Professional Documents
Culture Documents
Paul P. Wilson
GIT Class 49
?
BY
PH.D.
This
is
PKEFACE
almost every teacher of advanced calculus feels the
It is probable that
who
enter a second course in calculus are different, their needs are not
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
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
feel the
to
him
minimum
best to
meet
should range
all
the
way from
work on advanced
calculus falls in
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
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
modern questions
"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
errors
seriously troublesome.
To spend upon
this
may
not prove
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,
CONTENTS
INTRODUCTORY REVIEW
CHAPTER
PAGB
1.
On
4.
differentiation
...
'
8.
10'.
The
13.
Aids to integration
10.
Definite integrals
'
'
6.
.11
15
indefinite integral
.18
24
CHAPTER
II
Numbers and
21.
Theorems on
limits
.33
limits and
on
23.
26.
The derivative
Summation and
28.
'.
37
sets of points
...
40
.
50
integration
PART
I.
..
45
DIFFERENTIAL CALCULUS
CHAPTER' in
Taylor's
Formula
55
33.
36.
Infinitesimal analysis
40.
Some
differential
geometry
.61
68
.78
CHAPTER
IV
......
...
...
........
.......
;
BEOTION
43.
46.
50.
54.
PAGE
87
93
102
11.2
CHAPTER V
PARTIAL DIFFERENTIATION IMPLICIT FUNCTIONS
case; F(x,y) = Q
;
.....
......
.......
........
59.
The simplest
More general
62.
56.
117
122
129
65.
1135
68.
More
143
differential
geometry
CHAPTER
VI
71.
Complex numbers
........
.......
........
149
153
157
75.
77.
Vector differentiation
170
73.
PART
II.
163
DIFFERENTIAL EQUATIONS
CHAPTER
VII
85.
87.
........
......
derivatives
analytic approximations
CHAPTER
....
179
184
191
197
VIII
91.
Integrating factors
......
.
203
.207
CHAPTER IX
ADDITIONAL TYPES OF ORDINARY EQUATIONS
....
........
8KCTION
100.
102.
Equations of the
first
104.
I'AOK
228
234
240
247
CHAPTER X
DIFFERENTIAL EQUATIONS
IN
111.
113.
116.
Types
109.
....
267
273
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.
142.
The
........
852
360
CHAPTER XIV
SPECIAL FUNCTIONS DEFINED BY INTEGRALS
.......
SECTION
150.
153.
Bessel functions
147.
functions
PAGE
378
386
393
CHAPTER XV
THE CALCULUS OF VARIATIONS
loo.
The treatment
157.
150.
Some generalizations
PART
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.
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
Legendre's integral
503
511
517
CHAPTER XX
FUNCTIONS OF REAL VARIABLES
194.
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
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
limit,
Ax
A *=o
o/
..
Ay
Aa:
= oAX
lira ~z-
f
Inn J ^
=
..
'-
Ax
Aa:
-L
..,
= f(x).
,
(3)
V '
* 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.
Dxun = nu n -
given as
form
directly
Draw
l)xu,
from the
2. Derive the
3.
two
of (7)
the proofs of
list (5)-(17).
Dx smu =
cosuJLtxu,
definition (3).
of the curves
4.
Find
D tana
and
5.
Find
D sin x
by the
6.
Find
D taii-ix
identity sin u
sin v
2 cos
--
sin
tan- 1
!?
---2
tan- 1
-+
7.
cot 2 x,
(/3)
8
| tan x
avers- 1
(77)
-,
(e)
-- V2 ax
ahi-i
x2
-.
1
(#) cot-
^~
(5)
L=,
(>
2tan~ 1
Vl
cos- 1 x
x Vaa
(f)
Ct
-x +
2
x2
a2 sin- 1 -,
-.
CC
()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
2
(a) sec *,
x,
ft
What trigonometric
(3).
tan x
(5) sec-i-
and
MB
4.
a; is
measured
in degrees,
what
is
D sinx ?
functions.
The
D log x = 1
e
D log a x =
i^
(19)
tJ&
Dtf = e,
It
may
Du?
= a* log, a.t
(20)
A loggtc __ logq(x+
Ax
Ax)
-
log a x
Ax
Ax
iog a
+ Ax _
x
iog a
is
Ax\55
--
-f
x/
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).
is
=y
y' = ky.
5.
The
the function
Ce te
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;,
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
(28)
-"-2x^-1=0,
The treatment of
pp. 78-82.
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
all
To
differentiate a
Sketch the graphs of the hyperbolic functions, interpret the graphs as those
and verify the range of values assigned to x in (30)-(35).
4. Prove
sundry of
(30)-(88),
may
double sign
when each
In cases where
applies.
Note
are reciprocals.
6.
<j>
= 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
<+
\ TT,
<f>,
Dgdx = secha;,.
7. Substitute
<f>
a
gd- #
the functions of
and reduce
= logtan(|< +
tj>
TT),
D gd-
1
<j>
= sec
<j>.
to simple
(8)
6.
its
3)-
(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)
'-.
(1)
and
it
appears
positive the
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
therefore best to
derivative
may
make a rough
by the examination
be real
when the
function
is
not
of /'(x).
is
side
it
is
minimum
minimum
or
maximum
at XQ according as the
= 0.
is
no
maximum
or
minimum
as in the case
first,
f'(x)
may
vanish where
^ ^
maxima
or
tive vanish.
derivative
and minima,
merely relative
INTEODUCTOEY REVIEW
7.
The
derivative
may
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.
(39)
= 0,
subnormal
on.
)>
may
is
(42)
sufficiently evi-
\
as functions of x like the derivative.
In geometrical and physical problems it is frequently necessary
to
unknown
fixed
ordinate to a variable ordinate, A is surely a function A(x) of the abscissa x of the variable ordinate.
then
MPQ'M'
<&A< MQP'M',
MM'
y&x
when
lim (y
lim
..
Hence
or
+ Ay).
dA
AJ.
(43)
'
dx
-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
Theorem
at
is
and B but
not an excep-
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.
EXERCISES
which the following functions are increasing or
decreasing, sketch the graphs, and find the maxima and minima
1.
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
1)* (x
-(x + 2)Vl2-x
(e)
- 4)
ax
b.
an origin at the
focxis.
Dxr =
does
and
state
why
ecos^)- 1 ].
Take the
ellipse as
x 2 /q2
2
j/
=V
/b
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
Why
angle
4. If
roots,
5.
of the roots of x 8
6.
if
ax
+b=
0,
27 &2
and
+ 4 a8 =
what corresponds
state
=/() and
- 0'(x
tan e
(x)
[/'(x
)]
-f-
[1
+/'(x
Show
)
that
g'(x )]
).
7.
8.
The pedal curve. The locus of the foot of the perpendicular dropped from
(a)
4j>x,
03)
x2
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
from a
solid
by
D V= A
11. If
A (0)
13.
Draw
14.
Show
column
of air,
show
that a value x
/(&)- /(a)
15.
Show
an
= /'(*) (6 -a),
ellipse is a
<<&.
of contact.
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.
19.
20.
The
triangle
afr
= 2mx and
to a parabola.
intercepted
a;
y2
Find the
a2
locus.
