

the function reduces to one previously found.

0,

1),

.,

o6 __ yd

a i=

two parameters

this case the integrand contains

If a

f\ 1

dx=l

Jo logX a=a

= log

dx

& s=b

3*"
xda-dx=l ~

Ja

jjo

Jo

<t>(a)da=l
Jo

Hence
In

under the sign in a case where the method leads


considered as evaluated by the method, consider

illustration of integration

a function which

1,

then

there has been evaluated a definite integral which depends on no


parameter and which might have been difficult to evaluate directly. The introducthis

way

tion of a parameter

and

its

subsequent equation to a particular value

is

of frequent use

in evaluating definite integrals.

EXERCISES
1.

Evaluate directly and discuss for continuity,

=s

== 1

Jo

a function containing two parameters and


the three variables (x, a, |3) when x S= x
x1 a
a
ar^ /3
2. If /(x, a,

/3)

is

/
/

"Z

ai

/(x, a,

/3)

dx

<f>

(or,

^) is

s s

continuous in

(cr, )3).

is

continuous in

g ^ /S^ show
j3

ON SIMPLE INTEGRALS
and hence evaluate and

3. Differentiate

(a)

C"log(l

Jo

flog

(0)

-tanaxdx,

(/3)

/tun" 1 *

'

{^f
S
^U,

CC

n Bin"** 1

(a)

arz

t/0

CC

~h

pax

y>

tan- 1

*'

dx

Find the derivatives without previously integrating

4.

range for

- 2 a cosx +

(1

/0

I
e
/-<ra

(7)

dec,
J

dx.

Extend the assumptions and the work of Ex. 2 to find the partial
and the total differential d</> if x and xl are constants.
a and

5.
tives

287

state the valid

<j>'

deriva-

<f>'p

6. Prove the rule for integrating under the sign


method of treating the integral as the limit of a sum.

of integration

by the

direct

7. From Ex. 6 derive the rule for differentiating under the sign. Can the
plete rule including the case of variable limits be obtained this way ?
f*g(x, a)
/
/(cc,

Note that the integral

8.

a) dx will be a function of

J *o

a).

(z,

com-

Derive

formulas for the partial derivatives with respect to x and a.


f"tx

9. Differentiate

10. Integrate

sin (x

(a)'

da Jo

d
a) dx,

r\fx
/

(/3)

dec

x2dx.

Jo

under the sign and hence evaluate by subsequent

differentiation

7T

(a)

x*log-xdx,

Jo

(/3)

x sin axdx,

(7)

Jo

xseca oxdx.

Jo

--- -

11. Integrate or differentiate both sides of these equations

/!
(a)
v
'

x"<3x =

xa

Jo

Jo
I

Jo

e-

fla:

f)

sin7ixdx

dx

^o

a-~ cosx

Note that

Jo

a +m

TT

Va2

sirnra

to

rv

/"
I

Jo

in (/3)-(5) the integrals

dx

~~

**

(a

cosx)

(2

1)
-. ,

Jo

log

1
/>* x*-

(l

&

_j_

W+m

dx = tan~

Jo

= -log [!2

x esc mx

dx

x^-ilogxdx
-

xsecmx

t'

to find

22.4.6-..2n.an+ i
/2 m2\
J
g 0a;

ax

'-

(a+l)+i*

= TT

"

Jo

1)"
'

show

1
,

show

/*

to find

)"

Jo

...... -

TT

to

771

(*

x. oo

a2 + m?

--

e-

aai

fi\

=(

dx

/"

show
Q.

-- -

x<* ^
(log xV'dtc
'

to

V^

cos?na;dcc

/-"x^-idx

...
(

oo

,./">
e)

+a

show

Jo

IT

JQ
/*o

(IS)

a+l

dx

n
(7)'
v

to

--

Jo

../
(g\
^'

/!

5),
2
/

tan-i-

cosx

cosx

x"- 1

ic -

x)logx

extend to infinity and that, as the rules

of

^
(a)'

iff)

Jo

Vo

p
Jo

log (1

- dy, = a 2

x 2 cos-i

cosx

cos

cos

\10

x)^^

-}
47

1/71-2

a,

2\4

IT

(7)

f2
Jo
/.

(5)'
*

2
4
log (a cos x

<x>

xe

- ax cos

Joo

T?

(f)

_-

Q.2

ora

TT

log

^
2

fl2

3 22

,
1

-,

ftsinxsina;

Jo

coex

^o

2
2
p sin x) dx

x etc
sn
+ & sin
--= 7rsm-

/log a

Jo
/^s

Sxda;

lo g /(a-fx)cZx=

a+1

log/(x)ete= f
Jo

121. Curvilinear or line integrals.

X&

yrfcc

It

/( "
iog

is

1}

/a
/(a)

da

+ f
Jo

familiar that

/&

I
i/a

f(x) dx

and the ordinate


more complicate*
areas. For instance, the area between the parabola y
x and the semi
2
8
cubical parabola y = a is
is

the area between the curve y

a,

= b.

=f(x),
The formula may be used

tlie x-axis,

to evaluate

A=

x*dx

Jo

x*dx

ydx

pJo

Jo

ydx,

sJo

where in the second expression the subscripts

and 5 denote

that th

integrals are evaluated for the parabola and semicubical parabola.


a change in the order of the limits changes the sign of

the integral, the area

n\

pJo

and

is

may

be written
/0

>()

ydx

sJ\

ydx

pJi

/>!

ydx

ydx,

sJo

the area bounded by the closed curve formed

of the portions of the parabola and semicubical parabola from


to
In considering the area bounded by a closed curve it is convenient

fr

arrange the limits of the different integrals so that they follow the curv

in a definite order. Thus if one advances along P from


to 1 and re
turns along S from 1 to 0, the entire closed curve has been describe*
in a uniform direction and the inclosed area has been
constantly on. th
from
to 1 an<
right-hand sidej whereas if one advanced along

in the

opposite direction and the area would have been constantly


side.
Similar considerations apply to more general

on the left-hand

closed curves and lead to the definition: If a closed curve which


nowhere crosses itself is described in such a direction as to keep the

inclosed area always upon the left, the area is considered as positive ;
whereas if the description were such as to leave the area on the right,
it

would be taken as negative. It is clear that to a person standing in the


and watching the description of the boundary, the descripwould appear counterclockwise or positive in the first case ( 76).

inclosure
tion

In the case above, the area

when

ydx

where in the

last

pJi

integral the symbol

is

ydx

-f

LsJo

positive

ydx,

(6)

Jo

O denotes that the integral is to

be evaluated around the closed curve by describing the


curve in the positive direction. That the formula holds

under a curve

for the ordinary case of area


verified at once.

tour

Here the

ydx

ydx

JA

Jo
The

may

be

circuit consists of the con-

ABB' A'A. Then

ydx

Je

is

ydx

J B'

ydx.

JA'

vanishes because y
0, the second and fourth vanish
constant and dx
0. Hence

first integral

because x

-f-

ydx

JB'

/O

and

xdy

J A'

ydx.

two new formulas

It is readily seen that the

ydx

Jo

(xdy

Jo

ydx)

(7)

also give the area of the closed curve. The first is proved as (6) was
proved and the second arises from the addition of the two. Any one
of the three may be used to compute the area of the closed curve the
last has the advantage of symmetry and is particularly useful in finding
;

the area of a sector, because along the lines issuing

y x

= dy

xdy

is

dx and xdy

advantageous

when

to the oxixis so that

when parts

dy

from the origin

the previous form with the integrand


part of the contour consists of lines parallel
the first form, has similar advantages

ydx

of the contour are parallel to the

INTEGBAL CALCULUS

290

of the third formula with the vector expression for

The connection
the area

and

is

For

noteworthy.

if

dA

175)

A=

rxcfr

unit vector

~ idx + ]dyr

di

4- y] :

= k

rxr/r
|

Jo

Jo
The

Joo

cci

A=

then

(p.

(xdy

ydx).

calls attention to the fact that the area lies

merely

and

in the x?/-plane perpendicular to the s-axis

is

described so as to

appear positive.
These formulas for the area as a curvilinear integral taken around
the boundary have been derived from a simple figure whose contour

was cut in only two points by a line parallel to the axes. The extension to more complicated contours is easy. In the first place note that
if two closed areas are contiguous over a part of their contours, the integral around the total area following both contours, but omitting the part
in common, is equal to the sum of the integrals. For

PQRP

JPR

JRSP

JPQR

J HP J

QRSP

since the first

and

site directions

along the same line and must cancel. But


is also the sum of the individual areas and hence the

the total area

last integrals of

the four are in oppo-

PQRSP

must be the total area. The forintegral around the contour


mulas for determining the area of a closed curve are therefore applicable
such areas as

to

be composed of a

may

finite

number

of areas each

bounded by an oval curve.


If the

0(t),

contour bounding an area be expressed in parametric form as x =/(0


may be evaluated as

the area

ff(W(t)

dt=-

JV(t)/'()

dt

if [f(t)<t>'(t)

4,

()/'()]

(7*)

df,

where the limits for t are the value of t corresponding to any point of the contour
and the value of t corresponding to the same point after the curve has been
described once in the positive direction. Thus in the case of the strophoid
y

= x2

CL

*-"~

35

the line

cuts the curve in the double point at the origin

te

and in only one other point the


;

tion

(ft,

to (x, y).

&)

^"

*7

from the point

It is possible to eliminate

J V*V

y by the

rela-

y =f(x) and write


[P (x, /(x))

+ Q (x, /(*))/'(*)]

<fe.

(9)

The

integral then becomes an ordinary integral in x alone. If the curve


had been given in the form x =/(?/), it would have been better to eonvert the line integral into
ing the integral

may be

is

an integral in y alone.

therefore defined.

The

The,

method of evaluat-

differential of the integral

written as
/"a:,

(Pdx

+ Qdy) = Pdx + Qdy,

(10)

Ja,T>

where either x and dx or y and dy may be eliminated by means of the


123.
equation of the curve C. For further particulars see

To

get at the

meaning of

the line integral,

it is

necessary to con-

a sum (compare
16). Suppose that the curve
and (x, y} be divided into n parts, that Ax and Ay{

sider it as the limit of

C between

(a, b)

are the increments corresponding to the ith part,

any point

If,

in that part.

when n becomes

Form

the

and

infinite so that Aa;

and Ay each

Ay,- approach 0, and of how the


chosen in its segment of the curve,

increments Aa^ and

(,

ty)

is

then this limit

is

( i}

fTi

as a limit, the sum a approaches a


definite limit independent of how the individual

approaches

point

that

i/j)

is

sum

toy)

^>

rf

(0.6)

defined as the line integral

[P (as,

y) dx -f

Q (as,

y) efy].

(12)

should be noted that, as in the case of the line integral which gives
the area, any line integral which is to be evaluated along two curves
It

which have in common a portion described in opposite directions may


be replaced by the integral along so much of the curves as not repeated ;
for the elements of <r corresponding to the common portion are equal

and opposite.

U AJLAJ U

JUN JLJMjr-K-AlJ

JL.

That cr does approach a limit provided P and Q are continuous functions of (a;, y)
and provided the curve C is monotonic, that is, that neither Ax nor Ay changes ita
the expression for a may be written
sign, is easy to prove. For
ff

by using the equation y

[P (e<)

=/()

or

=/ -1

(z/)

of C.

Now

as

and

pp(
Ja

are both existent ordinary definite integrals in view of the assumptions as to continuity, the sum <t must approach their sum as a limit. It may be noted that thit

proof does not require the continuity or existence of /'(*) as does the formula (9)
In practice the added generality is of little use. The restriction to a monotonu
curve may be replaced by the assumption of a curve C which can be regarded a:

made up

of a finite

of monotonic parts including perhaps some portions ol


C are admissible, but are no'

number

lines parallel to the axes. More general varieties of


very useful in practice (127).

Further to examine the line integral and appreciate

its utility foj

mathematics and physics consider some examples. Let

F(x,y)=X(x,y)+iY(x,y)
be a complex function

73).

c z="

Then

r x>v
C/a, 6
fx,y

Cv/zcnc

/1V
\

f* a;, y

(XdxYdy)+i

CJa, b

(Ydx

+ Xdy).

cJa, b

It is apparent that the integral of the complex function is the sum of tW(
line integrals in the complex plane. The value of the integral can to

computed only by the assumption of some definite path C of integra


and will differ for different paths (but see 124).
By definition the work done by a constant force F acting on a particle
which moves a distance s along a straight line inclined at an angle t<
= Fs cos 0. If the path were curvilinear and the fore*
the force, is
were variable, the differential of work would be taken
as dW
Fcos Qds, where ds is the infinitesimal arc
and 6 is the angle between the arc and the force.
tion

Hence
V

dW=
Fcos0ds=
//*,
I

*/ a, b

ft
I

Jra

F.rfr,

verted into the ordinary form of the line integral.

F = A'i +

= idx + jdy,

dr

Yj,
v

$ds

b
Xtf.

(Xdx

Uu,

and Y are the components

readily seen that


pretation.

-f-

i/,

Ydy),

l>

of the force along the axes.

be

may

integral

x v

given this same

Ifc

is

inter-

'

Pdx

+ Qdy,

Pdx

+ Q,dy =

F = Pi + QJ.

form

/>>

/> *,

z/

Ua,

F cos

Ja,

Ods.

To the principles of momentum and moment of momentum (


added the principle of work and energy for mechanics. Consider

=F

and

at*

d (I_. dr dr\
*

_.

TllGIl

Yc'.y,

If

7=1C
Then

line

any

For

= Xdx +

/**,y

F cos
where

F-rfr

dH \2

cii!

-*dr
dt s

d2r dr

I
.!

2 dl* dt

ctt/

d(-v*\

or

= ~ 'dr

and

2 dt dt 2

may now

be

= Fdr = dW.

dr d*r
.

80)

-?m) 2\

z r dr
d
_
_.^,
r

dt* dt

= dW.

-mv --mv2
2

Hence

mv of a particle moving under the


F is equal to the work done by the force, that is, to the line
of
the
the force along
integral
path. If there were several mutually interacting
particles in motion, the results for the energy and work would merely he added as

In -words

The change of the kinetic energy \

action of the resultant force

S rm$ = ~S,W, and the total change in kinetic energy is the total work
all the forces. The result gains its significance chiefly by the consideration
what forces may be disregarded in evaluating the work. As dW=Fdr, the
work done will be zero if dr is zero or if F and dr are perpendicular. Hence in
evaluating W, forces whose point of application does not move may be omitted

S^mv2

done by
of

(for example, forces of support at pivots), and so may forces whose point of application moves normal to the force (for example, the normal reactions of smooth curvea
or surfaces). When more than one particle is concerned, the work done by the

mutual actions and reactions may be evaluated as follows. Let rlt r2 be the vectors
to the particles and r
r2 the vector joining them. The forces of action and ret
action may be written as
c (r,
r 2 ), as they are equal and opposite and in the line
joining the particles.

Hence

dW= &Wi + dWz = c(r - !,).<&! - o(rj - r ).dra


2

= c (r - r3 ).d (rt - r,) =


a

where r12

when drJ2

is

the distance

vanishes, that

* cd [(r,

- ra ).(rj - r2)] = \ cdr?2T

dW

vanishes whei and only


between the particles. Now
when and only when the distance between the particles

is,

are the energy, pressure, volume 01 a gas inclosed in any receptacle, and it aU and
dv are the increments of energy and volume when the amount dH of heat is added
to the gas, then

is

the total

dH = dU + pdv,

amount

H=

and hence

By taking p

of heat added.

and

dU + pdv

v as the independent variables,

The amount

,,

v)dp

g(p, v)dv].

absorbed by the system


depend merely or.
the initial and final values of (j>, v) but on the sequence of these values between
those two points, that is, upon the path of integration in the pu-plane.
will therefore not

of heat

123. Let there be given a simply connected region (p. 89) bounded by
a closed curve of the type allowed for line integrals, and let P (x, y) and
Q (x, y) be continuous functions of (x, y) over this region. Then if the
line integrals

from

(a, &) to (x,

f>x
I

cJa,

y) along two paths

<y

Pdx

-f

Qdy

s*x <y

Pdx

+ Qdy

rJa, 6

are equal, the line integral taken around the combined path
/>,&

s>x, y

C*J a,

TtJx,y

f*
I

Pdx

Qdy

JQ

This is a corollary of the fact that if the order of description


of a curve is reversed, the signs of Ax t and Ayf and hence of the line
integral are also reversed. Also, conversely, if the invanishes.

around the closed circuit is


from any point (a, b) of the circuit
tegral

zero, the integrals

to

any other point

are equal when evaluated along the two different


parts of the circuit leading from (a, b~) to (x, y).
The chief value of these observations arises in their application to
the case where
and Q happen to be such functions that the line inte(x, y)

gral around any and every closed path lying in the region is zero. In
this case if (a, fy be a fixed point and (x,
of the region,
y) be any point

the line integral from (a, &) to (x, y) along any two paths lying within
the region will be the same for the two paths may be considered as
forming one closed path, and the integral around that is zero by hypothesis. The value of the integral will therefore not depend at all on
;

[P (aj,

y}dx+Q (x,

xtended from a fixed lower limit


be a function of

lust

This result
ient

may

(a,

= F (x, y)

y) dy]

(14)

to a variable upper limit (x,


y),

ft)

(x, y).

be stated as the theorem

The necessary and

suffi-

condition that the line integral

Q(x y)dy]
>

a,b

a single valued function of (x, y) over a simply connected region


that the circuit integral taken around any and every closed curve in
ke region shall be zero. This theorem, and in fact all the theorems on
efine

ine integrals,
i

space,

may

be immediately extended to the case of line integrals

/*!

f>x,V> *

[P (x,

y, z)dv.

Q (x,

*)dy+R (x, y,

y,

z) dz].

(15)

'Jot, b, c

If the integral about every closed path


fixed lower limit

to

a variable upper

is zero so

that the integral from

limit

f*x,V

F& y) = Ja,b

p (x

efines a function F(x,


erivatives and hence a

?o

jprove

this

>

y)dx

total differential, namely,

= P,

j-

= Q,

dF= Pdx + Qdy.

(16)

statement apply the definition of a derivative.

Pdx

+ Q (x, y) dy

y), that function has continuous first partial

lira

lim

J
c/a. &

-f

Qdy

Pdx

+ Qdy

t/ a, 6

is independent of the path, the integral to


follow the same path as that to (x, y), except for
taken along the
be passage from (x,
y) to (x + Ace, y) which may be

tow as the integral


X

+ &X,

y)

fcraight line

may

joining them.

Then Ay

and

intermediate between x and x -f- As will approach x and P (, y]


will approach the limit P(x, y) by virtue of its continuity. Hence
AF/Ax approaches a limit and that limit is P (x, y) dF/Sx. The othei
derivative is treated in the same way.
value

If the integrand Pdx -f Qdy of a


of a, single valued function F(x,

dF

line integral is the total differenticu


y),

then the integral about any dosea

and

circuit is zero

/Z,!/

Pdx

*/a,

fX,

+ Qdy =

\J a,

ft

II

dF= F(x,

y)

- F(a,

(17;

6).

If equation (17) holds, it is clear that the integral around a closed patli
will be zero provided F(x } y) is single valued; for F(x } y) must come

back to the value F(a, #) when (x, y) returns to (a, b~). If the functior
were not single valued, the conclusion might not hold.

To prove

the relation (17), note that by definition

=
and

AFi

where

and

limjj

= P (&,

are quantities which by the assumptions of continuity for P and ^


(
25) less than e for all points of the curve provided Az

may be made uniformly


and

Ay,-

are taken small enough.

and since SAF,- =


and that limit is
lim

V
*^

F(a,

F(a;, y)

Then

6),

the

sum

SPjAx,-

*'

[P,-Axi

Q.-A2/,-]

= f Vdx +

Qdy

QiAy,-

F(x,

approaches a

- F(a,
y)

limit

&).

/a, 6

EXERCISES
1.

Find the area

of the loop of the strophoid as indicated above.

from (6), (7), the three expressions for the integrand


which give the area of a closed curve in polar coordinates.

2. Find,

grals

of the line inte

3. Given the equation of the ellipse x = o cost, y = b sin t. Find the total area
the area of a segment from the end of the major axis to a line parallel to the mino
axis and cutting the ellipse at a point whose parameter is t, also the area of a sector

4. Find the area of a segment and


form x = a cosh t,y = b sinh t.
5.

Express the folium

+ y8 =

of

a sector for the hyperbola in

its

parametri

8 aauy in parametric form and find the area o

the loop.

6. What area is given by the curvilinear integral around the perimeter of th


closed curve r = asin 8 $0? What in the case of the lemniscate r* = as cos2i
described as in making the figure 8 or the sign
?

ON SIMPLE INTEGRALS
7.

Write

form

for y the analogous

cobrdinates x

#(w,

v),

\f/(u, v)

the area

297

Show

to (9) for x.

that in curvilinear

is

<
8.

these line integrals along the paths assigned

Compute
Xi.i

x 2ycte

+ y s dy,

or

=x

or

or

= z2

(x

Xi.o

2/)d

(s

2
j/

)dy,

j/

j/

=x

or

a;

-.

y
-dx
*
/e>
_, o

y = logx

dy,

or

/ar, y

x sin j/dx

(8)

y =

y cosxdy,

= mx

x = e,

and
or

re

and

y,

vO,

/l + i
(e)

t/2=0
/>

(f)

9.
figure

=x

iy)dz,

(x

or

and

y~l

or

and

= 1,

(x

Jn=\

Show

(1

that

i)xy

j/

quadrant or straight line.

)d,

Cpdx + Qdy = f VP2 + Q2

and without the use

cos ^cla

by working

directly with the

of vectors.

Show that if any circuit is divided into a number of circuits by drawing


within it, as in a figure on p. 91, the line integral around the original circuit is
equal to the sum of the integrals around the subcircuits taken in the proper order.
10.

lines

11.

Explain the method of evaluating a line integral in space and evaluate


/i, 1,1

xdx

(r)

2 ydy

zdz,

= x,

z2

=x

or

= z = x,

/o, o, o
'

'

(P)

ylogxdx

y*dy

/I, 0, 1

fpdx + Qdy

12.

Show

13.

A bead of mass m strung on

that

-dz,
2

-f

1,

= z2

or y

logs,

= x.

= fVP2 + Q2 + B2 cos Ms.

Edz

a frictionless wire of any shape falls from one


the point (a^, yt , 2 X ) on the wire under the influence of gravity.
done by all the forces, namely, gravity and
the
work
is
zj

y z ) to
Show that mg (z
normal reaction of the wire.
point (x

the

14. If

x =/(*), y

= g(t),

P'pfc,

and/'(i),

V)dx

/o, b

where /(
in

= a and

gr

(t )

= 6.

regard to the possibility

naailnX] -Fni.

"!?

g'(t)

Q(x,

be assumed continuous, show

y)dy=

f'(p~+
^)^'
dt
Ctt/
\

/*

Note that this proves the statement made on page 290


of substituting in a line integral. The theorem is also

the radius produced and the normal to the curve,


(r, n) the angle between
the angle subtended at r
by the element ds. Hence show that

arc and
is

- r cos (r.
U
I

n)L

ds

1 dr
-ds =

J r dn

rd log r
/

dn

line integrals along the curve and dr/dn is the normal


0. Hence infer that
is the angle <f> subtended by the curve at r

where the integrals are


derivative of

r,

dn

Jo dn

JQ dn

is within the curve or outside the curve or upon


according as the point r =
the curve at a point where the tangents in the two directions are inclined at the

angle
rz

(usually
2

x)

17.

Are

Note that the formula

TT).

where

2
?/)

(77

the line integrals of Ex. 16 of the

as those in the text, or are

Compute

(a)

nO,

(x

/!.,

same type CP(X y)dx


:

they more intimately associated with the curve

0, 1

18.

may be applied at any point (, ij) if


a point of the curve. What would the inte-

(x, y) is

applied to a space curve

if

gral give

j/)ds,

xyds along a right


i,

156.

(/3)

Q(x, y)dy

? Of.

line, along a quad-

along the axes.

I'iinfc,

124.

Independency of the path. It has been seen that in case the


around every closed path is zero or in case the integrand
Qdy is a total differential, the integral is independent of the

integral

Pdx

-f-

path,

Hence

and conversely.
F(x.

if)

Pdx

Ja
F

>i

r\'~

Qdy,

then

-r

%x

d2
CLIILL

-f-

if

*~~

d 2F

dQ
"

i~

Cx,

dP
"""""

r\

f\

ty

oyox

= P,

-r

Q,

dQ

""^

'

~rt

ox

'

cy

oy

dy

dP

provided the partial derivatives P'y and Q'x are continuous function!*.*
It remains to prove the converse, namely, that
If the two partial
derivatives P'y and Q'x are continuous and equal, the integral
:

'

C Pdx +

Qdy

with

P'y

Q'x

(18)

Ja, b
is

independent of the path, is zero around

Pdx + Qdy
To show
if

Py

* See

is

closed path,

and the quantity

total differential.

that the integral of Pdx


Qdy around a closed path
Q'x consider first a region R such that any point (x, y} of
,

52.

In particular observe the

comments there made

is

zero

it

may

relative to differentials

')

*"V

enne the function F(x,


(*,

3r all

2/)=

Ja

?/)

*"'

as

-P(^

y}dy

points of that region R.

dF

dF

(19)

Now
Cv

^
y

Q(a, y)dy.

i/h

dP

;ut

'his

from Leibniz's rule (4 ) of 119, which may be applied


by hypothesis continuous, and from the assumption Q'x = P'y
f

results

ince Q,'
x is

'hen

SF

= p(x,

l>}

+ P(x,

y)

P(x

1}

= P (x,

y).

[ence it follows that, within the region specified, Pdx


)tal differential of the function
F(x, y) denned by (19).
uy closed circuit within that region R the integral of

integral of

le

dF and

Qdy is the
Hence along

Pdx

-f

Qdy

is

vanishes.

remains to remove the restriction on the type of region within which the
around a closed path vanishes. Consider any closed path C which lies
the region over which P' and Q% are equal continuous functions of (x, y}.
y
s the path lies wholly within R it is possible to rule It so finely that any little
>ctangle which contains a portion of the path shall lie wholly within R. The
sader may construct his own figure, possibly with reference to that of
128, where
finer ruling would be needed. The path C may thus be surrounded by a zigzag
It

itegral

ithin

le

which

lies

within R.

Each

of the small rectangles within the zigzag line

is

the type above considered and, by the proof above given, the integral
ound any closed curve within the small rectangle must be zero. Now the circuit

igion of

may be

replaced by the totality of small circuits consisting either of the perimsmall rectangles lying wholly within C or of portions of the curve C and
of
)rtions
the perimeters of such rectangles as contain parts of C. And if C be so
ers of

placed, the integral around C is resolved into the sum of a large number of inteals about these small circuits ; for the
integrals along such parts of the small
rcuits as are portions of the perimeters of the rectangles occur in pairs with opposigns.* Hence the integral around C is zero, where C is any circuit within R.
ence the integral of Pdx + Qdy from (a, b) to (x, y) is independent of the path
defines a function F(x, y) of which Pdx + Qdy is the total differential. As
is function is continuous, its value for points on the boundary of R may be defined
te

id

approaches a point of the boundary, and it may thereby


seen that the line integral of (18) around the boundary is also
without any furrestriction than that P' and Q^. be equal and continuous within the boundary.

ithe limit of
F(x, y) as (x, y)
s

.er

* See

ark of

the
It is well, in connection with
123-125, to read carefully
44-45 dealing with varieties of regions, reducibility of circuits, etc.

Ex. 10 above.

r x <v

when Pdx

r*

+ Qdy=l

Pdx

pv

Q,dy

'is

an exact

P(x,l))<?x+

U<i

a, b

Q(x,y)dy,

(19)

t/b

differential, that

when P'v =

is,

Qfx)

may

be

evaluated by the rule given for integrating an exact differential (p. 209),
b and x
x does not go outside the region,
provided the path along y

J
If that path should out out of A some other method of evaluation would
he required. It should, however, he home in mind that Pdx -f Qdy
,

is

best integrated by inspection whenever the function. F, of which


Qdy is the differential, can be recognized if F is multiple valued,

Pdx

the consideration of the path


ticular value

which

is

needed.

may be required to pick out the parIt may be added that the work may be

extended to line integrals in space without any material modifications.


It was seen ( 73) that the conditions that the complex function
F(x, y}

= X (x,

?/)

+ iY(x,

y},

= x + iy,

be a function of the complex variable z are

*;=-^and ^=r;.

(20)

If these conditions be applied to the expression


(13),

=
Xdx ~
/s*x,y
F(x, y)

<L/a,

fx,V

Ydy

+i

Ydx

+ Xdy,

Jet, 6

for the line integral of such a function,

it is

seen that they are pre-

cisely the conditions (18) that each of the line integrals entering into
the complex line integral shall be independent of the path. Hence

the integral of a function of a complex variable is independent of the


path of integration, in the complex plane, and the integral around a
closed path vanishes. This applies of course only to simply connected

regions of the plane throughout which the derivatives in (20) are equal
and continuous.
If the notations of vectors in three dimensions be adopted,
I

where

F = Xi +

Xdx
Yj

Ydy

+ ^k,

+ Zdz =
di

In the particular case where the integrand


the integral around a closed path

Xdx

|F.dr,

= idx + jdy + kdz.


is

an exact -differential and

is zero,

+ Ydy + Zdz = F.dr =*dU= dr.VCT,

_
F=

r,V
V
K

J?

=
AV-

nr
or

V=
Y

>

cte

7=
Z

0y

ft?

called the potential function of the force F. The negative of the


lope of the potential function is the force F and the negatives of the
>artlal derivatives are the component forces along the axes.
i

If

the forces are such that they are thus derivable from a potential function,

In fact

are said to be conservative.

tiey

md

'

_ m dr

'

nd

if

]C

dr

=-y

~'2di"dt
Vi

ri

fo

or

2
energy ^mv and the potential energy Vis the same
all times or positions. This is the principle of the conservation of energy for the
imple case of the motion of a particle when the force is conservative. In case thn
orce is not conservative the integration may still he performed as

sum

'bus the

of the kinetic

.t

stands for the work done by the force F during the motion. The result is
hat the change in kinetic energy is equal to the work done by the force but d
3 then not an exact differential and the work must not be regarded as a function
rhere

(x,

it depends on the path.


The generalization to any number of particles
immediate.

y,z),

123

s in

is

The

125.

conditions that P' and Q'x be continuous and equal, which


lt

nsures independence of the path for the line integral of


leed to be examined more closely. Consider two examples

JfPdx+Qdy= Jf x2

First

dy
t

(*

appears formally that P'v =

ide 2

<&..

~V
.

4-

2 2

+
-a

<

adz

X2

+^

/*

2
J/

Qdy

a;

4-

V2

dy ,

2 2
)

is

adx

J+a X2 + a2

(z

If the integral be calculated around a square

-<
/-<

ady

J-a as +

dx

dx

a surrounding the origin, the result

Pdx
:

C~ g

ady

J+ a O + V 2

of

P'y and

the derivatives

Q,'
x

are not defined for

X2

Xz

(0, 0),

and cannot be so defined

As

near the origin.

to be continuous functions of (x, y)

a matter of fact

a, b

2/

a,b

and tan- 1 (y/x) is not a single valued function it takes on the increment 2 tr wh
one traces a path surrounding the origin ( 45).
Another illustration may be found in the integral
;

dz

/az
~z

dx + idy
my _
_
~
~ r ax
J

iy

r xax
J

x*

+ yay
+ yy'2

VJ

x2

2
j/

the origin z =
the integrand ]
becomes infinite and so do the partial derivatives of its real and imaginary par
If the integral be evaluated around a path passing once about the origin, t

taken along a path in the complex plane.

At

result is
aJ>I'

2
= 27ri.
g (a; + ^) + itan-i^]
f -=rilo
Z
JO
l_2
fcja,b

In this case, as in the previous, the integral


closed path which did not include the origin

would necessarily be zero about a


;

for then the con-

independence of the path would be satisfied.


Moreover the integrals around two different paths each encircling
the origin once would be equal for the paths may be considered
ditions for absolute

as one single closed circuit by joining them with, a line as in the


device ( 44) for making a multiply connected region simply con-

nected, tlie integral around the complete circuit is zero, the parts
due to the description of the line in the two directions cancel,

and the integrals around the two given circuits taken in opposite directions
therefore equal and opposite. (Compare this work with the multiple valued nati

of log z, p. 161.)

Suppose in general that P (x, y) and Q (x, y) are single valued fiu
which have the first partial derivatives P'y and Q,'x continue
and equal over a region R except at certain points A, B, >. Surrou:
these points with small circuits. The remaining portion of R is su
that P'v and Q,'x are everywhere equal and continuous but the regi
tions

is

not simply connected, that is,


which cannot be shrunk

circuits

that the circuit

been cut

out.

may

possible to draw in the regi


down to a point, owing to the ft

it is

surround one or more of the regions which ha

If a circuit can be

shrunk down

to

point, that

is,

if

not inextricably wound about one or more of the deleted portioi


the integral around the circuit will vanish for the previous reason!
is

will apply. But if the circuit coils about one or more of the delet
regions so that the attempt to shrink it down leads to a circuit

wM

consists of the contours of these regions and of lines joining them, t


integral need not vanish ; it reduces to the sum of a number of integK

can be shrunk into another, the integrals around the two circuits are
equal if the direction of description is the same ; for a line connecting
the

two

circuits will give

a combined circuit which can be shrunk down

to a point.

The inference from, these various observations is that in a multiply


connected region the integral around a circuit need not be zero and
the integral from a fixed lower limit (a,

b~)

to

a variable upper

limit

(x y) may not be absolutely independent of the path, but may be different along two paths which are so situated relatively to the excluded
regions that the circuit formed of the two paths from (a, b) to (x, y)
}

down

cannot be shrunk

*=

to a point.

Hence

+ Qdy,

P',

= Q* (generally),

Ja,
a,b

by the integral,
two values of F(x
only by a sum of the form

the function defined

Nevertheless, any
liffer

where Ilt I2)

not necessarily single valued.


y) for the same end point will

is
}

are the values of the integral taken around the con-

tours of the excluded regions

and where

mu m,

a,

are positive 01

negative integers which represent the number of times the combined


circuit formed from the two paths will coil around the deleted regions
in one direction or the other.

126. Suppose that f(z)


iY(x, y) is a single valued funcX(x, y)
& over a region R surrounding the origin (see figure above), and

tion of

that over this region the derivative f'(z) is continuous, that is, the
Y'y are fulfilled at every point so that
relations z;
x
x and X'

=-T

no points of

need be cut

out.

Consider the integral


(22)

over paths lying within R. The function /(*)/ will have a continuous derivative at all points of R except at the origin z
0, where the
denominator vanishes. If then a small circuit, say a circle, be drawn

about the origin, the function /(*)/* will satisfy the requisite conditions over the region which remains, and the integral (22) taken around
a circuit which does not contain the origin will vanish.

The integral (22) taken around a circuit which coils once and only
once about the origin will be equal to the integral taken around the

INTEGRAL CALCULUS

304

Now

small circle about the origin.

IK

I
Jo

Jo

for the circle,

fi3& A=m r^+ r?*,

r/a &=

Jo

Jo

where the assumed continuity of /() makes |>;()| < e provided th


circle about the origin is taken sufficiently small. Hence by (21)

with

rid*

1*1=

Jo

s f

f~

Ztre.

Jo

difference between (22) and 2 7rt/(0) can be made


and as (22) is a certain constant, the result is

Hence the
as desired,

as

sma

(2

function

/() which

has a continuous derivative /'() at ever

point of a region is said to be analytic over that region. Hence if tt


region includes the origin, the value of the analytic function at tfc
origin

is

given by the formula

(23

dz,

where the integral

is

extended over any

passing just once about the origin.


any point within the region, then

/<*)
where the

circuit lying in the region an

It follows likewise that if z

extends once around the point a and

lies wholly with]


This important result is due to Cauchy.
more convenient form of (24) is obtained by letting t
% repr

circuit

the region.

sent the value of 2 along the circuit of integration and then writii:
z and regarding z as variable. Hence Cauchy's Integral

tSL *.
This states that if any circuit be drawn in the reaion over which

(21

f(i

oses this

is

convenient.

It

may

be remarked that

when

the values of

'() are given along any circuit, the integral


lay be regarded as denning /() for all points

dthin that circuit.

To

find the successive derivatives of f(z),

it

merely necessary to differentiate with respect


5
under the sign of integration. The condi>

tons
tie

of continuity which are required to justify

differentiation are satisfied for all points z

and not upon it. Then

ctually within the circuit

LS

the differentiations

may

be performed, these formulas show that an

nalytic function has continuous derivatives of all orders. The definition


f the function only required a continuous first derivative.

Let a be any particular value of

1
*

(t

(z

a)

(see figure).

1
a)

-a

TTI

n
(i

a)

is

ihis is

or

the variable of integration and z

is

a constant with respect

Hence

(g

Taylor's

cc

g
#

o the integration.

Then

(26)
)*

Formula for a function of a complex

variable.

1.

that

- R'v R'x = P'z and if these


If P'
Q^,, Q'
x
Pdx + Qdy + Rdz is a total differential.
,

Show

2.

C*' p(x, y,

that

a)dx

C/M

defines a continuous function of

What

entiating under the sign.

do you make
3 If
a.

logz
iogz

C-= j^

ji
z,

Q(K,

a)dy, where

a given curv

is

may be found by diffe


f
continuity of P, Q, f

assumptions as to the

tt ,

'

^^

^~

+ j
i>o
t-

*> taken as t

x2

y2

= i^i,

3)

2$Ti,

If*

with especial reference to closed paths which surround

/o

-f

Draw a closed path surrounding both and making the integral vanis

or both.

and

If /(z) is analytic for all values of z

5.

y,

draw paths which make log(

Study f -2
2

4.

the derivative of which

definition of log

1,

or,

derivatives are continuous, sho

if

made

circle of large radius, can be


that/(z) must be the constant /(z) =/(0).

taken over a

|/(z)

< K, show

that

as small as desired.

Hence

inf

is a polynomial, show that/() = l/G (z) mi


a + ajZ H
6. If G (z)
1- a n z
be analytic over any region which does not include a root of G (z) = either with
has no roots at
or on its boundary. Show that the assumption that G (z) =

leads to the conclusion that /(z)


an algebraic equation has a root.

Show

7.

is

constant and equal to zero. Hence infer tl

that the absolute value of the remainder in Taylor's

a l"| C

IP \__\ z

2 TT
I

Jo

f(f)dt

a)

(t

z)

(t

i*1

^=

TT

Formula is

ML

p p

points z within a circle of radius r about cr as center, when p is the radi


of the largest circle concentric with a which can be drawn within the circuit abc

for

all

is the maximum value of f(t) upon the


integral is taken,
the length of the circuit (figure above).

which the

is

8.

Examine
(a)

(S)
9.

for independence of path

Cx*ydx

J|

(x

xy*dy,

+ xy) dx +

(0)

(y

and

(e)

J/

(a

T= - ny,

(x

y2 )*

(y)

-Z=

(x

1/x,

ydx,

^ y* sin xdx.

Y=

+ y2 )i

-we,

Cxdy +

(y)

y cos xdy

Find the conservative forces and the potential

in case of independence integrate

Cxysdx + xz ydy,

xy) dy,

circuit,

y*)*

T= y/x.

auu

rciitui

a force follows the

12. If

Law

of Nature, that

2
nversely as the square r of the distance

tw,tp

la

LUC uiiiei-

conservative.

is,

from the

acts

toward a point and varies


show that the potential

point,

k/r.

13.

From

,lmt if

F=

the results

F = Ft + F2

that

potentials is equivalent to

a particle

14. If
velocity,

VForF=
Fx and 72

the potential of

is

potential of

show

that

is

R=

is,

show

= f JTdx + Ydy + Zdz show


V = V + F2 will be the

f F.dr

F2

of

then

acted on by a retarding force


2
\ kv is a function such that
xt

yj

is

fcv.dr

fcv

proportional to the

dvz

dv v

15.

that for conservative forces the addition of

the parallelogram law for adding forces.

~
3ere

x>

$ be

that if a particle is acted on by a force R =


f(r) directed toward
and a function of the distance from the origin, the force is conservative.

origin

xtur
jR,

Show

11.
;he

ni/ i/uo
xauiuo, QUUW biiau u. rr
and express the condition that the forces

pciycimiviuiaii.

of work,

jntial

called the dissipative function

show the force

is

not conservative.

Pick out the integrals independent of the path and integrate

f yzdz

(a)

f xyz (dx

(7)

xzdy

dy

+ xydz,
+

dz),

()3)

(S)

ydx/z

C log

+ xdy/z

(xy) dx + xdy

xydz/z

-f-

ydz.

Obtain logarithmic forms for the inverse trigonometric functions, analogous


those for the inverse hyperbolic functions, either algebraically or by considering
16.

;he

inverse trigonometric functions as defined


.

tan-^z

rz
|

Jo

dz

by

1+z 2

,
sm-iz

integrals as

f
/

Jo

=>.

dz

Vl

z2

17. Integrate these functions of the complex variable directly according to the
rules of integration for reals and determine the values of the integrals by
substitution

/>2t

Xl+ize***dz,
1

(/5)

cos S zdz,

(j)

^-^,
--

[n the case of multiple

valued functions mark two different paths and give two values.

Can the

indefialgorism of integration by parts be applied to the definite (or


complex variable, it being understood that the
must be a line integral in the complex plane? Consider the proof of
Taylor's Formula by integration by parts, p. 57, to ascertain whether the proof is
valid for the complex plane and what the remainder means.

18.

nite)

integral of a function of a

integral

F=

VF. The

p. 297,

F outward

indwcizon or flux of the force

a curve in the plane

show that the

is

definition

by

Fcos(.F,

total induction or flux of

ri)ds.

F across

across the element

d.

reference to Ex.

By

the curve

is

the line intej

(along the curve)

JfFcos(F, n)ds

m=

and

_I

/o

TT

Fees'/* n)ds
,

ds:

dn

dV

= m f^Mlds = f
J
J
dn

r>

ds,

IT

/o dn

where the circuit extends around the point r = 0, is a formula for obtaining
mass m within the circuit from the field of force F which is set up by the mass
20. Suppose a
at points

( t

T^),

number of masses ?/i,


(

2,

be the force and potential at

~l

m2

in the plane.

7/ 2 ),

(x, y)

Fcos(F, n)da

due

Show

to the masses.

attracting as in Ex. 19, are situa

Let

ds

that

=V'm< =

Jif,

where S extends over all the masses and 2' over all the masses within the
within the circuit.
(none being on the circuit), gives the total mass

ciri

127.

and

Some

critical

comments. In the discussion

in the future discussion of double integrals

it is

of line integr

necessary to sp<

frequently of curves. For the usual problem the intuitive concept


curve as ordinarily conceived is continuous,
of a curve suffices.

a continuously turning tangent line except perhaps at a finite num


of angular points, and is cut by a line parallel to any given direction

only a finite number of points, except as a portion of the curve ir


coincide with such a line. The ideas of length and area are also ap]
cable. For those, however, who are interested in more than the intuit

presentation of the idea of a curve and some of the matters therew


connected, the following sections are offered.
If

for

<p (t)

all

and

\ff

(t)

are two single valued real functions of the real variable


= t =s t
v the pair of equations

t defl:

values in the interval

If
and are continuous functions of t, the cu
= (t ) and ^ (^) = (y so that the initial
If
(t a )
end points of the curve coincide, the curve will be called a closed curve provi
it is continuous.
If there is no other pair of values t and t' which make t
= (f) and \f>(t) = (f), the curve will be called simple; in ordinary langui
(t)
the curve does not cut itself. If t describes the interval from t to t^ continuoi
and constantly in the same sense, the point (x, y) will be said to describe the cu
in a given sense the opposite sense can be had by allowing 1 to describe the intei

will be said to define a curve.


will be called continuous.

</>

\f/

<f>

<j>

\f/

\f/

<f)

in the opposite direction.

There will be n corresponding increments for x and

A,,t.

s*,-

A|X, Aw>x,

A^, A2^,

and

AftX,

bvious inequalities.

It will

.ny division of the interval

When

AjX =

A^y

y,

AjC,

be necessary to consider the three sums

from

to

each of these sums has a definite

possible modes of division are considered for any an'I


value of n, the sums trl will form an infinite set of numbers which may be
limited or unlimited above (22). In case the set is limited, the upper

ve value.

ier

all

is called the variation of x over the curve and the curve is said
is unlimited, the curve is of unlimited
Similar observations for the sums <r 2 It may be remarked that the

of the set

of limited variation in x; in case the set


tion in x.

conception corresponding to the variation in x is the sum of the projecof the curve on the x-axis when the sum is evaluated arithmetically and not

stric

Thus the variation

raically.

y for the curve y

in

same

sin (1/z) between these


y
th cases the variation in x is 2 TT.
lurve

sinx from

<r
and o- 2 have upper frontiers L^ and i 2 the sum
1
per frontier L3 =* X t + L2 and conversely if <r8 has an upper f
<r
will
have
upper frontiers. If a new point of division is ir>t.nr
2
im <TJ cannot decrease and, moreover, it cannot increas" *

both the sums

icillation of

Aiif

x in the interval

Ai,-x|

|A 2l-x|

and Aa,-f are the two

For

Ait.

if AI,-X -f

|A lf x|

A,-x|,

intervals into

similar theorem

that

if

to

liffer

by

as

little

as desired

is

from

A2 fX

|A 2l-x|

which

ition in the interval

A;.
the interval from

is

divided sulu

their frontiers

the similar problem of 28. First, the fact thi


some method of division can be found so that L^
f points of division is n. Let it next be assum
>f

then be uniformly continuous


that

when

<d

A{t

<r

r Hence L l

< 8,

ren for

and

treat the

sum

(r

i2
<r

and hen<

is Mi sum <r(.
a sum <r'^ 2=

and

on with n points upon this gives


i'

25),

the oscillation of

which A,-

id of division for

a-{'<^e and

its

it

<r[

<e

and

its

upper frontier L s note that hert

additional point of division cannot decrease

not increase

us,

o-

by more than twice the sum

tr

and, as

of the

Hence if the curve is continuous, that is


the division of the interval from t to t can be t

iterval At.

to 2

TT is 4.

limits is of unlimited variation in y.

from t to i t each of these sums has a definite


modes of division are considered for any an'!
form an infinite set of numbers which may be
either limited or unlimited above (22). In case the set is limited, the upper
frontier of the set is called the variation of x over the curve and the curve is said
For any

division of the interval

positive value. When all possible


every value of n, the sums o-j will

x; in case the set is unlimited, the curve is of unlimited


Similar observations for the sums <r z It may be remarked that the
of the projecgeometric conception corresponding to the variation in x is the sum
tions of the curve on the x-axis when the sum is evaluated arithmetically and not

to

be

of limited variation in

variation in x.

to 2 TT is 4.
sin x from
in y for the curve y
between these same limits is of unlimited variation in y.
x is 2 TT.
If both the sums cr 1 and <r z have upper frontiers i, and L 2 the sum <r s will have
an upper frontier L s =g L t + L 2 and conversely if a s has an upper frontier, both
and <r2 will have upper frontiers. If a new point of division is intercalated in A,-.
<r
l
the sum <r l cannot decrease and, moreover, it cannot increase by more than twice
the oscillation of x in the interval Ait. For if Ai -x + A2 iX = A -x, then

algebraically.

Thus the variation

The curve y =

sin (1/x)

In

botli cases the variation in

AifX|

Here Ant and A2

,-f

+ A2l-x|
|

show

that

will differ

the interval

by

Aitx|

+ |A2l-x| ^

are the two intervals into which

oscillation in the interval Ait.


if

|A,-x|,

from

similar theorem

to

as little as desired

from

is

- rm is the
is divided, and
t
true for er2 It now remains to

At

is

divided sufficiently

their frontiers

i t and i 2

that of the similar problem of 28. First, the fact that


that some method of division can be found so that L l

sums <r 1 and <r2


The proof is like

fine, the
.

L t is the frontier of
<r

<

shows

<^f. Suppose the num-

it
is continuous
ber of points of division is n. Let it next be assumed that
(t)
must then be uniformly continuous ( 25), and hence it is possible to find a 5 so
m { < e/4n. Consider then any
small that when A < S the oscillation of x is Af,The superposition of the former
method of division for which
< and its sum
;

Ajt

5,

<r[.

2 ne/4 n = 2 *,
ff{ <
upon this gives a sum o^' j== y^. But <r{
demonstration may
ando-jSov Hence i x - <r' < \ e and i t ff{ < e. A similar
be given for <r 2 and L 2
To treat the sum <r8 and its upper frontier Ls note that here, too, the intercalation
of an additional point of division cannot de-jrease <r s a.nd, as
division with n points

it

tinuous,

<r
more than twice the sum of the oscillations of x and y
s by
Hence if the curve is continuous, that is, if both x and y are conto t can be taken so fine that <r s shall
the division of the interval from

cannot increase

the interval At.

small, in

tms case JL S = s
and sufficient

the necessary

the frontiers

if

of

i,

-iC

1 (0>

caiiea tne length, oj me curve, it is tneretore seen tnat


any continuous curve shall have a, length is

is

condition that

that its Cartesian coordinates

x and y

It is clear that

shall botfi be of limited variation.

^2(^)5 -^s(0 f rom *o to

anv val ue of

be regarded as functions

they are continuous and nondecreasing functions of

L s (t)

and that

i,

an

is

increasing function of t it would therefore be possible to take s in place of t as


the parameter for any continuous curve having a length. Moreover if the derivatives x' and y' of x and y with respect to t exist and are continuous, the derivative s'
;

and is given by the usual formula s' = Vx' a + j/' 2 This will
be left as an exercise; so will the extension of these considerations to three
dimensions or more.
In the sum x 1
x = 2AjX of the actual, not absolute, values of A,'Z there may
be both positive and negative terms. Let TT be the sum of the positive terms and
v be the sum of the negative terms. Then
exists, is continuous,

= TT+ V,
"
Zl ~ X = V
2 7T = X x
ff
2v = X Q
Xl + l
X Q + ff v
l
As a; has an upper frontier L t when x is of limited variation, and as X and x x are conthe
sums
and
TT
have
frontiers.
Let
be
II
and
Considered
v
these
N.
stants,
upper
ff

= x + n(t) N().
t, neither II () nor N(t) can decrease. "Write x(t)
of limited variation has been resolved into the difference of
two functions each of limited variation and nondecreasing. As a limited nondecreasing function is integrable (Ex. 7, p. 54), this shows that a function is integrable
over any interval over which it is of limited variation. That the difference x
x"
xf
of two limited and nondecreasing functions must be a function of limited variation
follows from the fact that Ax =s Ax" + Ax'
Furthermore if
as functions of

Then the function x (t)

n-N

=x +

be written

[x

|.

+ H + |x + t-

|+ t~ y,

-[N + |x

seen that a function of limited variation can be regarded as the difference of two
positive functions which are constantly increasing, and that these functions are conit is

tinuous if the given function x (t) is continuous.


Let the curve C defined by the equations x
</>(), y
continuous. Let P (x, y) be a continuous function of (x, y)

2jP(fc, *)A*B=2jp(fc,

where
is

AjiC,

A 2 x,

the point on

assumed

to

=^

(t),

Form

^A^'-^Pfc,

=i

the

^A,*',

are the increments corresponding to A T i, A2


the curve which corresponds to some value of t in
,

v be

sum
(28)

where (&, in)


Aji, where x is
,

be of limited variation, and where x" and x' are two continuous increas-

ing functions whose difference is x. As x" (or x') is a continuous and constantly
increasing function of i, it is true inversely (Ex. 10, p. 45) that t is a continuous and
constantly increasing function of x" (or x'). As P(x, y) is continuous in (x, y), it
is continuous in t and also in x" and x'.
and
Now let Ait =
then A,*" =
;

A,-x'

= 0.

Also
iX"

The limits exist and


Hence the sum on the

j"^

Pdx"

and

lim

VP
P

is

PA,-z

continuous in x" or in

of (28) has a limit and

\~\

lim>

are integrals simply because


left

t A,-x'

a?,

I
c^x
ff

Pdx=

/
/

&"

^'

'Pdx"

/
/

af

^^

xf.

'he assumption that y

is

of limited variation

and that Q (*,

y) is continuous

would

3ad to a corresponding line integral. The assumption that both x and y are of limited
and Q are continuous would
ariotion, that is, that the curve is rec$ct&ie, and that

sad to the existence of the line integral

J Xf

P(x,y)dx+Q(x,y)dy.
Vn

considerable theory of line integrals over general rectifiable curves


tracted. The subject will not be carried further at this point.
k.

may

be con-

the area of a curve requires careful consideration. In the


place note that the intuitive closed plane curve which does cut itself is intuito the
Lvely believed to divide the plane into two regions, one interior, one exterior
urve and these regions have the property that any two points of the same region

128. The question of

.rst

nay be connected by a continuous curve which does not cut the given curve,
whereas any continuous curve which connects any point of one region to a point
f the other must cut the given curve. The first question which arises with regard
o the general closed simple curve of page 308 is Does such a curve divide the plane
uto just two regions with the properties indicated, that is, is there an interior and
:

The answer is affirmative, but the proof is somewhat difficult

xterior to the curve


because the statement of the problem is involved or the proof replete with
,dvanced mathematics, but rather because the statement is so simple and elemenary that there is little to work with and the proof therefore requires the keenest
aid most tedious logical analysis. The theorem that a closed simple plane curve
?

iot

an interior and an exterior will therefore be assumed.


As the functions x(t), y(t) which define the curve are continuous, they are limand it is possible to draw a rectangle with sides x = a, x = &, y = c, y = d so
with a numentirely to surround the curve. This rectangle may next be ruled

las

ted,
\s

lines parallel to its sides, and thus be


livided into smaller rectangles. These little recangles may be divided into three categories, those
>er of

>utside the curve, those inside the curve,

upon the curve.


neant one which has
,hose

By

and

one upon the curve

is

much

as a single point
so
>f its perimeter or interior upon the curve. Let
u,
e denote the area of the large rec1, A{,
;angle, the sum of the areas of the small rectan-

A A

gles,

which are

interior to the curve, the

sum

of

upon the curve, and the sum of


Of course
+ A u +A e
Sow if all methods of ruling be considered, the
luantities A { will have an upper frontier L { the quantities
;he areas of those

,hose exterior to

AAi

it.

A e will have an upper


and the quantities u will have a lower frontier l^. If to any method
A'e with
rf ruling new rulings be added, the quantities A { and A e become A\ and
From this it follows that
;he conditions A'{
A f A'e
u
e and hence A'
u
,

'rentier

A.

e,

^A

=L +
(

+ Le For
A t AU make
l

let

^A

there be three

modes

of ruling

which for the

respective

these three quantities differ from their frontiers L^ Le k


rise
by less than^-e. Then the superposition of the three systems of rulings gives
values by less than
to a ruling for which
A\ A',, A'u must differ from the frontier
sases Ai,

less

than

It is

now

by

Li

c,

and must therefore be equal

to

it.

possible to define as the (qualified) areas of the curve

inner area,

lu

= area on

the curve,

Z-j

In

total area.

In the case of curves of the sort intuitively familiar, the limit lu is zero an
L e becomes merely the (unqualified) area bounded by the curve. Th
L{ = A
question arises Does the same hold for the general curve here under discussion
This time the answer is negative; for there are curves which, though closed an
simple, are still so sinuous and meandering that a finite area lu lies upon the curvi
that is, there is a finite area so bestudded with points of the curve that no part c
it is free from points of the curve. This fact again will be left as a statement witl
out proof. Two further facts may be mentioned.
In the first place there is applicable a theorem like Theorem 21, p. 61, namelj
:

It is possible to find a number 5 so small that, when the intervals between th


u Ai,
e differ from their frontiei
rulings (both sets) are less than 8, the sums
by less than 2 e. For there is, as seen above, some method of ruling sucli that the*
sums differ from their frontiers by less than e. Moreover, the adding of a sing]

new

ruling cannot change the sums by more than AD, where A is the largest inte:
and
the largest dimension of the rectangle. Hence if the total number <
intervals (both sets) for the given method is
and if 5 be taken less than e/JVA7
the ruling obtained by superposing the given ruling upon a ruling where the inte:

val

vals are less than S will be such that the

than

e,

which

sums

differ

and hence the ruling with intervals less than


from their frontiers by less than 2 e.

from the given ones by lei


can only give rise to sun

differ

In the second place

it

should be observed that the limits

t-,

have been obtaine

by means of all possible modes of ruling where the rules were parallel to the x- an
y-axes, and that there is no a priori assurance that these same limits would ha^
been obtained by rulings parallel to two other lines of the plane or by covering il
plane with a network of triangles or hexagons or other figures. In any thoroug
treatment of the subject of area such matters would have to be discussed. Ths
the discussion is not given here is due entirely to the fact that these critical con

ments are given not so much with the desire to establish certain theorems as wit
the aim of showing the reader the sort of questions which come up for consider!
tion in the rigorous treatment of such elementary matters as " the area of a plan
ff
knew all about."
curve," which he may have thought he
It is a common intuitive conviction that if a region like that f ormed by a squa.i
be divided into two regions by a continuous curve which runs across the squai
from one point of the boundary to another, the area of the square and the sum c
the areas of the two parts into which it is divided are equal, that is, the curv
(counted twice) and the two portions of the perimeter of the square form tw
simple closed curves, and it is expected that the sum of the areas of the curves
the area of the square. Now in case the curve is such that the frontiers
and
,,

formed for the two curves are not zero, it is clear that the sum Li + L\ for th
two curves will not give the area of the square but a smaller area, whereas th
sum (Li -f lu) 4- (L'f +
will give a greater area. Moreover in this case, it is nc
easy to formulate a general definition of area applicable to each of the regions an

such that the sum of the areas shall be equal to the area of the combined regioi
But if / and
both vanish, then the sum L> -f L\ does give the combined

am

lu = 0, and to say that the quadrature of such curves is possible,


but that the quadrature of curves for which ZK ^ is impossible.
It may be proved that If a curve is rectifiable or even if one of the functions x

closed curves as have

(t)

or y

(t)

is

possible.

of limited variation, the limit

For

which the

let the interval

==

x and y are

oscillations of

the curve due to the interval

A,-i

zero and the quadrature of the curve is


be divided into intervals A^, A2 t,
in

is

t^

may

e2 ,

T;

i; 2

Then the portion

be inscribed in a rectangle

fft) { ,

of

and that

portion of the curve will lie wholly within a rectangle 2ei-2?/,- concentric with
this one. In this way may be obtained a set of rectangles which entirely contain
the curve. The total area of these rectangles must exceed u For if all the sides
l

of

the rectangles be produced so as to rule the plane, the rectangles which go


this ruling must be contained within the original rectangles,
total area of the original rectangles is greater than 1^. Next

all

make up A u for
and as A u > Z, the
to

suppose x(t) is of limited variation and is written as x + II (t)


N(t), the difference of two nondecreasing functions. Then Se{ = II (^) + -^(^), that is, the sum
of the oscillations of x cannot exceed the total variation of x. On the other hand
as y (t) is continuous, the divisions A,-t could have been taken so small that i?< < ij.

Hence

The quantity may

be

made

quantity by 17. Hence lu =


It may be observed that
all of

as small as desired, since

and the quadrature


if

(t)

or y

(t)

it is

the product of a finite

is possible.

or both are of limited variation, one or

the three curvilinear integrals

fxdy,

fydx,
be defined, and that

should be expected that in this case the value of the


integral or integrals would give the area of the curve. In fact if one desired to
deal only with rectifiable curves, it would be possible to take one or all of these

may

it

integrals as the definition of area,

and thus

to obviate the discussions of the pres-

however, advisable at least to point out the problem of


quadrature in all its generality, especially as the treatment of the problem is very
similar to that usually adopted for double integrals ( 132). From the present
viewpoint, therefore, it would be a proposition for demonstration that the curvilinear integrals in the cases where they are applicable do give the value of the
area as here defined, but the demonstration will not be undertaken.
ent article.

It seems,

EXERCISES
1.

For the continuous curve

(27) prove the following properties:

b may be drawn such that the curve lies entirely between


(a) Lines x
a, x
ct< < b, in at
them, has at least one point on each line, and cuts every line x =
,

least one point

similarly for y.
x cos a. + y sin a, the normal equation of a line, prove the prop(/9)
ositions like those of (a) for lines parallel to any direction.
;

From p =

(7) If

if)

the curve has a

is

any point of the

xj/-plane,

minimum and a maximum

show

value.

that the distance of (,

17)

from

(6) ii m^t, i\) ana JM^, ri) are tne minimum ana maximum aistances
from the curve, the functions m (, rj) and 3f (, 17) are continuous functions
Are the coordinates x(, 17), y (f, i?) of the points on the curve which are

mum

(or

If. t',

(t)

and

maximum)
i",

continuous functions of (, 17) ?


are an infinite set of values of t in the interval

<*>,

q)

a point of condensation of the

is

if t

distance from

of condensation of the set of points

set,

then x

at

(,

ij

mil

s s
(

(), y = (<) 'is a poi:


(xW, y(*)), ... corr
i/'

(x", y"),

y'),

(x',

or

of (,

f <*>,
sponding to the set of values ', t"
are J
x(k \ 2/ a } )>
(f) Conversely to (e) show that if (x', y'), ( x "> 2/")>
(
infinite set of points on the curve and have a point of condensation
(x, j/), th<
the point (x, y) is also on the curve.
= cuts the curve in a set of points #', y",
(T;) From (f) show that if a line x
then this suite of j/'s contains its upper and lower frontiers and has a maximum
.

'

'

'

'

minimum.
2.

Define and discuss rectifiable curves in space.

3.

Are y

= x2 sin - and

x (i) in

4. If

= Vx sin - rectifiable between x = 0, x = 1 ?


x

of total variation II

(27) is

Xl

f P (x,
C/a;
where 3f is the

maximum

Consider the function 9

5.

y)

value of

(f,

TJ,

dx

+ N ((j), show

on the curve.

= tan- 1

'

'

which

the line joining a point (, TJ) not on the curve to a point


the notations of Ex. 1 (8) show that
,

+ A)- 0fc

is

the inclination

x (t)

> Ax

that

< M[IL (tj + N ft)],

P (x, y)
t)

(ij)

(x,

y)

on the

curve.

"Wi

t)\<

and S > Ay may be made as small as desired by taking At sufficient


small and where it is assumed that m
0.
where

6. From Ex. 5 infer that Q (f 17, t) is of limited variation when t describes tl


t
i defining the curve. Show that
S= t
t
(, TJ, i) is continuous in (f
> 0.
through any region for which
,

interval

Let the parameter

7.

that

(1,

(x,
17,

f)

vary from

to

and suppose the curve

(27) is closed

y) returns to its initial value. Show that the initial and final values
differ by an integral multiple of 2 IT. Hence infer that this difference

constant over any region for which


> 0. In particular show that the constant
over all distant regions of the plane. It may be remarked that, by the study

this change of
as t describes the curve, a proof may be given of the theorem th
the closed continuous curve divides the plane into two regions, one interior, 01

exterior.
8.

Extend the

last

theorem

of

128 to rectifiable curves.

ON MULTIPLE INTEGRALS
Double sums and double integrals. Suppose that a body of
so thin and flat that it can be considered to lie in a
plane.

129.

matter

is

If any small portion of the body surrounding a given


and its
considered, and if its mass be denoted by
average (surface) density of the portion is the quotient
actual density at the point P is defined as the limit

Am

when &A

= 0,

that

is,

D (x,>yj
y) = lim
V

point P (x, y) be
area by A4, the
Avra/AJ.,

and the

of this quotient

^ m-

AX = oA,4

Now

The density may vary from point to point.


conversely suppose
that the density
(x, y) of the body is a known function of (x, y) and
that it be required to find the total mass of the

body.

Let the body be considered as divided

up into a large number of pieces each of which


is small in
every direction, and let A^4 f be the
area of

any piece. If (,-, 17,-) be any point in


the density at that point is >(,-, /,) and
the amount of matter in the piece is approximately -D(i, T7t)A^4 t provided the density be regarded as continuous,
that is, as not varying much over so small an area. Then the sum

&A i}

extended over all the pieces, is an approximation to the total mass,


and may be sufficient for practical purposes if the pieces be taken
tolerably small.
The process of dividing a body up into a large number of small pieces
of which it is regarded as the sum is a device often resorted to ; for the

properties of the small pieces may be known approximately, so that


the corresponding property for the whole body can be obtained approx-

imately by summation. Thus by definition the moment of inertia of a


small particle of matter relative to an axis is mr2, where m, is the mass
of the particle

moment

and r

its

distance from the axis.

If therefore the

of inertia of a plane body with respect to an axis perpendicular


315

to its

plane were required, the body would be divided into a largi


of small portions as above. The mass of each portion woul(

number

be approximately D( i} ly^A^j and the distance of the portion fron


the axis might be considered as approximately the distance ?, fron
the point where the axis cut the plane to the point
tion. The moment of inertia would be

(,-,

iy f )

in the poi

or nearly this, where the sum is extended over all the pieces.
These sums may be called double sums because they extend over tw

To pass from the approximate to the actual values of th


mass or moment of inertia or whatever else might be desired, th

dimensions.

underlying idea of a division into parts and a subsequent summatio:


is kept, but there is added to this the idea of passing to a limit. Con"
16-17. Thus
pare

)A^
would be taken
divisions
divisions

The

is

as the total

or inertia,

replaced by the limit of that

becomes

infinite

limits are indicated

The use

and

mass

of the limit

is

where the sum over


as the number c

sum

and each becomes small


by a sign of integration,

of course dependent

in every directior
as

on the

fact that the lim:

actually approached, and for practical purposes it is further depenc


ent on the invention of some way of evaluating the limit. Both thes

is

questions have been treated when the sum is a simple sum (16-1'
28-30, 35) they must now be treated for the case of a double sum lik
;

those above.

130. Consider again the problem of finding the mass and let Dt t
used briefly for !>(, 77,-). Let
densit
{ be the maximum value of the

and

in the piece A/i

let

be the

minimum

Then

value.

In this way any approximate expression D^Af for the mass is shut i
between two values, of which one is surely not greater than the tru
mass and the other surely not less. Form the sums
s

extended over

= 2) mA A = 2J AA4, ^ V Mi&A = 5

all

the elements

A^l,-.

Now

if

the sums s and 5 approac

term

.Dt-AA-

is

then

repre-

sented by the volume of a


small cylinder upon the base

and with an altitude equal


the height of the surface

A.4,-

to

= D (x,
of A/l;.

above some point


The sum S-DA 4 of

?/)

these cylinders will be approximately the volume under


all

the

surface

zD

over the total area

(x,

y)

and

= SAvl,.

The term If.-A/l; is represented


by the volume of a small cylinder upon the base AA { and circumscribed about the surface
the term m A.4 by a cylinder
;

inscribed in the surface.

When the number

of elements

A4

is

increased

without limit so that each becomes indefinitely small, the three sums s,
as their limit the volume under the surface
S, and 2D f A^ t all approach
.

Thus the notion

and over the area A.

of

volume does

for the double

service as the notion of area for a simple sum.

sum the same

of the integral be applied to find the formula for the center of


a plane lamina. Assume that the rectangular coordinates of the center
the body as divided into small areas &A { If (&, 171)
are
gravity
(x, y). Consider
is any point in the area AA,-, the approximate moment of
the approximate mass Di&A { in that area with respect to

Let the notion

gravity of
of

x = x is the product (&


x) D,-A^L,- of the mass
by its distance from the line. The total exact moment
would therefore be
the line

=
and must vanish
x

=x

if

as assumed.

JxD (x,

- *> D

x V) dA

the center of gravity

'

lies

on the line

Then

- CxD (x,
y) dA

y) dA =

or

J*xDdA

=x

J J>

(x,

y)

dA.

These formal operations presuppose the facts that the difference of two integrals is
the integral of the difference and that the integral of a constant x times a function J)

UA1AJUJUUQ

JJM T-UljrJtt AJj

;-SJL8

is the product of the constant by the integral of the function. It should be immediately apparent that as these rules are applicable to sums, they must be applicable

to the limits of the sums.

The equation may now be

xDdA

Cxdm

/m
I

ydm

DdA

where

solved for x. Then

CyDdA

JDdA

m stands for the mass of the body and dm for LdA, just as A?n,- might replace

the result for y may be written down from symmetry.


As another example let the kinetic energy of a lamina moving
The use of vectors is advantageous. Let r be the

0,-A/li

in

its

plane be cal-

culated.

vector from a fixed origin to a point which is fixed in the


body, and let TI be the vector from this point to any other

point of the body so that


dif
-

= TO + rji,

fi

dt

The

kinetic energy
a
i>

is

Ly

= dto +
dt
u

or

v,-

dt

= YO +

YI

,-.

Now

A?n, or better the integral of -J-^dwi.

~ Vo'Vo

V/.Y,-

di\t

H- VifVi,-

2 VO-YI,-

+ r^w2 +

2 YO-VIJ.

2
where r lt = |rjf and w is the angular velocity of the body
Vii-Vit = r*{ w
about the point r follows from the fact that TU is a vector of constant length ru
and hence |dri,-| = rudd, where d9 is the angle that TU turns through, and conse-

That

quently w

= d6/dt.

Next integrate over the body.

C^v^dm

j|i>

dm +

j^r^dm +

= i v*M + | wz
for

2
-u,

and w2 are constants relative

V fv^m =

if

YO

holds only

or

if

when the

Ji

v2

-tfie

(2)

body. Note that

fv^m = Jf dt r,dm = dt J[Ydm = 0.

point r is at rest, and


In the last case

that r be the center of gravity.

T=

fr?dm + yc f Vidm

to the integration over

But v

fvo'

dm = | v*M + i w2 !,

fr^m =

is

the condition

Cr 2 dm.

As I is

the integral which has been called the moment of inertia relative to an axis
through the point r perpendicular to the plane of the body, the kinetic energy is
seen to be the sum of \ Mv\, which would be the kinetic energy if all the mass were
concentrated at the center of gravity, and of Iw 2 which is the kinetic energy of
|

rotation about the center of gravity in case r indicated a point at rest (even if
only instantaneously as in
39) the whole kinetic energy would reduce to the
;

kinetic energy of rotation i

Iw 2

In case

r n indicated neither

the center of gravity

ON MULTIPLE INTEGRALS

319

131. To evaluate the double integral in case the region is a


rectangle
parallel to the axes of coordinates, let the division be made into small
rectangles
axes.

and n on the

side

mn

lines

by drawing

Let there be

small pieces.

the

to

parallel

equal divisions on one

P]

m columns

i=*i , 2.

. .
,

There will then be

other.

It will be convenient to in-

A^

troduce a double index and denote by


the
area of the rectangle in the ith column and/fch
row. Let ( y r/ 6-) be any point, say the mid,

dle point in the area

A4 y =

Ao^A^.

Then the sum may

a; 2

Now

the terms in the first

of the rectangles in the

fiJ

and

row

Ayn H----- Dmn &xm&yn


f-

sum

'z>(x,

But

^)tto

LJz

That

is

to say,

increments

Aa-,-

of the contributions to

row, and so on.

first

Ay

are the

be written

+$
J

sufficiently large so that the individual


are sufficiently small, the sum can be made to differ

by taking

from the integral by as

as desired because the integral

little

= 2)

l&l

is

by

In fact

definition the limit of the sum.

Mv ~ ma\* x = <*! i

*o)

if e

be the

maximum

D (x, y) over one of the little rectangles.

variation of

After thus summing up according to rows,


y

= f

= I^Ay, +

Ay2 f

+fn Ayn ^
rx
|

(*

If

Jx
then

Z^ D,,Avl,,

Then

the rows.

yjdx^ + J*f

\D(*,

Jx

\\\

sum up

D(x,y)dx

AfyiAA?/.

^^ Ay =

c(*

-x)
Q

<l>(i/),

-1- d.r'ri^ A-//. -I

----

-4- <4 (TJ..^

At/_

-I-

i/ct^i

It is seen that the double integral is equal to the result obtained ty


first

integrating with respect to

regarding y as a parameter, and then

x,

after substituting the limits, integrating with respect to y. If the sum


niation had been first according to columns and second according t<

rows, then

by symmetry
rvi

DdA=

This

is

is

rx

A>

sign

fx

^x D(x,y)dxdy=l
J^v
o

really nothing but

r"i
I

D(x y)dydx.

(3'

*A>

an integration under the

120).
If the region over which the summation is extended
not a rectangle parallel to the axes, the method

still "be applied. But after summing or rather


integrating according to rows, the limits would not
be constants as X Q and x lt but would be those func-

could

and x
of y which represent the left-hand
/> t (y)
(//)
right-hand curves which bound the region. Thus
tions x

<

A//*
DA

And

tfj.

t/7/P

4> i (V')

</>

am

D(x,y)dxdy.

(3"

(y)

the summation or integration had been first


with respect to columns, the limits would not have
if

been the constants ?/ and yv but the functions


y = ^ (ai) and y = ^(a?) which represent the lower
and upper bounding curves of the region. Thus

dx

Xi_2

a;
/*"'t( )

DdA=
//*!
I

Jx,

D(x,y}dydx.

(3'"

J*MX)

The order

of the integrations cannot be inverted without making th


corresponding changes in the limits, the first set of limits being sue'
functions (of the variable with regard to which the second integration i

be performed) as to sum up according to strips reaching from one sid


and the second set of limits being constant
which determine the extreme limits of the second variable so as to sur
up all the strips. Although the results (3") and (3'") are equal, it frt
to

of the region to the other,

quently happens that one of them is decidedly easier to evaluate than th


other. Moreover, it has clearly been assumed that a line parallel to th
*

The

result

may

also be obtained as in Ex. 8 below.

ON MULTIPLE INTEGRALS
axis of the

321

integration cuts the bounding curve in only two points


if this condition is not
fulfilled, the area must be divided into subareas
first

which it is fulfilled, and the results of integrating over these smaller


areas must be added
algebraically to find the complete value.
for

To apply these rules for evaluating a double integral, consider the problem of
finding the moment of inertia of a rectangle of constant density with respect to
one vertex. Here
I

= fDr*dA = D
*J

C(jc*

?/

D /nf

dA =

\J

f
/

(x

ft

y*}dxdy
az

If the problem

had been

moment

to find the

of inertia of

an

&*).

ellipse of

uniform

density with respect to the center, then


(x*

+ y*)dA =

f+n f+

= Dl
J

a J

-'

rt-

Df
J~h

+B
a

j-

L!LJV + y) dxdy

v&2

j/

- .r(x*

x-

a'-

Either of these forms might be evaluated, but the moment of inertia of the whole
ellipse is clearly four times that of a quadrant, and hence the simpler results

It is highly advisable to

dydx

=~
4

make

use of symmetry, wherever possible, to reduce the


region over which the integration is extended.