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
01
is
only one
from
1 to 2/7T.
root of f'(x)
28.
Show
that
x~
29. If
0<x<l,
30. If
>x>
* from
sin
(a)0<-log(l + a;)<-a;2
show
1,
x=Qtox =
log(l
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
-i-5_.
The derivative
dx*
Dn (uv) = Dnu
log(l
derivative of the
special formula
+ x)<
-&L. < x
The nth
(j3)
as Leibniz's Theorem.
+ nDn ~
uDv +
^~-.
2i
is
It is
Dn ~
Theorem
to be understood that in
(44')
expanding (Du
be replaced by D^u and (Du) by Du = u.
+ Dv)
the term
In other words
is
interesting
and
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
may be
substituted.
If the substitution
e-(i+a)xDn(ul))
= (1 +
a)"
= C + ^a +
+ Cn^an-i + Cn a\
expansion of
(1
a)
'
'
')
^(it-, v,
v",
v',
the
ill
new
variables.
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
illustrative of the
_
~ 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
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,
</>.
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,
concave up at x = XQ
concave down at x
XQ
if
/'(a;
if
/' (a?
if
/'(a5
=
=
=
>
< 0,
f"(x ) = 0,
and /"(:)
and /" (a: )
and
XQ
(?)
minimum
at
maximum
at
=
=x
aj
Q,
,
FUNDAMENTAL RULES
The question
points are necessary in the third line because the state(see Ex. 7 under
39).
may be
13
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
Df
is
fundamental in dynamics.
By
definition the
of this ratio
zero as
when
is
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)
By Newton's
to
equal
where
as
is
it
da
79, 84).
/1
It
dT
may
be noted that
3.
should
VxTT,
(a)
(e)
()
(0)
4. If
+ X+1
__
ci
(y)
(x
(f)
(l-x)/(l
/-v
1) (z
1\
+ !)-,
+ x),
i),
e^sinx,
C8
d^v
last three
show that
t,
dy
CL
dt dtP
dt dtp
*-
x't/"
'
\dt;
y
___
5.
Find the
6.
Prove
(47').
Make
(*c
is
a (1
"
curve x = 4
'
*^
2 sin </>, y
2 cos 0.
is
(a) y
8.
_x
"
momentum mv by (47)
7. If
yx
*c \x>
ct
cos 0),
a (0
(43),
sin 0),
find
(/3)
dA/d6
a cos 0, y
= b sin 0.
dx*
x*dx
f-l
y
+ 1=0.
Ans.
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
(5)
- sin
cte
r2
<
Then
r cos <,
2 (i>
r)
rD 2 r
^_
r sin <) 8
D^,r
(cos
<f>.
may
also be
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
may be
omitted and
of
ts
special conditions
).
log a;,
and
logas
logCx,
C,
log(*/C)
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
.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.
/\
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)
-+ =
(48)
Also
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
(y
This
C],
and the
not so easily
this reason and
is
form
is
desired.
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
is
is
(logfc)
of z
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
3.
(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,
(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
/?
-,
(o)
35) is perhaps
(/j.)
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
(a)
(/3)
(7)
(8) tanroxsec
Tind
7.
(/3)
6.
even,
(ex)
8
to
= IT
zero
is
if
Find the
9.
area under y
sectorial area of r
10.
11.
By
Ex.
(a)
radii
volumes
(/3)
Be
of these solids.
<
equal.
and
cardioid
<}>
r=l
\TT.
cos<.
of one base
(y)
from
its
circle of radius b
<
center, to generate
(8)
cc
intersect at right
angles.
A(x)
= a^c 3 + a^ +
as a cubic in
,
x,
the altitude
13.
13.
Show
and
that
B
f
J 1
tan-i
x2
-c
of
at all
may
12.
Of the remaining
/I
.
:.
-..
ll
V(l-x )(l-
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
Integration by parts,
Evolution into
is
an application of
may happen
is, it
factors,
uv'
For
Various substitutions,
Integration by parts
That
J.11
when
(61)
uv
partial fractions,
written as
u'v.
(61')
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.
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,
le* sin x
4-
= x2
if
e*,
u' =
e*,
v'
- 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
is first
is
accom-
if
the
the
sum
of
mial
nomial
F may
F(x)
where
fc(z-
a)
(x-
&)P(x
c)v.
-(x
mx
-f
2
-f-
tive multiplicities a,
7,
F=
+ ?)"-,
set equal to
the multiplicities of the
of algebra that the
0,
be written as
*
x-a
I(x)
and
theorem
may
-f px,
n)** (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
,
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
__
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
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,
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#,
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
becomes
15
3
2 (x
integral
3)
method
- 3)
of partial fractions
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
Jx
if
ay
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
f sin x B
2
(sin x, cos x),
fcosxR(cos
x, sinx),
\cosx/
let
cos
= y,
then
CE(l
let
sin
= y,
then
CR(l
= y,
then
let
tanx
let
tan
The
it is
/>
2V
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,
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
less integrable
by some
substitution
EXERCISES
1.
J*x
cosh
by
parts
(|8)
J'tan-
z,
(7)
Cx m log *,
sin la;
2. If P(x) is
()
(/3)
and
fP
e*
=
e*[p
Jp (x) cos ax =
(x)
- sin ax
P"(cc),
its
derivatives,
show
integrand
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.
+
8. Integrate
2
(/S)
of these curves
= a,
(|8)
by converting
.
'
10.
BinSx
^^ Jf a 2cos2 x &2 sin z a;
+
L (z
2)
'
'
xm +
tan- 2 xsecn x,
- 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
7.
show
solution,
e* Bin to =
(7)
23
successive integration
By
Show that TE ( x,
J
-^
\cx
(7)
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
0-
sin 2 x
WJ
'
J a2
Va + bx +
2
distinguish between 6
-a
/*
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
d!/
if
is
are
A:n,
integers.
Show
that
setting x"
=y
12.
By
.
hence
is
(a
w+
integrable
when
foe
ex2
bx
ex 2
(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.
...
are imaginary,
=p
16.
1-
if
may
r
Jf
===.
VI x 2
m is even or odd
and
p. 66, to
r*
or
positive or
VI
...
J x Vl
x2
odd and
ri
-
-.
x2
negative.
Show
that
tion z
=Va2
x2
if
E (x, Va2
will
hyperbolic.
into
If
-,
lim
= / /(as) <e,
(62)
a broken
line,
and
it
is
clear
curve
the ordinates
Thus
much
For instance,
if a, &, c
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
b to
Finally, if
M be the maximum of
under
=M
is
= m.
- a).
f(x) dx
Hence
(65)
There
is,
then,
fj(x) dx
This
is
o.f
the
Mean
(65')
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
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
by
PAxi
!
=hm
Jo.
is
**
fc
1),
_|_
a, x%
-|
r=V&7a
But
1)
ar(r-l)
j.
xj.
a** 2 (r
0.
ft)
log (1
logft
- log a.
.
<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
+ Ao
f(x)dx-
f(x)dx
*J a
By
+ A6
f(x) dx
=
~ti
where
is
approaches
and/()
approaches f(b}.
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
indefinite integral.
F(x) of f(x)
is
~x
follows that
I
f(x)dx
= F(x)+C.
(67)
Ja
Hence except
for
indefinite integral of
is
is
F(a) and
(67')
the values of
which
first
lies
instance be evaluated
but
Ax
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
area
may
sum
to
b,
that
when
the intervals
Ax approach
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
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
by using
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
is
that the
theorem
is
and
total pressure is
P = lim Vw& () dh =
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
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
0(x)
Show by
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)
In the
K2
e^dx
<p(x)dx.
(62)
e6
-e.
/a
if
<j>(x)dx
/o
f
/a
<f>(x)te=f(Q
7.
^^
&.
6.
=/i=
<f>(x)dx
and maximum
always positive in the interval, show that
If
(x) is
(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
9.
With
^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
Theorem
13.
From
is
odd.
cosnx],
sin nx],
cosb,
cosct
/even,
(0)
Mean
of the
if
/(
/(x) dx
x)
if
-f(a),
definite
and
*(a)
/(x).
= 0, / odd.
and
the
x)
vfl
if
da.
12.
sinxx
(13)
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'(
),
consideration of Exs. 12
A*
* (b)
and 4
- * (a)
'
<&'()
which
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
cylinders
of revolution of
y = f(x)
found
Ex.
sum
of thin
9, p. 10.
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
mass
of the slab is
volume of revolution
r
is
yp
v
I
Ja
(x)
dx
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.
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
what depth
in the
A dam
20.
is at
water
the point
is
is
the
mean
pressure
form
in the
is
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)
is
rb
I
Apply Ex.
f(x) varies
of inertia about the axis of
moment
Jo,
is
(7)
Apply the
trpcfi.
thus find
z
$ Ma
as the
moment
moment
/=
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
A=
rb
I
va
is
kf(x) p
(x) dx,
to the
(x)
running from a to
and that
if
&
A = kM/ab,
the law
is
the
M= p
Law
(b
is
a),
of Nature, that is
Show
both x and y.
of the form
/.;/=/()
Ax
Jo
(x,
y) dy
<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
(|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<
28.
is
} pcra*.
and
r
(/3)
<j>
and
Hence
1,
0,
0,
a.
sum
(5)
of inertia of a
infer I
ra
\
Ja
of angle
r*d<f>
in polar coordinates.
moment
cardioid r
2 a cos
=
62
and radius a
a2
of inertia of a
cos
<
CHAPTER
II
Numbers and
integral, rational,
limits.
and
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
;
ically,
of
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
lie at
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
This principle
that,
may
algebraically less
a number
N such
be stated
that
any number
less
than
N is in the second.
'is
and
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
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.
to say, both
the case a
is
DEFINITION OF A LIMIT. If x
20.
sive values
stant
x-j,
x2
x i}
x,-,
is
the variable
is
succes-
and
ultimately
becomes,
'
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\
<
<
some x
some x,
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,
variable
is
I.
"
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
,
nition of a limit to
e is
e f or all
if yi,
y2
show
3.
As the
(a) If
>
and
Ob.
By
theorems
>
and
<
>
(7) |o6c
-,
.|
= |a|-|&|-|c|.
-,
suite sucli
.-
then
any
is
(ft)
f.
= X
and lim y
Y, then lim (x
y)
X Y
and
lira
xy
= XY.
r_
-^.v^
c 10
aocugiieu. an.
76
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.
the
Z+Y=Y+X,
XY^YX,
(X+Y)Z=XZ+YZ
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
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&
21.
limits
number and n
is
any positive
integer,
THEORKM
2.
and
If
R (x,
i/,
%,
be
variables
As any
if
rational expression
is
made up from
its
),
elements by combinations of
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
X^
the theorem
is
THEOREM
obvious.
when
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
\
z's
approach
as a limit.
Suppose 2
that there
no such number
is
I.
is
such
triat
either
it
is
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>
(or
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
it is
one
two
so
no point of the
is
-or 2
in
there
is
THEOREM
(C
4.
or
may
itself
Any
infinite
may
set of points
which
set).
is
an
limited has
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
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
is
maximum
or
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.
classes into
which
all
difficulty.
EXERCISES
1.
= -,
-2 2
/si(a) hm
V;
2.
Si
Given an
MI,
S2
~l
/* r
lira
(8)
*ax +
show that
2,
x2
*=-ix8
....
5
7
infinite series
= MI +
2,
when the
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,
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
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.
is
is said
Show
set.
ators should
become
infinite,
9.
Show that
if
an
a=x==b,
sot.
23.
and ordinates.
be
a variable which
Hence Theorem 4
THEOREM
5.
upper frontier
If a function
If the function,
value
In any
frontier.
lower frontiers
The
is
some
= M,
if
has an
it
there
is
the difference
case,
Consider
is
an
[cc].
interval.
and
illustrations of functions
sets
The
function
0<x^
+ Vx
is
defined for
including
defined
by
definite laws
and that
it is
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
distinct
The
is usual, however, in
treating multiple-valued functions to resolve the functions into different parts or branches so that each branch
is
+ Vx
is
of
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.
THEOREM
If
6.
any
finite
number
it is
said to be discontinuous
by zero
THEOREM
?/
=/(x
<#
and
is
If
7.
called for.
y=f(x)
= <f>(y)
is
continuous at x
a continuous function of y at
will be a continuous function of x at x.
if
is
y = yg then
,
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
"When a function
m of the
is
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
= K [lira /(x),
lini
(),
Theorem
of
= R [/(lim x),
For
2.
(liin x),
],
7 is equally simple.
And
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
near to a
sufficiently
form
is
albo suggests the geometric picture which corresponds to the usual idea of continuity in graphs. For the
tions.
It
if
=/()
be drawn,
physical
less
breadth,
interval
is
any assigned
also
25.
THEOREM
a^x^b
9.
If a function
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
assigned.
J-
not serve,
and
so
on
indefinitely.
which 2~*
is
continuous at
when
and
/(C)
|/(x)
THEOREM
end
its
<
10.
e,
|x
<x
== 1
C would be 0, and at
C < 2 3 could not be
is
precisely that
not continuous
satisfied.
mum
is
If a function
THEOREM
its
the function
is
similarly
it
has a
its
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
THEOREM
points
point
and
,
of
x for which /= M.
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
;
make/(z)
positive.
Hence the
contradiction,
zero.
To
f-n
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.
is
tier 1,
3.
but no
E (x)
Show
for x
that
it is
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
when
it is
minimum
limited, has a
the
set).
-/(") < e,
|
is
a point
<
Suppose
x' - a < 5,
\
x" |
5,
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
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
(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
set.
of condensation
< x =E
in the interval
was continuous
at C.
set,
1,
namely, because
Show
that
if
it
is
uniformly continu-
By
8.
factoring (x
Ex. 3
+ A x) n
xn
may
be used to advantage.
~
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
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
is
is
/(x)
to/(x).
Apply Ex. 10
11.
to discuss y
= Vx,
where n
is
integral,
is
positive,
and only
12. In arithmetic
it
are true
when a and
may
(a
inequalities
> 1,
when
xm
>xn
if
rt
amit
o"6B
= (a6) n
b are rational
readily be
am + ",
am a n
m>n
x>
x"
1,
< 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
derivative.
defined
*/_/(* + &)-/()
'
A*"
AX
'
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.