132. With regard to

the more careful consideration of the limits involved in the


a double integral a few observations will be sufficient. Consider the
and let M^Ai be any term of the first and m,-AJ.i the corresponding
term of the second. Suppose the area AA{ divided into two parts AAu and AA 2 i,
and let Jtfi t-, Jlf2t be the maxima in the parts and mii, m%i the minima. Then since
the maximum in the whole area A4f cannot be less than that in either part, and
definition of

sums S and

the
that

minimum
mi,-

in the

m,-,

miAAi

mzi

whole cannot be greater than that


Jflt s= Jlff
2 i ~=* MI, and

^ m^

s m^-A^Ut + m

2 iAJ. 2 i,

MuAA-u

-f

in either part,

Jf2 ,-AJ. 2 t

Hence when one of the pieces AAi is subdivided the sum S cannot
sum s decrease Then continued inequalities may be written as

mA S

miAAi

s Vl>,-, w

&A; S

follows

Mi&Ai.
increase nor the

M AAi ^ MA,
{

it

only the sums S and s due to some particular mode of subdivision, but consider all
such sums due to all possible modes of subdivision. As the sums S are limited
and as the sums s are limited
below by
they must have a lower frontier

mA

MA they must have an upper frontier 1. It must be shown that L


see this consider any pair of sums S and s corresponding to one division and
any other pair of sums S' and s' corresponding to another method of division alsc
the sums S" and s" corresponding to the division obtained by combining, that is
by superposing the two methods. Now
above by

To

S'

^ ti" S s" 5

s,

S^

S"

^ s" ^

s',

S^ L,

S'

^ X,

J,

s'

SL

any S is greater than any 8, whether these sums correspond


some S would
to the same or to different methods of subdivision. Now if L <
have to be less than some s for as L is the frontier for the sums S, there must b<
some such sums which differ by as little as desired from L and in like mannei
there must be some sums s which differ by as little as desired from I, Hence as n(
S can be less than any s, the supposition L < I is untrue and L^l.
Now if for any method of division the limit of the difference

It therefore is seen that

/,

lim (S

- s) = lim

(M

- mi) AA = lim

O -AA =
f

method is zero, the frontiers L and I mxist b<


two sums
the same and both S and s approach that common value as their limit and if th<
difference S
s approaches zero for every method of division, the sums S am
s will approach the same limit L = I for all methods of division, and the sun
IiDiAAi will approach that limit independently of the method of division as wel
as independently of the selection of (,-, >;,). This result follows from the fact tha
s ^ S
s
L I S-S s, S L ^ S s,
s, and hence if the limit of S
I.
One case, whicl
zero, then L = I and S and s must approach the limit L
covers those arising in practice, in which these results are true is that in whicl
JD(x, y) is continuous over the area A except perhaps upon, a finite number o:
curves, each of which may be inclosed in a strip of area as small as desired anc
upon w hich I) (at, y) remains finite though it be discontinuous. For let the curve;
over which D (x, y) is discontinuous be inclosed in strips of total area a. The con
tribution of these areas to the difference 8
s cannot exceed (M
m)a. Apar
from these areas, the function D (x, y) is continuous, and it is possible to take thi
of the

corresponding to that

ii

divisions A-4,- so small that the oscillation of the function over

any one of then


than an assigned number e. Hence the contribution to S
s is less thai
for
the
undeleted
s is there
The
total
value
of S
(A
remaining
a)
regions.
fore less than (M
m) a + e (A
a) and can certainly be made as small as desired
is less
e

The proof of the existence and uniqueness of the limit of SD,-AJ. t is therefor
obtained in case
is continuous over the region
except for points along a that
number of curves where it may be discontinuous provided it remains finite
"
"
Throughout the discussion the term area has been applied this is justified by th<
-

into elements AA, one ma;


previous work ( 128). Instead of dividing the area
rule the area with lines parallel to the axes, as done in 128, and consider the sum

SJfAzAy, SmAxAy, SZ>AxAy, where the first sum is extended over all the rectan
gles which lie within or upon the curve, where the second sum is extended ove
all the rectangles within the curve, and where the last extends over all rectangle

way of rigorous analysis than to treat the simpler questions and to indicate the
need of corresponding treatment for other questions.
The justification for the method of evaluating a definite double integral as given
above offers some difficulties in case the function D(x, y) is discontinuous. The
proof of the rule may be obtained by a careful consideration of the integration of
a function defined by an integral containing a parameter. Consider
*
*
= f f *'.D (x, y) dxdy.
* (y) = f
(x, y) dx,
(y) dy
JfVo
J H J:r
JxO
d
1

(4)

was seen

(
118) that <f>(y) is a continuous function of y if jD(x, y) is a continuous function of (x, y). Suppose that D(x, y) were discontinuous, but remained
finite, on a finite number of curves each of which is cut by a line parallel to the

It

x-axis in only a finite number of points. Form A0 as before. Cut out the short
intervals in which discontinuities may occur. As the number of such intervals is
finite

or

and

<f>(y

interval x
still

as each can be taken as short as desired, their total contribution to <p (y)
can be made as small as desired. For the remaining portions of the

Ai/)

g x == x

the previous reasoning applies. Hence the difference A0 can


(x, y) be discontinuous
(y) is continuous. If

be made as small as desired and

along a line y

/3

<j>

might not be defined and might


But there can be only a finite num-

parallel to the x-axis, then

<j>

(y)

have a discontinuity for the value y


p.
ber of .such values if Z>(x, y) satisfies the conditions imposed
the double integral above.

Hence

<t>

f^x.
I
XV,
-0 ^o

m (x - x

and

(y^

-y )^ Jf

upon it in considering
would still be integrable from y to y v Hence

D (x, y) dxdy

"*

VQ

(y)

f ^D (x,

exists

y) dxdy

^ M (x -

) (y-i

under the conditions imposed for the double integral.


Now let the rectangle x
x = a^, y =g y = y\ be divided up as

f V + A jU f<x+
myAxjAj/j^ J
I
Jx
y

befors.

Then

AfE

I)(x,y)dxdy^M jA, x&jy.

Add

-y

^^o

X+
C ^D (^
V mvAxiAyj ^^
C"
dxdy ^
^W
Jx
V C'*** Jxr + ^Dfr tfdxdy = ^ f^
Jy
+ *JV

y)

IBI

and

vy

Jy

***i

Now if
Vl

the

number

f Jx
f* D(x,

Jy

of divisions

y)dxdy =

lim

is

'a;,,

multiplied indefinitely, the limit

** m^-AAy

lira

V M^Ay =
*-<

is

Jfl>(x,

y)dA.

for posproved with proper allowance


A did not form a rectangle, a rectangle
could be described about it and the function J>(x, y) could be defined for the
whole rectangle as follows: For points within A the value of D(x, y) is already

Thus the previous

rule for the rectangle


sible discontinuities. In case the area

is

(4), and the integration when applied to the rec


merely the integral over A. The limits could thei

allowable for either integral in


tangle

would then

clearly give

be adjusted so that

rx

/ v,

Z/Q

The

\
l

D(x, y)dxdy

J\*o

rv\

r x = 4>t(v'>

D(z, y)dxdy

J
t>

Jx-^V)

rule for evaluating the double integral

r
J/

D(z, y)dA.
is

by repeated integration

therefor*

proved.

EXERCISES
1.

The sum

2.

The moment

of inertia of a plane lamina about two perpendicula:


lines in its plane is equal to the moment of inertia about an axis perpendicular t<
the plane and passing through their point of intersection.

of the

moment

of the

moments

of inertia of a plane lamina about

any point

is

equal to the sun

of inertia about the center of gravity and the product of the tota
of the distance of the point from the center of gravity.

mass by the square


3. If

tance

upon every

line issuing

of a

of inertia of these

lamina there

laid off a die

is

to the square root of the moment o


is an ellipse with center at

lamina about the line OP, the locus of

Find the moments

4.

from a point

OP such that OP is inversely proportional

inertia of the

uniform laminas:

a circle about the center of the circle,


(/3) rectangle about the center and about either side,
(7) parabolic segment bounded by the latus rectum about the vertex or diametei
(d) right triangle about the right-angled vertex and about the hypotenuse.

(a)

segment

of

Find by double integration the following areas:


between y2 = x 8 and y
segment of the ellipse,
(/3)
z
2
(y) between Sy = 26 x and 5x = 9y,
2
2
z
2 x = 0, x + y z
2 y = 0,
(5 ) between x + y
2
2
2
46x + 462
y =
(e) between y = 4oa; + 4o
2
- z2
(f ) within (y - x
2) = 4
2 - 4
2
2
8
ay, y(x + 4 a ) = 8 a
(17) between x
z
z
2ax = Q.
(0) y = ax, x* + y

5.

(a) quadrantal

= x,

Find the center of gravity of the areas

G.

(a)

2
quadrant of a4 y

(y)

between x 2

7.

= y% +

a 2 *4
a a, x

a6

+y~

a,

in

Ex. 5

(a),

(/3),

(7), (5),

(y3)

quadrant of xf

(5)

segment of a

and

yf

= a*,

circle.

Find the volumes under the surfaces and over the areas given
z
2
2
a2
x*
y and square inscribed in x + y
(a) sphere z =
:

(/3)

(7)

(3)
(

e)

f)

(T?)

(9)

= a2
Va2 g 2 y 2 and circle 2 + V2 ax = 0,
2
2
2
2
2 CKC = 0,
cylinder z = V4a
y and circle x + y
paraboloid 2 = fccy and rectangle 0==* = a, OSy=i&,
2
2
2 ax
2 ay = 0,
paraboloid 2 = fcxy and circle x + y
= 0,
plane x/a + y/& + z/c = 1 and triangle xy (x/o 4- V/&
1)
2
2
=
z
1
x
above
the
/4
paraboloid
/9
plane 2 = 0,
2
2
paraboloid z = (x + y) and circle x2 + y = a2
sphere z

2/

ON MULTIPLE INTEGRALS
8. Instead of choosing (&, ry) as particular points,

namely the middle

points, of

the rectangles and evaluating 2Z>(&, iy) AXjAyy subject to errors X, K which vanish in
the limit, assume the function
(x, y) continuous and resolve the double integral
into a double sum by repeated use of the Theorem of the Mean, as

$ (y) = C

Jx

f
tf

D (x,y)dx=^?D (&,

y) Ax, ,

's

properly chosen,

VD

(fc,

AAy.

9. Consider the generalization of Osgood's Theorem ( 35) to apply to double


integrals and sums, namely If a y are infinitesimals such that
-

where fy

is

uniformly an infinitesimal, then


lim

"^"\

2. ay

D(x, y)dA

i^J

Discuss the statement and the result in detail in view of


10.

Mark

(a)

34.

the region of the xy-plane over which the integration extends : *

C" C*Ddydx,
Jo /0

(ft)

x2

/l

Jx

Ddydx,

"f "f'Ddxdy,
V

(y)

19

^Dd^dr.

distance from one


density of a rectangle varies as the square of the
Find the moment of inertia about that vertex, and about a side through

The

11.
vertex.

the vertex.
12.

Tind the mass and center

13.

Show

and about

of gravity in

moments

momentum

of

frxvdm =
or the difference between the

about
14.

of the total

Show

momentum

= ^3a

f yDdx

Jo

r x

moments

that the formulas

11.

fvdm +
JVxvdm,
momentum about P and Q is the moment

of

considered as applied at Q.
(1)

for the center of gravity reduce to

''

C "i yyDdx

f "xyDdx
*

Ex.

about the origin


80) of a lamina
the point at the extremity of the vector r satisfy
that the

=^

or

CyDdx

\y\

x fo t - y )Ddx

= ^ST
*

f
J*

'a-.

(yi

- yo) J*&

diameter of the sphere. Find the volume cut out. Discuss the problem by double
and also as a solid with parallel bases.

integration
16.

Show

that the

moment

of

momentum

lamina about a

of a plane

fixed point

is lu, where w is the angular velocity and I the


Is this true for the center of gravity (not necessarily fixed) ?
true for other points of the lamina ?

or about the instantaneous center

moment
Is

it

of inertia.

and

17. Invert the order of integration in Ex. 10

r v 8y

/ -i-VT^

in

/
I

Ddydx.

"_

18. In these integrals cut down the region over which the integral must
extended to the smallest possible by using symmetry, and evaluate if possible

D = y* 2x y,
D=(x~2 Vs)V or D = (x - 2 Vs) y\
with D = r (1 + cos
or D = sin
cos
2

(a) the integral of Ex. 17 with


(/3)

be
:

the integral of Ex. 17 with

(y) the integral of Ex. 10 (e)

<f>.

<f>

<j>)

The curve y=f(x) between x = a and x = b is constantly increasing.


Express the volume obtained by revolving the curve about the se-axis as
19.

a) plus a

7r[/(a)] (&

double integral, in rectangular and in polar coordinates.

20. Express the area of the cardioid r = a (1


cos <f>) by means of double integration in rectangular coordinates with the limits for both orders of integration.

133. Triple integrals and change of variable. In the extension from


double to triple and higher integrals there is little to cause difficulty.
For the discussion of the triple integral the same foundation of mass

and density may be made fundamental. If D (x, y, z) is the density of


a body at any point, the mass of a small volume of the body surrounding the point (, ^, ) will be approximately D(&, rj i} &) AF and will
and m are
surely lie between the limits Jlf AF and w, AF where
the maximum and minimum values of the density in the element of
volume AF
The total mass of the body would be taken as
f,

f,

lim
APt =

CD(X,

y,

)dV,

(5)

where the sum is extended over the whole body. That the limit of the
sum exists and is independent of the method of choice of the points
and of the method of division of the total volume into elements
(,., T) i}
,-)

provided D(x, y, z) is continuous and the elements AFf approach


zero in such a manner that they become small in every direction, is
AF,-,

tolerably apparent.

tion is the
integral.

immediate generalization of the method used for the double


which the integration takes place is a rec-

If the region over

tangular parallelepiped with

CD (x,

J
The
the

y, z)

its

edges parallel to the axes, the integral

dV = T

'

is

f i

y, *

(5')

Jxa Jyn Jxa

integration with respect to x adds up the mass of the elements in


column upon the base dydz, the integration with respect to y then

adds these columns together into a lamina of thickness dz, and the
integration with respect to z finally adds
together the laminas and obtains the mass
in the entire parallelepiped. This could
be done in other orders

in fact the inte-

gration might be performed first with regard to any of the three variables, second

with either of the others, and finally with

There are, therefore, six equivamethods of integration.


If the region over which the integration

the last.
lent

is desired is not a
rectangular parallelepiped, the only modification which must be introduced is to adjust the
limits in the successive integrations so as to cover the entire region.
Thus if the first integration is with respect to x and the region is

bounded by a surface x
by a surface x

=^

(?/,

= ^ (y,

s)

=^,(//, z)

side nearer the ys-plane and


z) on the
on the remoter side, the integration

D (x,

y, z)

dxdydz

= Q (y,

z)

dydz

add up the mass in elements of the column which has the cross
and is intercepted between the two surfaces. The problem

section dydz

adding up the columns is merely one in double integration over the


region of the ys-plane upon which they stand this region is the proof the
jection of the given volume upon the ys-plane. The value
of

integral

is

then
l

\VdV= f f"
J
l/Z
tyj/=^

to
(2)

dydz

=f f
/2
/0

ft

(z)

Ddxdydz. (5")

J<fl9 (X,t)

Here again the integrations may be performed in any order, provided


the limits of the integrals are carefully adjusted to correspond to that
order.

The method may best be learned by example.

volume

of the cylinder x 2

2
paraboloid x
uate are

-f

= a,

if

///
- - -

y'

which

ax,

the

lies in

ixdm
x

=-

j/

The consideration

of

how the

figure looks

shows that the

z
y )/a if the first integration be with respect to z
in x and y has to be evaluated over a semi-

(x

circle,
if

octant and undei

The

iydm

Iz

first

the density be assumed constant.

integrals to eval-

Czdm
=-

x '
(6)

limits for z are 2


;

and

then the double integral

first integration is more simple


respect to y with limits y =
x 2 and final limits x =
ox

and the

made with

and y
V2
and x = 2 a for x.

If the

attempt were made

integrate first with respect to y, there


would be difficulty because a line parallel to
to

the j/-axis will give different limits according


as it cuts both the paraboloid and cylinder or

and cylinder the total integral


would be the sum of two integrals. There
would be a similar difficulty with respect
to an initial integration by x. The order of
integration should therefore be z, y, x.
the xz-plane

/2a

rtVZasr-ar

^JLoX.o
=D

DCpi

*/a;=0'y

U
L

= J>a8 C

i/o

J,

r za r

I
a Jo

rnx

- cos 0) 2 sin2 9 +
"*

= a (1

dx

- sin*
3

x dzdydx

= DC

cos tf )

= a sin 6
= a sin 0cZ#

V2az

(I

x2

=^a Jor'T*
Hence x

= 4 a/3. The computation of the other integrals may be left as an exercise.

134. Sometimes the region over which a multiple integral is to be


evaluated is such that the evaluation is relatively simple in one kind
of coordinates but entirely impracticable in another kind. In addition
to the rectangular cobrdinates the most useful systems are polar coor-

dinates in the plane (for double integrals) and polar and cylindrical
coordinates in space (for triple integrals). It has been seen ( 40) that
the element of area or of volume in these cases is

dA

= rdrd$,

dV

sin QdrdBd^,

dV =

rdrd<j>dz,

(7)

substituted in the double or triple integral and the evaluation may be


successive integration. The proof that the substitution can

made by
be made

is entirely similar to that given in


34-35. The proof that
the integral may still be evaluated by successive integration, with a
proper choice of the limits so as to cover the region, is contained in

work

the statement that the formal

by repeated integration

is

of evaluating a multiple integral

independent of what the coordinates actually

represent, for the reason that they could be interpreted if desired as


representing rectangular coordinates.

Find the area of the part of one loop of the lemniscate rz = 2 a2 cos 2 $ which is
= a also the center of gravity and the moment of inertia relaunder the assumption of constant density. Here the integrals are

exterior to the circle r

tive to the origin

A=

Ay =

Ax = CxdA,

CdA,

1=

ydA,

The integrations may be performed first with respect


to r so as to add up the elements in the little radial
so as to add the
sectors, and then with regard to
<f>

sectors

or

first

elements of the

with regard to $ so as to combine the


circular strips, and then with re-

little

gard to r so as to add up the

strips.

Ax = 2 f

f=
J = ()Jr

2 ,
_ -a

r ?[2

Thus

rdrd<(>

= - f 6 (2 V

V5 (1 -

2 Bin'*)* d sin

- cos tfxty] = J a =
8

<f>

t/n

Hence x = 3ira/(l2 Vs
4ir) = 1.15 a. The symmetry of the figure shows that y = 0. The calculation of I may be left as an exercise.
Given a sphere of which the density varies as the
distance from some point of the surface required the
mass and the center of gravity. If polar coordinates
;

with the origin at the given point and the polar axis
along the diameter through that point be assumed,
Za cos 9
the equation of the sphere reduces to r
is the radius. The center of gravity from
reasons of symmetry will fall on the diameter. To
cover the volume of the sphere r must vary from r

where a

= 2aco*0

upon the sphere. The


to 9 = \ TT, and the
polar angle must range from 9 =
= 2 TT. Then
=
to
longitudinal angle from
at

the origin to r

a8 cosi 2

a8) cosfcty

8i/o

<f>

<f>

.393 a8 .

r'2w

rr

rz
/

2 a cos 9

kr

r cos

r 2 sin ffdrdffdfa

8irfca*

/-27T

The center

of gravity

Sometimes

in

sm 0d0dtf> =
.

cos 6

is

therefore z

necessary to

it is

36

=o t/0=o
J<>=o
/0=o

35

8 a/7.

make a change

of variable

a double or a triple integral. The element of area or of volume


63, and Ex. 7, p. 135)
(

haf

been seen to be

dudv

or

\u, v

dV =

\U, V,

Hence

W/

dudvdw,.

(8^

dudv

and
It

7*,y.*\

(8";

dudvdw.

y,

should be noted that the Jacobian

but should not vanish

may

be either positive or negative

the difference between the case of positive anc


the case of negative values is of the same nature as the difference
between an area or volume and the reflection of the area or volume
;

As the elements of area or volume are considered

as positive wher

the increments of the variables are positive, the absolute value of


Jacobian is taken.
;

tht

EXERCISES
1.

2.

Show

that

(6)

are the formulas for the center of gravity of a solid body.

Show that Ix =((VZ + z 2 ) dm, Iy = f(x2 + z*) dm, Iz = f(x2 + V*)drn are th
moment of inertia of a solid about the axes.

formulas for the

3. Prove that the difference between the moments of inertia of a solid aboui
any line and about a parallel line through the center of gravity is the product of th<
mass of the body by the square of the perpendicular distance between the lines.
4.

Find the moment

direction determined

of inertia of a

by the cosines

I,

body about a line through the origin in th


m, n, and show that if a distance OP be laid

along this line inversely proportional to the square root of the


is an ellipsoid with
as center.
inertia, the locus of

off

moment

ol

tetrahedron between xyz = and x/a + y/b + z/c = 1,


by the surfaces y 2 + z 2 = 4 ox, i/ 2 = oa, x = 3 a,
common to the two equal perpendicular cylinders x2 + y 2 a2 z2 + 2 2 = a*.

(a) trirectangular
solid bounded

(fi)

(7) solid

O 0tent of

7.

Find the center

8.

Find the area

between

(/3)

(5) r

9.

of gravity in Ex. 5

in these cases

= 2 a2 cos 2

r2

and r = 3^

<

<t>

Find the moments

of inertia

Ex. 6

(or), (0), (5), (e),

between

a,

between

(7)

= \ Vs a,

2 a cos 2 0, r cos

(5),

(a)

(e) r

a (1

a sin

density uniform.

<f>

= a sin
cos #), r

and r

= a.
= & Cos 0,
-J

and r

= a.

about the pole for the cases in Ex.

8,

density

uniform.
10.

Assuming uniform density,


(a) r*
(5)

2 o2 cos 20,

r =

11. Find the

sin 8

find the center of gravity of the area of one loop

(/3)

a (1

(small loop),

moments

cos 0),

(7) r

= a sin 2 0,

circular sector of angle 2 a.

(e)

of inertia of the areas in Ex. 10 (a), (0), (7) about the

initial line.

12. If the density of a sphere decreases uniformly from


at the center to D,
the mass and the moment of inertia about a diameter.

at the surface, find

13. Find the total


2

(a) (x

14.

volume

of

z2 ) 2

spherical sector is

= axyz,

(0)

(a;

= 27 a*xyz.

z2 ) 8

find the center of

bounded by a cone of revolution;

gravity and the moment of inertia about the axis of revolution


varies as the nth power of the distance from the center.

the density

if

15. If a cylinder of liquid rotates about the axis, the shape of the surface
paraboloid of revolution. Find the kinetic energy.
16.

Compute

jY^Y
\r,

jY^lliiY J (Zlb-Z} and hence

0/

\r, 0,

z/

\r,

17. Sketch the region of integration

verify

(a-)

C
t/O

(?)

f(x, y\ dxdy

= C f

/y=,0

t/0

MO, wo) ududv,

f(u

t/u=0

f* f* f(x,y)dxdy
VQ t/y
=
()

UV \

(7).

= const.,

,,.,
if

dvdu

= y + x,y

ifu

= xu,

/a/l

7 )or=f
Jo

J/u=0

/*

tt
tt)

dudv- C

Jaa

2a

0, 9)

aud the curves w

hence show:
C

is

V
/>

fa

J =i

dudv.

/
(1

M)

const.

tllC

JJlOtiLlG

19.

ft

- V*

Same

and find the


as Ex. 18 for cylinder r*
2 a2 cos 2 <f>
if the density varies as the distance from r = 0.

inertia about r

moment

Assuming the law of the inverse square of the distance, show that t
homogeneous sphere at a point outside the sphere is as though
the mass were concentrated at the center.
20.

attraction of a

21.

Find the attraction

of a right circular cone for a particle at the vertex.

22. Find the attraction of (a) a solid cylinder,


point on its axis assume homogeneity.

a cylindrical shell upon

(/3)

23. Find the potentials, along the axes only, in Ex. 22.
defined as "r- l dm or as the integral of the force.

The

potential

may

24. Obtain the formulas for the center of gravity of a sectorial area as

and explain how they could be derived from the


a uniform triangle

is

-r sn

J^ g

<(><t>,

fact that the center of gravity

at the intersection of the medians.

25. Find the total illumination upon a circle of radius a, owing to alight al
distance ft above the center. The illumination varies inversely as the square of t
distance

and

directly as the cosine of the angle

between the ray and the

nornr

to the surface.

26. Write the limits for the examples

worked

in

188 and 134 when the im

grations are performed in various other orders.

27. A theorem of Pappus. If a closed plane curve be revolved about an a]


which does not cut it, the volume generated is equal to the product of the area
the curve by the distance traversed by the center of gravity of the area. Pro
either analytically or by infinitesimal analysis. Apply to various figures in whi
two of the three quantities, volume, area, position of center of gravity, are know
to find the third. Compare Ex. 3, p. 346.

135. Average values and higher integrals. The value of some speci
interpretation of integrals and other mathematical entities lies in tl
concreteness and suggestiveness which would be lacking in a pure'

For the simple

analytical handling of the subject.

the curve y

=f(x) was

integral |/(X)<

and the

integral was interpreted


an area; it would have been possible to remain in one dimension 1
interpreting f(x) as the density of a rod and the integral as the maf

plotted

In the case of the double integral


sity
it is

f(x,

y)dA

the conception of de

and mass of a lamina was made fundamental as was pointed 01


possible to go into three dimensions and plot the surface % =/(,
;

and interpret the integral as a volume.


integral

f(x, y,

In the treatment of the

triple

the density and mass of a body in space were

z)dV

made fundamental

here it would not be possible to plot u =/(#, y, z)


;
as there are only three dimensions available for plotting.
Another important interpretation of an integral is found in the conception of average value. If q v q s
the numbers is the quotient of their
,

If a set of

q2 ,
is

iVj^-i-

The

and

n numbers,

q n are

sum by

the average of

n.

numbers is formed of w numbers q l} and w 2 numbers


numbers q n) so that the total number of the numbers
l

wn

---- -f
-\

coefficients

wn

w^

the average

ic

wn

or

is

any

set ot

numbers which

are pro-

These defiportional to them, are called the u'eiyhts of ij v </.


qn
nitions of average will not apply to finding the average of an infinite
number of numbers because the denominator n would not be an arith.

Hence

would not be possible to apply the definition


an interval a; S % = x^A slight change in the point of view will, however, lead to a definition for the average value of a function. Suppose that the interval
x S x s x 1 is divided into a number of intervals Ax { and that it be
metical number.

it

to finding the average of a function /(a-) in

imagined that the number of values of y

f(x) in the interval

Aa* f

Then the quantities


proportional to the length of the interval.
the values /(&) and the average
Aa-,- would be taken as the weights of

is

would be

or better

(10)

dx

by passing

to the limit as the Acc/s

or

In like manner

if

=f(x,

}/)

approach

zero.

Then

(10')

be a function of two variables or

and

--

ff(x,y,z)dV
^-

idA=A

(10

It should be particularly noticed that the value of the average is d\


to the variables of which the function averaged is

fined with reference

function j a change of variable will in general bring about a change

__

f(g>\

fi (y-\

/^i

if

= /(^(0)

yOO

f(x) dx

but

/"l

1
-~~

/(<KO)^5

v/ n
t

and there is no reason for assuming that these very


sions have the same numerical value. Thus let

=x

Sx

2
,

1,

'

l/3*A

=
tf,

For

the value of the average.

sin

different expre:

g S^

t}

TT,

IT

y(x)

The average

/"

K )== F^J

^^s'

iJo

values of x

O
1

'

"
~~

1
Sill2

^=2*

and y over a plane area are


i/

i
V " ^^

r TV/JA
I

/"a

^J

yl
t^tv^l

r-

c VCv/l
j*

I
I

i//

yf

^J

when

the weights are taken proportional to the elements of area; bti


the area be occupied by a lamina and the weights be assigned a
proportional to the elements of mass, then
if

mj

xdm,

mJ

ydm,
y

and the average values of x and y are the coordinates of the center o
gravity. These two averages cannot be expected to be equal unless th
density is constant. The first would be called an area-average of x an
y; the second, a mass-average of x and y. The mass average of th
square of the distance from a point to the different points of a lamin
would be
r
_
^ = tf =
r*dm = I/M,
(11
*\

and
it is

defined as the radius of gyration of the lamina about that point


the quotient of the moment of inertia by the mass.

is

proper fraction also the average value of a proper fraction subject to the condition that it be one of two proper fractions of which the sum shall be less than or
1. Let x be the proper fraction. Then in the first case
;

equal to

= -1
1

r1
xdx
Jo
I

In the second case let y be the other fraction so that x, + y


1. Now if (a;, y) be
taken as coSrdinates in a plane, the range is over a triangle, the number of points

dxdy would naturally be taken as proportional to the area


the element, and the average of x over the region would be
(x,

y) in the element

C C

CxdA

xdxdy

dA
II
//^l/il

(1

- 2 y + y*)dy

of

~*
1

/*!

dxdy

y) dy

(1

Now if x were one of four proper fractions whose sum was not greater than 1, the
problem would be to average x over all sets of values (x, y, z, u) subject to the
relation x + y + z + u=sl. From the analogy with the above problems, the result
would be
_
f

f
r

T
1

r
1

-/Jz = Q J y=Q
The evaluation
136.

xdxdydzdu

-- -- r

of the quadruple integral gives x

Jx

1/5.

The foregoing problem and other problems which may

arise

lead to the consideration of integrals of greater multiplicity than three.


It will be sufficient to mention the case of a quadruple integral. In the
first

place let the four variables be

Sz^z

yQ ^y^ylt

ojjSasSas,,

lt

^uSti v

(12)

analogous to the
case of a rectangle or rectangular parallelepiped for double or triple
of
integrals. The range of values of x, y, z, it in (12) may be spoken
as a rectangular volume in four dimensions, if it be desired to use geoincluded in intervals with constant limits.

metrical as well as analytical analogy.

would be an element of the region.


x
the point

(,

s ^x

^ &, 6

-+-

Ax

would be said

This

is

Then the product

AajfA^A^.-A?^

If
,

Ui

S 6i S Mi + A?^-,

to lie in the

element of the region.

The formation of a quadruple sum

could be carried out in a manner similar to that of double and triple

sums, and the

sum

could readily be shown to have a limit when

this

sum

could be evaluated by iterated integration

f(x

^
where the order of the integrations

V> K >

>

immaterial.

is

It is possible to define regions other

than by means of

inequalit.ii

such as arose above. Consider


F(x,

where

y,

11)

and

F(x,

when

be assumed that

may

it

y, *,

w)S 0,

three of the four variables

ai

given the solution of 7* =


gives not more than two values for tl
are separated fro
fourth. The values of x, y, z, u which make F
those which make F
by the values which make F = 0. If the sig
1

<

>

F is

of

so chosen that large values of x, y, z, u make F positive, tl


F
will be said to be outside the region and tho;

>

values which give

F<

which give

integral of f(x,
Zl

X
where u
for

the

?/,

z,

over the region

?/.)

I
<j>

n (x)

= ^(x, y,

f(x,y,z,u)dudzdydx,

Jz =

<li

n (x, y)

of tl

F^Q could be found as

S*V=U l (X,y, Z)

/**=l^i(W. V)

/^V~<l>^ !r )
I

J\! =

The value

will be said to be inside the region.

Ju = <an

(.x,

y, z)

and u = w (a;, y, z) are the two solutions of F =


z, and where the triple integral remaining afti
integration must be evaluated over the range of all possib
z')

in terms of x, y,

first

By first solving for one of the other variables, tl


(cc, y, z).
integrations could be arranged in another order with properly change
values for

limits.
If a

change of variable
/

0(x',l/',2

,M

),

the integrals in the

The

result

effected such as

new and

,j/',z',M

),

x(x',y',z',"),

old variables are related

u(x',y',z',u')

way

(1

by

accepted as a fact in view of its analogy with the results (8) f


proof, however, may be given which will serve equally w<
of establishing those results,
a, way which does not
depend on tl

may be

the simpler cases.


as another

is

=f(

>

somewhat loose treatment of infinitesimals and may therefore be considered


more satisfactory. In the first place note that from the relation (33) of p. li
involving Jacobians, and from its generalization to several variables, it appea
that if the change (14) is possible for each of two transformations, it is possib

Now

for the succession of the two.

- x',

y=*y',

= z',

for the simple transformation

= u (x',

y', z', u')

u (,

y, z, u'),

(U

/(x, y,

u)du

z,

V, z, u')

ff(x,

<*>

(x', ?/, z', u'),

which involves only three

= f (x',

to x, y,

'

'

ffff(
and each

>

y, z,

u)dxdydz

u')

= u',

(13")

a ' V> s \
an d

\x', y', z'/

Vs X,

=ffff(<t>,

(14) is true in this

y', e", w'),

=j(

'

VB', y', z',

x (*',

x y z w
\

J(

Hence

z.

du',

y', z', u')

J"/(x',

y', z', u'),

variables,

du'

and each side may be integrated with respect


case. For the transformation

</
I

dx'dy'dz'

integrated with respect to u. The rule therefore holds in


this case. It remains therefore merely to show that any transformation (13) may
be resolved into the succession of two such as (18'), (13"). Let
KI

.side

= *',

may be

Vi

Solve the equation

^>(x t , y t , z t ,

Now by
ic

t,

y',

w(x t

w t ),

= z/
j/ t

'

it

(a:',

z t , w') for u'

^(x

2/

virtue of the value of w,, this

z v u i in

7/ l5

tt

z t , w,),
is

?/, z', w')

w, (x t ,

yt

x (i,

of the type (13"),

y t z l5

(x

M^ and

zt,

Vi,

MI),

and the

u').

write

= ur

substitution of

gives the original transformation.

EXERCISES
Determine the average values of these functions over the intervals:

1.

2
(a) x ,

(7) x",
2.

s x s 10,
sx
7i,

(/3)

sin x,

(5)

cos^c,

gxg|
gx^|

TT,
TT.

Determine the average values as indicated


2
2
2
(a) ordinate in a semicircle x + y = a y > 0, with x as variable,
(/3) ordinate in a semicircle, with the arc as variable,
as variable,
(7) ordinate in semiellipse x = a cos 0, y = 6 sin #, with
(S) focal radius of ellipse, with equiangular spacing about focus,
the
e
focal
of
radius
with
major axis,
ellipse,
equal spacing along
(
)
(f ) chord of a circle (with the most natural assumption).
:

<

3.

Find the average height of so much of these surfaces

2
(a) x

4. If a

+y* +

z2

a2

(/3)

a4

- p x 2 - q*y*,

as lies above the xy-plane


(y)

& = 4 - x2 -

tent,

on how much

man's height is the average height of a conical


he stand erect ?

2
J/

of the

floor space can


5.

Obtain the average values of the following

(a) distance of a point in a square from the center,


(y) distance of a point in a circle from the center,
(

e )

distance of a point in a sphere

from

(/3)

ditto

(8)

ditto for sphere,

from a fixed point on the

vertex,

surface.

6. Erom the S.W. corner of a township persons start in random directions


between N. and E. to walk across the township. What is their average walk ?

Which has

it

joining

them

8.

is

drawn.

Show

line joins

9.

Find the average value

of the

are the results for three

10. If the

value of
11.

sides of a square of side


on the line to the given square ?

two points on opposite

ratio of the average square

What

that the average of the area of the square on

tt

the square on the hypotenuse of the triangle.

line is

sum

any one

of

sum

The average value

is

fractior

n proper fractions cannot exceed

of the fractions is l/(n

two proper

of the squares of

and for four fractions

What

a.

show that

1,

the avera

1).

of the product of k proper fractions

is

2-*.

Two

points are selected at random within a circle. Find the ratio of t


average area of the circle described on the line joining them as diameter to t
area of the circle.

12.

13.

Show

r cos #,

that

r s sin 2

r sin B cos

and prove that all values


=i r ^= a,
by the range
cover

all

sin

for the transformation

<p

= r sin

of x, y, z, u defined

=g

positive values of x, y,

TT,

z,

==

<

sin

<f>

by x 2
=i

TT,

cos ^,

u
z2

r sin

y2

Si

f g= 2 TT.

w2

S=i

What

The same

as

range

u?

14. The sum of the squares of two proper fractions cannot exceed
average value of one of the fractions.
15.

sin ^,

sin

a 2 are cover

1.

Find

Ex. 14 where three or four fractions are involved.

16. Note that the solution, of u x

= u(x^

j^, z 1? u') for w'

w 1 (x 1

j/j,

zt

requires that 5w/9w' shall not vanish. Show that the hypothesis that / does not va
ish in the region, is sufficient to show that at and in the neighborhood of each poi

(z, y, z, u) there must be at least one of the 16 derivatives of #,


x, w by x, y, z.
which does not vanish and thus complete the proof of the text that in case J ^
and the 16 derivatives exist and are continuous the change of variable is as give
\f/ ,

17. The intensity of light varies inversely as the square of the distance. Fii
the average intensity of illumination in a hemispherical dome lighted by a Ian
at the top.

18. If the data be as in Ex. 12, p. 331, find the average density.

137. Surfaces

and surface

integrals.

Consider a surface which

k;

at each point a tangent plane that

changes continuously from point to point of the surface. Consider


also the projection of the surface upon a plane, say
the cc^-plane, and assume that a line perpendicular
to the plane cuts the surface in only one point.

Over any element dA of the projection there will


/
\jj0dA
be a small portion of the surface. If this small
portion were plane and if its normal made an angle y with the -axi
the area of the surface (p. 167) would be to its projection as 1 is

cos y ana -would oe sec yaA. Tne value or cos


y
on page 96. This suggests that the quantity

may

be read from (9)

be taken as the definition of the area of the surface, where the double
integral is extended over the projection of the surface ; and this definition will be adopted. This definition is really dependent on the.
particular plane upon which the surface is projected that the value oi
the area of the surface would turn, out to be the same no matter what
;

plane was used for projection

is

tolerably apparent, but will be proved

later.

Let the area cut out of a hemisphere by a cylinder upon the radius
hemisphere as diameter be evaluated. Here (or by geometry directly)

of the

dx

/ I/

This integral may be evaluated directly, but


coordinates in the plane. Then

dydx.

it is

better to transform

(ir

it

to polar

- 2) o.

area which lies in the first octant could be projected upon


and thus evaluated. The region over which the integration would
extend is that between as2 + z 2 = o2 and the projection
z 2 + ax = a 2 of the curve of intersection of the sphere
and cylinder. The projection could also be made on the
and
yz-plane. If the area of the cylinder between z =
the sphere were desired, projection on z =
would be
It is clear that the half

the xz-plane

on x

useless, projection

would be involved owing to


on itself, but projection

the overlapping of the projection

on y

would be entirely

feasible.

To show that the definition of area does not depend,


except apparently, upon the plane of projection consider
any second plane which makes an angle 6 with the first. Let the line of intersection

be the y-axis

then from a figure the

new

coordinate *'
ac'

and
(*y)
s

rr
_ rrdxdy _
~
~~
J J cos 7

It

to

JJ

(x,

y) dx'dy

(', y) cos 7

_ rr
~

is

,,

cos G

82
,

-\

Sx

dx

dx'dy

J J cos 7 (cos 9

+ p sin 6)

remains to show that the denominator 0037 (cos 9 +p sin 6) = cosy'- Referred
the original axes the direction cosines of the normal are
q 1, and of
p
:

cos 7

--

= p- sin & + +

= p- sin + cos v = cos 7 (cos 6 + p sin p).

cos V

^c 7

Vl + jj + ^

Hence the new form

of the area is the integral of sec

The integrand dS

y'dA' and equals the old f orr

sec yd/1 is called the element of surface. The]


are other forms such as dS
SGO (r, n) r2 sin 6ddd<f> } where (V, n) is tl~
Imt they are use
single between, the radius vector and the normal
;

The

possession of an expression for the elemei


of surface affords a means of computing
nuc.r surfaces. For
<>(>,ragf>,s

comparatively

= u(x,

tlie

i/,

little.

z) be

any function of

(x,

?/, ?j),

and

any surfac

/(.'<", y/)

integral

=
~s

*)

ds =

will be the average of u over the surface S.


of a hemisphere is (for the surface

Thus the average

heigl

average)

-JLJ^s.-JL

whereas the average height over the diametral plane would be 2/',
This illustrates again the fact that the value of an average depenc
on the assumption made as to the weights.
138. If a surface z

function u

=f(r,

?/)

be divided into elements

AS,-,

and

tli

be formed for any point (., rj i} &) of the elemen


and the sum Sw<ASf be extended over all the elements, the limit c
the sum as the elements become small in every direction is define
(y., ?/,

x)

as the surface integral of the function over the surface


evaluated as
7*
:*'

and may I

I/
!/>

-//
That the sum approaches a limit independently of how (,
chosen in AS,- and how A5 approaches zero follows from the
-

17,,

CO

fact tha

the element u( i} i}i} ^.)A,Sf of the sum differs uniformly from th


integrand of the double integral by an infinitesimal of higher orde:

provided u (x,

y, z\

the surface and

be assumed continuous in

Vl +/J 2 -}-/y

'2

(a;,

be continuous in

y, z) for

(x, y)

points nea

over the surfac<

For many purposes it is more convenient to take as the norms


form of the integrand of a surface integral, instead of udS, th

on the surface, dS

is a positive
quantity, but cosy
positive or negative according as the normal is
drawn on the upper or lower side of the surface.
is

The

dA

value of the integral over the surface will be

R (x,

y, z) cos

yds = II Rdxdy

or

-II Rdxdy

(18)

according as the evaluation is made over the upper or lower side. If


the function R (x, y, z) is continuous over the surface, these integrands
will be finite even

when

the surface becomes perpendicular to the

^y-plane, which might not be the case with


a.ii
integrand of the form u (x, y, z) dS.

An integral of

this sort

over a closed surface.


that the surface

may

Let

it

be evaluated
be assumed

cut by a line parallel to


the 2-axis in a finite number of points, and
is

for convenience let that

number be two. Let

the normal to the surface be taken constantly as the exterior normal (some take
the interior normal with a resulting change
of sign in

some formulas),

so that for the

>

of the surface cos y


the lower part cos y
0. Let z

upper part

<

and

=f (x, y)

and for

= f (x,
l

y)

be the upper and lower values of

on the

surface.

Then

the exterior integral over the closed surface will have the forin

cos

ydS

=jjE

[a, y,fi (x, y)-]

dxdy -f(*R

[x,

y,fQ (x, y)] dxdy,

(18')

where the double integrals are extended over the area of the projection
of the surface on the ay-plane.
From this form of the surface integral over a closed surface
it
appears that a surface integral over a closed surface may be expressed as a volume integral over the volume inclosed by the surface.*

* Certain restrictions
upon the functions and derivatives, as regards their becoming
and the like, must hold upon and within the surface. It -will be quite sufficient
the functions and derivatives remain finite and continuous, but such extreme conditions
ure by no means necessary.
infinite
if

For by the rule for integration,


o

z =/j(a;, v)

/
y

Hence

J?

/">/*

cos yf/6

10

-r-

=/,(.

dV

d9)

..

or

the symbol
be used to designate a closed surface, and if the double
integral on the left of (19) be understood to stand for either side of
the equality (18'). In a similar manner

if

P cos adS = \\Pdmlz = I f


JJJ
JJo
I

^
dxdydz =
**
J

fa

dV,
(lg()

CQ, cos

pas

= ff

dxd *

= r/r ^^^ = r wY
Y

f(P cos a + Q cos B + ^ cos v) rf5 = If


/o
J \ox
\
Jo

Then

4-

1^
oil

rf

dz I

//
or

follows immediately by merely adding the three equalities. Any one of


these equalities (19), (20) is sometimes called Gauss's Formula, some-

times Green's Isemma, sometimes the divergence formula owing to the


interpretation below.

The interpretation of Gauss's Formula (20) by vectors is important.


From the viewpoint of vectors the element of surface is a vector <S
directed along the exterior normal to the surface

76).

Construct the

vector function

= iP(x, y, z) +]Q,(x, y *) k# (*, y, *).


(x, y,
= (i cos a + j cos + k cos y) dS = idSx -f jdS + \idS
)

Let

dS

-f-

ft

where dSx dSy


,

dS.,

are the projections of

P cos adS + Q cos /3dS + R

Then
and

II (Pdydz

-f-

Qdxdz

dS on

cos

ydS

+ Rdxdy) =

the coordinate planes.

= F-^S
|

F.^S,

where dSx dSy dS, have been replaced by the elements dydz, dxdz, dxdy,
,

wVlinll wrnnlrl

V\

neorl

fr>

a-tralno-ha fVio ir4-ir-nf1o in r.Q^4-.ii->rTi1o. fi^/vtvU-na-l-nc'

ON MULTIPLE INTEGRALS
without at

343

implying that the projections dSx dSa dSz are actually


rectangular. The combination of partial derivatives
all

ap

SQ

dx

dy

VF

4.

ox

(21)

the symbolic scalar product of V and


called the divergence of F. Hence (20) becomes

where V.F

is

(Ex. 9 below),

f divF<7 = fv.FdF= f
Now

is

(20')

F (z, j/, z) is such that at each point (x, y, z) of space a vector


is seen in the velocity in a moving fluid such as air or
picture of a scalar function u (a;, y, z) was by means of the surfaces
u = const.; the picture of a vector function F (a:, y, 2) may he found in the system
of curves tangent to the vector, the stream lines in the fluid
,~
is

if

to

the function

Such a function

defined.

water.

The

be the velocity. For the immediate purposes

consider the function

(a;,

y, z) as

better

it is

the flux Z>v, the prod-

uct of the density in the fluid by the velocity. With this


interpretation the rate at which the fluid flows through an
element of surface dS is Dv-dS
F-dS. For in the time

the fluid will advance along a stream line by the amount


vdt and the volume of the cylindrical volume of fluid which advances through the
surface will be vdSd. Hence SDv-dS will be the rate of diminution of the amount
dt

of fluid

within the closed surface.

an element of volume dV is DdV, the rate of diminution


element of volume is
dD/8t where dD/dt is the rate of increase
of the density D at a point within the element. The total rate of diminution of the
amount of fluid within the whole volume is therefore
2dD/dtdV. Hence, by

As the amount

of fluid in

of the fluid in the

virtue of the principle of the indestructibility of matter,

f F.dS = f JDv.dS
/o

i/o

=- f
J

dV.

(20")

81

= .Ztoan Q = -Ocj/ ^ = ^B* are


be the components of v so that
DJ,,
the components of F, a comparison of (21), (20'), (20") shows that the integrals of
and div F are always equal, and hence the integrands,
Now

if

DX

vz

__~
dt

are equal

density

that

is,

when if

the

jQ

^_
~
dx

dy

sum f'x +

+ kB

divergence of the vector,

is

dz

fa

dz

dy

E'z represents the

Qy
the flux vector;

thifi

no matter what the vector

rate of diminution of

combination

is

called the

really represents.

with the simple case of a line integral in a


plane, note that by
same reasoning as above

fcl

dp
dy

dxdy,

dxdy,

(2!

This

is

Lemma

sometimes called Green's

to the general Green's

Lemma for

space.

for the plane

in distinctic

The oppo-

must be taken to preserve the direction


of the line integral about the contour. This result
may be used to establish the rule for
a
site signs

transforming
double integral by the change of variable x
<j>(u, v),

</<w, v).

For

ty

(The double signs have to be introduced at


where J is negative.) The element of area

first to

allow for the cas

dA=\J\ dudv

is

therefor

established.

To obtain

the formula for the conversion of a

line

integral in

P (>

V, *)

space to a surface integral, let


be given and let z
=f(x, y) be a surface
spanning the closed curve O. Then by virtue of
~ =/(*
=
y}, the function P (x, y,
and

/X

P*(x, y}

.
jfjfwhere O' denotes the
projection of

O on the ccy-plane. Now the fina


double integral may be transformed
by the introduction of the cosines
of the normal direction to &
f(x,

cos 8: cos v

//. 1

y).

JJ
f this result

(Pdx

+q
(frj

dxdy

^)

^JJ

dxd*

(to

fy

and those obtained by permuting the

Qdy

dxdy
)

letters be

added,

+ Rdz)
8Q\

/dp

dR\

/SQ

dp\

MSR^-fe)^+(^-^)+(^-^cfa^.
known

(23)

Formula and is of especial importance in


ydromechanios and the theory of electromagnetism. Kote that the
ne integral is carried around the rim of the surface in the direction
-hich appears positive to one
standing upon that side of the surface
ver which the surface
integral is extended.
'his

is

as fitoffes'x

Again the vector interpretation of the result


F(a,

y, z)

= iP(x, y,

z} +

jQ(x,

y,

is

valuable.

z) + kR (x,

ox

hen

/ F.rfr

curl

F.^S

=
|

VxF

Let

y, *),

_.

^
(24)}

dy]

V^F.^S,

(23

the symbolic vector product of V and F


(Ex. 9, below),
the form of Stokes 's Formula that is, the line
integral of a vector
ound a closed curve is equal to the surface integral of the curl of the

here

is

defined by (24), around any surface which


spans the curve.
the line integral is zero about every closed
curve, the surface inteal must vanish over
0.
For
every surface. It follows that curl F

jctor, as
:

the vector curl

failed to vanish at

any point, a small plane surce dS perpendicular to the vector might be taken at that
point and
.e
integral over the surface would be approximately |curl F|^S and
ould

fail to vanish,
thus contradicting the hypothesis.
wishing of the vector curl F requires the vanishing

T?;-Q;
each of

its

= O,

p^-^ =

Now

the

Q^-P^O

o,

Thus may be derived the condition that

components.
Rdz be an exact differential.

Ix

+ Qdy +

If

F be interpreted

as the velocity

y.dr

v in a
Vyflx

fluid,

the integral

+ v^dy +

z dfe

the component of the velocity


along a curve, -whether open or closed, is called
j circulation of the fluid
along the curve; it might be more natural to define

me

convention.

JLNUW

ui<u uue iu imuiiiuii wiui LUH cuiguiiu vciu


origin, the circulation in a closed curve is readi

velocity u

11 tiic

a about a line through the


computed. For

ity

axr,

fv-dr

axr-dr

= f a.rxdr =

wo

i/o

Jo

rxdr

a.
j

2a.A.

*o

therefore the product of twice the angular velocity and the ar


The
of the surface inclosed by the curve. If the circuit be taken indefinitely small, t'
circulation

is

adS

and a comparison with (23') shows that curl v


2 a; that is, tl
integral is 2
curl of the velocity due to rotation about an axis is twice the angular velocity ai
is constant in magnitude and direction all over space.
The general motion of
not one of uniform rotation about any axis in fact if a small element
be considered and an interval of time dt be allowed to elapse, the eleine
have moved into a new position, will have been somewhat deformed owing
the motion of the fluid, and will have been somewhat rotated. The vector curl
fluid is

fluid

will

as defined in (24), may be shown to give twice the instantaneous angular veloci
of the element at each point of space.

EXERCISES
Find the areas

1.

2
(a) cylinder x
(/3)

x/a

y/b

-t-

2.

=
+

ax

y*

2
(S) sphere x +
xy over a 2
(e) z

(17) z

2
cylinder z

y*

a2

a + y sin a) 2

(x cos

included by the sphere 2 + j/ 2 + z 2 = a2


2
2
2 =
a? above r = a cos n
z/c = I in first octant,
(7) x + y + z
y 2 + z 2 = a 2 above a square \x\
6, \y\
&, & < \ V2a,

of the following surfaces

(f)

a2 in

2az
first

= xz

2
2
y over r

octant,

(0) z

a 2 intercepted by equal cylinder y 2

Compute the following

= a2 cos0,

z
xy over r
2 =
a2

cos 2

superficial averages-.

(a) latitude of places north of the equator,


() ordinate in a right circular cone 7i 2 (x2

Ana. 32^

y )
h) = 0,
o?(z
(7) illumination of a hollow spherical surface by a light at a point of
(8) illumination of a hemispherical surface by a distant

it,

light,

(e) rectilinear distance of points north of equator

from north

pole.

3. A theorem of Pappus: If a closed or


open plane curve be revolved about
axis in its plane, the area of the surface
generated is equal to the product of t:
length of the curve by the distance described by the center of gravity of the cur\
The curve shall not cut the axis. Prove either analytically or by infinitesim

Apply to various figures in wliich two of the three quantities, length


curve, area of surface, position of center of gravity, are known, to find the thir
analysis.

Compare Ex.

27, p. 332.

The surface integrals are to be evaluated over the closed


ing them as volume integrals. Try also direct calculation
4.

surfaces

by exprei

(a)

JJ

(x*dydz

xydxdy -f xzdxdz) over the spherical surface

(|3)

ff (x dydz + y*dxdz

-f

z*dxdy), cylindrical surface

x2

a;

+ y z + z 2 = a2

2
,

(5)

= ffydxdz = ffzdxdy = $
+
ff(xdydz

ffxdydz

ydxdz

zdxdy)

F,

around a closed path formed by


two paths there given, by applying Green's Lemma (22) and evaluating the resulting double integrals.
(e) Calculate the line integrals of Ex. 8, p. 297,

5. If

^(w,

v),

2 (u, i)),

surface, the direction ratios of the

cos

Show

cos /?

cos 7

Jl

dxdy

ff

may
jf

if

rLl2_rl5

= Edu" +

secydxdy

be written as

+ J22 +

J% dudv

2 JHwcZi?

2 that the surface integral of the


z)

15, p. 135)

=J

ds 2

J,-

*1 \8B

8u/
and

are the parametric equations of a

s (u, v)

*=

where

<j>

= J^ J J3

that the area of a surface

Show

normal are (see Ex.

first

Gdv 2

Su

type becomes merely

and determine the integrand in the case ot the developable surface of Ex. 17, p. 143.
is a transformation of
z
Show 3 that if x
8 (, ^^ f)
t (, >?, f), y
2 (f, 1, ft,

=/

=/

=/

space which transforms the above surface into a

f=^,(tt,

,B/

\i,,f/

\U,

1J/

that the surface integral of the second type

i>), i\

= ^ 2 (w, u),

then

),

Show

new surface = ^ 1 (,

\f,

becomes

(H)
\c> w
where the integration

Show
Green's

that

Lemma

when

is

now

in terms of the

new variables

17,

f in place of

x, y, z.

z the double integral above may be transformed by


as to establish the formula for change of variables

in

such a manner

in triple integrals.
6.

Show

7.

Solid angle as

cone with

that for vector surface integrals

its

a surface

integral.

f UdS = C

The area cut out from the unit sphere by a

vertex at the center of the sphere

at the vertex of the cone.

The

solid angle

is

may

called the solid angle w subtended


also be defined as the ratio of the

area cut out upon any sphere concentric with the vertex of the cone, to the square
of the radius of the sphere (compare the definition of the angle between two lines

produced and the outward normal to the surface. Hence show

/r.dS =

n)^ g

cos(r,

'

r8

dr

J/ r 2 dn

where the integrals extend over a. surface,


by that surface. Infer further that

d
-d$ = 4it
1

/*

,.,

or

ct6

J dn

the solid angle subtended at the origi

d
-dS =

|
/o dn F

is

rdl
-

<M>

,.,

r d

or

-- dti = a

/o dn

/o dn r

,.,

= is within the closed surface or outside it or upon


a point where the tangent planes envelop a cone of solid angle d (usually 2 TT
Note that the formula may be applied at any point (, rj, f) if
according as the point r
at

r2

where
8.

(x, y, z) is

attracts
is

(77

y)

(f

- 2) 2

there

is

a particle of mass

Law F = m/r2 Show that tli


The induction or flux (see Ex. II
F outward across the element dS of a surface is by deflnitio

F=

Show

Y'dS.

Faos(F, n)dS
is

-J-

according to the
m/r so that

F=

potential
p. 308) of the force

surface

- x) 2

(f

Suppose that at r =
Newtonian

Gauss's Integral.

which

a point of the surface.

VF.

that the total induction or flux of

across

the surface integral

fF.dS=- TdS.VF = -

and

m=

( F.dS

f dS.VV =

4 TT t/o

= m fdS-v!;
Cd8
J
dn

n-

f
4

-dS,

/o dn r

TT

where the surface integral extends over a surface surrounding a point r = 0, i8 th


formula for obtaining the mass
within the surface from the field of force
which is set up by the mass. If there are several masses m t m2
situated

'.

points ft,

77 t ,

fx ),

i, S)

.,

j-8 ),

let

F=F +F

F = F1 + F2

+ ...,
Ft = - m [(ft - Xf) +
be the force and potential at

47T

fF.dS
^o

(a, y, 2)

( ni

2
7/,-)

(f,-

-2

...,
2
t-)

]- 1

due to the masses. Show that

fdS.VF = 4w^o

TT

V
f
-dS=^'mt = M,
*4 JQ dn n

(21

**f

where S extends over all the masses and S' over all the masses within the surfac
(none being on it), gives the total mass Jlf within the surface. The integral (2f
which gives the mass within a surface as a surface integral is known as Gauss'
Integral. If the force "were repulsive (as in electricity and magnetism) instead c
attracting (as in gravitation), the results would be F = m/r and
4 TT /o

TT

JQ

ir

/o dn

dz

dx

sz

By

by formal operation on

Vx(VxF)

Show

U=

that (V-V)

(V-F)

F=

\dx

(write the Cartesian form).

+ - cos 7 =
8

cos /3

Sz

dy

dx/

further that

a constant unit vector, show

a+

cos

\az

+ Kk. Show

is

dx

the directional derivative of


10.

Qj

(V-V)

If

V.(Vt7).

(u.V)
fs

dz

\dy

F = Pi +

in the direction u.

Show

ds

F=

(dr-v)

dF.

Formula (space). Let F(x, y, z) and G(x, y, z) be two functions


and VG become two vector functions and FVG and GVF two other

Green's

so that

VF

Show

vector functions.

V.(FVG)

dx\

= VF.VG +

8x'

dy\

JFV.VG,

dy/

<dz\

dx dx

V.(GVF)

dz/

dz

dy dy

dz

and the similar expressions which are the Cartesian equivalents of the above vector
Apply Green's Lemma or Gauss's Formula to show
.

(26)

=
o

dn

dn

f GVF-dS

= CvF'VGd V + CGV.VFdV,

C(FVG-

GVF) -dS

r^^

J \dx 8x

dn

^?f ^a^
dz dz/
dy 8y
_

dx*

(26')

= f (FV.V G - GV.VF) d F,

dy*

F /^2
{dx

to*

(26")

a^
dy*

^
dz*/

Sz 2

The formulas (26), (26'), (26") are known as Green's Formulas; in particular the first
two are asymmetric and the third symmetric. The ordinary Cartesian forms of
z
2
s
is often
(26) and (26") are given. The expression d*F/dx + d*F/dy + d*F/8z
written as

is

AF for brevity

the vector form

is

V-V.F.

From the

fact that the integral of Fdr has opposite values when the curve
traced in opposite directions, show that the integral of VxF over a closed surface

11.

vanishes and that the integral of

V.VxF

= 0.

V-VxF over a volume

vanishes.

Infer that

instead of dr.

F=
R = 0,

14. If in

function

zj/-plane to

+ Qj + Rk, the functions P, Q depend only on x, y and


apply Gauss's Formula to a cylinder of unit height upon

Pi

show

tl

tl

that

Cv-FdV = fF-dS

becomes

ffl

dxdy

fF-dn,

where dn has the meaning given in Ex. 13. Show that numerically Fdn and Fxi
are equal, and thus obtain Green's Lemma for the plane (22) as a special case of (2C
Derive Green's Formula (Ex. 10) for the plane.
15. If

fF.<Jr

fc.dS, show that f(G

VxF)-dS =0. Hence

infer that

these relations hold for every surface and its bounding curve, then G = Vx!
about any circuit
Ampere's Law states that the integral of the magnetic force
equal to 4 IT times the flux of the electric current C through the circuit, that

through any surface spanning the


of the electromotive force

of flux of the

integrals

circuit.

around any

magnetic induction

and convert

into the

4 rrC =

Faraday's Law states that the integr


circuit is the negative of the time ra

through the

Phrase these laws

circuit.

form

B=

curl H,

curl E.

By formal expansion prove'V-(ExH) = H'VxE E'VxH. Assume VxE=


and VxH = E and establish Poynting's Theorem that
16.

J"(ExH)-dS

The " equation

17.

dt

Sx

-j f- (E.E

of continuity

JD is the density, v
ivx
change of the density at a point,

dt

+ kv.,

-f

H.H)dF.

motion

fluid

dz

Sy

where

" for

is

\dx

dy

Sz

the velocity, dD/dt is the rate


and dD/dt is the rate of change of density as o
moves with the fluid (Ex. 14, p. 101). Explain the meaning of the equation in vi<
= 0.
of the work of the text. Show that for fluids of constant density
}vv

is

yv

18. If f denotes the acceleration of the particles of a fluid, and if F is t


external force acting per unit mass upon the elements of fluid, and if p denol
the pressure in the fluid, show that the equation of motion for the fluid within a:

surface

may be

written as

VfDdF=VFI>dF- VpdS

or

CfDdV = fvDdV- CpdS,

and the pressures (except those acting on the bounding surface inward)
be disregarded. (See the first half of 80.)

face

By

19.

the aid of Ex. 6 transform the surface integral in Kx. 18 and find

fDfdV= JC(DF-Vp)dV

=
^E
at*

or

motion for a

as the equations of

"S=M
^

20. If

may

is

fluid,

where

<">-

dv

jdr

j>

any

particle.

Prove

1^

d 2r

derivable from a potential, so that

function of the pressure, so that

F_i1) V

r is the vector to

F=

dp/D = dP, show

Vl/, and if the density is a


that the equations of motion are

- vxvxv = ~ v
ct

after multiplication

by

The

dr.

first

form

is

Helmholtz's, the second

is

Kelvin's.

Show
X,U,Z(J

- (v.dr) .= (I

dt

:,b,c

nx,y,z

v.dr

dtJa,b,c

I"

]_

= - \U + P - -

r>

~l x, y,

Ja,b,

f v-dr =

and

const.

/O

In particular explain that as the differentiation d/dt follows the particles in their
motion (in contrast to d/dt, which is executed at a single point of space), the
integral must do so if the order of differentiation and integration is to be interInterpret the final equation as stating that the circulation in a curve
fluid is constant.

changeable.

which moves with the


ft ,

r<.B*U

21. If

dx2
22.

d2

f-

dy

^
1

8Z

dz 2

=0, show
'

r\~idU\ z
I

JLVac/

/8U\2 /<
+(\
\8y/

+(

differen.
that, apart from the proper restrictions as to continuity and
the necessary and sufficient condition that the surface integral

Show

tiability,

- C pdx + qdy +
CCPdydz + Qdzdx + Rdxdy

rdz

= 0. Show
depends only on the curve bounding the surface w that P'x + Qy +
further that in this case the surface integral reduces to the line integral given above,
= Rr's = Q, q^p'
provided p, g, r are such functions that r'y
P, p'a
y
q'.,
Show finally that these differential equations for p, g, r may be satisfied by
p = f'Qdz
J
*o

CR(x,

y, z )dy,

=-

and determine by inspection alternative values of p,

C*Pdz,
J *o
q, r.

= 0;

CHAPTER

XIII

ON INFINITE INTEGRALS
and divergence. The

140. Convergence

definite integral,

and henc

for theoretical purposes the indefinite integral, has been defined,

F(x)= C*f(x)dx,

f(x)dx,

/o

i/a

when

the function /(x) is limited in the interval a to b, or a to x


proofs of various propositions have depended essentially on the

tl

fai

that the integrand remained finite over the finite interval of integratic
16-17, 28-30). Nevertheless problems which call for the determini
(
tion of the area

between a curve and

its

asymptote, say the area und<

the witch or cissoid,

= 4a
.

tan

_ *x x

=4 ira?,
.

Q
= STTC

The int
some special attention.
a definite integral becomes infinite within
at the extremities of the interval of integration, or when one or both c
the limits of integration become infinite, the integral is called an infini
integral and is defined, not as the limit of a sum, but as the limit of c

have arisen and have been treated as a matter of course.*


grals of this sort require
When the integrand of

integral with a variable limit, that

f(x) dx =

Jo,

f(x) dx

lini
I

=L

F(x) =

is,

as the limit of a function-

f(x)dx

lim F(x)

= C

infinite

upper

Thi

limit,

f(x) dx

integrand f(b)

= oo.

These definitions may be illustrated by figures which show the conne


between a curve and its asymptote. Simili
definitions would be given if the lower limit were
oo or if the int

tion with the idea of area

grand became

a. If the integrand were infinite at son


infinite at x
intermediate point of the interval, the interval would be subdivid<
into two intervals and the definition would be applied to each part.
*

Here and below the construction


852

of figures is left to the reader.

ON INFINITE INTEGRALS

353

Now

the behavior of F(x) as x approaches a definite value or becomes


infinite may be of three distinct sorts
for F(x) may approach a definite
finite quantity, or it
oscillate without
may become infinite, or it
;

may

approaching any

finite

quantity or becoming definitely

The

infinite.

examples
"

Sa'rfs

r'fa = Jim
..

J\

/cos

xdx

Sa'dx

r'tjx

='*\_Ji

lim

'

xdx

x=x \_Jo

illustrate the three

a;

becomes

infinite,

no

limit,

cos

= Jog

= sin x

oscillates,

no

limit,

modes

of behavior in the case of an infinite upper


limit.
In the first case, where the limit exists, the infinite integral is
said to converge; in the other two cases, where the limit does not
exist,
the integral is said to diverge.
If the indefinite integral can be

found as above, the question of the


convergence or divergence of an infinite integral may be determined
and the value of the integral may be obtained in the case of convergence.
If the indefinite
integral cannot be found, it is of prime importance to
know whether the definite infinite integral converges or diverges for
j

there is little use trying to compute the value of the integral if it does
not converge. As the infinite limits or the
points where the integrand

becomes

infinite are

the essentials in the discussion of infinite integrals,

the integrals will be written

with only one

limit, as

ff(x)dx,

ff(x)dx.

To discuss a more complicated combination, one would write


e~ xdx

/"f

/* V^loga; J
and treat

all

rs

Ji

rx

e~

dx

four of the infinite integrals

er*dx
,

r
Jf

Vo*logo3

e~ x dx

Va?log

e~ x dx

Vx*loga

f
J

x
e~ dx

where /(#) may be assumed to remain positive for large values of


and E (a;) approaches a positive limit as x becomes infinite. Then if
be taken sufficiently large, both f(x) and E (a;) have become and w
remain positive and finite. By the Theorem of the Mean (Ex. 5, p. 2
TO

f
JK

f(x)dx

< f
JK

f(x)E(x)dx

<

Mf

x> K.

f(x}dx,

JK

are the minimum and maximum


where m and
and oo. Now let x become infinite. As the integrands
the integrals must increase with x. Hence (p. 35)

values of

E (x)

K
if

converges,

JK
if

JK

XXf(x)

f(x)E(x)dx

E (x) dx

<

betwe

are positr

converge

JK

converges,

oo

JK

r>

-i

/(x) dx

<m
JK

oo

/(x) E (x) rfx converges

and divergence may be treated in the same way. Hence the integri
(1) converge or diverge together. The same treatment could be giv
for the case the integrand became infinite and for all the variety
hypotheses which could arise under the theorem.

This theorem is one of the most useful and most easily applied for deteraini
the convergence or divergence of an infinite integral with an integrand wh
does not change sign. Thus consider the case

xdx

(gg.

+ a2)|

rr

g2

i
[_ax+ x2 J

^.
2

J(a)s

r
LOX

x2

i*.

x2 J

r^=_i
x
x

Here a simple rearrangement of the integrand throws it into the product of afu
tion E (x), which approaches the limit 1 as x becomes infinite, and a function I/
the integration of which is possible. Hence by the theorem the original integ

converges. This could have been seen by integrating the original integral
the integration is not altogether short. Another case, in which the integratior
not possible, is

/*

E(x)

do;

Vl

SB*

/-i
""

_^
Jo2

= _JL

(2-x)4

141. The interpretation of a definite integral as an area will suggest

another form of test for convergence or divergence in case the


grand does not change sign. Consider two functions f(x) and

inte\j/(x)

both of which

are, say, positive for large values of x or in the neigh^


borhood of a value of x for which they become infinite. If the curve
y = *f/(x) remains above y = f(x), the integral off(x) must converge if
the integral of (x) converges, and the integral of $ (x) must diverge if
if/

This

the integral off(x~) diverges.

For /(a)

<

f*X

I
JK

may

be proved from the

definition.

and

\l/(x)

r*X

f(x)dx<l

JK

or

\l>(x)dx

F(x)

<

*(*).

Now as x approaches b or oo, the functions

F(x) and ^(V) both increase.


*(#) approaches a limit, so must F(x) and if F(x) increases -without limit, so must ty(x).
As the relative behavior of f(x) and i^(cc) is consequential only near
particular values of x or when x is very great, the conditions may be
expressed in terms of limits, namely If \lr(x) does not change sign and
If

if the ratio f(x~)/\j/(x) approaches a finite limit (or zero], the integral of
ratio
f(x) will converge if the integral of $(%) converges; and if the
or 'becomes infinite, the
f(x)/\lr(x) approaches a finite limit (not zero]

the
integral off(x) will diverge if the integral of ^(x) diverges. For in
first case it is possible to take x so near its limit or so large, as the
case may be, that the ratio f(x)/\J/(x) shall be less than any assigned

number Q

greater than

its

limit

then the functions /(x) and G\jf (x)


namely / < G\fr, and the inte-

satisfy the conditions established above,

gral of f(x) converges if that of ^(x) does. In like manner in the second
case it is possible to proceed so far that the ratio /(o;)/i/'(x) shall have

become to remain greater than any assigned number g


limit then / > g\j/, and the result above may be applied

less

than

its

show that

to

the integral of f(x) diverges if that of ^ (x) does.


3Tor an infinite upper limit a direct integration

dx

/
Now

if

__

or log

becomes

converges

if

diverges

if

fc

= ar*,

be chosen as l/o;
*/(), and if the limit of the product

the test function ^(x)

f(x)/<l>(x)

shows that

> 1,
^ 1.

(2)

the ratio

*/()

exists

an mnmtesimai 01 oruer nigner


becomes infinite, but will diverge if /(x)
or lower order. In like manner

is

dx

or

is

an infinitesimal of the

converges

,
i

-log
bv(6

x)

'l

,.

first

&<1,
..,_-

if

di verges if 7c^l,

/tt

(3)
'

be stated that: The integral of /'(x) to b will converge if


l
than the first relative to (b
x)~ as x
approaches b, but will diverge if f(x) is an infinite of the first or higner
order. The proof is left as an exercise. See also Ex. 3 below.
and.

it

f(x)

may
an

is

infinite of order less

/> 00

As an example,
geuce.

examine
ered.

>

is

let the integral

Jo

x"e~ xdx be tested for convergence or diver-

the integrand never becomes infinite, and the only integral to


that to infinity but if n <
the integral from
has also to be consid-

If

Now

order, that

0,

the function e~ x for large values of x is an infinitesimal of infinite


the limit of xk + n c~ x is zero for any value of k and n. Hence the

is,

n
x
integrand x e~

is

an

infinitesimal of order higher than the first

and the integral

x is finite
to infinity converges under all circumstances. For x
0, the function e~
and equal to 1 ; the order of the infinite xn e~ x will therefore be precisely the order

Hence the integral from converges when n >


Hence the function
I (a) = f xa ~ l e- dx,

n.

!X

and diverges when n

a>

1.

0,

/ o

defined by the integral containing the parameter or, will be defined for
values of the parameter, but not for negative values nor for 0.

all

positive

Thus far tests have been established only for integrals in which the
integrand does not change sign. There is a general test, not particularly
useful for practical purposes, but highly useful in obtaining theoretical
It will be treated

results.

r*

EYA
"~~
\ /

/WW-r
M
\ /
'

JK

</

*'}

merely for the case of an


n x"

FJ?(r"\
\" )

BY'r'N
-F
v*' /

"

I
I

ff^\fJ^

J toXj

infinite limit.

Let

(&\
^*/

f'
Jj

f"
X

*>
^^

.n..

Jx'

Now (Ex. 3, p. 44) the necessary and sufficient condition that F(x)
approach a limit as x becomes infinite is that JF(x")
F(x') shall
when x' and cc", regarded as independent variaapproach the limit
bles,

and

become infinite; by the definition, then, this is the necessary


sufficient condition that the integral of
f(x) to infinity shall

converge.

Furthermore

ON INFINITE INTEGRALS

357

/(a)

converges, then

da:
|

f(x)dx

(5)

must converge and is said to be absolutely convergent. The proof of


important theorem is contained in the above and in

this

'

f f(x)dxs
Jx'

Jx>

To see whether an integral is absolutely convergent, the tests established for the convergence of an integral with a
positive integrand
may be applied to the integral of the absolute value, or some obvious
direct method of comparison

may be employed

cosxc&e

a + x
/" ~T~i

and

f"

Icfcc

for example,

which converges,

~T~,
&
+ xQ

therefore appears that the integral on the left converges absoWhen the convergence is not absolute, the question of conlutely.
it

vergence

may sometimes be settled by integration


may be written as

by parts.

For

suppose that the integral

/(as)daj

= f

^(x^(x-)dx = U(x) C<f,(x)dx\

- f V(X>

by separating the integrand into two factors and integrating by parts.


Now if, when x becomes infinite, each of the right-hand terms approaches
a limit, then

and the

f(x)dx

lim

- lim f

<(:) f$(x)dx

+'(x)

integral of f(x) to infinity converges.


.,

4
an example
As
,

r*

rxcosxdx

xlcosxldx

-~ 4r~
Here /
J
J
a 2 + x2
a2 + a;2
apart from the f actor cos x\ which oscillates
.

A,

consider the convergence


of
&

does not appear to be convergent for,


between and 1, the integrand is an infinitesimal of only the first order and the
integral of such an integrand does not converge the original integral is therefore
apparently not absolutely convergent. However, an integration by parts gives
;

xcosxdx_
~ zsinz

lim

a2

^T^

x2

=
J

x x2
r*

~J

(z

-aa

a
+ a)

1.

Establish the convergence or divergence of these infinite integrals:


dfx

x VI
(5)

2.

Jo

xa ~ l (\

x2

x)P-*dx

(to

have an

Point out the peculiarities which

test the integrals for


/

/* 1

(a)

Jo \

infinite integral,

make

T\**
if

>

1,

div.

if

be less than

1),

these integrals infinite integrals,

convergence or divergence

log-) dx, conv.

a must

an

n ==

/*

1,

(ft)

xj

lO^iC

Jo

dx,

it

(7)

Jo

logx)dx,

(S)

fMogsinxdx,

(e)

Jo

fo

3. Point out the similarities and differences of the method of .E'-functions an


Compare also with the work of this section the remark that th
determination of the order of an infinitesimal or infinite is a problem in indetei
minate forms (p. 63). State also whether it is necessary that /(x)/y- (x) or x*/(a
should approach a limit, or whether it is sufficient that the quantity remain finitt

of test functions.

Distinguish "of order higher"

(p.

356)

from "of higher order"

4. Discuss the convergence of these integrals


absolute in all cases where possible

(p. 63);

see Ex.

8, p.

(<x)

f*sinx,
J

-^-fa,

/*
,,
2
(^ J cosx dx,
....

6(

and prove the convergence

(7)

/" cosVz
J

_
Q

(X)

oo

coss

/;.,

5. If

^,

and /2 (x)

/^x)

w /;,, (f +

integrable

m, :v

m 2i s

3flf TO2f

m,-

_M,

OTiiOT 2

), w j

are two limited functions


integrable

(in the sense of


that their product
/(x)
1 (a:)/2 (ic)
in any interval 5,-, the relations

the integral a S x ^ 6, show


over the interval. Note that

28-30) over
is

Jo

JJflt-Jtf2l

-M"i;O2t

and

=/

Jlflf Jlf2i

- mlf m =
2

Show

mafOj,- hold.

3fi,-Jf2t

Mlim2i +

further that

= lim

/(x)

(to

/(x) do;

lim

=/ (^
1

f /2 (x)cZx +

1)

lim

V
^

[/,(&)

-/ (ft_
s

a )]

f /8 (x)dc.
*/x.
t

TAe Second

6.

integrable in
less

than

JT,

Theorem

the interval a
then

'a

Mean. lif(x) and 0(z) are two limited functions


x
&, and if
(x) is positive, nondecreasing, and

of the

^ s

* (*)/() dx =

KC "f(x) dz,

g|s

6.

i/

And, more generally, if


(x) satisfies
oo<fc^0(a;)^:B:<a> and
nondecreasing or nonincreasing throughout the interval, then

f
va
In the
^>(x)/(x)

<t>

(x)/(x)

dx =

*f(x) dx + K C /(x) dx,


kf
>/a
/f

case the proof


may be regarded as
first

follows from Ex, 5


the limit of the

if

/t

be a properly chosen

cients

as the

mean

g{^

either

6.

by noting that the

integral of

sum

where the restrictions on


(x) make the coefficients of
and where the sum raay consequently be written

zero,

is

the integrals all positive or


as

value of the integrals which multiply these

integrals are of the form f f(x) dx where


Jt

a,

xu

rt ,

it

coeffi-

follows

I.