THEOREM
15.
an interval a
is
some
where
< x < b,
there
is
some
poi
< <
point
h^l>
a* and
is
a proper fraction,
< <
1.
To prove
the
first
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.
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;
;
FUNDAMENTAL THEOKY
To prove the
last
47
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)
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
sx
the function
b,
is
constant
is
;
identically
and
if
two
THEOREM
x ==
a,
and becomes
infinite
when
= a.
its
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
for
all x's in
48
INTRODUCTORY REVIEW
D'uDn + 1 -
u in the
(n
l)st derivative of
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
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
of the derivative
v' (x
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
EXERCISES
1.
Show
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 /'(&).
of the
Mean
to
show that
m /*)-/f),
X"
X
x',x"a
x'
and
a;"
'
if
which are
Ai
and
/ = f(a +
8 A)
so on.
/"(a)
that
lim
ft
if
the
in like
Mean
2 A)
manner there
8/(o
A)
-/(a),
A/ = A /"'(a + 0jh +
s
2 A),
A f
= lira ^f
s h),
a,
then
first
A2 f
^
= o ^f
3/(a
of the
A*f = Wf"(a + ^A +
Hence show
/'"(a)
=O
/c)(a)
= lim
ft
=o
a; =
A"
<
(z)
if
-.
^
A" f
A"
6,
have
<l>
Prove that
0'()
(a)
this follows
<j>(a
h)
<j>
(a)
of Rolle's
<f>'(a
0(6)
7.
One
application of Ex, 6
is
0/i)
to the function
-0(0)
if /(a) = 0(o) =
will
Theorem
limit
when x =
a,
Show
that
>
((-- *)*
/M-/W-P
(o
Bhow
and
a;
- o)/'(a) + ^/"(f),
/(6) =/(a) + (b
to
show
What are
/(6)
=/(a)
(6
- o)/'(a) +
/"(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)
Summation and
28.
31
integration.
and
let
M m
and
oscillation of
f(x)
n~~\
Let
in the interval.
ing
it
into
intervals
o\,
n consecutive
8 2;
of
and
A,
let
M m
i}
i}
l}
and /(
will hold,
and
m (b
summed up
these terms oe
a)
if
Let
V
s
w^S,-
2} /(,) S
=i
for all
]V M -8
t
= 3mA, = 5 /(^) so
"
<S
and ^
intervals,
M(b
a)
From
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.
sum
S'
n + n'
1 points of division
n'OA..
THEOREM
20.
of constructing the
frontier
to find a
the sums
S and
.s
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
s is
jfi,-
t-5,-.
analogous.
are limited,
it
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,
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
To prove
of a
interval
in the interval
is
the
L^L"
a
- L* =
Hence
when
assigned, a 5
if e is
ft
< 5 and
may be
found, namely 5
< e/JT,
so that
*A
\L%
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.
X f(x) dx
L*
/, the quantities
and the necessary and sufficient conthat there shall be some division of the interval
I is
L% =
of
23.
dition that
If
The treatment
is
defined as the
common
value
an interval,
it is inte-
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
By
S and
0.
s constructed for
the
5,-
O,-5,-
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
;
THEOREM
30.
25.
if it is
sum
o-
vidual intervals 8
28.
a-
^ x ^ I,
If f(x)
is
how
the points
how
s 5,
continuous in an interval a 3=
the
Ja
approach the limit zero, it being immaterial
THEOREM
then
c*
I
Jo.
to
Theorem
23.
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.
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.
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
Hence
f(x)dx
is
(t
Thus
10).
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.
if
u, w,
replacing L.
is
=x =g
be
will
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.
4. State
tion
is to
5. State
6. If
a function
What restric-
5, p. 29.
and Ex.
4, p. 29,
13, p. 30.
is
is finite.
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
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
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
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
sum
Apply Ex.
directly
i) 5,-
is,
is
|
va
ft|
<e
which
and
differ
^ g
uniformly from
5.
Si
and that
/() dx.
9 to the case
Scr,-
of quantities
= f
Ja
A/ = /'Az
/'(x)dx. Also
by regarding
change of variable.
Aaj
is
continuous to show
<J>'
(t)
A + A,
apply
PART
DIFFEKENTIAL CALCULUS
I.
CHAPTER
III
Such an expansion
is
R may
be
that f(x)
and
its first
a^x^b,
expressible in
=
where h = x
a and a
or
derivatives
a,
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>
if
a)/'(a)
(X)
^^V'-^Co)
-i,
multiplying by
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)
<
1^
be written
if
" *) P
'
Now
0.
=a+0/i. where
And
b.
and that by
=
\Yl
Hence
at
*(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
~^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
a!
/o
/a
>/a
Ja
/W (x) d& =
f
va
8)
*
'
'
JT/(n)
The formula
form
is
this to the
(:c)
=/(zj
a).
R in the form C
C (n) (x) <**" To transLaw of the Mean may be applied ((65), 16). For
a)
>
n!
t/*
'
w!
/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
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
is
expanded
is
/W+.-. +
32.
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
lies.
the
= 0,
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
+ 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.
The
()
nearly equal
l>
To
when
tanx about
sion of
sin
-J
x8
+ Tb
x<!
cos
Px>l i
=1-
x2
>
2T
+ Qx,
x4
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
the result
EXERCISES
R = (6 - a) k P;
1.
Assume
2.
Apply Ex.
3. Obtain,
4.
by
'
5, p.
29, to
'
show
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; ,
first.
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'
= C
x,
Cn-i/i"- 1
7.
differentiation or taken
may
(t)
0.
Jo
the last term
(7)
ev,
cases
all
when x =
expand
In
y.
(f)
in this
Vl x2
+ Vcosh x,
2
log Vl + x
(7)
- x)] 2
logcosx,
(0)
x,
fc
n terms.
Show
xn ef/n
the term in (x
2
7r)
to find a
is
is
31. Find
% IT as linear functions of x
value to the error
the sides by
ir.
maximum
Examine
introduced by
it.
neglecting
11.
Compute
(8)
cos 30'.
numbeF should be
During
carried along
in the arithmetic
12.
Show
Compute
13.
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 ^.
Iog2
(1
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
and log 5 of
4 log 8
=2
log
an estimate
give
p. 109.
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
)*
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
(l
is
> or < 0,
is
+ x)-
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
21.
of pole strength
if
6, log
8, sec 2.
cos (x2 )
and
sin (x2 )
from
to \
ir.
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
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
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
The function x
cot2 x,
(/3)
(f)
(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
-,
f(x) and
<f>
defined for x
= a.
If in this case
But
/ a.nd
<
if
<f>
two functions
=?=
<f>
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.
'
6,
p. 49.
a<
Now
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),
/'/</>'
oo,
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
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
or negatively infinite.
to
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
;
itesimal
by an
infinitesimal, a
two
infinites
If
infinite.
and 0-
oo,
infinitesimal
any
second infinitesimal
(3 is
is
is
there-
Similar definitions
THEOREM.
when a
the quotient
0,
of
becomes
infinite,
the
1-
As
a'
is
a
where v and
same
,-
a and
ft
ft'
Now
a*
and
1
1)
/S,
ft
their number n
where each f} differs
by an infinitesimal of higher
a'
ftn ,
limit.
are infinitesimals.
when
= a (I +
lim
of
rj)
and
/3'
= /3(1 +
f).
Hence
!!,
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,
to the
may
may
= l,
iji),
infinitesimals
'
'
the
+ *) = V*i +
I
7a a 3
'
'
'
fn^nl
<
s b;
lute values of
If
35.
y =f(x), the
limit.
differential of
is
defined as
and hence
dy =/'(x) AJC,
dx
=1
Ace.
may
variable.
-$-
and
dx
Trom
this
= ^ = ZLt/,
xy)
Dp
by
J
virtue of (4)
v ;
derivative of
may
be.
It is this
and
as a fraction
be seen
may
As
by
treating the
and
At/
tive, it is
Ay
wherein
it
i 0,
Ace.
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.
really A#,
which
(o:,.)
differs
Ao:,,
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
it is
well to replace
then the
'
\Jot
where
|f,-|
<e owing
when
to the uniformity
the
num-
demanded.
Then
But
make
.5
f(x)dx
and hence
as desired,
and
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)
that
"
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;
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
'
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
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)
and so on.
Show
that
Show
=00
8.
how
large
interpretation ?
9. If
fl\
is
Maclaurin development of
is/(x) =
&
0.
\X/
_!
\L
_!
*"
/< >(fo)
if
/(O)
is
defined as
0.
d z y/dx z d s y/dx z
,
if
= f or k > 1
Dy, Dj!y,
if
is
the independent
*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
11.
12.
Show
chord
13.
is
work
of
Ex.
6, p. 48.
its
Show
that
if /3 is
is
of the
first
Show
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
= (2 cos x
B
A
AB
TC CM and determine its order'.
Compute d 2 (x sin x)
x sin x) dx2
(sin
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.
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
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
other.
23.
Compare
the
/v
method
of derivatives
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),
f\$ ( A)l
</>'()
#'(*)<& justifiable
To work
immediately
dx to obtain
is
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
If a tangent
is
to the tangent is of
3.
An infinitesimal
arc differs
from
its
chord by an infinitesimal of
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
or parallel to
of tangency.
ce-axis
Then
it.
point of tangency is
tangent is horizontal
is
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-
to the foot
of the oblwiue
line.
For
PM
PNcscQ
PN
csc0
TM
TN-PNcot0
TA"
PN
if
Z PMN =
6,
P//
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
h sin#
BM (sec 6
1).
its
with respect to 6
And sec 6 1
ff.
an
This theorem
that
is,
37-
is
triangles in
As
which h
is
to approach 0.
polygon, namely,
s=
lim
n= w
is
it
may
be recalled that by
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
The length
tion of
5! VAX? +
a^
lim
n=
of the arc
ds
a func-
is
df
'oo
To
The expansion
3(x)
Owing
s(0)
xs'(0)
s'(0)=Vl-H/
y =f(x)
where
= l,
xV"(i?x),
"(0)
" /" //
is
= 0.
Vl +
+ ix2s"(0) +
s(0) = 0,
where
x2 P),
s (x)
- c (x) =
[as
+ i xV"(0x)] -
=z
[x (1 + x'P)]
- P)
(i *"(9x)
by
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
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).
\ //
and
are unequal and the curves have simple contact or contact of the first
order.
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
< <7 MI N
order, the
~"jjt
2/o
+ (* - o>>f(a) +
Then
(X
(
= yo + (v
~^ i"V^(a) + ^f^f
(*>..
w (") +
&
to
J.H
a which
is
uts
aai uiuiuiitjaiiiiiu.
UL ouc
contact of order
As
1.
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
may be
Hence
neglected.
= a is a root of
common
as
many
is
developed by
As a problem on
it.
2/0
a)/'(a)
(a,
).
Let
- a) 3 /"(a) +
=/'(<*) = tanr
\(x
a)
+ 2 R sin T (x -
a)
(y
-y
- 2 B cos r (y - y = 0,
2
)
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)]
is
gwes
This
the well
is
cle of
known formula
of the coefficients of (x
= secT
(1
a)
[/'(a)] }*
curvature has contact of at least the second order with the curve.
is
The
cir-
circle
now
will be
For the
first
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
follows
F and
36
and
MP' and NP
lim [cos
e8
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
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
AA' and
EW at A
will
approach
a plane
may
"be
stated that
be considered as
At any
the
amount of
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
is
If at
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
P-aP-iPP^s marked
in space
and'
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
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.
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
Show
6.
have contact
1?
fc<n
How
+ v^rr^r
about
37 ?
c (x) of
s (x)
that
of
How
is of
and
5.
that
if
State the conditions for maxima, minima, and points of inflection in the
is the first derivative that does not vanish.
7.
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
must always be
of
odd order.
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
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 ?
the tangent.
state
parabola.
13. Given an infinitesimal arc
chord
AB. What
14. Of
arc
and
15.
is
AB cut at
AC
its
BG ?
what order
its
Two
sides
AB,
AC
and
differ infinitesimally
the
AB
AB AC
a straight
line.
Show
and normal
highest
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
Show
18.
and hence
its
4 a sin
is
\ 0.
ABC
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
20. If a string
is
circle of radius a
wrapped about a
its
A - C
C'a0d0.
Jo
where 6
is
JQ
a2
d!0,
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
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
=
,
=2
2j
+
*[/(a)
| /"(a) +
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-
S = $ (2 S + SJ
5Z ,
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
,
Compute
S
=
+
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.
(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
Vl
a C
e 2 sin 2
d<
to four figures
the ellipses
a sin <, y
b cos
<
is
quadrants of
(a) e
27.
f Vj (2
Jo
Jo
Compute
?ra
Expand
= $V,
s
1.211 a,
(/3)
= $ VI,
1.361 a.
3(2n-l)\
8.4...8
.
SeeEx.l8,p.60,andPeiTce's "Tables,"?. 62
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
differential
order than A*
= dt, then
which
Thus
/Ace
is
differ-
if
-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
down
is
4-
gdy
proved.
+ hdz -{-ldt=Q;
This result
is
relation
is
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
equation
is
A S2 = Ax2 +
or
As 2 = Ax2
+ A/ + A*
ds^^dx^
In
A?/
+ df
or
(7)
and hence
ds*=:dx*-\-dif
+ dz
2
.
(7')
PP'N
PN
(see Fig.)
P'
Ay
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^
79
infinitesi-
in polar coordinates
of coordinates
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>
= 3,
= r sin
and
x
<f>,
the
differential
of
arc
mere transformation of
(7')
In both these
cases,
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
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
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
the
dA
respectively
= ydx
= % r*d<j>
dA
and
(11)
A=
ydx
and
/*l
Jrf,
(11')
^</>0
gration
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
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-
ders r
= a,
the planes
<j>
= b,
c.