II <p(X) is

a.

luiiciiKHi

varying iuways

in ui

sense sum appruauimig

Kiiine

/<*> </>(x)f(x)dx
I

'0

ff
vx

will

converge

Consider

/(a) dx converges.

()/() *c =

^
<t>

(x')

dx
f
J X'V(z)

</.

(x")

/(x) dz.

Jt

varying always in the same sense and approaching a


and if the integral F(x) of f(x) remains finite when x = oc

8. If <f)(x) is a function

when x

a limit

oo,

/CO
</>

where

<j>

(x)

(x)f(x) dx

(x)/(x) dx

tj>

is

convergent.

Consider

(x')

sin xd
/CO ()
when x = oo al

constantly decreases or increases toward the limit

these integrals converge.

142.

The evaluation

After an

of infinite integrals.

infinite integra

has been proved to converge, the problem of calculating its value sti]
remains. No general method is to be had, and for each integral soin
special device has to be discovered which will lead to the desirei

This may frequently be accomplished by choosing a function


of the com/plex variable s = x + iy and integrating the functio;
around some closed path in the z-plane. It is known that if the point

result.

F(z~)

where F(z) = X(x, y) + iY(x, y) ceases to have a derivative F'(&^


is, where X(x, y) and Y(x, y) cease to have continuous first pai
= Y'y and X'y = F^, are cu
tial derivatives satisfying the relations X'
x
out of the plane, the integral of F(z) around
any closed path which does not include any of

that

the excised points is zero ( 124). It is sometimes possible to select such a function F(z)

and such a path

dz+idy

dz^idy

of integration that part of

the integral of the complex function reduces


to the given infinite integral while the rest of
the integral of the complex function may be computed. Thus ther
arises an equation -which determines the value of the infinite integral.
Consider the integral
/"*>

sin x

/o

dx which

dx={Jo

e te

e~ *

2ix

is

known

dx=

to converge.

e ix

Jo

Zix

r n e~ to
-

Jo

Now
dx

2fx

suggests at once that the function eiz/z be examined. This function has a deflnit
derivative at every point except 2 = 0, and the
origin is therefore the only poin

ON INFINITE INTEGRALS

361

which has to be cut out of the plane. The integral of &*/z around any path such
as that marked in the figure * is therefore zero. Then if a is small and A is large,
/>

nB

ix

e
-giA -idy+C
-dz=C
-dx+f
J
Ja
x
A + iy
JA

Xoiz
j z

But

dx

J-A

dx

J-a

dx

idy

j
JjB

A+

IB

dx

dz

J-a

Ja

J-A x

and

iy

dz.

J-a

dz;

J-a

and the second hy Maclaurin's

the first by the ordinary rules of integration

Formula. Hence
/

e 13

JQ

0=1

dz

c " &x

6~ x

p~r a nz

hi

Ja

J-a

h four other integrals.

It will now be shown that by taking the rectangle sufficiently large and the
semicircle about the origin sufficiently small each of the four integrals may be
made as small as desired. The method is to replace each integral by a larger one

which may be evaluated.

A+

A+

iy

iy\
iy

\i\dy< C
Jo

e
A
A -*dy<-.

These changes involve the facts that the integral of the absolute value
as the absolute value of the integral and that & A v = e iA e- v, & A = 1, A
\

e~v<l. For

the relations

|e''^|

(p.

164).

-A eix-B

\Li

its

+ iy > A,
\

from the same fact for a sum

enlarged if that of its numerator


denominator diminished. In a similar manner

The absolute value

enlarged or that of

as great

is

the interpretation of the


that the integral of the absolute value is

71-74)
quantities as vectors suffices (
as great as the absolute value of the integral follows
;

+ iy\>A,

and \A

of a fraction

is

Q-iA-y

dx

iB

>,

is

A + iy

Furthermore

r + a 02
dz

J-a
_,,

Then

r &z
/

JQ
where
so

e is

dz

rA

.sinx,
dx

Ja

A = JBei B

TTI

|i;|

then \R\

re**'

JIT

a
2i

the greatest value of

chosen that

An

2~ +2e-*

E,

on the semicircle.

<

e~% B

TT.

By

Now

let the rectangle

taking

be

sufficiently large

small,

be

may

large

made

This amounts

as small as desired.

and for a

ciently large

sufficiently small,

enough and a small enough

is

negligible.

may

<J ft

saying that, for A BV


In other words, by tak:

to

be made to differ from

As

the integral from zero to infinity converges and may


(is so defined, in fact), the integ
regarded as the limit of the integral from a to
from zero to infinity must also differ from \ TT by as little as desired. But if t

as little as desired.

constants differ from each other by as

must be

as desired, they

little

sin

Hei

equal.

a;

/'
Jo
As a second example consider what may be had by integrating
an appropriate path. The denominator will vanish when z
two points to exclude in the z-plane. Let the integral
be extended over the closed path as indicated. There is
no need of integrating back and forth along the double
line
a, because the function takes on the same values
and the integrals destroy each other. Along the large
semicircle z = Ee'* and dz
Ete'*d0. Moreover
e ix dx

e lxdx

X-xx

TT

Hence
fe

n
C
0=1

and

Jo

z2

JL

x2

= r
Jo

e'-R(cos <(>

iJ!

<f>)

dx

Ri&^dd>

g- R sin et'.R co
<

t2 cannot possibly exceed

E 2 e2 '* +

E2

A;

c
- ?.

x2

os a
.

zik

rules.

L dx.

i3

Joa'<

R sin ^

>

kz and can equal

it

only

Ex.

J3S e2iiJ> ^. ^2

28, p. 11, sin

7?2
Xt/

> 2 </7r.

_ W2
~~

Jo

fc
n/

Hence the integral may be further

increase

'f
Jo
/

tf-az

Moreover,

ij

wh

e iReq'ftie i <l>d<j>

UT

where

Hence

TT.

Now by

t5

Jo

&Be

Jo

k*

rv

da;

Jfc

sin

x2

k 2 ) o^

-R
by elementary

TP

Jo

k2

and there

ik

a e-^dx
e
rs

k2

i_

Jo

=
2
JB e 2t'*

&2

C R COSE

dz
4-

Now
Moreover

C
Jo

\.

e isi /(zz

is

Joa'o 2 2

fc

fc

Jaa'a 2

i/fc

.(-*-!).

_*__!*_ =

/.

/*-*

/Z

uniformly infinitesimal with the radius of the small


dz

a'Z-ik

27T&,

and

a*

\
,

Joa'a \2 fcl

ifc

e iz dz

Jaa'a Z 2

&8

ik

circle.

27re-*
\-

2A

f,'

But

r^cosz
x* + k*

Jo

''

the small circle small enough and the large circle


large enough, the last
two terms may be made as near zero as desired. Hence

By taking

cos a;

f
It

may be

noted that, by the

Jo

work

of

= ire~

ax

k
.

2k

k*

126,

Jaa'a 2

ki Z

2 TTI

ki

is

exact

2 ki

and not merely approximate, and remains exact for any closed curve about z = ki
which does not include z =
ki. That it is approximate in the small circle follows
immediately from the continuity of &*/(z + ki) = e~ k/2ki + y and a direct integration about the circle.

As a

third example of the

method

let

00

yet

dz be evaluated. This integral

<a<

1, because the infinity at the origin


converge
than the first and the integrand is an infinitesimal of order higher than the first for large values

will

if

is

then of order

less

~
function 2 ar 1 /(l + z) becomes infinite
and z = 1, and these points must be
excluded. The path marked in the figure is a

The

of x.

at z

closed

Now

path which does not contain them.

here the integral back

aA cannot be

neglected

fractional or irrational

and forth along the


;

line

for the function has a

power z"- 1

in the nu-

merator and
fact,

when

is therefore not single valued. In


z is given, the function z*- 1 is deter-

mined as far as

its

absolute value

is

concerned, but

its

angle

may

take on any

addition of the f onn 2 irk (a


is

assumed

1) with k integral. Whatever value of the. function


at one point of the path, the values at the other points must be such

on continuously when the path is followed. Thus the values along the
aA outward will differ by 2 ir (a 1) from those along Aa inward because
turn has been made about the origin and the angle of z has increased by 2 IT.
The double line be and c6, however, may be disregarded because no turn about the

as to piece
line

the

origin is
-

made

Hence, remembering that

in describing cdc.

2*- 1

+z

_,

dz

/.
/

Jo

,-tf-le (-!)**

1+re*

d (re*

/.X^-l
/

Ja

dr

e 7"'

^
Jo
'o

1,

z-i

1+2

dz.

AeP*

..
idtj>

Jcdc 1

Heno<

If

1+2

/*
_ *"*)*
+
(i
~^dr
+r
.

2vie

|f|<

f,

be taken sufficiently large and a sufficiently small, f

Then by

as desired.

(i

the

same reasoning

as before

or

R 2TT<rA

Jo

dr
1

+r

2 Trie*

it

may

be

made

as

sm

follows that

sin ira

dr

Jo

+r

TT.

1
a
a;"-

X*

sin

rr

/*
ation

may

be made by a device which


I

<r x*dx

f0-*\7sc= \_Jo

is

e-^dy

Jo

\_Jn

The eva

e~^dx.
<

Write

rarely useful.

e-*~*dxdy

Jo

The passage from the product of two integrals to the double integ
may be made because neither the limits nor the integrands of eitl
integral

depend on the variable

in the other.

Now

coordinates and integrate over a quadrant of radius

Jo

where

Jo

j_

r^ C

transform to po

Jo

c/0

denotes the integral over the area between the quadrant a


r*
A
square, an area less than 4- A* over which <?~ Si e~ *. Then
.(

"!

Jo

e-^-^lxdy

7T

-A*

JQ

Now A may

be taken so large that the double integral differs from \


as desired, and hence for sufficiently large values of A 1
simple integral will differ from $ VTT by as little as desired. Hence

by as

little

S*

VTT.

Jo
*

It should be noticed that the proof just given does not require the theory ol in&
double integrals nor of change of variable the whole proof consists merely in find
a number i V^ from which the integral may be shown to differ by as little as desh
This was also true of the proofs in 142 no theory had to be developed and no limit
processes were used. In fact the evaluations that have been performed show of th<
selves that the infinite integrals converge. For when it has been shown that an intej
with a large enough upper limit and a small enough lower limit can be made to di
from a certain constant by as little as desired, it has thereby been proved that i
integral from zero to infinity must converge to the value of that constant.
;

..*<_

uwJlltj

ii

.111J111JUO

from them

ined

Ailing 1O.10 11O,0

UGCJl

C V CllU.O.UCUj VJUJUCLQ

Toy various operations, such, as integration

111

"'J

UC

by parts

change of variable. It should, however, be borne in mind that the


for operating with definite integrals were established only for
"*
integrals and must be reestablished for infinite integrals. From
s

lirect application, of the definition it follows that the integral of


times a constant is the product of the constant by the

:iotion

the function, and that the sum of the integrals of two


the same limits is the integral of the sum
'.." functions.
But it cannot be inferred conversely that an integral
be resolved into a sum as
4ttd of

"ions

taken between

Xfc

/-ft

[/()+()]<&= *J/

tj a

/"

f(x)dx+

tJ a

one of the limits is infinite or one of the functions becomes


in the interval. For, the fact that the integral on the left
-vrges is no guarantee that either integral upon the right will
v^rge; all that can be stated is that if one of the integrals o/i the
*
con-veryex, the other will, and the equation will be true. The
ii

Tjit-e

remark

'

applies to integration by parts,

- f /'(*)*(
*^

the process of taking the limit which is required in the defiof infinite integrals, two of the three terms in the equation
s:t
pi-sich limits, the third will approach a limit, and the equation will
in

??tie
lie

for the infinite integrals.

formula

for the change of variable


xii-=<K/;
\

/(*)&=

l/.T=(/)
->

"

?H

it

is

assumed that

is

f*r
I

Jt

the derivative <'(/)

is

continuous and does

vanish, in the interval from t to T (although either of these conbe violated at the extremities of the interval). As these
ns

may

will approach equal limits, provided


quantities are equal, they
-v approach, limits at

all,

when

the limit

X
iired in the definition of an infinite integral is taken, where one of
four limits a, b, t& ^ is infinite or one of the integrands becomes

was examined.

of convergence

dx

Jx'=o

x'

according as

is

dx or

Smaa?

Jo

dx

=+

a>

if

TT
=-

dx

,
cfcc'

and take x

.,

'

x'

Hence the

positive or negative.

sin ax'

Jx f =o

x'

Sill
sin Xi
-

sin <*'

f*

As an example of the change of variable consider

Jjc'=o

ax,'.

dx

x'

results

and

a<

if

0.

(10)

Sometimes changes

of variable or integrations by parts will lead back to a given


integral in such a way that its value may be found. For instance take

= f 2 log sin xdx =


/0

log cos ydy

= f 2 log cos ydy,

=-

/0

t/ir

x.

f 5 (log sin a; + logcosx)dx =

2Z=

Then

/o

log sin xdx

/o

log 2

plog^J^dz
2

Jo

= f

-Iog2.

logsina;dx

Jo

IT

Hence

logsinaxte

= - - log 2.

(11)

Here the first change was y = \ tr


x. The new integral and the original one
were then added together (the variable indicated under the sign of a definite integral is immaterial, p. 26), and the sum led back to the original integral by virtue
of the substitution y
2 x and the fact that the curve y = log sin x is symmetrical
with respect to x = \ v. This gave an equation which could be solved for I.

EXERCISES
ze "
1.

2.

Integrate

o
2

+k

as for the case of

X8inx

"

(7),
v

to

By direct integration show that C e-(-

show f"
J x2

0*cfe

t/o

>

and the integral

is

extended along the line y

a
a2

Along what

lines issuing

>

2
-f 6

f e~

<**

-(-

dx

converges to (a

= 0.

sin bxdx

= -e-*.
2

ik

6i)

Thus prove the

Jo

from the origin would the given

b
,

a2

b2

-1 when
,

relations

> 0.

integral converge

X a "^dX

/v<

Show

3.

11

'O

(1

Ct^TT
*

To

Sill CcTT

X^

= [-

expansion z"-i
TJ

~f-

Integrate about *

+ Z ]-i = (- l)-i[i +

=-

1 use the binomial

- a)(i 4

(1

z)

,(i

z)],

small.
4. Integrate e-*

around a circular sector with vertex at z = and bounded by


n angle of \it. Hence show

the real axis and a line inclined to it at

^ wi

(cos r

Jo

sin r2 ) dr

XOO

cosK d

sinx 2dx

e- a;2 cos2oa;dx

VTre-

= 0,
",

6. Integrate 2

- 1 e- z

flr

/>

secag

a;

a;

<

C.

\2

= B,x=:

= Q.

00

a, along a sector of angle g

- 1 e- a:cos

A, and show

C e-**sm2axdx
/

</0

=--./.

^o

around a rectangle y

z2

/>

5. Integrate e~

C e~ *?dx
Jo

<\v

to

show

cos(a;sing')dlx

/o
/100

cscag

Jo

- -

x<t ~ 1 e- !CCO '9sin(a;sm5)dx=

7. Establish the following results


.

f" cos ax ,
dx
Jo x* + W

(a)'
^

ak

= ire-

a>

2k

..

0,

(B)

7T
<&= /"sinx,dx^iJ-,
Jo
\2

8.

By
/

(a)

Jo

integration

by parts or other devices show

v
(e)'

'

rao loglx

1\

-)-

'

ir,

=--log2.
2
:

x2

rVe
Jo

7rlog2,

(T,)
w/

'

by virtue

of x

C *+

sinxd*

(f)r(a + l) = ar(a)if T(a)= TV-ie-to,


Jo
dx

> A0,

f x^-^dx = ~,
4 a*
Jo
/

fl

_ 1<a<;l)0rifa=1)0r0if

Jo

.
,

eiri2
f

Jo

x2

/i oo

(ft

sin cnr

the following

xlogsinxdx=--7T2 log2,
da;

(5)

v'

-t= Tr^*-

Ard = A /-,
-/.
\Ct

r 1 logxdx
*

....

(0)

IT

+x

A>

/""cos*,

Jo

ft

f"e-

(5)

^0

of variable

r M x a - 1 dK

'Jo

("e-^dx = 2 a VTT,

(7)

x a ~ l e- xdx.

by the proper change

/>00
j

Jo

Jo

tany.

cos2 x

==

^. t
4

J.

cmypuoa

\J

/a

//a*) -/M ,, =

r /-/(m) -/(g) to
= o|_J
x

lim

Jo

r-/0")-/(g) a, =

--

Show
,

Hence

/" sin

(a)

-x

sin

dx

/-ix''- 1
I

a?*-

Jo

c?x

o
log-i,

/>

PITT

lirn

Jo

f>

-i.

Write

Joo

Apply Ex.
11.

0,

Show

-e,

/(x)

sin te.

p. 359, to

/(x)

-X

a sin

/*

......

b
fi .sinfcc
hm r /(x)
dx

i = oo a==0

cos x

cos ox

Jo

lim
fc

kx

dx

Joo

dx

log

q
p

loga.

= QO JO

Sill

/(x)

JfclC

dte

TT
= -/(0).

Joo

prove these formulas under general hypotheses.

that lim

i-

show by integration by parts that

Hence prove

0.

dx =/(0)

=oo Ja

r
hm

f*

....

/> ci

/(x) sin kxdx

J>

Jo

(5)

10. If /(x) and/'(x) are continuous,

yt==t)

(j3)

---- dx =

r*>e.-i>*-- e-i*

..

0,

logx

Jpa

Jo

(V)

a==0

wx

'a*

J;>

^ =/(0) log *
f"<V(z)

lim

Jo
TT

/"/- r<

-dx =

if

X
..

hm

,.

lim
as=0

X.-

>

rb
/

Ja

,.

>
.

/(x)

>

Hence note that

0.

sin fee

,.

unless

dx,

/(O)

0.

!B

144. Functions defined

by infinite integrals. If the integrand of


integral contains a parameter ( 118), the integral defines a fnnctioi
the parameter for every value of the parameter for which it converj
The continuity and the

differentiability

tion have to be treated.

Consider

first

and

integrability of the ft

the case of an infinite limit

S*SC

f(x, a)dx

XOO

If this integral

is

f\ GO

a),

R=

f(x, a)dx.

J-x

to converge for

R (x,

+ R (x,

f(x, a)dx

a,

a given value a

=a

necessary t

it is

can be made as small as desired by taking x la


enough, and shall remain so for all larger values of x. In like manne
the integrand becomes infinite for the value x = J, the condition th:
the remainder

/;

X&f(x,
is

a)dx=
that

converge
near enough to

Now

nb

f(x, a)dx

i/a

b,

+ R(x,

a),

R=

f(x, a)dx

<Jx

R (x, # )

can be made as small as desired by takin


and shall remain so for nearer values.

for different values of

when c is

a,

the least values of x which will

assigned, will probably differ. The infinite i]


grals are said to converge uniformly for a range of values of a sucl

\R(x,a)\s

c,

<

R (x, a)
e holds
(and continues to hold for all larger values, or values
nearer b) simultaneously for all values of a in the range a
a
a
Q
The most useful test for uniform convergence is contained in the
I

^ s

theorem: If a positive function

<f>(x)dx

for all large values

can I e found such that

</>(x)

converges and

of x and for

<f>(x)^\f(x, a)

all values

of a in the interval a =S a =g a

the integral

of f(x, a) to infinity converges uniformly (and absolutely}


for the range of values in a. The proof is contained in the relation
/190

f(x, a) dx Si

XOO

\J

fj>

<

ix
(x) d;

e,

which holds for all values of a, in the range. There is clearly a similar
theorem for the case of an infinite integrand. See also Ex. 18 below.
Fundamental theorems ate * Over any interval aQ & cc ^ o^ where
:

an infinite integral converges uniformly the integral defines a continuous function of a. This function may be integrated over any finite

where the convergence is uniform by integrating with respect


a under the sign of integration with respect to x. The function may
be differentiated at any point a$ of the interval ag == a ^ cc^ by differinterval
to

entiating with respect to a under the sign of integration with respect


to x provided the integral obtained
by this differentiation converges

uniformly for values of a in the neighborhood of


theorems are given immediately below, t

To prove

that the function


/100

\f/

(a)

is

f(x, a) dx

f (a + Aa)

i/a

continuous
f\

if

X
fix. a) dx

the convergence

+ R (x,

Proofs of these

is

cr),

uniform

Si

let

,,

</a

vf*f(x,
d

a + Aa)dx +

/(x, a)]dx

-f

JB
|

E(x,

(z,

a+

Aa),

* It is of course assumed
that/(a;, a) is continuous in (x, a) for all values of x and a
under consideration, and in the theorem on differentiation it is further assumed that
f'
a (x, cr) is continuous.
t It should he noticed, however, that although the conditions which have been
imposed are sufficient to establish the theorems, they are not necessary ; that is, it may
happen that the function will be continuous and that its derivative and integral may be
obtained by operating under the sign although the convergence is not uniform. In this

case a special investigation would have to be undertaken and if no process for justifying
the continuity, integration, or differentiation could be devised, it might be necessary in
;

the case of an integral occurring in some application to assume that the formal work led
to the right result if the result looked reasonable from the point of view of the problem

under discussion,

the chance of getting an erroneous result

would be

tolerably small.

IJNTJlAxKAJj UAJLAJUJUUO

610

Now

let x be taken so large that |fi|<e for all a's and for all larger values of x
the condition of uniformity. Then the finite integral ( 118)

pX

continuous in

is

a)dx

/(a;,

f>X

a and hence

"O

t/a

a + Aa)

[/(x,

/(x, a)] eta

Hence |Af |<3e; that is, by


taking Ao: small enough the quantity |Af| may be made less than any assigned
number 3e. The continuity is therefore proved.
To prove the integrability under the sign a like use is made of the condition of
uniformity and of the earlier proof for a finite integral ( 120).
can be

made

less

than

/>

a.

V(<*)da=
Xa.
-o
''S
I

Now

let

x become

by taking

Acr small enough.

fX
I

^a

f>

/(IB,

<x)dxda

nx

a.

Rdx

'"o

infinite.

The

=/c/a

r>a.
/

/(x,

a)dadx +

f.

''"o

quantity f can approach no other limit than 0;

a Q) independently of a. Hence
by taking x large enough R < e and |f < e (o^
becomes infinite, the integral converges to the constant expression on the
left and
for

as x

/ar

Moreover

Also

Hence

if

V(tf)da=l
Ja

/(x,

dadx.

cr)

the integration be to a variable limit for a, then

F(x, a)dx

C
Jx

<e(a-a

JC"f(x,a)dadx

).

or )
appears that the remainder for the new integral is less than (,
for all values of a the convergence is therefore uniform and a second integration
be
if
may performed desired. Thus if an wfinite integral converges uniformly, iL may
it

times as desired under the sign. It should be noticed that the


proof fails to cover the case of integration to an infinite upper limit for a.
For the case of differentiation it is necessary to show that
be integrated as

many

/*<*>
I

^a

As

/'(x, (Xtfdx

it is

/>ao

tt>'(<Xt).

Consider

f'(x,a)d

= w(a).

t/a

the infinite integral

theorem,

assumed

uniformly by the statement of the


possible to integrate with respect to a under the sign. Then
is

to converge

x,

</a>
>

or)-/(x,

af

The

integral on the left may be differentiated with respect to a-, and hence
0(a) must be differentiate. The differentiation gives w(a)= <t>'(ct) and hence
= <j>'(a). The theorem is therefore proved. This theorem and the two
w(cr^)
above could be proved in analogous ways in the case of an infinite integral due
to the fact that the integrand /(*, a) became infinite at the ends of (or within)
the interval of integration with respect to x the proofs need not be given here.
;

145.

The method

integration

may

of integrating or differentiating under the sign of


be applied to evaluate infinite integrals when the condi-

the question of the uniformity of


convergence did not arise (
119-120).
The examples given below will serve to illustrate how the method
works

and in particular to show how readily the test for


uniformity may be
applied in some cases. Some of the examples are
chosen identical

purposely
with some which have
previously been treated by other methods.

Consider

first

an integral which

e- x coBbxdx

JIo

The integrand e-"*

be found by direct
integration, namely,

may

-^

a2

Compare f V*cfcc

= i.
a

a positive quantity greater than or


equal to e- ax cosbx
for all values of b.
Hence, by the general test, the first integral regarded as a
function of b converges uniformly for all values of
b, defines a continuous function,

and

may

/*bfta>
I

Jo Jo

is

be integrated between any


*

/too

e~ ax cos bxdxdb

Jo Jo
f"

sin ox
bx

dx

b
= cr

JoJo

=
Compare

~c

/""-Jo

a;

adb

= tan-

b tan-i -

h
1

-.

Then

Jo a

T f V-^dH* = Jof V-

Integrate again.

to b.

e- ax cosbxdbdx

e-*

Jo

say from

limits,

J log (a

b z ).

and

Now as the second

integral has a positive integrand which is never less than the i


grand of the first for any positive value of a, the first integral
converges uniformly
for all positive values of a
including 0, is a continuous function of a, and the value
of the
integral for a = may be found by setting a equal to in the integrand. Then

=L co SJ x dx
!

x2

/sin

fa;

da:=:

|6i

= o|_

x'

'

~^

Jo

6_a
a

(fl2

&2) ]

'J

_ |6| 5

'

'2

x and an integration by parts give respectively

rsin&x,*

TT

-^~

tan _ 1

lim
a

The change of the variable to

Jo

<

C:=+

This last result


might be obtained formally

TT

~f'

by taking the

as

6>0

or

limit

after the first


integration but such a process would be unjustifiable without first
showing that the integral was a continuous function of a for small positive values of a
1
andforO. In this case
Ix-ie-^sinbxjSI*- sin x|, but as the integral of |z-i sin bx\
does not
converge, the test for uniformity fails to apply. Hence the limit would not
;

be justified

without special investigation. Here the limit does


give the right result,
where the integral of the limit is not the limit of the
is

but a simple case


i.

I.

integral

/""sinte
I.

^~ da; = lim(

'(a)

To

=A f
da Jo

x/x

must be shown to converge uni


place note that the integrand does not become infinite at th
Hence the integral is infinite only by vir
then for large values of x

justify the differentiation this last integral

formly. In the

first

origin, although one of its factors does.


tue of its infinite limit. Suppose a ==

-(x--Y
\
x}

a\

I
M

zE* e

2a e -x

and

e-^dx

Hence the convergence is uniform when a == 0, and the


But, by the change of variable x' =
a/a;, when a > 0,
x2

Jo

Jo

#(a)

_Cz_2y
x
\
'

143).

Jo

Hence the derivative above found

= r

converges

differentiation is justified

dx

is

zero

<p'

and

(a)
/.

= const. =

Jo

e-^dx

A vir;

JQ

a^

for the integral converges uniformly when


and its constant value may b
obtained by setting a = 0. As the convergence is uniform for any range of value
of a, the function is everywhere continuous and equal to J VTT.

As a
db

third example calculate the integral 0(6)

xe~

<&>?

Jo

sin bxdx

2a z L

e-^cosfodz. Now

Jo

er ^^ sin bx

Jo

a2

e~ a x cos bxdx.

Jo

The second

step is obtained by integration by parts. The previous differentiatio:


*
by the fact that the integral of xe- a x*, which is greater than the inte
of the derived integral, converges. The differential equation may be solved

is justified

grand

Hence

^(&)

/- -r-.
1.

= 0(0)e ** = f e-^cosbxdx = -^
/o
2a

In determining the constant O, the function 0(6)


integral for $ (b) obviously converges uniformly for

is

all

assumed continuous,
values of

as th

b.

146. The question of the integration under the sign is naturall;


connected with the question of infinite double integrals. The doubl
integral

f(x, y)

dA over an

area

is

said to be an infinite Integra

that area extends out indefinitely in


any direction or if the functioi
f(Xf y) becomes infinite at any point of the area. The definition o
if

ON INFINITE INTEGRALS

373

convergence
analogous to that given before in the case of infinite
simple integrals. If the area A is infinite, it is replaced by a finite
is

area

which

allowed to expand so as to cover more and more of

is

If the function f(x, ?/) becomes infinite at a point or along


a line in the area A the area A is replaced by an area A from which the
singularities off(x, y) are excluded, and again the area A' is allowed to

the area A.

'

expand and approach coincidence with A. If then the double integral


extended over A' approaches a definite limit which is independent of

how A' approaches A,

cc x
f(
JJ
\

the double integral

is

said to converge.

As

re J
y} dxdtJ =11
JJ
\

/'

>

where x = (u, v>), y = ^ (u, v), is the rule for the change of variable
and is applicable to .4', it is clear that if either side of the equality
approaches a limit which is independent of how A' approaches A, the
<f>

same

other side must approach the

The theory

limit.

of infinite double integrals presents

which

the solution of

beyond the scope

is

numerous

of this work.

difficulties,

It will

be

suffi-

simple case the questions that arise, and then


state without proof a theorem which covers the cases which arise in
practice. Suppose the region of integration is a complete quadrant so
cient to point out in a

that the limits for

x and y are

double integral converges,

may

oo. The first question is, If the


be evaluated by successive integra-

and
it

tion as

Cf(x, y}dA

= f

/ar

= i/y=0

f(x, y)dydx

f= f(

i/# =

*J x

And

conversely, if one of the iterated integrals converges so that it may


be evaluated, does the other one, and does the double integral, converge

to the

same value

function defined

A part

by an

of this question also arises in the case of a

infinite integral.

OO

y**

f(x,y)dy
,

and

GO

/**

OO

/*

GO

tJx =

=0

!For let

4>(V)cfa;=j
c/a;=0

*sy =

f(x,y)dydx

being assumed that


(x) converges except possibly for certain values
of x, and that the integral of
to oo converges. The question
(x) from

it

</>

<

May the integral of <j> (x) be evaluated by integration under the


144 for uniformly convergent integrals intesign ? The proofs given in
grated over a finite region do not apply to this case of an infinite intearises,

gral.

In any particular given integral special methods

may

possibly be

number of

of x and

lines parallel to the axes

Jlf(x,y)d

f(x,y}dydx,

y,

then the three integrals

JxzaQ Jy = Q

f(x,y)dxdy,

yy =

U x=0

(12)

them
;
is, if any two of
lead to definite results, those results are equal.* The chief use of the
theorem, is to establish the equality of the two iterated integrals when
each is known to converge the application requires no test for uni-

cannot lead

to different

determinate results

that

formity and

is

very simple.

As an example

use of the theorem consider the evaluation

of the

n 00
I

e~ x ox

/o

= C ae-^+^dx,
Jo

<x<r

/o

Multiply by e"* and integrate from

Ie~ at

of

00

with respect to a.

to oo

iC

e-*da =

Z2

= C

Jo

Jo

ae-*-( l +^dxd(x.

Jo

Now

the integrand of the iterated integral is positive and the integral, being equal
to I 2 has a definite value. If the order of integrations is changed, the integral
,

s* oo

is

/ oo

ft co

Jo

Jo

* 2 (i+**) dccdx

cn;

Jo

^G

x2 2

1
= -tan~

TT

77*
--

Hence the values I 2 and

seen also to lead to a definite value.

oo

are equal.

EXERCISES

Note that the two integrands are continuous functions of (x, a) in the whoh
^ a < co, ;g x < co and that for each value of a the integrals converge
region
Establish the forms given to the remainders and from them show that it is not possible to take x so large that for all values of a the relation \R (x, a) < e is satisfied
but may be satisfied for all a's such that Q < a == a. Hence infer that the convergence is nonuniform about a = 0, but uniform elsewhere. Note that the functions
defined are not continuous at a: = 0, but are continuous for all other values.
1.

(a)

(/3)

f ae~
Jo

r" sin

,^

Jo

dx,

ax,

dx,

E(z,

a)=f
Ja

E (x,

a)

ae~*x dx = e~ ax

/>cc
/

Jx

sinax, =
dx
X

1,

r^smx,dx.

J/ ax

in detail the proofs relative to continuity, integration, and differ


entiation in case the integral is infinite owing to an infinite integrand at x = b.
2.

Repeat

* The theorem
finite

number

may be

of curves

generalized by allowing /(a:, y) to be discontinuous over


is cut in only a finite limited number of poinb

each of which

lines parallel to the axis. Moreover, the function may clearly be allowed to changi
a
a;
when
when x a, and /
sign to a certain extent, as in the case where /

by

>

etc.,

pf

|/(,

>

<

< <

integral over the whole region may be resolved into the sum of a finiti
of integrals. Finally, if the integrals are absolutely convergent and the integral
y)\ lead to definite results, so will the integrals of/(x, y).

where the

number

.no

aence aenve tae

e- axt dx

a)

f\ 00

6)

xe

x2

1
71

Jo

+x

f>

4 n+1

j5)

Jo

'

e- az

[7)

(X

/0

cosmxdx,

00
)

f"e-

2a:t

dx

Jo

5.

oo

Evaluate:

-V/~
-V

->

2a

J.^

era

vOX

^ a,

gax

mxdx

sin

wxdx

--

e~ x'- dx

;;

=-

f.
= sm a
Jo
V?rL
/

Jo

Vr

e- az2x2dx
1

sm 6

+ x*

--^
2

= tan-i --

-a

(b

and

tan- 1

dx,

justify the relations

*"

-- 2

P.

V^L

smr

/"e- 6a;*x8 dx
r

Jo

+ COS
/"sinr.
/TT
I
dr=-k/

771

sin2crx
,sn2crx,
2

t/o

* /-

t/o

e~^

(7)

e- ra;2dx

obtain from

*0t+

fV
cr

< a < 6,

cr

2
2
= - log 6 + m

t/O

6. If

cos

ba_

Jo

0<or ^a, f e"^ Jo


(a)

a ^_

&,

e-te

aScr

&,

nao

cos air

a+l
log
o+l

e-az_

cos2 cor

dx

logx

ga:.

ir

^^

5
= log-,

da;

Jo

e
"

bi

oo

<

and hence evaluate these

a:

0r

e-txsinmxdx,

Jo

(/I

fix-

<ar,
^

/>>
(S)'
^

n
a-,

x'Ae,

2
-

_______-_____^

Jo

<a

-Kcr

m da;

Jfl

t/o
1

logx)

x"(

1,

sin air

e- aa: d!x,

_Tl.3...(

f1

no

Jo

dx

Jo

4. Establish the right to integrate

a)

2a"+ 1

/"

^*

OJXi

'1 "'" 1

fc

n>

/0

x2

Jo

2 Vfc

xdx =

S)

/_dx_ = 7r_l^
Jo

/ OO

>

cr

x 2n e~

Jo

^dx =

Jo

'

are given

a>0,

JL,

2\ a

Jo

mat

results

= -A

r
I

Jo

r
Jo

=o

e~ '^Vdx
j

x*

-+

COS 6

-1+x*

- ax'fJx

cosr

- &*2

-dx1

Jo

x*

f" -e-^dx"!
I

Jo

x*J

x*J

..

r r co8r.

Similarly,

Vr

sinr

/"*>

Aico
Also

Jo

Given that

7.

/"*>

COB

7?IX

dx

TT

Jo

x2

cosr

Jo

Jo

&

Jo

- (1+
= 7T
2

2 dx

x4

/"*>

and

"')
'

Jo

+ x*J

ra:

"", = 1
H

/""

cos-r2 ar

Jo

that

-+

COS7AIX

x2

dx1
-

Jo

Jo

e-

e~

\2

-- sinrlr

/"".TO,
sin
r 2 dr =

^r =A/77'

ae-^U + ^da, show

x2

dr

r x e-"f*

--2f cosr

fir

dr=-\/* 2

Jo

dx

7T

- e~ m

m>

0.

8. Express R (x, a)
-::
^i ^y integration by parts and also by substi|
1 -\- X ^
Jx
tuting x' for nrx, in such a form that the uniform convergence for a such that
< cr ^= a is shown. Hence from Ex. 7 prove

-+

/"xsinorx,
I

/o

Show

= TT e-*,

dx

_
..
(by differentiation).
.

a>

a;

that this integral does not satisfy the test for uniformity given in the text;
the convergence is not uniform and that the integral is also
a.

also that for

discontinuous.
9. If /(x,

continuous

or, /3) is

in (x, a,

/3)

Si x

for

<

and for

oo

/I

and

of a region in the o:/3-plane,

if

the integral

0(,

/3)

all

points

(cr,

0)

00

/(x,

r,

/3)dx

con-

t/O

verges uniformly for said values of (a, /3), show that $ (or, /3) is continuous in (a, /3).
Show further that if tt (x, a, /?) and /^ (x, or, /3) are continuous and their integrals

converge uniformly for said values of


;(x, a,

j8)

dx

(cc, /3),

then

= ^,
/0

and <^, 0g are continuous


10. If /(x, 7) =/(x,

= cc +

i/3

which

is

a+
9,

and

/"
f

i/3)

|3).

is

continuous in

7-plane, etc., as in Ex.

in (a,

/(x,

y)dx

if

/p' (x,

The proof

dx

/3)

= ^,

a function of x and the complex variable


or, /3), that is, in (x, 7) over a region of the

(x,

satisfies the
/y(x, y)

defines

a,

in the text holds almost verbatim.

same

an analytic function

of

conditions,

show that

in said region.

i/O

11.

Show

f\

that

QO

e-v^dx, 7

=a+

i/S,

==

a >

0,

defines

an analytic func-

t/O

tion of

7 over the whole 7-plane

,.

to

the right of the vertical

ITT

- a 4-

Vrr 2

4-

S2

Hence

infer

"x
to

show that the convergence

is

uniform at

a=

Hence

0.

find

<*>

cos Sx 2 dx.

Jo

13.

/+>

From

Jo

(a)

"

xi

i-

I
/0

(/3)

Jo

\2

s, .sinfcc,
dx
/(x)

,.-.
= TT-/(0),

na

..

f*k

/(z) cos ludkfa

[
Ja Jo

- f" f
/

=/(0),

1T /0

known

hm-/

is

sin

as Fourier's Integral

/* QO

e- x dy

Jo

=x

prove

J-a

smfcc

Fsin A"iK

co

dx

on/(x).
CUC

,_^-

/o

Jo
7T
C

r 2n + 2m 2 e-- dr
1!

!!

17. Treat the integrals (12)

C2

Jo

Jo

by polar coordinates and


TT
t

>2

(x,

will

converge

if
|

y)dA-j j

/ < r~ 2 - * as r
1

"f(r cos

becomes infinite.

<f>,

r sin

If /(a

but |/|<7 2 + *, the integral converges as r app*


these results to triple integrals and polar coordinates in spaoo

origin,

is

that 2 becomes 3.
18.

As

in

without the

Exs.
test

that test failed.

uniformity of convergence may often


of page 369
treat the integrand x~ l e~ * sin bx
1, 8, 12,

1-

(x)~

C x n - l e- x dx C x-ie- x (kK,

Jo

\4

,...

repre

steps after placing sufficient restrictions

From

with

a 2 !.

(fe=/(0),

/<i

oo

it

sin kx

double infinite integral containing a parameter.

16.

<fx,

/(x)
t=oo7rt/-a

form

p. 368, prove at least formally the relations:

^/

last

a)

/(x)

The

to the fact that

a2- \

/z 2
I

7T

- f" f
/
7T t/0

due

xe- aa; cos 6xdx,

cos

/(x) cos kxdxdk

/-

h na

ft

sin (x
OO

sin x 2 cos 2 arxdx

cosh 6xdx,

In continuation of Exs. 10-11,


Inn

x2 sin 2 crxdx

00

|
**

Jo

/*

(7)

k=y>J-a

= -y/- =
fijj.

dx

sin

a 2 ),

e~ a

15.

00

/. -f

cos(
\4

and (together)

cos (x

J~an
establish the relations

an odd function,

14. Calculate:

n +

00

cos x 2 sin 2 crxdx

cos x'2 cos 2 axdx

00

X+00
-oo
sin x is

/>

cosx adx

VJ

<

CHAPTER XIV
SPECIAL FUNCTIONS DEFINED BY INTEGRALS
147.

The

Gamma and

Beta functions.

The two

f*t>

F(n)=

x"- ?- dx,

B(m,

/>!

=
n)

xm

integrals

-\l

m >

converge when n

>

Other forms

he obtained by changes of variable.

and
parameters n or n and m

may

Y(n)

r (n)

- x) n ~ dx
l

(1]

Jo

Jo

and hence define functions of

0,

for all positive values, zero not included

f yt^e-^dy,

by

Jo

B(m, ri)=

W,

J
n
- y} m ~^dy = B (n,
y ~^(l

jf

th<

by

Thus

= y\

-*

(2;

= y,

(3

(log

m),

by

a;

by

a;

= 1 - y,

(4

= sin

(6

i/O

B(w,

TI)

^in 2 "

-1

cos zn -*<t>d<j>,

^.

0.

Jo
If the original form of

r<= Jor

x
l

cc'

The

-1

e- x

T (n) be

i
^ = -c
en

a:

integrated by parts, then


1*
Jo

+-

rx
I

xn e- x dx

= i-T(n + l.\
V

Jo

resulting relation T(n


1)
?&r(tt) shows that the values of th
r-fvmction f or n -f- 1 may be obtained from those for rc,, and that con

sequently the values of the function will all be determined


over a unit interval are known. Furthermore

if

the value

l)

K)
is

found by successive reduction, where k


n is an integer and k = n

If in particular

378

is

1,

any integer
then

less

than

gral values

values it

ofn

the T-function is the factorial ; and for other than


integral
regarded as a sort of generalization of the factorial.

may be

Both the r- and B-functions are continuous for all values of the
parameters greater than, but not including, zero. To prove this it is
sufficient to show that the convergence is uniform. Let n be
any value

<

in the interval

nQ

N; then

/>

-^e- dx

n *- l

e- dx,

xK

-l

e~ xdx

/oo
I

xN

-l

e~x dx.

The two integrals converge and the general test for uniformity ( 144)
therefore applies the application at the lower limit is not necessary
1.
Similar tests apply to B (ra, n). Integration with
except when n
;

<

respect to the parameter may therefore be carried under the sign.


derivatives
/^iv^
rn

The
(9)

may

also be

integrals

had by

differentiating under the sign for these derived


likewise be shown to converge uniformly.

may

By multiplying two T-functions expressed as in (2), treating the


product as an iterated or double integral extended over a whole quadand evaluating by transformation

rant,

which

is

justifiable

to polar coordinates (all of


146, since the integrands are positive and

by

the processes lead to a determinate result), the B-function


expressed in terms of the T-function.
/oo

t(?i)r(m)
/100
/

_4

may

be

f*a>

= 4/ x^e-^dx
Jo

f m-*

Jo
S*

^n + am-ig-r^

Jo

IT

sin2 "- 1 ^ cos 2 "- 1

^^ = T (n

-f-

m)B(w,

w).

Jo

B (m,

Hence
The result

is

n)

symmetric in

= B (n> m)

and

n, as

(10)

must be the

case inasmuch

the B-function has been seen by (4) to be symmetric.


That T () = VTT follows from (9) of 143 after setting n = in (2)
it
may also be deduced from a relation of importance which is obtained
from (10) and (5), and from (8) of 142, namely, if n < 1,
as

w)r(i-i)
/-IN

T(l)
or

=l
:;

,
= B v(,

'

n);

y
^
= C ~dy
y
J l+y
I

r(n)r(l-n)=-r^
v /
v
'
smmr

7T

s
v
(UJ
J

<

interval

148.

<

then be found.

may

suitable changes of variable a great many integrals may


be reduced to B- and F-integrals and thus expressed in terms of

By

P-functions. Many of these types are given in the exercises below;


a few of the most important ones will be taken up here. By y
ax,

fx

m-1

(a

~l

x)

dx

=a

"-*-"- 1

m~l
(L

Jo

y)"~^y

+ n-il&llttl,
r^-ifa-xy-ifa^ar
'
J
r(m + n)

or

Next

let it

a m+ "~ 1

a>0

(12)

"

be required to evaluate the triple integral


xl

-l

-l

if

zn

-l

dxdydK,

+ y + z ^ 1,

over the volume bounded by the coordinate planes and x -\- y


that is, over all positive values of x, y, z such that x -f y -f- * ^

nl
='

-f-

1.

= 1,

Then

x-u

r*l

a;

By

B(m,

rf-^-^-

C/O

CC

n Jo Jo

-*,f>-\l-x-

(12)

Then

(l

This result
T

may

be simplified by

(7)

+ m + n + 1)

and by

cancellation.

Then

There are simple modifications and generalizations of these results which are
sometimes useful. For instance if it were desired to evaluate I over the range
-f y/b + z/c =s A, the change x
ah, y = MIJ,

of positive values such that x/a


2
ch{ gives

rrr
fZ-l-m-l^n-l
JJJ
J

(1

m + n)

fence if the integrand contained a function


/(A), the reduction

would be

'

the integration be extended over all values


H.
x/a, + y/b + z/c
Another modification is to the case of the integral extended over a volume

w
hich

is

the octant of the surface (x/a)p


TO

/t

i+ + 2

{-

(y/b)i

77/1

J-J

f/i

(-

dx

-fifi-l'

\p/
-_
/

pqr

\P

y? +

z$

h.

The reduction

and frequently arising

a^, the surface

to

W W

_.

. ftp
\

importance because the bounding surface here occurring

rpe tolerably familiar


* 4-

'

a'6c

his integral is of

(z/c)

JJJ

pqr

made by

x& + y%

it

+ z% =

is

of a

includes the ellipsoid, the surface


= n 1 the
of. By taking I =

ilumes of the octants are expressed in terms of the T-f unction by taking first
= 3,
= 3, I = n ~ 1, and adding the results, the moments
n = 1, and then
:

inertia about the z-axis are found.

Although the case of a


itegral or a

triple integral has been treated, the results for a double


quadruple integral or integral of higher multiplicity are made obvious,

or example,

(C
JJ

x i -lym -

pgrs

+ +

\p

149. If the product (11) be formed for each of


the results be multiplied

12

- >

and

>

>

>

and reduced by Ex. 19 below, then

W rW

r(!)

(2)...

=
(^)
n
\

The logarithms may be taken and the

=f:.
Vra

result be divided

n.

by

1 logn

Now if w be allowed to become infinite, the sum on the


formed in computing an integral if dx = 1/n. Hence

n"

log

a>

T (a;,-) AJC

left is that

log

T (*) dx

= log V2~^.

(15)

Jo

/Ilog T(a + x)dx

= a (log a - 1) -f log V2^

(15')

may be evaluated by differentiating under the sign (Ex. 12 (0), p. 288).


By the use of differentiation and integration under the sign, the
expressions for the first and second logarithmic derivatives of T(n)
and for log T(n) itself may be found as definite integrals. By (9)

and the expression of Ex. 4


/*"

xn

T'(n)

~l

(a), p.

375, for log x,

/*<">

e-

logxdx=

Jo

Jo

_ B ~ ax

/*

a"- 1 *?-* {
Jo

dadx.

If the iterated integral be regarded as a double integral, the order of


the integrations may be inverted ; for the integrand maintains a positive sign in the region

<

<

l<x<oo, 0<o;<oo, and a negative sign in


< < and the integral from to co in x

the region
cc
1, Q
may be considered as the

cc

<x>,

sum

of the integrals from


to 1 and from
to each of which, the inversion is applicable (
146) because
the integrand does not change sign and the results (to be obtained)
1 to cc,

Then by Ex.

are definite.

f""

I
I

xn

~1

e~ x

l(a),

ga

Q
rv

dxda

= T (n)
\ /

/*

\e~"
\

1
-r.

/1 _l_ fr\H
I

n-

This value

may

be simplified by subtracting from it the particular


found for n = 1. Then

- y = F(l)/r(l)= F(l)

value

r'(n)

J
The change of

+ a to I/a

or to e a gives

/*

,72

Differentiate

To

find log

r
<m log (n)

-7-5

P ()

f -IKV
[(
L

Jo

=1

j i
T,/ N
and
log r(.)

=1

to

= 0.

)-

An

(i

+ a)~

1) log T(2)

= 0.

Finally

- 1) *
(n

(19')

The details of the reductions and the justiof the differentiation and integration will be left as exercises.

approximate expression or, better, an asymptotic expression,


an expression with small percentage error, may be found for
1) when n is large. Choose the form (2) and note that the inte-

that

is,

T(n

grand y

2"

+1'e-*

-f-

= +

and
n
maximum at the point y
Vet -f- w, where
the change of variable y
so as to bring the origin under the maximum. Then

from

rises

away again
n

= 1,

fication

Then

a be changed to e~ a

-f-

falls

(18)

= n.

o;

As r(2)

log !<) =
1

il

by subtracting from (19) the quantity (n

if

_ g da.

and log r(l)

/r/J-*"

Jo

integrate (16) from n

=
since r(l)

to 0.

to a

Make

/o

Now

or

loff

-1-

-^L

Vfl-v;

0.

"\/

<T

<T oo.

INTEGRAL CALCULUS

384

The integrand is therefore always less than e~ w \ except when w =


and the integrand becomes 1. Moreover, as w increases, the integrand falls off very rapidly, and the chief part of the value of the
integral may be obtained by integrating between rather narrow
3 to 4- 3.
As a is large by hypothesis,
limits for w, say from
the value of log(l -f-vo/Va)

4-

T(n

be obtained for small values of

may

1)

2to

2 at"e-"

<r'

\J

an approximate form for T(n-\-

is

w/ Va and where the

Then

from Maclaurin's Formula.

1),

^ l -^dw

where the quantity

about

is

of the integral are small relative to V:.


But as the integrand falls off so rapidly, there will be little error made
in extending the limits to oo after dropping e. Hence approximately

T(n

1)

limits

\s

or

F(>

where

17

-f 1)

e~ 2w *dw

2 cfe- a

V27r(u

-V&irafe-",

+ |)" + 2

~ (n+i)

a small quantity approaching

is

oo

as

(l 4-

(20]

*;),

becomes

?i

infinite.

EXERCISES
Establish the following formulas by changes of variable.

1.

,._..
r (n) =

(a)

/"",
xn ~*e-~ ax

a"

,
cix.

r?

a > 0,

(8)

"""""

*C

Jo

*^)

\^-

(x

a)'

**

v^^i

a(l

[ox
l

^
(

~~

B
(1

~ ^)" -1 <to _
~
+n

(6 4- cx)

/W

B OK-,

n)
'

6n(J

,^v>

c )m

1'*=.iB(+i,=i).
n \
/

'o

= -l/nll\
B -+- I

1^

\^^) * \^M

+ a) w T(m +
talccg

\2

*^

n)'

3.

From r (1)

By

n\

1+a

_~

r 1 xdx
J ^/flT^
1

f
'o

_Vffr(^n+^)
~
2 T (| n + 1)

92a

in

tf,\

(7)

'

-* =25-1^.
n r n +
Vl
~

=1

the aid of (10) and Ex. 1


.

+a

and r () = VTT make a table of the values for every


and half integer from to 6 and plot the curve y = T (x) from them.
2.

2/

z)]i+

6(1

x" -1 (!

Jo

(.,

4-

smn xdx

^)

+ a)'"

'

/o

Jo

/o

prove the relations

^)

integer

(a)

sin n

Jo
x2 " dx

f*

Find

(f)

1-3- 5-.. (2n-l)

Find

(77)

Jl >

yl

2
2
(5) x /a

2/V>

(a) x

/* 1

to four decimals,

a*,

Find centers

8.

Find volumes, centers

() the

1,

7.

yf

2,

z'

(/3)

x2

+ yi = 1,
= (a - &8)f
2

(?></)!

of inertia about the axes in Ex.

?yt

--

(7)

and moments

of gravity,

7P

Vl-xT

= at,

evolute (ax)t

and moments

of gravity

+ y% + z% =

of these curves

xf

(/3)

- 1)

(n

1-3- 5-- -?i


as n is even or odd.
_ 2- 4-6-.. 2 ft

/"ix 2 + l dte

fJ'T

VI -x*

4 6

TT

TT

Find the areas of the quadrants

(a) X?

- 1)

(n

2.4.6---W

__

J(>
6.

= f 2 cosn xdx __
=

xdx

Jo

2f

6.

of inertia of the octants of

x2

(7)

?/

1.

find the average


9. (or) The sum of four proper fractions does not exceed unity
value of their product. (/3) The same if the sum of the squares does not exceed
;

unity.

10.

is

(7)

What

are the results iu the case of k proper fractions

2
Average e-wP-bv* under the supposition ox

11.

Evaluate the definite integral

12.

From

about
13.

1/K.

and

(18)

logr(n +
\

<

12,

and Ex.

<

by

(15')

+a

S H.

differentiation

under the

show that the magnitude

sign.

of J> 2 log

(n)

to

logT(x)dx

|
Jn

2/

and Ex. 13

for

-l

show that the error in taking

23, p. 76,

1\

XH-Mlog
(20),

Z/

for large values of n.

From Ex.
/

(x)

24 n

f>\

dx

about

is

log

(n

x)

+12 logr(n.
\

1\

-).
2/

dx and hence compare

(15'),

</o

show that the small quantity

17

is

about (24 n

12)- 1.

and 10
15. Use a four-place table to find the logarithms of 5
Find the
logarithms of the approximate values by (20), and determine the percentage errors.
!

16.

Assume n

and evaluate the first integral. Take the logarithmic


an approximate expression for T'(n)/r (?i), and in particn = 11. Combine the results to find 7 = 0.578. By more
may be shown that Euler's Constant 7 = 0.577,215,665

11 in (17)

derivative of (20) to find


ular

the value for

compute
methods

accurate

it

17. Integrate (19')

from n
J

the integrals
8

and add - log


bn
2

to

n
n

--

1 to find

gan

J-

_ ga

a definite integral for

(j[{f

Hence

(15').

Subtract

find

logr(n)-n(log7i-l)-logV2ir + -logn=
2

/>o
|

--- +

J-*,\_e

11
da
- e*"

2J

ing it with the one already found or by applying the method of the text, with the
substitution x = n + VsJny, to the original form (1) of r (n + 1).
19.

The

*=-l

relation

TT
k=i

fcTp

sin

7T

27T

sin

sin

---

1)' 7T

-sm-(tl

71

may

2"- 1

n /

e
G_2*IT(\

x'i-1

n=lima

150.

ii-l

The

= -i(
TT
*=i

U-e

error function.

_afari\

j,

*=-i

e "7r

TT
*Li

2t

01

=-

"1

^=

(2i)-i

Suppose that measurements

to

be

-^T
2-i
determine

the magnitude of a certain object be made, and let m^


n be a
,
2
set of n determinations each made independently of the other and each

worthy of the same weight.


2l

=m ~m
i

22

>

Then

the quantities

m -m
2

'"}

>

= mn - m

>

which are the differences between the observed values and the assumed
value m, are the errors committed their sum is
;

It will be taken as a

fundamental axiom that on the average the

errors

in excess, the positive errors, and the errors in defect, the negative
errors, are evenly balanced so that their sum is zero. In other words it
will be

assumed that the mean value

urn.

m^

+m

----

2 -\

-f-

mn

or

~
fb

(m 1

+m

H-----1- ran ) (21)

mn
the most probable value for m as determined from ra w2
a
Note that the average value m is that which makes the sum of the
"
squares of the errors a minimum hence the term least squares."
Before any observations have been taken, the chance that any particular error 5 should be made is 0, and the chance that aa error lie
within infinitesimal limits, say between q and q + dq, is infinitesimal
let the chance be assumed to be a function of the size of the error, and
write
(q) dq as the chance that an error lie between q and q + dq. It
is

<f>

may

be seen that

</

(q)

may

be expected to decrease as q increases

for,

under the reasonable hypothesis that an observer is not so likely to be


far wrong as to be somewhere near
an
ri^ht, the chance of making
error between 8.0 and 8.1 would be less than that of making an error
between 1.0 and 1.1. The function <f>(q) is called the error function,

chance of making an error q is <(&); to Pu^ ^


means simply that (q,] dq is the chance of making
between q{ and <?< + dq.

It will be said that the

more precisely,
an error which

this
lies

<

FUNCTIONS DEFINED BY INTEGRALS

387

a fundamental principle of the theory of chance that the


chance that several independent events take place is the product of
the chances for each separate event. The probability, then, that the
errors q v 2
q n be made is the product
It

is

- m)
The fundamental axiom (21)

when

is

the arithmetic

is

mean

<Kmn

that this probability


of the measurements

is

m). (22)

maximum

ra^ ra2

mn

measured from the mean value, are on the whole less


than if measured from some other value.* If the probability is a maximum, so is its logarithm and the derivative of the logarithm of (22)
for the errors,

with respect to

m is

when q 1
It

of

m)

+ ^ H-----h ? = (w^

m)

(m 1

ra)

_____

$ (m2

<

(mn

<

+ (w - m)
2

_
ra)

----\-(mn

m)

-\

remains to determine
from these relations.
For brevity let F(q) be the function F
<'/<

= 0.

</>

(f>'(q)

to

<j>(q).

Then the

F(^ + f(q^) + --' + F(q n) = Q


In particular

if

^tei)

Then
Next

the ratio

is

when

?1

+ ?2 + ... + ?n = 0.

there are only two observations, then

+ F(& =

and

*(?,)+*(if

which

conditions become

^=

or
^+^=
q^-^
or
F(-y)=-F( ?
).

there are three observations, the results are

=
and ^ + ^ + ^ = 0.
+ ^(? ) + *
F( ?1) + F( ?2) = Ffa = F(- y = Ffa + ?2
F(x) + F(?/) = F(x +
T

^(2
Hence

Now from

the function

1)

('/ 8 )

<>

).

8)

?/)

F may

be determined (Ex.

=
*<?)

45) as F(a;)

9, p.

~
fa = C^ + *

Cx.

Then

log

<^

and
This determination of
be further determined.
</>

(q) decreases as

<

contains two arbitrary constants which may


first place, note that C is negative, for

In the

q increases. Let

7c

2
.

In the second

place, the

Hence

possible values.

all

/-.+,
<j!)

= 1,

(y) <fy

(>'

/-t-

.==(/==/>

between

lie

''^/=l.

17

Km V

or, better,

(</) cfy

<

(//)

dq=

chance that

finally the

oo

<

< + oo

The remaining constant


If k

the observer.

the large value

7c/

that the observer

one _but
;

A-/

VTT

if

for q

7c

is

is

7c

essential

far

more

if

it is

(y) dy,

<f>

represents a certainty and

it

large, the function

VTT for ^

is

is

and

denoted by 1. The integral (23) may be evaluated


= 1 and G - &/VTT. Hence *
VTT//C

is

(23)
is ^e/j,

s*b

>>

<

and

AJ

and y + dq
be given, the chance of an error in

For the chance that an error


an interval

fi~

J-x,

<f>

143).

Then

measures the accuracy of


falls very rapidly from

(</)

and it appears
small error than a large

to very small values,

likely to

make a

falls very slowly from


and denotes that the observer is almost as

small, the function

<

its

value

likely to

make reasonably

large errors as small ones.


151. If only the numerical value be considered, the probability that
the error lie numerically between y and q -f- dfj is

2k
j=e- k*v
VTT
is

2k C*

d<f,

and

7=

e- k*<?dq

V7rJ

the chance that an error be numerically less than

2k

C*
\

vV Jo

e-Wd<i =

Now

/**
2
e-<*fa
f= I
VTrJ,,

(25)

a function defined by an integral with a variable upper limit, and the


problem of computing the value of the function for any given value of
reduces to the problem of computing the integral. The integrand may
is

be expanded by Maclaurin's Formula

r
J[
*

The reader may now verify the fact


if the sum of the squares of the

maximum

that,

with

errors is a

<j,

as in (24), the product (32) is a


as demanded by (21).

minimum

vcuues UL

series is satisiaccory

i/aia

lor X ==

1C

will be

accurate to five decimals.

The probable
which makes

error

i/r()

smaller error

the technical term used to denote that error

is

|; that

is,

the error such that the chance of a

and the chance

is

of a larger error

also

is

This

is

found by solving for x the equation


.

.44311

=jf
The

term alone indicates that the root is near x


.45, and a trial
three terms in the series indicates the root as between
.47 and x = .48. With such a close approximation it is easy to fix
first

with the
03

-+*-

V-*

first

the root to four places as

= k$ =

0.4769

or

0.4769 Ar 1

(27)

That the probable error should depend on k is obvious.


For large values of x
k the method of expansion by Maclaurin's
Formula is a very poor one for calculating i/f() too many terms are

It is therefore

required.
to

descending powers of x.

/&
and

Cvx/

important to obtain an expansion according

Now

>

Cv\K ~""

e~ x*dx

Jx

&

C*-tJC

7T"

' "*

~*""~

Jx X

Cf/tK

Jx

Jx

Jo

xe-^dx=\

/*

J*

|_

The limits may be substituted in the first term and the method of
by parts may be applied again. Thus

in-

tegration

J.

1-3-5

1-3N

2x\
and so on indefinitely.
,

2x*

28

2*x*

It should be noticed, however, that the

-- ..(2-l)e1-3. 5-

term

as

w=

In fact although the denominator is multiplied by 2 a; 3 at each


step, the
numerator is multiplied by 2 n
1, and hence after the integrations by

have been applied so many times that n > xz the terms in the
It is worse than useless to carry the
integrations further. The integral which remains is (Ex. 5, p. 29)

parts

parenthesis begin to increase.

Jx
\J

Thus the
is

integral is less than the last term of the parenthesis, and


possible to write the asymptotic series

it

C* e

with the assurance that the value obtained by using the series will differ
the true value by less than the last term which is used in the series,

from

This kind of series

is

of frequent occurrence.

In addition

mean

to the probable error, the average numerical error and the


square error, that is, the average of the square of the error, are

important. In finding the averages the probability <f> (//) dfj may be taken
as the weight in fact the probability is in a certain sense the simplest
weight because the sum of the weights, that is, the sum of the prob;

if an average over the whole range of possible values


For the average numerical error and mean square error

abilities, is

desired.

.I
IS'I

/""

27c
~~~

'

7""~

tf&

_^

0.5643

2 ,

V-TTJo
9
/*"

7T

It-

= 4

is

0.7071

VTI-JO

It is seen that the average error is greater than the probable error, anc
that the square root of the mean square error is still larger. In th
case of a given set of n observations the averages may actually bt

computed as
ui-|gil
y

Moreover,

+ lgil + -+|g,|

TT
j

= 2q

i
-==

7,
K

2
-.

It cannot be expected that the two values of 7c thus found will be pre
cisely equal or that the last relation will be exactly fulfilled ; but S(
well does the theory of errors represent what actually arises in prao

tice that unless the two values of k are


nearly equal and the relatior
nearly satisfied there are fair reasons for suspecting that the observa
tions are not bona fide.

t<
152. Consider the question of the
application of these theories
the errors made in rifle nractice on a target. Here there are twx

of the central vertical, the other to their


falling above or below the
In other words, each of the coordinates
(x, y) of
the position of a shot will be regarded as
subject to the law of errors
central horizontal.

Then

independently of the other.


-

V TT
will be the probabilities that a shot fall in the vertical
strip between
x and x -{- dx, in the horizontal strip between y and y
dy, or in the
small rectangle common to the two strips. Moreover it will be assumed

that the accuracy


deviations, so that

is
7c

the same with respect to horizontal and vertical

k'.

These assumptions may appear too special to be reasonable. In particular it


might seem as though the accuracies in the two directions would be very different,
owing to the possibility that the marksman's aim should tremble more to the right
and left than up and down, or vice versa, so that kjtkf. In this case the shots would
not tend to lie at equal distances in all directions from the center of the
target,
but would dispose themselves in an elliptical fashion. Moreover as the
is
shooting

done from the right shoulder it might seem as though there would be some inclined
through the center of the target along which the accuracy would be least, and
a line perpendicular to it along which the accuracy would be greatest, so that the
line

disposition of the shots

would not only be elliptical but


would be taken as

inclined.

To

cover this

general assumption the probability

G e- **** - 2 A*y - kVfady,

with

G C

as the condition that the shots lie somewhere.

f e-*'** - AW - *' Vdxdy

=1

See the exercises below.

With the special assumptions, it is best to transform to polar coordinates. The important quantities to determine are the
average distance
of the shots from the center, the mean
square distance, the probable
and
most
the
distance.
It
is
distance,
probable
necessary to distinguish
carefully between the probable distance, which is by definition the distance such that half the shots fall nearer the center and half fall farther

away, and the most probable distance, which by definition is that distance which occurs most
frequently, that is, the distance of the ring
between r and r
dr in which most shots fall.

The probability that the shot

lies

in the element rdrd<f

kz

e-^rdrd^
obtained

2k e~^rdr,

and

by integrating with respect to

shot lies in the


ring

from r

to r -f dr.

is

</,

is

the probability that the

The most probable distance r

is

-0-*VV)

The mean

a
the
ce and
distance

r= f
Jo

= -^T =^f^.

r;)

or

mean

square distance are respectively

2fcV* 'W/'

is

ft

A;

found by solving the equation

_ e -,,|

,,

rp

The

< r^ < <

= *M26.

/C

owing

8862

distance r

Hence

'

**

r
The probable

(30)

(30

/C

2
.

chief importance of these considerations lies in the fact that


Maxwell's assumption, analogous considerations maybe applied

to

Let

to the velocities of the molecules of a gas.

u, v,

be the compo

nent velocities of a molecule in three perpendicular directions so


F = (u* -f v 2 -f w 2)s is the actual velocity. The assumption is made

thai

thai

the individual components u, v, w obey the law of errors. The proba


du
bility that the components lie between the respective limits u and u +
v p,nd v

-f-

dv,

&

w + dw

and

is

M/W/W/l/W/W/ ,

and
C&1JIL

TT VTT

-=
r

2
*
2
e- * v F sin

TT VTT

the corresponding expression in polar coordinates. There will ther


be a most probable, a probable, a mean, and a mean square velocity
Of these, the last corresponds to the mean kinetic energy and is subjecl
is

to

measurement.
EXERCISES
1. If

2.

= 0.04476,

Compute f
Jo

3. State

How

e-*'efo to three places for (a)

how many

the integral to x
4.

find to three places the probability of

terms of

(28)

0.2,

an error

() x

<

12.

= 0.8.

should be taken to obtain the best value

foi

2 and obtain that value.

accurately will (28) determine

f
Jo

e-^cfce

Vir? Compute.

Obtain these asymptotic expansions and extend them to find the general law
Show that the error introduced by omitting the integral is less than the last tern
retained in the series. Show further that the general term diverges when 71 be
comes infinite.
5.

(a)'
^

/o\
(/3)
VP;

a
smx -M
dx

/-^sinx

/ox

(T)

ITT

2x

2 2 x8

cosx2

sinx2

2x

ei

>

Jx

22

2 2z

5)

x /

SB*

/"*>

2 2 J*

/sinx\

Jo

of the average of

any even power

cosx2

...

dx * lar

Find the value

The

\\2-

also for the average of


7.

--\/

Jo

6. (ct)

----- ------- -=
2\2
=

cos x*dx

Jo

2
smx,dx
.

x*

<&>

large.

any odd power 2n + I of the error;


for any power.

(7) also

observations 195, 225*, 190, 210, 205, 180*, 170*, 190, 200, 210, 210, 220*,

192 were obtained for deflections of a galvanometer. Compute A; from the


error and mean square error and compare the results. Suppose the observa-ns marked *, which show great deviations, were discarded compute k by the
o methods and note whether the agreement is so good.
i*,

ian

8.

Find the average value

of the product qq' of

d the average of the product


9.

Show

\q'\

two errors

Vp

1.1284

selected at

random

of numerical values.

that the various velocities for a gas are


1.2247
\/8

--

|g|

Vf

OR7R
k

>

10.

For oxygen

locity is 462.2

0C. and 76cm.

(at

mean square

Hg.) the square root of the

Find k and show that only about 18 or 14


moving as slow as 100 m./sec. What speed is most

meters per second.

Jecules to the thousand are


Dbable ?
11.

Under

the general assumption of ellipticity and inclination in the distrishow that the area of the ellipse fca x2 + 2 Xxy + kf 2 y*
is

tion of the shots

x2 )"

i,

and the probability may be written Ge~ 1Iir(kz kf


i

12.

From

Ex. 11 establish the relations

(a)

G=-V

\2 )

lt

_________
fc

fc'

X2 ,

IT

- X2
13.

Find Hp,

'

2 (WV*

- X2

'

Take 20 measurements of some object. Determine


compare the results. Test other points of the theory.

153. Bessel functions.


HIS

which

2
(fc

*^

- X2

Hf = 0.693, 3, H? in the above problem.

14.

'

The use of

fc

by the two methods

a definite integral to define func-

satisfy a given differential equation

may

be illustrated by

= 0, which at the same time


treatment of xy " -f- (2 n
1) y' -f- xy
ill
afford a new investigation of some functions which have preously been briefly discussed (
107-108). To obtain a solution of

is

equation, or of any equation, in the form of a definite integral, some


type of integrand is assumed in part and the remainder of the

lecial

INTEGRAL CALCULUS

394

so that
integrand and the limits for the integral are then determined
the equation is satisfied. In this case try the form

y(x)

CeP'Tdt,

y'

y"

jite^Tdt,

=
J

where y is a function of t, and the derivatives are found by differenand substitute in


tiating under the sign. Integrate y and y" by parts

Then

the equation^

- C

0,

where the bracket after the first term means that the difference of the
values for the upper and lower limit of the integral are to be taken:
these limits and the form of T remain to be determined so that the
expression shall really be zero.

The

may be made

integral

bracket vanishes
equation.

The result then

integral vanishes,
1 or e"*
0. If

nential will approach

ete (l

y(x)=f
J-i

(1

The

solution

and

~$dt

z(x)

<

when n

and

-f-

)"

V*] =

= f
J+i

In the

fails to

therefore defined only

is

0.

'"
n
t*)

that the

differentia'

and the integrated term will vanish, provided


x be assumed to be real and positive, the expo
when t = 1 -f- iK and K becomes infinite. Henc<

are solutions of the differential equation.


infinite integral

by so choosing
a simple

is

- #)n ~ *,

T = (1
The

to vanish

this calls for the integration of

- t ) n ~^dt

(31

the integral

is ai

to

(l

first

converge

when n

>

\.

when n^
The second

is always an infinite
integral because one limit is infinite.
examination of the integrals for uniformity is found below.

tegral

'

Consider

f
Ji
From

J/

e^'(l

el a '(l

- <T~ ^ dt =

V'(li

~idt with n

<i

Th<

so that the integral is infinite.

considerations of

+1

(1

n- 1
cosxtdt
t")

symmetry

-idt =1 r

the second integral vanishes.

+1

|/-i

C \1 -

t/i

(l-f2)-i COSZfc&

)"

* sin Mt.

Then

S J-i
f V -")*-* dt.

in

The second

ble.

f"

e<Xi+ *)(!

Ju =

be written with

may

integral (31)

_T+1u

iu,

as

-*zdu]

=1+

fV*(4w + u*)i n -ldu.

i/O

integral converges for all values of x>0 and w>


|. Hence the given inteconverges uniformly for all values of x 2= x > 0, and defines a continuous
when z = it is readily seen that the integral diverges and could not
fine a continuous function. It is easy to justify the differentiations as before.

iis

il

notion

The

first

form of the solution

fl
= T e

ixt

(or)

(l

"

2
i

)"

* dt

be expanded in series.

may
r +l

(1

2
i

)"

* cos xtdt

J-i

J-i
l

= 2 r (l-t ) n -*Gosxtdt
i

(32)

Jo

T 2/2

<rV*

T8 /6

r 8 / 8\

'*'

<ll< 1
Each

he expansion may be carried to as many terms as desired.


le terms separately may be integrated by B- or T-f unctions.
f*

of

(i

JT

r(2 A

+ i)r( + + 1)

_
"
2*

/c

r(k

+ i)r(n

-j-

+ 1)

then taken as the definition of the special function Jn (x), where the
may be carried as far as desired, with the coefficient for

xpansion

le last term.

If

is

an

integer, the F-functions

may

be written as

ictorials.

154.

The second solution of the

differential equation,
/>l + ioo

ty t (x)

2 has been inserted for convenience,

rhere the coefficient

imposes more useful than the


3

=J

namely

- 2 e<*(l - ff-idt,

first.

It is

is

(31')

for

some

complex, and, as the equation

its real part


a; is taken as
real, it affords two solutions, namely
pure imaginary part, each of which must satisfy the equation. As

real a,nd

nd
'(x)

its

converges for #

and &(x) diverges

for

jc

= 0,

so that y^x) or

it follows that
y(x) and y^x) or y(x) and yz (x) must be
independent and as the equation can have but two independent solutions, one of the pairs of solutions must constitute a coiu-

yz (x) diverges,

op

= y(x)
plete solution. It will now be shown that y^x)
and that Atj(x) + #//2 (-'') is therefore the complete solution of xy" + (2 n + 1) //' 4- xy = 0.
Consider the line integral around the contour 0, 1
,

+ oo

OPQRS. As

the integrand has a


continuous derivative at every point on or within the
contour, the integral is zero ( 124). The integrals along
1 4-

ei,

the

little

oo

i,

t,

0,

or

quadrant PQ, and the unit line

RS

at infinity

may be made

small as desired by taking the quadrant small enough and the line

enough away. The integral along SO


t

is

pure imaginary, namely, wit!

=2 if

Jo

^/.fO

The

integral along

OP

is

cp

complex, namely

-\

=-2 f

(1

n~ *
t*)

cos arfd*

t^O

+ f -

2e

JQ

where

and

r*

Jo

Jo
Hence

af

fai

-21 f
^/O

(1

w (l - <) n -^ 4- + 2 i f
^
Equate

real

6-^(1

Jo

^2 are small.

2 n
?;

and imaginary

sin

juifrf*

4-

+ n*)ld

parts to zer<

separately after taking the limit.

(1

/I (1

9
it

)"

<>)

"4 cos xtdt

= ?/0) = /^ r + '-

_2

i s in

a;^

XQO
I

-H

*/o
1

The

signs /^

parts.

The

ti (-v\

and

j? are

used to denote respectively

identity of y (x)
na ft

is -frmnrJ

+ 10

and

f.-

and imaginary
and the new solu

real

y^(x) is established
f

It is

E)

now

possible to obtain the important expansion of the solutions


in descending powers of x. For

and yz (x)

>..

*,

_2eto (l-* )"-*cft =


2

-2ie*-**(u*

Jo
ice

=/=

"*(_. i)-

0,

+i

the transformation
c

<vi

Jo

=2-

?^a;

= v is

f Yv-l/l +
+

permissible

and

gives

V-*rfw
2x /

v-v'[>-H)3 f YV

- -c/O

,!Lzii=

_i_

/)/

(
i

re

i)(*
ii-i

expansion by the binomial theorem may be carried as far as debut as the integration is subsequently to be performed, the
ues of v must be allowed a range from
to oo and the use of
e

ed;

ylor's

Formula with a remainder

iverge.

The

is

required

result of the integration

the series would not

is

(3*)

],

ere

Q (x)

==:

~
aX

O /o
(u Xjvi

^~

'

'

'

2!(2:r)
ke real

and imaginary parts and divide by 2 nx~ n ~VTrT(n

^).

Then

)]
two independent Bessel functions which satisfy the equation (35)
107. If n +
is an integer, P and Q terminate and the solutions
expressed in terms of elementary functions ( 108) but if n -fnot an integer, P and Q are merely asymptotic expressions which do
s

terminate of themselves, but must be cut short with a remainder


because of their tendency to diverge after a certain point; for

erably large values of


i

Kn (x)

x and small values of n the values

of

Jn (x)

may, however, be computed with great accuracy by using

./o

n
n
/c Hfactors previous to T (n + ^) combine with n
1, whic
occur in the fcth term of the binomial expansion and'give the numerators of tl
terms in
and Q. The remainder term must, however, be discussed. The integri

The

$,,

form

(p.

67) will be used.

r
==
1
Jo
o

Let

it

1)1

be supposed that the expansion has been carried so far that n

Then (1
Hence

\R,\

<

(k

'

vi/2x)

Jo

n~k~ z
is

tk

~l

numerically greatest

when

and

is

<

fc

then equal to

\(

(fc-l)l

fc!

(2 z)*

(2cc)*

and

when k > n I the error made in neglecting the retnai:


term kept, and for the maximum accuracy the series fi
off between the least term and the term just following,

It therefore appears that

der

is less

P+

than the

last

iQ should be "broken

EXERCISES
Solve v,y"

1.

A f2.

Expand

(2n

-f

-*V~*e

the

first

xy

l)y'
rt

by trying

Te?* as integrand.

+ 3/~V-:i) n ~*ertat

d*

solution in Ex. 1 into series

Try T(l -tx) m on x(l

3.

x)y"

+ [y- (a +

/3

n >_j.

x>0(

compare with y(ix) above.

+ l)x]y'-

a/3y

0.

/.a

One

solution

is

W -1(1

t)v

/o

4.

Expand

-^-i(l

te)~ di,

/3

>

0,

Ixl

3,

the solution in Ex. 3 into the series, called hypergeometric,

1-2. 37(7

1) (7

5. Establish these results for Bessel's /-functions

(a)

Jn (x) =

2ViiT(n +
(/) eTntx)

=7T

<#>

cos (x cos <f>)

2)

d<j>,

n>

J,

^)'

^- n
(55

sin 2 "

/0

C
1)

t/o

sin2

cos (* cos 0) d0,

= 0,

1, 2,

< 1,

7.

Find

the equation of the second order satisfied- by

8.

Compute /(!)

0.7652

(4!)

0.2239

10. Prove, from the integrals, JQ(X)

n~i
sin xtdt.

(3!)

(2)

0.10

(2!)

9.

|(1

Jo

vS

~6

3-4

(5!)

= 0.0000.

(2.405)

J^x) and [x~ "/"]'

x- n/n +i.

Show

that four terms in the asymptotic expansion of


+ iQ when n
2 and that the error may be about 0.002.
give the best result when x

11.

12.

From

13.

Show

form

for

the asymptotic expansions compute

<7 (3)

as accurately as

may

be.

are nearly of the


that for large values of x the solutions of Jn (x)
mr and the solutions of n (x)
TT +
of the form kir + i IT + ^mr.

-J-

/ (x) and y = Jj(x) by using the series of ascend14. Sketch the graphs of y
ing powers for small values and the asymptotic expressions for large values of x
15.

16.

rv

From JJx) =
f\

Show

Jo

show

cos(xcos<f>)dtt>

Va2 +

00

^ 0.

when a

er ^J^x) dx converges uniformly

n 00
17. Evaluate the following integrals

(8)
^'

(7)

sin

axJQ (bx) dx

Va

= VxJn (ax),
*f
L dx
ft,

19.

With

(a)

W (a)j; +1

|^)

aJ,(a)

on

01
Show

T , K
jr/z)

20.

as 6 2

or

^+
dx2

T=

6 2 or &2

(a

a- or

=
^^)M
x
/

(&)

/.I

a2

Jo

~ -2

>

a2

J
-,

aj;(6)j; + i(a)

0.

> 62
If v

dxjo

( xJn (ax)Jn (l)x)dx.

^o

a2

(i

>

the aid of Ex. 18 establish the relations

= b-

(bx)dx

show

_u

>

as a 2

or

=
rcosax Jo(6x)dx
ov

18. If

Jo

/o

(8)'

(a)

= -or sin~i^ as a>6>0orb>a>0,

C^sincKcJJbx)^x
Jo

2
(6

- a2 f
*/o
)

Vi~Jn (&x),

6*

CHAPTER XV
THE CALCULUS OF VARIATIONS
155.

The treatment

of the simplest case.

r*B

/>

F(x,y,

cJ A
where

<J>

is

=
y')dx

integral

(1

*(ac, y, dx, dy),

cJjt

ated along any curve

and dy, may be evalu


A and B by reduction to ai

of the first degree in dx

homogeneous

C between the limits


if C is given by y

For

ordinary integral.

The

/B

f(x),

y^X,
'

J*

cJ*
and

if

is

given by x
I

</>(),

^(t),

B
<

(x, y. dx,

dy)

f'

C JA

<&

(<f>, tfs,

<{> ,

\f>)

dt.

Jt,

The ordinary line integral


= Pdx -f Qdy and F = P

<I>

122)

Qy'.

is merely the special case in whic


In general the value of 7 will depen

on the path C of integration the problem of the calculus of variation


find that path which will make I a maximum or minimum felatii
;

is to

to

neighboring paths.
where 77 (x) is a small qua]
If a second path C t be y =f(x)
17(2;),
tity which vanishes at x and x lt a whole family of paths is given by

y f(x } + ari (x }>


and the value of the integral
I (a)

= C
Jx

*F(x,

/+

ar,,

f+

"t

(x o)

= ^ (x ^ ^
i)

ar, )

dx,

(!')

taken along the different paths of the family, becomes a function of a; in particular 7(0) and 7(1)
are the values along C and C r Under appropriate assumptions as
the continuity of F and its partial derivatives F'x Fy, F'u ,, the functic

7 (a) will be continuous and have a continuous derivative which

ma

/ '(0)

[,/?;(*,

?/)

+ VF;(*,

y,

or

minimum

relative to all neighboring

y ')] <fe

(2)

^o
and

if

is

to

curves,

it is

small.

It

is

make

maximum

necessary that (2) shall hold for any function y (x) which is
more usual and more suggestive to write 77 (x)
8y, and to

say that Sy is the variation of y in passing from the curve C or y


f(x)
to the neighboring curve C' or y = f(x) + 17 (cr). Erom the relations
y' =/'(*),

tion this

is

is

c% =

*'(*)

|>

C with

the slope of C v it is seen that the variation


the derivative of the variation. In differential nota-

connecting the slope of

of the derivative

V=

+ V(),

=/

>/'

8dy,

where

it

should be noted that the sign

8 applies

changes which occur on passing from one curve C to another curve C t


and the sign d applies to changes taking place along a particular curve.
to

With

these notations the condition (2) becomes

P(F;8y

Jx

4- F^Sy')

dx

= C

*8Fdx

= 0,

(3)

Jx

where 8F is computed from F, By, 8y' by the same rule as the differential
dF is computed from F and the differentials of the variables which it
contains. The condition (3) is not sufficient to distinguish between a

maximum and

minimum

or to insure the existence of either

neither

in elementary calculus sufficient to answer


these questions relative to a function g (x) in both cases additional conIt should be remembered, however, that
ditions are required ( 9).

is

the condition

ff'(x)

these additional conditions were seldom actually applied in discussing


maxima and minima of g(x) in practical problems, because in such oases

the distinction between the

two was usually obvious

so in this case

the discussion of sufficient conditions will be omitted altogether, as in

58 and 61, and (3) alone will be applied.


integration by parts will convert (3) into a differential equation
of the second order. In fact

An

r'

X
Hence

FWdx=

r*

(Ffoj

F'y
J*<,

I*

y
,~8ydx=\F'
,8y\
L
_K

+ F;%') dx =

P
J*

(p'v
\

x
d
- r Syi

^*

~ F'\ydx =
ax

0,

(3')

integrated term [Fy,8?/] to drop out.


^v

"

For
that

"'

dx

8y

must be remembered

it
is

small,

and

if

=y

that the function 8y

F'y , in

F'v

gx^

of the interval #

Then

(3')

(x~)

any function

is

did not vanish at every point

xv the arbitrary function 8y could be chosen

to agree with it in sign, so that the integral of the product would necessarily be positive instead of zero as the condition demands.

The method of rendering an integral (1) a minimum or maximum,


up the differential equation (4) of the second order
and solve it. The solution will contain two arbitrary constants of inte156.

is

therefore to set

gration which may be so determined that one particular solution shall


pass through the points A and B, which are the initial and final points
of the path C of integration. In this way a path C which connects A

and B and which

satisfies (4) is found under ordinary conditions the integral will then be either a maximum or minimum. An example follows.

Let

it

be required

to

render I

J
*o

- Vl +
y

y'

z dx

maximum
dF

W
"

is

the desired equation


(yy'Y

The curves

(4).

It

is

+1 = 0,

yy'

+ x = cv

y*

(x

is

minimum.
1

= y'

or

exact and the integration

or

Vl + y'2

yV"

y'

immediate.

- c^ 2 = c r

From this fact it is easy


by a geometrical construction to determine the curve which passes through two
A (x y ) and B (x v yj the analytical determination is not difficult.
The two points A and B must lie on the same side of the x-axis or the integral J
will not converge and the problem will have no
meaning. The question of whether
a maximum or a minimum has been determined may be settled by taking a curve
C l which lies under the circular arc from A to B and yet has the same length.
The integrand is of the form ds/y and the integral along C7 t is greater than along
the circle C if y is positive, but less if y is negative. It therefore appears that the
integral is rendered a minimum if A and B are above the axis, but a maximum if
are circles with their centers on the x-axis.

given points

they are below.

or

For 'many problems it is more convenient not to make the choice of x


y as independent variable in the first place, but to operate symmetri-

cally with both variables

upon the second form of

integral of the variation of

(1).

Suppose that the

be set equal to zero, as in

(3).

= U.

i/^

Let the rules Sdx = dx and Sdy = dSy be applied and let
which contain dSx and doy be integrated by parts as before.

= C

8*

As A

and

- cte^&c + (*; - d*; )8y] +

[(*;

[*;,>

the terms

+ *^fy]* = 0.

are fixed points, the integrated term disappears. As the


be arbitrary, reasoning as above gives
Sij may

variations Sx and

rf)
^x

__

fi.&

^^"wa;

&y

rr^;
^^
3

ftCl>

tiy

r Vl1
^"^

fA.^\

y"

If these two equations can be shown to be essentially identical and to


reduce to the condition (4) previously obtained, the justification of the
second method will be complete and either of (4') may be used to deter-

mine

the solution of the problem.

Now

by

the identity $(z, y, dx, dy)

= F(x,

dy/dx)dx gives, on differentiation,

y,

Substitution in each of

the ordinary rules for partial derivatives.

F'x dx

= -F'y dy +
Hence each

of

(4')

r ds
is

y'dF'y ,

=-

=
J

dy =

p'

(4),

as

was to be proved.

- s

0.

--

reduces to the original condition

r*o
J

gives

- Fydy - F'y ,dy' + Fy,dy' + y'dF'y

Suppose this method be applied to

(4')

Then

oy

/[

yds

yds

yds

where the transformation has been integration by parts, including the discarding
of the integrated term which vanishes at the limits. The two equations are
d

^=
yds

+ ^ = 0;
<^
y
yds
2

and

^yds

=1
cx

to
integral of the first. The integration may then be completed
find the circles as before. The integration of the second equation would not be so
is

the obvious

simple.
offered

In

l>y

first

the advantage of the choice of one of the two equatwns


method of direct operation is marked.

some instances

lids

LNTJSGBAL (JAUHJJAIS

404

EXERCISES
1.

2.

3.

The

Treat

shortest distance.

Treat

Vclr

2
r'*d<j>

for a

(1

minimum

velocity acquired at a distance h below

Hence

)^dx for a minimum.


in polar cobrdinates.

is v

the time spent in passing from

quickest descent from


is

If a particle falls along

T/ie bracMstochrone.

lowed.

y'

any curve from

= ~V'2gh regardless of
A to B is T = dn/v.
I

to 2J is called the brachistochrone.

Show

to #, the
the path fol-

The path

of

that the curve

a cycloid. Take the origin at A.


4.

The minimum

5.

The curve

surface of revolution

minimum moment of
that the

is

found by revolving a catenary.

which joins two points

of constant density

of the plane

and has a

c^ = sec (3 + c

inertia with respect to the origin is


of less than 60

two points must subtend an angle

minimum

6.

Upon

the sphere the

7.

Upon

the circular cylinder the

8.

Find the minimum

9.

Minimize the integral j


J

2 ).

Note

line is the great circle (polar coordinates).

minimum

line is the helix.

on the cone of revolution.

line

/*

157. Variable limits

4>

at the origin.

ri

/dx\ 2

l_2

\dt/

-ml

x
+-n
2
2

~\

\dt.

and constrained minima. This second method

of operation has also the advantage that

it

suggests the solution of the

problem of making an integral between variable end-points a


or minimum. Thus suppose that the curve C which

shall join some point


of one curve T O to
point B of another curve TV and which shall

a given integral a minimum or maximum,

is

maximum

some

make

desired.

place C must satisfy the condition (4)


or (4') for fixed end-points because C will not give
a maximum or minimum value as compared with

In the

first

other curves unless it does as compared merely with all other curves
which join its end-points. There must, however, be additional conditions which shall serve to determine the points A and B which C connects. These conditions are precisely that the integrated terms,
all

x 8x

which vanish

+ S^fy

identically

when

= 0,

for

A and

for B,

(5)

the end-points are fixed, shall vanish at

CALCULUS OF VARIATIONS
For example,
terms,

in the case of

which were discarded, and the

yds

dyZ

405

treated above, the integrated

resulting conditions are

+ dy5y"f~

dxSx
yds

^+

dxdx

l
'

'

yds

\A~

yds

Here dx and dy are differentials along the

circle

C and

Sx and 5y are to be inter-

preted as differentials along the curves T and T^ which respectively pass through
aud 11. The conditions therefore show that the tangents to C and T at
are

perpendicular, and similarly for C and I\ at B. In other words the curve which
renders the integral a minimum and has its extremities on two fixed curves is the
circle which has its center on the x-axis and cuts both the curves
orthogonally.

To prove the rule for finding the conditions at the end points
prove it for one variable point. Let the equations

it

will be suffi-

cient to

determine

and

.#'

x
where

(7

Ct

and

common

with the

initial

upon r r As parametric equations

= XB +

al

(s),

= yK +

point

and

different terminal points

of I\, take

bm(s);

al'(s),

oS

oS

= 6m'(s),

represents the arc along Y l measured from JS, and the functions
from at B to 1 at B'. Next form the family

l(s)

and

m(s) vary
x

<f>(t)

which

all

(s)

f (i),

(<)

pass through ^4 for

+ m (s)

'
7;

((),

0'

and which for

if,

y'

=^+

mi;',

describe the curve r r

Consider

g (s)

'* (x

(s)

?7i

(s)

TJ,

x'

If, y'

mi?')

*,

(6)

^'o

which

the integral taken from


to T t along the curves of the family, where
y' are on the curve C corresponding to s = 0. Differentiate. Then

is

#1 y> K',

mean differentiation with regard to s when upon g, or ?n, but


when on sc or y, and partial differentiation when on $, and where
has a maximum or minimum when
4> is as in
(6). Now if g(s)

where the accents


with regard to
the
3

argument
0,

of

i,

then

;(,

y,

',

y')

m'(0)

^+

J'(0)

f*^ + m'(0) 7,%,]

<tt

o.

tney coum oe seen to vanisn aiso xor ine reason tnat f ana y an
(1 ) ana vanisn
arbitrary functions of t except at t = t and t = t v and the integrated term is s
constant. There remains the integrated term which must vanish,
;

l
,

o.

The

condition therefore reduces to its appropriate half of (5), provided that, ii


interpreting it, the quantities 8x and dy be regarded not as a = f (tj and 6 = ij (ij
but as the differentials along I\ at B.

158. In many cases one integral is to be made a maximum or minimun


subject to the condition that another integral shall have a fixed value

C* F(x,

Jx

y,

y')dx

/=

^',
'

G(x,

y,

= const.

y^dx

(7

X(>

For instance a curve of given length might run from A to 13, and th
form of the curve which would make the area under the curve a maxi
mum or minimum might be desired to make the area a maximum o
minimum without the restriction of constant length of arc would b
;

by taking a curve which dropped sharply from. A, ir


closed a large area below the ce-axis, and rose sharply to B the are
could be made as small as desired. Again the curve in which a chai:

useless, because

would hang might be required. The length of the chain being giver
is that which will make the potential energy
minimum, that is, will bring the center of gravity lowest. The prol

the form of the curve

lems in constrained maxima and minima are called isoperimetric prol


lems because it is so frequently the perimeter or length of the curv

which

is

given as constant.

method of determining constrained maxima and minim


by means of undetermined multipliers be recalled ( 58, 61), it wl
If the

appear that the solution of the isoperimetric problem might reasonabl


be sought by rendering the integral

I + \J =
a

maximum

or

+ A<7 (*, y, y )] dx
1

Jx

F(x,

minimum. The

y, y'}

solution of this problem

(*

would contai

three constants, namely, \ and two constants c c of integration. Th


v 2
constants c l} cz could be determined so that the curve should pass throug

A and B and

the value of X would

a manner that the integral


the method of solution,

still

remain to be determined in sue


This

should have the desired value.

consider

=/(x)

two-parametered family of curves near to C. Then

V =f(x)

om (x)

+ ft (x),

=^=

r;

= fj =

0,

g (a,

= f V(x,

/3)

?y

ttT/

2/

0:77

+ j3f,

/Sf,

/+

ai)'+ jSf) to,

(0, 0)

=I

^o
r

'

= f G (x,
'

7i

(cr, /3)

y'

aij'

= J = const.

dx

|8f

^0

ivoulcl

mum
ire

be two functions of the two variables

or

maximum

required.

of g

(cr, /3)

a and ft. The

conditions for the mini-

at (0, 0) subject to the condition that h(<x,

ft)

= const.

Hence

fl(0, 0)

X/C(0, 0)

(F;

Ps(0, 0)

0,

+ xcg +

v(^;,

X^(0,

xe;,)

0)

= 0,

czx

o,

<ZX

o.

By integration by parts either of these equations gives

(F+XG);-A(F+XG);, =
and

0;

(9j

be applied to an. example.


Required the curve which, when revolved about an axis, will generate a given
volume of revolution bounded by the least surface. The integrals are
the rule is justified,

Make

will

2 TT

ds

r ^i
min.,
J *o yds,

\y*dx) min.

J=

TT

**"!

y2 (c,

const.

^o
or

^f %

(|/ds

Xy

2
dte)

= 0.
=

Hence

XcZ(y

cZ

ds

or

ds

5
ds

2 \ydx

0.

The second method of computation has been, used and the vanishing integrated
terms have been discarded. The first equation, ie simplest to integrate.

Vy* - X2 (q

y2 ) 2

The variables are separated, but the integration cannot be executed in terms of
elementary functions, If, however, one of the end-points is on the ic-axis, the

VI -

\V

In tliis special case the curve is a circle. The constants c t and X may be detei
mined from the other point (Xj, yfi through which the curve passes and from th
value of J = v the equations will also determine the abscissa x of the point o:
the axis. It is simpler to suppose x =
and leave x r to be determined. With thi
;

()

procedure the equations are


<.*

K-c

or

xl

ir~ i

^=I,

+
o

+ Syfo-

xf

and

2 )2

j>

OU

+ V9v'2 +

[(3 u

^g-gCxf-Sc^ + B^O,

=
7T

c2

0,

yf)i'

t'l

"

(3

EXERCISES
1.

their

mum

Show

line from one curve to another in the plane


the ends of the catenary which generates the inin
surface of revolution are constrained to lie on two curves, the catenary sha

conunon normal

be perpendicular
curve
2.

minimum

that (a) the

is

(/3)

if

curves

to the

(7) the

brachistochrone from a fixed point to

the cycloid which cuts the curve orthogonally.

Generalize to show that

gral of the

form

if

a
j F(x, y)ds

the end-points of the curve which makes any

maximum

or a

minimum

inti

are variable upon tw

curves, the solution shall cut the curves orthogonally.


3.

Show

that

the integrand

if

condition for the limit

<f>(x, y,

becomes

(/1/

4.

Show

strained to

that the cycloid


lie

5.

which

on one curve T

where the tangent

to

is

is

x t ) depends on the limit

dx, dy,

^Sx + $'

5y

Sx

a^,

tli

1=0.

the brachistochrone from a point JL, coi


must leave r at the point .
T l at the point of arrival.

to another curve I\

parallel to the tangent to

Prove that the curve of given length which generates the minimum surfac

of revolution is

still

the catenary.

the area under a curve of given length is to be a maximum or mim'nmn


the curve must be a circular arc connecting the two points.

6.

If

7.

In polar coordinates the sectorial area bounded by a curve of given length


or minimum when the curve is a circle.

maximum
8.

curve of given length generates a


The elastic curve

revolution.

maximum

or

minimum volume

-/;
10. Discuss the reciprocity of I

mum
/ is

or

minimum when J

is fixed,

and
and

is, the questions of making I a maximaking J a minimum or maximum when

J, that

of

fixed.

11.

solid of revolution of given

attraction

on a point at

its axis.

mass and uniform density exerts a maximum

Ans. 2X(x 2

)a

= 0,

the point

if

is

at the

origin.

159.

Some

generalizations.

Suppose that an integral

.<

1=1

F(x,

JA

y, y',

*,',- -}dx

pli

JA

$ (a;,

dx, y, dy,

z,

dz,

(10)

two or more dependent variables


(of which the integrand contains
with respect to the independent
and their derivatives y', %',
?/,,
variable x, or in the symmetrical form contains three or more variables
aud their differentials) were to be made a maximum or minimum. In
case

there

only one additional variable, the problem

is

still

has a geo-

metric interpretation, namely, to find

a curve in space,
less

than

all

which

will

make

neighboring curves.

reasoning will

show that necessary

*-S^^-^^ = 0,

or

the value of the integral greater or

A slight modification of the previous


conditions are

= 0,

<f>:-d

and

*;-^

?/

*-J^'

da

,=

where of the last three conditions only two are independent. Each of
differential equation of the second order, and the solution of
(11) is a

two simultaneous equations will be a family of curves in space


dependent on four arbitrary constants of integration which may be so
determined that one curve of the family shall pass through the end-

the

points

A and

B.

Instead of following the previous method to establish these facts, at


older and perhaps less accurate method will be used. Let the varied
values of y, z,

y + 8y,

y',

',

+ te,

be denoted by
y'

+ 8y',

'

+ &',

*y'

= f
Jx

'[F(x, y

ST/,

= C \Fdx = f
Jx

Jx

y'

\Ffiy

Sy',

+ 8,

'

-1-

&')

- F(x,

y, y', *, z')]dx

+ ^'V + F.'&s + ^fe') dz +

F has been

expanded by Taylor's Formula* for the four variable!


which are varied, and " -\---- " refers to the remainder or th<
subsequent terms in the development which contain the higher powen

where
?/,

y', z, z'

of 8y, By', 8*, cV.

For
order

sufficiently small values of the variations the terms of highe:


be neglected. Then if A/ is to be either positive or nega

may

tive for all small variations, the terms of the first order which changi
in sign when the signs of the variations are reversed must vanish anc

the condition becomes

+ F^8y' + F&
Integrate

-f J^&B')

dx

r*i

8Fdx

= 0.

(12

Jx

by parts and discard the integrated terms. Then

* In the
simpler case of

and with the expansion

155 this formal development would run as

AI= 8I-\-- 5 2 -- 58 /H
2

-it

3!

would appear

that

The terms 81, 5 2 /, 5 8 7,


are called the first, second, third,
variations of the integra
I in the case of fixed limits. The condition for a maximum or minimum then hecomei

81= 0, just as dff = is the condition in the case of g (z). In the case of variable limit!
there are some modifications appropriate to the limits. This method of procedure sag
gests the reason that 5x, Sy are frequently to be treated exactly as differentials. It als<

would he criteria for distinguishing between maximi


suggests that 5 2 / > and S 2 ! <
and minima. The same results can be had by
differentiating (!') repeatedly under tin
No emphasii
sign and expanding 7 (a) into series; in fact, 51= 7. '(0), 527= 7"(0),
.

has been laid in the text on the suggestive relations

51=

5$ for variable

mentary

results

modernity.

limits (variable in

y,

57= CdFdx

but not in

t)

for fixed limits

because only the most

o;

ele

were desired, and the treatment given has some advantages as *

As 8y and

8z are arbitrary, either may in particular be taken


equal to
while the other is assigned the same sign as its coefficient in the
and
hence
the
would
not
vanish unless that coeffiintegral
parenthesis
;

Hence the conditions (11) are derived, and it is seen


would be precisely similar conditions, one for each variable
no matter how many variables might occur in the integrand.

cient vanished.

that there
y,z,

Without going
fact

at all into the matter of proof it will be stated as a


maximum or minimum of

that the condition for the


/ 4>
(x,

which

of

may

dx, y, dy,

z, dz,

8*

is

.)

= 0,

be transformed into the set of differential equations

which any one may be discarded

&dx8x + *^8y + &

dz 8z

as

dependent on the rest

-{

at

0,

A and

and

at B,

where the variations are to be interpreted as differentials along the loci


upon which A and B are constrained to lie.
It frequently happens that the variables in. the integrand of an integral which is to be made a maximum or minimum are connected by an
equation. For instance
(x,

dx, y, dy,

z,

S (x,

dz) min.,

possible to eliminate one of the variables


and proceed as before but
means of 5

and

It is

introduce an undetermined multiplier


S(x, y, z)
if

follows

the variations be treated as differentials.

no matter what the value of

annul the coefficient of

8z.

X.

S'v 8y

as the

Hence

Let the value

Then

is

it

of

= 0.

(14)

its differential

by

usually better to

From

58, 61).

S'x 8x

y, z)

S'z 8z

if

X be so chosen as

two remaining

to

variations are

independent, the same reasoning as above will cause the coefficients of


8x and 8y to vanish and

V> K )

Ms =
,

..

v-

-Liiese lines

dxSx

are caned

+ di/Si/ + dz&z

/.

ttie

C\ dx

geoaesics.

ds

Sx

men

d'l *

+ d -f 8y -M
,

<&?

flfs

M' =

as

and

dz

S*
f/S

,+

(16)

'

"'

In the last set of equations X has been eliminated and the equations,
taken with
geodesies.

S = 0, may be regarded as the differential equations of the


The denominators are proportional to the direction cosines

of the normal to the surface, and the numerators are the components of
the differential of the unit tangent to the curve and are therefore pro-

portional to the direction cosines of the normal to the curve in


lating plane. Hence it appears that the osculating 2^ane
curve contains the normal to the surface.

fa

its

oscu-

ffaodenu:

The integrated terms dxdx + dySy -f- dzSz = Oshow that the least geodesic which
connects two curves on the surface will cut both curves orthogonally. These terms
will also suffice to prove

a number

of interesting theorems

which

establish

an analogy

between geodesies on a surface and straight lines in a plane. For instance The
locus of points whose geodesic distance from a fixed point is constant (a geodesic
circle) cuts the geodesic lines orthogonally. To see this write
:

fp
I

ds

const.,

'JO

f-p
/

Jo

ds

= 0,

rp
S

Jo

ds

= Q.

rp
I

dds

= dxSx +

JO

dySy

dzSz

The

integral in (16) drops out because taken along a geodesic. This final equality
establishes the perpendicularity of the lines. The fact also follows from the state-

ment that the

geodesic circle and its center can be regarded as two curves between
which the shortest distance is the distance measured along any of the geodesic
radii, and that the radii must therefore be perpendicular to the curve.

160.

The most fundamental and important

single theorem of mathe-

matical physics is Hamilton's Principle, which is expressed by means


of the calculus of variations and affords a necessary and sufficient condition for studying the elements of this
kinetic
subject. Let T be the
energy of any dynamical system. Let Xi} Yi} Z be the forces which
act at any point xit yi}
of the system, and let 8^, 8//,-, 8z represent
{

displacements of that point.

Then the work

is

P(O

Hamilton's Principle, states

f
J

+ 'oW)at = f

\8T

'[87'

-i J ,J

the time inter/ml

tliat

+V

(A'&c

FSy

ZSzftdt

(17)

J'o

'o

vanishes for the actual motion of the system.


a potential function V, then 8
8 V and

If in particular there is

W=

f 'S(r -

7)cft

f \T -V)dt=

0,

(17')

and the time integral of the

maximum

difference between the kinetic

and potential

minimum for the actual motion of the system


as compared with any neighboring motion.
cnurffu'x

if

((,

<

Suppose that the position of a system can be expressed by means of n independent variables or coordinates q^ q 2
Let the kinetic energy be expressed as
-, q n
.

a function of the coordinates

and

their derivatives with respect to the time.

work done by displacing

the single coordinate qr be 5


work, in view of the independence of the coordinates, is
the

W= Q

r 3<jv,

Let

so that the total

-----j-

Q 1 82 1 + Q2 dq^

Qndqn

Then

+ Qn 8q n)dt.
Perform the usual integration by parts and discard the integrated terms which
vanish at the limits

=t

and

v Then

In view of the independence of the variations Sq v Sq2

i^_^ =0
dt

Vl

^L-^=O^
dt

'

dq 2

8g x

Sflj

Sqn

i^_!i =0Y

'

dl dq n

dq z

"'

<i8\
V
'

dqn

These are the Lagrangian equations for the motion of a dynamical system.* If
there is a potential function
<?), then by definition
(q^ g2

=-

Q2

,
'

=-,
'

eL
dL
---=
d

3^

=-~,

a^j

SL
dL
---=
d

0,

dt dq z

dq z

n
0,

'

3?n
-.

9?i

^ =~ ...=^ ~=
8? 2

8L
d dL
---=
dt Sq n

8tf
.

0,

_
_
L=
T

Tr

F.

dqn

motion have been expressed in terms of a single function L, which


the difference between the kinetic enerev T and notential function V. Bv

The equations
is

O" ~

'

S? 2

8ffi

Hence

...

of

may be specified by
as the

n coordinates, and which has a potential function, may be stated

of rendering the integral

problem

kinetic energy
ing the results.

T and

potential function

Ldt a

maximum

F may

minimum

or a

contain the time

both the

without chang-

For example, let it be required to derive the equations of motion of a lamina


lying in a plane and acted upon by any forces in the plane. Select as coordinates
the ordinary coordinates (x, y) of the center of gravity and the angle <p through
which the lamina may turn about its center of gravity. The kinetic energy of the
2
Now if the lamina be moved a
lamina (p. 318) will then be the sum |Jfu 2 +

^w

X de-

distance Sx to the right, the work done by the forces will be X5x, where
notes the sum of all the components of force along the x-axis no matter at

what

points they act. In like manner Y8y will be the work for a displacement Sy. Suppose next that the lamina is rotated about its center of gravity through the angle
of any point is rS< where r is its distance from the
Sift ; the actual displacement

center of gravity. The work of any force will then be Rrd</> where R
ponent of the force perpendicular to the radius r but lir = $ is the
the force about the center of gravity. Hence
;

T = % 3f(x2 +

2
2/ )

/< 2 ,

W = X&x +

*-*

'3

Ydy

is

the com-

moment

of

*5^

=*

substitution in (18), are the desired equations, where


are the total
and
components along the axis and $ is the total moment about the center of gravity.
particle glides without friction on the interior of an inverted cone of revo-

by

determine the motion. Choose the distance r of the particle from the veras the two coordinates. If I be the sine of the
z
2 z
2
angle between the axis of the cone and the elements, then ds2 = dr + r l d<j> and
2
2 2
a
v
f + r Z 0. The pressure of the cone against the particle does no work; it is

lution

tex and the meridional angle

<j>

normal to the motion. For a change 80 gravity does no work


does work to the amount
mg Vl I2 dr. Hence

for a

change Sr

it

V=

The remaining

integrations cannot

all

be effected in terms of elementary functions.

161. Suppose the double integral


/* /*

*
.

'

*) \J

0%

o%

o&

oy

extended over a certain area of the ay-plane were to be made a maxior minimum by a surface * =
a
z(x, y), which shall pass through
given curve upon the cylinder which stands upon the bounding curve
of the area. This problem is
155 with
analogous to the problem of

mum,

which z shall satisfy

also analogous.

is

Set

= 0.
~~

Write Sp

JJ
The

= -~-

&/

>

CC
F/p

dS*

A and B

and integrate by

C
dxdy = F **

which the

parts.

CCdF'
dy

~d

~JJ
term

taken are points upon


the bounding contour of the area, and 8 = for A and E by virtue of the
assumption that the surface is to pass through a fixed curve above
that contour. The integration of the term in 8q is similar. Hence the
limits

for

first

is

condition becomes

--dyty~~>

01

0*

dxdp

by the familiar reasoning. The total


F"v
*
*
F"
1
j
F'z _ F"
F"n
f
zpl
zffi
*

vi>

xi>

The stock
that

is,

which

(20)

differentiations give

r
F"
i>p'
*

2
u

illustration introduced at this point

s
F"
PI
is

the

F"t
49

'

minimum surface,

the surface which spans a given contour with the least area and
physically represented by a soap film. The real use, however,

is

of the theory is in connection with Hamilton's Principle. To study the


motion of a chain hung up and allowed to vibrate, or of a piano wire

two points, compute the kinetic and potential energies


and apply Hamilton's Principle. Is the motion of a vibrating elastic
body to be investigated ? Apply Hamilton's Principle. And so in
electrodynamics. In fact, with the very foundations of mechanics sometimes in doubt owing to modern ideas on electricity, the one refuge of
stretched between

many

theorists

is

Hamilton's Principle.
the method.

Two

problems will be worked

in detail to exhibit

Xet a uniform chain of density p and length I be suspended by one extremity


and caused to execute small oscillations in a vertical plane. At any time the shape
of the curve is y
y (a;), and y = y (x, ) will be taken to represent the shape of the

Let y = dy/dx and y = dy/ot. As the oscillations are small,


only slightly and the main part of the kinetic energy will be in
the assumption dx = ds may be made and
the whipping motion from side to side
the kinetic energy may be taken as
curve at

the chain

all

times.

-will rise

j
*~

Vl

-f-

y'

2 dx

XJ

Here ds

A /j

^^

has been expanded and terms higher than

y'

CtiC

have been

omitted.

<= x+

.f i****

(T-V>*-*-*'-><>**,

Then

(21)

provided X be now replaced in "F by / which differs but slightly from it.
Hamilton's Principle states that (21) must be a maximum or minimum and the
is of precisely the form (19) except for a change of notation. Hence

integrand

--d f

d/M
vSz/l -1=0A
x\\
p
dt \ 8t/
8aJ

/,

pg(l
wv

dxl

or

ia --

,.

j/

at

=(l
V

.afy
-

--By-

^a; 2

8x

x)

of variable
x = u 2 which brings the origin to the end
and reverses the direction of the axis, gives the differential equation

The change

d2 P

the equation

IdP -4n D A
---P=
2

-\

du*

As

of the chain

or

udu

..
if

_.
=P
(u) cos nt,
.

'

a partial differential equation the usual device of writing tlu

is

dependent variable as the product of two functions and trying for a special type
of solution has been used ( 194). The equation in P is a Bessel equation (107]
of

which one solution P(u) = AJ (2ng~*u) is finite at the origin u = 0, while the
is infinite and must be discarded as not
representing possible motions. Thus

other

y (x,

t}

= AJ

(2

with

ng~ %u) cos nt,

y (i,

t)

= AJ

(2

ng~ %d)

as the condition that the chain shall be tied at the original origin, is a possible
mode of motion for the chain and consists of whipping back and forth in the peri-

odic time 27r/n. The condition J (2 ng~%$)


of values obtained from the roots of /.

limits

to

one of an

infinite sel

Let there be found the equations for the motion of a medium in which

ct

V=

l**fff(f*

>'

are the kinetic and potential energies, where

_*?,
dy

oz

dxdydz
)

and

4^ = H_5f,
dz
ex.

B are

constants and

rrrr

jjjj

S[\A (?

T,

2
)

- JB (/2 +

j/2

tf )] dxdydzdt

(22)

h the

expression of Hamilton's Principle. These integrals are more general than


and four independent variables
for there are three dependent variables
it, f

(19),

Z, y, z, t

of which they are functions.

It is therefore

necessary to apply the method

variations directly.
After taking the variations an integration by parts will be applied to the variation of each derivative and the integrated terms will be discarded.

of

'

ffffs

A (i2 +

iz

dxdydzdi

= -

fffj

ffff

A (5 +
A

TJSr?

fSf) dxdydzdi

ffff

r\az

az/

\ax

ay/

After substitution in (22) the coefficients of S, 8ij, 5f may be severally equated to


zero because 5, 5?;, Sf are each arbitrary. Hence the equations

/, 9, &,

and J5 and the proper interpretation of


of
these are the equations of electromagnetism for the free ether.

With the proper determination

TJ,

f,

EXERCISES
that the straight line is the shortest line in space and that the shortest
distance between two curves or surfaces will be normal to both.
1.

Show

2. If at each point of a curve


to

the curve, the locus of

its

on a surface a geodesic be erected perpendicular

extremity

is

perpendicular to the geodesic.

takpoints of a surface as foci construct a geodesic ellipse by


the tangent to
ing the distances FP + F'P = 2 a along the geodesies. Show that
the ellipse is equally inclined to the two geodesic focal radii.
3.

With any two

= const., show that the


2, p. 408, to space. If f F(x, y, z)ds
Jo
a surface normal to the radii, provided the radii be curves which
make the integral a maximum or minimum.
4.

Extend Ex.

locus of

is

5.

Obtain the polar equations for the motion of a particle in a plane.

6.

Find the polar equations for the motion of a

particle glides down a helicoid (z


the equations of motion in (r, #), (r, 2), or
7.

k<j>

particle in space.

in cylindrical coordinates).

Find

and carry the integration as fax


(z, </>),
as possible toward expressing the position as a function of the time.

10. If p and S are the density and tension in a uniform piano wire, show that
the approximate expressions for the kinetic and potential energies are

\Si/

Obtain the differential equation of the motion and try for solutions y
11. If

Sx

dz

dv

Fdxdydz, where

to/

\dy

are six combinations of the nine possible

V=

cos

P(x)

nt.

f are the displacements in a uniform elastic medium, and

77,

first

+
\dz

\Sx

dx/

By

partial derivatives, it is assumed that

F is a homogeneous

quadratic function of

a, &,

c,

/, g,

?i,

with constant coefficients. Establish the equations of the motion of the medium.

^,-^I.A.^LA.^IL
~
dydh

the

points for a

method

minimum

14. Prove Stokes's

of

of

3i 2

dydf

dxdg

&F

d*

dydb

Szdf

'

dxdh

&F
'

8z3c

by the method of the text in

12. Establish the conditions (11)

By

&Z-.WL
""

^_&j^,&W_
~
dl*

13.

'

dzdg

165.

169 and footnote establish the conditions at the end

jF(x,

y, y')dx in

Formula I

f F-dr

terms of

F instead of $.

= CC VxF-dS

of p. 345

by

the calculus

of variations along the following lines First compute the variation of I on passing from one closed curve to a, neighboring (larger) one.
:

87

Jfo

F.dr

where the integral

= f <5F-dr - dF.r) + f
JQ

d(F.3r)

</o

= f (VxFWSrxdr),
'o

Second interpret the last expression as


the integral of VxF.dS over the ring formed by one position of the closed curve
and a neighboring position. Finally sum up the variations 81 which thus arise on
passing through a succession of closed curves expanding from a point to final coinof d(F.5r) vanishes.

cidence with the given closed curve.


15. In

case the integrand contains y" show by successive integrations by

parts that

where

F=

By

F'

civ'

Y= dp

PAKT

THEOEY OF FUNCTIONS

IV.

CHAPTER XVI
INFINITE SERIES
162. Convergence or divergence of series.*

= MO + MI + MS

-i

-----1- WB _ I

Let a series

+ wn H----

the terms of which are constant but infinite in number, be given.


sum of the first n terms of the series be written

Sn

Then

=M +M +W +
i

'

'

'

+u

-i

= 2J

(1)

Let the

(2 )

S15 Sa St ,..-,SM Sn+l ,


,

form a definite suite of numbers which may approach a definite limit


Sn
S when n becomes infinite. In this case the series is said to
converge to the value S, and S, which is the limit of the sum of the first
n terms, is called the sum, of the series. Or Sn may not approach a limit
lira

when n becomes

infinite, either

because the values of Sn become infinite

though remaining finite, they oscillate about and fail to


down and remain in the vicinity of a definite value. In these

or because,
settle

cases the series is said to diverge.

The necessary and sufficient condition that a series converge is that a


SH
value of n may be found so large that the numerical value of Sn+p
nl/<(fl be less than
any assigned value for every value of p. (See 21,
Theorem
diverge

3,

is

and compare

that the terms

p. 356.)

sufficient condition that a series

un do not approach the

limit

when n becomes

there are always terms numerically as great as some


number r no matter how far one goes out in the series, there must
infinite.

For

if

always be successive values of Sn which, differ by as much as r no


matter how large n, and hence the values of Sn cannot possibly settle
down and remain in the vicinity of some definite limiting value S.
to

*It will be useful to read over Chap. II,


18-22, and Exercises. It is also advisable
compare many of the results for infinite series with the corresponding results foe

infinite integrals

(Chap. XIII).

419

called an alternating series. An alternating series in which the terms


as a limit when n becomes infinite, each term being less than
approach
its

predecessor, will converge and the difference between the sum S of the
and the sum Sn of the first n terms is less than the next term un

series

This follows

(p. 39,

Ex. 3) from the fact that] Sn+p

For example, consider the alternating

- xz +

2x*

Sn

<

u n and un

0.

series

- 3x +

+ (-

l)

n nx*

the individual terms in the series do not approach as n becomes infinite


and the series diverges. If |a;| < 1, the individual terms do approach
for

If

|a;|

1,

lim nz 2 "

lim

lim

0.

Anil for sufficiently large* values of n the successive terms decrease in magnitude
since
rue 2 "

Hence the

<(n

l)x

"- 2

gives

.
1

> xz

n>

or

x-

seen to converge for any value of x numerically less than unity


and to diverge for all other values.
series

is

THK COMPARISON

TEST.

and each term

If the, terms of a series are

all positive (or all

numerically less than the corresponding term


of a series of positive terms which 'is known to converge, the seriek conSn is less than the corresponding difference
verges and the difference S
negative)

for the series known

and

'

to

is

converge.

u't

(Of. p. 355.)

Let

+ u' J-----\-u n _ + u'n


2

----

-\

be respectively the given series and the series known to converge.


Since the terms of the first are less than those of the second,
Sn + p

Sn

'"

H---- -f

V-n + ,,-1

Now as

< < H-----H <+-! = K+j, - &*'

the second quantity S'n+1


S'H can be made as small as desired,
so can the first quantity S
SH , which is less and the series must
n+p
,

converge.

The remainders

n+l

Rn = ^

S'n

= Un

-f-

< +1

----

-\

=^U
n

* It should be remarked that the behavior


of a series near its beginning is of no consequence in regard to its convergence or divergence the first
terms may be added
and considered as a finite sum S and the series may be written as S
Uy +1 H---N u
it is the properties of
My uy +l H---- which are important, that is, the ultimate behavior
of the .series,
;

+ N+

frequently used for comparison with a given series

+ ar +

which

is

Q/r**

ar*

known

is

Rn = ~

ar*

-\

the geometric,

<

>

to converge for all values of r less than

For example, consider the


.

and

< 1,

(3)

1.

series
.

22.22-2-2

Here, after the first two terms of the first and the first term of the second, each
term of the second is greater than the corresponding term of the first. Hence the
first series converges and the remainder after the term 1/n
is less than
1

better estimate of the remainder after the term 1/n

1.1.

+ 1)!

(n

163.

As

portance,

(n

may

2)!

be had by comparing

with
(n

'!(

n!n

!)

the convergence and divergence of a series are of vital imadvisable to have a number of tests for the convergence,

it is

divergence of a given series. The test


by comparison with a series known to converge requires that at least a few types of
or

N&

convergent series be known. For the establishment of such types and for the test
of

many

series,

n,

the terms of which are

Candiy's integral test is useful.


If
Suppose that the terms of the series are
decreasing and that a function f(ri) which decreases can be found such

positive,

that

un

= f(ri). Now if the

the 7&-axis, the value of

certain rectangles.
t.he

terms

lies

above the rectangles and

is

f(n)dn
if

be plotted at unit intervals along


interpreted as the area of

may be

The curve y=f(ri)

area under the curve

Hence

un

the terms

-\

the integral converges


(which in practice

Cf(n)dn = F(n),

then

(4)

f-

means that

f /() = JP(OO) - F(V)

if

is

finite),

it

follows that the series

then un

= f(n) =

l/n

^r

!+!+...<
^ 3 p-T-

2P

provided

p>

1.

instance, if

+5+&+-+ +*

T'
be given,

must converge. For

Hence the

and from the integral

dn
wp

test

=
OP

series

converges if
also very useful for comparison with others
(see Ex. 8).

^?

it

>

1.

This

diverges

series is
if

p s

THE EATIO

TEST. If the ratio of two successive terms in a series ofpositerms approaches a limit which is less than 1, the series
converges j
the ratio approaches a limit which is greater than one or if the ratio
becomes infinite, the series diverges. That is

tive
if

if

lira

n=oo

-^ = y <
U

-^ =

1,

the series converges,

Of

if

lira
n = oo

y'

>

the series diverges.

1,

For

in the first case, as the ratio


approaches a limit less than 1,
sible to go so far in the series that the ratio shall be as near to
y
and hence shall be less than r if r is an assigned number between

and

it

must be pos-

<

1 as desired,

y and

1.

Then

B+ I
1

The proof

of the divergence when


MB-H/M becomes infinite or approaches a limit
1 consists in noting that the individual terms cannot
approach 0. Note

greater than
that

if

the limit of the ratio

divergence

is

is 1,

furnished by this

no information relative to the convergence or

test.

If the series of numerical or absolute values

KI + KI + KI +

----T-KI

+ .--

of the terms of a series

which contains positive and negative terms


converges, the series converges and is said to converge absolutely. For
consider the two sums

Sn+P

The

-S = UK +
n

--'

+ un+p _

and

\un

+|wn+p _ 1

|.

surely not numerically greater than the second; as the


second can be made as small as
desired, so can the first. It follows
first is

of absolute values converges,

is

As an example on convergence
.,

+ mx +

m(m
1

1);

m(m

+ i|

|u

where

'

l)(m
M
A O

2)^

m(m
i

= |m

n|

\x
'

lira

,
'

1)...
-i
^(m

'

JL

not true.

consider the binomial series

|tt.|

It

is

therefore seen that the limit of the quotient of two successive terms in the
This is less than 1 for values of x numerically lesa
|a;|.

series of absolute values is

1, and hence for such values the series converges and converges absolutely.
(That the series converges for positive values of x less than 1 follows from the fact
than
+ I the series alternates and the terms approach

than

that for values of n greater

the proof above holds equally for negative values.) For values of x iiumerically
greater than 1 the series does not converge absolutely. As a matter of fact when
;

> 1, the series does not converge at all for as the ratio of successive terms approaches a limit greater than unity, the individual terms cannot approach 0. For
the values x =
1 the test fails to give information. The conclusions are there-

|x|

jx|<l the binomial series converges absolutely, for values


and for |x| = 1 the question remains doubtful.

fore that for values of


of

|x|> 1

it

diverges,

word about

series with, complex terms.

Let

+ MJ + w -----h _! + H---==
+ MI 4- wj H-----h <_i -f K H-------h n-i + < ----f {(< + < 4- < +
MO

-\

-\

complex terms. The sum to n terms is Sn = S'n -f iS%


The series is said to converge if S n approaches a limit when n become:
infinite. If the complex number Sn is to approach a limit, both its rea.
part S'n and the coefficient S'^ of its imaginary part must approach limits,
and hence the series of real parts and the series of imaginary parts
must converge. It will then be possible to take n so large that for any
be a series of

value of

the simultaneous inequalities


\S'n+1>

vrhere e is

S'n

\<^ t

and

\sn+P

sn

|s;1+7 ,

+;)

-S;|<e,

Therefore

any assigned number, hold

s'n H\is% +p
\

- is;;\ <

e.

the series converges, the same condition holds as for a series


of real terms. Now conversely the condition

Hence

if

|Sn+p

Hence

if

-SB |<e

implies

|S; +P

- S;| <

e,

\S'^ p

the condition holds, the two real series converge

plex series will then converge.

S^\

<

e.

and the com-

when the limit of the ratio is 1, other sharper tests for converas in the case of the binomial series
gence or divergence are sometimes needed,
Let there be given two series of positive terms
1.
when x =

the ratio test fails

of

which the

first is to

be tested and the second

known

is

to

converge

(or diverge).

u n + i/u n ultimately becomes and remains


// the ratio of two succemtive terms
+ i/o n the first series is also convergent (or divergent).
ijreater) than the ratio
,,

Hence

As

if

?<

the v-series

for the u-series

pv n

is

u +

tnen

<

u
/

Hn +

Again,
except

to converge, the pu-series serves as a comparison series


If M + \/u n > v n + i/v n and the u-series

known

\Un +l

if

if

converges;

\irnn

no information

is 1,

the ratio test gives a limit

r
J

dn

and

n(logri)

r
|

+a

dn

n log n

(-^\u +

the limit

when

is

This

given.

and

\]

test

1 "fa

<

1,

is

Sn

diverges.

need never be tried

The proof

fails.

= -l

simple. For

is

finite

a(logn)"J
"

= log log n

~\

is infinite,

are respectively convergent and divergent by Cauchy's integral


taken as the t-series with which to compare the u-series. Then

test.

Let these be

'

logn

n/\

l\log(l

and

logn

+ n)

logn
in the two respective cases. Next consider Raabe's expression. If

-I\>1,

then ultimately

;=1

lim

logn

n(

\U + 1

Now

if

which must then converge.

Hm n (J^L. _l\>l,Sn
n

(or

For

< Pn + 2,

that the it-series diverges.


diverges, similar reasoning would show
This theorem serves to establish the useful lest due to Raabe, which

if

less

andultimately

and

first

I'D

which the

of

MI

4-

first,

MII

to be tested

is

and

v,,

and the second

Vi

known

is

v lt

to

converge

(or diverge)
// the ratio of two successive terms w n + /u n ultimately becomes and remains less (01
than the ratio v n + i/ M the first series is also convergent (or divergent). For ii
I

(jreater)

Hence

un

if

= pv n

and

wn

then

un + i

wK + 1

un +

<

/>u, 1

2 H----

+1

</3(

<

wn + 2

n+

/ou n

n+

2,

As

the u-series is known to converge, the py-series serves as a comparison seriei


which must then converge. If u,, + i/u n > B + I/B and the D-serie:
diverges, similar reasoning would show that the u-series diverges.
This theorem serves to establish the useful Lest due to Raabe, which is

for the u-series

lim n

if

=
Again,

except

-(~
\Wn +

1
)

if

the limit

when

>

1,

Sn converges

no information

is 1,

the ratio test gives a limit

r-

dn
~vi

rj(logn)

and

2(log2)

n=

+* h---H

is

\U,,

1 -*-*

+i

<

1,

Pn

_n+1
n

fails.

1".

1S finite

^(logn^J

= log log n

is infinite,

and

(-

2 (log 2)

n^ogn)^*

/log(n
\

+ l)\ 1 +' ^ L
t

logn

diverges.

test

...4.

1\ /log(l

n/\

1-...

n(logn)

are respectively convergent and divergent by Cauchy's


integral test.
taken as the u-series with which to compare the u-series. Then

Vn+i

Sn

need never be triei


The proof is simple. For

This

given.

and

-- 1

30

11

nlogn

hence

lim n

if

Let these

b<

+n

logn

and
n/

Vn+i
in the

two respective

-- 1 > 1,

lim

Now

logn

logn

Next consider Raabe's expression.

then ultimately

m=1
J

\Un+i
li

cases.

-- 1 > y > 1

\U* + i

and ultimately

If first

and

-^- > 1+ ~n
U+i

INFINITE SEKIES
where

Hence ultimately

e is arbitrarily small.

n/ \

or

v n /v n +

and the

logn
1

u-series converges.

lim n I

and

<
)

n/

Hence as the
Suppose

>

425
1,

ri

?i

w n /w n + !

u n + i/u n

or

<

In like manner, secondly,

+ i/

n,

if

-^- <

then ultimately

1,

+1

y<l-,

<

if

un + i

logn

un

u n+ i

M,,+I

now

diverges, the w-series must diverge.


this test applied to the binomial series for x
1.
v-series

lira

n=oo

n(

\n

lim
x

n=

Then

m+1 =m
+

1.

=+

It follows that the series will converge if


> 0, but diverge if < 0. If ?
1,
1. If the series of absolute
the binomial series becomes alternating for n > in

values be considered, the ratio of successive terms |u/Mn+i| is still (n


but when
and the binomial series converges absolutely if
>

-f

l)/(n

m<

m)

the series

of absolute values diverges and it remains an open question whether the alternating series diverges or converges. Consider therefore the alternating series

This will converge

m 5S

1,

the limit of un

if

is 0,

but otherwise

the successive terms are multiplied

they cannot approach


nth term in the series

and

-.-

log| Wn

0.

When

< m<

it

will diverge.

by a factor [m

0, let 1

+m=

6,

1 [/n,

Now

^1

if

and

a fraction. Then the

is

=- log(l - 0)- logfl -

-----

log^l-

Each successive factor diminishes the term but diminishes it by so little that it may
not approach 0. The logarithm of the term is a series. Now apply Cauchy's test.

JThe

log (l

--\dn =

l~- nlog/1

--

series of logarithms therefore diverees

6 log(n

0)1

and limlunl= e-

0.

oo.

Hence the

'

(0

l-^ ^~

From

'

4 3*

-+

22

Show

x2

11
-

ia>

-a;6

+1

(f)

e-i-2 e ~2 + 3e-3-4e-< +

(|8)
v;

Iog3

+
!

Iog4

series

a- 2

24

-L- - -L. +
Iog2

',

28

(S)
v '

Find the values of x for which these alternating

(cr)
v

3.

38

1-1 + J-1+...,
2
4
3

(7)

2.

32

r*

converge or diverge:
T*

....

..,

that these series converge and estimate the error after

+3

n terms

how many terms are required to compute the


two decimals and make the computation, carrying three figures.
Test for convergence or divergence
the estimate of error state

series accurate to

4.

(er)l

Apply Cauchy's

integral to determine the convergence or divergence

- + _ + ...,
1

(/j)H.___ + ___ + ____

00

00

i
'

'

*4 n log n log log n

4 n log n (log log n)p

'

'

22

(a) -

Ex. 8 (a),

6.

Where

7.

Prove that

3s

(7), (5)

Ex. 4(a),

(fl,

44

,.

'2

(f)

_+_+_

2io

(jS),

+.

42

IB\

,,21.81.41.51.
(e)

32

the ratio test to determine convergence or divergence

Apply

5.

"

310

the ratio test fails, discuss the above exercises

410

by any method.

a series of decreasing positive terms converges, lim nun

if

= 0.

Formulate the Cauchy integral test for divergence and check the statement
on page 422. The test has been used in the text and in Ex. 4. Prove the test.
8.

9.

Show

that

if

the ratio test indicates the divergence of the series of absolute


no matter what the distribution of signs may be.

values, the series diverges

10.

Show

that

terms) converges

if

vVi approaches a limit less than 1, the series (of positive


if vVj approaches a limit greater than 1, it diverges.

but

of positive terms be
w + u t + w2 +
all of which are
numbers a a t az ,less than some number 6?, the resulting series a u + a,i -f a 2 w 2 +
converges.
State the corresponding theorem for divergent series. What if the given series haa
11. If the terms of a convergent series
by a set of positive

multiplied respectively

terms of opposite signs, but converges absolutely

10

12.

OTL.

Show

sin

XT.

that the series

sin4x
sin2x
sin3x
-- ------

and that the series 1 + x sin 6


converges absolutely for any x numerically less than

lutely for

any value of

a;,

+
1,

H---- converges abso-

x2 sin 2 6 + x 8 sin 3 9 +
no matter what 6 maybe.

a v av
are any suite of numbers such that V^On] approaches a
limit less than or equal to 1, show that the series a + a x + a 2 x 2 +
converges
x
for
absolutely
any value of x numerically less than 1. Apply this to show that the
13. If

ct

following series converge absolutely


(a) l

+ Ix2 +

when

~x4 + ll|^x6 + ...,

|x|

(ft

<

l-2x +

3x2-4x-8

...,

and remains

less

<

than 7

without approaching a limit, and sufficient for diver> 1. Note a similar

there are an infinity of values for n such that -\/un

if

gence

generalization in Ex. 13 and state


15. If a

series

power

it.

a,x

a2x 2

converges absolutely for any x such that

a x

a zx 8

-f-

etjX

+
|x|

a8 x 8

< X,

and the

and

al

= X>0,

converges for x

it

series

a.z x

n, x 2
A

obtained by integrating and differentiating term by term, also converge absolutely


for any value of x such that || < A". The same result, by the same proof, holds if
2
the terms a
remain less than a fixed value (1.
ci^Y, tt 2 AT
,

16. If the ratio of the successive terms in a series of positive terras be regarded
as a function of 1/n and may be expanded by Maclaurin's Formula to give

= a + /?- +

Mn + i

finite as

remaining

u.

2 \n/

== 0,

the series converges if a > 1 or a = 1, /3 > 1, but diverges if a < 1 or a = 1, ft


1.
This test covers most of the series of positive terms which arise in practice. Apply
it to various instances in the text and
are there series to
previous exercises.

Why

which

this test

is

inapplicable ?

,p 8 ,-" is a decreasing suite of positive numbers approaching a


limit X and S
is any limited suite of numbers, that is, numbers such
S 17 S2 ,that |(SB =s C?, show that the series
17. If p

(Po

~ Pi) so + (Pi - Pz) s +


i

(P 2

S2 +

Pa)

'

'

'

converges absolutely,

and

18.

uo

Apply Ex.

N.B.

ui

+ M2
+

19.

PlUl

Apply Ex. 18

converge absolutely
20. If

lt

a2 a3
,

that,

/>

p
,

= /,& +

pnw

/t>

MO

being a decreasing

p xu 1

pl

(S 2

pl

On are

...

- (a
(ff,

positive

0^(1

2 ).

-(I

(1-

<h) (1

- a,).

(1

T7T
+

/o 2

w2 +

>

if

+ p n (SB + - S)

- Sj) +

numbers

less

than

+ o) >

- d! - Oj

a,)

03)

> (1 - Cj) (1 -

Oj)

(1

suite,

will converge also.

-f

pjU,

must

converges.

>

by induction or any other method. Then since

prove Ex. 15 after showing that p u

to

if

/D I

/J O

(1

and

show

17 to

H---- converges,

i) (1

04

a2

<

at

(1

On) >

>

a,,)

show

that

an
a,,

(1

1,

1/(1

a v ) show

+ (i +

fife

K+a

that

+
+

") f

On),

INFINITE SERIES
if

+ a2

-f

<

Or

1.

\-l

i-S"
("
7*

>'

Va,

21. Let TT

+ %)

(1

(1

'

'

\-l

71

TXT/

>TT(l + a)>l +
/

42fe

TT be the symbol for a product,

if

'

2)

+") (! + w

+ i)

71

>

(l+Va)

lt(l

- a) > 1

V
T

a.

be an infinite product and

'

let P,, be the product of the first n factors. Show that \Pn+p
n \<eis the necessary and sufficient condition that n approach a limit when n becomes infinite.

Show

that un must approach

22. In case

a value

Pn

as a limit

Pn

if

approaches a

limit.

approaches a limit different from 0, show that


so large that for any value of p

if e

be assigned,

n can be found

of

+ />

TT

(l

<

Wi)

or

+p
TT

71+1

Conversely show that

The
all

if

Pn must approach a limit other than 0.


Pn approaches a limit other than
in
including the case where lim Pn = 0.

this relation holds,

infinite product is said to converge

other cases
23.

it is

said to diverge,

when

combining Exs. 20 and 22 show that the necessary and

By

sufficient con-

dition that

Pn =

(1

+ aj (1 +

converge as n becomes
verge.

Pn

Note that

diverges to

QO

(1

a,)

and

On)

ft,

infinite is that the series a x

(1

- 04) (1 - a,)

a2

(1

+ On 4-

a,,)

shall con-

Pn is increasing and Qn decreasing. Show that in case So diverges,


and QH to
< 1).
(provided ultimately
a,-

24. Define absolute convergence for infinite products and show that
converges absolutely it converges in its original form.

if

a product

25. Test these products for convergence, divergence, or absolute convergence

or - u z

26. Given
l

w2

<u

tive or negative fraction (see

Un +p

log
ev(1

Ex. 29,
log

(1

< -w
'2

u)

p. 11).

M n + i)

or
1

Prove that
(1

MH + 2 )

if

according as u

is

a posi-

Sw converges, then
(1

+U n +p)

3/\

4/\

6/

'"'

28. Suppose the integrand/(x) of an infinite integral oscillates as x becomes inWhat test might be applicable from the construction of an alternating series ?

finite.

If the terms of a series

165. Series of functions.


o

"""""

\.

"i

^i

y ~T"

'

"

'

'

~"t~

'

S&\

*~

are functions of x, the series defines a function S(x) of x for every


value of x for which it converges. If the individual terms of the series

some

are continuous functions of x over

S n (x) of 7i terms

interval a

=i b, the

sum

will of course be a continuous function over that interval.

Suppose that the series converges for all points of the interval. Will it
then be true that S(x), the limit of Sn (x~), is also a continuous function
over the interval

u (x)dx-i-

*J a,

Will

Will

it

u^xjdx

-\

converges to

S(x)dx?

xo

<J a

be true that the derivative term by term,

uo (x )
There

be true that the integral term by term,

it

+u

0*0

S' (x) ?

converges to

>

no a priori reason why any of these things should be true for


the proofs which were given in the case of finite sums will not apply
to the case of a limit of a sum of an infinite number of terms (cf.
144).
is

These questions may readily be thrown into the form of questions concerning
the possibility of inverting the order of two limits (see 44).
nb

For integration

For

Is

differentiation

For continuity

lim Sn (x) dx

v a n = oo

lim lim

Is

nb

lim

Sn (x) dx ?

n=soo'<i

lim

Is

Sn (x)

Sn (x)

lim

Sn (*) = lim

lini

Sn (x) ?

As

derivatives and definite integrals are themselves defined as limits, the existence
of a double limit is clear. That all three of the questions must be answered in the

negative unless some restriction is placed on the way in which


S (x) is clear from some examples. Let
x == 1 and

Sn (*) converges to

Sn (x)

xnz e~

"*,

tbeu

lim

n=o

No matter what

Sn (x)

0,

or

S (x)

= 0.

the value of x, the limit of Sn (x) is 0. The limiting function is


therefore continuous in this case but from the manner in which Sn (x) converges
;

-~ *"

V/

rr

-----~

xnz e-

u*

..

..

dx=

^x)

from

line jauiiu

to 1

is

wuuiu

of course

11UU Ut5 UUZ1;

but the

is

^ 1.

lim re-

= oo

e derivative of the limit at the point

course

wiiuiuiuii

uu.il/uiviu

area under the limit S

the area -under Sn (x)

of

a C
oouO

*~

The

uous.
lit

is

but the limit,

limTA^\_dx

n=

lim

oo

n2 er*(l

the derivative

swers

and one

is infinite.

of

lim n2

nx)\

Hence

at

S(x) over an interval a

when

c is

~0

two

of the questions

have negative

them a positive answer.

If a suite of functions such as


ait

= oo,

in this case

S1 (x), S2 (x),

SxS

assigned and x

is

Sn (x),

converge to a

the conception of a limit requires


assumed it must be possible to take n
b,

Sn (x Q)\< e for this and any larger n.


large that \R n (x )\
\S(x )
le suite is said to converge uniformly toward its limit, if this condition
n be satisfied simultaneously for

when

all

values of

x in the

interval, that

is,

assigned it is possible to take n so large that \R n (x)\< e


i
every value of x in the interval and for this and any larger n. In
e above example the convergence was not uniform the figure shows
c is

no matter how great n, there are always values of x between


for which Sn (a;) departs by a large amount from its limit 0.

and

at

The uniform convergence of a continuous function Sn (x) to its limit is


insure the continuity of the limit S(x~). To show that S(x) is
ntinuous it is merely necessary to show that when e is assigned it
But
e.
possible to find a Ace so small that \S(x + Ax)
S(x~)\ <
- S(x~)\ = \Sn (x + Ace) - Sn (x) + Rn (x + Ace) - R n (x)\; and
(x + Az)
R
to
it
is
n
to
take
by hypothesis n converges uniformly
0,
possible
large that Rn (x + Ace) and R n (x) are less than $ e irrespective of x.
oreover, as Sn (x) is continuous it is possible to take A# so small that
S (x) <
Sn (x~) < $ irrespective of x. Hence S (x + AK)
(x -f Asc)
id the theorem is proved. Although the uniform convergence of Sn to S
fficient to

a sufficient condition for the continuity of


tion, as the above example shows.

The uniform convergence of Sn (x)


s*b

lim
n=

>

Ja

S, it is

not a necessary con-

to its limit insures

/&

Sn (x)dx=l S(x)dx.

Jn

that

rb

"

S(x)dx

and the

fS

= rR

(x)dx

Ja

result

is

proved.

T(x)dx

Hence

lim

S'n

=t/a

~ a dx =
c.

Ja

e,

continuous and converges


S' (x). For by the above result

Similarly if S'n (x) is

uniformly to a limit T(x), then T(x)


on integrals,

Ja

< r

(x)dx

Jo.

(x)dx

lim
.

S,,(.r)

= S(x) - S (a).

,S,,(a)

>[

It should be noted that this proves incidentally


continuous and converges uniformly to a limit, then
S(x~) actually has a derivative, namely T(x).