The
infinitesimal
av
= axayaz,
av
r~ sin vara<f>av,
if
civ
= rara<f>az
(16)
and
(13')
llfrdrdtftds
The
which the
line
= 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
At the
point (#
where
would then be
or
As the
= IV + mm'
-j-
nn',
so
IV
+ 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.
- 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
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
is
AO
a:,
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
oscitlatiny plane.
'
?/
A'o)
or
Wo
?/
=
/"(O
The
A "(*o)
z.
Wo Wo
(18)
or
dy*x\(-*d = *
is
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
dP
\af 6 /
-ft
^s
^s
The
s.
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
Hence the
torsion
is
^
J
(20)
\ds
_
dzd*x
dzd?y
dycPz
_
dxd?z
dxd?y
dyd?x
*
=
Vsum
,
The
torsion,
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
= xi + yi +
where
is
zk,
Zi
mj
nk,
= Xi +
/AJ
/k,
Li
+ Mj +
/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'"
right-handed
usual formulas,
(23)
left-handed
EXERCISES
1.
Show that
Verify
radius vector
(10), (10')
the
method
4.
by
is rd<p/dr.
(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
poles of
6.
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
and
parallel of latitude.
(a) xyz
1,
=x
at
= x2 Qa?z =
= x\ zz s= 1 - y,
(7)
2ay
(e)
it
(1, 1, 1),
8
,
(0)
(5)
(f)
x2
t,
8.
Note
Show
tf'(Q)
form
will be the
/"(0)
i tV'(O)
Maclaurin development
of its
that
gives x
if t
=y=
0.
equation.
At what
12.
lating planes
Show
13.
where
is
(/3),
s*.
is
^^
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,
/
X
XK/ _
R
L
_
_~_~__~_x_
+ _,
'
"'
'
Show
s.
N take
and
Hence
z are
vP2 +
NP
the places of
I,
L.
X,
infer
where
16.
ZP.,
+ XP2 + LP8
Pv P2 Ps
,
Apply
- m p + nP 4. MP
2
S
1
(>
,
s2
= nP
-f
ss
.R'
s.
show that
where
000
M vanish.
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
fl' 2 R 2
- 2 Ry + z2 - 2 R'Rz)
y*
- E) 2 + (z - .R'R)"a
+
The curve
by a
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,
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.
represent ds,
ent variable.
(to, cfy
CHAPTER IV
PARTIAL DIFFERENTIATION; EXPLICIT FUNCTIONS
43.
The
definitions
and
theo-
difficulties
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
(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
=f(x,
y) geometrically
is
is
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
lim/(jc, y)
= /(,
or
1)
ft)
>
>
a number
e,
<
either of the
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
From
8 or
l/"(a,b)
35
any other
X
figure
that this
A
is
show
Con-
/(O, 0)
0).
The functions
/(x,
0)
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.
y==b
Lx = a
lira
/(x,
y)"],
(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
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.*
Consider a
classification
finite
region
It is clear that if
any
closed curve
drawn
in this region
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
lines could be
lines
DIFFERENTIAL CALCULUS
90
thus
drawn
in the region to
1:
off indefinitely in
such a
way
as not to
the boundary.
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
is
consequently a number
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;)
when x
may turr
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
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
which
is
the key to
situation.
THEOREM.
If the difference
IR nfiVftr IP.SS
than
a.
finif.fi
nnm'hpr
of a continuous
frr
cm-vr
sp.t.
(?.
wmuu
uaii ue auruiiK uo
point.
Now owing
to the continuity of
/ 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
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)
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.
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
may
as indicated
be modified
little
ABC
ABC'BADG"DA
/ on
One
of the
that in
is
If
now
ABC'BA
a circuit such as
be considered, where
it is
it is
BA
imagined
A B and
differ
//
mme
any
may
circuit
to th<
EXERCISES
Draw
1.
(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
,-
(0)2
?/
,
,
(7)2
;
x
Examine
--+
2a2
_
2
2/
-l
tions of
neighborhood of
Why apparent ?
Theorems 6-11
of
Chap.
II.
of
by the
and
5.
Let 2 = P(Z
y)/Q(x,
x and y. Show that
,
tion of
all
y),
if
th
where
manne
In
partii
the curves
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
andefined.
6. If J}
is
the
minimum
when
P describes the
new
circuit
formed by piecing
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.
tan- 1 ojy,
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 ?
in
How may
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
all
closed surfaces.
=/(,
= a,
&)
of
that derivative
alone,
is
and
if
and
df
da
/dz\
lim
AiO
'
'/
lim
*=
/*
>
k'f
(2)'
f(a
4- A, V)
f(a, b)
<
),
<
._
1,
26).
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
tion to
A/ = /(a -f-
h, b
+ k)
fx
and/,,' are
b),
continuous func-
the increment
A/ may
be
/(&> b)
^ *
where the
O's
To prove
the
first
's
A/= [/(a +
h, b)
-/(a,
Theorem
6)] -f
[/(a
of the
infinitesimals.
A, 5)
ft,
then
k)
-/(a +
ft,
&)]
Mean
(
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
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).
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(
of the
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
= 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
A/== fe AX
fy
Ay
^ +^
X
(7)
which
is
tively
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
A/
is
VAx +
2
2
-f-
Ay
2
;
The normal
y)-
for
A?/
=/(
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
may
Now
).
be read
its
tangent plane
off.
PP'
= Ax,
as
<J>(f)
and y
f with
\(/(t)
respect
A*
or
(10)
dt
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
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
=/(#,
is
be inter-
?/)
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
An
= COS
= -~ COS
An
Hence
it is
l(f,
-f-
= -f- COS
dn
(14)
^r.
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
(x, y).
/ and
is,
of course,
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).
vari-
/ with
for the
y, 3,
t is still
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
'
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
'
r, s,
x, y, z,
differential of
is
a function of
x, y,
z,
whether of
/ by
cc,
y, z,
or of x, y, z,
by
r, s,
are continuous
functions.
By
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
any
an expression
= Rd>> + Sds +
<lf
and so
may
= =
- -- dy/x
d(y/x)
y
tan- * x
Sx
---,
=
x2
dy
" ,y
-\
on.
Then
be assigned increments
the particular choice dr
dt
1, ds
0,
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
(20)-(21).
'
v
'
v
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.
(a) Iog(x
2.
),
sin-,
Apply the
(S)
(*)
l.
(/3)
of these functions
(y)
xs
(f)
log(8inx
x2
3 xy
y> at
partial derivatives
pxy
()
z,
at (1, 1),
(a)
Find the
3.
(/3)
(e)
(0, 0),
and
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),
$,
cosh
tan- T
(1, 2),
j/ ) ;
p),
a), (J a, J a), (J
in these cases
a%, T
(0,
(1, 1, 1), (
f = x2 + y2 x = a cos i, y = 6 sin
(7) sin-
(2p,
(0,1)),
(a;
= 1,
(a)
6.
2
+ y 2 ),
paraboloid 4pz =
2 x2 hemisphere z = Va
= k tan-^y/z),
t,
t, j/
= sinh
cot-
and obtain
<,
t.
its
shAcy, T
(|8)
- 2).
60, (Vs,
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
-4-
= V^T^,^un-^.
TIT ,v
= 2r-Ss+
(e)
Prove
(f)
Let z
7,
,
.
5a
Find
x
/z
Find
(y)
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
8*/
is
called
af'x'
new
V'y'
+ c"z',
where
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)
(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</>
dp
-.
dp
dx
dt
dp
v~
+ w dp +
dp
dz
dy
and
,
dp
dt
dt
-*= u dp
+
.
dx
is
v,
dp
v -dy
+w
So
dp
dz
dt
= xy,
Consider likewise w
figure.
Why
is this ?
(a)
Suppose
-J
ab sin
relative error if a
is
10, 6
20,
Am.
C = 30.
0.5,
1%.
and
relative error in
(e)
The formula
= 20, C = 60
fall.
The constant g
If s is set at 4 ft.
of gravity is
and
variables q v q 2 .
g.
of
Show
The
19.
l,2,
'
(sin
the
Apply
=f = /
make
helix x
a 2 sec 2 j3 at sin-
f'
x
of variables q.
Sqi
St'n
18.
a cos t
r
sin
a sin
i,
za
a constant
if
J/
y3)
Theorem
of
the.
Mean
is
at tan
is
Compare Theorem 16
z.
27) and
^--
20. Transform
V+
-\/(
di
coordinates
\\dx/
V+
\dy/
()
to
and
cylindrical
polar
(/3)
\Sz/
40).
and
<f>,
rm
to cylindrical
ac
'
az'
ciy
coSrdinates
M_
wn_3e,
a
<&
texV.^.a*
+ +
(flr)
(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
order,
may
where the
first
f^v
derivatives be again
'
'
of the second
v , vy
fx f
first differentiation.
These
also be written
f~-
Jy *
is
written
Dx Dyf and
opposite
'
of any point (x
y, + *) -/(Xo,
2/
for /(x
Now
*(y<>
*)
- *(y = fc0
)
fc)]
h,
(yo
- [f(x + h,
y)-J(xw
y)
of the
-/(x y
,
Theorem
+ ^) = *[/^(o +
*,
fl
of the
+ ^) -/(
fc)-/(x,
)]
*[/'(*<>
*[/*'(3
+
+
h V*
,
0'1>>,
?/
f(x +
Hence
The
*)
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
'
f^
be written as (/x)^ and (/^)^ and are equal by the theorem just proved
(provided the restrictions as to continuity and existence are satisfied).
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
collected as
'
dx dy
Analogous
form
of writing
or
(D,
is
any number
differentiations
/99^
(
of variables.
'
If
frequently advantageous.
sometimes necessary to change the variable in higher derivparticularly in those of the second order. This is done by a
51. It is
atives,
below
differentials is
method.
illustrates the
It
'
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
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
"
may
<j>
sum
<>_
by
<f>
is 0.
Then
82 v
'
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)
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?/
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
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^.
f-
P-
"
sm22.
^+
,
L8r
Thus
1 9U \
S0
30/
sin <Al
^-
r2
^-
dxdy
J
au
-;
dx2
a 2 u cos
3r
r/
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 +
rd<j>d<j>
rdtp
r
the values of dr 2 drd<,
r cos
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
'
+ 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
fdN~
T~)'
\dxjy
26
variables
works on thermodynamics.
It will be
proved
i:
Mdx +
and volume,
dU = TdS-pdv
1
is
dU
:
'
is
and
be a total differential.
p may be
five quantities U, S, v, T,
=-
\dv) s
(2T
^
'
\dS)v
of th<
Ir
would be
if
T were
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
<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
dH = dU + pdv.
ferential of
Now dH
in expanding.
= dH/T which
is
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
dF,
X=-, Y=-,
dx
dy
when
is
is
Cv
is
Cp = (
is
Lv =
coefficient of cubic
is
av = - (
volume
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
out
is
Thus
are
X<F -f
X/(aj,
~ + tanC?/
>
In symbols
is
y, z,
)-
iJC
>
1 respectively.
1, 0,
To
te
may
homogeneity
'
test.
Now
if
A be
&
a2
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;
;
(xDx
This
is
+ yD + *D, +
known
as
.)*/= n(n
- !)
->(n
- k + I)/.
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
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
,
to a rectangle
may be
constructed.
The
question of dimensions
differentiation
sions [].
may
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]
As "integration
rdA~l
the,
of the
Thus
if
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
-^
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.
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).
ai)
=/(x +
if
__
4>
\x/
in polar coordinates
^=^
dx*
(7)
xy
4.
_.
log
(/3)
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 \
sin 0,
and
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
-,
,
'
'
Bxdz
X cos0
r 8r
where r-^Q
an exact
test for
'
+
+
a2
(n) (4x
3xdx
xdx
y'
dy,
(13)
ydy
'
*'
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
potentials) be defined as
TdS
df
vdp,
SdT +
vdp,
13.
9.
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.
1,
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,
x z ydx
(y)
cf/d(j>
y, z).
2/zdy
x n dy,
(x
8.
Take
3 xydx
'
dxdt
Fsin</.
r 5z
= --
'
8ydt
dy*
--,
+ Fsm0 =
5//Sr.
Apply the
7.
=,
,
'
dx z
dydz
show Z = --,
III
+ x(logx-\ogy),
n
Xm lJ
y
(ft)
--+ v
va;
moment
of inertia
of
moment of
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
m.l
A,,
"'
di 2
xi
= /i(?u
?si
^=
(ft
and
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)
(7s(9i9a9f8)
~
~
O-Y^+F^l+JT^
+
+ r^-^^-^,
+
Sg
dq
qi
Sq,
T= % (m^f +
Sq,
dt Sq,
8q l
TO 2 v|)
if
</ 3 )
20. In Ex. 19
T(q^,
$ 3 ^j ^ 2
Pi
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'
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.)
show
that the
f^
du'
25. For an orthogonal transformation (Ex. 10 (f), p. 100)
*"(0)
Dhe expressions for <'() and
may
4>'(0)
-f-
/c
I;
tf
A, 6
/(,
+ i (AD, + kD yf(a +
ft)
(32)
0&).
/2>
In
ired,
its
if
by x
a and y
will be expressed in
?/)
derivatives at (a, b] in a
its
if de-
terms
manner
)oint (a, V)
f(x, y)
=/(0,
0)
(xDx + yDr)/(0,
0)
(xDx +
yDf)/(0,
0)
^).
(32-)
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
(Ox
2
|.
(x
z/
| (Ox
H
as.
...)
...,
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;
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
=
=
Hence the
respectively.
JE=0,
/'
(33
(),
= f(x,
is
y) or
maximum
or a
minimum
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.
the plane. It
The
is
the volume
of
1.
Sic
The
a,
of the
conditions/,,'
=// =
may
\ b.
volume cut
is
be established analytically.
For
15
o.1
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
by Taylor's Formula
to
continuous functions of
ative at (a
-)-
infinitesimal.
A/=
Oh,
1)
-f-
two terms.
(x,
Ok)
?/)
may
Now
if
Hence
/^ +
i (A
2 hkj-
+ %'k
2
b)
4- i (A
2 /,*,
+ * g.