In order to apply these results to a series, it is necessary to have a
r(a;)

that if S'n (x)

5'(x).

is

test for the uniformity of the, convergence of the series ; that is, for the
uniform convergence of Sn (x) to S(x~). One such test is Weierstrass's

M-test

The

series

(a:)

!(*)

+ M.(X) +

(7)

will converge uniformly provided a convergent series

M +M

+ .*/ +

+. ..

(8)

of positive terms may be found such that ultimately


proof is immediate. For

and

|w,-(x)|

{.

The

made as small as
Hence any series of continuous
a continuous function and may be integrated term by

as the Af-series converges, its remainder can be

desired

by taking n

functions defines

sufficiently large.

term to find the integral of that function provided an M-test series may
be found and the derivative of that function is the derivative of the
series term by term if this derivative series admits an Af-test.
;

To apply

the work to an example consider whether the series


.

cosx

cos2a;

defines a continuous function and

term as

cosnx

cosSa;

be integrated and differentiated term by

may

sma;
sm2-- -sm3x
smnx
-- ----- -H
o(x) =
8

/**
I

Jo
,

and

d
dx

o V(x);

/TXV

28

38

n8

------- --sinx

sin2x

sinSx

,-,.
(7 )

H----

sin TJX

,.

( '

*o 1^0*1=^

A, i/uo

of

ad ico "Trj-f
2

vAJiivGigcub

an Jf-series for S (x)

Hence S (x)

is

-i-''--i

may

o
n*
a continuous function of x for

DC taicen as

all real

values

and the

integral of /S (x) may be taken as the limit of the integral of Sn (z),


as the integral of the series term by term as written. On the other
hand,
an jY-series for (T") cannot be found, for the series 1 + J + % +
is not conver,

that

gent.

is,

It therefore appears that S' (x) may not be identical with the term-by-term
S (x) it does not follow that it will not be,
merely that it may not be.

derivative of

166.

Of

series

with variable terms, the power

series

a, and the coefficients a t may


perhaps the most important. Here
be either real or complex numbers. This series may be written more
a
x
z
then
simply by setting
is

f(x
is

a series

+ a) = 4>(z) = a

+ a x + + n xn +
= 0. It may or may
2

-f ajOJ

which surely converges

^.

for x

(9')

not con-

verge for other values of x, but from Ex. 15 or 19 above it is seen


it converges absolutely for any x

that if the series converges for X,


of smaller absolute value

that

if

is,

a circle of radius

X be

drawn

around the origin in the complex plane for x or about


the point a in the complex plane for 2, the series (9)

and

(9') respectively will

converge absolutely for

all

complex numbers which lie within these circles.


Three cases should be distinguished. First the
series may converge for any value x no matter how
great its absolute value. The circle may then have
an indefinitely large radius the series converge for all values of x or
and the function defined by them is finite (whether real or complex)
;

for all values of

the argument.

Such a function

function of the complex variable z or x.


or z
verge for no other value than x

any function.

Thirdly, there

may

is

called

an

integral

Secondly, the series may concc and therefore cannot define

be a definite largest value for the

such that for any point within the respective circles of


radius R the series converge and define a function, whereas for any point
outside the circles the series diverge. The circle of radius R is called

radius, say R,

the circle of convergence of the series.

As the matter
well to

of the radius and circle of convergence is important, it


go over the whole matter in detail. Consider the suite of numbers

will

be

Kit
Let them be imagined to be located as points with coordinates between and 4on a line. Three possibilities as to the distribution of the .points arise. First they

of

to

limit. Secondly, the numbers may converge to


Thirdly, neither of these suppositions is true and the numbers from
be divided into two classes such that every number in the first class is

numbers which increase without

the limit

less

0.

may

oo

than an infinity of numbers of the

whereas any number of the second

suite,

surpassed by only a finite number of the numbers in the suite. The two
classes will then have a frontier number which will be represented by l/K

class

is

(see19ff.).
In the

first

what x may be

case no matter

members

possible to pick out

it is

with i <j < k


increases
suite such that the set vj_a t-|, ffiffl/j, MO*]I
will increase without limit the
Hence the set V|Of ||x|,
a/ |x|,
of the series (9') do not approach
as their limit, and the series
terms a,-x* o/x-7,

from the

without limit.

diverges for all values of x other tban 0. In the second case the series converges
for any value of x. For let e be any number less than l/|x|
It is possible to go so
.

far in the suite that

all

subsequent numbers of

it shall

be less than this assigned

Then
n +J>

ex+

and

e" +1 z n+

ez<l

serves as a comparison series to insure the absolute convergence of (9'). In the


third case the series converges for any x such that |x| < R but diverges for any
x such that |x| > R. For if x < B, take e < B
e. Now proceed
|x| so that |x < R
|

in the suite so far that all the subseqxient

which

is

numbers

shall

be

less

than l/(R

e),

greater than 1/R. Then


|X|"

will do as a comparison
approach the limit 0.

Let a
circle of

series.

+P

If |x|

> R,

circle of radius r less

convergence.

>

|x|"+^

easy to show the terms of

it is

than

Then within

Jl\

and

*C 1.

(9')

do not

be drawn concentric with the

the circle of radius r

<

the

power

uniformly and defines a continuous function ; th<s


integral of the function may be had by integrating the series term by
series (9') converges

term,

/*
and the

series

<j>(x)dx

11

= a x + -a x> + -=a<p
]

"

"

-----\-

s
-i

-an _
"

xn

of derivatives converges uniformly and represents the

derivative of the function,


^'(x)

To prove

= a + 2 a^ + 3 a

these theorems

it is

n
H-----H nanx

~ l ----\

series

up an M-series
of derivatives. Let X be any

merely necessary to

and for the


and R. Then

for the series itself

number between

set

radius

r.

Moreover as

<

\x\

\nanx
I

n-l|

X,

n
I

M*,-^
s

holds for sufficiently large values of n and for any x such that
r.
jx|
Hence (10) serves as an Af-series for the given series and the series of
derivatives and the theorems are proved. It should be noticed that it
;

incorrect to say that the convergence is uniform over the circle of


radius R, although the statement is true of any circle within that circle
r.
For an apparently slight but none the
no matter how small R
less important extension to include, in some cases, some points upon
is

the circle of convergence see Ex. 5.


An immediate corollary of the above theorems

is

that a.ny power

complex variable which converges for other values than


and hence has a finite circle of convergence or converges all over

series (9) in the

&

a,

the complex plane, defines an analytic function f(z) of z in the sense of


73, 126; for the series is differentiable within any circle within the

of convergence and thus the function has a definite finite and


continuous derivative.

circle

167. It is now possible to extend Taylor's and Maclaurin's Formulas,


which developed a function of a real variable x into a polynomial plus
a remainder, to infinite series known as Taylor's and Maclaurin's Series,

which, express the function as a power series, provided the remainder


as n becomes infinite. It
after n terms converges uniformly toward
will

be

sufficient to treat

lirn
n = oo

R n (x)

one

case.

Let

uniformly in some interval

h^x-Sh,

first line is Maolaurin's Formula, the second gives diffei-net


forms of the remainder, and the third expresses the condition that the
remainder converges to 0. Then the series

where the

sists

R n (x) = Sn (x~)
merely in noting that f(x)
of the series and that R n (x) < e.

is

the

sum

of the

first

n terms

&

In the case of the exponential function


mainder, taken in the first form, becomes

En (z) =
As n becomes

-ie0*x,

Rn

infinite,

\Rn

the nth derivative

(x)\<eh,

clearly approaches zero

is e*,

and the

\x\^h.

no matter what the value

and

re-

of

the infinite series for the exponential function. The series converges for all
values of x real or complex and may be taken as the definition of e1 for complex
values. This definition may be shown to coincide with that obtained otherwise ( 74).
is

For the expansion

of (1

m (m
Hence when h < I
/i

(1

is

valid for (1

x)

x)

m the remainder

the limit of

En (x)

= 1 + mx
1

(m

1)

is

all

hn

be taken in the second form.

(l

--

zero and the infinite expansion

+ x) m for

1)

may

sc

,
2

m(m
^

-j

l)(m
i-i

2)

'-

values of x numerically less than unity.

If in the binomial expansion x be replaced

by

xa and

by

J,

This series converges for all values of x numerically less than 1, and hence conh < 1. It may therefore be integrated term by
verges uniformly whenever \x\

232- 462-4. 672-4- 6. 89


This series

is valid

converges f or x

1,

values of x numerically less than unity. The series also


and hence by Ex. 6 is uniformly convergent when
1
x 1

for

all

But Taylor's and Maclaurin's

S ^

series

may

also be extended directly to

functions f(z) of a complex variable. If


/() is single valued and has
a definite continuous derivative /' () at every point of a region and on
the boundary, the expansion

for all points 2 within the circle of radius r


(Ex.
infinite,

Rn

7, p.

As n becomes

306).

approaches zero uniformly, and hence the

infinite series

'

(12)

valid at all points within the circle of radius r and upon its circumference. The expansion is therefore convergent and valid for
any z
actually within the circle of radius p.
i.s

Even
Ixjoause,

for real expansions (11) the significance of this result is great


except in the simplest cases, it is impossible to compute / (n)

(x)

and

establish the convergence of Taylor's series for real variables. The


result just found shows that if the values of the function be considered
for complex values z in addition to real values x, the circle of conver-

gence will extend out to the nearest point where the conditions imposed
on /() break down, that is, to the nearest point at which /() becomes
otherwise ceases to have a definite continuous derivative /'().
For example, there is nothing in the behavior of the function

infinite or

/-I

%\-

Jj
^JL -fj

(1 -f g )-

about

"

*>

...

*'

why the expanbut in the complex domain the function


the greatest circle
becomes infinite at z
i, and hence

sion holds only


2

~r

^6

-y-2

J-

as far as real values are concerned,

in

when

<

|cc|

which should indicate

series could be expected to converge has

which the

a unit

1
(1 -f z )" for complex values, it can be
predicted without the examination of the nth derivative that the Mac-

Hence by considering

radius

laiuin
is

development of (1

+ x )"
2

will converge

when and only when x

a proper fraction.

EXERCISES
1.

(cr)

Doesx + x

x)

(1

x (1

x)'*

k)k

=l+

formly for small values of k ?

Can

(/3)

Does the series

(1

2. Test these series for


(a) 1

,,

x sin 6

sinx

-1

4-

by

sin 2

^o

j!

when

2k)

setting

fc

x8 sin 3 6

sin 8 !

sin4 x

-\

-\

1 ?

4 thus be made

in the series ?

also the series of derivatives


,

Szg

converge uni-

'-

the derivation of the limit e of

uniform convergence

x2 sin 2 6

jfcWl

(l

1^

2i

rigorous and the value be found

converge uniformly

-)

1 4-

|xj

^ X < 1,

...

'tOO

JL

JTLJilW J.\

Determine the radius

3.

tice the test ratio is

(e)

jz-(} +

(ij)

b)x

\JJC

J?

of convergence

U JX \J JL iV/JL^ O

and draw the

(6) (z

v'J

that in prai

of the text:

(}

- Z + Z - Z + Z - Z 9 + Z 12 - Z 18 +
- I)* - |(z - I) + $ (z - I) - J (z - I) 4 +
(m - 1) (m + 2)
(TO- 1) (m - 3) (m + 2) (m +
4

Note

circle.

more convenient than the theoretical method

4)

x -"'"i

""

3~i

K~;
I

12

5!

""

"A

"(ro

2.3!(m + l)(m + 2)(m +

2)

+
3)

-2

2/26(3
(

u) 1

K
3;

j.

1.2.7(7 +

1-7
4.

5.

1)

'irW T

'

\1

'I

yp

*/ V"-

2
!)

\1
"/

1.2. 3- 7(7

!)

\H

~
-i;

(7

1)

VH

*/

j.g

2)

Establish the Maclaurin expansions for the elementary functions:


(a)

log(l-z),

(0)

sinz,

(7)

cosz,

()

a1

(f)

tan-^z,

(17)

sinh- 1

AbeVs Theorem.

(3)

coshz,

(0)

tanh-ix.

azx*

as x s

converges uniformly in the interval

=s

g X.

X,

showing that

(see Exs. 17-19, p. 428)

it

^,

+ ap +

If the infinite series a

for the value

n+i

|a n

when

2(4

3/
\

converge

Prove

this b

a n+p ^

th
extending the interval over which
series is uniformly
convergent to extreme values of the interval of converges
wherever possible in Exs. 4 (a),
j?

is

rightly chosen.

Apply

this to

(f), (0).

6. Examine sundry of the series of Ex. 3 in


at es
regard to their convergence
treme points of the interval of
convergence or at various other points of the circuffi

ference of their circle of


convergence.
7.

Show that/(z)

laurin series

Prom

Note the significance in view

of Ex.

5.

_2_
e

*",

/(O) =0, cannot be expanded into an

by showing that

uniformly toward
complex values of
8.

(see

Ex.

Rn =

infinite

Mac

and hence that En does not converg


Show this also from the consideration o

e ~3,

9, p. 66).

z.

the consideration of
of con
complex values determine the interval
vergence of the Maclaurin series for

onow

in

u twu

uiai

sumiai- muaiue power series represent wiu

must be equal

coefficients in the series

any interval the

(cf

same lunction

32).
/

prove

log (1

2 r cos x

-f

r2

= 2 (r cos x -- cos 2x +

log(l

Jo

and

2r cosx

-f

log(l

,.

r2 )

Kr\

\
I

rj2 sin
3

\
3 x ----

cosSx
---cos2x
___ + __
----- \

/cosx

21ogr

sin 2

22

2r cosx

Bx ----

cos
r3

r
)dx = 2(rsinx -/

r,x

r8

r2

)(l
r I \
(gkc\

x
sin 2 x
sin 3 x
--+ __

sin

-^

:B

f log(l

sinacosx)dx

Joo

2 x log cos

+
^
2

12. Evaluate these integrals

'

r*

^'
(5)
'
^

13.

log (1

Jo

Jo

By

k cos x)
cosx

+a

cos x

asinx
1

14. Evaluate,
/
'

Jo

ff

a cos x +

mxdx
2acosx +

cr

_
"
2

_ ik

r"

(e)

=1+

or

cos x

a2

cos 2 x

log (1

Jo

a 2 sin 2 x

23, p. 452)

__
"~

v2

2 r cos x

4*

4-

r z ) dx.

sin

/*

+a

m an integer
xckc

__

if

_ TT

l-2acosx + a

mxdx

cos

a;

-f-

^ sin

r ff
Jo

sin
1

Ex.

sing

+ 2 a 2 cos 2

'

Jo

a:

13, these definite, integrals,

168) show that

-net"1

f"

-f

ti

q
,

= a sin x +

by use of Ex.

cos

-e~W,
2a

formal multiplication

or

into series (see

j^

cos2/3xd

&

5 \q/

3 \q/

_
-ITS

tan 2 - --"

sin

1-3.5

by expansion

2 2

(tan ^
2
\

1-3

11
U.

m _l

sin xdx

a2 )(l-2/3cosx-f
l_2a
a = 1 - h/m and x = z/m. Obtain by a
Jo

15. In Ex. 14 (7) let


and by a similar method exercised upon Ex. 14 (a)
/

Joo

Can

2;

sin zdz

A2

22

_ TT

_^

~2*~

f" cos zdz

_ TT

'

the use of these limiting processes be readily justified

limiting process,

Obtain therefrom the following expansions by differentiation


\f*
h

Hence

establish the given identities and consequent relations

fo

,p

P1 + ^(2P2

/;=
1

"

'

...

Jb

ft

/t(2x)

Hence

xP;

Compare the

= P'n+l -

(n

+ l)Pn

results with Exs. 13

and

and

(x

- 1)P; = n(xPn - Pn _i).

17, p. 252, to identify

the functions with the

Legendre polynomials. Write


1

(1

_ 2 xh +

hrf

=
and show

Pn (cos

(l-2hc,os>9

\A

(l

tf)

-htf

'

A 2 )*

(1

A 2 e2'

"

'

itQ

(1

2n ~ ^
^
/cosn^ +

-^

+u +u
l

1'

If an infinite
a

her

)*

i/ie-*"* +
(l +

^Tt''A?l

fte)i

/ \

^5*4

168. Manipulation of series.

-----h un -i

-\

Tl

a2 e -2f9

<&*

- 1) cos(u-

A,
/

2)0

}
J

series

+ un

-\

----

(13)

converges, the series obtained by grouping the terms in parentheses witJiout altering their order will also converge. Let

S'=tf +t71 + ...+


and

S(,

S,.-

tfn,_ 1

/,

..

(130

-,,$;,,.

be the new series and the sums of its first n' terms. These sums are
merely particular ones of the set S1} S2
$,-, and as n' < n it
follows that n becomes infinite when n' does if n be so chosen that
sn
s n" -A- 8 sn approaches a limit, S, must approach the same limit.
,

As a

corollary it appears that if the series obtained by removing paren.'


theses in a given series converges, the value of the series is not affected

by removing the parentheses.

r=

and

converge to the limit \S -f- /tT, and wiW converge absolutely provided
both the given series converge absolutely. The proof is left to the reader.
If a given series converges absolutely, the series formed by rearranging
the terms in any order without omitting any terms will converge to the
value. Let the two arrangements be

same

=
=

and

As 5 converges

11

^l

+ Mj + U + .--+*t _ +UH + ...


+u y + u^-\-----h n/-i + H---/

so large that 3^, shall contain all the terms in


other terms in S'n, will be found among the terms UM Mnf 1}

Sn The
Hence
.

o
\&
^ u|Wn|
Sn'- Sn!<
i

5n

with those in S except for their

S' are identical

may be taken

order, n'

As 5

w may be taken so large that

absolutely,

and as the terms in

as a limit

<

it

e,

when

n'

+j_ L|Mn + i|-|i

follows that) 5

S'n

becomes

It

infinite.

<

,\

may

<

'

fc

Hence S'n approaches 5


shown that 5" also

c.

easily be

converges absolutely.
The theorem is still true if the rearrangement of Sis into a series some
of whose terms are themselves infinite series of terms selected from S.

Thus

let

where

Z7{

= ^+ ^+ y +

..

infinite series of

terms selected from

U =
{

/n/

_i

Un>

aggregate of terms selected from

may be any

u io

i2

<}

S.

If

be an

as

S,

+w +

..

----h

w in H----

the absolute convergence of Z7t follows from that of S (cf. Ex. 22 below).
It is possible to take n' so large that every term in Sn shall occur in one
.

of the

terms

Z7

Uv

---,

Un,_ r

Then

if

from

S-U^-U^ ----- Un,_,


there

be canceled

all

(14)

the terms of Sn the terms which remain will be


,

and (14) will be less than e. Hence as n'


found among %, a + 1
becomes infinite, the difference (14) approaches zero as a limit and the
,

theorem

is

proved that

5= C7^-...

7- /

_+

i7

...

'.

and tne number or negative terms is infinite, the series or positive terms ana
the series of negative terms diverge, and the given series may be so rearranged as
to comport itself in any desired manner. That the number of terms of each sign
tive

cannot be

finite follows

from the fact that

if it were, it would be possible to go so


subsequent terms would have the same sign and the series
would therefore converge absolutely if at all. Consider next the sum Sn
Nm
PI
I + m =
n, of n terms of the series, where PI is the sum of the positive terms and
m that of the negative terms. If both PI and
m converged, then PI + m would

far in the series that

al]

and the

series would converge absolutely; if only one of the sums


S would diverge. Hence both sums must diverge. The
be rearranged to approach any desired limit, to become positively
or negatively infinite, or to oscillate as desired. For suppose an arrangement tn
approach L as a limit were desired. First take enough positive terms to make the

also converge

PI or

Nm

series

may now

diverged, then

sum exceed

Z-,

make it less than i, then enough


again in excess of L, and so on. But as the given series

then enough negative terms to

positive terms to bring

it

terms approach
as a limit and as the new arrangement gives a
sum which never differs from L by more than the last term in it, the difference
between the sum and L is approaching and L is the limit of the sum. In a similar
way it could be shown that an arrangement which would comport itself in any of
converges,

the other

its

ways mentioned would be

If two absolutely convergent

possible.

series

lie

'multiplied, as

+ w + H-----h wn H---T=Vo + v + v + + vn + ...,


W = + %?; + u v H----- u v ----f ?v + Wii + aVi + ----h *Vi H---+
+ U Vn + UjVn + WjVn -----h UnVn ---5

and

?;

...

1-

-]

.......
.......
-\

-I-

and if the terms in

-\

W be arranged in a simple series as

or in any other manner whatsoever, the series is


absolutely convergent
and converges to the value of the product ST.
In the particular arrangement above,
S^T^ S2 T2 Sn Tn is the sum of
the first, the first two, the first n terms of the series of parentheses. As
lim Sn Tn = ST, the series of parentheses converges to ST. As S and T
,

are absolutely convergent the same reasoning could be applied to the


series of absolute values and

Klkl +
would be seen

WW + NKH-KIKI + KIKH---

to converge.

Hence the convergence

of the series

Moreover, any other arrangement, such in particular as

would give a series converging absolutely to ST.


The equivalence of a function and its Taylor or Maclaurin

infinite

(wherever the series converges) lends importance to the operations


and so on, which may be performed on the

series

of multiplication, division,

Thus

series.

if

f(x)

= a + ap + a#? a,jP H---= b + ^S + ^ + & +


-\-

g (X)

may

the multiplication

f(x) g (a)

\x\

'

<R

lt

\X\<

',

2,

be performed and the series arranged as

+ (a^ + a^

'

03

a;

+ a,^ + a/

&2

-f

a;

according to ascending powers of x whenever x is numerically less than


the smaller of the two radii of convergence R I} R 2) because both series
will then converge absolutely. Moreover, Ex. 5 above shows that this

form of the product

may

be applied at the extremities of

still

its inter*

convergence for real values of x provided the series converges

val of

for those values.

As an example
sina;

in the multiplication of series let the product sin x cos z be found

= x -- x 8 +

The product

"-

x6 ----

fr + GV *i + r>

The law of formation of the


*~

1)fc

|_(2fc

+ l)!

(-1)*
(2ft

2"-"

But
Hence
rical

fi

+ l)l

it is

sum

+
(2ft- 1)12

l)2fc

2!

The

(r,

+ si

x*

few terms are

first

coefficients gives as the coefficient of

(2fc

odd powers of

will contain only

(rr

cosx

(2ft- 8) 14

'

'

'

+
81(2fc-2)l

J
+
+ (2fc + l)(2ft)(2fc-l)(2fc^2)
H
_

= (1 + l)*+i = 1 +

(2

ft

1)

x2 *+ 1

T",
l \

"'^"

(2

ft

^1J

(2

ft

1)1

1!

+ 1) +

1.

seen that the coefficient of x* k+l takes every other term in this symmel
an even number of terms and must therefore be equal to half the sum.

of

The product

may

then be written as the series

sinxcosx

= - 2x

+ -

=-sin2x.

expanded into a power series

169. If a function /(x) be

=a

f(x)

and

if

desired

4-

/+

4-

'

'

<

'

|x|

R,

(15)

any point within the circle of convergence, it may be


transform the series into one which proceeds according to ^powers

to

of (x

4-

a)

is

and converges in a

circle

= a + t and hence
2 at 4x = a
= a 4- ,(
/(x)

about the point x

Let

a.

=x

a.

Then x

z8 =

-f-

+3
2

4-

4-

42

4- 2

(rf

H----

+ ?)

<

+ i(M + I'D +

+ 2 MIl +

i(ll'

absolutely convergent for small values of


may be removed and the terms collected as

is

f(x)

<

00

(a 4-

4-

a aa

/(x)

$ (oj

a)

=4

!*!')

4-

3 as<x

The

A V A 2 ,---

series (16) in

a about x
|

=a

but

-f-

(15')

.)

) t* 4-

4-

8 (aJ

are infinite series

a;

in

2
4- 3 aa

4-^ 8 (*-)
where A Q

t,

values of

the parentheses

+ K 4- 2 2
+
4)
- a) 4- 4 - a) 2
4- ^(as
+

4- (a a 4-

or

t,

(15')

<

R will hold for small


Since ||
72, the relation |or| 4- 1#|
Since
and the series (15') will converge for x
\a\ 4- \t\.

4----,

(16)

within a circle

of radius

in fact

will surely converge

it

may converge

in a larger circle.

of fact it will converge within the


largest circle

As a matter

whose center

is

at a and
Thus

within which the function has a definite continuous derivative.

Maclaurin's expansion for (1


x2)" 1 has a unit radius of convergence
but the expansion about x
^ will have a radius
\ into powers of x
of convergence equal to V5, which is the distance from x
^ to either
of the points x
i.
If the function had originally been defined

its

over the unit

circle.

by

= 0, the definition would have been valid only


The new development about x
% will therefore

development about x

extend the definition to a considerable region outside the


original
domain, and by repeating the process the region of definition may be
extended further. As the function is at each step defined by a

power

-f

f(x)-=

and

let

|/>

< R

so that, for sufficiently small values of y, the point x


7?
r By the theorem on multiplication, the

will still lie within the circle

x may be squared, cubed,


and the series for a;2 a; 8
,
may
be arranged according to powers of y. These results may then be substituted in the series for f(x) and the result may be ordered according

series for

to

powers of

Hence

y.

the expansion

the expansion for /[<(?/)]

That

obtained.

is

valid at least for small values of y

is

may

be seen by

considering

which are
series

series of positive terms.

for/[(j)] may be found by

For example consider the problem

of

The radius of convergence of the


discussing that function.

expanding

...,

COS*

e 0061 to five terms.

~1-

Ofl

& X* +

-,

- (J + 4 +
+

)*

be noted that the coefficients in this series for e 608 * are really infinite
and the final values here given are only the approximate values found by
will always be the case when
taking the first few terms of each series. This

It should
series

=& +

Z>

H---- begins

jc

with 6

jt

it is

also true in the expansion about a

new

a previous paragraph. In the latter case the difficulty cannot be


function of a function it is someavoided, but in the case of the expansion of a
times possible to make a preliminary change which materially simplifies the final

origin, as in

result in that the coefficients


e coa;

gH-

~ee z

become
Z

...,

gcoaa

ee z

finite series.

~ COS X
28

Thus here

2
\X

=-iX + -.-,
6

2
^x +

e (l

-fa

X*

^X

Z4 , 2 G , 26

X4

6
exact and the computation to x turns out to be easier
than to x 2 by the previous method the advantage introduced by the change would
teraa farther.
several
be
carried
be even greater if the expansion were to

The

coefficients are

now

The quotient of two power series f(x) by g(x), if ^(0)


obtained by the ordinary algorism of division as
f(x) =
^

(i

4- <h x

,
,

g-(aj)

+ <*&
=c
,i8.
% H---'

4- JVB 4-

l>

be

may

0,

---cX
* 4

4-

4- <V

0.

For iu the first place as y (0) = 0, the quotient is analytic in the neighand may be developed into a power series. It thereborhood of x =
fore merely remains to

show

that the coefficients

that would be obtained by division.


(.

!* 4-

---a#? 4
)

and then equate

1?

are those

Multiply

= (c 4- cp 4- c,^ H---- ) (6 + 6^ + & z ----)


= Vo + (&A + Vi) * + (Vo + * A +
^+
2

-\

coefficients of equal

powers of

x.

'

'

'

Then

a set of equations to be solved for c Cj, c2


The terms in/(x) and
n
cn and hence
beyond x have no effect upon the values of c^ c 1?
these would be the same if 4n+1 ^n + 2
were replaced by 0, 0,
and

is

<7(cr,)

<

a 2n; a2n+1 ,-.. by such values


+1 ,a'n + 2
as would make the division come out even the coefficients
tf'n+i,

o, + a,

-,

,'

j-"
1?

cn

are therefore precisely those obtained in dividing the series.


If y is developed into a power series in x as

y =f(x)
then

a?

may

-f

+ aj? +

-,

be developed into a power series in

(17)

0,

aQ as

Por since a: =^= 0, the function /() has a nonvanishing derivative for
= and hence the inverse function/- 1
is analytic near x =
)
or y = a and can be developed (p. 477). The method of undetermined

coefficients

may

be used to find

&

# 2 ,---.

This process of finding

from

For the actual work

(17) is called the reversion of (17).


simpler to replace (y
a^)/a1 by t so that

(18)

and

=x+

a;

+
+ a&* H---= + J^ + ft^ + ftJ^H---ao52

fl'^B

a'{

= ty/a^

6J

= &X-

Let the assumed value of x be substituted in the


the terms according to powers of
ficients.

Thus
t

series for

rearrange

and equate the corresponding

,-.,,,
= + (b'
+ 4K + $ + 2
+ oj)*
4- (^ 4- 2 &X 4- 5 a 4- 3 ^oj +
t

tf

JJcri

tt

;)

<*

it is

coef-

170. For some few purposes, which are


tolerably important, a, formal
operational method of treating series is so useful as to be almost indispensable. If the series be taken in the form

2!*
with the

unity as the

initial

in Maclaurin's

term, the series

=1+
1

n\

"""S!'

which occur

factorials

a :ix

+*

a;
!

may be

"

+o

development and with

written as

x8s

-i

:
\

be interpreted as the formal equivalent of


product of two series would then formally suggest

provided that

e^e 6*

and

if

a}

e(

=1

a + 6 )*

Vfx
alb 5

_|_

^)

-j-

(a,

The

4-

the coefficients be transformed by setting

_j_ (

ct

-f-

(19)

a,-^-,

then

2 ft^

^>

"i

is the formula for the product of two series


the suggestion contained in (19).

This as a matter of fact

and hence

justifies

Tor example suppose that the development of

were desired.

may be

*-*i*>
l

-1

'

i\

is

ev

"

'"*

+ 1)2 _ 52 = 0) (5 + 1)8 _ ^ = 0,
+ 1 = 0, 3^+3^ + 1 = 0, 4^ +
,

JL>

^n

-i-.

x?

-^o

^^

1,

the formal method

found to be

or 2
Bj

OT^D

'

As the development begins with

applied and the result

= e",

(5

^^ f\
vj
.

-^

Sx

(^^)

+ l) - B* = 0,
fc

(5

65,473

-^4

-i
~~"

4B + 1 =
t

"~"*^

J
''^

x e +1
x
x
x
Z-.r +0 = -~~7 = o
,

COth

x
7;

= - xo

coth

-,

ty?

to a set of equations from which the


#8 may quickly be determined. Note that

The formal method leads


cessive

0,

- x\
o

suc-

/00
22
(

THEOKY OF FUNCTIONS

448
is

of

an even function

indices except

's with odd


and that consequently all the
Thn
This will facilitate the calculation.

.r,

are zero.

even B's are respectively

first eight

are called the Jierrutnltiun


B, or their absolute values,
the method of formal calindependent justification for
e (7J+1)a; of (20)
culation may readily be given. For observe that eFe**
variable. Hence if this
is true when B is regarded as an independent

The numbers

An

numbers.

to powers of B, the coefficient of eao.h


identity be arranged according
not disturb the identity if any
power must vanish. It will therefore

B B2 B
1

the particular
;
the series may be roarof like powers of
ranged according to powers of x, and the coefficients
as in (21) to get the desired equations.
x may be equated to 0,
If an infinite series be written without the factorials as
for

numbers whatsoever are substituted

B B2 B

set

-\

a possible symbolic expression


-

=1

ax

-|-

If the substitution y

ofa

x/(i

anxn

---- -f

-\

for the series is

+ aV + a x*
s

-f-

therefore be substituted

may

x) or x

1
j.

.,
u-

= y/(l

aaj

-f-

y
.

y) be made,

1-y
i-(i + a)y"

( 24)

1-y

if the left-hand and right-hand expressions be


expanded and a be
regarded as an independent variable restricted to values which, make
the series obtained will both converge absolutely and
he
\ax\ < 1,

Now

may

arranged according to powers of a. Corresponding coefficients will then


be equal and the identity will therefore not be disturbed if
replaces

a*.

Hence
1

+ a? + a^ +

provided that both

series

(1

- y) [1 +

(1

+ a) y + (1

converge absolutely for

-f-

a)V H---- ],

a*.

Then

= 1 -f ay + a (1 a) -h a (1 -f a)"V H---= 1 + a y + K-f- a )^/ + (^ + 2 2 -f a,) y 8 -f

+ 0^ + a^j* + a a +
8

-f-

</*

.
,

INFINITE SERIES
This transformation

known

is

.vantage for computation


lies

rapidly than the

the coefficients of the

new

efficients in the

log (1

first series

series small.

+ x) = x -

x1

Its great

the fact that sometimes the second

lies in

much more

converges

when

ne

449

as Eider's transformation.

This

first.

is

especially

are such as to

make the

Thus from (25)

+$x a

xi

x6

x*

compute log 2 to three decimals from the first series would require
hundred terms eight terms are enough with the second series.
a additional advantage of the new series is that it
may continue to
3

veral

nverge after the original series has ceased to converge. In


two series can hardly be said to be equal but the second

.e

this case
series of

urse remains equal to the (continuation of the) function defined by


e first. Thus log 3
may be computed to three decimals with about a
>zen

terms of the second

series,

but cannot be computed from the

first.

EXERCISES

By

1.

the multiplication of series prove the following relations:

(a)

(1

(/S)

cos 2 x

+
= 1,

x8

a
-)

= (1 + 2x + 3x* +
= e*+v,

(7) e*ev

Find the Maclaurin development

2.

() e^sinx,

(a) escosx,
3.

4.

and cos 2

(S)

2 sin 2 x

= (1 - x)-,
= 1 - cos 2 x.

terms in x8 for the functions

(7) (1

+ a;)log(l +

x),

cos a; sin- 1 *.

(5)

< 0. Why

ways to show that


where 1< < 2 ?

Establish the developments (Peirce's Nos. 785-789) of the functions:


(a) e

5.

to

4x8 +

of the expansion of cos* in two different


does it then follow that cos {

Group the terms

>

si

Show

f(x) __

that

if

e' na: ,

lna;
,

g(x)

(/3)_

(7) e

ta

~ la!

= bmxm + 6m+1 z">+ 1 +

+ of + a2x2 +
_ c_ m
a;"
+ 6 ixm + 1 H---.

&OT x m
id

sin 8 x

TO

c- m+t
z "- 1

()

and/(0)

e Ua

~ la:
.

^ 0, Aen
Q-I

a;

the development of the quotient has negative powers of x.

6.

Develop

to terms in

(a) sin (fc sins),

x6 the following functions

(/3)

log cos x,

(7)

Vcosx,

(8)

(1

fc

sin s x)~i

111

u. jciiiu nio oiuiiiicnu luuu ui nicac oc.iicn uy


1

(a)
V
'

rx

e~ x dx

x
x
3315

f*

"**

4~Jo

COSJ:

x7

-\

Jo

'

/*

,
'

UX

**

10~J V(l-x 2 )(l-^x2 )'

9. By the formal method obtain the general equations for the coefficients in the
developments of these functions and compute the first Jive that do not vanish:

2 ex

sin x

x8

10. Obtain the general expressions for the following developments:


.,

,
(a)' coth x

-1

x
/

(7)
log sin
V
'

/,v

(5)'

x8

2x c

45

945

logx
&

2
^- (2x)
(2n)!x
'-

*2

x*

180

2835

----^
h

2835

(v)

tanhs

the identity

first

121--=

=(- 1)2=5,

four as

)
7

(f)'

(rj)

lt

w
"

1(

"

cscx

"

1 7 X^

12

'

45

'

= -1

35

'

60
uC\

- H

(cot- + tan-}
2\2
2/x3!
"

(9} log cosh

a;,

(<)logtanhx,

( )

cschx,

1, 5,

61, 1385.

derive the expansions:


*

(5)

expansion of sechx.

\ x).

+ (V

2 x"

j.8

'-

2rj-(27i)!

12. Write the expansions for sec x and log tan


(%ir

Prom

2
B2n (2x)-----

JSZn are the coefficients in the

Establish the defining equations and compute the

13.

2n-(2n)l

*
x*
x
H----- ------ H
logx
8
180

1)"
;

(
V

..

,
'

(2n)!x

-------

The Eulerian numbers

11.

2"

045

46

3
i

logsmhx =
.

x
H

2
(X) sec x.

for all the


>bserve that the Bernoullian numbers afford a general development
functions and their logarithms with the exception of
rigonometric and hyperbolic
secant (which rehe sine and cosine (which have known developments) and the
The importance of these numbers is therefore
juires the Eulerian numbers).

ipparent.
14.

The

coefficients

P^y),

^l =

ex

P9 (y),

+ P 1 (i/)x +

P(tf) in the development

Pt(y)x*

15. If

= N is a positive
n

is easily

+ 2*+3* +

..

17.

y)

*)'*

= 1+

simple. Hence

found above compute:

axx

-6

establish formally

OjU

integral will converge

- ^ n+l

1)"

ax

2?"(u)

n+l

<

18. If in a series the coefficients

19.

is

(B

11 = ^^^7^ --^IT^-y

Jo

Show that the

^-^^-^

From f'e-d-

where

Ex. 14

+ (N-

of the polynomials
10*,

P(v)

1)

in
integer, the quotient

16. Interpret

Pn (JV) = 1 + 2 + 3 +

shown. With the aid

(a) l

+ P(v)s +

that (n
are called Bernoulli's polynomials. Show
and thus compute the first six polynomials in y.

x2
2

+ -a,u +

^a,^

<x <1

when

,-

=
+

Note that Exs. 17 and 18 convert a

provided

|o,-|

1.

*/(*). show

j^
a 8x

-.

r
JQ

series into

d*

A*)

fZlS
an
by

integral.

Show

THEORY OF FUNCTIONS

452

20. In case the coefficients in a series are alternately positive and negative show
that Euler's transformed series may be written

where Aa 1
first,

21.

Add

-a

a1

= Ai - Aa2 =

A2 Oi

ai

,-

are

the successive

differences of the numerical coefficients.

second,

=
=
Compute the values of these series by the method of Ex. 20 with x 1, y $.
first few terms and apply the method of differences to the next few as

the

indicated:

a) \~.-

ift\

-+...

fj

^t

__L. ^__ ---_

iy\'

?r

857

(5)

i-

'

'

...

0.6049,

more,

add 6 terms and take

more,

= 0.78639813,

add 10 and take 11 more,

'

4P

3?

and compute for p

add 8 terms and take

V4

= i_I-f.l_l +

|-

\/2

= 0.69815,

= 1.01

with the aid of five-place tables.

22. If an infinite series converges absolutely, show that any infinite series the
terms of which are selected from the terms of the given series must also converge.
What if the given series converged, but not absolutely ?

23. Note that the proof concerning term-by-term integration (p. 432) would not
if the interval were infinite. Discuss this case with especial references to

hold

justifying

24.

if

possible the formal evaluations of Exs. 12 (a),

Check the formula


1

/ oo
I

of

(5), p.

439.

Ex. 17 by termwise integration. Evaluate

/o

by the inverse transformation.

See Exs. 8 and

15, p. 399.

CHAPTER XVII
SPECIAL INFINITE DEVELOPMENTS
171.
in.

2n

The trigonometric functions. If m is an odd


-f- 1, De Moivre's Theorem (
72) gives

sin m<i>

rS-

sin

= COS

"

d>

--

(m

(m

1)

2)^

r;

<

COS 2 "~

<4

Sin

,
2

d>

integer,

-|

----

say

(1)

2
the right-hand memsin
where by virtue of the relation cos 2 = 1
2
From the left-hand side it is
ber is a polynomial of degree n in sin
= and that the
seen that the value of the polynomial is 1 when sin
<

<j>

<f>.

<

n roots of the polynomials are


2

sin 27r/m,

sin 7r/m,

Hence the polynomial may be

sin 7wr/m.

factored in the

form

sn2
sin

sin

a;

m sin at/ra
sinhx

_
"~

sin 27r/ra

7T/m/\

= x/m

If the substitutions

and

sin2 a;/m\ /
~~
2
sin ir/m) \

ia/m be made,

sin

a:/??t

sinh a;/w\
sin

sin 7T/??i/\

sinh^/WX

<f>

2
sin 2 TT/W/

7n,sinha;/m~~ \

'

'

sinz x/m\
sin2 mr/m)

sinh g;/m\

sirfmr/m)

27T/m/

__

^
'

^'

Now if be allowed to become infinite, passing through successive


odd integers, these equations remain true and it would appear that the
limiting relations would hold
:

,.

since

hm

w = Inn
,.

^(
6
\

m /)H

sill

00

7T

a:

yS
1

77- 2

/cV

00

sinh

)>

a;

= x TT
i

y$ \

1 -f

T-T

(5)
v /

/cVy

As the theorem

would be found.

that the limit of a product is the product of the limits holds in general only for finite products, the process

here followed must be justified in

For the
quantities,

is

simpler.

sinh x

log
6

log (1

a)

-t-

<

m sinh
As

detail.

= "V"*
>

4*
i

I i

log

OT

._

(x
n

sin 2

^
>
~4

<

kir]

*+i

as

n<

m, the angle kir/m

p. 11.

TT

* >T* mZ

=
>
miW
smhx

Hence

log

Twsmh
let

sin 2

zr

-_m

sinh 2

sin 2

than

ktr

1
19 X 'O
sinh 2
m*-<.
a kir
P + isin2

->

and

| TT,

sin f

>

<

2 f/^ f or

TT,

by

Hence

73
vo2
E<smh

Now

is less

m/

Ex. 28,

be further transformed to

8inh 2 -\

sum may

Binh-

x\

second

split the

m*\ v^
\+7 log
.for
+
P-Ti
sin
m

th

Take the logarithm and

1.
1

Now

which involves only positive


sum into two parts

justification the consideration of sinh x,

m become infinite.

m2

>

-sj-\

~4
i

sinh 2

"O

ml

<
>
mfc"

1 H
\

sm2

As the sum on

kit

<

2
.

2
.

sinh 2

sinh2

4r

dfc

mJP

ft

m/

the left

is

finite,

the limit

is

simply

sinh x

then follows easily by letting p become

By
.

infinite.

Hence the

justification of (4')

the differentiation of the series of logarithms of


sin x

xz

sinh x

(5),

the expressions of cot x and coth a in series of fractions

2x

.,

z
a

>

coth x

2x
= 1- + ^
X 75-5-;
A;V +

,.

a;

a;

(7)

uniformly. For the hyperbolic function the uniformity of the convergence follows from the Af-test

o
2

The accuracy

<

-x.

77-5
Ictr

- V
T converges.
^/cV

and

>

of the series for cot x

may then be inferred by the


As

substi-

tution of ix for x instead of by direct examination.

7C

In

- X* ~ X - 7C7T ^ X + kTT

this expansion,

for k

7T

=+n

<

and

however,
7c

it is

'

necessary

still

to associate the terms

for each of the series for

7c

>

and for

diverges.

172. In the series for cotha; replace x by %x.

- COtn
f v, -

tf the first series

sion for

which

X~kTT

is

po-sitive.

jB 2n -will

1
J-

j-

~T"

V
^

2
A

2
a;
2

7.2

__
i

i"

-.2

Then, by (22),

^
^j -2n o

~,

can be arranged according to powers of


be found. Consider the identity

derived by division and in which 6


2
a;
Substitute t
/4 ^ 2<7r2 then

is

p.

447,

2"

a?

..QV
/

x,

an expres-

a proper fraction

if t is

*'

4A;V

Let

* The ^ is still a
proper fraction since each
summation is legitimate because the series would
since 2fc~ 2y is convergent.

is.

still

of the order of
signs were positive,

The interchange
converge

if all

M-

2
;

i)'

*>

>,.

= (-

Hence

-'

1)"

and

The desired expression

for B.ln

is

thus found, and

it

is

further seen

x coth \ x can be broken off at any term with


that the expansion for
an error less than the first term omitted. This did not appear from the
formal work of

n the numbers
It was seen
log

170.

Further

it

may be noted

are very large.


in treating the T-function that (Ex. 17, p.

T (n)

= (n

^) log

log

V2 TT

/x
\
-coth1 }enx
<)= r (i*hf-i)
nx
_ c
dx =
I

As

that for large values of

B Zn

i>e

-f-

385)

w (n),

dx
;

c/0

as

the substitution of (12), and the integration gives the result

For large values of n this development starts to converge very rapidly,


and by taking a few terms a very good value of <o (n) can be obtained ;
many terms must not be taken. Compare
151, 154.

but too

EXERCISES
,

1.

Prove cos x

sin 2 a:

TTIl
\

2.

On

-- +

4 X2

(2A;

\
\

1)%2/

the assumption that the product for sinhx

collected according to

powers

of x,

show that

may be multiplied

out

and

457
3.

By
i

aid of Ex. 21
(8), p. 452, show

(a) I

~ + L 1 +--,
_'
s

22

7T*

>

4. Prove:

5.

(a)

From

J/

1-*

= _!f

!l

cot ( x

= - foot- +
2\

tan -}

2/

42

lo5 (te _
+*

*"
'

V _J___
r^-(& + i)7r

1
/-

J,

+1X1

- - TT = -

show cscx

=-

tan x

^32

_L
I"

~ ^'
=

x^

x-fc7r

rTx

7.

If a

8.

When n

is

^=2

'

7"^I

and com P ute for a

a proper fraction so that

is

large Ba,

1 -

is

(- l)-i 4 VTO(

= 1 by Ex. 21,

p. 452.

a proper fraction, show

)'" approximately (Ex. 13).

XTTo/

9.

Expand

the terms of

10.

Find

'(n)

by

,,

roin

to

powers of x. Is

r'(n)

i>)

by
it

/!

Jo

12.

= 10

and

substituting.

i)

Hence get

tt-n-1

TI^T da: of

149 show that

7 = -~

'

if

= n (log n -

1)

log

V2^ +

is

Iute s ral 1

0.6772156649...

and using the necessary number of terms of Ex.

Prove log r (n

whan x <

2n 2
1

and
by taking n

dlvlllion

easy to justify this derivation of (11)

differentiating under the sign

_._
2n

F(n)
_,

coth

and rearrange according

=1+

10.

BI (n), where

THEORY OF FUNCTIONS

458

V2^e
W

Shown! =

13.

now

149 are

results of

of

From

obtained rigorously.

149,

Notethat

n-l

14

22

V^

or

le-x **

er kjf

_ Mr

71

_(n _i) r

'V
**

I-K-*

c~ **

(9

and the f ornn

prove the expansions

173. Trigonometric or Fourier series.


% a

f(x)

ft

+2

=^a +
+i

+ ^* s

'cx

sin x

+#

cij

fl

a* cos

cos x

a2 cos 2 x
2

s^ n

T(n +

l)

If the series

2x

'ffl:

+a
-f-

c
v

cos 3 x ^

3x

6 sin
g

x < 2 TT
converges over an interval of length 2 TT in x, say
will
TT
x
TT, the series will converge for all values of x and

<

fine a periodic function

/(x + 2 TT) = /(x)


2ir

cos

7
kx

sin fccdx

=^

/^

and

=f=

or k

7cx

cos Ix

7cx

sm

sm

according as k

of period 2

cos

TT.

dx

As

= A or

TT

(.

te

the coefficients in (14)

may

be determii

formally by multiplying /(x) and the series by

= cos

cos x,

x,

1
ak = ~

to 2

By

TT.

virtue of (15) each

and from that one

/* 27r

Jo

sin 2 x,

cos 2 x,

sin x,

successively and integrating from


the integrals vanishes
except one,

f(x) cos kxdx,

bk

= 7r

pi*

/(x) sin kxdx.

Jo

Conversely if /(x) be a function which is defined in an interval


length 2 TT, and which is continuous except at a finite number of poi
in the interval, the numbers a and b
according
be
k

and the

may

computed

series c
(14) may then be constructed. If this
verges to the value of /(x), there has been found an expansion of/

(16)

over the

series

intp.rva.l

frnm A

frv

9,

.*..

,*

Wnii.rifir

sent

assumed that the function may be represented by the series, that the
series may be integrated, and that it may be differentiated if the differentiated series converges.

For example

let e*

be developed in the interval from

e* cos

kxdx

/*

27rfc

kirJo
a

aiesir-i,

1 r
= -(

bk

IT

ire 31

Hence

=ie 2 ^-^

Zn

ifc

_{_

+ cosy\
+l
/Jo
I

Ifc

&

e x sinkxdx

7T

Here

-JT.

&2

j_7r\

7T

7T

and

& cos ydy =

to 2

e* /ksiny
^
(

Jo

7T

11

= +

-----

12

to 2 TT
valid only in the interval from
series automatically repeats that portion of the function

This expansion

is

outside that interval the

which

lies in

may be remarked that the expansion does not hold for or


point midway in the break. Note further that if the series were
2
coefficient of the cosine terms would be 1 + 1/fc and would not
fc became
infinite, so that the series would apparently oscillate.
It

to

the interval.

TT but gives the


differentiated the

approach

when

Integration from

x would give
*)

-f

12

and the term j x

may

sin2x

l
...

sin3x

sina;+

-+

cos x

be replaced by

its

22

cos 2 x

Fourier series

32

if

cos 3

+,

desired.

relations (15) hold not only when the integration is from


to 2 TT but also when it is over any interval of 2 TT from a to <x -\- 2 TT,

As the

may be expanded into series


by using these values instead of

the function

4-

TT

in the interval

and 2

from a

TT as limits in

to

the

formulas (16) for the coefficients. It may be shown that a function


may be expanded in only one way into a trigonometric series (14) valid
for an interval of length 2 TT
but the proof is somewhat intricate and
;

will

not be given here.

desired for an interval

If,

however, the expansion of the function is


than 2 TT, there ar.3 an infinite
ft less
which will answer for if $ (x) be a

<x<

number of developments (14)

*OU

Ul<

JLT1.11AJ.L1X

J?

U J> U JL J.VJ1N

<$

<

x
function which coincides with f(x) during the interval a:
over which the expansion of /(.*) is desired, and which has any value

<

whatsoever over the remainder of the interval ft < x


expansion of
(x) from a to a + 2 TT will converge to
interval a < x < /3.
<

In practice

it

<x -f-

/'(' )

TT,

the

over

^ n(i

frequently desirable to restrict the interval over

is

to TT, and to seek an


/(a-) is expanded to a length TT, say from
expansion in terms of sines or cosines alone. Thus suppose that iu the

which

<

interval

<

the function <(>) be identical with f(x), and that


x
it be equal to
f( x) that is, the functo /(.r)
an even function, </>(V)
(
a), which is equal

in the interval

tion

<(a)

is

TT

TT

<

<

from

in the interval

to

+T

/ITT
</>

(sc)

cos /m/cr

/-TT

= 21 $ (x) cos /cxc&c =

v/0

TT

+W

<j!>

Then

TT.

(o;)

<^>

sin kxdx

kxdx,

/^TT

/'IT

"

/ (x) cos

t/0

<}>(x)

sin

/cicrfx

<

(x) sin

7ca;d!jj

= 0.

Jo

1^0

Hence

for the expansion of $(x) from


TT to + TT the coefficients b k all
vanish and the expansion is in terms of cosines alone. As /(^) coinfrom
cides with
to TT, the expansion
(a;)
<

f(x)

ak

=2\a k coskx,

Cn
f(x)Goskxdx

7r

Jo

of f(x) in terms of cosines alone, and valid over the interval


TT, has been found. In like manner the expansion

k==
in term of sines alone
to TT

and equal

to

may

be found

/(

x)

from

~
"^

to

/>7r
I

Jo

by taking
to

(17)

from

f(x) sin kxdx


'

equal to/(.r;)

<f>(x)

(18)

from

TT.

Let a; be developed into a series of sines and into a series of cosines valid over
the interval from
to TT. For the series of sines

*
(A)

Also

/!.
-Kto = -,
i

ii

fc

= ~2

fcevi
TO,
/.!
[0,fceven
/!
_
-zco8tedx=J
2

/
7T^02

irfc
[_

x2

=1-

cos x
2

= TT- x

1"

J (1

sin

cos 2x)

sin3x

-{

\ (1

38

7I-L

cos5z
53

cos

- ^ (1 -

3x)

oos 4x)

1
.

These are not yet Fourier series because of the terms \TTX and the various 1's. For
TTX its sine series may be substituted and the terms 1
may be collected by Ex. 3, p. 457. Hence

(-TT.TT)

- x2

or

=-

-x2

cos x

sin2x

Ijsinx

The differentiation of the


terms do not approach
|

TT

- cos 2 x

- cos 3 x

cos 4

(A')

~ sin 4x +

JsinSx

sin

sin 3
-|-

sin 5

sin 7

and that this is the series for ?r/4 may be verified by direct calculation. The
ence of the two series (A) and (B) is a Fourier series
.

f(x)'

= TT

2T

TrL

cosx

'

cos3x

174.

sin

sin

<

<

(C)

1-

TT

but

is

equal to

x when

IT.

For

discussing the convergence of the trigonometric series as formally


sum of the first 2n + 1 terms may be written as

calculated, the

Sn

differ-

2w

32

which defines a function that vanishes when

>z>

(B')

series (A) of sines will give a series in which the individual


the differentiation of the series (B) of cosines gives

=-

"\-+
2

TrJo

sin (2

cos(t

?r

x)

1)

=1
IT

/0

2 sin

+
x

cos2(i

x)

definite integrals (16) by

Ex.9,

and

p. 30,

finally

therefore represented as

t to avoid confusion, then summing by the formula of


The sum Sn is
changing the variable to u = \(t
x).
a definite integral whose limit must be evaluated as n

becomes infinite.
Let the restriction be imposed upon /(x) that

it

shall be of limited variation in

< x < 2 IT. As the function /(x) is of limited variation, it may be


N(x) of two positive limited functions which
regarded as the difference P(x)
are constantly increasing and which will be continuous wherever /(x) is continuthe interval

ous

If /(x)

127).

a limit,

which

discontinuous at x

is

be denoted by /(x

will

it is still

true that/(x) approaches


x from below for

when x approaches

0)

each of the functions P(x) and 2f(x) is increasing and limited and hence each
must approach a limit, and /(x) will therefore approach the difference of the limits.
In like manner /(x) will approach a limit /(x + 0) as x approaches x from above.
Furthermore as /(x) is of limited variation the integrals required for Sn a*, bk will
all exist and there will be no difficulty from that source. It will now be shown that
,

xg

HmSn (x ) =
11

= 00

lim i

f I~
-2

n = oo7T/

S1

V(z +

"

(2

2u)

l)u du

=\

Sill It

[/(x

0)-/(x

- 0)].

This will show that

and

tinuous

/ (x +

Let

,,

then

to the

Sn (x

the series converges to the function wherever the function is conmid-point of the break wherever the function is discontinuous.

= -1
TT

sin

it

sin (2
-

2 u)

/*

1r

1)

~"22 -n

'

F(u)

= / (x +

sinfeu

du

2 u)

= -1
7T

sin (2

sinu

rb
I

Ja

1)

F(u)

sinfcu

= F (u) sin ku
,

du,

TT

< a <0< &< TT.

As /(x) is of limited variation provided


7r<a=iii=l&<7r, so must /(x + 2 u)
be of limited variation and also F(u)
uf/sinu. Then F(u) may be regarded as
the difference of two constantly increasing positive functions, or, if preferable, of

two constantly decreasing positive functions and it will be sufficient to investigate


the integral of F(u)u- l sinku under the hypothesis that F(u) is constantly decreasing. Let n be the number of times 2 ir/k is contained in 6.
;

As F(u)

is a decreasing function, so is u~ 1
F(u/k) and hence each of the integrals
which extends over a complete period 2 TT will be positive because the negative elements are smaller than the corresponding positive elements. The integral from
2nir/k to 6 approaches zero as k becomes infinite. Hence for large values of k,
1

/* ^
I

Jo

sin Jcu

F(u)

/*

du

>

Jo

^ P^

/T/\ sin

JF"

-)
\k/
I

i/

du,

fixed

and

less than n.

f b -r,,
Again,

si

iii

du

F(u)

J|

/""

/
Jo

_U

rs

/>57r

'

+/Jir +/Jsn
/%(2

"- 1 >'r ,/u\ sinu


r
\kj U

rb
C2

J(2-3)7r

siniv.

"-

1 )^

the terms except the first and last are negative because the negative eleof the integrals are larger than the positive elements. Hence for k large,

IIt:re all

jiiunta

/<>_.

Jo

sin ku.
/e,

F (u)
.

du

<

/(^-^

Tr

E,/u\sinu
F
[-}
du,

Jo

fixed

and

/.(2j)-i)tr S

mu du <
,

,.

from

...

k=x Jo

/0

Although p is fixed, there is no limit to the size of the number


Hence the inequality may be transformed into an equality
lim

n.

_ /v smfcu,
/"^""si-.w,
du.
du>F(+Q)l
F(u)

/ 6

Inn

than

Then u/k =

In the inequalities thus established let k become infinite.


above and F(u/k) == F(+ 0). It therefore follows that

0)1
Jo

less

at

^t

which

it is fixed.

rV(M )^u

-=, Jo

= F(-

0)

+ *(-

0)

lim 1
n

oo

P" V(x

7T ^

"

2 u)

du

0)]

4- 0)

[/(x

+/(x

- 0)].

^r

Hence for every point x in the interval < * < 2 TT the series converges to the
function where continuous, and to the mid-point of the break where discontinuous.

As the function /(x) has the period


vergence at x

and x

IT

2Tr, it is

sin(2n

Now

=Jof V(u)

for x

1)

Sin

lim
im

Hence

or

natural to suppose that the confrom that at any other

will not differ materially

be to the value
value, namely, that it
shown by a transformation. If k is an odd

[/(+

will

= sin(2n +

(2n +
M

1U

integer, 2

1) (TT

- u) =

+/( 27r + 1,

)1-

This

sin(2n

l)w',

du

= lim /"+
=
'0

= 2 TT the sum S = TT

C f(2

=|[F(+
*

f'
^i

sm
u)

sin

Jo

0)

F(vr

^ and

the ]imit

above.
+/(27r
0)] as predicted
The convergence may be examined more closely. In fact

will

therefore be \

[/(+

0)

1
/>*-;;2
SB (x) = i C
f(x + 2u)-

-u

sinfcu

du

= -1

6(a
r 6(a:)
T-i/
I

.sinfcu

- 0)].

du.

2TT/K

contained

is

in TT

Fix,-

Jo

tor

/>h(a ) T,,

<

sin tot

Jo

u\
-

sinu

A/

'

2 i>"

f
x,
\

aw

F(x, u)

s x = P,

values or x in

all

'

du

k/

Then

j /3.

sinw

u\

^(2;)-!) TT
I

du

17,

<,

n,

are the integrals over partial periods neglected above and are uniThis
is everywhere finite.
x
/3 since F(x, u)
formly small for all X'R of a
shows that the, number p may be chosen uniformly for all x's in the interval ami

and

where

ij

^ S

yet ultimately may


continuous for a

bi-

allowed to become

g ^ p\

continuous in

Hence F(,

( X,

o)

w i"

w/fc)

x H

-!n.

Jo

to F(x,

f;

rt

it

now assumed

be

that /(x)

is

g g

converge uniformly

tt

If

infinite.

then F(x, u) will be continuous and hence uniformly


x
/3 and
IX^W^TT J z.
region defined by a

jr

(x, u) for the

< r"
Jo

"V(x,

0) as

^^

ft

<F

is gi von,
may be taken so large that e'
where, if 5 >
with a similar relation for the integration from a (x) to
|

becomes

( X,

infinite.

Jo

< 5 and

if

Hence

0.

Hence

r ^du + v

o)

< 5 for k > K

in

any interval

0<aszs0<27r

over which /(x) is continuous S n (x) converges uniformly


toward its limit /(x). Over such an interval the series may be integrated term by
term. If /(x) has a finite number of discontinuities, the series may still be inte2?r because S n (x) remains
x
grated term by term throughout the interval
always finite and limited and such discontinuities may be disregarded in integration.

^ s

EXERCISES
1.

Obtain the expansions over the indicated intervals. Integrate the

Also discuss the differentiated series.

Make

-225
123
-cos2x

2sinh7r

- sin x

(e) cosx, as sine series,


(ij)

X SinX,

IT

(K) sin&c,

(o)

7T

log (2 sin
\

tO
to

7T,

TT,

-)=
2/

17
7T

to

(7)

TT,

to
(0)

ir,

fractional,

rr,

as cosine series,

(f) e*, as cosine series,

X COSX,

7T

tO

7T,

(t)

(X) cos to,

ir

234

cos x 4- - cos 2 x

17

10

as sine series,

4
-- sin 2 x H-- sin 3 x -sin 4 x +

2
TT,

cosSx

10

(|3)

graphs.

- cos 3 x

7T

to

?r,

X,

+ - cos 4 x +

to

to

TT,

ir,

TT

tO

7T,

fractional,

-,

to

IT,

tO

series.

odd function

lor an

tor which /(x) =J(TT

lor an even function for which

x) ?

f(x)=f(ir -/)<>

Show

3.

= V\sin-^~T

that /(x)

with

=-

&fc

C /(x)

sin

-^

dx

is

/o

the trigo-

nometric sine series for/(x) over the interval 0<x<c and that the function thus
defined is odd and of period 2 c. Write the corresponding results for the cosine
series and for the general Fourier series.
4.

Obtain Nos. 808-812

5.

Let

e (x)

be the error

= /(x)

Graph the sum

of Peirce's Tables.

---- an

04 cos x

made by taking for/(x)

the

first

cos ru

n+

1
/

The mean value


F(a

ax

of the square of e(x)

on

6 15

is

7T

precisely those given by (16)

C*
2

show that

f(\)

7T

IT /0

-_LV
i

-\

f Zir

fc

/(X)e=

and hence infer

/(x)

*<A-

z ,.
>'cZX

JT

that

a lf

(16) is

are

this

if
,

& 17

mean square
,

must be

&

equivalent to

lim

o- fc e*

*"/

/0

^
te r
y,e^
a*

',

^/

/(x)e
/

TT

/(x)e

^STT t/O

analysis

show formally that


n + l-Aa)Aa +

+ <(- n.Aa)Aor + 0(
+ 0(0- Aar)AaH- 0(1

by Fourier

271

te

V0(fe- Aa-)Aa:=

the expansion of /(x)

~l

_j

Without attempting rigorous

<j>(a)da= lim
Aa =

is

is,

7.

that

b n sin )ix

using the variable X in place of x in (16) deduce the equations

By

6.

<z

x ---

terms of a trigonometric series.


+*
2
[e(x)] dx and is a function

Show

bn ) of the coefficients.

error is to be as small as possible, the constants

of Nos. 809 and 810.

6 t sin

<f>(

l-Acr)Aa

lim

series

from

lim

c to c.

Hence

inter that

Assume

8.

f(x)

By

between

the possibility ot expanding / (x)

(x)

a^

Ex.

p. 252,

Legendre polynomials (Exs. 13-20,

(x)

a2

16,

2 (x)

the aid of Ex. 19, p. 253, determine the coefficients as

For

aim

J.

on

-t-

a,

BUI tea

uj.

p.440) in the form

aPn (x) +

2k -+ 1

ak

r1

J^

/(#) P*(x) dx,

Ex. 5 and show that the determination of the


so as to give a least mean square error agrees with the determi-

this expansion,

coefficients en

form

e (x) as in

nation here found.

Note that the expansion of Ex. 8 represents a function f(x) between the
1 as a polynomial of the nth degree in x, plus a remainder. It may be
shown that precisely this polynomial of degree n gives a smaller mean square error
9.

limits

over the interval than any ether polynomial of degree n.


ff*(x)

= c + CjX +

= 6 + b1 P1 +

c nx

For

suppose

----1-

b n l\

equivalent expansion, in terms of Legendre


s
f/ n ()]
polynomials. Now if the c's are so determined that the mean value of [/(x)
is a minimum, so are the 6's, which are linear homogeneous functions of the c's.
be any polynomial of degree n and

its

6's must be identical with the a's above. Note that whereas the Maclaurin
expansion replaces /(x) by a polynomial in x which is a very good approximation
near x = 0, the Legendre expansion replaces /(x) by a polynomial -which is the

Hence the

best expansion

10.

P =-

a5

r1

Compute

the whole interval

from

Ex.

polynomials

when

Compute

(of.

17, p. 252) the

;2

/-!

0,

2
-

--

6 \

/
(

7T

0,

3 ),
IT 1

+1

reduces to degree three, and


sininc

= 4, 3,

x2 ,

Hence show

2, 1, 0.

which best represents sin

TTX

from

is

= lW-x8 - -x\ = 2.69x

- -x - - (

7T

that the polynomial of the fourth degree


to

wheni

-,

considered.

is

Px = x, P =
* =
*-

P = --a +

x<>

xi sin trxdx

+1

1 to

2.89x.

Sho-iv that the mean square error is 0.004 and compare with that due to Maclaurin'^
expansion if the term in x* is retained or if the term in 8 is retained.
11.

Expand sin^Tra
2

12.

Expand from

ir

1 to

toP4

(g) COSTIX

(S)

= ^P
l
3

Vl-x* toP4

1,

(j3)

~ (^ TT

i\

p g

as far as indicated,

&
cos-ix

1.653*

0.562x.

YTT"

toP 5
toP4

these functions
(-V)

log(l

(f)

tan-ix

VI +
What

8'

VI

simplifications occur

if

/(x)

is

x2
odd or

,,

if it is

Vl +
even

x)

toP4
toP6
toP

period 2
function

be expanded into a trigonometric series that if the


odd, the series contains only sines; and if, furthermore,
the function is symmetric with
respect to x
% TT, the odd multiples
of the angle will alone occur. In this case let
TT

=2

/(*)

a v sin 3 x H-----(-

sin

["'o

As 2 sin nx

/(*)

may

is

e-

(e

nri

the series

),

an sin (2 n

1)"

may

+ 1) x

Hence

',

if

].

be written

= 2 2 (- !)X sin (2 n + l)x = - i V (- l)Xe (2n+1);a

This exponential form is very convenient for


be added to x. The general term of the series

H----

a_ s

many purposes. Let


is then

_,.

the coefficients of the series satisfy an _ie~ Znp


an) the new
is identical with the
succeeding term, in the given series

general term

ep

multiplied by

f(x

The
in

Hence

+ ip) = - eoe-**

f(x)

if

an _^

recurrent relation between the coefficients

terms of a

The

e~

2xi

For

let q

new relation on the

relation a_ M

an _ r If

= e~ p

an eZn ?.

-will

determine them

Then

thus compatible with the original


the series thus becomes

coefficients is

-*,

The function thus defined formally has important properties.


In the first place it is important to discuss the convergence of the
series.

Por

Apply the

test ratio to the exponential form.

if q is numerically less
any x this ratio will approach the limit
Hence the series converges for all values of x provided \y\< 1.

than 1.

Moreover

if

\x\

<

which approaches

2n G
^G, the absolute value of the ratio is less than \q\ e
as n becomes infinite. The terms of the series

therefore ultimately

become

less

than those of anj assigned geometric

By

a change of variable

7/00

The

2 7 * sin

2$
A A

and

notation let

2,,* sin

+ 2yV sin

/v

,6

-.

(20)

function //(), called eta of u, has therefore the properties

II (u

/f)

=-

ff(w

J/(w),

+ 2 iA") = -

q^e'^H^i),

(21)

inTr

#( +

2m7f +

m + n - n e"wU
m&") = (- l)
1
H(u),

The

m, n integers.

<

and 2 iK are called thejpmocfe of the function. They


quantities 2
are not true periods in the sense that 2 TT is a period of f(x) for when
2
is added to u, the function does not return to its
original value, but
1

is

in sign

changed

and when 2 iK

is

added

to u, the function takes

the multiplier written above.


Three new functions will be formed by adding to u the quantity
or IK' or
iK', that is, the half periods, and making slight changes

K+

suggested by the

results.

First let H^ (u)

= H(u

-f-

K).

By substitution

in the series
(20),

^(w) =

By

7ru
o 1
2 ?* cos

+ 2n 2 * cos
,

3 7TM

+ 2 ?Y
,

rt

2j>

C os

7T?<

using the properties of H, corresponding properties of

HI (u

are found.

2 K)

=-

Second

HI (it),

let iA*'

(ic

/nox

-^ +
,

'

'

'

22 )

Hv

+ 2 iK') =+ q- V?X (
#w. Then

tt

),

(23)

be added to M in

is the general term in the


exponential development of
i.
Hence
apart from the coefficient

H(u

+ iK')

00

The development of
\

+ 2 #) =

(u

(w)

>

jf

+2

J5T)

V-

(w -f 2 i#')

K + iK' to w in

2 7TO
= -1,0
1-f- 2 ? cos --r + 2

^w

-i

w),

finally instead of adding

and further properties are evidently

(u)

,(),

4 7TM

cos

!?

(w

"

J.

= - (T

e~

add

H(ic),

'

'

'

'

(25)

(u).
.K

in

().

6 ITU
2 q COS
+I09
+"

+ 2i^') = 4-<Z-V

1 (M).

'

'

(27)

For a tabulation of properties of the four functions see Ex. 1 helow.


176.
finite

and is reproduced except for a


H(u~) vanishes for u
2 niK' is added to u, the table
when 2

As

mK +

multiplier

=Q
=
=
(w)
=
j(w)

H(u)

for

H^u)

for

= 2 mJf + 2 niK',
= (2 TO 4- 1) K + 2 niK',
w = 2 m^ + (2 n -f 1) i/f',
w = (2 m + 1) K + (2 u -f 1)
%
M

for
for

iJfiT',

points of the four functions. Now it is


possible to form infinite products which vanish for these values. From
such products it may be seen that the functions have no other vanish-

known vanishing

contains the

Moreover the products themselves are useful.


be most convenient to use the function ^w). Now

ing points.
It will

^VmK+K+tniK'
Hence

e%

iK')

-< 2 "+ 1 >

__

and

!?

^(Sn+I^

e~*

+ q-^

00

n+1

<W<
n

00

0,

two expressions of which the second vanishes for all the roots of
0. Hence
roots with n
,(M) for which n ^ 0, and the first for all

are

<

TT

= C IT U +

ire

(f~

n+l e'K u

(I 4-

an infinite product which vanishes for all the roots of x (M). The
product is readily seen to converge absolutely and uniformly. In particular it does not diverge to
and consequently has no other roots
is

than those of

remains to show that the product

is

determination of C.

It
^(u) above given.
identical with
with a proper
1 (u)

= 1 + q(z +

ei (it)

C-iTT(u)

= (1+

+
1)

gz) (I

q*(z*

a\ I

show that

direct substitution will

o&\

2
<f>

z)

(<?

f/

(z
G

9 z).

?-) (1

z/

z/ \

i)

g"z)(l

2) (1

(!

g-i z

i)

o 6\
2.).

z/

q- l z~ l

(f>

and ^ (</ 2z)

(z)

= q~

Then by

Now

i//

2n

reciprocal in z in such a

n (z) is

<*<>

that, if multiplied out,

V (n(<pW +

?z )

way

i(

(g2^ +

Then

r/-s'z-)

(1

+ iZ

2
r/

a,-(z'

z-<),

<f

aud the expansion and equation of

coefficients of z* gives the relation

From

<tn

Now

n be allowed
lim

to

q
a, = ~

e t (u)

Hence

become

(1

2
<Z

(1

2
<Z

a,-

(1

approaches the limit


9

4
)

(1

6
(Z

n
ft(l - f/

-11(1

The

each coefficient

infinite,

C = ft

2"

+ 1 e*"")(l

g2

+ ie~*~"),

taking the series of the limits of the


171.
justification of this process would be similar to that of

may be found by

provided the limit of ^ n (z)


terms.

z~ ty (z).

substitution

MS) =

if

is equivalent to replacing u by u + 2iK' in Q t


Next conterms of ^(z) written above, and let this finite product be ^ M (z)-

In fact this substitution


sider the first

-,

).

The products

for

K+

Hv H may be obtained from that for

by

sub-

iK' from u and making the needful slight alteratracting K, iK',


tions to conform with the definitions. The products may be converted

into trigonometric form

H(u)

C2

by

multiplying.

2* sin
i

K.

ft (l
i

Then

-2?

cos

+ ff*'X
|~
/A

(28)

VIJUV/J. iTJLJJiX'l JL

= C2?

ffju)

TTU " /
cos
TT

+ 2 f* cos

(1

^ + <^

(29)

(30)
v
'

= C it (l + 2 ?

!()

+i cos

~
Z

= TT(l-r/) = (l- ? )(l2

=
1^(0)

2 0* TT (1

4- <f")

+ j*-+

(31)
v
'

.K.

4
!?

)(l-!?

)--->

= C TT (1 (0)

2
,

(32)

"+ 1
)

ff'(O)

The
Then

value of

follows
177.

2 2

//''(O)

^
is

TT (1 -

r/)

0^0)

= C TT (1+ gr-+i)

found by dividing H(u) by w and letting u

H'W^HW^^
by

direct substitution

Other functions

may

and cancellation

0.

(33)

or combination.

be built from the theta functions.

Let
/0

..

(34)

(36)
v
'

The functions sn w, en u, dn %

are called elliptic functions* of u. As


is the only odd theta function, sn u is odd but en u and dn u are even.
All three functions have two actual periods in the same sense that sin x

and cos x have the period 2 TT. Thus du w has the periods 2 JK" and 4 i/
by (25), (27); and snw has the periods 4tf and 2iK' by (25), (21).
That en u has 4 K and 2 Jff -f- 2 iff' as periods is also easily verified.
The values of u which make the functions vanish are known they are
those which make the numerators vanish. In like manner the values
of u for which the three functions become infinite are the known roots
'

of

(tt).

If q is

known, the values of

definitions.

V&

and "Vk may be found from their


1

Conversely the expression for V&',


2?

2^

+ 2 ?*- 2 g +.--,
+ 2 y + 2 .f + ..4

(36)J
^

THEORY OF FUNCTIONS

472

readily solved for q by reversion. If powers of q higher than the


first are neglected, the approximate value of >/ is fouud by solution, as

is

Hence

1 1

- VP

* 1

4- v/c'

4- y
'

<i
'

4-

2
n

A - v^v
=

"is /i

"oo
2

1 4is

the series for

q.

if k'

VAV

\1

V/c

\,

8
1/10 and may be disregarded
The first two terms here given

are sufficient for eleven figures.


Let i? denote any one of the four theta series
<

4-

k'

of the expansion amounts to less than


in work involving four or five figures.

t\u) =

5 ?9

near 1 this series converges with


k > 0.7, A/A? > 0.82, the second terra

For values of

great rapidity; in fact

<f 4-

* ? H

7/

//,

z = e~ ^

() = JP &*,

r Then

p 0,

"

(38)

2
this is merely the
may be taken as the form of development of
Fourier series for a function with period 2 K. But all the theta func>'/

tions take the

same multiplier, except for

sign,

when

2 iK'

is

added

hence the squares of the functions take the same multiplier, and
2 ~2
ticular </>(<? V) = <7~
4>(s). Apply this relation.

It

then

is

seen that a recurrent relation between the coefficients

which will determine all the even


odd in terms of b r Hence
&(u}
is

coefficients in

= bfi (*) + &!*(*),

is

terms of b and

v constants,

to n

in par-

found
the

all

(38')

the expansion of any # 2 or of any function which

as (38) and satisfies </>(<7 2 )


tical for all such functions,

the constants b

may be developed
2
2
q~ z~ <(). Moreover $ and * are iden'

and the only difference

is

in the values of

b^
As any three theta functions satisfy (38') with different values of the
constants, the functions $ and * may be eliminated and
,

*!()

+ 0*J(M) + y*, () = 0,
2

where

In words, the squares of any three theta


a, ft, y are constants.
functions satisfy a linear homogeneous equation with constant coefficients.

The

constants

may be

determined by assigning particular values

'

A~ // 2

(w)
JFK ^00 + ^o

treating //,

'In;

function

+ dn

sn 3 u
(n)

ft

=1

(ic

a),

may
2

and

where a

fc

is

'"

cn M

"

be proved

+ F = 1.

a constant,

(40)

satisfies the rela-

ij~~z~-C<^ (.-) if log (7 = iira/K. Reasoning like that used


(y s)
2
treating &' then shows that between any three such expressions
a

ft

or sn

in a similar manner

];

/;-

0)

<

is

a linear

relation.

Hence

- ) + PH^QH^U - = y ()((4 - a),


= (0) (a),
= 0,
(0) H (a)
u = K,
aH^H^a) = 7iWi(a
^ (u) H^ (u-a)_
0_ gig
^ a II (u*) H (u a)
- a)
- )
HfO
^0 a
(u
J/fO a (it) O
//()

//(7

ft)

-y

"

;
'

(it)

dn a sn u sn
!n

this relation replace

(%-) + en u en
a by

v.

Then

a)

(it

= en a.

(41)

there results

en ?^cn(M

+ v) 4- snwdnv sn(w + v) = cnv,

en v en (M

4- v)

+ sn v dn u sn (w + v) = en w,

be reduced by multiplysymmetry and by solution. The fraction may


the middle
numerator and denominator by the denominator with
n changed, and by noting that

na y

ten

cii

76

dn2 u 811(7*

2
2
sn 2 w cn t> dn ^

+ .;)=

?;

'

i_A; 2 sn2 M sn2 v


sn

sn

= (sn - sn ^) (1 - &
+ sn v cn u ^n ^

sn u en v dn v

?f

= g cn

sn v cn M dn

cn v dn T;

dn

?/,,

sn

sn

2
i>).

C43")
'
V

The periods 2K,2iK' have been independent up to this point. It will,


however, be a convenience to have g = 1 and thus simplify the formula
Hence

for differentiating sn u.

let

Now
<i

is

other hand,
quantities

7c'

2?

(46)

K k, k\ y only one is independent.


and K may be computed by (36), (46); k is de= 1, and K' by w#'/tf = - log q of (19). If, on the
,

7c'

by (37) and then the other

given, q may be computed


be determined as before.

is

may

+ 2/ + ..,

of the five quantities K,

known, then
termined by k z + 7c'2
If

=l+

(0)

EXERCISES
1.

With the

jff(- u)

notations X

=- ff(u),

q~*e ZK

H(u +

e 1 (-u)=+e 1 (u),

--"Lie

_J:I M

q-^e

H(u +

2.

Show

that

H,

if

is

9,

Qv

and q =g

real

Hv

2 UP)

=-

e1

+ K + IK"') = + X0j. (),


+ K+ iK') = - i\Q (u),
6(u + JT + iJ5T') =4- XS~i(),
e x (u + JET + iJf') = + t\H(u).

H(u + K) = + flj (M), 7f(w + i/C') = i\0 (u),


H! (u + JK") = - T(M), 1^ (u + iK') - + \Q t (u),
0(u + J^s+O^u),
(u + iJEP) = iXJ5r(u),
= + Xffx (it),
0! (u + Jf) = + (u),
9,. (u + t^O
series for

establish:

K)=-H(u),

^ the

first

J2"(

(u

two trigonometric terms in the

Show

give four-place accuracy.

that with q

0.1 these

terms give about six-place accuracy.


3.

Use

= q sin a +

2
q sin
*

TTU
<*

4.
.

sn (u

free^-OW-M- ""*

Prove the double periodicity


_
en u
._,.

+ A) = -

dnu

sn (u
v

'

iK')7

cn(u

+ g)=~: "",
dnu

dn(ti

+ Jr) = -^-,
an u

cn(u

dn(u

of

a+

8
? sin 3
*

in

to prove

STTW

^"

"*"
,

cnu and show


1

Jfcanu

^Q =

a+

27TW

that

sn (w
^

+ JKT +

~ idnM
,

fcsnu

+ iS:')=-i^^,
sn w

cn(u

dn(u

_ =

iJT')7

A'

dnu
ftcnu

+ UT) = =^->
fccnu

^+ jr + UP) = **' 5
en u

6.

Compute

k'

and kz for q

and q

Hence shew that two trigonometric

0.1.

terms in the theta series give four-place accuracy


7.

Prove en (u

en u en

+ v) =

sn u sn u

sn

w sn
fc

and

dn (u
1

8.

cnw=

Prove

Prove sn-^w

= 1,

compute

fc,

11. If g

= 1,

compute

fr',

10. If

12.

In Exs.

sn2 u sn2 v

fc',

IT,

q, If,

10, 11 write the

fc

from

TJ

sn u sn i; en u en e

(Jy

Jo

JBT',

for g

S }.

du

dw,

9.

dnw =

snwdnu,
nU

fc

if fc'

dn u dn

snw.cn u,

= 1.

(45)

with g

and g

= 0.01.

K', for

fc

= 0.1
2

J, f,

trigonometric expressions which give snw, en w,

with four-place accuracy.

dn 2 u, and hence sn \ u, en \ u, dn

13.

Find sn 2 w, en

2 u,

14.

Prove

u dn

it

jsn

8 2 (0)6(u

= log (dn u +

fc

en u)

a)

H (u -

a)

and show

also

= 62 (a) H* (w) + a)9(w- a) = 02(w)e s (a)

62 (0) H (u +

w,

(a)

6 2 (u),

dnu

CHAPTER

XVIII

FUNCTIONS OF A COMPLEX VARIABLE


The complex function u

178. General theorems.

and

(.r, ?/)

4- ia

(.r,

y),

real functions continuous


y) are single valued
dift'erentiable partially with respect to x and y, has been defined

where

tr

(x,

and v

y)

as a function of the

(x,

complex variable z

the relations u'x =.v'v and

i('

=-

v'x

=x+

when and only when

iy

are satisfied

(73).

In

this case

the function has a derivative with respect to z which is independent


of the way in which A# approaches the limit zero. Let w
f(z) be a

function of a complex variable. Owing to the existence of the derivative the function is necessarily continuous, that is, if e is an arbitrarily
small positive number, a number 8 may be found so small that

and moreover

this relation holds

region over which the function

is

uniformly for

all

points

of the

defined, provided the region includes

bounding curve (see Ex. 3, p. 92).


It is further assumed that the derivatives ?4, u v v'x v'y are continuous
and that therefore the derivative /' (2) is continuous.* The function
of a
is then said to be an analytic function (
126). All the functions
its

complex variable here to be dealt with are analytic in general, although


they may be allowed to fail of being analytic at certain specified points

The
The equations

called singular points.

be omitted.

w = /(*)

or

adjective "analytic"

= u (x,

y),

may

therefore usually

= v (x,

y)

define a transformation of the cey-plane into the w-plane, or, briefer, of


the -plane into the w-plane; to each point of the former corresponds

one and only one point of the

* It

may

latter (

63).

If the Jacobian

be proved that, in the case of functions of a complex variable, the


follows from its existence, but the proof will not b

continuity of the derivative


given here.

Aid

be.

solved in the neighborhood of that point, and hence to each


point

of the second plane corresponds only one of the


or

Therefore

ofz =
wived

Q,

<>s

tliut if

$(w).

analytic in the neighborhood


if t/ie derivative /'(* ) does not vanish, the function may be
<
where
is
the
inverse
function of /, and is like<#>('),

it is

and

semi

first:

=/(?:)

is

wise analytic, in the neighborhood of the point w


W Q It may readily
be, shown that, as in the case of real
functions, the derivatives/'^) and
Moreover, it may be seen that the transforma<'(K') are reciprocals.
tion

is

conform

i,

that

is,

that the angle between

unchanged by the transformation

63).

* = [/(*o) + C ^ =/'(*o) [1 +
As As and
tion,

any two curves

is

For consider the increments

//'(*)]

**

A?# are the chords of the curves before

/'(*o)

0-

and after transforma-

the geometrical interpretation of the equation, apart from the infinis that the chords &z are magnified in the ratio
|/'( )| to 1

itesimal

and turned through the angle of /' ( ) to obtain the chords kw ( 72)
In the limit it follows that the tangents to the w-curves are inclined at
an angle equal to the angle of the corresponding s-curves plus the angle
of /'()
The angle between two curves is therefore unchanged.
The existence of an inverse function and of the geometric interpretation of the transformation as conf ormal both become illusory at points
for which, the derivative
/'() vanishes. Points where /'() = are
.

called critical points of the function


It

lytic

183).

has further been seen that the integral of a function which is anaover any simply connected region is independent of the path and

is zero

around any closed path

nected but the function

which

may

be shrunk

124)

if

the region be not simply con-

analytic, the integral about any closed path


to nothing is zero and the integrals about any
is

two closed paths which may be shrunk into each other are equal
Furthermore Cauchy's result that the value
dt

125).

(3)
v/

is analytic upon and within a closed path, may be


found by integration around the path has been derived ( 126). By a
transformation the Taylor development of the function has been found

of a function, which

whether in the

finite

aeries (

It has also

167).

(
126) or as an infinite
been seen that any infinite power series

form with a remainder

wmcn

converges

within

its circle

is amereiraaDie ana nence aennes an analytic luncuon


of convergence ( 166).
It has also been shown that the sum, difference, product, and quotient
of any two functions will be analytic for all points at which both func-

tions are analytic, except at the points at

which the denominator,

in the

case of a quotient, may vanish (Ex. 9, p. 163). The result is evidently


extensible to the case of any rational function of any number of analytic
functions.

From

the possibility of development in series follows that if two

functions are analytic in the neighborhood of a point and have identical


values upon any curve drawn through that point, or even upon any set
of points

which approach, that point

as a limit, then the functions are

common

circle of convergence and over all


regions which can be reached by ( 169) continuing the functions analytically. The reason is that a set of points converging to a limiting point
is all that is needed to
prove that two power series are identical pro-

identically equal within their

vided they have identical values over the set of points (Ex. 9, p. 439).
This theorem is of great importance because it shows that if a function

denned for a dense set of real values, any one extension of the defiwhich yields a function that is analytic for those values and for
complex values in their vicinity, must be equivalent to any other such
is

nition,

extension. It

form;

is

also useful in discussing the principle of permanence

for if the

two sides of an equation are identical

for

of

a set of

values which possess a point of condensation, say, for all real rational
values in a given interval, and if each side is an analytic function, then
the equation must be true for all values which may be reached by analytic continuation.

For example, the equation sin x = cos ( IT x) is known to hold for the -values
x == \ TT. Moreover the functions sinz and cos z are analytic for all values of z
whether the definition be given as in 74 or whether the functions he considered
as defined by their power series. Hence the equation must hold for all real or
complex values of cc. In like manner from the equation &&> = &*+" which holds
for real rational exponents, the equation && = e* + w holding for all real and imaginary exponents may be deduced. For if y be given any rational value, the
functions of x on each side of the sign are analytic for all values of x real or complex, as may be seen most easily by considering the exponential as defined by its
power

series.

Hence the equation holds when x has any complex

value.

Next

consider x as fixed at any desired complex value and let the two sides be considered as functions of y regarded as complex. It follows that the equation must
hold for any value of y. The equation is therefore true for any value of 2 and w.

179. Suppose that a function is analytic in all points of a region exsome one point within the region, and let it be assumed that

cept at

The discontinuity may be

continuous.

the discontinuity is finite let


a of discontinuity.
point 2

either finite or infinite.

/())< G

In case

in the neighborhood of the

Cut the point out


with a small circle and apply Cauchy's Integral to
a ring surrounding the point. The integral is applicable

because at

the function

is

all

points on and within the ring


If the small circle be

analytic.

replaced by a smaller circle into which it may be


shrunk, the value of the integral will not be changed.

Now

the integral about y which


-

is

made

constant can be

as small

by taking the circle small enough for /() < G and


where r is the radius of the circle y and hence
?,-,
\t
z\ > \a
As the integral is conthe integral is less than 2 irr G/\\'S,
r{\.
a\
and may be omitted. The remaining intestant, it must therefore be
= a.
gral about C, however, defines a function which is analytic at z
as desired

Hence

if

f(a) be chosen as defined by this integral instead of the

original definition, the discontinuity disappears.

Finite discontinuities

therefore be considered as due to bad judgment in defining


function at some point; and may therefore be disregarded.

may

a,

In the case of infinite discontinuities, the function may either become


for all methods of approach to the point of discontinuity, or it

infinite

may become
other

infinite

methods.

the point

for some methods of approach and remain finite for


first case the function is said to have & pole at.

In the

a of discontinuity; in the second case it is said to have


In the case of a pole consider the reciprocal

essential singularity.

Jin

function

a and remains
The function F(z) is analytic at all points near z
finite, in fact approaches 0, as
approaches a. As F(a) = 0, it is seen
that
a and is analytic also at
F(z) has no finite discontinuity at s

is

a,.

Hence

proper.

the

If

the Taylor expansion

denotes a function neither zero nor infinite at

following transformations

may

be made.

= a,

THEOKY OF FUNCTIONS

480

In other -words, a function which has a pole at z = a


may be written
some power (z
a)-" by an E-f unction; and as the
/^-function may be expanded, the function
may be expanded into a

as the product of

power
(z

which contains a certain number of negative powers of


The order m of the highest negative power is called the order

series

o).

of the pole. Compare Ex. 5, p. 449.


If the f unction
/(s) be integrated around a closed curve lying within
---- then
the circle of convergence of the series C -f
,
Q
(?,(
a) H

f [C + C

Jo

- a) +

x(

= 2iriC. u

-]te

(4)

for the first

1 terms

may be integrated and vanish, the term


C^ t /(
a) leads to the logarithm CLjlog (
a) which is multiple
valued and takes on the increment 2vriC'_ and the last term vanishes
1
because it is the integral of an
analytic function. The total value of
,

the integral of f(z) about a small circuit


surrounding a pole is therefore 2 7rLC_ l
The value of the integral about any larger circuit within
.

which the function

is analytic
a, and which may be shrunk
except at z
into the small circuit, will also be the same
quantity. The coefficient
1
C'_ 1 of the term (z
a)- is called the residue of the pole; it cannot

vanish

if

the pole

is

of the first order, but

may

if

the pole

is

of higher

order.

The
infinite

To

discussion of the behavior of a function

may

/() when

becomes

be carried on by making a transformation. Let

large values of z correspond small values of

z'

if

/(*)

is

analytic

If F(z') does not remain finite but has a pole at


= 0, then
f(z) is said to have a pole of the same order at g
oo; and if F(z')
has an essential singularity at
0, then /() is said to have an essen-

be used.

'

'

singularity at z

tial

of f(z)

oo.

Clearly

if

f(z) has a pole at z

= oo, the value

must become

nite; but if

some -ways

indefinitely great no matter how % becomes infihas an essential singularity at z


<x>, there will be

/()

which z may become infinite so that f(z) remains finite,


while there are other ways so that f(z) becomes infinite.
Strictly speaking there is no point of the 2-plane which corresponds
f

to s

= 0.

in

Nevertheless

it is

convenient to speak as

if

there were such

oo. If
the point at infinity, and to designate it as %
then jF(') is analytic for
so that /() may be said to be analytic
at infinity, the expansions

a point, to call

it

'

F(z )

are valid
ity into
all

+ C/ + Cf* +

*'"

the function f(z) has been expanded about the point at infinseries in z, and the series will converge for

a descending power

points z outside a circle ||

/(*)

= c_jr +

c_ m+l *r-

= R.

For a pole

+ c^z +

of order

m at infinity

+ ~f
+^
+
^
&

convenient to introduce the concept of the point


Simply because
at infinity for the reason that in many ways the totality of large values
it is

from the totality of values in the neighborhood of


should not be inferred that the point at infinity has

for z does not differ

a finite point,
all

it

the properties of

finite points.

EXERCISES
1.

2. If /(z) has
singularity at z

cos
at z

= a.

such that /(z)


3.

By

function

y)

be

sin z cos y

Hence

sin

infer that there

made

is

for permanence of form.

show that I// (z) has an essential


some method of approach to z = a

a,

1
a
c and [/(z)
c]- show that at an essential singularity
to approach any assigned value c by a suitable method of

approaching the singular point z


4.

0.

treating /(z)

may

an essential singularity

Discuss sin (x

a.

Find the order of the poles of these functions at the origin


(a) cotz,

(/3)

esc 2 z log (1

z),

(7) z (sin z

tan a)-1

onow mat n / (Z) vanisnes at z = a once


1 or n.
Show that if /(z) has a

o.

the residue

or

uines,

me quuueni/ y

pole of the

mth order

(,///

at z

vv

UilH

a,

the

m.

quotient has the residue

If /(z) is analytic and does


6. From Ex. 6 prove the important theorem that
not vanish upon a closed curve and has no singularities other than poles within
the curve, then
:

f'(z\

Am i/o -?H
/ (2)

7T~-

where JV

sum

the total

is

=n +

ns

number

'

'

'

- m - m2 ----- mi =
i

of roots of /(z)

N- M,

within the curve and Jf

is

the

of the orders of the poles.

Apply Ex. 6 to l/P(z)

7.

just

dz

show that a polynomial P(z)

to

of the nth

order has

roots within a sufficiently large curve.

8.

Prove that

cannot vanish for any

e*

finite

value of

z.

In

9. Consider the residue of z/'(z)//(z) at a pole or vanishing point of f(z).

is analytic and does not vanish upon a closed curve


singularities but poles within the curve, then

particular prove that

and has no
-

if

/(z)

~dz = 7404 +

in JI o / \z)

where Oj, a2
and bj, 62
,

bi

a* and n lt n2

and

10. Prove that

m m
15

x (z),

p.

a2

'

'

'

H* are the positions and orders of the roots,


mj of the poles of /(z).
,

469, has only one root within a rectangle 2

11. State the behavior (analytic, pole, or essential singularity) at z


(a) z*

12.

Show

that

+
if

z,

/(z)

(7) */(!

e*,

(|8)

= (z -

a)*E(z) with

an infinitesimal contour surrounding z


rem holds for an infinite contour ?

K by 2127'.
=

oo for

8
+ z),
(5) z/(z + 1).
1< k < 0, the integral of /(z)

= a is infinitesimal. What

about

analogous theo-

some functions. The study of the limitawhich are put upon a function when certain of its properties are
known is important. For example, a function which is analytic for all
values of z including also z =
is a constant. To show this, note that
as the function nowhere becomes infinite, f(z) < G. Consider the dif= * and at the
ference /()
/(O) between the value at any point
and of radius R >
origin. Take a circle concentric with z =
180. Characterization of

tions

<x>

Then by Cauchy's

|.

Integral

or

By

taking R large enough the difference, which is constant, may be


as small as desired and hence must be zero; hence f(z) =/(0).

made

nnity of order equal to the difference of those degrees. Conversely it


may be shown that any function which has no oilier singularity than a
pole of the mth order at infinity must be a polynomial of the mth order;
that if the only singularities are a finite number of poles, whether at in~
finity or at other points, the function is a rational function; and finally
that the knowledge of the zeros and poles with the multiplicity or order
is sufficient to determine the function except for a constant

of each

multiplier.
For, in the

The
be.

may

mth order

at

be expanded as

a- m z m

-iZ

m
/() - i>-mZ +

OL-IZ]

/(z)

or

analytic except for a pole of the

first place, if f(z) is

infinity, the function

~~

+ + a^" 1 + a2 3 2 H---= a + ajar* + a2 z- 2 +

function on the right is analytic at infinity, and so must its equal on the left
The function on the left is the difference of a function which is analytic for

values of z and a polynomial which is also analytic for


Hence the function on the left or its equal on the right is analytic
= oo, and is a constant, namely o Hence
all finite

of z including z
f(z)

finite values.

for all values

a_j2

+a_ 7n2"

In the second place let z, z 2


m15 m2 ,
wifc, m. The function
,

2*,,

oo

is

a polynomial of order m.

be poles of /(z) of the respective orders

(Z)

will then

at infinity;

numerator

= (Z- ZJ*(Z -

32

have no singularity but a pole


will

it
<f>(z)

'<*-

**)**/(*)

of order

+ m* + m

m + wig +
1

a polynomial, and /(z)


cannot vanish at z v z a

therefore be

of the fraction

is
,

rational.
z*,

As

the

but must have

+ m* + m

m +m +

roots will determine the


multiplier. It should be
of order m, the above
a
but
has
zero
at
not
a
has
infinity
pole
/()
m.
reasoning holds on changing m to
i

numerator
noted that

<j>

(z)

r ts, the knowledge of these


and hence /(z) except for a constant

if

When /() has a pole at z = a pf the mth order,


/() about the pole contains certain negative powers

z=a. The terms


difference /()
P(z
a) is analytic at
at the pole a*
a) are called the principal part of the function /()

and the

P (z

the expansion of

If the function has

only a

number

finite

is

a function which

is

and the

of finite poles

cipal parts corresponding to each pole are

prin-

known,

everywhere analytic for

finite values

of

and

= oo just as /() behaves there, since P Pv


Pk all
vanish at z = oo. If /() is analytic at z = oo, then <f>(z) is a constant;
= oo, then <() is a polynomial in z and all of
f(z) has a pole at s

behaves at

I}

if

the polynomial except the constant term is the principal part of the
pole at infinity. Hence if a function has no singularities except a, finite
number of poles, and the principal parts at these poles are known, the

function

From

determined except for an additive constant.


it appears that if a function has no

is

the above considerations

other singularities than a finite number of poles, the function is raand that, moreover, the function is determined in factored form,
except for a constant multiplier, when the positions and orders of the
tional

and

finite poles

known or is determined, except for an addidevelopment into partial fractions if the positions

zeros are

tive constant, in a

and principal parts of the poles are known. All single valued functions
other than rational functions must therefore have either an infinite

number

of poles or some essential singularities.


x
The exponential function ez
e (cos y -f t'sin
y) has no finite
singularities and its singularity at infinity is necessarily essential. The

181.

function
all

is

periodic

74) with the period 2

the different values which

all values, is restricted to

can have,

it

have

its

nary part y between two limits y


that

is,

to consider the values of

iri,

if

and hence

will take

on

instead of being allowed

pure imagi-

^y<

+27r;

7/

e* it is

merely

necessary to consider the values in a strip of


the 2-plane parallel to the axis of reals and of breadth 2

one edge). For convenience the strip

may

TT (but lacking
be taken immediately above

The function ez becomes infinite as z moves out


toward the right, and zero as z moves out toward the left in the strip.
If c = a + bi is any number other than 0, there is one and only one

the axis of reals.

point in the strip at which


j

and

cos

=
y

c.

,For

...
^ sin

}-

have only one solution for x and only one for y if y be restricted to an
O
All rf-i4-Vo-n f\rviv*4-a -P/M T*rVirtV **K
n Votrr* 4-V* anma iralTio "FrkT*

lnfoitrol

will also

have the period 2

irL

When

s moves off to the left in the

atrip, R(e*) will approach Can /bm if bm =jt


and will
lm
0.
a moves off to the
right, li(e~} must

~ When
> m, approach

nator

C if n m, and approach
be factored into terms of the form

if

infinite if

a) , and if the fracin its lowest terms each such factor will
represent a pole of the
order in the strip because e*
a
has just one simple root in

tion

fc

(e*

is

/i'th

the

may

become

become infinite if
n < m. The denomi-

Conversely it may be shown that Any function /(,-) which


has the period 2 TTI, which further has no
singularities but a finite
number of poles in each strip, and which either becomes infinite or approaches a finite limit as z moves off to the right or to the left, must be,
strip.

f(z)

# (e*), a

The proof

rational function of ex

theorem requires several steps. Let it first be assumed that/(z)


remains finite at the ends of the strip and has no poles. Then/(z) is finite over all
values of z, including z =
and must be merely constant. Next let /(z) remain
finite at the ends of the strip but let it have
poles at some points in the strip. It will
be shown that a rational function
R(e?)
R(ef) may be constructed such that/(z)
remains finite all over the strip, including the portions at infinity, and that thereof this

fore /(z)

P (z

c)

= R (e*) +
=

C ~*

(7.

4-

For

let the principal part of f(z) at

c ~*+ l

C-l
.

any pole

=c

be

then

a rational function of e z which remains finite at both ends of the strip and is
such that the difference between it and P(z
a pole of not more
c) or /(z) has
than the (k
l)st order at z = c. By subtracting a number of such terms from
is

c may be eliminated without introducing any


/(z) the pole at z
all the poles may be
eliminated, and the result is proved.

new

pole.

Thus

Next consider the case where /(z) becomes infinite at one or at both ends of the
at one end, consider /(z) + C, which cannot
strip. If /(z) happens to approach
approach at either end of the strip. Now if f(z) or /(z) + C, as the case may be,
had an infinite number of zeros in the strip, these zeros would be confined within
finite limits and would have a point of condensation and the function would vanish
identically. It must therefore be that the function has only a finite number of
zeros its reciprocal will therefore have only a finite number of poles in the strip
and will remain finite at the ends of the strips. Hence the reciprocal and consequently the function itself is a rational function of e*. The theorem is completely
;

demonstrated.

If the relation, /(z


w)
/() is satisfied by a function, the f uncsaid to have the period w. The function /(2 iriz/ta) will then

tion. is

have the period 2


becomes

infinite,

iri.
Hence it follows that if'/(#) has the period o>,
or remains finite at the ends of a strip of vector breadth

case with sin z


TT,

and cos

the function

is

and

rational in

if

the period
is tan

V2 as

e'

It thus appears that the single

is
z.

valued elemen-

tary functions, namely, rational functions, and


rational functions of the exponential or trigonometric
functions, have
simple general properties which are characteristic of these classes of
functions.

182. Suppose a function

/()

has two independent periods so that

= /(*),

f(z + a/) = /().


The function then has the same value at z and at any point of the
form z + m<o + rua', where m and n are positive or negative integers.
The function takes on all the values of which it is capable in a parallelogram constructed on the vectors <a and w'. Such
z+w + w'
a function is called doubly periodic. As the values
of the function are the same on
of
sides
opposite
the parallelogram, only two sides and the one inf(z

to)

cluded vertex are supposed to belong to the figure.


has been seen that some doubly periodic func-

It

tions exist

177); but without reference to these

special functions

functions

may

many important theorems concerning doubly periodic


be proved, subject to a subsequent demonstration that

the functions do exist.

it

If a, doubly periodic function has no singularities in the parallelogram,


must be constant; for the function will then have no
at
singularities

If two periodic functions have the same periods and have the same
poles and zeros (each to the same order) in the parallelogram, the quotient of the functions is a
constant; if they have the same poles and the
same principal parts at the poles, their difference is a constant. In these
all.

theorems (and all those


following) it is assumed that the functions
have no essential singularity in the parallelogram. The
proof of the
theorems is left to the reader. If
f(z) is doubly periodic, /'() is also
doubly periodic. The integral of a doubly periodic function taken
around any parallelogram equal and
to the
of
parallel

parallelogram

is zero; for the function


repeats itself on opposite sides of the
figure while the differential dz changes sign. Hecce in particular

periods

Jf

d,

=0

rza*

The

integral shows that the sum of the residues of the pahs in the
paraUeloynun is zero ; the second, that the number of zeros is equal to
the number <>f poles provided
multiplicities are taken into account; the
first

third, that the

number of xeros off(z)

is

same

the

us the

number of

ncros or poles off(z), because the poles


C are the same.
off (is) and/()
The common number in of poles of /(.?) or of zeros of /() or of roots

C in any one parallelogram is called the order of the doubly


/(,-=;)
periodic function. As the sum of the residues vanishes, it is impossible
that there should be a single pole of the first order in. the
parallelogram.
Hence there can be no functions of the first order and the simplest
of

possible functions would be of the second order with the expansions

in the

the

neighborhood of a single pole at = a of the second order or of


a v and K = a2 Let it be assumed
poles of the first order at z

two

that when the periods to, w' are given, a doubly periodic function g (z, a)
with these periods and with a double pole at z = a exists, and similarly
that h(z, av 2) with simple poles at
and a2 exists.
a,^

Any doubly periodic function f(z) with the periods <a, <a' may be expressed as a polynomial in the functions g(z, a) and h(z, a v a2) of the
second order. For in the first place if the function f(z) has a pole of
even order 2 k at z
C \_g (z, a)] , where C is properly
a, then f(z)

fc

a and will have


chosen, will have a pole of order less than 2 k at z
k
no other poles than /(). Hence the order of f(z)
C\_g(z, a)~\ is less
1 at
than that of f(z). And if /() has a pole of odd order 2 k
a,

k
choice of C,
the function /(s)
C[<j(z, a}~] h(K, a, b), with the proper
will have a pole of order 2 k or less at z
a and will gain a simple

b.
Thus although
pole at z
Cg h will generally not be of lower
order than /, it will have a complex pole of odd order split into a pole
of even order and a pole of the first order; the order of the former

may be reduced

as before

and pairs of the

latter

may

be removed.

By

repeated applications of the process a function may be obtained which


has no poles and must be constant. The theorem is therefore proved.
With the aid of series it is possible to write down some doubly periodic functions.

In particular consider the series

LV(z
\

and

W/V =

- mo - W)j
9.

THEORY OF FUNCTIONS

488

where the second 5 denotes summation extended over all values oi


or negative or zero, and 2' denotes summation
in., n, whether positive
all these

mations extend over


for K

-f-

<

m= =

values except the pair


n
0. As the sumpossible values for in, n, the series constructed
and for s -f w' must have the same terms as those for the

extended over

all

?,-,

only difference being a different arrangement of the terms. If, therefore, the series are absolutely convergent so that the order of the terms
immaterial, the functions must have the periods

is

>,

f
.

the convergence of the series j)'(z). For z = mw + nw', that is, at


the vertices of the net of parallelograms one term of the series becomes infinite

Consider

first

and the
z

0,

series cannot converge. But if z be restricted to a finite region


there will be only a finite number of terms

about

which can become infinite. Let a parallelogram


enough to surround the region be drawn, and
consider only the vertices which lie outside this parallelogram. For convenience of computation let the

large

= TOW 4- no/ outside P be considered as arranged on successive parallelograms P15 P2


If the number of vertices on P be
PA,-,
v, the
number on P x is v + 8 and on PA is v + 8fc. The

points z

mu nu' from z to any vertex of l is longer than a, where


the least altitude of the parallelogram of periods. The total contribution of
8 and the value contributed by all the
is therefore less than
(v + 8)a~

shortest vector z

is

P!

to p'(z)

vertices on successive parallelograms will be less

~R

'

_i_

in

~\ft

than

'

**

4-

'
.

\o

'

.
'

.
*

.
"

"I'

^a)

(2a)

(fco)

This series of positive terms converges. Hence the infinite series for p'(z), when
the first terms corresponding to the vertices within
are disregarded, converges
l
absolutely and even uniformly so that it represents an analytic function. The

whole series for

p'(z) therefore represents

a doubly periodic function of the

third

where it
order analytic everywhere except at the vertices of the
parallelograms
verhas a pole of the third order. As the
part of the series p'(z) contributed by
to give
tices outside
z
is uniformly
to
from
it
be

may

convergent,

the corresponding terms in


the terms, grouped as for

integrated

will also be absolutely convergent because


be less than the terms of IS where I is the

p (z) which

p'(z), will

far
length of the path of integration from
to z. The other terms of p'(z), <*us
disregarded, may be integrated at sight to obtain the corresponding terms of #(2).
exHence p'(z) is really the derivative of p
and as p
converges absolutely
(z)

(z)

cept for the vertices of the parallelograms, it is clearly doubly periodic of


second order -with the periods w,
is periodic.
w', for the same reason that p'(z)

It has therefore been

shown that doubly periodic

functions

the

exist,

periods w, w' ana lias no otner singularities tnan poles may be expressed
a rational function of p(z) and #'(2), or as an irrational function of

as

only irrationalities being square roots. Thus by employing only the general methods of the theory of functions of a
complex variable an entirely new category of functions has been charp(z~) alone, the

acterized

and

have been proved.

its essential properties

EXERCISES
1.

Find the principal parts

2.

Prove by Ex.

3.

How

does

6,

at z

for the functions of Ex. 4, p. 481.

p. 482, that e*

has only one root in the

strip.

e^ behave as z becomes infinite in the strip?

4. If the values It (e z )

approaches when

z "becomes infinite in the strip are called

z
exceptional values, show that B(e ) takes on every value other than the exceptional values k times in the strip, k being the greater of the two numbers n, m.

5. Show by Ex. 9, p. 482, that in any parallelogram of periods the sum of the
positions of the roots less the sum of the positions of the poles of a doubly peri-

odic function
6.

Show

thatp'(

is

mw +

2)

p'(z)

Why
8.

m and n are integers.

where

2 z~ 8

2 CjZ

p (z) = z- 2 +

a,nd
7.

nw',

that the terms of p'(z) may be associated in such a


= P'(z)i an(i nen ce infer that the expansions are

+
2

4 c228

CjZ

c 2 z*

+
+

only odd powers,

only even powers.

Examine the series (6) f or j/(z) to show thatp'(| w) =$'(\ to")

~1p'(\

can p'(z) not vanish for any other points in the parallelogram

Let p (

w)

e,

p(

/)

p( w +

e',

2
doubly periodic functions |>'(z)] and 4

w')

\_p (z)

as to prove

way

=
e]

e".

+ 1 w') = 0.

Prove the identity of the

[p (z)

e']

[p

(z)

e"].

a and
examining the series defining p(z) show that any two points z
= p (a') are symmetrically situated in the parallelogram with
z = a' such that p
(a)
?
6
from
Ex.
How could this be inferred
respect to the center z = % (w + w')
9.

By

10.

With

the notations 0(2, a)

and

h(z,

a t , a2 ) of the text show:

'Ch)

jp(2)-;p(a2 )

11.

Demonstrate the

final

theorem

of the text of

182.

2
[

Hence

p'(z)]

(z)]

20

Cj

2
p (z) + 28 c 2 = A z

13.

Combine Ex. 12 with Ex.

14.

With

the notations y 2

8 to prove e

20

Cj

-f

must be identically

infer that the right-hand side

and y s

e'

28

c2

e"

higher powers.

zero.
0.

show

= <fe.
j7

15. If f(z) be defined

f (2

w)

183.

(z)

and f(

by

dz

or f (z)

f(z)=p(2 )

,.

=-

must be merely constants

f (z)

w')

I
show that
J p(z)te,
and T;'.
ij

Conformal representation. The transformation

w = /(*)

or

tw

it

(x, y)

it;

(as,

178)

y)

conformal between the planes of % and ?^ at all points a at which


The correspondence between the planes may be represented
=t= 0.
by ruling the 2-plane and drawing the corresponding rulings in the
is

/'(-')

w-plane. If in particular the rulings in the -plane be the lines x


const., parallel to the axes, those in the w-plane must be

= const.,
two sets

of curves which are also orthogonal; in like manner if the 2-plane be


ruled by circles concentric with the origin and rays issuing from the
for in both cases
origin, the w-plane must also be ruled orthogonally
;

the angles between curves must be preserved. It is usually most


convenient to consider the w-plane as ruled with the lines u
const.,

= const.,

and hence

in the s-plane.'
the functions

The

to

have a set of rulings u (x, y)

=c

a,

v (x, y)

figures represent several different cases arising

= c2

from

i'

v) -plane

(1)

w=

(2)

w=

=.

(a?

to-plane

+ iy),

Vz + if
2

log

Consider

z-plane

(1)

= (a + a

oz

log

w=z

R (cos* +

*'

2
,

-i-

and apply

sin

4>)

tan~ l -) u

z-~plane

(2)

=
= log Vx + y
s

= tan-

polar coordinates so that

= ^(cos 2 ^ +

sin 2 ^),

7?

= ^,

*=2

U1JLO rt--JltlllC/

w-plane

circles

suing from z

(A

figure to scale

= 2z

UU11COJU11UO

and rays iscircles about w =


become rays issuing from w
at twice the angle.
should be supplied by the reader.) The derivative

about s

become

vanishes at x
only. The transformation is conformal for
0.
At z
it is clear that the angle between
points except z
two curves in the -plane is doubled on passing to the correspondingcurves in the w-plane hence at K
the transformation is not eon1

all

would be obtained from w = zm except that the


w = would be m times the angle

formal. Similar results

angle between rays issuing from


between the rays at a
0.

A point

in the neighborhood of which a function w


/() is analytic but has a vanishing derivative f'(z) is called a critical point of
/() ; if the derivative /'() has a root of multiplicity 7c at any point,

that point is called a critical, point of order


point of order k. Expand /'() as

then /(*) =/(*,)

w=w

or

where E is a
into w
wy
tion

(7)

is

(*

+1
o)*

+ (*-*o)* +1 ^(*)

or

7c.

be a critical

+ ff$(*- *o)*+ +
2

w-w =

function that does not vanish at z

For a

Let z

(*

The point

sufficiently small region about

% goes
the transforma-

sufficiently represented as

zm it appears that the angle between


comparison with the case w
two curves meeting at Z Q will be multiplied by A; + 1 on passing to the
corresponding curves meeting at w tf Hence at a critical point of the

On

kth order the transformation is not conformal but angles are multiplied
1 on passing from, the z-plane to the w-plane.
2
more in detail. To each point &
Consider the transformation w
first
corresponds one and only one point w. To the points z in the

by k

quadrant correspond the points of the first two quadrants in the


plane, and to the upper half of the z-plane corresponds the whole w-plane.

In like manner the lower half of the 2-plane will be mapped upon thft
whole w-plane. Thus in finding the points in the w-plane which correspond to all the points of the 2-plane, the w-plane is covered twice.

This double counting of the ?y-plane may be obviated by a simple de-.


vice.
Instead of having one sheet of paper to represent the w-plane,

upper half of the 2-plane be considered as in the upper sheet, while


those, corresponding to the lower half are considered as in the lower

Now consider the path traced upon the double w-plane when K
a path in the z-plane. Every time z crosses from the second to

sheet.
trac.es

z plane

surface

the third quadrant, w passes from the fourth quadrant of the upper
sheet into the first of the lower. When K passes from the fourth to
first quadrants, w comes from the fourth
quadrant of the lower
sheet into the first of the upper.

the

It is convenient to join the two sheets into a single surface so that


a continuous path on the -plane is pictured as a continuous path on
the w-surface. This may be done (as indicated at the right of the
middle figure) by regarding the lower half of the upper sheet as con-

nected to the upper half of the lower, and the lower half of the lower
as connected to the upper half of the
upper. The surface therefore
cuts

along the positive axis of reals, as in the sketch on


called the junction line of the surface. The point
which corresponds to the critical point z
is called the branch

through

itself

the left*; the line


10

is

point of the surface. Now not only does one point of the si-plane go
over into a single point of the t<;-surface, but to each point of the surface corresponds a single point z; although any two
points of the wwhich are superposed have the same value of w, they correspond

surface

to different values of

184.

except iu the case of the branch point.

The

w-surface, which has been obtained as a mere convenience


in mapping the a-plane on the
-wvplane, is of particular value in studyFor
is a multiple valued funcing the inverse function z

VV

tion
*

and to each value of

Vw

correspond two values of

but

Practically this may be accomplished for two sheets of paper by pasting


strips to the sheets which are to be connected across the cut.

if

be

gummed

only one value of s corresponding to a point w upon the surface. Thus


the function \iv which is double valued over the w-plane becomes single
valued over the w-surface. The ?-surface is called the Riemann surface
of the function z = ~vw. The construction of Riemann surfaces is important in the study of multiple valued functions because the surface
keeps the different values apart, so that to each point of the surface
corresponds only one value of the function. Consider some surfaces.

(The student should make a paper model by following the steps

as

indicated.)
3 z and plot the w-surface. First solve /'(z) =
Let w
z8
to find the critical
points 2 and substitute to find the branch points w. Now if the branch points be
considered as removed from the w-plane, the plane is no longer simply connected.
It must be made simply connected by drawing proper lines in the figure. This may

a line from each branch point to infinity or by connecting the successive branch points to each other and connecting the last one to
the point at infinity. These lines are the junction lines. In this particular case the
1 and the branch points are w
critical points are z = + 1,
2, + 2, and the
2 and w = + 2 to
junction lines may be taken as the straight lines joining w =

be accomplished by drawing

i
i

ii

in
inrn

ni

/
/'
rn'in'

w-surface

-plane

Next spread the requiover the w-plane and cut them along the junction lines. As
z, and to each value of to, except the branch values, there
correspond three values of z, three sheets are needed. Now find in the z-plane the
but
image of the junction lines. The junction lines are represented by 1> =

infinity
site
10

and lying along the axis

number

= z8

3z

of reals as in the figure.

of sheets

is

a cubic in

= 3 x~y

3 y,

and hence

1
and the hyperbola 3 aj2
y = 3 will
divided into six pieces which will be seen to

the line y

the images desired. The 2-plane is


correspond to the six half sheets over the w-plane.
Next z will be made to trace out the images of the junction lines and to turn
about the critical points so that w will trace out the junction lines and turn about

be

the branch points in such a manner that the connections between the different
may be made. It will be convenient to regard z and w as persons walking
their respective paths so that the terms "right" and "left" have a meaning.

sheets

at

70

and moves back

w=-

to

Moreover

2.

it

Tine

z turns to

rigni,

UH

onnal property.
turn to the right through the same angle, owing to the conf
above
Thus it appears that not only is OA mapped on oa, but the region 1' just
must

OA

below oa; in like manner O.K JH mapped on ob.


Urn
As 6 is not a junction line and the sheets have not been cut through along it,
be assumed to be mapped on the same slieet, Hay, the upperregions 1, 1' should
"be reached from
1'
infinite
whole
in
the
I'.
As
region
any point Q
most, I,
1' should
without crossing any image of ab, it is clear that the whole infinite region
be considered as mapped on 1' and similarly 1 on I. The converse is also evident,

is

mapped on the

region

I'

just

may

same reason.
on reaching A, the point

for the
If,

then

make

10 will

a turn as at

z turns to the left

and. moves along

through 90

a turn to the left of 180, that is, will keep


1' will correspond to a turn as at r into I'.

A V,

straight along

o;

This checks with


described a HiualJ

into

Suppose that #
circuit about + 1. When z reaches D, w reaches d when z reaches E, w reaches e.
But when w crossed ac, it could not have crossed into I, and when it reaches e it
cannot be in I for the points of I are already accounted for as corresponding to
one of the lower sheets, say
points in 1. Hence in crossing ac, w must drop into
the middle, II and on reaching e it is still in II. It is thus seen that II corre2' correspond. When
sponds to 2. Let 2 continue around its circuit then II' and
z crosses AC' from 2' and moves into 1, the point w crosses ac' and moves from II'
the statement that all

1' is

mapped on

all I'.

In fact the upper two sheets are connected along- etc just as the two
sheets of the surface for w = & were connected along their junction.
1 and takes a turn about B so
to
In like manner suppose that z moves from
that w moves from to 2 and takes a turn about b. When z crosses BF from 1' to 3,
into
of
some
the upper half
w crosses 6/from I'
sheet, and this must be III for the
reason that I and II are already mapped on 1 and 2. Hence I" and III are connected, and so are I and III'. This leaves II which has been cut along &/, and III
cut along ac, which may be reconnected as if they had never been cut. The reason
for this appears forcibly if all the points z which correspond to the branch points
are added to the diagram. When w = 2, the values of z are the critical value
1
= 2 corresponds to z
2.
(double) and the ordinary value z = 2 similarly, w
Hence if z describe the half circuit
so that w gets around, to e in II, then if z

up into

I.

AE

= 2, w will
through z = A/3

moves out
z passes

to z

move out

but as z

to

w=

2,

passing by

2 is not a critical point,

be a branch point, and the cut in II may be reconnected.


The w-surface thus constructed for w = /(z) = z*
3z is

in the sheet II as
10 = 2 in II cannot

the Riemann

surface

form

for the inverse function z=/-i(u>), of which the explicit


cannot be given
without solving a cubic. To each point of the surface corresponds one value of z,

and

to the three superposed values of

correspond three different values of z ex-

cept at the branch points where two of the sheets come together
one value of z while the third sheet gives one other. The

and

Hiemann

by joining the two


would
image of v

equally well have been constructed

connecting one of them to

The connections
ferent.

oo.

The

of the sheets could

If the junction line

be

2,

give only

surface could

branch points and then


not have been changed.

be established as before, but


w
2 has
2, + oo, the point

running into it, and the connections of the sheets on opposite


not independent. It is advisable to
arrange the work so that

sides

the

would be diftwo junctions

of the point are

first

branch point

VARIABLE

<JUMlLJfiX
which

495

encircled shall have only one junction


running from it. This may be done
by taking a very large circuit in z so that w will describe a large circuit and hence
cut only one junction line, namely, from 2 to oo, or by
taking a small circuit about
1 so that w will take a small turn about w =
z
2. Let the latter method be
is

chosen. Let

z start

z =
at
and move to z = 1 at A then w starts at w =
The correspondence between 1' and I' is thus established.
w turns about w = 2 at a. As the line 2 to oo or ac
line, w moves from I'

from

and moves
Let

z turn

not

is

to

w=

about

now

2.

then

a junction

I, and the region across


from 1' should be labeled 1 to correspond. Then 2', 2 and II', II may be filled
in. The connections of I-II' and II-I' are

into the upper half

AC

'

indicated and Ill-Ill' is reconnected, as the


w surface
zrilane
branch point is of the first order and only two
sheets are involved. Now let z move from 2 = 0to
= 1 and take a turn about
B then w moves from w = to w 2 and takes a turn about b. The region next
1'is marked 3 and 1' is connected to III. Passing from 3 to 3' for z is equivalent
to passing from III to III' for w between and b where these sheets are connected.
;

3' into 2 for z indicates III' to II across the junction from w = 2 to oo. This
leaves I and II' to be connected across this junction. The connections are complete. They may be checked by allowing z to describe a large circuit so that the
regions 1, 1', 3, 3', 2, 2', 1 are successively traversed. That I, I', III, III', II, II', I

Prom

is

the corresponding succession of sheets


2 and oo and the fact that from w =

is

w=

from the connections between


oo there is no junction.

clear

2 to

3 z* -f 3 z 2 . The critical points are 2 = 0, 1, 1,


Consider the function w = 6
1 and the corresponding branch points are w = 0, 1, 1, 1, 1. Draw the junc1,

from w
image of v

to

tion lines
find the

=
+

r (cos

The equation v

3cos20

oo

on the
i

and from w

w=

sin 0),

= = r2 [r* sin 6
= r2 sin 2 0[r*(3

therefore breaks

3-4sin 2 20
and

to

iv

along the axis of reals. To


may be used.

oo

= r 6 e 6<

4 sin 20)

up

3 r*e***

3 r2 sin 40

6r2 cos0

sin(6020)
sin (60

-f

3r2 e2<K

3 sin 2 0]

into the equation sin

V3sin20_ Vi

=1

z-plane, polar coordinates

2 0) sin (60

3].

20 =

and
v/3

- 2 0)

2 sin (60

20)

90 and the two rectangular hyperbolas inclined at


15 are the images of v = 0. The z-plane is thus divided into six porangles of
tions. The function w is of the sixth order and six sheets must be spread over the
w-plane and cut along the junction lines.

Hence the axes

merely necessary to get a start. The line w =


and the sheets have not been cut through along it.
small, real, and increasing, w is also small, real, and increasing.
Hence to OA corresponds oa in any sheet desired. Moreover the region above OA
will correspond to the upper half of the sheet and the region below OA to the

To connect up the sheets

w = 1 is not
But when z is
to

it is

a junction line

THEORY OF FUNCTIONS

49G
z

turns about the

critical

point z

0,

turns about

0,

but as anglos are doubled

must go around twice and the connections III-IV, IV-III' must be made. Fill
in more numbers about the critical point z = 1 of the second order where angles are
it

On

tripled.

the w-sur-

be a

there will

face
triple

connection III'-

II,

like

manner

cal point z
be treated.

face

is

the

In

I'-III.

Il'-l,

may

The

sur-

VI
"77777
II.
'

II
II

TT

complete except

for reconnecting sheets

I,II,V,VIalongw>
to

'

gj,

\\'777

criti-

w=

oo

as

had never been

if

*TA

they

cut.

surface

plane

EXERCISES
1.

Plot the corresponding lines for

and y in

2. Solve for x
3.

5.

=-

w=

v3i,-

Construct the
(O)

(/3)

7.

(/3)

z8 ,

j,

(j3)

W=

w=

\/3_

points corresponding to w
the upper or lower sheet.

In

the iw-surface for

Upon
\ 4- \

6.

(2)

(a)

w = (1 +

of the text

w=

Study the correspondence between


(a)

2i

and

i) z,

(/3)

w=

(1

and plot the corresponding

i) z.

lines.

Plot the corresponding orthogonal systems of curves in these cases:


(a) w>

4.

(1)

w=

z2 ,

(7) w;

and

the singular point z

= V2 + V2

i,

4,

i,

(5)

w = z4 - 2z 2

(5) M)

22,

should be joined by a cut to 2

w=

(j8)

w=

-z +

'

'

^2

185. Integrals and their inversion.

=1r dw
Jl
defined

by

an. integral,

4z,

and

let the

i,

i,

whether

in

W=1+

(7)

Construct the Riemann surfaces for these functions


(a)

critical points:

= sin z.

W - 2-2,

(0)

(7) 10

z 2 plot the points corresponding to z


i,
1, 1
i, _
i, $
\i. And in the 2-plane plot the

lo-surf ace for these functions

Z8 ,

near the

z2 ,

= cos z.

(7)

= (2 - I) 8

= w.

w = 2z6 -

2
,

~ x8
w-

77

Consider the function

w _ In-lg
i

1<;

methods of the theorv of functions

w=

ox The integral is then a single valued function of w provided


the path of integration does not cross the cut.
Moreover, it is analytic
0, where the derivative, which is the integrand
except at w
1/w,
ceases to be continuous. Let the w-plane as cut he
mapped on the
#-plane by allowing w to trace the path labcdefghil,
value of z sufficiently to

by computing the

draw the image, and by


applying the principles of
conforinal

When w

representation.
from
1

w=

starts

and traces 1 a, starts from


#=
and becomes negatively

very

large.

When w

turns to the left to trace ab,

x will turn

also

zvlane

through 90

As the integrand along ab is id<f), % must be changing by an


amount which is pure imaginary and must reach B when w reaches b.
When w traces bo, both w and dw are negative and must be increasing
by real positive quantities, that is, z must trace EC, When w moves along
cdefy the same reasoning as for the path ab will show that % moves along
CDEFG. The remainder of the path may be completed by the reader.

to the left.

It is now clear that the whole w-plane lying between the infinitesimal
and infinite circles and bounded by the two edges of the cut is mapped
on a strip of width 2 iri bounded upon the right and left by two infi-

w had made a complete turn in the posiand returned to its starting point, would
have received the increment 2 tri. That is to say, the values of & which
correspond to the same point w reached by a direct path and by a path

nitely distant vertical lines. If


tive direction

about

w=

which makes k turns about

will differ

by 2

k-rri

Hence when

the function will be periodic


regarded inversely as a function of
with the period ZTT'I. It has been seen from the correspondence of
is

cdefff

to

CDEFG

that

becomes infinite when z moves off indefinitely


from the correspondence of BAIff with

to the right in the strip, and


laih that
when *
becomes

a rational function of
for

any

finite point of

z
.

the

As

moves

off to the left.

Hence w must be

neither becomes infinite nor vanishes

strip, it

must reduce merely

to Ce** with

its

=1

The inverse function In" 1 ^

7c

= 1.

As w has no

smaller period than 2 tri, it follows that k


with
To determine C, compare the derivative dw/d&
Ce z at
w~ l at the corresponding point w 1; then C
reciprocal ds/dw

integral.

is

f
therefore completely determined as e

THEORY OF FUNCTIONS

498

In like manner consider the integral

dw

XVI 1 +
i must be eliminated from the w-plane and the plane renHere the points w =
dered simply connected by the proper cuts, say, as in the figure. The tracing of
the figure may be left to the reader. The

chief

may

difficulty

B AK

be to show that the

integrals along oa and be are so nearly equal


no comthat C lies close to the real axis
;

is

putation

really necessary
oc'

would be

integral along
C' must lie on the axis.

inasmuch as the
real and hence

The image

of the

cut w-plane is a strip of width IT. Circuits


around either + i or
i add TT to
z, and

hence

as a function of z has the period ir.


of the strip, w approaches the

E F G

At the ends

z plane
The function
10 =
and
0(z) has a simple zero when z =
has no other zero in the strip. At the two points z =
\ TT,
finite

values

-(-

and

i.

plane

the function

w becomes

but only one of these points should be considered as in the strip. As the
function has only one zero, the point z = \ TT must be a pole of the first order.
The function is therefore completely determined except for a constant factor which,
infinite,

may be

fixed

by examining the

-!

186.

As a

derivative of the function at the origin.


I e

= tan z,

Thus

= tan-%.

third example consider the integral

dw

"Jo

(8)

is double valued in w and


consequently there is
be confusion of the two values in attempting to follow a path
in the i^-plane. Hence a two-leaved surface for the integrand will be

Here the integrand

liable to

constructed and the path of integration will be considered to be on the


surface. Then to each point of the path there will correspond only one
value of the integrand, although to each value of w there correspond
in the two sheets of the surface.

two superimposed points

As the radical Vl w8 vanishes at w =


1 and takes on only the single value
instead of two equal and opposite values, the points w =
1 are branch points on
the surface and they are the only finite branch points. Spread two sheets over the
ui-plane, mark the branch points to =
1, and draw the junction line between them

been separate, though crossed, over 1, and the branch point would
have disappeared. It is noteworthy that if w describes a large
circuit including both branch points, the values of Vl
w 2 are
not interchanged the circuit closes in each sheet without passing into the other. This could be expressed by saying that w = oo

-1

'I

not a branch point of the function.


Now let w trace out various paths on the surface in the attempt to map the surface on the z-plane by aid of the integral (8). To avoid any difficulties in the way
IK

arise if w turned about a branch


the surface be marked in each sheet over the axis of reals from
Let each of the four half planes be treated separately. Let w start
in the upper half plane of the upper sheet and let the value of Vl
at w
w2
2 near
at this point be + 1 the values of Vl
to
w = in II' will then be near
+ 1 and will be sharply distinguished from the values near 1 which are supposed

of

double or multiple values for z which might

point

w=

oo to

1, let

1.

As w traces oa, the integral z increases from to


The value of the integral from a to b is infinitesimal.
Inasmuch as w = 1 is a branch point where two sheets connect, it is natural to
assume that as w passes 1 and leaves it on the right, z will turn throua '>n Q
straight angle. In other words the integral from 6 to c is naturally piv
to points in

to

correspond
a definite positive

number

I', II.

a.

'

a large pure imaginary affected


with a positive sign. (This fact
may easily be checked by examw2
ining the change in Vl
when w describes a small circle
about

10

= 1.

and

if

In fact

Vl + w

f unction

then Vre^*

if

-2

the E-

be discarded

be written as re* 1

',

is

that value of the

is positive when
positive. Now when w

radical which
1

is

z plane

surface

describes the small semicircle,

180 and hence the value of the radical along 6c becomes


iVr and the integrand is a positive pure imaginary.) Hence when w traces
At c there is a right-angle turn to the left, and as the value of
6c, z traces BC.

$ changes from

to

the integral over the infinite quadrant cc' is \ TT, the point z will move back through
the distance \ TT. That the point C' thus reached must lie on the pure imaginary

by noting that the integral taken directly along oc' would be pure imagiof computing the integral
nary. This shows that a
\ ir without any necessity
over the interval oa. The rest of the map of I may be filled in at once by symmetry.
axis is seen

To map
cc"d';

then

the rest of the w-surface


z will start at

side of the cut d'e' in the

the value

when

C and

is

trace

upper sheet

now

CD'

I',

relatively simple.
TT.

When w

comes

trace

in along the

lower

For

I' let

the value of the integrand is identical with


upper half plane was de-

this line de regarded as belonging to the

not a junction line of the surface. The trace of z is therefore D'E'. When w traces fo' it must be remembered that I' joins on to II and
hence that the values of the integrand are the negative of those along fo. This

scribed, for the line is

the straight angle at the branch point


returns to o' on I', z does not return to

1. It is further noteworthy that when w


but takes the value TT. This is no contra-

the one-to-one correspondence which is being established by the integral


is between points on the w-surf ace and points in a certain region of the z-plane, and
as there are two points on the surface to each value of MJ, there will be two points

diction

Thus far the sheet I has been mapped on the z-plane. To map II let
the point w start at o' and drop into the lower sheet and then trace in this sheet
the path which lies directly under the path it has traced in I. The integrand, now
takes on values which are the negatives of those it had previously, and the image

z to each w.

is readily sketched in.


The figure is self-explanatory. Thus the
complete surface is mapped on a strip of width 2 TT.
To treat the different values which z may have for the same value of w, and in
particular to determine the periods of w as the inverse function of z, it is necessary

on the z-plane

to study the value of the integral along different sorts of paths

Paths on the surface


closed.

may

be divided into two

on the surface.
and those not

classes, closed paths

closed path is one which returns to the same point on the surface from
started it is not sufficient that it return to the same value of w. Of paths

which it
which are not closed on the surface, those which close in M>, that is, which return
to a point superimposed upon the starting point but in a different sheet, are the
most important. These paths, on the particular surface here studied, may be further classified. A path which closes on the surface may either include neither
branch point, or may include both branch points or may wind twice around one
of the points. A path which closes in w but not on the surface may wind once
about one of the branch points. Each of these types will be discussed.
If a closed path contains neither branch point, there is no danger of confusing
the two values of the function, the projection of the path on the to-plane gives a
region over which the integrand may be considered as single valued and analytic,
and hence the value of the circuit integral is 0. If the path surrounds both branch
points, there is again no danger of confusing the values of the function, but the
;

projection of the path on the to-plane gives a region at two points of which, namely,
the branch points, the integrand ceases to be analytic. The inference is that the

may not be zero and in fact will not be zero unless the inaround a circuit shrunk close up to the branch points or expanded out to
The integral around cc'dc"c is here equal to 2rr; the value of the
integral around any path which incloses both branch
2 TT acpoints once and only once is therefore 2 TT or
cording as the path lies in the upper or lower sheet if
the path surrounded the points k times, the value of
the integral would be 2 for. It thus appears that w regarded as a function of z has a period 2 TT. If a path
closes in w but not on the surface, let the point where it
value of the integral
tegral

infinity is zero.

crosses the junction line be held fast (figure) while the path is shrunk down to
The value of the integral will not change during this shrinking of the

wbaa'b'w.

path, for the new and old paths may together be regarded as closed and of the
first case considered.
Along the paths wba and a'b'w the integrand bas opposite
around the small circuit the value of the integral is infinisigns, but so has dw
;

tesimal.

or

21

Hence the value of the integral around the path which closes in w is 21
I is the value from the point a where the path crosses the junction line

if

shrink down around the other branch point. Thus far the possibilities for z correz. Suppose finally that a
sponding to any given w are z + 2 for and 2m7r
path
turns twice around one of the branch points and closes on the surface. By shrinka
new
the
is
formed
equivalent path
path,
ing
along which the integral cancels out

term for term except for the small double circuit aroiind
1 along which the
value of the integral is infinitesimal. Hence the values z + 2kir and 2 WITT
z are
the only values z can have for any given value of w if z be a particular possible
This makes two and only two values of
and the function is of the second order.
value.

z in each strip for each value of w,

It thus appears that w, as a function of 2, has the period 2 TT, is single valued,
becomes infinite at both ends of the strip, has no singularities within the strip, and
and z = IT, Hence w; is a rational function of e z with
has two simple zeros at z

the numerator

e2

'*

and the denominator

e 2 ' 2 -f 1.

In fact

n
'

e- lz

e z
!

e-

'

function, as in the previous cases, has been wholly determined


methods of the theory of functions without even computing a.

The

One more

by the general

function will be studied in brief. Let

dw
a>0,
w)

(a

Vi

Here the Riemann surface has a branch point at to = awl in addition, there is the
= a of the integrand which must be cut out of both sheets. Let
singular point 10
oo and with a cut
the surface be drawn with a junction line from w = 0toiw =
<x>.
The
in each sheet from w = a to w
map on the 2-plane now becomes as indicated in the figure. The different values
of z for the same value of w are readily

when w

seen to arise

point

turns about the

a in either sheet or when a

path closes in w but not on the surface.


These values of z are 2 + 2 fciri/Va and
2 WITH/ Va _ 2. Hence w as a function of
z has the period

and a

2 ida~ i

of the strip.

The

function
(e

=:

The

plane

surface

has a zero at

a at both ends
in/ Va, and approaches the finite value w
It must be noted, however, that the zero and pole are both neces-

any ordinary value

sarily double, for to


atrip.

pole at z

Vo__

a-

success of this

of

correspond two values of z in the

therefore again of the second order, and indeed

is

1)2
'

method

integral, or the inverse

a tanh3 - z

Va,

Va

of determining the function z

= /(no)

defined by an

w =/- (2) = <(z), has been dependent first upon the ease
may be used to map the w-plane or ic-surface upon the
1

with which the integral


z-plane,

and second upon the simplicity of the map, which was such as to indifunction was a single valued periodic function, It should be

oaie that the inverse

THEORY OF FUNCTIONS

502
realized that

if

an attempt were made

to

apply the methods

to "integrands

which

appear equally simple, say to


z

A/a 2

z=

w'z dw,

(a

w)

dw/Vw,

method would lead only with great difficulty, if at all, to (.lie relation between
and w for the functional relation between z and w is indeed not
simple. There

the
2

however, one class of integrals of great importance, namely,

is,

dw

._ r

V(w - a
for

which

this treatment is suggestive

t )(u>

a,)

(to

- aB

and useful.

EXERCISES
1.

(a\
(a)

Discuss by the method of the theory of functions these


integrals and inverses

C Wdw
J,

2dw

dw

Jo

'2

The

results

may

be checked

2. Discuss

j^

in

aw

each case by actual integration.

and

dw
J""

182,

and Ex.

10, p. 489)

CHAPTER XIX
ELLIPTIC FUNCTIONS AND INTEGRALS
187. Legendre's integral I and its inversion.

dw

'Jo

V(l

Consider

<

- w' ) (1 2

<

1.

(I)

The Riemann surface for the integrand* lias branch points at w


1
two sheets. Junction lines may be drawn between
l//c and is of
For very large values of w, the radical
-f 1, -f l//c and
1,
l//c.
w 2 ) (1 kW) is approximately kw 2 and hence there is no
V(l

and

danger of confusing the values of the function. Across the junction


lines the surface may be connected as indicated, so that in the neigh-

w=

borhood of
Let

-|-

and

w=

1/k

it

looks like the surface for

1 be the value of the integrand at

Further

w=

Vw.

in the upper sheet.

let

dw

- w ) (1 2

fcV)

V(l

-w

(1

(1)

/cV)

Let the changes of the integral be followed so as to map the surface


on the s-plane. As w moves from o to a, the integral (I) increases
by K,
from

and

moves

to

A A.SW
.

continues straight
011,2 makes a rightangle turn
creases

and

by

in-

pure

increimaginary
ments to the total

amount iK' when

reaches

6.

As w

z plane

surface

continues there is

another right-angle turn in z, the integrand again becomes real, and


3 moves down to C.
(That z reaches C follows from the facts that the
*
(I)

The reader unfamiliar with Riemann surfaces ( 184) may proceed at once to identify
(2) by Ex. 9, p. 475 and may take (1) and other necessary statements for granted.

and

integral

irom U

to ice

on the 2-plane. The image of


indicated.

The

function of z

is

like aw.) it w is allowed


of I will be a rectangle 2
by K'
four half planes of the surface is as

would be pure imaginary

to continue, it is clear that the

map

all

is reasonably apparent that w as the inverse


doubly periodic with periods 4 K and 2 iK'.

conclusion

The periodicity may be examined more carefully by considering different possipaths upon the surface. A path surrounding the pairs of branch points
and k~ l or
1 and
A;- 1 will close on the surface, but as the integrand has oppoon
site signs
opposite sides of the junction lines, the value of the integral is 2iK'.
A path surrounding 1, + 1 will also close the small circuit integrals about 1
or + 1 vanish and the integral along the whole path, in view of the opposite values
of the integrand along fa in I and II, is twice the integral from/ to a or is 4JK".
Any path which closes on the surface may be resolved into certain multiples of
these paths. In addition to paths which close on the surface, paths which close in
bilities for
1

w may

be considered. Such paths may be resolved into those already mentioned


and paths running directly between and w in the two sheets. All possible values
of 2 for any w are therefore 4mK + 2niK'
z. The function 10(2) has the periods
4 A~ and 2tA'', is an odd function of z as
w( z) = 10(2), and is of the second order.

The

details of the discussion of various paths is left to the reader.

w =f(z). The function f(z) vanishes, as may be seen by the


map, at the two points z = 0, 2 K of the rectangle of periods, and at
no other points. These zeros of w are simple, as
/'() does not vanish.
Let

The function

There are poles at


which must be simple poles. Finally /(/Q = 1. The
position of the zeros and poles determines the function except for a constant multiplier, and that will be fixed by
the function is
1
f(K)
*

i K',

therefore of the second order.

is

K + iK

wholly determined. The function f(z) may now be identified with sn z


of
177 and in particular with the special case for which
and K' are

so related that the multiplier


g

1.

For the quotient of the theta functions has simple zeros at 0, 2 K,


where the numerator vanishes, and simple poles at iK', 2 K -j- iK', where
the denominator vanishes the quotient is 1 at
=
and the deriva-

whereas /'(O) = 1 is also 1.


The imposition of the condition g
1 was seen to impose a relation
between K, K', k,k',q by virtue of which only one of the five remained
independent. The definition of K and K' as definite integrals also makes

tive of sn z at z

is

g en

dn

them functions K(K) and K'(K) of

k.

1,

But

J-L

W-)

^JL

K'UT

^JL

dw-i

w = (1 k'^w^Y and k 2 + k = 1. Heuce it appears that K may be


computed from k' as A' from k. This is very useful in practice when
2
2
is near 1 and k' near 0. Thus let
fc
if

-*

=
2

A''

*-

/i

_ VAJV
f

= 1 + 2 y + 2 ^ 4'

(0,

q ')

A=-

~ log q
A"'

'

and compare with (37) of p. 472. Now either k or k' is greater than 0.7,
and hence either q or q may be obtained to five places with only one
term in its expansion and with a relative error of only about 0.01 per
cent. Moreover either q or q' will be less than 1/20 and hence a single
1

term 1

+ 2 q or

-j-

K or K

q' gives

to four places.

188. As in the relation between the Riemann surface and the s-plane
the whole real axis of K corresponds periodically to the part of the real
axis of

The graph

1 and

between
of

= sn x has

-f 1,

the function sn x, for real x, is real.


x
2
maxima or minima alter-

mK

roots at

-f 1) K, inflections inclined at the angle 45 at the roots,


nately at (2
sin (Trcc/2/C). Examined more closely,
and in general looks like y

K=

>

z
2~ ^
sin
TT ; it is seen that the curve sn x has
sn %
(1 -f 7c')~
ordinates numerically greater than sin (irx/2 A"). As

= Vl sn x,
y = en x, y = dn x, may
en x

dn x

Vl

7c

sn2 x,

(5)

readily be sketched in. It may be


noted that as sn (x -f- A') =f= en x, the curves for sn x and en a; cannot
be superposed as in the case of the trigonometric functions.
the curves

The segment

0, iK' of the pure imaginary axis for


corresponds to
whole upper half of the pure imaginary axis for w. Hence sn ix
i
and
sn
ix
real
and
is
with x real is pure imaginary
positive for
S x < K' and becomes infinite for x ~ K'. Hence i sn ix looks in

the

en ix,
general like tan (irx/2 A''). By (5) it is seen that the curves for y
dn ix look much like sec (jrx/2 K'") and that en ice lies above dn ix.

These functions are real for pure imaginary values.


It was seen that when k and k' interchanged, A' and K' also interchanged. It is therefore natural to look for a relation between the elliptic

functions su (X k}, en

(K, k),

dn

(#,

k) formed with the modulus k

Consider sn

(iz }

This function

7c).

periodic with the periods 4 A'

is

and

be
be the variable, and hence with periods 4 iK and 2 A' if
the variable. With & as variable it has zeros at 0, 2iK, and poles at
2 iK + A"'. These are precisely the positions of the zeros and poles
A.'',
2

IK

'

'

if

of the quotient H(z, q'J/H^z, q'), where the theta functions are constructed with q' instead of q. As this quotient and sn (i, k) are of the

second order and have the same periods,


sn

/.

T,

(iz, 7c)
'

y
C H(z.q'}
)
}

/.

Hfa

sn (Z, k')
C,l cn ^-7^
0, A-.')

The constant C^ may be determined as C l = i by comparing the deriva= 0. The other five relations may be proved
tives of the two sides at
in the same way or by transformation.
The theta series converge with extreme rapidity if q is tolerably
small, but if q is somewhat larger, they converge rather poorly. The
with q to be replaced
surely less than 1/20.

relations just obtained allow the series

with

q'

In fact

and one
if v

of these quantities

= Trx/2 K and
, 1N

sn ^'
IT A
'>
1

A/?

2 sin

is

V^

sinhv'cosn v

'

by

series

Trx/2 K', then

- 2g
-

sin 3 v -f 2

7
-

sin 5 v

V^l-2(?cos2v-f-2^cos4v-2 ?

_
The second

'

sinh3v'

cos h 3

'

g
<?'

+ ?'
+2
'

v'

sinh5v'

cosh 5

v'

cos6v-|

disadvantage that the hyperbolic functions


increase rapidly, and hence if the convergence is to be as good as for
the first series, the value of q' must be considerably less than that of
series has the

This can readily be

q, that is, K' must be considerably less than K.


arranged for work to four or five places. For

q'

=e

K
',

cosh 5

v'

Snx

= | (e**' + e

Swx

2K

')

=i

K',

where owing to the periodicity of the functions it is never necessary


8
to take x > A"'. The term in q m is therefore less than ^ ?' i If the term

rv

d9

VCXJLU.O

JJ.D

= 0.85.

of k corresponding to this critical value of q is about k


Another form of the integral under consideration is

dw

= y = sn x,
= am x,
= Vl sn x cna;.
cos
= dn
=1A< = Vl - k f = Vl - k sin
= cn-^Vl-?/, = dn-^Vl _ / y,
x = sn- ^,
2

sin

<

<

<j>

<

a;,

7c'

7c

7c)

The angle

<

is

ft)

called the amplitude of

dn x are the sine-amplitude,

a;

/c

).

the functions sn x, en

cosine-amplitiide, delta-amplitude of x.

a;,

The

half periods are then

= r
J
and are known as the complete

The

189.

elliptic functions

elliptic integrals of the first kind.


and integrals often arise in. problems

that call for a numerical answer.

integral

gral F(<j>,

Here k 2

is

given and the complete

or the value of the elliptic functions or of the elliptic inteare desired for some assigned argument. The values of

7c)

-1
in terms of sin 7c are found in tables (B. 0. Peirce,
and may be obtained therefrom. The tables may be
used by inversion to find the values of the function sn x, en cc, dn x
when x is given for sn x = sn F(<f>, Jc) = sin <, and if x = F is given,
may be found in the table, and then sn x = sin <. It is, however,

and

(<f>,

7c)

pp. 117-119),

<

to the extreme
easy to compute the desired values directly, owing
rapidity of the convergence of the series. Thus

^U(O),
(9)

V-21ogg' (1+2 g

..A

The elliptic functions are computed from


To compute the value of the elliptic integral
^

X)'

-}-

cos 2 v

2 y cos 2 v or tan V4
(1

TT

X)y

8
fj

----

cos 6 v

-j

-+ -~

=-

2y/cos4v

two approximate equations from which cos 2 v may be obtaini


neglects y* and is generally sufficient, but the second negle

are

the

first
8

only y

If

near

is

/c

dn

en

tan (1
v

TT

Here

X)x
8

y'

in the first,
if

__ cot

(-] TT
V4

(jf

-f-

if

and tan

-f-

ser:

note that

7c),

+ 2 y cos 2 v 2 cos 4 v
_ 1jf-k
rt.fhA
2
1
2 cos 2 v
cos 4 v

dn x

CO U A

(6) or analogous

F (<,

cosh 8

which

= Vl

7c)

k)

<

_ 1 + 2f/cosh2v'
~
1- 2

7c')

or tan \4
(1 TT

v'

is

y'

_ dn (fe,
~
V^

X)/

-2' -

r:
4

-f-

neglected in the second, but

----

,.

-j

r~r~,

cosh4v

cosh 4

q'*

v'

<

not always sufficient for four-place work. Of CPU


sin <f> or if y
sn x is given, dn x
Vl 7c2 sn2 a; a
is

with sn x

<

en x

(as,

(x,

cosh 2

</'

v'

the proper approximations are

1,

sn2 x are readily computed.


/.</>

As an example
and Vfc'

> 0.9,

Compute

in the

=
=
VP =
1-V*? =
1 + Vr =
2

Lg A:'
Lg VAF

take

the

first

form

term of

(Lg

=
Lg

(l

9.96876

Lg

(l

9. 93060

0.06940

1.93060

~ V6\/g

1.01797

find Jf, sn f

(37), p. 472,

-K",

F($

TT,

j).

As

gives q accurately to five

i'

-y^

- VF) = 8.84136
+ VP) = 0.28569
Lg 2 9 = 8. 55567
27 = 0.03595
q = 0.01797

COS |

7T

Lg 2 IT =
Lg (l + VP) =
Lg # =

Z=
Check with

0.7982

0.5714
0.2268
1.688
table.

Lg 6 = 0.88908

JLg q =

9.56366

-Lg 1.018 =

9.99226

Lg sn | JT
sn 1 5"

= 9.9450
= 0.8810.

pla<

Iog 10 )

9.87506

== and

As

Lg V*' = 0.03124
Lg cot X = 0.02314

2 v

180 x

- 42 12'
= K (42.20)

Check with

table.

a second example consider a pendulum of length a oscillating through an


Find the period, the time when the pendulum is horizontal, and its

arc of 300.

position after dropping for a third of the time required for the whole descent.
2 ay be the equation of the path and h = a (l
Let x 2 + j/ 2
the greatest

V)

k, the energy is wholly potential and equals


height. When y
the general value of the potential energy. The kinetic energy is

ma

2ay-y*\dt

2\dt}

the equation of motion

is

by the

mgh; and mgy

is

and

Hence

principle of energy.

f>V

t=f
Jo

2a

V0/a

sn~ 1 (to,

fc),

w=

sn (Vp/at, k),

-,*),

are the integrated results. The quarter period, from highest to lowest point, is
Va/0 ; the horizontal position is y a, at which t is desired; and the position
for Vgr/at
f If is the third thing required.

A;

2 q'

0.93301,

= 1-

Vfc

1+

Hence

JK"

0.98280
0.01 720

1.98280

2.768 and the complete periodic time

=
I

dnio

V* enw

w*

a,

A:;*

log q'

Lg (l - Vfc) = 8.23553
-Lg(l+ Vfc) = 9. 70272
-Lg 2 = 9.69897
Lg q' = 7. 63722
o' = 0.00434

Lg Vfe = 9.99247
Vfc =
1- Vk =
1+ Vfc =

K=

= -a

Lg 2 =

Lg K
is

cosh 2

tan

/=

TTlC

0.09482

Lg tan =
Lg 2 q' =

Lg cot X =

0.02370

Lg cosh 2 / =

lff

\a

8.43603

= 1.813
Lg 2 v' = 0.2584
- Lg2 <?'-! = 9.6266

9.93825

LgJlf =9.6378

= 43

JT'

26'

12"

Lg 4 = 0.60206

Lg cot*

= 0.4420.

4 IT Va/g.

>

-Lg 3 = 9. 52288

0.3010

= 0.3734
LgAf = 0.3622
-2Lg(l+ Vfc) = 9.4034
?'-i

'

cotX,

Vfc'

0. 49778

2/

? -4

9.5228.

JT*

Hence the time for y


y

h sn-22

is t

\
Ya

0.8833

--K Vo/p =

whole time

of ascent.

h/mn}\vK/8K'-q^K(n\ivK/K\ 9
/- =
2
la

-A

if/

-.

\g

7rA73 A"

\cosli

irKK'

cosli

2 ak

+
=
- } Lg q' =
'

This gives y

1.732

from the

at 30

a,

9.21241

<?'i

q~1 =

0.78759

which

vertical the

is

0.1631

pendulum

?'

97

/5.9645\

ate

2
.

\6.2993/

6.1319

very near the top at h

pendulum reaches 43
As sn \ K is (1

third of the total time of descent.

the position of the

'.

1.866

in a third

fc')~i

a. In fact starting
and 90 in another

it is

easy to calculate

at half the total time of descent.

EXERCISES
1.

(a) z

Discuss these integrals by the method of mapping

r^

tiw?

===========
2 2
*
2

/o

2. Establish these

(or)

sn

(7)

dn

=1-

ft

b sn az,

=-

177:

(1

+ F(4 +

fc2)

- Jfc216 +

44 i2

k*

-*==l
-22 ^o

/*

Prove

4.

Carry out the computations

f*
Jo

d<?

() Jo
/**.

w=

0,

A:2)~
ol

3.

5.

>b>

Maclaurin developments with the aid of

= z _(1 +

Vl -

pendulum

in these cases

= to find JT,
2

to find JT,,

0.9 sin2 6

oscillates

,
'

through an angle of (a) 180,

(/3)

90,

(7)

840. Find

horizontal through the ends of the rope, and the y-axis vertical through one end.
Remember that "centrifugal force" varies as the distance from the axis of rotation.

The

and second integrations give

first

dx

- ~y

10. Express

vJ

/,-,>
2 = V6
a2
>

in

1,

4-

'

su

terms of

elliptic functions.

nrvE

-v/r<

11.

12.

rod is placed in a smooth hemispherical howl and reaches from the botthe bowl to the edge. Find the time of oscillation when the rod is released.

ladder stands on a smooth floor and rests at an angle of 30 against a


smooth wall. Discuss the descent of the ladder after its release from this position.
Find the time which elapses before the ladder leaves the wall.

tom of

The treatment

190. Legendre's Integrals II and III.

Vl -

I
/

7cV

/"I

dw

^^^r::

...

2\

-\//"1

of

dw

(1
fcW)^
-. A -r---.

7 2

/""I

(11}

2\

the function and its


by the method of confonnal mapping to determine
inverse does not give satisfactory results, for the map of the Riemaun
surface on the s-plane is not a simple region. But the integral may be
treated by a change of variable and be reduced to the integral of an
elliptic function.

For with

rw
-

Jo

w=

sn u,

sn."

rv

(i-kwidw
*
^

V(l-w )(l-7cV)

=|

w,

,,

722

7c

(1

sn2a M) du

Jo

=u

ru
2
7c

(12)

sn 2 udu,

Jo

The problem thus becomes that of integrating sn


2
u will be expressed as a derivative.
tegration, sn

u.

To

effect

the

in-

The function sn 2 is doubly periodic with periods 2 K, 2iK', and


iK'. But now
with a pole of the second order at u

=
(w + 2 Jf )
log

(u

(?)>

= log
(u + 2 A")

+ 2 iK = log

Tf

(u}, log

(u)

--J

~ lo S (- ?)

U JN IJTIUJN

Jb

It then appears fcbat the second derivative of log

periods 2

2 IK

A",

'

du

The expansion of

k* sn

7c

'

fch

v
f/?/,

(w)

'(?*)

u-- Z'(w) + Z'(0),

and

at

'

shows that '(M)


2
the expansions of Z'(M) and sn M are

Hence

(w) also has

Introduce the zeta function

'.

sn 2 u du

Z'(0)

About u = i

"(0)/0(0),

+ wZ'(O),

Z (u)

(%)

= m/sT.

Jo

f (l-&

Jo
The derivation

sn2 M )dw

= M(l-Z'(0)) + Z(w).
and sn 2 u about w

of the expansions of Z'(w)

8(u)= CTT(l-f/ 2n+1 e

^"),

log0(u)

(14

= iK' are

easy.

((7T*
1

"

qe

function analyti
tc near u

___

e(u)

_'T,A

(u)

"

e^

= /(ilCO +

sn(u

iK')

= snu =

In a similar manner

Jo

Let a be

iK')f'(iK')

.+
u-i^T'

0(u)

/(M)

(u

+ ^M /'"(0) +
8

may be
2

- q)
+

(u

- UTO ?

(u-iK')*
iJT')7

= i -iFsn 2 M

=u+

cw 8

treated the integral

,*?
- a) V (1 - w (1 so chosen that sn a = a. The
2

(t

S n 2 v(u

A;snu

u/'(0)

duQ(u)
,

K\e x

IT

ft

f"

^
sn 2 w

-a

integral becomes

(Ill

ELLIPTIC FUNCTIONS
The

integrand

poles at u

The

a.

v
lim
a

&

-F

2
sn?t

= Inn
,.

r-

sn a

2 sn

===*

coefficient of (w q= a)- 1 in

Such a function may be


2 sn

q,

en

sn2 w

Zj

= ^'///.

rm,

Then

The

//(tt

verification

dn

a)

- a)

sn

C*

is

therefore

1.

a)

+ a) C
+ a) +
Z (w +
-f C.
H'(u
7/(w

To determine C

2 Z.(a).
1V /J

en w dn

.)

as above.

1-

a,

* sn u
du log

Hence

is

.,..,
but

a,

^i

j
and

expanding about
In fact

_
~ H'(u

sn s a

2 en

2snacua.dna

written down.

dn a

q.

+1
i-i

wen wdnw

= Z^w
if

518

a function with periods


2K, 2iK' and with simple
To find the residues at these poles note

is

sn

ii

= Z.(w)
1V

?*

snw

let

0.

7/f?A

reduces to 2 Z (a.) and the integral

Z ^(w).
'

is

The integrals here treated by the substitution w sn u and thus reduced to the
integrals of elliptic^functions are but special cases of the integration of any rational
2 2
of w and the radical of the biquadratic
w> 2 )(l
w ).
Jf?(w,
(1
The use

W=

V W)

function

R(W, Vl

tional function U(iw,

Jfc

yP)

into

w = sin w in converting an
an integral of trigonometric functions. Any ra-

V^)

may

be written, by rationalization, as

of the substitution

integral of

is

analogous to the use of

R(w)

+ R(w)VW

Vw
where JB means not always the same function. The integral of R(w^VW} is
thus reduced to the integral of # t (io) which is a rational fraction, plus the intea
gral of wB^w^/^/W which by the substitution w? = u reduces to an integral of

R (w, V(l

u)(l

/c

u)

and may be considered as belonging

to

elementary calculus,

plus finally

rRi(w
*

By

r
dw = I J28 (sn2 w) du.
J

//*

the method of partial fractions


sn 2

du

B g may

nSO,

sn u.

be resolved and

w=

2
(sn w

n>0

THEORY OF FUNCTIONS

514

if positive and raised if negative until the integral


2
expressed in terms of the integrals of sn x and sn x = 1, of which the first is
The
second
above.
type for any value of n may be obtained from the
integrated

the

first

type n

be lowered

may

is

integral for n
of integration.

1 given above by differentiating with respect


Hence the whole problem of the integration

be regarded as solved.

191.

With the

w=

substitution

/*

Vl -

/c

to

a under _the

sign

of

R(W,

Vw)

may

sin <, the integral II becomes

sin

6dO

rw

vrr

Jo

dw

Jo
>,

k}.

In particular E(\ir, /c) is called the complete integral of the second kind
and is generally denoted by E. When <f> = \ TT, the integral u = F($, k}

becomes the complete integral K.

Then

E = K (1 - Z'(0))-+ Z(/Q = K(l - Z'(0)),


E (<, k) = EF(<f>, k)/K + Z (u).

and

The problem of computing

(18)
(19)

A) thus reduces to that of computing


and F(<j>, /)
J{, JB, F(<j>, 7c)
u, and Z(M). The methods of obtaining
have been given. The series for Z(w) converges rapidly. The value
of E may be found by computing A'(l
Z'(0)).
E(<j>,

For the convenience of logarithmic computation note that

K-E

"Q

K-E=

or

4.

2ir

TT

IT

(2w//f )?(1- 4 <f

sin2v-2 g sin4v + ...


v ;
z^^g^^^g;
^C l-2ycos2v + 2^ 4 cos4v ---(t*)

Also

where

v = 7nt/2

A".

These

20 )

'

only terms in q which will


sin 82 or k2 ^ 0.98. The series

series neglect

barely affect the fifth place when 7c


as written therefore cover most of the cases arising in practice. For instance in the problem which gives the name to the elliptic functions

and
y

integrals, the

= b cos

problem of finding the arc of the

ellipse

<f>,

ds

= Va

cos

+i

sin 2

<}>d<f>

= a Vl - e

sin 2

= a sin <,

the series in q and take an additional term or two.

Lg fc^ =
Lg vV =
Vk'

Lg (l - VP) =

9.53120

9.81969

Lg (l + VP) =

0.22017

+ VP =
Lg? =
Lg q =
4 Lg q =
3

= 0.9,

9.0101

Lg2?r

= 0.7982

6.0404

0.19.

Lg^7r/VP =

- 2 Lg (l + VP) = 9.5597
Lg (1 + 2 g 4 = 0.0001

7.0303

= 6.55515
Lg 16 = 1.20412
Lg term 2= 5.35103
term 1 = 0.10233
term 2 = .00002
q = 0.10236.

diff.

66022

k"2

5 diff

= 9.31103
Lg 2 = 0.30103
Lg term 1 = 9.01000

0.66022

1 - VP = 0.33978
1

As k

9.27875

0.3764.

= 0.6603
Lgg = 9.0101
Lg(l-4? 8) = 9.9981
Lg (K -E) = 0.0449.
f Iog2 ir/K

= 0.0011
LglT = 0.3580
K = 2.280
5* = 0.0001
= 1.109 and E = 1.171. The quadrant is 1.1 71 a. The point corHence
= 30. Then dn F = Vl 0.2025.
responding to x = | a is given by
X = 8 31'
cos 2 c = 0.7323
JTT
LgdnJF= 9.9509
Hence 4 v near 90
Lg VP = 9.8197
Lg tan = 9.1758
1+ 2 5* cos 4 = 1.0000
Lg cot X = 0.1312
Lg2q = 9.3111
X = 36 28-J-'
2 v = 42 55'.
Lg cos 2 v = 9.8647
9

KE

<

F = K (42.92). The computation for F, Z, E(ITT) is then


= 0,3580
Lg 2 ir/K = 0.4402
Lg jyjr = 9. 7106
Lg 42.92 = 1.6326
LgF= 9.7353
Lg? = 9.0101
- Lg 180 = 7.7447
EF/E = 0.2792
Lg sin 2 = 9.8331
- Lg (1 - 2 q cos 2 v) = 0.0705
Z = 0.2256*
LgF = 9.7353
F = 0.5436
E (J v) = 0.5048.
Lg Z = 9.3539

Now

180

Lg K

of Z marked * is corrected for the term


2? 8 sin 4*. The part of -the
quadrant over the first half of the axis is therefore 0.5048 a and 0.666 a over the
second half. To insure complete four-figure accuracy in the result, five places
should have been carried in the work, but the values here found check with the

The value

table except for

one or two units in the

last place.

EXERCISES
1.

Prove the following relations for Z(u) and

Zj(w).

Z(-w) = -Z(w),
If

Zu =

= - Z l(

^u)

_
Z(w)
.

logsnu
{tu

cnudnu
sn w

+
.-.

UZ'(0),

Z 1 (0) =

An

2.

elliptic function

with residues

ct

f(u)
fe

cz ,

with periods 2 K, 2 iK' and simple poles at a u a a

= CjZ^it -

a,)

na C nadna S n 2 U

l-fc 2
A;

a)

\du

"

'

M
v

dn

a2 )

+ c B Z,(u -

sn a en a dn a

Z,(u

Jo

c2

k 2 sn 2 a sn 2 u

...

\7/(0)

r- \
/- VXZ
(V\M)
r

an)

'

- log

9 (a
9 (a +

/r
VX

sin- 1 sn

const.

_,

wZ'

a).

w)

+C

vXu

V/-X en Vxw dn V Xu

V/-XM)\

sn

sn 2
5.

rectum

in ellipses of eccentricity e
is

r*

bz

sec z

ae

Vl

fc

cfd<t>

aeJo

snucnu
^
dnw

cut

1,

off

by the latus

ae

y /b

y =

show that
.

tan

<f>,

= -1

rf>

aeE (0,

F(<p, k)

where

sin 2

it

0.1, 0.5, 0.75, 0.95.

the eccentricity of the hyperbola x 2 /a 2

~
G,

snwdnu

udn 2 u

Find the length of the quadrant and of the portion of

6. If e

1-

vXw

dnu

dn 2 u

'

w)

sn

V\M dn VXu

en

Vxu

sn 2

be written

may

0,

;=

asn 2 u

sn 2

2c

c,,,

k)

ae tan

7.

Find the arc of the hyperbola cut

8.

Show

off

<j>

Vl

by the

fc

sin 2 0.

latus rectum

that the length of the jumping rope (Ex.

9, p.

511)

if e

1.2, 2, 3.

is

9. A flexible trough is filled with water. Find the expression of the shape of
a cross section of the trough in terms of F(</>, k) and -"(#, k).

10. If an ellipsoid has the axes a

4sintf>_a
11.

Compute

12.

>

> c,

find the area of one octant.

a2

the area of the ellipsoid with axes

hole of radius b

is

perpendicularly to the axis.

3, 2, 1.

bored through a cylinder of radius o > b centrally and


Find the volume cut out.

13. Find the area of a right elliptic cone,

and compute the area

if

the altitude

ELLIPTIC FUNCTIONS

517

192. Weierstrass's integral and its inversion. In


studying the
general theory of doubly periodic functions ( 182), the two special
functions p(it), p'(it) were constructed and discussed. It was seen that

dw

"-* w>

-.-,'

"PW(22)

dw

where the fixed limit oo has been added to the integral


and K = correspond and where the roots have been

to

make

w == oo

called c v e , e
z

Conversely this integral could be studied in detail by the method of


use
mapping but the method to be followed is to make only

cursory
map sufficient to give a hint as to how the function
be expressed in terms of the functions sn K and en z. The
discussion will be restricted to the
;

of the conformal

p (z) may

case which arises in practice, namely,


when <? 2 and g B are real quantities.

There are two cases

to consider, one

three roots are real, the other when one is real and the other
two are conjugate imaginary. The root ^ will be taken as the largest

when

all

real root,

sum

and

e 2 as

of the three

the smallest root

if all

three are real. Note that the

is zero.

In the case of three

real roots the

Kiemann

surface

be drawn

may

with junction lines ez 8 , and ev oo. The details of the map may readily
be filled in, but the observation is sufficient that there are only two
,

<?

essentially different paths closed on the surface, namely, about


(which by deformation is equivalent to one about e 1} oo) and about

2,

8,

#
e

a
l

equivalent to one about ev


oo). The integral about e 2 es is
real and will be denoted by 2 a> v that about <? 8 e l is pure imaginary and

(which

is

be denoted by 2 w 2 If the function p (z) be constructed as in 182


with u> = 2 u>j, w' = 2 u>2 the function will have as always a double pole

will

at *

= 0.

As the periods

try to express

p (z)

are real

in terms of sn

and pure imaginary,


z.

it is

natural to

As p (z) depends on two

constants

whereas sn z depends on only the one k, the function p (z) will


<7 a
<7 8
be expressed in terms of sn ( VX, k), where the two constants X, k are
,

to be determined so as to fulfill the identity

s
p = p
12

y^p

g^

In

A.

=e

>

wjVx

o,

w 2 VA

K,

t'/c'.

In the case of one real and two conjugate imaginary roots, the
Riemann surface may be drawn in a similar manner. There are again

two independent closed paths, one about e 2 e a and another about ea e v


Let the integrals about these paths be respectively 2 Wj and 2 o>2 That
,

is real may be seen by deforming the


path until it consists of a
Wj
very distant portion along which the integral is infinitesimal and a path
in and out along
e^oo, which gives a real value to the integral. As

2 w2 is not known to be pure imaginary and may indeed be shown to be


complex, it is natural to try to express p (z) in terms of en of which
one period is real and the other complex. Try

cn

k)

= with the expansion l/


This form surely gives a double pole at
The determination is relegated to the small text. The result is
( \

1 -f c a (2 V/*3, k)

4-

To

\ /

^*"~

A;)

coefficients of corresponding

4.4.3

- g,A -

= 4p a

g2p

k)

dn

sn 2

sn6

Equate

(23')

TT"

2
verify these determinations, substitute in p'

P'(z)

'

4 /*

*"""

^^

j/ 8

= 0,

2
powers of sn

4X2fca

= 12 A 2 - g,X,

_ 1 _ 3j?j
2

en (2 Vfi,

Hence the equations

ELLIPTIC FUNCTIONS
The

first

519

4 is a root e. Let 4 = e2 Note - g z = e^ + e^ + e e8


X Xfc2 = 8 e 2 2 +
e )(e - e
6^2 + gjgg + e2e 3 = (e
2
),
X + Xfc2 =
3 e = e!
e2 + es
2
the relation e + e + e = 0. The solution is immediate as
2
s
given.

shows that

e,

by virtue of

To

p (z) =

A+

= 16 M

(1

verify the second determination, the substitution

where

en 2 VMZ

^ v/

= 4M8
en).

The

similar.

(l-cn)

en 2 Vfj.z

<<

cn)/(l

is

4 /J sn dn

identity p'

8
[

= ip 8

+ 2(l-2A;2 )i 2 +
gz p

gs

<]

therefore

is

+ 2 (1 - 2 *) + t} = 4(^8 + 3 4V + 3 4^ + /x^ -y 4 4AB-g A-g = 0,


4^ = l2A 2 -g
2/t(l- 2ft = 34.
Here let 4 = e
The solution then appears at once from the forms
V* = 3 ef + e,e2 + e^ + ez ez = (e, - e^e, - e,),
M (1
4/*

[i

2,

The expression of the function p in terms of the functions already


studied permits the determination of the value of the function, and by
inversion permits the solution of the equation p (z)
c.
The function

p(z) may readily be expressed directly in terms of the theta series.


In fact the periodic properties of the function and the corresponding
properties of the quotients of theta series allow such a representation
2e

+2a)

!1

2 cos

2oai+260g

P'<0

*J
-oo<jp^O

to

o<p'x

be made from the work of

plex values for

q.

But

175, provided the series be allowed comit is desirable to have the

for practical purposes

expression in terms of real quantities only, and this is the reason for a
different expression in the two different cases here treated.*

The values of z for which p (z) is real may be read off from (23) and
(23 ') or from the correspondence between the w-surface and the 2-plane.
They are indicated on the figures. The functions p and p' may be used
to

express parametrically the curve

THEORY OF FUNCTIONS

.WO

The

figures indicate in the

two cases the shape of the curves and the

range of values of the parameter. As the function p is of the second


order, tho equation jf;(.*) = e has just two roots in the parallelogram,

and as p (2)
&='2<o + 2

is
<i>

cally situated

an even function, they will be of the form


a and be symmetri-

a and

with respect to the cena lies

ter of the figure except in case

on the sides of the parallelogram so


that 2 w, -H 2 wa - a would lie on one

The value

of the excluded sides.

of

the odd f unction p' at these two points


is equal and opposite.
This corresponds precisely to the fact that to
one value x = a of x there are two equal and opposite values of y on

the curve y2

= 4x

gp

y3

Conversely to each point of the parallelo-

and to points symmetrically


situated with respect to the center correspond points of the curve symmetrically situated with respect to the re-axis. Unless z is such as to
gram corresponds one point

make both ^(2) and _?/()


193. The curve
of

j/

of the curve

real,

= 4x 8

the point on the curve will be imaginary.

gz x

gs

may

be studied by means of the properties

doubly periodic functions. For instance

Ax + By + C =

Ap'(z)

Bp(z)

+ C=

the condition that the parameter z should be such that its representative point
shall He on the line Ax + By
C 0. But the function Ap'(z) + Bp (z) -f C is
is

doubly periodic with a pole of the third order the function is therefore of the
third order and there are just three points z 2 , 2 in the parallelogram for which
8
1?
2
the function vanishes. These values of 2 correspond to the three intersections of
;

the line with the cubic curve.

Now

the roots of the doubly periodic function sat-

z-

isfy the relation

2t

z2

= 2m

w1

+ 2 m2 w2

be observed that neither


nor z can be as great as 8. If conversely 2 lt za z g
l
are three values of z which satisfy the relation z + z + z = 2?n w + 2m w
2 2 the
8
2
1 1
v

It

may

three corresponding points of the cubic will lie on a line.


which a line through z v z z cuts the curve,
zl

22

+ 4 = 2 m[u +
l

2 mjWg,

zs

28

= 2 (m^

For

if

2g

7%) Wj

2 (?n2

be the point in

m^) w 2

and hence 23 z's are identical except for the addition of periods and must therefore
be the same point on the parallelogram.
One application of this condition is to find the tangents to the curve from any
point of the curve. Let 2 be the point from which and z' that to which the tangent
is drawn. The condition then is z + 2 2' = 2m w
2m2 w2 and hence
1 1 +
,

merely reproduce one of the four points except for the addition of complete periods.
Hence there are four tangents to the curve from any point of the curve. The
question of the reality of these tangents may readily be treated. Suppose z denotes
veal point of the curve. If the point lies on the infinite portion,
< z < 2 w and

first two points z' will also satisfy the conditions


< z' < 2 wj except for the
Hence there are always two real tangents to the curve
possible addition of 2 Wj
from any point of the infinite branch. In case the roots e v e2 es are all real, the

the

two points

z' will correspond to real points of the oval portion and all four
tangents are real in the case of two imaginary roots these values of z' give imaginary points of the curve and there are only two real tangents. If the three roots

last

and

z corresponds to a point of the oval, z


four values of z' are complex,

are real

is

of the

form w 2

+ u and

all

and none of the tangents can be real. The discussion is complete.


As an inflection point is a point at which a line may cut a curve in three coincident points, the condition 3z = Zm l l + 2m 2 w 2 holds for the parameter z of such
<>}

The

points.

possible different combinations for z are nine

Of these nine inflections only the three in the first column are real. When any
two inflections are given a third can be found so that z^ + z 2 + z 8 is a complete
period, and hence the inflections lie three by three on twelve lines.
z
z
If p and p' be substituted in Ax + Bxy + Cy + Dx + Ey + F, the resuU is a
doubly periodic function of order 6 with a pole of the 6th order at the origin.

The function then has 6 zeros


Z;

Z2

Z3

in

the parallelogram connected by the relation

24

25

= 2 Jn l w +

Z6

%w

2i

the condition which connects the parameters of the 6 points in which


the cubic is cut by the conic Ax 2
Bxy + Cy z + Dx + Ey 4- = 0. One applica-

and this

is

tion of interest is to

the discussion of the conies which

three points Zj, ? 2 , z s


If

?n 2

Jttj,

are

three points lie

apart

The

may be tangent to the cubic at

condition then reduces to z t

2 2 -f z 3

=m

+ m2 w 2

or any even numbers, this condition expresses the fact that the
line and is therefore of little interest. The other possibilities,

on a

from the addition of complete periods, are

In any of the three cases two points may be chosen at random on the cubic and
the third point is then fixed. Hence there are three conies which are tangent to

any two assigned points and at some other point. Another application
the conies which have contact of the 6tb order with the cubic.
is then 6z = 2m
2m2 w2 As m l: wi2 may have any of the 6
l u^ +
to 5, there are 36 points on the cubic at which a conic may have
from

the cubic at

of interest is to

The condition
values

contact of the 5th order.

obtained
conic

m m

Among these points, however, are the nine inflections


even values, and these are of little interest because the

by giving v 2
reduces to the inflectional tangent taken twice. There remain 27 points at

Show by Ex.

that the value of f in the two cases

4, p. 516,

r-

en

sn

f (z)

=-

e t)

JFfo, *)

VXz

+ VM

"

MZ

2 =
- 62)7(6! - e2 ),
X = e - e2
(c,
2 =
- 3 e /4 M,
= V( Cl ~ CjXej - e 8
}
fc

and

/t

fc

),

cnVxz
-,
sn Vxz
What happens
3.

Letp (z

Computep(i;
j9(z; 13, 6)

fif

g s ) denote the function

1, 0),

p(J;

0, 1),

e,-

p(|;

is

p-,

VXz

/T-dnVXz

sn

VX

p corresponding

13, 6).

a square.

/~T\

only one real root

l),

tf>

show that p (z)

sn

= sin-i sn Vxz,
= sin-i sn V^z.

Vx

in case there is

tf>

-g -

2. In case the three roots are real

(2dn V^z

V/z

sn V/*zdn

where

is

Vxz dn Vxz

Solve p(z;

to the radical

1, 0)

= 2,

10.

4. If 6 of the 9 points in which a cubic cuts y


the other three are in a straight line.

4x

gr 2 a;

are on

a conic,

5. If a conic has contact of the second order with the cubic at two points, the
points of contact lie on a line through one of the inflections.
6.

How many

of the points at

with the cubic are real

which a conic

may have

contact of the 5th order

Locate the points at least roughly.

7. If a conic cuts the cubic in four fixed and two variable points, the line joining the latter two passes through a fixed point of the cubic.

8. Consider the space curve *


sn, y
cn, z dnt. Show that to each
by 4 iK' corresponds one point of the curve and conpoint of the rectangle 4
1 and
*2 4- 2/2
versely. Show that the curve is the intersection of the cylinders

= 1. Show

that a plane cuts the curve in 4 points and determine the


relation between the parameters of the points.

Jfc

2x 2

z2

9. How many osculating planes may be drawn to the curve of Ex. 8 from any
of the 3d order with
point on it? At how many points may a plane have contact
the curve and where are the points ?

10. In case the roots are real

f(z) SB

2i z

wi

show that

f (z) has the

form

Vx

jrience

log

<r

(z)

~ -i

or

<r(z)

11.

By

Ce

li..
z
>

general methods like those of


1

p (z) -p(a)~
and

190 prove that

1_
p'(a)

f p(z)-p(a)

o-(z-a)

p'(a)

p'(a)

12. Let the functions 6 be defined by these relations

.
x

with 7 = e **i
Show that the ^-series converge if w t is real and w 2 is pure imaginary or complex with its imaginary part positive. Show more generally that the
series converge if the angle from W T to w 2 is positive and less than 180.
.

13.Le t
1'rove <r(z

2wj)

W_Let

e 2T) i(*

2 u,

+w
i)er(s)

2w" w 1

--

er(2

w2 )

e 2l) s^

<>(

z)

+ w z)r

15.

Show

that

16.

With

the determination of

~d log

a-

(z)

or

and similar

and develop

7j

<r a

(z).

= Tri

'2

>/&>,,

*;,

u>,

(z)

<r(z)

f (z),

relations for

Tri

Wj

Prove

and similar

relations for

<r(z)

<r

a (z).

as

as in Ex. 16 prove that


-:

d?
log

<r

(z)

=-

f(2)

= p (z)

by showing that p(z) as here defined is doubly periodic with periods 2w 1T 2w2
and with no constant term in its
with a pole 1/2 2 of the second order at z =
State why this identifies p (z) with the function of the text.
,

development.

CHAPTER XX
FUNCTIONS OF REAL VARIABLES
194. Partial differential equations of physics. In the solution of
physical problems partial differential equations of higher order, particularly the second, frequently arise. With very few exceptions these
equations are linear, and if they are solved at all, are solved by assum-

ing the solution as a product of functions each of which contains only


one of the variables. The determination of such a solution offers only
a particular solution of the problem, but the combination of different
particular solutions often suffices to give a suitably general solution.
For instance
&V 1 dV 1 d*V
dt*V_

&V

a?
is

_
~w + r~fc + 7*d<t>*-

Laplace's equation in rectangular and polar coordinates.

tion in rectangular coordinates the

assumption

V = R (?) $(</>)

()

For a solu-

V = X (x) Y(y) would

be

for a solution in polar coormade, and the assumption


dinates. The equations would then become

v"

V"

Now each equation as

r*R"

written

is

R'

<fc"

a sum of functions of a single variable.

But a function of x cannot equal a function of y and a function of ?


cannot equal a function of unless the functions, are constant and have
the same value. Hence
</>

X" =

-m

*"

2
,

or

Y"

T = +w

2
*,

= -m

2
,

__H._ = + m2
r*R"

R'

(2')
V

2
.

These are ordinary equations of the second order and may be solved
The second case will be treated in detail.

as such.

The

solution corresponding to
<D

and

any value of

= am cos m$ -f bm sin m^

J?cb

= (4

m is
A ,?'"

+ Bm r~ -

"hat

any number of

solutions corresponding to different values of

lay be added together to give another solution


f the given
It
be that a
equation (

way

96).

due to the linearity


single term will suffice
is

a solution of a given problem. But it


may be seen in general that
V may be found in the form of a Fourier series which
hall give V any assigned values on a unit circle and either be convers

solution for

L.

ent for

all

values within the circle or be convergent for all values


In fact let /(<) be the values of V on the unit circle.

utsicle the circle.

Expand /(<) into

its

Fourier series
w cos m<

'hen

+ l m sin ra<).

+ ^ rm (am cos m</> +


m

l>

m sin

m$)

(3')

be a solution of the equation which reduces to /(<) on the circle


nd, as it is a power series in r, converges at every point within the
In like manner a solution convergent outside the circle is
ircle.
all

V=

+ 2J

''"

'"

Ki cos m<l> +

b m sin

m).

(3")

V have been called solutions of Laplace's equation. As a


latter of fact they have not been proved to be solutions. The finite sum obtained
but the
y taking any number of terms of the series would surely be a solution
mit of that sum when the series becomes infinite is not thereby proved to be a soluon even if the series is convergent. For theoretical purposes it would be necessary
The

infinite series for

give the proof, but the matter will be passed over here as having a negligible
earing on the practical solution of many problems. For in practice the values of
on the circle could not be exactly known and could therefore be adequately
(<t>)
)

and in general not very large number of terms of the deelopment of /(<), and these terms would give only a finite series for the desired
motion V.
^presented by a finite

In some problems it is better to keep the particular solutions sepadiscuss each possible particular solution, and then imagine them
ompounded physically. Thus in the motion of a drumhead, the most
ite,

eneral solution obtainable

is

not so instructive as the particular solution

orresponding to particular notes and in the motion of the surface of


lie ocean it is
preferable to discuss individual types of waves and comound them according to the law of superposition of small vibrations
p.

226).

For example

if

f sin ax,

__

Xcos ax,

fain

(3x,

Xcos

/Jr,

~_

f sin c Vet2

Xcos

are particular solutions which may be combined in any


A.S the edges of the drumhead are supposed to be fixed at
2

if

0,

a,

where the dimensions of the head are

XYT

mjrx

sin

sin

0,

lmz

mry

b,

cos CTT

/J

way desired
all

times,

solution

n1

\Xar + 75
b*
,

{Pt

= anything,

Then the

b.

by

a.

+
+

Vc?

...

(4)
x '

a possible type of vibration satisfying the given conditions at the


perimeter of the head for any integral values of m, n. The solution is
periodic in t and represents a particular note which may be omitted.
is

sum of such expressions multiplied by any constants would also be


a solution and would represent a possible mode of motion, but would
not be periodic in t and would represent no note.
195. For three dimensions Laplace's equation becomes

(^

d
V\
2
3- (r -5- )

&V

/KN
(5)

s>mOdO\

sitfOdtj**

Substitute

in polar coordinates.

V\
A
+ -r-j7 5^5 + -r-s 53 / sin A -^
}30

drj

dr\

irf/^fix
Rdr\ dr/

= R (r)(0)<t>(<)

^/

in

^@\

sin9dB\

then

Q sin*

dO/

dtf

Here the first term involves r alone and no other term involves r
Hence the first term must be a constant, say, n(n + 1). Then
d
$r

Next consider the


a
pears that <&- <i>"

$"

The problem

Q>

ft

_.

^[7.1

term after multiplying through by sin 2


2
a constant, say,
Hence

m $,
z

Moreover the equation


x
-r-^-2
rfcos0 [(1
L-

__

-V--

last

is

"v-

- cos

for

0)y

$=
now

now

It

ap

+ b m sin wi/>.

am cos m<

reduces to the simple form

+L
-^1
rfcos^
_1

6.

I_

(
v

+ 1) '

w8
.

,
2

.1

0.

cos ^ J

separated into that of the integration of three


differential equations of which the first two are readily integrable. The
third equation is a generalization of Legendre's (Exs. 13-17, p. 252),
is

terms of polynomials

n<

m (cos 0) in cos

^ (/!'" + 'V~"~

)( a

cos

m<

Any

9.

expression

+ &m sin

4>)

therefore a solution of Laplace's equation, and

P BiBl (cos

may be shown that


by combining such solutions into infinite series, a solution may be
obtained which takes on any desired values on the unit sphere and
is

it

all points within or outside.


particular simplicity and importance is the case in which V is supso that
and the equation for
is soluble
posed independent of
in terms of Legendre's polynomials Pn (cos 0) if n is integral. As the

converges for

Of

m=

<

potential V of any distribution of matter attracting according to the inverse square of the distance satisfies Laplace's equation at all points
exterior to the mass ( 201), the potential of any mass symmetric with

0=0

may be expressed if
respect to revolution about the polar axis
its expression for points on the axis is known. For instance, the potenof a mass

tial

of radius #

is

at

M distributed along a circular wire

a point distant r from the center of the wire along a perpendicular


plane of the wire. The two series

to the

'Ml
_ Ip
]

1
l-3r p
n j___
--p
+

1-3- 5

r*

'

are then precisely of the

form

solutions of Laplace's equation

0=0

along the axis


points of space.

since

Pn (T)

1 5

S/1,,7 */
S^^"""" / admissible for
and reduce to the known value of V
1

,,,

1.

They

,,

give the values of

at all

method of combining solutions of the given differequations was to add them into a finite or infinite series. It is
also possible to combine them by integration and to obtain a solution
To

this point the

ential

as

a definite integral instead of as an infinite series. It should be noted


that a limit of a sum has replaced a sum and that it

in this case, too,

would theoretically be necessary to demonstrate that the limit of the


sum was really a solution of the given equation. It will be sufficient
to
at t'uis
point to illustrate the method without any rigorous attempt

re.

X, Fare

x"
-~~

y"

m^

A"

7,3^

= a m cos mx + /^ sin mar, F = A m e my + J5m e~

where F may be expressed in terms of hyperbolic functions.


e~

'""

the limit of a

-f-

(m) sin mx]

dm
(6)

= lim 'V
is

mx

[a (w) cos

Xm,

'"",

Now

e~ m

sum

[a

(w )
f

cos

of terms each of

which

is

a solution of the given

m=m

if
equation for a (m,-) and b (m,) are constants for any given value
no matter what functions a (in) and b (m) are of m. It may be assumed
;

that

Another solution could be

a solution of the given equation.

is

found by replacing e~ my by e my
It is sometimes possible to determine a (m), b (m) so that
reduce to assigned values on certain lines. In fact (p. 466)
.

/(x)

=- T T
/-

""i/O

Hence
a,

if

(m)

the limits f or

m be

/(X) cos

and

oo

m(\-x)

and

if

/4

-^

/(X) cos m\d\,

(m)

taken for a (m),

shall

d\dm.

(T)

the choice
/

= -i

/(\) sin mXrfX

\J<a

*Jv>
is

the expression (6) for

b (m),

V=-

c/O

-m

f(X) cos

V becomes

m (\ - x) dXdm

(8)

oo

and reduces to f(x) when y = 0. Hence a solution F is found which


takes on any assigned values f(x) along the o>axis. This solution clearly
becomes zero when y becomes infinite. When f(x) is given it is sometimes possible to perform one or more of the integrations and thus
simplify the expression for V.
For instance

if

/(*)
the integral

V--

from

=1

when x >

and f(x)

when z <

0,

drops out and

oo to

1T/0

f*e-''.l-cosm(X

Jo

X)

7T\2

aj)dXdm

= - f* f
7T/0 JO

e- m*

cosm(\-

value as found in the equation and see that V^. +


= 0, and to check the fact
Vyy
reduces to f(x) when y = 0. It may perhaps be superfluous to state that
that
the proved correctness of an answer does not show the justification of the
steps by
which that answer is found; but on. the other hand as those steps were taken

solely to obtain the answer, there is no practical need of justifying

answer

is

them

if

b m sin

ma),

the

clearly right.

EXERCISES
Find the indicated particular solutions

1.

(a) c

V=

dX*

St

V~

'

Ou

C*X

8t

3x 2

"V A m e~ m2

of these equations

(a m cos cmx,

(A m cos cmt

^L
'

'

b m sin

cmx),

+ B m sin cmt)(am cos mx +

"""*

'

\coscorx,

8j/

\cosc/3j/,

Determine the solutions of Laplace's equation


1 f or TT <
< 2 ?r on a unit
< < v and V

2.

for

<

3. If

V = |TT

have

in the plane that

F=1

circle.

0| on the unit circle, find the expansion for V.

F=

SOroSinnMrx/Z coscmTri/i is the solution of Ex. 1 (/3) which


the
and x = I. Determine the coefficients a m so that for t =
value of V shall be an assigned function /(z). This is the problem of the violin
from
started
any assigned configuration.
string
4.

Show

that

vanishes at x

5.

when
If the string of Ex. 4 is started with any assigned velocity BV/dt
that the solution is 2a m sin mirx/l sin cmirt/l and make the proper deter-

=/()

= 0, show

mination of the constants am


6. If the

drumhead

Am n ,

7.

started with the shape z

is

~a

/>

In hydrodynamics

t/

t/

it is

/(x,

ab

z/)

an

7Hirx

shown that

=/(,

show

that

,
- %da;.
sm mry

dt 2

y),

b ax \

to

is

the differential equa-

5x/

for the surface of the sea in an estuary or on a beach of breadth b and depth
measured perpendicularly to the x-axis which is supposed to run seaward. Find

tion
ft

(a)

= A J (kx) cos nt,

&2

n?/gh,

(|3)

= A J (% VfcaT) cos nt,

= v?/gm,

the equation when (a) the depth is uniform but the


breadth is proportional to the distance out to sea, and when (/3) the breadth is uniform but the depth is mx. Discuss the shape of the waves that may thus stand on

as particular solutions of

the surface of the

estuary or beach.

O.

JU

senus

<l

waves

ui parallel

uueo/u ui

uii cui

ouiii/<*iJi/

ucpi/u

/.

10 uui/

dicularly by the xy-plane with the axes horizontal and vertical so that y
are known to be
the ocean bed, the equations for the velocity potential

^cij^cn-

is

<

** +

~ U)
**-o

ax*

-o

r^i

L0 J.

*~

'

Find and combine particular solutions to show that

=A

<t>

9.

fc(2/

h) cos (fcc

V=
V ---dV ---- --52

d*V

a \'

dz

8r 2

Bz*
d2

(ft)

5-

OT*

dV
-r-

OT

r 2 8$*

Sr

d2

may

<

have the form

= #fc tanh

n2

ni),

(7)

fc/i.

'

j-2

-^~
dt

'

da;

^^i w

cos7n0

=
~

4-

dx*

81*

homogeneous circular disk

p-( cos ^) x

(a nim

1
c

10. Find the potential of a

Ex. 23,

e)

7/101 T ..
m (kr).
}-Jmx
h
m<j>j

+ bM su\m<f>)Jm (r)
*"' (a m cosm0

'-

^n,.

at*

8z

82/

\m
-{

^
>

^TW.

F = o,

r cos

...

Ans. e* hz

0,

0<f>

?!! + _!I + 5!T +


5:c

= 0,

"

T7

TT +

~5
T*

Obtain the solutions or types of solutions for these equations.

(
^

cosh

6B

~
dy

m sinm0),
'

-I-

dz*

as (Ex. 22, p. 68

p. 332)

2_ria_l J_la8

_2Jlf[r
~

V[

lr 2
J

2^

E!

1.1

r*

'

'

Ll-3

'

ffl?

r6

~2T4^^ + 2TT^^^~

Pt

where the negative sign before


11. Find the potential of a

LU

holds for &

<

| TT

and the

homogeneous hemispherical

positive for ^

>

ir.

shell.

12. Find the potential of (a) a homogeneous hemisphere at all points outside
a homogeneous circular cylinder at all external points.
(/8)

the hemisphere, and


13.

Assume

a;

2a

cos- 1

a2

xz

- is

az

ing disk of radius a charged with

196.

the potential
of the axis of a conductat a point
v
F

Q units of electricity. Find the potential anywhere.

Harmonic functions;

satisfies Laplace's

equation

V'^.

'

V'yy

in the plane or in space, is called a

that the first

and second

A function which
+ V'^ + K = 0, whether

general theorems.

or

V"^.

harmonic function. It is assumed


harmonic function are

partial derivatives of a

continuous except at specified points called singular points. There are


similarities between harmonic functions in the plane and har-

many

monic functions in space, and some differences. The fundamental theois that: If a function is harmonic and has no
singularities upon

rem

or within a simple closed curve (or


its norsurface), the line integral of
derivative along the curve (respectively, surface) vanishes and con-

mal

versely if a function V(x, y), or V(x, y, z),

has continuous

first

and second

closed curve (or surface) in a region vanishes, the


function is harmonic.
For by Green's Formula, in the respective cases of plane and
space
(Ex. 10, p. 349),

C dv ds = C dv i
-z-dy
dn
Jo 8x

dv

i
dx

dxdy,

dv

(9)

--dS= CdS.VV

Now

if

the function

must the

is

harmonic, the right-hand side vanishes and so


if the left-hand side vanishes for all

and conversely

left;

closed curves (or surfaces), the right-hand side must vanish for every
region, and hence the integrand must vanish.
If in particular the curve or surface be taken as a circle or sphere of
radius a and polar coordinates be taken at the center, the normal derivative becomes d V/dr and the result is
/-2TT o

/-27T

-IT

-Td >-

Jo

d<J3

or

where the constant a

r*tr

Jo

Jo

f>Tf

-r- sin ed6dA

0.

3 >*

or a2 has been discarded

from the element of arc

or the element of surface a2 sin 6d6d<f>. If these equations be inteto a, the integrals may be evaluated by
grated with respect to r from

ad<$>

Thus

reversing the order of integration.


/ia

0=

Q rr

/->27T

dr

g-rf*= JoI

Jo

JQ

V <ty=K

and

t/O

where

Fa

is

/>a O

/i2jr

Jo

-IT

/->2;r

g"^^= Jo

f ^,

(Va

or

Va

=F

F )^,

(10)

c/O

the value of

F on

the circle of radius a

and F

is

the value

and Va is the average value along the perimeter of the


Similar analysis would hold in space. The result states the
important theorem The average value of a harmonic function over a

at the center
circle.

(or sphere) is equal to the value at the center.


This theorem has immediate corollaries of importance.

fiircle

harmonic

function which has no singularities within a region cannot become maximum or 'minimum at any point within the region. For if the function

maximum

at any point, that point could be surrounded by a


sphere so small that the value of the function at every point
of the contour would be less than at the assumed maximum and hence

were a

circle or

the average value on the contour could not be the value at the cente.r

THEORY OF FUNCTIONS

532

harmonic function which, has no singularities within a region and is


constant on the boundary is constant throughout the region. For the
maximum and minimum values must be on the boundary, and if these
have the same value, the function must have that same value throughout the included region. Two harmonic functions which have identical
values upon a closed contour and have no singularities within, are identical throughout the included region. For their difference is harmonic

on the boundary and hence throughout


and has the constant value
the region. These theorems are equally true if the region is allowed to
grow until it is infinite, provided the values which the function takes
on at infinity are taken into consideration. Thus, if two harmonic
functions have no singularities in a certain infinite region, take on the

same values at all points of the boundary of the region, and approach
the same values as the point (x, T/) or (x, y, ) in any manner recedes
indefinitely in the region, the two functions are identical.
If Green's

Formula be applied

to a product

Ud V/dn,

then

f
dy

Jo

or

UdS.VV=uV'VVdv+vU.VVdv

(11)

In this relation let V be harmonic without


and upon the contour, and let U
V. The first integral on the right vanishes and the second is necessarily positive unless
=
=
=
relations
the
V'x
V'v
or V'x
V'y
V'z
0, which is equivalent
to V V = 0, are fulfilled at all points of the included region. Suppose
further that the normal derivative dV/dn is zero over the entire boundary. The integral on the left will then vanish and that on the right
must vanish. Hence V contains none of the variables and is constant.
If the normal derivative of a function harmonic and devoid of singularin the plane or in space.
singularities within

ities at all points on and within a


given contour vanishes identically
upon the contour, the function is constant. As a corollary If two
functions are harmonic and devoid of singularities upon and within a
given contour, and if their normal derivatives are identically equal
:

upon the contour, the functions

differ at

most by an additive constant.

electricity in a conducting body. The physical law is that heat flows along the
direction of most rapid decrease of temperature T, and that the amount of the flow
is proportional to the rate of decrease. As
gives the direction and magni-

VT

tude of the most rapid decrease of temperature, the flow of heat may be represented
frVT, where A; is a constant. The rate of flow in any direction is the compoby
nent of this vector in that direction. The rate of flow across any boundary is
therefore the integral along the boundary of the normal derivative of T. Now the
flow is said to be steady if there is no increase or decrease of heat within any closed

boundary, that

is

.,

dS-Vr=

or

Tis harmonic.

^0

Hence the problem of


a steady flow of heat

the distribution of the temperature in a body supporting


is the problem of integrating Laplace's equation. In like

manner, the laws of the flow of electricity being identical with those for the flow
of heat except that the potential
replaces the temperature T, the problem of the
distribution of potential in a body supporting a steady flow of electricity will also
be that of solving Laplace's equation.
Another problem which gives rise to Laplace's equation is that of the irrotational
motion of an incompressible fluid. If v is the velocity of the fluid, the motion is

called irrotational

when Vxv =

about any closed curve

is

0, that is, when the line integral of the velocity


zero. In this case the negative of the line integral from
$ (x, y, z) called the velocity

fixed limit to a variable limit defines a function

potential,

and the velocity may be expressed as v = V*. As the fluid is incom


any closed boundary is necessarily zero. Hence

pressible, the flow across

C dS-V* =
and the

velocity potential

or

4? is

Cv.V$dv

or

a harmonic function.

V.V<t>

= 0,

Both these problems may be

stated without vector notation by carrying out the ideas involved with the aid of
ordinary coordinates. The problems may also be solved for the plane instead of

for space in a precisely analogous manner.

197.

The conception

of the flow of electricity will be advantageous

in discussing the singularities of harmonic functions


eral conception of steady flow.
Suppose

and a more gen-

an electrode is set down on a sheet of zinc


of which the perimeter is grounded. The
equipotential lines and the lines of flow
which are orthogonal to them
sketched

may

be

in.

Electricity passes steadily


from the electrode to the rim of the sheet

and

off to the ground. Across any circuit


which does not surround the electrode the

flow of electricity is zero as the flow is steady, but across any circuit
surrounding the electrode there will be a certain definite flow; the
circuit integral of

the normal derivative of the potential

V around

such

LU

a>

uuii

Slllti Ulttl it V

j.>ui

uivjii

uuu

vu.u

ojuotu

ujuc

J.JLUIII.

uiiau

s>v

DIUS

no longer simply connected, and the comparison would then


l>e with a circuit which could not be shrunk to nothing.
Concerning
the facts are readily seen.
this latter interpretation little need be said

sheet

is

former conception which is interesting.


For mathematical purposes the electrode will be idealized by assuming its diameter to shrink down to a point. It is physically clear that

It is the

the smaller the electrode, the higher must be the potential at the electrode to force a given flow of electricity into the plate. Indeed it may
C log ?, where r is the distance
be seen that V must become infinite as

from the point electrode. For note

in the first place that log r is a soluV -\- C log r or


and let

tion of Laplace's equation in the plane

=V

log

r,

at the electrode.

electrode

is

The flow

a harmonic function which remains finite

is

across

any small

circle concentric

witb the

r Zl*dv
txO

and

where

%t7

y-nty=

The constant C

is called the strength of the source situsimilar discussion for space would show
ated at the point electrode.
that the potential in the neighborhood of a source would become infinite
is

finite.

a.3

C jr. The

log r and !/> of Laplace's equation


particular solutions
may be called the fundamental solutions.

in the respective cases

The physical analogy will also suggest a method of obtaining higher singularby combining fundamental singularities. For suppose that a powerful positive

ities

is placed near an equally powerful negative electrode, that is, suppose a


strong source and a strong sink near together. The greater part of the flow will be
nearly in a straight line from the source to the sink, but some part of it will spread

electrode

out over the sheet.


source and sink

The value

of

V obtained

by adding together the two values for

is

+ P-Zrlcosj) +

<71og(r

= 2 1C--cos^ + higher powers = M cos< +


r
,

rl

cos <)

the strength C be allowed to become infinite as the distance 2 1 becomes


denote the limit of the product 2 1C, the limiting form of V is
zero, and if
l
Mr- cos and is itself a solution of the equation, becoming infinite more strongly

Thus

if

<t>

than

logr.

In space the corresponding solution would be

Jfr

cos #.

within a given contour was determined by its values on the contour and
determined except for an additive constant by the values of its normal
derivative upon the contour. If now there be actually within the contour
certain singularities at which the function becomes infinite as certain
the function U
V Vl F2
is harparticular solutions V1} F2
,

monic without

and may be determined as before. Moreover,


or their normal derivatives may be considered as
the values of F Vz
known upon the contour inasmuch as these are definite particular solutions. Hence it appears, as before, that the harmonic function V is determined by its values on the boundary of the region or (except for an additive
constant) by the values of its normal derivative on the boundary, provided
the singularities are specified in position and their mode of becoming infinsingularities
7 ,

given in each case as some particular solution of Laplace's equation.


Consider again the conducting sheet with its perimeter grounded and

ite is

strength unity at some interior point of the


up has the properties that 1 the poten2 at
tial is zero along the perimeter because the perimeter is grounded
the position P of the electrode the potential becomes infinite as
log r

with

a single electrode of

sheet.

The

potential thus set

regular and satisfies Laplace's equation. This particular distribution of potential is


denoted by G (P) and is called the Green Function of the sheet relative
of the sheet the potential

and 3 at any other point

is

In space the Green Function of a region would still satisfy 1 and


log r would have to be replaced
3, but in 2 the fundamental solution
by the corresponding fundamental solution I//*. It should be noted
that the Green Function is really a function

to P,

G (P)

G (a,

a, y)

or

G(P}=G (a,

of four or six variables if the position

P(a,

b) or

b,c; x, y,

P (a,

b,

c)

of the elec-

The function is considered


when it is known for any position of P.
now the symmetrical form of Green's Formula

trode is considered as variable.

only
If

- CC (u At; - v At*) dxdy + C(u


=
^-v~\ds
where

denotes the

entire sheet
if

the choice

sum

0,

as

known

(12)

of the second derivatives, be applied to the

with the exception of a small circle concentric with P and


u = G and v = V be made, then as G and V are harmonic

the double integral

drops out and

_ ,<?*<*

f
J,

THEORY OF FUNCTIONS

536

Now let

Under the assumpG becomes infinite as

the radius r of the small circle approach


tion that V is devoid of singularities and that

0.

because
log >; the middle integral approaches
the final integral approaches 2?rK(P). Hence

its

integrand does,

and

This formula expresses the values of V at any interior point of the sheet
in terms of the values of V upon the contour and of the normal derivative of

G along

the contour. It appears, therefore, that the determination

of the value of a harmonic function devoid of singularities within and


upon a contour may be made in terms of the values on the contour provided the Green Function of the region is known. Hence the particular
importance of the problem of determining the Green Function for a
given region. This theorem is analogous to Cauchy's Integral ( 126).

EXERCISES
1.

Show

2.

Show

that any linear function ax + by + cz


conditions that a quadratic function be harmonic.
that the real and imaginary parts of

able are each harmonic functions of


3.

Why

is

any constants
4.

Show

the

sum

itself

'U'
X

is

harmonic.

any function

of a

Find the

complex vari-

(x, y).

or difference of any two harmonic functions multiplied by


? Is the power of a harmonic function harmonic ?

harmonic

UV

that the product

and only when

V'
3
.

U'v V'v

two harmonic functions is harmonic when


= 0. In this case the two functions

of

VJ7.VF

or

What

are called conjugate or orthogonal.

is

the significance of this condition

geometrically ?
5.

Prove the average value theorem for space as for the plane.

6.

Show

for the plane that

U=
TT

is

if

V is harmonic,

C dv
J dn
I

ds

then

C *V j
dy
J 8x
I

W
-

..

dx

dy

independent of the path and is the conjugate or orthogonal function to T7 and


U is devoid of singularities over any region over which V is devoid of them.
,

that

Show

that

V + iU is a function

of z

iy.

7. State the problems of the steady flow of heat or


electricity in terms of ordinary coordinates for the case of the plane.

10. Discuss the problem of the small


magnet or the electric doublet in view of
9. Note that as the attraction is
the
inversely as the square of the

Ex.

distance,

potential of the force satisfies Laplace's equation in space.

11. Let equal infinite sources and sinks be located


alternately at the vertices
of an infinitesimal square. Find the
corresponding particular solution (a) in the
case of the plane, and (/3) in the case of space. What combination of
does

magnets

this represent

the point of view of Ex. 10 be taken, and for

if

combination used
12. Express

what purpose

is

the

V(P)

in terms of

G(P) and the boundary values

of

V in space.

13. If an analytic function has no singularities within or on a


contour, Cauchy's
Integral gives the value at any interior point. If there are within the contour cer-

what must be known

tain poles,

the function

in addition to the boundary values to determine


Compare with the analogous theorem for harmonic functions.

14. "Why were the solutions in

194 as series the only possible solutions


provided they were really solutions ? Is there any difficulty in making the same
inference relative to the problem of the potential of a circular wire in 195 ?
15. Let G(P) and G(Q) be the Green Functions for the same sheet but relative
to two different points P and Q. Apply Green's symmetric theorem to the sheet
from which two small circles about P and Q have been removed, making the choice
= (?(P) and v = <?(Q). Hence show that G(P) at Q, is equal to G(Q) at P. This

may

be written as
G(a,

b; x, y)

G(x, y;

or

a, 6)

<?(a,

&,

c; x, y, z)

G(z,

y, z; a, 6, c).

Test these functions for the harmonic property, determine the conjugate
functions and the allied functions of a complex variable
1ft.

198.

v*y

(a) xy,

(/3)

x
(5) e sinx,

(e) sin

2/8,

x cosh

?/,

(7)

i log (x

(f)

tan-^cotxtanhy).

2/ ),

Harmonic functions

the next paragraphs

it is

metric transformation

;
special theorems. For the purposes of
necessary to study the properties of the geo-

known

as inversion.

The

definition of inversion

be given so as to be applicable either to space or to the plane.


The transformation which replaces each point P by a point P such
that OP OP' = k* where
is a given fixed point, k a constant, and P'
will

on the line OP, is called inversion with the center


and the radius k.
Note that if P is thus carried into P then P' will be carried into P
and hence if any geometrical configuration is carried into another, that
is

other will be carried into the

first.

Points very near to

are carried

to a great distance;

for the point


itself the definition breaks
no point of space. If desired, one may add
to space a fictitious point called the
point at infinity and may then say
that the center
of the inversion corresponds to the point at infinity
off

down and

(p.

481).

corresponds to

A pair of points P, P

which go over into each

other,

and another

it is

seen that T

TT

T'

or

T'

TT

An

T.

immediate extension of

the argument will show that the magnitude


of the angle between two intersecting curves
will be

unchanged by the transformation; the

transformation is therefore, conformed. (In


the plane where it is possible to distinguish between positive and negative angles, the sign of the angle is reversed by the transformation.)

be introduced, the equations


If polar coordinates relative to the point
k 2 with the understanding that
of the transformation are simply ??'

the angle
locus r
r'

6 in space are unchanged. The


</>,
a circle in the plane or a sphere in space, becomes
therefore unchanged. This is called the circle or the sphere

in the plane or the angles

<

k,

which

= k and is

of inversion.

inverse points

r2

-j-

and

k2

is

Relative to this locus a simple construction for a pair of


P and /-" may be made as indicated in the figure. The locus

= 2 Va

2
-\-

k*r cos

becomes

</>

7c

+ rn = 2

Va'2

/c'V cos $>

unchanged as a whole. This locus represents a circle


or a sphere of radius a orthogonal to the circle or sphere of inversion.
A construction may now be made for finding an inversion which carries a given circle into itself and
is

therefore

the center

of the circle into any

assigned point P' of the circle the


construction holds for space by revoMng the figure about the line OP.
;

To find what figure a line in the plane or a plane in space becomes


= or = be taken perpendicular
on inversion, let the polar axis
<

to the line or plane as the case

= p sec

<j>,

r sec

</>

may

= Jc?/p

Then

be.

or

= p sec

0,

r'

sec 6

k z/p

are the equations of the line or plane and the inverse locus. The locus
is seen to be a circle or
sphere through the center of inversion. This

may

also be seen directly by applying the geometric definition of inIn a similar manner, or analytically, it may be shown that

version.

any

circle in the

plane or any sphere in space inverts into a circle or

into a sphere, unless it passes through the center of inversion


becomes a line or a plane.

and

trom the center is A;


d, the distance of P' from the center is k-/(k
d), and
from the circle or sphere it is d' = dk/(k - d). Now if the radius k is very
large
comparison with d, the ratio k/(k - d) is nearly 1 and d' is nearly equal to d.
If k is allowed to become infinite so that the center of in-version recedes
indefinitely
and the circle or sphere of inversion approaches a line or plane, the distance d'
JP

in

approaches d as a limit. As the transformation which replaces each point by a


point equidistant from a given line or plane and perpendicularly opposite to the
point

is

the ordinary inversion or reflection in the line or plane such as is familiar


it appears that reflection in a line or
plane may be regarded as the limit-

in optics,

ing case of inversion in a circle or sphere.

The importance

of inversion in the study of harmonic functions

lies

two theorems applicable respectively to the plane and to space.


First, if V is harmonic over any region of the plane and if that region
be inverted in any circle, the function F'(P') = F(P) formed l>y assigning the same value at P' in the new region as the function had at the

in

point

which inverted

into P' is also harmonic.

Second, if

is

har-

monic over any region in space, and if that region be inverted in a sphere

=
F'(P')

of radius k, the function


JfeF(P)/r' formed by assigning at P'
the value the function had at P miiltiplied by k and divided by the disP'
r'
OP'
tance
from the center of inversion is also harmonic. The
of

significance of these theorems lies in the fact that if one distribution


of potential is known, another may be derived from it by inversion

and conversely

it is

often possible to determine a distribution of poten-

by inverting an unknown case into one that is known. The proof


of the theorems consists merely in making the changes of variable

tial

r
in

= k*/r'

or

= k*/r,

<'

0'

<,

the polar forms of Laplace's equation (Exs. 21, 22,

The method

p. 112).

of using inversion to determine distribution of potential in electromethod of electric images. As a charge e located at a

statics is often called the

point exerts on other point charges a force proportional to the inverse square of
the distance, the potential due to e is as l/p, where p is the distance from the
charge (with the proper units it may be taken as e/p), and satisfies Laplace's

equation. The potential due to any number of point charges is the sum of the
individual potentials due to the charges. Thus far the theory is essentially the
same as if the charges were attracting particles of matter. In electricity, however,
the question of the distribution of potential is further complicated when there are
in the neighborhood of the charges certain conducting surfaces. For 1 a conduct-

ing surface in an electrostatic field must everywhere be at a constant potential or


there would be a component force along the surface and the electricity upon it
would move, and 2 there is the phenomenon of induced electricity whereby a

variable surface charge is induced upon the conductor by other charges in the
neighborhood. If the potential V(F) due to any distribution of charges be

inverted in

any sphere, the new potential

is

kV(P)/r

As

the potential

F(P)

inverted positions of the charges. As the ratio ds' ds of the inverted and original elements of length is r' 2 /k 2 the potential kV(P)/r' will become
2
2
infinite as k/r' c/p' r" /k' that is, as r'e/kp'. Hence it appears that the charge e

infinite at the

inverts into a charge

new

As

the

tial

surface

unless

V=

charge

e'

r'e/k

the charge

e' is

called the electric image of

e.

potential is kV(P)/r' instead of F(P), it appears that an equipotenT


= const, will not invert into an equipotential surface F'(P') = const,
or ?' is constant. Bat if to the inverted system there be added the

kV

at the center

o'f

inversion, the inverted equipotential surface

becomes a surface of zero potential.


With these preliminaries, consider the question of the distribution of potential
due to an external charge e at a distance r from the center of a conducting spherical surface of radius k which has been grounded so as to be maintained at zero
If the system be inverted with respect to the sphere of radius A, the
potential of the spherical surface remains zero and the charge e goes over into a
r'e/k at the inverse point. Now if p, p' are the distances from e, &" to
charge c'
/:/<;. Hence
const.
the sphere, it is a fact of elementary geometry that p p'

potential.

the potential

'

p'

(^

\p

'

~ r 'p
k/'

kp'l

kpp'

and to its image


and.
e', actually vanishes upon the sphere
as it is harmonic and has only the singularity c/p outside the sphere (which is the
same as the singularity due to e), this value of V throughout all space must be
precisely the value due to the charge and the grounded sphere. The distribution
of potential in the given system is therefore determined. The potential outside
e' left alone.
the sphere is as if the sphere were removed and the two charges e,
due

to the

charge

Integral (Ex. 8, p. 348) the charge within any region may be evaluated
by a surface integral around the region. This integral over a surface surrounding
the sphere is the same as if over a surface shrunk down around the charge
e',
and hence the total charge induced on the sphere is
e" =
r'e/k.

By Gauss's

199. Inversion will transform the average value theorem

KrZ</>

into

F'(P')

=^

a form applicable to determine the value of V at any point of a circle


in terms of the value upon the circumference. For suppose the circle
with center at 7' and with the set
of radii spaced at angles d<j), as
implied in the computation of the
average value, be inverted upon an

orthogonal circle so chosen that P


shall go over into P'. The given
circle goes

over into itself and the series of lines goes over into a series
P and the center of inversion. (The figures are

of circles through

drawn separately instead of superposed.) From the conf ormal property

tween tne

and the

circles cut

the given circle


orthogonally just
Let
be equal to V along
along the arcs 1', 2', 3',
the corresponding arcs 1,2,3,--- and let
F(P)
F'(P') as required by
the theorem on inversion of harmonic functions. Then the two interadii,

as the radii did

grals are equal element for element and their values F(P) and F'(P')
are equal. Hence the desired form follows from the
given form as
stated. (It may be observed that d^ and cty,
strictly speaking, have

opposite signs, but in determining the average value F'(P'),


positively.) The derived form of integral may be written
a

<fy is

taken

7.

"'fX
as a line integral along the arc of the circle.

If P'

is

04')

at the distance r

from the center, and if a be the radius, the center of inversion O is at


2
the distance a /? from the center of the circle, and the value of k is
2
2
2
2
seen to be 7c
(a
r^a /?- Then, if Q and Q' be points on the circle,
1

Now
ds'

dif//ds'

may

may

be obtained, because of the equality of

be written as

ad<j>.

d\j/

and

d<f>,

and

Hence

-r
a?

2 ar cos <'

2 d<j>'-

4- r

Finally the primes may be dropped from V' and P', the position of P'
may be expressed in terms of its coordinates (?, <), and

is

the expression of

The

in terms of its

boundary

values.

called Poisson's Integral. It should be noted particularly that the form of Poisson's Integral first obtained by inversion

integral (15)

is

represents the average value of V along the circumference, provided that


average be computed for each point by considering the values along the
circumference as distributed relative to the angle ^ as independent variable.

That

as defined

the circumference

when

by the integral actually approaches the value on


the point approaches the circumference

which shows that

is

clear

except an infinitesimal fraction of


the orthogonal circles cut the circle within infinitesimal limits when the
point is infinitely near to the circumference. Poisson's Integral may be

from the

figure,

all

relative to the circle, the equation of the circle


p/p'

= r/a,

const.

and

G (P)

log p

may

-f-

be written as

log p'

then the Green Function of the circular sheet because

+ log (r/a)

(16)

vanishes along
the circumference, is harmonic owing to the fact that the logarithm of the
distance from a point is a solution of Laplace's equation, and becomes

is

infinite at

as

log

it

Hence

p.

not difficult to reduce this form of the integral to (15).


is defined in a region abutting
upon a segment
of a straight line or an arc of a circle, and if the function vanishes along

It

is

If a harmonic function

the segment or arc, the function may be extended across the segment
or arc by assigning to the inverse point P' the value K(P')
F(P),

which

is

the negative of the value at P; the conjugate function

r8V

~<fo+C=
dn
/dv
J

same values

takes on the

at

P and

8V

~dy~-fdx+C
dx J
dy

P'.

^
(17)J

It will be sufficient to

prove
this theorem in the case of the straight line because, by the theorem on
inversion, the arc may be inverted into a line by taking the center of
inversion at any point of the arc or the arc produced. As the Laplace
operator D% -f- D$ is independent of the axes (Ex. 25, p. 112), the line
may be taken as the cc-axis without restricting the conclusion.

Now

the extended function

Therefore
that

V(P )

is

V(P )

on

to itself

Laplace's equation since

= V(P) and the assumption


appears that the function V on the two sides
in a continuous manner, and it remains merely to show

harmonic.

By the definition V(P')

V vanishes along the segment

of the line pieces

satisfies

it

it pieces on to itself in a harmonic manner, that is, that the function


and
extension form a function harmonic at points of the line. This follows from
Poisson's Integral applied to a circle centered on the line. For let

that

its

H(x, y)= C Vcty

then

H(x,

0)

/o

because

V takes on equal and opposite values on the upper and lower semicircum-

= V(P) = F(P') = along the axis. But = V(P) along the


Hence
= V(P') along the lower arc because Poisson's Integral takes on
upper arc and
the boundary values as a limit when the point approaches the boundary. Now as
is harmonic and agrees with V(P) upon the whole perimeter of the upper semicircle it must be identical with V(P) throughout that semicircle. In like manner
f erences.

and F(P')

are identical with

the single harmonic function T, they must


piece
together harmonically across the axis. The theorem is thus completely proved.
statement about the conjugate function may be verified by
the

The

taking

along paths symmetric with respect

integral

to the axis.

w =/() = u
of a complex variable, becomes
along the segment of a line or the arc of a circle, the function may
be extended analytically across the segment or arc by assigning to the
u
inverse point P' the value w
iv conjugate to that at P.
This is
merely a corollary of the preceding theorem. For if w be real, the

+w

200. If a function

real,

harmonic function v vanishes on the line and may be assigned equal


and opposite values on the opposite sides of the line the conjugate
function u then takes on equal values on the opposite sides of the
line. The case of the circular arc would again follow from inversion
;

as before.

The method employed

185-187 was to

to identify functions in

the halves of the w-plane, or rather the several repetitions of these


halves which were required to complete the map of the w-surface, on a
region of the -plane. By virtue of the theorem just obtained the con-

map

verse process

may

often be carried out

and the function w

= /()

which maps a given region of the s-plane upon the half of the w-plane
may be obtained. The method will apply only to regions of the 2-plane
which are bounded by

rectilinear

segments and circular arcs

for

it is

only for such that the theorems on inversion and the theorem on the
extension of harmonic functions have been proved. To identify the
function it is necessary to extend the given region of the s-plane by
inversions across its boundaries until the w>-surface is completed. The
method is not satisfactory if the successive extensions of the region in
the s-plane result in overlapping.

The method will be applied to determining the function (a) which


maps the first quadrant of the unit circle in. the -plane upon tlie upper
half of the w-plane, and (/3) which maps a 30-60-90 triangle upon the
upper half of the w-plane. Suppose the sector ABC mapped on
the w-half-plane so that the perimeter
corresponds to the

ABC

ter is

..

0"

fa)

When

the perimedescribed in the order written

real axis abc.

and the

interior

is

on the

left,

the real axis must, by the principle of conformality, be described in


such an order that the upper half-plane which is to correspond to the
interior shall also lie

on the

left.

The points

a, b, c

correspond to points

B, (.'. At these points the correspondence required is such that the


eonformality must break down. As angles are doubled, each of the
points A, B, C must be a critical point of the first order for w=f(z')
.1,

To map the triangle, similar cona, l>, c must be branch points.


siderations apply except that whereas C' is a critical point of the first
order, the points A', />'' are critical of orders 5, 2 respectively. Each

and

case

may now be

treated separately in detail.

be assumed that the three vertices yt, JB, C of the sector go into the
As the perimeter of the sector is mapped on the real axis,
0, 1, oo.
points* w
the function w = /(z) takes on real values for points z along the perimeter.

Let

it

Hence

if

the sector be inverted over

P' which corre-

of its sides, the point

any

P may be given a value conjugate to w at


P, and the image of P' in the to-plane is symmetrical
to the image of P with respect to the real axis. The
three regions 1', 2', 3' of the z-plane correspond to

sponds to

the lower half of the to-plane and the perimeters


of these regions correspond also to the real axis.
These regions may now be inverted across their
;

boundaries and give rise to the regions 2, 3, 4 which


must correspond to the upper half of the m-plane.
Finally

by inversion from one

of these regions the

region 4' may be obtained as corresponding to the


lower half of the to-plane. In this manner the inversion has been carried on until the entire z-plane is covered. Moreover there

is

no

overlapping of the regions and the figure may be inverted in any of its lines without producing any overlapping it will merely invert into itself. If a Riemarin surface were to be constructed over the w-plane, it would clearly require four sheets.
;

The

surface could be connected up by studying the correspondence ; but this is not


i
necessary. Note merely that the function /(z) becomes infinite at C when z

i by inversion
and at no other point. The
by hypothesis and at 6" when z =
values
will therefore be taken as poles of /(z) and as poles of the second order
because angles are doubled. Note again that the f unction /(z) vanishes at A when
;

'i

by hypothesis and at z = oo by inversion. These will be assumed to be zeros of


the second order because the points are critical points at which angles are doubled.

The function

w = /(z) = Cz 2 (z -

i)"

(2

*)~

Cz 2 (z a

I)"

has the above zeros and poles and must be identical with the desired function when
the constant C is properly chosen. As the correspondence is such that /(I) = 1 by
hypothesis, the constant

is 4.

The determination

of the function

is

complete as

given.

Consider next the case of the triangle. The same process of inversion and repeated inversion may be followed, and never results in overlapping except as one

It may be observed that the linear transformation


e.nv
/3 (Ex. 15,
(yio 4- d) w'
p. 157) has three arbitrary constants a /3 7 S, and that by such a transformation any
three poiuts of the w-plane may be carried into any three points of the wAplane. It is
therefore a proper and trivial restriction to assume that 0, 1, w are the points of the
:

region falls into absolute coincidence with one previously obtained. To cover the
whole z-plane the inversion would have to be continued
indefinitely but it may
be observed that the rectangle inclosed by the heavy line
;

repeated indefinitely. Hence w = /(z) is a doubly periodic


function with the periods 2 A', 2iK' if 2K, 2K' be the
length and breadth of the rectangle. The function has a
and at the points,
pole of the second order at C or z =
marked with circles, into which the origin is carried by
is

the successive inversions.

As

there are six poles of the

second order, the function is of order twelve. When z =


at
or z = iK' at A' the function vanishes and each of
these zeros is of the sixth order because angles are increased

Again it appears that the function is of order 12.


very simple to write the function down in terms of

6-fold.
It is

the theta functions constructed with the periods 2

w=f(z) = C-

2
(z)

6f(z) H*(z

a) Q?(z

2 iK'

A*",

a)

For this function is really doubly periodic, it vanishes


and has poles of the second order at the points
0,

As
be

/9

K + iK', a = 4 K + | iK',
= 2 K a the reduction H

a+

(z

K + iK',
= H (z +
2

/3)

(z

to the sixth

= 2K

a),

Q t (z

order at K, iK',

a,
/3)

/3

+K+

iK'.

e t (z + a) may

made.
to=/(z)

(z)

eftz)

(z

a) H*(z

+a

-a)e?(z

a)

C may

be determined, and the expression for /(z) may be reduced


it might be expressed in terms of sn (z, k) and
further by means of identities
en (z, k), with properly chosen k, or in terms of p (z) and p'(z). For the purposes of
computations that might be involved in carrying out the details of the map, it
would probably be better to leave the expression of f(z) in terms of the theta

The constant

functions, as the value of q

is

about 0.01.

EXERCISES
1.

Show

inversion,
2.
circle

in

geometrically that a plane inverts into a sphere through the center of


line into a circle through the center of inversion.

and a

geometrically or analytically that in the plane a circle inverts into a


that in space a sphere inverts into a sphere.

Show
and

3. Show that in the plane angles are reversed in sign by inversion.


space the magnitude of an angle between two curves is unchanged.

4.

If ds, dS, dv are elements of arc, surface,


,

70 ,

r'
._- rrfi

r
r'*,
/7 8

t.hp.

Kn.mP

is t.rnp

nf vnliiinps in

its

snaf.fi-

that

and volume, show that


dv"

Note that in the plane an area and

Show

=r

'S

dv

=r

'0

dv.

inverted area are of opposite sign, and that

tne inverted position or tne circle it tne circle oe inverted in any manner, in particular show that if a circle be inverted with respect to an orthogonal circle, its center

is

carried into the point

which

is

inverse with respect to the center of inversion.

Obtain Pomson's Integral (15) from the form

6-

a a_2aow>sfo
rt
^apw>8tp,n),
r_p+a
,2

7.

From
lr

tlie

^f- j

equation p/p'
_

al-

rp

<*(?__

dn

const.

vy _ _ I

(16').

cos (p, n)

Note that

COB

(//,

n)

_ a? - r*

-^

r/a of the sphere obtain

r
I

4-raJ

V(a*-i*)dS

+^_

2 or cos

(r,

a)]*

the Green Function and Poisson's Integral for the sphere.


8.

Obtain Poisson's Integral in space by the method of inversion.

9.

Find the potential due to an insulated spherical conductor and an external

charge (by placing at the center of the sphere a charge equal to the negative of
that induced on the grounded sphere).
10. If two spheres intersect at right angles, and charges proportional to the
diameters are placed at their centers with an opposite charge proportional t the
diameter of the common circle at the center of the circle, then tbe potential over
is constant. Hence determine the effect throughout external space
two orthogonal conducting spheres maintained at a given potential.

the two spheres


cf

11. A charge is placed at a distance h from an infinite conducting plane.


Determine the potential on the supposition that the plane is insulated with no
charge or maintained at zero potential.
12.
0,

A,

Map the quadrantal


B correspond to 1, co,

sector on the upper half-plane so that the vertices


0.

13. Determine the constant C occurring in the map of the triangle on the plane.
Find the point into which the median point of the triangle is carried.
14.

With various selections of correspondences of the vertices to the three points


the w-plane, map the following configurations upon the upper half-plane

0, 1, oo of

(a) a sector of

60,

() an

(7) a sector of

45,

(5)

isosceles right triangle,

an equilateral triangle.

The

potential integrals. If p(x, y, z) is a function defined at


different points of a region of space, the integral
201.

- CCC
-JJJ
evaluated over that region is called the potential of p at the point
(, j), ). The significance of the integral may be seen by considering
the attraction and the potential energy at the point (,

17,

due

to

If

/u,

l>e

a mass at (,

forces exerted by

uanx
A=C
r
5

rj,

m upon

and

/x

are

a mass at

(33,

y, z), the

component

and
are respectively the total force on p and the potential energy of the
two masses. The potential energy may be considered as the work done

by F
mass

or X, Y,

on p

in bringing

the

from a fixed point to the


point (, /, ) under the action of
/u,

at (x, y, K) or it may be regarded


as the function such that the nega-

V by

tive of the derivatives of

give the forces


notation F

x, y,

Z, or in vector
V V. Hence if the

A', Y,

units be so chosen that

l,

and

IT

if

the forces and potential at (, rj, )


be measured per unit mass by dividing by
regarding the arbitrary constant C)

ma"~

'

~~2

Now

~~

my-7;
a

J!J

/A,

the results are (after

_m*-

dis-

there be a region of matter of density p (x, y


potential energy at (, rj, ) measured per unit mass
if

be obtained by summation or integration and are

P(X}

y,

z)(x

yy

?_..
f

=///,

-y)

4-

y_

(-*>']*.

defined by (1^^
It therefore appears that the potential
of the potential energy V due to the distribution of matter.*
/"

JN

ore

JLIU--

ther that in evaluating the integrals to determine X, Y, Z, and U


V,
the variables x, ?/, z with respect to which the integrations are performed will drop out on substituting the limits which determine the
region,
eters

and

will therefore leave X, Y, Z,

rj,

which appear

in the integrand.

x = ^~,

=-/->

as functions of the param-

And
Z==

finally

JF

20 )

*In electric and magnetic theory, -where like repels like, the potential and potential
energy have the same sign.

or of integrating the expressions (19') for X, Y,


the derivatives of //, over the whole region.

THKORKM.

Tlie potential integral

satisfies

expressed in terms of

the equations

respectively as Laplace's and Poisson's Equations, according as


the point (, y, ) lies outside or within the body of density p (x, y, K).
In case (, r), ) lies outside the body, the proof is very simple. For

known

U may be obtained by differentiating with


under the sign of integration, and the sum of the

the second derivatives of


respect to

i),

then zero. In case (, vj, ) lies within the body, the value
vanishes when (, 17, ) coincides with (x, y, z) during the integration, and hence the integrals for U, X, Y, Z become infinite integrals
for which differentiation under the sign is not permissible without jusresults is

for

Suppose therefore that a small sphere of radius r concentric


be cut out of the body, and the contributions F' of this
)

tification.

with (,

TJ,

of the remainder of the body to the force F be considered


For convenience suppose the origin moved up to the point

F*

sphere and
separately.
(*, ,,

0- Then

'= f

J
Now

as the sphere is small and the density p is supposed continuous,


the attraction F' of the sphere at any point of its surface may be taken
as

*-

the quotient of the mass by the square of the distance to the


,
where p Q is the density at the center. The force F' then reduces
J 7Tp r in magnitude and direction. Hence

Tr^/r

center,

to

V.F

= V-W = V-F* + VF' = f pV.V - dv + V.F'.


'

J,

The
if
is

integral vanishes as in the first case, and


the suffix
be now dropped, V.Vf/
4 irp,

Gauss's Integral

proved.

(p.

'

VF' =

4 TT/) O Hence
and Poisson's Equation
.

348) affords a similar proof.

and the forces X, Y, Z and their derigorous treatment of the potential


rivatives requires the discussion of convergence and allied topics. A detailed treatment will not be given, but a few of the most important facts may be pointed out.
Consider the ordinary case where the volume density p remains finite and the body
does not extend to infinity. The integrand p/r becomes infinite when r = 0.

itself

But as dv

is

term pdv/r
integral

an infinitesimal of the third order around the point where r


in the integral

converges.

In

= 0,

the

will be infinitesimal, may be disregarded, and the


like manner the integrals for JT, T, Z will converge

du

r*

JJJ

sili

dntydtf, etc.,

as expressed in polar coordinates with origin at r


0, are seen to diverge. Hence
the derivatives of the forces and the second derivatives of the
potential, as ob-

tained by differentiating under the sign, are valueless.


Consider therefore the following device
:

---8- 1

fL

dx r'

d_P__dl
dx r

The

may

W=fJ

,1

~~

r
81,cto
IP
J
dx r

--

S1

J r dx

of r

'

= fl8p,
--t-d

r S p ,
"civ.
J dx r

r dx

be transformed into a surface integral so that

-?dv-

r dx

8f

d_l
dx r'

dx r

last integral

iH_

fPr COS adS = Jfff


JJ

^dxdydz- ffPdjfr.
JJr

r dx

(22)

should be remembered, however, that if r =


within the body, the transformation can only be made after cutting out the singularity r = 0, and the surface inteIt

gral must extend over the surface of the excised region as well as over the surface
of the body. But in tin's case, as dS is of the second order of infinitesimals while r
is

of the first order, the integral over the surface of the excised region vanishes
and the equation is valid for the whole region. In vectors
r

when

VU= JC^-dv- JC?dS.


r

(22')

noteworthy that the first integral gives the potential of Vp, that is, the integral is formed for Vp just as (18) was from p. As Vp is a vector, the summation
is vector addition. It is further noteworthy that in Vp the differentiation is witli
It is

respect to x,
(22)

j/,

under the

z,

whereas

sign.

in

VU

(Distinguish

it is

as

with respect to

formed for

HE= Jrli5e dB _ JTpcosaAldS


*
8

8r

d{rSx

Vf . Vf

or again

This result

is

or

whole region.

Now

f Vs

TJ,

Now

f.

f and x,

TJ,

V^tf= J

- .Vx
x
pdv

U=-fv

valid for the

y,

differentiate

z by

V^ and

V^.)

v>ft^
f
J/>^<IS,
r

pVx - -dS.

(23)

by Green's Formula (Ex.

10, p. 349)

Here the small region about r


must extend over its surface.
being exterior to the body,

( p j-

- dS

is

must again be excised and

the surface integral

If the region be taken as a sphere, the normal dn,


directed along
dr. Thus for the sphere

= CC p -z r 2 sin 8d<t>dO = CC p sin

Bd^dO

4 TTJO,

and V'Vr- 1 be

set equal to zero,

Green

f V.,.

-V, pilv

Formula reduces

Jf

pVx - .dS

to

irp,

integrals extend over the whole volume and the surface integral
extends like that of (28) over the surface of the body but not over the small sphere.

where the volume

Hence

(23)

reduces to V.V[7

Throughout

4 irp.

this discussion it

continuous throughout the body.

has been assumed that p and its derivatives are


In practice it frequently happens that a body

consists really of several, say two, bodies of different nature (separated by a boundare continuous. Let the
ing surface S 12 ) in each of which p and its derivatives

Then

suffixes 1, 2 serve to distinguish the bodies.

The

discontinuity in p along a surface S 12 does not affect a triple integral.

Here the

first

surface integral extends over the boundary of the region 1 which


5 12 between the regions. For the interface S 12 the direction

includes the surface


of

dS

is

from

1 into

2 in the

first

case, but

from 2 into

1 in

the second.

Hence

may be noted that the first and second surface integrals are entirely analogous
because the first may be regarded as extended over the surface separating a body
of density p from one of density 0. Now V-VJ7 may be found, and if the proper
modifications be introduced in Green's Formula, it is seen that VVJ7=
4rrp
It

still

holds provided the point

lies entirely

within either body.

The

fact that

comes from the average value /> upon the surface of an infinitesimal sphere shows
4 TT ( p^ + } p 2 )
if the point lies on the interface S 12 at a regular point, V-V U =
The application of Green's Formula in its symmetric form (Ex. 10, p. 349) to
l
the two functions r~ and U", and the calculation of the integral over the infini-

that

tesimal sphere about r

0,

gives

r)

\r

\r

.dn/i

-2./X-

dn

dn

r)

Vdn/ 2

I.di..

(24)

where 2 extends over all the surfaces of discontinuity, including the boundary of
4 irp and if th
the whole body where the density changes to 0. Now VVC/"=
definitions be given that

/dU\
\

dn

/i

/dU\
\

dn

=_47r<r,
/2

TT
t/

-UTT

Z7= f ?dv + f -dS + C


./

then

^~-dS,

(25)'
v

<Zn r

</

where the

surface integrals extend over all surfaces of discontinuity. This form of


appears more general than the initial form (18), and indeed it is more general,
for it takes into account the discontinuities of
and its derivative, which cannot

when p

an ordinary continuous function representing a volume distribution


of matter. The two surface integrals may be interpreted as due to surface distributions. For suppose that along some surface there is a surface density <r of matter.
arise

is

Then

the first surface integral represents the potential of the matter in the surface.
Strictly speaking, a surface distribution of matter with a- units of matter per unit
is a physical impossibility, but it is none the less a convenient mathemati-

murface

when dealing with thin sheets of matter or with the charge of


upon a conducting sxirface. The surface distribution may be regarded
cal fiction

electricity

as a limit-

ing case of volume distribution where p becomes infinite and the volume throughout which it is spread becomes infinitely thin. In fact if dn be the thickness of
the sheet of matter pdndS = <rdS. The second surface integral may likewise be
regarded as a limit. For suppose that there are two surfaces infinitely near toand upon the other a surface
<r,
gether upon one of which there is a surface density
density <r. The potential due to the two equal superimposed elements dS is the
ffldSl

^& =

Hence

if

\r z

ry

= T,

the potential takes the form rdr~ 1 /dndS. Just this sort of dismagnetism arises in the case of a magnetic shell, that is, a surface

cdn

tribution of

(-- ~\ = ffdS dnr~- dn = <rdn dnr-dS.

erdS

rz

covered on one side with positive poles and on the other with negative poles. The
three integrals in (25) are known respectively as volume potential, surface potential, and double surface potential.

202.

some

The

potentials

may

differential equations.

when

be used to obtain particular integrals of


In the first place the equation

extended over the region throughU may be added


any solution of Laplace's equation, but the particular solution is fre-

as

its

solution,

the integral

out which / is denned.

To

is

this particular solution for

quently precisely that particular solution which


functions U and f were vector functions so that U

and

= i/j + i/2 + k/

8J

a2 u

&? +
,

aa
,

is

V+ a?

.,
= *<*''''*>
.

=/

by

i,

j,

k.

If

+ j/7

-f

the

k/8

the results would be

TT =
U

where the integration denotes vector summation, as


V-VC/2
adding the results for V.VC^
2
V.VUg
a
plication

If

desired.
it/j

it is

=/

may

=/

be seen by
after multi-

desired to indicate the vectorial nature of

does not make

its

effect felt instantly at (,

from

rj,

but

is

propagated

at a velocity I/a, so as to arrive at the time


The potential and the forces at (, rj, ) as calculated by (18)
,?).
(t
ar instead of at the
will then be those there transpiring at the time t

toward (,

77,

(x, y,

is]

time

t.

To obtain the

effect at the time

to calculate the potential

time

The

ar.

t it

would therefore be necessary

from the distribution p (x,

ar) at the

y, z, t

potential

= r

(a, y,

ar)dxdydz

-/
where for brevity the variables
form,
t

to

is

x, y, z

have been dropped in the second


from

called a retarded potential as the time has been set back

The retarded potential

ar.

satisfies the -equation

O2 f T

Q2 / T

or

according as
really

(^,

>/,

tte

within or outside the distribution

no need of the alternative statements because

side, p vanishes.

Hence a

if

(,

p.
17,

There
)

is

is out-

solution of the equation

47r
The proof

of the equation (27)

V vU
TT IT

T7-

vv

rr

/*
I

is relatively

P (0

C-i-i

du

simple.

V r,
V r
+ r,
I

P(t

For
OW)

in vector notation,

P
(t)
^-^

du

The

first reduction is made by Poisson's Equation. The second expression may


evaluated by differentiation under the sign. For it should be remarked that
p(t
ar)~p (t) vanishes when r = 0, and hence the order of the infinite in the

fee

integrand before and after differentiation


responding steps of 201. Then

is

less

by unity than

it

was

in the cor-

'~^

v>.v>

ef j

=
J

r/r

JJut

Vj

Hence

Vx

and

V^r.V^r

Vr

and Vr- 1

1,

V^r-V^r-

r~ 2

[p(tr/r

ar)

and

,= rg!
J r

was seen

It
is, if

V*F =

0,

V.Vr- 1

V-Vr = 2 r-

= 0.

Si

345) that if F is a vector function with no curl, that


then Fc?r is an exact differential d$ and F may be ex-

(p.

pressed as the gradient of <, that is, as


be solved by potentials. For suppose

F = V<,

V-F

then

F = V<.

= V-V0,

This problem

^
4

TT

may also

dv.

(28)

It appears therefore that cj> may be expressed as a potential. This soluis less general than the former because it depends on the
tion for
<

VF

shall converge. Moreover as


VV<,
only a particular solution of
the relation F
V< is actually satit should be proved that for this
similar method may now be
isfied. The proof will be given below.
fact that the potential integral of

the value of

thus found

<

VF =

is

<

that

show that

to

employed
is, if

VF = 0,

function G, that

F=
As G

is

is,

if

then

= V*G.

as

F is a
F may

to be determined, let

F = V*G

Then

Here again the solution


of V X F converges, and

is

For suppose

VxF

then

V*G,

it

vector function with no divergence,


be written as the curl of a vector

= V*VxG = VV-G

be supposed that

gives

G=

0.

r V*F

(29)

^-d-o.

when

the vector potential integral


further necessary to show that F
V*G.

valid only

it is

V-VG.

VG =

The conditions of convergence

however, satisfied for

are,

functions

th.6

that usually arise in physics.

To amplify the treatment

V0 = -

4ir

r
\

of (28)

VP
-eto =

and

(29), let it

be shown that

-dv = Y.
VxG=~Vx Jf VxF
r
1

F,

47T

By use of (22) it is possible to pass the differentiations under the sign of integration and apply them to the functions V.F and VxF, instead of to l/r as would be
required by Leibniz's Rule ( 119). Then
1

r VV.F

r V.F

JCT

THEOKY OF FUNCTIONS

554
The surface

integral extends over the surfaces of discontinuity of VF, over a large


0.
It will be
and over an infinitesimal sphere surrounding r

(infinite) .surface,

assumed that VF is such that the surface integral


VxVxF = and VV-F = V.VF. Hence if F and
reference to (24) shows that

VA
r =
In like

manner
_ _

VxG =

__ Ji V-VF
r

rVxF

fVxVxF,,dv

4tir

efo

Now as VxF =

0,

derivatives are continuous, a

F.

4?r

1 TT

infinitesimal.

is

its

._

xdS

= -1

/-V.VF.

dv

4ir J

=_
F.

Questions of continuity and the significance of the vanishing of the neglected surface integrals will not be further examined. The elementary facts concerning
potentials are necessary knowledge for students of physics (especially electromagnetism) the detailed discussion of the subject, whether from its physical or
;

mathematical

side,

may

well be left to special treatises.

EXERCISES

VU

for the case of a uniform


Discuss the potential U and its derivative
sphere, both at external and internal points, and upon the surface.
1.

2.

Discuss the second derivatives of the potential, that

is,

the derivatives of the

forces, at a surface of discontinuity of density.

3. If a distribution of matter

average value
4.

What

is

external to a sphere, the average value of the


the value at the center if it is internal, the
by concentrating all the mass at the center.

is

potential on the spherical surface

is

the value obtained

density of distribution

sity of distribution gives

is

indicated

by the

a potential proportional to

r
potential e~

What

den-

itself ?

5. In a space free of matter the determination of a potential which shall take


assigned values on the boundary is equivalent to the problem of minimizing
2

JL\ + (^E\ + (?E}


8x /

6.

For Laplace's equation

\ 8y I

\ dz I

in the plane

~\dxdydz

=-

CvU'VUdv.

2 J

and for the logarithmic potential

develop the theory of potential integrals analogously to the work of


Laplace's equation in space and for the fundamental solution 1/r.

log

r,

201 for

BOOK

LIST

short list of typical books with brief comments is given to aid the
ident of this text in selecting material for collateral reading or for
Dre

advanced study.

1.

Some standard elementary

differential

and integral

calculus.

For reference the book with which the student is familiar is probably preferable,
may be added that if the student has had the misfortune to take his calculus under
eacher who has not led him to acquire an easy formal knowledge of the subject,
will save a great deal of time in the long run if he makes up the deficiency soon
i thoroughly practice on the exercises in Granville's Calculus (Ginn and Conany), or Osborne's Calculus (Heath & Co.), is especially recommended.
;

B. 0. PEIRCE, Table of Integrals

2.

This table

is

(new edition). Ginn and Company.

frequently cited in the text and

is

well-nigh, indispensable to the

ident for constant reference.

3.

JAHNKE-EMDE, Funktionentafeln

mit

Formeln

und

Kuruen.

subner.

very useful table for any one who has numerical results to obtain from the
of advanced calculus. There is very little duplication between this table

a,lysis

d the previous one.


4.

WOODS and

5.

BYERLY,

BAILEY, Course in Mathematics.

Differential Calculus

and Integral

Ginn and Company.


Calculus. Ginn and

tmpany.
6 TODHUNTEB, Differential Calculus and Integral Calculus.
Han.
7.

WILLIAMSON,

Differential Calculus

and Integral

Calculus.

Mac-

Long-

ins.

These are standard works in two volumes on elementary and advanced calculus,
sources for additional problems and for comparison with the methods of the
:t

they will prove useful for reference.

C. J. DE LA VALLEE-POUSSIN, Cours d' analyse. Gauthier-Villats.


There are a few books which inspire a positive affection for their style and
8.

mty
r

in addition to respect for their contents,

Advanced Calculus

ussin's

Cours

is

and

this is one of those few.

necessarily under considerable obligation to de la Valle'ebecause I taught the subject out of that book for several

d' analyse,

10.

GounsAT, Court, (V analyse. Gauthier-Villars.


GOIJKSAT-HRDRICK, Mathematical Analysis. Ginn and Company.

The

latter

9.

like the

is

a translation of the first of the two volumes of the former. These,


five works, will be useful for collateral reading.

preceding

1)KUTUANP, C'alaul differential and Calcul inter/rat,.


work marks in a certain sense the acme of

11.

This older French

means

now

calculus as a

results. Methods of calculation are not


prominent, and methods of the theory of functions are coming more to the
Whether this tendency lasts or does not, Bertrand's Calculus will remain an

of

obtaining formal and numerical

so

fore.

inspiration to all

As
best.

who

consult

it.

FORSYTH, Treatise on Differential Equations. Macraillan.

12.

a text on the solution of differential equations Forsyth's is probably the


It may be used for work complementary and supplementary to Chapters

VIII-X

of this text.

PIERPONT, Theory of Functions of Real


Company.

Variables.

13.

Ginn and

In some parts very advanced and difficult, but in others quite elementary and
readable, this work on rigorous analysis will be found useful in connection with
Chapter II and other theoretical portions of our text.

14.

GIBBS-WILSON, Vector Analysis.

Scribners.

Herein will be found a detailed and connected treatment of vector methods


mentioned here and there in this text and of fundamental importance to the
mathematical physicist.
15. B. 0.

PEIRCE, Newtonian Potential Function. Ginn and Company.

text on the use of the potential in a wide range of physical problems. Like
the following two works, it is adapted, and practically indispensable, to all who

study higher mathematics for the use they

BYERLY, Fourier
Company.
16.

Of international repute,

Series

this

may make

of it in practical problems.

and Spherical Harmonics. Ginn and

book presents the methods

of analysis

employed

in the solution of the differential equations of physics. Like the foregoing, it gives
an extended development of some questions briefly treated in our Chapter XX.

17.

WHITTAKER, Modern

Analysis.

Cambridge University Press.

probably the only book in any language which develops and applies the
methods of the theory of functions for the purpose of deriving and studying the
formal properties of the most important functions other than elementary which
occur in analysis directed toward the needs of the applied mathematician.
This

is

J 8.

()sooor>, Le.hrlnt.eh der Funktionentheorie.

Teubner.

(The numbers refer to pages)

a- a*, 4, 46, 162


Abel's theorem on uniformity, 438
Absolute convergence, of integrals, 367,
369 of series, 422, 441
;

Absolute value, of complex numbers,


164 of reals, 35 sum of, 36

Average value, 333 of functions, 333


of a harmonic function, 531; over a
;

surface, 840
Axes, right- or left-handed, 84, 167
Axiom of continuity, 34

Acceleration, in a line, 13; in general,


174 problems on, 186
Addition, of complex numbers, 154; of
operators, 151 of vectors, 154, 163
Adjoint equation, 240
;

Algebra, fundamental theorem


306, 482 laws of, 153
Alternating series, 39, 420, 452
am = sin- 1 sn, 507
Ampere's Law, 350

of, 159,

B. See Bernoulli numbers, Beta function


Bernoulli's equation, 205, 210
Bernoulli's numbers, 448, 456
Bernoulli's polynomials, 461
Bessel's equation, 248
Bessel's functions, 248, 393
Beta function, 378

Binomial theorem, finite remainder


60 infinite series, 423, 425
Binormal, 83

of a region, 87, 308, 311


values, 304, 541
Brachistochrone, 404
Branch of a function, of one variable,
40; of two variables, 90; of a complex variable, 492

Amplitude, function, 507; of complex


numbers, 154; of harmonic motion,

Boundary
Boundary

188
Analytic continuation, 444, 543
Analytic function, 304, 435. See Functions of a complex variable
Angle, as a line integral, 297, 308; at

Branch

critical points, 491;


9 ; in space, 81 of a
;

154

solid,

between curves,
complex number,

347

Aji^xJar velocity, 178, 346


Approximate formulas, 60,

Approximations,

Cn

point, 492

See Cylinder functions


Calculation. See Computation, Evalua.

tion, etc.

77, 101, 383


59, 195; successive, 198.

See Computation
Arc, differential of, 78, 80, 131; of ellipse,
77, 514 of hyperbola, 516. See Length
Area, 8, 10, 25, 67, 77; as a line integral,
288; by double integration, 324, 329;
;

directed, 167; element of, 80, 131, 175,


340, 342; general idea, 311; of a surface, 339
Areal velocity, 175
Argument of a complex number, 154
Associative law, of addition, 153, 163 of
;

multiplication, 150, 153


Asymptotic expansion, 390, 397, 456
Asymptotic expression for n!, 383
Asymptotic lines and directions, 144
Asymptotic series, 390

Attraction, 31, 68, 308, 332, 348, 547;


Law of Nature, 31, 307; motion under,
190, 264. See Central Force and Potential

iu,

Calculus of variations, 400-418


Cartesian expression of vectors, 167
Catenary, 78, 190 revolved, 404, 408
;

Cauchy's Formula, 30, 49, 61


Cauchy's Integral, 304, 477
Cauchy's Integral test, 421, 427
Caufftc, 142
Center, instantaneous, 74, 178; of inversion, 538
Center of gravity or mass, motion of the,
176 of areas or laminas, 317, 324 of
;

points or masses, 168 of volumes, 328


Central force, 175, 264
Centrode, fixed or moving, 74
;

Chain, equilibrium
motion of, 415

of,

185,

190,

409;

of variable, in derivatives, 12,


14, 67, 98, 103, 100; in differential
equations, 204, 235, 245 in integrals,
16, 21, 54, 65, 328, 330
Characteristic curves, 140, 267
Characteristic strip, '279

Change

Charge, electric, 639


Charpit's method, 274
Circle, of curvature, 72
;

Circulation, 345
Clairaut's equation, 230; extended, 273
Closed curve, 308; area of, 289, 311;
integral about a, 295, 344, 360, 477,
536 Stokes's formula, 345
Closed surface, exterior normal is posi;

Gauss's formula, 342;


Green's formula,349, 531; integral over
vector area vanishes, 167
a, 341, 536
en, 471, 505, 518
Commutative law, 149, 165
tive, 167, 341;

Comparison
series,

for integrals, 357

test,

Continuity, axiom of, 34; equation of,


350 generalized, 44 of functions, 41,
88, 476; of integrals, 52, 281, 308; of
series, 430; uniform, 42, 92, 476
Contour line or surface, 87
;

of convergence,
433, 437; of inversion, 538
Circuit, 80 equivalent, irreducible, reducible, 91
Circuit integrals, 294
;

for

420

Complanarity, condition

of,

Convergence, absolute, 357, 422, 429;


asymptotic, 456; circle of, 433, 437;
of products,
of infinite integrals, 352
;

429; of series, 419; of .suites of numbers, 39; of suites of functions, 430;


nonuniform, 431 radius of, 433 uniform, 308, 431
Coordinates, curvilinear, 131 cylindrical, 79; polar, 14; spherical, 79
1
cos, cos155, 161, 393, 456
cosh, cosh-i, 5, 6, 16, 22
Cosine amplitude, 507. See en
Cosines, direction, 81, 109 series of, 460
;

cot, coth, 447, 450,

454

Critical points, 477, 491


esc, 550, 557

169

order

491

of,

Complementary function, 218, 243


Complete elliptic integral, 507, 514, 77
Complete equation, 240
Complete solution, 270
Complex function, 157, 292
Complex numbers, 153
Complex plane, 157, 302, 360, 433
Complex variable. See Functions of a

Cubic curves, 519

Components, 163, 167, 174, 301, 342, 507


Computation, 59 of a definite integral,
77; of Bernoulli's numbers, 447; of

Curve, 308 area of, 311 intrinsic equation of, 240 of limited variation, 309
quadrature of, 313 rectifiable, 311.
See Curvature, Length, Torsion, etc.,
and various special curves
Curvilinear coordinates, 131
Curvilinear integral. See Line
Cuspidal edge, 142
Cuts, 90, 302, 362, 497

Curl, Vx, 345, 349, 418, 553


Curvature of a curve, 82 as a vector,
;

171; circle and radius


problems on, 181
Curvature of asurface, 144

mean and

functions and integrals, 475,


507, 514, 522; of logarithms, 59; of
the solution of a differential equation,
195. See Approximations, Errors, etc
oncave, up or down, 12, 143
ondensation point, 38, 40
Condition, for an exact differential, 105
of complanarity, 169 of integrability,
255 of parallelism, 166 of perpendicularity, 81, 165. See Initial
Conformal representation, 490
Conf ormal transformation, 132, 477, 538
Congruence of curves, 141
Conjugate functions, 536
Conjugate imaginaries, 156, 543
Connected, simply or multiply, 89
Consecutive points, 72
Conservation of energy, 301
Conservative force or system, 224, 307
elliptic

Constant, Euler's, 385


Constant function, 482
Constants, of integration, 15, 183; physvariation of, 243
ical, 183
;

Constrained
404

maxima and minima,

120,

total, 148; principal radii,

Cycloid, 76, 404

See Bessel
Cylindrical coordinates, 79, 328

Cylinder functions, 247.

D, symbolic use, 152, 214, 279


Darboux's Theorem, 51
Definite integrals, 24, 52
change of
variable, 54, 65 computation of, 77
Duharnel's Theorem, 63 for a series,
;

451

352

Osgood's Theorem,
54, 65 Theorem of the Mean, 25, 29,
52, 359. See Double, etc., Functions,
Infinite, Cauchy's, etc.
Degree of differential equations, 228
Del, V, 172, 260, 343, 345, 349
Delta amplitude, 507. See dn
De Moivre's Theorem, 155
Dense set, 39, 44, 50
Density, linear, 28 surface, 315 volume, 110, 326
Dependence, functional, 129; linear, 245
Derivative, directional, 97, 172
geometric properties of. 7 infinite. 46:
;

infinite,

order of, 72 of
conies with cubic, 521 of plane and
curve, 82
Continuation, 444, 478, 542
Contact, of curves, 71

198;

73,

lines of, 146

144

of,

of higher order, 11, 67, 102, 197; of


integrals, 27, 52, 283, 370 of products,
11, 14, 48 of series term by term, 430
of vectors, 170; ordinary, 1, 45, 158;
partial, 93, 99
right or left, 46; Theorem of the Mean, 8, 10, 46, 94. See
Change of variable, Functions, etc.
;

Derived units, 109


Determinants, functional, 129; Wronskian, 241
Developable surface, 141, 143, 148, 279
Differences, 49, 462
Differentiable function, 45
Differential, 17, 64 exact, 106, 254, 300
of arc, 70, 80, 131
of area, 80, 131
;

of heat, 107, 294 of higher order, 67,


104; of surface, 340; of volume, 81,
330; of work, 107, 292; partial, 95,
;

104 total, 95, 98, 105, 208, 295 vector, 171, 293, 342
Differential equations, 180, 267 degree
of, 228; order of, 180; solution or
;

integration of, 180 complete solution,


general solution, 201, 230, 269
infinite solution, 230 particular solution, 230; singular solution, 231, 271.
See Ordinary, Partial, etc.
Differential equations, of electric cir;

270

cuits, 222, 226 of mechanics, 186, 263


Hamilton's, 112 Lagrange's, 112, 224,
413 of media, 417 of physics, 624
of strings, 185
Differential geometry, 78, 131, 143, 412
;

Differentiation, 1
logarithmic, 5 ; of
implicit functions, 117 of integrals,
;

27, 283
partial, 93 total, 95 under
the sign, 281 vector, 170
Dimensions, higher, 335; physical, 109
Direction cosines, 81, 169 of a line, 81 ;
of a normal, 83 of a tangent, 81
Directional derivative, 97, 172
Discontinuity, amount of, 41, 462 finite
or infinite, 479
Dissipative function, 225, 307
Distance, shortest, 404, 414
Distributive law, 151, 165
Divergence, formula of, 342 of an integral, 352 of a series, 419 of a vector,
343, 553
Double integrals, 80, 131, 313, 315, 372
Double integration, 32, 285, 319
Double limits, 89, 430
Double points, 119
Double sums, 315
Double surface potential, 551
Doubly periodic functions, 417, 486,
504, 517; order of, 487. See p, sn,
;

en,

E (0,

A),

second

514

514

e* e*, 4, 160, 447, 484, 497

Edge, cuspidal, 142


Elastic medium, 418
Electric currents, 222, 226, 533
Electric images, 539
Electromagnetic theory, 350, 417
of arc, 70,
Element, lineal, 191, 231
80 of area, 80, 131, 344 of surface,
340 of volume, 80, 330 planar, 254,
267
Elementary functions, 162 characterized, 482, 497
developed, 450
Elimination, of constants, 183, 267 of
functions, 269
Ellipse, arc of, 77, 514
;

Elliptic functions, 471, 504, 507, 511, 517


Elliptic integrals, 503, 507, 511, 512, 517

Energy, conservation of, 301 dimensions of, 110


kinetic, 13, 101, 112,
of a gas, 106, 294, 392
178, 224, 413
of a lamina, 318 potential, 107, 224,
301, 413, 547 principle of, 264 work
;

and, 293, 301

Entropy, 106, 294


Envelopes, of curves, 135, 141, 231 ; of
lineal elements, 192; of planar elements, 254, 267 of planes, 140, 142
of surfaces, 139, 140, 271
Equation, adjoint, 240] algebraic, 159,
306,482; Bernoulli's, 205, 210 Clairaut's, 230, 273 complete, 240 intrinsic, 240 Laplace's, 524 of continuity,
350; Poisson's, 548; reduced, 240;
Riccati's, 250; wave, 276
Equations, Hamilton's, 112 Lagrange's,
112, 225, 413. See Differential equations, Ordinary, Partial, etc.
Equicrescent variable, 48
Equilibrium of strings, 185, 190, 400
;

Equipotential line or surface, 87, 533


Equivalent circuits, 91
Error, average, 390; functions, ^, 388;
mean square, 390, 465; in target
practice, 390; probable, 389; probability of an, 386
Errors, of observation, 386 small, 101
Essential singularity, 479, 481
Euler's Constant, 385, 457
Euler's Formula, 108, 159
Euler's numbers, 450
Euler's transformation, 449
Evaluation of integrals, 284, 286, 360,
;

371.

See Computation,

etc.

Even function, 30
Evolute, 142, 234

dn

Duhamers Theorem,

77,

elliptic integral,

complete elliptic integral,


^-function, 62, 353, 479

J?,

28, 63

Pupin's indicatrix, 145

Exact differential, 106, 254, 300


Exact differential equation, 207, 237, 254

JUNJUJUA
Expansion, asymptotic, 390, 397, 456;
by Taylor's or Maclaurin's Formula,
by Taylor's or Maclaurin's
57, 305
in ascending powers,
Series, 435, 477
in descending powers, 390,
483, 479
397, 450, 481; in exponentials, 405,
;

in

Legend re's

467;
polynomials, 406;
in trigonometric functions, 458, 405

of .solutions of differential equations,


198, 250, 525. See special functions

and Series
Exponential development, 405, 467
x
Exponential function. See a e?
,

see under their names or symbols for


special types see below
Functions denned by functional equaextions, cylinder or Bessel's, 247
ponential, 46, 387 Legendre's, 262
Functions defined by integrals, containing a parameter, 281, 368, 376; their
;

continuity, 281, 30!); differentiation,


283, 370; integration, 285, 370, 373;
evaluation, 284, 280, 371
Cauchy's
integral, 304; Fourier's integral, 377,
466; Poisson's integral, 541, 546; potential integrals, 546; with variable
;

limit, 27, 53, 209, 255, 295, 298;

complete elliptic integral, 507, 514


= sn- 1 sin 0, 507, 514
F(<j>, k)
Factor, integrating, 207, 240, 254
Factorial, 379
Family, of curves, 135, 192, 228 of surjf,

See Envelope

faces, 139, 140.

Faraday's Law, 350

by

inversion, 496, 503, 517; conjugate


function, 530, 54'2 special functions,
Beta and Gamma,
Bessel's, 394, 398
378; error, i//. 388
(0, k), 51 4 F(<, k),
507 logarithm, 302, 30(5, 497 p-f unction, 517; sin-i, 307, 498; sn-i, 435,
1
503; tan- 307, 498
Functions defined by mapping, 543
Functions defined by properties, con;

Finite discontinuity, 41, 462, 479


Flow, of electricity, 553 steady, 553
Fluid differentiation, 101
;

Fluid motion, circulation, 345 curl, 346


divergence, 343 dynamical equations,
351 equation of continuity, 350 irvelocity potential,
rotational, 533
533; waves, 529
Fluid pressure, 28
Flux, of force, 308, 348 of fluid, 343
Focal point and surface, 141
Force, 13, 263; as a vector, 173, 301;
central, 175; generalized, 224; problems on, 186, 264. See Attraction
'orm, indeterminate, 61, 89; permanence of, 2, 478; quadratic, 115,
145
Fourier's Integral, 377, 466, 528
Fourier's series, 458, 465, 525
Fractions, partial, 20, 66. See Rational
Free maxima and minima, 120
Frenet's formulas, 84
Frontier, 34. See Boundary
Function, average value of, 333; analytic, 304
complementary, 218, 243
complex, 157, 292; conjugate, 636;
dissipative, 225, 307 doubly periodic,
486 E-i unction, 62 even, 30 Green,
535; harmonic, 530; integral, 433;
odd, 30 of a complex variable, 157
periodic, 458, 485 potential, 301. See
also most of these entries themselves,
and others under Functions
Functional dependence, 129
Functional determinant, 129
Functional equation, 45, 247, 252, 387
Functional independence, 129
T?ntir.Mnna.l ruin firm 190
;

stant, 482; doubly periodic, 486; rational


periodic or
fraction, 483 ;

exponential, 484
Functions defined by series, p-f unction,
487 Theta functions, 467
Functions of a complex variable, 158,
163; analytic, 304, 435; angle of,
branch point, 492
center of
159
gravity of poles and roots, 482
conCauchy's integral, 304, 477
formal representation, 490 continuation of, 444, 478, 542
continuity,
de158, 476 critical points, 477, 491
fines conf ormal transformation, 476
derivative of, 158, 476 derivatives of
determines
all orders, 305
harmonic
functions, 536; determines orthogonal
trajectories, 194 doubly periodic, 486
162
essential
elementary,
singularity,
479, 481; expansible in series, 436;
expansion at infinity, 481 finite dis479
433
continuity,
integral,
integral
of, 300, 360; if constant, 482; if rational, 483 inverse function, 477 inversion of, 543 logarithmic derivative,
482 multiple valued, 492 number of
roots and poles, 482; periodic, 485;
poles of, 480 principal part, 483 residues, 480 residues of logarithmic deKiemann's surfaces,
rivative, 482;
493; roots of, 158, 482; singularities
of, 476, 479; Taylor's Formula, 305;
uniformly continuous, 476 vanishes,
;

158.

See various special

functions

and topics
1?mir>tiimu

f\f

(-.no

viinl

vcivial-iln

Aft-

INDEX
41

continuous over dense

44

sets,

Darboux's Theorem, 51 derivative of


;

45

differentiable, 45

differential, 64,

discontinuity, 41, 462 expansion


series, 462
expansion by
Legendre's polynomials, 460; expansion by Taylor's Formula, 49, 55;
expansion by Taylor's Series, 435 ex<!7

by Fourier's

pression as Fourier's Integral, 377,


466; increasing, 7, 45, 310, 462; inlinite, 41 infinite derivative, 46 inte;

Geometric addition, 163


Geometric language, 33, 335
Geometric series, 421
Geometry. See Curve, Differential, and
all special

topics

Gradient, v, 172, 301. See Del


Gravitation. See Attraction
Gravity. See Center
Green Function, 535, 542
Green's Formula, 349, 531
Green's Lemma, 342, 344

rable, 52, 54, 310; integral of, 15, 24,


52; inverse of, 45; limited, 40; limit
of, 41 44 lower sum, 51 maxima and

Gudermannian function,

minima,

Half periods of theta functions, 468


Hamilton's equations, 112
Hamilton's principle, 412

7, 9, 10, 12, 40, 43, 46, 75;


multiple valued, 40; not decreasing,
54, 310; of limited variation, 54, 309,
462; oscillation, 40, 50 Rolle's Theorem, 8, 46 right-hand or left-hand
derivative or limit, 41, 46, 49, 462;
theorems of the
single valued, 40
mean, 8, 25, 29, 46, 51, 62, 359 uniformly continuous, 42 unlimited, 40
;

sum, 51

variation of, 309, 401,


upper
410. See various special topics and
;

functions

Functions of several real variables, 87;


average value of, 334, 340; branch
continuity, 88 contour lines
of, 90
;

and

surfaces, 87; differentiation, 93,


117; directional derivative, 97; double

430

expansion by Taylor's
Formula, 113; gradient, 172; harmonic,
530; homogeneous, 107 implicit, 177
limits, 89,

Gyration, radius

of,

6, 16,

450

334

integral of, 315, 326, 335, 340; integration, 319, 327; inverse, 124; maxima
and minima, 114, 118, 120, 125; minimax, 115; multiple-valued, 90 normal
over various regions,
derivative, 97
;

Harmonic functions, 530; average value,


531; conjugate functions, 536; extension of, 542; fundamental solutions,

Green Function, 535 identity


534 inversion of, 539 maximum
and minimum, 531, 554; Poisson's In-

534

of,

tegral, 541, 546; potential, 548; singularities,

534

Helicoid, 418
Helix, 177, 404

Helmholtz, 351

Higher dimensions, 335


Higher order, differentials,
finitesimals, 64, 356

67, 104
infinites, 66

Homogeneity, physical, 109; order

in-

of,

107

Homogeneous

differential

equations,

204, 210, 230, 236, 259, 262, 278


functions, 107; Euler's
Formula, 108, 152

Homogeneous

Hooke's law, 187


Hydrodynamics. See Fluid
5.

See cosh, sinh,

91; potential, 547; single-valued, 87;


solution of, 117; space derivative, 172;
total differential, 95 transformation
by, 131; Theorem of the Mean, 94;

Hyperbolic functions,

uniformly continuous, 91; variation


of, 90

Imaginary, 153, 216 conjugate, 156


Imaginary powers, 161
Implicit functions, 117-135. See Max-

Fundamental solution, 534


Fundamental theorem of algebra,

159,

306

Fundamental

units, 109

etc.

Hypergeometric

series,

398

ima and Minima, Minimax,

Gamma

function, 378; as a product,


458 asymptotic expression, 883, 456
beta functions, 379 integrals in terms
of, 380
logarithm of, 383 Stirling's
Formula, 386
Gas, air, 189; molecules of a, 392
Gauss's Formula, 342
;

etc.

Indefinite integral, 15, 53. See Functions


Independence, functional, 129 linear,
245 of path, 298
Indeterminate forms, 61 L'Hospital's
Rule, 61 in two variables, 298

Indicatrix, Dupin's, 145


Indices, law of, 150
Induction, 308, 348
Inequalities, 36
Inertia.

See

Moment

INDEX

562
Infinite series, 39, 419
Infinite solution, 230
order of, 63
Infinitesimal, 63
order, 64 order higher, 356
Infinitesimal analysis, 68
;

higher

Infinity, point at, 481


Inflection point, 12, 75

165; commutative, 149, 165; distribFaraday's, 350;


150,
165;
Hooke's, 187; of indices, 150; of
Nature, 307 ; parallelogram, 154, 163,
307 of the Mean, see Theorem
Laws, of algebra, 153 of motion, 13,
utive,

of cubic, 521

Instantaneous center, 74, 178


Integrability, condition of, 255 of functions, 52, 368
containing a
Integral, Cauchy's, 304
parameter, 281, 305; definite, 24, 51
double, 315; elliptic, 503; Fourier's,
in377 Gauss's, 348
higher, 335
definite, 15, 53; infinite, 352; inversion of, 496; line, 288, 311, 400;
sur541
546
Poissou's,
potential,
face, 340
triple, 326. See Definite,
;

Laplace's equation, 104, 110, 526, 530,


533, 548
Law, Ampere's, 350 associative, 150,

Functions, etc.
Integral functions, 433
Integral test, 421

173, 264

Left-hand derivative, 46
Left-handed axes, 84, 167
Legendre's elliptic integrals, 503, 511
Legendre's equation, 252 (Ex. 13 5) generalized, 626
Legendre's functions, 252
Legendre's polynomials, 252, 440, 466
;

generalized, 527
Leibniz's Rule, 284
Leibniz's Theorem, 11, 14, 48
of arc, 69, 78, 131, 310

Length

Integrating factor, 207, 240, 254


Integration, 15 along a curve, 291, 400
by parts, 19, 307 by substitution, 21
constants of, 15, 183 double, 32, 320
of functions of a complex variable,
307 of radicals of a biquadratic, 513
of radicals of a quadratic, 22 of ra-

Limit, 35; double, 89; of a quotient,


of a rational fraction, 37 of a
1, 45
sum, 16, 50, 291
Limited set or suite, 38

over a surface,
840 term by term, 430 under the
sign, 285, 370. See Differential equations, Ordinary, Partial, etc.
Intrinsic equation, 240
Inverse function, 45, 477 derivative of,
2, 14
Inverse operator, 150, 214
Inversion, 537; of integrals, 496
Involute, 234
Irrational numbers, 2, 36

165
Line integral, 288, 298, 311, 400 about a
closed circuit, 295, 344 Cauchy's, 304
differential of, 291
for angle, 297
for area, 289 for work, 293 in the
complex plane, 360, 497 independent
of path, 298 on a Riemann's surface,
499, 603

tional fractions, 20;


;

Irreducible circuits, 91, 302, 500

Limited variation, 54, 309, 462


Line, direction of, 81, 169; tangent,
81; normal, 96; perpendicular, 81,
;

Lineal element, 191, 228, 231, 261


Linear dependence or independence,
245
Linear differential equations, 240

first order, 205, 207;


Legendre's, 252 of physics, 524 partial, 267, 275, 524; second order, 244;
simultaneous, 223 variation of constants, 243 with constant coefficients,

Bessel's, 248;

Jacobian, 129, 330, 336, 476


Jumping rope, 511
Junction line, 492

214, 223,

Kelvin, 351
Kinematics, 73, 178
Kinetic energy, of a chain, 415; of a
of a
lamina, 318; of a medium, 416
of a rigid body, 293
particle, 13, 101
of systems, 112, 225, 413
;

9.4.51

275

Linear operators, 151


Lines of curvature, 146
log, 4, 11, 161, 302, 449,

497; log cos, log

sin, log tan, 450


log r, 535
Logarithmic differentiation and derivof functions of a complex
ative, 5
of gamma function,
variable, 482
382 of theta functions, 474, 512
Logarithms, computation of, 59
;

Lagrange's equations, 112, 225, 413


nf rwnKt.nnt.H

Isoperimetric problem, 406


Iterated integration, 327

Tia.rrrn.no'p.'s va.rin.t.irm

28

ot

.solid,

32(5

potential

of

Normal plane, 181


Numbers, Bernoulli's,

a,

See Center of gravity


minima, constrained, 120,
404 free, 120 of functions of one vari-

308, 348, 527.

Maxima and
;

able,

43, 46, 75

7, 9, 10, 12, 40,

Odd

260, 343, 345, 349


;

Motion,

Fluid
Meusnier's Theorem, 145

surface, 415, 418

elliptic functions,

Moment, 176;

of

&',

fc,

velocities,

of

505

392

momentum,

176, 264,

325

Moment

of inertia, curve of minimum,


404 of a lamina, 32, 315, 324 of a
of a solid, 328, 381
particle, 31
;

Momentum,

13,

moment

173;

of,

176,

264, 325 principle of, 264


Monge's method, 276
Motion, central, 175, 264; Hamilton's
equations, 112; Hamilton's Principle,
412 in a plane, 264 Lagrange's equaof a chain, 415
tions, 112, 225, 413
of a drumhead, 526 of a dynamical
system, 413 of a lamina, 78, 178, 414
of a medium, 416 of the simple pendulum, 509; of systems of particles,
175 rectilinear, 186 simple harmonic,
188. See Fluid, Small vibrations, etc.
Multiple-valued functions, 40, 90, 492
Multiplication, by complex numbers,
155 of series, 442 of vectors, 164
Multiplier, 474 undetermined, 411
;

Multipliers,

method

of,

120, 126, 406,

411
Multiply connected regions, 89

Newton's Second

Law of Motion, 13, 173,

186

Normal, principal, 83

to a closed sur-

face, 167, 341

Normal derivative,

210; Clairaut's, 230; exact, 207, 237;


homogeneous, 204, 210, 230, 236 integrating factor for, 207; lineal element
of, 191 linear, see Linear of higher
degree, 228; of higher order, 234; problems involving, 179; Riccati's, 250;
systems of, 223, 260; variables separable, 203. See Solution
;

Modulus, of complex number, 154;


Molecular

Ordinary differential equations, 203;


approximate solutions, 195, 197; arising from partial, 534; Bernoulli's, 205,

Minima. See Maxima and minima


Minimax, 115, 119

Minimum

See

ether, 417.

Order, of critical point, 491 of derivof differentials, 67


of
atives, 11
differential equations, 180; of doublyperiodic function, 487 of homogeneof
ity, 107;
infinitesimals, 63; of
of pole, 480
infinites, 66
;

See Equilibrium,

418

etc.
elastic,

function, 30

Operation, 149
Operational methods, 214, 223, 275, 447
Operator, 149, 155, 172 distributive or
linear, 161 inverse, 150, 214 involutory, 152 vector-differentiating, 172,

Mean error, 390


Mean square error, 390
Mean value, 333, 340
Mean velocity, 392
Medium,

errors of, 386; small er-

Observation,
rors, 101

implicit functions, 118, 120, 125; of


integrals, 400, 404, 409 of sets of numbers, 38 ; relative, 120
Maxwell's assumption for gases, 390
Mayer's method, 258
Mean. See Theorem of the Mean
Mean curvature, 148

Mechanics.

tions of several variables, 114, 118, 120,


125 of harmonic functions, 531 of
;

complex,

of func-

448;

153 Euler's, 450 frontier, 34 interval of, 34 irrational, 2, 36; real, 33;
sets or suites of, 38

97, 137, 172

Orthogonal trajectories, plane, 194, 234,


266 space, 260
Orthogonal transformation, 100
;

Osculating circle, 73
Osculating plane, 82, 140, 145, 171, 412
Osgood's Theorem, 54, 65, 325
p-f unction, 487, 517
Pappus's Theorem, 332, 346
Parallelepiped, volume of, 169
Parallelism, condition of, 166

Parallelogram, law of addition, 154, 163,


307; of periods, 486; vector area of,
165
Parameter, 135 integrals with a, 281
Partial derivatives, 93
higher order,
102
Partial differentials, 95, 104
;

Partial differential equations, 267; characteristics of, 267, 279


Charpit's
method, 274; for types of surfaces,
269 ; Laplace's, 626 linear, 267, 275,
524; Monge's method, 276; of physics,
524 Poisson's, 548
Partial differentiation, 93, 102 ; change
of variable, 98, 103
Partial fractions, 20, 66
;

Particular solutions, 230, 524

298

Pat.h, indiipo.ndoncy. of,

Pudal curvo, 9
Period, halt', 4(>8 of elliptic f unctions,
471, 486; of exponential function, 161;
of Uiota functions, 408
Pc.riodic functions, 161, 458, 484
Permanence of form, 2, 478
;

Physics, differential equations of, 524


Planar element, 254, 267
Plane, normal, 81; tangent, 90; osculating, 82, 140, 145, 171, 412
Points, at infinity, 481

consecutive, 72;

inflection, 12, 75, 521 ; of condensation,


40 ; sets or suites of, 380 ; singular,

38,

119, 476

Poisson's equation, 548


Poisson's Integral, 541
;

Potential, 308, 332, 348, 627, 530, 539,


547 ; double surface, 551
Potential energy, 107, 224, 301, 413
Potential function, 301, 547
Potential integrals, 546 retarded, 512
surface, 551
Power series, 428, 433, 477 descending,
389, 397, 481
;

of

complex numbers, 161

Pressure, 28
Principal normal, 83
Principal part, 483
Principal radii and sections, 144
Principle, Hamilton's, 412 of energy,
264 of momentum, 264 of moment
;

of

of

in asymptotic expansions.
390, 398, 456; in Taylor's or Maclaurin's Formula, 55, 306, 398
of logarithmic deResidues, 480, 487

Remainder,

Polar coordinates, 14, 79


Pole, 479; order of, 480 residue of, 480
principal part of, 483
Polynomials, Bernoulli's, 451
Legendre's, 252, 440, 466, 527 root of, 159,
482

Powers

Kates, 184
Ratio test, 422
Rational fractions, characterization of,
488; decomposition of, 20, 66; integration of, 20; limit of, 37
Real variable, 35. <S'ee Functions
Rearrangement of series, 441
Rectifiable curves, 311
Reduced equation, 240
Reducibility of circuits, 91
Regions, varieties of, 89
Relation, functional, 129
Relative maxima and mimima, 120

momentum, 264; of permanence


form, 2, 478 of work and energy,
;

293
Probability, 387

Probable error, 389


Product, scalar, 164; vector, 165; of
complex numbers, 155 of operators,
149 of series, 442
;

Products, derivative of, 11, 14, 48; infinite, 429


Projection, 164, 167

Quadratic form, 115, 145


Quadrature, 313. See Integration
Quadruple integrals, 335
Quotient, limit of, 145; of differences,
30, 61; of differentials, 64, 67; of power
series, 446; of theta functions, 471

rivatives, 482

Resultant, 154, 178; moment, 178


Retarded potential, 552
Reversion of series, 446
Revolution, of areas, 346 of curves,
;

332

Rhumb

volume
line,

of,

10

84

Riccati's equation, 250


Riemann's surfaces, 493
Right-hand derivative, 46
Right-handed axes, 84, 167
Rigid body, energy of a, 293 with a
fixed point, 76
Rolle's Theorem, 8, 46
Roots, of complex numbers, 155 ; of
polynomials, 156, 159, 306, 412; of
;

unity, 156

Ruled surface, 140


Saddle-shaped surface, 143
Scalar product, 164, 168, 343
Scale of numbers, 33

an integral, 451 asymptotic,


390, 397, 456; binomial, 423, 425;
Fourier's, 415; infinite, 39, 41!); manipulation of, 440 of complex terms,
423 of functions, 430 Taylor's and
Maclaurin's, 197, 435, 477; theta,
467. See various special functions
Set or suite, 38, 478 ; dense, 39, 44, 50
Shortest distance, 404, 412
Series, as

Sigma functions, <r, <ra 523


Simple harmonic motion, 188
Simple pendulum, 509
Simply connected region, 89, 294
,

Simpson's Rule, 77
Simultaneous differential equations, 223,
260
sin,

sin- 1

3,

11, 21, 155, 161, 307, 436,

453, 499

Raabe's

test,

424

Radius, of convergence, 433, 437; of curvature, 72, 82, 181; of gyration, 334;
of torsion, 83

Sine amplitude, 507. See ,sn


Single-valued function. 40, 87, 295
Singular points, 119, 476
Singular solutions, 230, 271

Singularities, of functions of a complex


yariable, 476, 479; of harmonic functions,

534
;

plete, 270 general, 269

infinite, 230
particular, 230,'524; singular, 230, 271
Solution of implicit functions, 117, 133
Speed, 178
Spherical coordinates, 79
Sterling's approximation, 380, 458
Stokes's Formula, 345, 418
Strings, equilibrium of, 185
Subnormal and subtangent, 8
;

See Change of variable


Successive approximations, 198
Successive differences, 49
Suite, of numbers or points, 38 of functions, 430 uniform convergence, 431
Sum, limit of a, 36, 24, 51, 419; of a
series, 419. See Addition, Definite inSubstitution.

tegral, Series, etc.

Superposition of small vibrations, 226,


525
Surface, area of, 67, 339; closed, 167,
341; curvature of, 144; developable,
element of, 340
141, 143, 148, 279
geodesies on, 412; minimum, 404, 415
;

logarith-

derivative, 474, 512 periods and


half periods, 468
relations between
squares, 472 ; small thetas, 8, a 523
zeros, 469
Torsion, 83 radius of, 83, 175
;

Riemann's, 493;

96, 341;

to,

ruled, 140 tangent plane, 96 types


of, 209; vector, 167; M>-, 492
Surface integral, 340, 347
Symbolic methods, 172, 214, 223, 260,
275, 447
Systems, conservative, 301; dynamical,
;

413

Systems of
260

Total
Total
295
Total
Total

curvature, 148
differential,

95,

.11

98,

209,

105,

differential equation, 254


differentiation, 99

Trajectory, 196; orthogonal, 194, 234,


260
Transformation, conformal, 132, 476;
Euler's, 449; of inversion, 537; orthogonal, 100; of a plane, 131; to polars,
14, 79
Trigonometric functions, 3, 161, 453
Trigonometric series, 458, 465, 525
Triple integrals, 326 element of, 80
;

Umbilic, 148

Undetermined
Undetermined

coefficients, 199

multiplier, 120, 126, 406,

411

Uniform continuity, 42, 92, 476


Uniform convergence, 369, 431
Units, fundamental and derived, 109;
dimensions of, 109
of, 156
Unlimited set or suite, 38

Unity, roots

normal

elliptic functions, 471, 504;

mic

sinh, sinh- , 5, 453


of a function, 301
Slope, of a curve, 1
Small errors, 101
Small vibrations, 224, 415
sn, sn-i, 471, 475, 503, 507, 511, 517
Solid angle, 347
Solution of differential equations, com-

Vallee-Poussin, de la, 373, 555


Value. See Absolute, Average, Mean
Variable, complex, 157; equicrescent,
48 real, 35. See Change of, Functions
Variable limits for integrals, 27, 404
Variables, separable, 179, 203. See
;

Functions
of a function, 3, 10, 64;
limited, 54, 309 of constants, 243
Variations, calculus of, 401 ; of integrals,

Variation, 179

differential equations, 223,

401, 410

Vector, 154, 163; acceleration, 174; area,


1
tan, tan- , 3, 21, 307, 450, 457, 498

Tangent line, 8, 81, 84


Tangent plane, 96, 170
5, 6, 450, 501
55, 112, 152, 305, 477
Taylor's Series, 197, 435, 477
Taylor's Theorem, 49
Test, Cauchy's, 421; comparison, 420;
Raabe's, 424; ratio, 422; Weierstrass's
M-, 432, 455
Test function, 355
Theorem of the Mean, for derivatives,
8, 10, 46, 94; for integrals, 25, 29, 52
359
Thermodynamics, 106, 294
Theta functions, H, ff, 9, 0^ as Fourier's

tanh, tanh-i,

Taylors Formula,

167, 290
174, 342;
;

components

of a, 163, 167,

curvature, 171; moment,


176;
171;

moment of momentum,
momentum, 173; torsion, 83,
176;

velocity, 173

Vector addition, 154, 163


Vector differentiation, 170, 260, 342, 345
force, 173
Vector functions, 260, 293,

300, 342, 345,

551

Vector operator v, see Del


Vector product, 165, 168, 345
Vectors, addition of, 154, 163; cornplanar, 169
multiplication of, 155,
163 parallel, 166 perpendicular, 105
;

products

of, 164, 165, 168, 345

pro-

Velocity, 13, 173; angular, 346; areal,


175 of molecules, 392
Vibrations, small, 224, 520
superposition of, 226, 524
;

Volume, center

ment

of,

80

of gravity of, 328


of parallelepiped,

ele-

169

of revolution, 10 ; under surfaces, 32,


317, 381 ; with parallel bases, 10

Volume

integral, 341

Weierstrass s integral, 517


Weierstrass s Jtf-test, 432
Weights, 333
Work, 107, 224, 202, 301 and energy,
293, 412
Wronskian determinant, 241
1

z-plane,

157,

302,

360,

Wave

equation, 276
water, 529

Waves on

433;

mapping

the, 490, 497, 503, 517, 543


Zeta functions, Z, 512 f, 522
Zonal harmonies. See Legendre's polynomials

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to be of interest as an attempt to articulate the logic of scientific inquiry." lili
786pp.
x 8.
S446 Paperbound $2.98

5%

A HISTORY OF ASTRONOMY FROM THALES TO KEPLER, J. L. E. Dreyer. Only work in English


to give complete history of cosmological views from prehistoric times to Kepler. Partial
Near Eastern astronomical
contents:
Homocentric spheres of
systems,
Early
Greeks,
Euxodus, Epicycles, Ptolemaic system, Medieval cosmology, Copernicus, Kepler, much more.
"Especially useful to teachers and students of the history of science
unsurpassed in
its field," Isis. Formerly "A History of Planetary Systems from Thales to Kepler." Revised
foreword by W. H. Stahl. xvii + 430pp. 5% x 8.
S79 Paperbound $1.98
.

A CONCISE HISTORY OF MATHEMATICS, D. Struik. Lucid study of development of ideas,


techniques, from Ancient Near East, Greece, Islamic science, Middle Ages, Renaissance,
modern times. Important mathematicians described in detail. Treatment not anecdotal, but
no math training needed. *Rich in conanalytical development of ideas. Non-technical
in
U.S.
60 illustrations including
Booklist.
interpretations,"
Quarterly
tent,
thoughtful
Greek, Egyptian manuscripts, portraits of 31 mathematicians, 2nd edition, xix H- 299pp.
S255 Paperbound $1.75
53/8 x 8.

THE PHILOSOPHICAL WRITINGS OF PEIRCE, edited by Justus Buchler. A

carefully balanced
Peirce's complete system, written by Peirce himself. It covers such matters
method, pure chance vs. law, symbolic logic, theory of signs, pragmatism,
gives more than adequate evidence
experiment, and other topics. "Excellent selection .
of the range and greatness," Personalist. Formerly entitled "The Philosophy of Peirce."
T217 Paperbound $1.95
xvi
368pp.

expositon of
as scientific

SCIENCE AND METHOD, Henri

Poincare". Procedure of scientific discovery, methodology, exprocesses by which discoveries come into being. Most signifiperiment, idea-germination
cant and interesting aspects of development, application of ideas. Chapters cover selection
mathematics and logic; Whitehead, Russell,
of facts,
chance, mathematical
reasoning,
S222 Paperbound ?1.35
Cantor, the new mechanics, etc. 288pp. 5% x 8.

SCIENCE AND HYPOTHESIS, Henri Poincare. Creative psychology

in science.
How such concepts as number, magnitude, space, force, classical mechanics developed, how modern
scientist uses them in his thought. Hypothesis in physics, theories of modern physics.
Introduction by Sir James Larmor. "Few mathematicians have had the breadth of vision
of Poincare', and none is his superior in the gift of clear exposition," E. T. Bell. 272pp.

53/8

S221 Paperbound $1:35

x 8.

ESSAYS ^EXPERIMENTAL LOGIC, John Dewey. Stimulating series

of essays by one of most


philosophy presents some of his most mature thoughts on
wide range of subjects. Partial contents: Relationship between inquiry and experience;
dependence of knowledge upon thought; character logic; judgments of practice, data, and
T73 Paperbound $1.95
444pp. 5% x 8.
meanings; stimuli of thought, etc. viii

influential

minds

in

American

WHAT

IS SCIENCE, Norman Campbell. Excellent introduction explains scientific method, role


mathematics, types of scientific laws. Contents- 2 aspects of science, science and
nature, laws of chance, discovery of laws, explanation of laws, measurement and numerical
S43 Paperbound $1.25
laws, applications of science. 192pp. 5% x 8.

of

FROM EUCLID TO EDDINGTON: A STUDY OF THE CONCEPTIONS OF THE EXTERNAL WORLD,


Edmund Whittaker. Foremost British scientist traces development of theories of natural

Sir

phi-

from western rediscovery of Euclid to Eddington, Einstein, Dirac, etc. 5 major


Space, Time and Movement; Concepts of Classical Physics; Concepts of Quantum
Mechanics; Eddington Universe. Contrasts inadequacy of classical physics to understand
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physical
T491 Paperbound $1.35
curvature, etc. 212pp. 5% x 8.

losophy

divisions:

OF MATTER, Bertrand Russell. How do our senses accord with the new
such topics as logical analysis of physics, prerelativity
This volume covers
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qualitative series. "The most thorough treatment of the subject that has yet been pubx 8.
T231 Paperbound $1.95
lished," The Nation. Introduction by L. E. Denonn. 422pp.

THE ANALYSIS
physics?
physics,

Weyl's

tivity,

5%

LANGUAGE, TRUTH, AND LOGIC,

Ayer. A clear introduction to the Vienna and Cambridge


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x 8.
T10 Paperbound $1.25
160pp.
A.

5%

THE PSYCHOLOGY OF INVENTION IN THE MATHEMATICAL FIELD, J. Hadamard. Where do ideas


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reasoning, word reasoning, visualization? What are the methods used by Einstein. Poincare,
Galton, Riemann? How can these techniques be applied by others? One of the world's
leading mathematicians discusses these and

other

questions,

xiii

145pp. 5 3/e

8.

T107 Paperbound ?1.25

GUIDE TO PHILOSOPHY,

M. Joad. By one of the ablest expositors of all time, this is


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modern physics, scientific materialism, pragmatism, etc. Classified bibliography. 592pp.
T50 Paperbound $2.00
5% x 8.
C.

E.

and EINSTEIN'S THEORY OF RELATIVITY, Ernst Cassirer. Two


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in
connections.
Partial
consideration new developments
mathematics, shows historical
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numbers, Euclidean vs. non-Euclidean geometry, Einstein's relativity. Bibliography. Index,
x 8.
T50 Paperbound $2.00
xxi
464pp.

SUBSTANCE AND FUNCTION,

5%

FOUNDATIONS OF GEOMETRY, Bertrand Russell. Nobel laureate analyzes basic problems in


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to a problem still current. New introduction by Prof. Morris Kline, N.Y. University. "Admirably clear, precise, and elegantly reasoned analysis," International Math. News, xii +
S233 Paperbound $1.60
201pp. 53/8 x 8.
P. W. Bridgman. How modern physics looks to a highly
unorthodox physicist a Nobel laureate. Pointing out many absurdities of science, demonstrating inadequacies of various physical theories, weighs and analyzes contributions of
Einstein, Bohr, Heisenberg, many others. A non-technical consideration of correlation of

THE NATURE OF PHYSICAL THEORY,

science and reality,

xi

EXPERIMENT AND THEORY

138pp.
IN

5%

S33 Paperbound $1.25

x 8.

PHYSICS,

Max

Born.

Nobel

laureate examines the nature


physics. Synthetic versus
Bohr, Heisenberg, Planck,

of the counterclaims of experiment and theory in


analytical scientific advances are analyzed in works of Einstein,
x 8.
Eddington, Milne, others, by a fellow scientist. 44pp.

and

value

5%

S308 Paperbound 600

A SHORT HISTORY OF ANATOMY AND PHYSIOLOGY FROM THE GREEKS TO HARVEY, Charles
Singer. Corrected edition of "The Evolution of Anatomy." Classic traces anatomy, physiology from prescientific times through Greek, Roman periods, dark ages, Renaissance, to
beginning of modern concepts. Centers on individuals, movements, that definitely advanced
anatomical knowledge. Plato, Diodes, Erasistratus, Galen, da Vinci, etc. Special section
on Vesalius. 20 plates. 270 extremely interesting illustrations of ancient, Medieval, RenaisT389 Paperbound $1.75
sance, Oriental origin, xii + 209pp. 5% x 8.

Hermann Weyl. "The standard treatise on the general theory of


relativity," (Nature), by world renowned scientist. Deep, clear discussion of logical coherence of general theory, introducing all needed tools: Maxwell, analytical geometry, nonEuclidean geometry, tensor calculus, etc. Basis is classical space-time, before absorption

SPACE -TIME -MATTER,

of

Contents: Euclidean
relativity.
etc. 15 diagrams, xviii

theory,

space,

330pp.

mathematical

5%

8.

form,

metrical

continuum, general
S267 Paperbound $1.75

ucies, proceeds gradually to physical systems beyond complete analysis; motion, force
properties of centre of mass of material system; work, energy, gravitation, etc. Written
with all Maxwell's original insights and clarity. Notes by E. Larmor. 17 diagrams.

5%

178pp.

8.

S188 Paperbound $1.25

PRINCIPLES OF MECHANICS, Heinrich

Hertz. Last work by the great 19th century physicist


not only a classic, but of great interest in the logic of science. Creating a new system
of mechanics based upon space, time, and mass, it returns to axiomatic analysis, understanding of the formal or structural aspects of science, taking into account logic, observation, a priori elements. Of great historical importance to Poincar, Carnap, Einstein, Milne.
A 20 page introduction by R. S. Cohen, Wesleyan University, analyzes the implications of
Hertz's thought and the logic of science. 13 page introduction by Helmholtz. xlii + 274pp.
53/8 x 8.
S316 Clothbound $3.50
S317 Paperbound $1.75
is

FROM MAGIC TO SCIENCE, Charles Singer. A great historian examines aspects of science
from Roman Empire through Renaissance. Includes perhaps best discussion of early herbals,
penetrating physiological interpretation of "The Visions of Hiidegarde of Bingen." Also
examines Arabian, Galenic influences; Pythagoras' sphere, Paracelsus; reawakening of
science under Leonardo da Vinci, Ves^lius; Lorica of Gildas the Briton; etc. Frequent
quotations with translations from contemporary manuscripts. Unabridged, corrected edition. 158 unusual illustrations from Classical, Medieval sources, xxvii + 365pp. 5% x 8.
T390 Paperbound ?2.00
A HISTORY OF THE CALCULUS, AND ITS CONCEPTUAL DEVELOPMENT, Carl B. Boyer. Provides
laymen, mathematicians a detailed history of the development of the calculus, from beginnings in antiquity to final elaboration as mathematical abstraction. Gives a sense of
mathematics not as technique, but as habit of mind, in progression of ideas of Zeno, Plato,
Pythagoras, Eudoxus, Arabic and Scholastic mathematicians, Newton, Leibniz, Taylor, Desand others. This first comprehensive, critical
cartes, Euler, Lagrange, Cantor, Weierstrass,
history of the calculus was originally entitled "The Concepts of the Calculus." Foreword
by R. Courant. 22 figures. 25 page bibliography, v + 364pp. SVa x 8.
S509 Paperbound $2.00

A DIDEROT PICTORIAL ENCYCLOPEDIA OF TRADES AND INDUSTRY,


Manufacturing and the
Technical Arts in Plates Selected from "L'Encyclopedie ou Dictionnaire Raisonne des
Sciences, des Arts, et des Metiers" of Denis Diderot. Edited with text by C. Gillispie. First
modern selection of plates from high-point of 18th century French engraving. Storehouse
of technological information to historian of arts and science. Over 2,000 illustrations on
485 full page plates, most of them original size, show trades, industries of fascinating
era in such great detail that modern reconstructions might be made of them. Plates teem
with men, women, children performing thousands of operations; show sequence, general
operations, closeups, details of machinery. Illustrates such important, interesting trades,
industries as sowing, harvesting, beekeeping, tobacco processing, fishing, arts of war,
mining, smelting, casting iron, extracting mercury, making gunpowder, cannons, bells,
shoeing horses, tanning, papermaking, printing, dying, over 45 more categories. Professor
Gillispie of Princeton supplies full commentary on all plates, identifies operations, tools,
processes, etc. Material is
studying history of science,

presented
technology.

in

lively,

Heavy

lucid

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fashion.
cloth.

Of

920pp.

great
9

to

interest
12.

all

T421 2 volume set $18.50

Gilbert. Classic work on magnetism, founded new science. Gilbert


"electricity," to recognize mass as distinct from weight, to discover
magnetic bodies; invented an electroscope, differentiated between static
and magnetism, conceived of earth as magnet. This lively work, by first great
experimental scientist, is not only a valuable historical landmark, but a delightfully easy
to follow record of a searching, ingenious mind. Translated by P. F. Mottelay. 25 page
S470 Paperbound $2.00
biographical memoir. 90 figures, lix + 368pp. 5% x 8.

DE MAGNETE, William
was first to use word
effect

of

heat on

electricity

D. E. Smith. Most comprehensive, non-technical history of math


footin English. Discusses lives and works of over a thousand major, minor figures, with
notes giving technical information outside book's scheme, and indicating disputed matters.
I:
A chronological examination, from primitive concepts through Egypt, Babylonia,
The
and
to 1900. Vol.
The
the
Middle
Renaissance,
the
Ages,
Rome,
Orient,
Greece,
calculus.
development of ideas in specific fields and problems, up through elementary
George
"Marks an epoch
will modify the entire teaching of the history of science,
Sarton. 2 volumes, total of 510 illustrations, 1355pp. 5Va x 8. Set boxed in attractive
T429, 430 Paperbound, the set $5.00
container.

HISTORY OF MATHEMATICS,

Vol.

THE PHILOSOPHY OF SPACE AND TIME, H. Reichenbacn. An important landmark in development of empiricist conception of geometry, covering foundations of geometry, time theory,

observations;
consequences of Einstein's relativity, including: relations between theory and
ot
space;
coordinate definitions; relations between topological and metrical properties
more topics
psychological problem of visual intuition of non-Euclidean structures; many
or
only
of
ideas
knowledge
and
require
science
to
modern
Majority
philosophy.
important
lntr duct '"
Rudolf
Carnap.
in
the
book
the
best
Py
intermediate math. "Still
field,"
S443 Paperbound $2.00
R. Carnap. 49 figures, xviii
296pp. 53/8 x 8.

FOUNDATIONS Of SCIENCE: THE PHILOSOPHY OF THEORY AND EXPERIMENT,

N. Campbell.
A critique of the most fundamental concepts of science, particularly physics. Examines why
certain propositions are accepted without question, demarcates science from philosophy,

Part
nature of

etc.

analyzes

presuppositions

laws, probability,
conditions for

mathematics:
error,

etc.

An

time. A classic
xiii

565pp.

appendix

of

scientific

thought:

existence

of

material

world,

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measurement, relations between numerical laws and theories,
problems arising from relativity, force, motion, space,
"A real grasp of what science is," Higher Educational Journal,
S372 Paperbound $2.95

covers

in its field.
5 5/8 x 83/s.

THE STUDY OF THE HISTORY OF MATHEMATICS and THE STUDY OF THE HISTORY OF SCIENCE,
Sarton. Excellent introductions, orientation, for beginning or mature worker. Describes
duty of mathematical historian, incessant efforts and genius of previous generations. Explains how today's discipline differs from previous methods. 200 item bibliography with
critical
evaluations, best available biographies of modern mathematicians, best treatises
on historical methods is especially valuable. 10 illustrations. 2 volumes bound as one.
T240 Paperbound $1.25
x 8.
75pp.
113pp.
G.

5%

MATHEMATICAL PUZZLES
MATHEMATICAL PUZZLES OF SAM LOYD,

selected and edited by Martin Gardner. 117 choice


puzzles by greatest American puzzle creator and innovator, from his famous "Cyclopedia
of Puzzles." All unique style, historical flavor of originals. Based on arithmetic, algebra,
probability, game theory, route tracing, topology, sliding block, operations research, geometrical dissection. Includes famous "14-15" puzzle which was national craze, "Horse of
a Different Color" which sold millions of copies. 120 line drawings, diagrams. Solutions.
T498 Paperbound $1.00
x 8.
xx
167pp.

5%

SYMBOLIC LOGIC and THE GAME OF LOGIC, Lewis

Carroll. "Symbolic Logic" is not concerned


but is instead a collection of over 380 problems posed with
using the syllogism, and a fascinating diagrammatic method of
"The Game of Logic" Carroll's whimsical imagination devises a
with 2 diagrams and counters (included) to manipulate hundreds of
final section, "Hit or Miss" is a lagniappe of 101 additional puzzles
ill
manner. Until this reprint edition, both of these books were rarities
........
costing up to $15 each. Symbolic Logic: Index, xxxi + 199pp. The Game of Logic: 96pp.
x 8.
T492 Paperbound $1.50
2 vols. bound as one.

with

modern symbolic

logic,

"~'n,

In

5%

PILLOW PROBLEMS and A TANGLED TALE, Lewis Carroll. One of the rarest of all Carroll's
works, "Pillow Problems" contains 72 original math puzzles, all typically ingenious. ParticuCarroll's answers which remain exactly as he thought them out,
larly fascinating are
reflecting his actual mental process. The problems in "A Tangled Tale" are in story form,
originally appearing as a monthly magazine serial. Carroll not only gives the solutions, but
uses answers sent in by readers to discuss wrong approaches and misleading paths, and
grades them for insight. Both of these books were rarities until this edition, "Pillow
Problems" costing up to $25, and "A Tangled Tale" $15. Pillow Problems: Preface and
Introduction by Lewis Carroll, xx
109pp. A Tangled Tale: 6 illustrations. 152pp. Two vols.
T493 Paperbound $1.50
bound as one. 53/8 x 8.

NEW WORD

PUZZLES, G. L. Kaufman. 100 brand new challenging puzzles on words, combinations, never before published. Most are new types invented by author, for beginners
and experts both. Squares of letters follow chess moves to build words; symmetrical
designs made of synonyms; rhymed crostics; double word squares; syllable puzzles where
you fill in missing syllables instead of missing letter; many other types, all new. Solutions.
"Excellent," Recreation. 100 puzzles. 196 figures, vi + 122pp. 53/s x 8.
T344 Paperbound $1.00

MATHEMATICAL EXCURSIONS, H. A. Merrill. Fun, recreation, insights into elementary problem solving. Math expert guides you on by-paths not generally travelled in elementary math
courses
divide by inspection, Russian peasant multiplication; memory systems for pi; odd,
even magic squares; dyadic systems; square roots by geometry; Tchebichev's machine;
dozens more. Solutions to more difficult ones. "Brain stirring stuff ... a classic," Genie.
x 8.
50 illustrations. 145pp.
T350 Paperbound $1.00

5%

THE BOOK OF MODERN PUZZLES, G. L. Kaufman. Over 150 puzzles, absolutely all new material based on same appeal as crosswords, deduction puzzles, but with different principles,
techniques. 2-minute teasers, word labyrinths, design, pattern, logic, observation puzzles,
puzzles testing ability to apply general knowledge to peculiar situations, many others.
Solutions. 116 illustrations. 192pp.
x 8.
T143 Paperbound $1.00

5%

MATHEMAGIC, MAGIC PUZZLES, AND GAMES WITH NUMBERS, R. V. Heath. Over 60 puzzles,
stunts, on properties of numbers. Easy techniques for multiplying large numbers mentally,
identifying unknown numbers, finding date of any day in any year. Includes The Lost Digit,
3 Acrobats, Psychic Bridge, magic squares, trjangles, cubes, others not easily found else-

DOVER SCIENCE BOOKS


PUZZLE

QUIZ AND STUNT FUN J. Meyer. 238 high-priority


puzzles, stunts, tricks-math
The c L v r Car Penter, Atom Bomb, Please
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x
2
Bridge of Sighs, Secret Code; observation puzzlers like The American
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Cards, Telephone Dial; over 200 others with magic squares, tongue
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puzzles, stunts, tricks. 256pp. 5% x 8.
T337 Paperbound '$1.00

PL" The
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D

101 PUZZLES IN THOUGHT AND LOGIC, C. R.


Wylie, Jr. For readers who enjoy challenge
stimulation of logical puzzles without specialized math or scientific
knowledge Problems
entirely new, range from relatively easy to brainteasers for hours of subtle entertainment
Detective puzzles, find the lying fisherman, how a blind man identifies color
by logic many
more. Easy-to-understand introduction to logic of puzzle solving and
general scientific
method. 128pp.
x 8.
T367 Paperbound $1.00

5%

H. f. Gaines. Standard elementary, intermediate text for serious


students
material, but much not generally known, except to experts. Concealment
Transposition, Substitution ciphers; Vigenere, Kasiski, Playfair, multafid, dozens of other
techniques. Formerly "Elementary Cryptanalysis." Appendix with sequence charts, letter
frequencies in English, 5 other languages, English word frequencies
167
Bibliography
codes. New to this edition: solutions to codes, vi
x 8%.
230pp.

CRYPTANALYSIS,
Not

just

old

5%

T97 Paperbound $1.95

CRYPTOGRAPY,

Smith. Excellent elementary introduction to enciphering, deciphering


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geometrical
patterns, route transcription, columnar transposition, other methods. Mixed cipher systems;
single, polyalphabetical substitutions; mechanical devices"; Vigenere; etc. Enciphering Japanese; explanation of Baconian biliteral cipher; frequency tables. Over 150 problems Bibx 8.
liography. Index. 164pp.
T247 Paperbound $1.00
L.

D.

5%

MATHEMATICS, MAGIC AND MYSTERY, M. Gardner. Card tricks, metal mathematics, stage
mind-reading, other "magic" explained as applications of probability, sets, number theory,
etc. Creative examination of laws, applications. Scores of new
tricks, insights. 115 sections
on cards, dice, coins; vanishing tricks, many others. No sleight of hand
math guarantees
success. "Could hardly get more entertainment
easy to follow," Mathematics Teacher
115 illustrations, xii
T335 Paperbound $1.00
174pp. 5% x 8.
.

AMUSEMENTS

IN

MATHEMATICS,

H.

E.

Dudeney. Foremost British originator

of

math

puzzles,

intriguing, paradoxical in this classic. One of largest collections. More than


puzzles,
problems, paradoxes. Mazes, games,
problems on number manipulations,
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chessboards, joiners', crossing river, plane figure dissection, many others. Solutions. More
than 450 illustrations, viii
x
8.
5?a
T473 Paperbound $1.25
258pp.

always witty,

430

THE CANTERBURY PUZZLES

H. E. Dudeney. Chaucer's pilgrims set one another problems in


Also Adventures of the Puzzle Club, the Strange Escape of the King's Jester,
of Riddlewell, the Squire's Christmas
Puzzle Party, others. All puzzles are
based
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The
Observer.
Over
full
solutions.
150 illustrations, viii + 225 pp.
tricacy,"
puzzles,
x 8.
T474 Paperbound $1.25

story form.
the Monks

5%

MATHEMATICAL PUZZLES FOR BEGINNERS AND ENTHUSIASTS, G. Mott-Smith. 188 puzzles to


test mental agility. Inference, interpretation, algebra, dissection of plane figures, geometry,
properties of numbers, decimation, permutations, probability, all are in these delightful
problems. Includes the Odic Force, How to Draw an Ellipse, Spider's Cousin, more than 180
others. Detailed solutions. Appendix with square roots, triangular numbers, primes, etc.
135 illustrations. 2nd revised edition. 248pp. SVs x 8.
T198 Paperbound $1.00
MATHEMATICAL RECREATIONS, M. Kraitchik. Some 250 puzzles, problems, demonstrations of
recreation mathematics on relatively advanced
level.
Unusual historical problems trorn
Greek, Medieval, Arabic, Hindu sources; modern problems on "mathematics without numbers," geometry, topology, arithmetic, etc. Pastimes derived from figurative, Mersenne,
Fermat

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fairy

chess;

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lighter side of mathematics,"

latruncles:

reversi;

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solutions.

Excellent

insights

"Strongly recommended to all who are interested in the


Mathematical Gaz. 181 illustrations. 330pp. 5% x 8.
T163 Paperbound $1.75

FICTION
FLATLAND,

E.

A.

Abbott.

A perennially popular science-fiction


impingement of higher dimensions.

dimensional world, and the

classic

about

Political,

life

satiric,

in

2-

humorous,

SEVEN SCIENCE FICTION NOVELS OP H. u. WELLS, uompiete texts, unaDnogea, or seven or


Wells' greatest novels; The War of the Worlds, The Invisible Man, The Island of Dr. Moreau,
The Food of the Gods, First Men in the Moon, In the Days of the Comet, The Time Machine.
Still considered by many experts to be the best science-fiction ever written, they will offer
amusements and instruction to the scientific minded reader. "The great master," Sky and
T264 Clothbound $3.95
Telescope. 1051pp. 5% x 8.
28 SCIENCE FICTION STORIES OF H. C. WELLS. Unabridged! This enormous omnibus contains
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2 full length novels
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The Man Who Could Work Miracles, Aepyornis Island, A Story of the Days to Come, and
20 others "A master ... not surpassed by ... writers of today," The English Journal.
T265 Clothbound $3.95
915pp. 5 3/8 x 8.

ADVENTURE NOVELS OF H. RIDER HAGGARD. All the mystery and adventure of darkest
captured accurately by a man who lived among Zulus for years, who knew African
ethnology, folkways as did few of his contemporaries. They have been regarded as examples
the
of
very best high adventure by such critics as Orwell, Andrew Lang, Kipling. Contents:
She, King Solomon's Mines, Allan Quatermain, Allan's Wife, Maiwa's Revenge. "Could spin
a yarn so full of suspense and color that you couldn't put the story down," Sat. Review.

FIVE

Africa

821pp. 53/8 x

T108 Clothbound $3.95

8.

CHESS AND CHECKERS


LEARN CHESS FROM THE MASTERS, Fred Reinfeld. Easiest, most instructive way to improve your game
play 10 games against such masters as Marshall, Znosko-Borovsky, BronNajdorf, etc., with each move graded by easy system. Includes ratings for alternate
moves possible. Games selected for interest, clarity, easily isolated principles. Covers
Ruy Lopez, Dutch Defense, Vienna Game openings; subtle, intricate middle game variations;

stein,

all-important

144pp.

end

53/s

game.

Full

annotations.

Formerly

x 8.

"Chess by Yourself." 91 diagrams, viii


T362 Paperbound $1.00

REINFELD ON THE END GAME IN CHESS, Fred Reinfeld. Analyzes 62 end games by Alekhine,
Flohr, Tarrasch, Morphy, Capablanca, Rubinstein, Lasker, Reshevsky, other masters. Only
1st rate book with extensive coverage of error
tell exactly what is wrong with each move
you might have made. Centers around transitions from middle play to end play. King and
pawn, minor pieces, queen endings; blockage, weak, passed pawns, etc. "Excellent ... a
boon," Chess Life. Formerly "Practical End Play." 62 figures, vi
177pp. 53/8 x 8.

T417 Paperbound $1.25

HYPERMODERN CHESS

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T448 Paperbound ?1.35
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THE ADVENTURE OF CHESS, Edward Lasker.

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THE ART OF CHESS, James Mason. Unabridged reprinting of latest revised edition of most
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xi

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T433 Paperbound $1.00
Formerly "Chess Quiz." vi
120pp. 5% x 8.

MATHEMATICS
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FAMOUS

PROBLEMS OF ELEMENTARY GEOMETRY, Felix Klein. Expanded version of 1894


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HIGHER MATHEMATICS FOR STUDENTS OF CHEMISTRY AND PHYSICS,

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Practical,

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TRIGONOMETRY REFRESHER FOR TECHNICAL MEN,

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Part 3: spherical trig, applications to terrestrial, astronomical problems.
Methods of time-saving, simplification of principal angles, make book most useful. 913
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ELEMENTARY MATHEMATICS

FROM AN ADVANCED STANDPOINT,

Felix

Klein.

Classic

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ADVANCED TRIGONOMETRY, E. W. Hobson. Extraordinarily wide


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iangles; complex numbers; etc. Many problems fully solved,
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NON-EUCLIDEAN GEOMETRY, Roberto Bonola. The standard coverage

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GEOMETRY OF FOUR DIMENSIONS, H. P. Manning. Unique in English as a clear, concise introduction. Treatment is synthetic, mostly Euclidean, though in hyperplanes and hyperspheres
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348pp.
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MATHEMATICS: INTERMEDIATE TO ADVANCED


GEOMETRY (EUCLIDEAN AND NON-EUCLIDEAN)
THE GEOMETRY OF RENE" DESCARTES. With this book, Descartes founded analytical geometry.
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THE WORKS OF ARCHIMEDES,

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edition of greatest mathematical intellect of ancient world. 186 page study by Heath discusses Archimedes and history of Greek mathematics. 563pp.
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COLLECTED WORKS OF BERNARD RIEMANN. Important sourcebook,


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relativity, topology, theory of complex variables, other areas of


R. Dedekind, H. Weber, M. Noether, W. Wirtinger. German text;
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Hans Lewy. 690pp.

5%

THE THIRTEEN BOOKS OF EUCLID'S ELEMENTS,

edited by Sir

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enormous importance in
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English

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by

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AN INTRODUCTION TO GEOMETRY OF N DIMENSIONS,

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M. Y. Sommerville. Presupposes no

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ELEMENTS OF NON-EUCLIDEAN GEOMETRY,

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THE FOUNDATIONS OF EUCLIDEAN GEOMETRY, H. G. Forder. First connected, rigorous account in light of modern analysis, establishing propositions without recourse to empiricism,
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CALCULUS, FUNCTION THEORY (REAL

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FOURIER THEORY
FIVE VOLUME "THEORY OF FUNCTIONS" SET BY KONRAD KNOPP. Provides complete, readily
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clear,

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.

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ELEMENTS OF THE THEORY OF FUNCTIONS, Konrad Knopp. Provides background

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THEORY OF FUNCTIONS, PART I, Konrad Knopp. With volume II, provides coverage of basic
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THE THEORY OF FUNCTIONS, VOLUME

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LECTURES ON THE THEORY OF ELLIPTIC FUNCTIONS,

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76 figures, xxiii
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THEORY OF FUNCTIONALS AND OF INTEGRAL AND

INTEGRO-DIFFERENTIAL

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INTRODUCTION TO FOURIER METHODS AND THE LAPLACE TRANSFORMATION, Philip


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THE ANALYTICAL THEORY OF HEAT, Joseph

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INTEGRALS, H. Hancock. Invaluable in work involving differential equations with
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ELLIPTIC

THE TAYLOR SERIES, AN

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LINEAR INTEGRAL EQUATIONS, W.

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DICTIONARY OF CONFORMAL REPRESENTATIONS,

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Littlewood. Based on lectures at


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INFINITE SEQUENCES AND SERIES, Konrad Knopp. 1st publication in any language. Excellent
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THE THEORY AND FUNCTIONS OF A REAL VARIABLE AND THE THEORY OF FOURIER'S SERIES,

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ALMOST PERIODIC FUNCTIONS,

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INTRODUCTION TO THE THEORY OF FOURIER'S SERIES AND INTEGRALS, H. S. Carslaw. 3rd


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SYMBOLIC LOGIC
THE ELEMENTS OF MATHEMATICAL LOGIC, Paul Rosenblpom.

First publication in any lanFor mathematically mature readers with no training in symbolic, logic. Development
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THE LAWS OF THOUGHT, George Boole. This book founded symbolic


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xvii

logic some 100 years


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SYMBOLIC LOGIC,

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