2
Now
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
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
B*<AC, A,C>0;
B*<AC, A,C<0;
=
It
may
"
**^
3 indef .,
sing.,
>
f^ / <
>
JP
B*
maximum
be ex-
= AC.
are
minhnum
AC
may
(S4)'
*
;
is sufficient
same
sign.
Taylor's
2.
prove
3.
number
it.
y, z)
and
of variables.
(a) of x?/
sin xy at (1, I
and
TT)
(/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
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)
- x*y 2
4
(f) x
on the
first
+y
11. Given
amount
any number
of
masses
m v m2
),
maximum
2y*.
or
minimum of
:c
derivatives for a
of variables.
\ (x
2
2
-X2/ + 2/-fc,
+ y*- 2x2 + 4xy-
(8) i2/
27,
number
Find the
constructed as
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
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
~J'y =
0.
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 =
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
as a curve,
O7
and 2, the
= <(x
=
=
<'(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
M and the
117
(x
applicable.
w+w
and
Hence
(2-
suflBciently
DIFFEBENTIAL CALCULUS
118
the fact that
Fy(x
) 5*
insures
|Fy|>m.
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
0.
The equation
JF(x, y)
x in
such
has a
dy
hx-y-
Ax
0k)
^^
may
4>'(x) itself is
continuous.
= o,
(3)
It is
<
<f>
= 0.
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,
0.
of
which the
first
.Fy
folium of Descartes.
The
may
<f>
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)
= 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.
}
= 3x2 -
2xj/
- x = 0,
Fy
3y*
J (x
- 2x*y - y = 0,
=
+ y2 =
F(x, y)
and
=
= 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)
a minimax.
To
/>
<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
<
sin2</>
0,
= 24
or
|,
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
of a function z
=
=
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
needed.*
The conditions
minimum
and F(x,
or
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-
ditions desired.
first
to apply to them.
minima
z$(x,-y)=f(x,y)
Now
if
this function z is to
**=/*
+ \F(x,y),
A a multiplier.
(6)
+ A^ = O,
*;=/;
F=
+ XF; = O.
(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
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)
tions
(7)
be solved for
minimum
3r
(x, y), it
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)
F=
maximum
The problem
2x
3X(x
ay)
F(x, y)
= 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
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)
of constrained
maxima
would be required.
EXERCISES
1.
By
substitute in (1),
(a)
ax2
(5) (x*
2.
+
+
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.
(a)
y$
E=
at,
2 s=
3 (axy)%,
2 2
(7) & x
5.
Find
3
y", y"' in case x
6.
Extend equations
7.
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.
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
).
< ac
10. Sketch
in
ox'"
8
j/
= x2
2
?/
\ (x
+ V2
(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 =
x2
4
-
(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.
and comparts
59.
of
implicit
functions.
The problem, of
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
differentiation
is
proper.
dF(x,
y, z)
=
z)
y,
differential.
+ F'y dy + F' d = 0.
F'x dx
(8)
is to
is
are obtained
when
by ordinary
If this division
spectively.
Fg(x
s
?/
<
(x,
yQ
y)
0,
and
</>
F(x,
y, 2)
is
then F(x,
y,
= F(x,
As
Now
it is
|-
re-
(x, y, z)
continuous at
is
and
may
Law
y, z)
and F'z (x
\
l\
< 5,
Mean, and
of the
(hF^
+
)
kF^
-^ 0,
parenthesis.
(x,
F(x
and dx
The theorem
dy
to be legitimate,
is
in a similar
+ ZF.% + *,
it is
manner,
possible to take S so
Let
|<im5/M,
{y-y^^mS/fji,
(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
F: Fl
dz dx
and
f oX
The
in like manner.
of
2 because
G(x,
=
s)
if
first
is
0.
lar relations,
is
new.
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.
F(x,
y, u, v)
= 0,
G (x,
y, u, v}
(12)
dF =
dG =
= F'x dx F' dy
Q= G'xdx + G'dy
-(-
-f-
Ftfu
-f-
G'u du
+ F'dv,
+ G',dv.
v
(13)
it
entials
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
for
(a:,
y) sufficiently near (x
?;)
are continuous
(a;
y u v
,
du(x, y)
dx
du (x, v)
dx (u, y)
du
dx(u, v)
'
'
'
dx
du
"
^
tc
F and G may
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
as
may
61.
The questions of
free or constrained
at
any
concerned,
may now
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)
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
x, y, u,
v or merely for x,
y.
xt.
^^
y,
<*^
euu-
or
two equations
ject either to
of
two variables
whereas
if
y, 2)
really contains
not arise.
or
as the case
The
be.
may
<J>=/4-
AF+ /j,G
/
<j>
*&'
>
as
>
$'z
(18)
<J>
are
T19^
\
/
F=
G = 0,
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
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.
<
a)
X2
-+
+ -52 = *'
&
o
c
(z
3/
z2 ) 2
a2 x2
&V + c
2 2
3.
State
4.
Show
the volume
1 (a),
xyz
(8)
2.
of elasticity
<# z
a"
(7)
y directly from
Z2
/2
(3)
(/3),
is
5.
'
'
0.'
E S :E T = Cp
---
show 8uBx8ydz
Sxdydzdu
,
(/3)
(y)
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^
14.
The sum
x, y,
of three positive
numbers
is
+y+z=
Ans.
The sum
<^
= 0.
Determine
v ',
u'
in case
z
w2
<, <,
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'
v8
v are
xy
j/,
G'
(F'
y z
+
+
F(x,
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,
8.
zj/z
by repeated differentiation.
of F(x, y,
y or
- c.
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).
The surface
(x
+y 2 +22
maximum
or
minimum
Find the
is
cut
Ans.
>
0.
DIFFERENTIAL CALCULUS
128
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.
F'xdx,
and
9.
minimum
or
dv
maximum
to be
au.
-f-
du
8y
y, w, v)
6x
-i
ox
18. If /(x,
8v
-ay,
ax
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.
-f^
:f'
x F'
y
-f'u F'x
0:0:0,
y, z)
(?{x, y, z)
0,
0.
points
is
0,
Fjte
+ Fydy + F'z dz =
K2
= z2
-t-
1,
and
+ 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
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.
4.
SD 9*
4.-0
nz
&v
8y du
dy 8v
dy_
du dx
&v dx __
dy
dy dv
1
'
23.
Show
nnrto-r- "RVv
99
du.
fvnm
xrrTii/i'K
<->>Q
a?<li+ Aomtrnt-i-rrnc,
ana 01 tnen
msu aenvauves
is
The
last
x and
y.
or F(<f>,
between
\j/)
two equations
arise
The elimination
of
the- functions.
Then
</>*
\x,yj
d(x, y)
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/
\j/)
may
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
;
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> *)
>
= 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
,
The proof
ji
<f>
8v
Bw
dz
~dz
relative to
,,<&
^~
'
Xz
ry
As
J"
*',
also vanishes.
= independent of y, z and as w,
be considered as a functional relation between
tion F(v, w)
w now
,
v,
w.
for
which u
constant
is
is
Let
uninteresting.
it
is
formed.
This
be assumed that
(x, y~)
v").
may
u
<(x
V)>
>
il/(x,
x =f(u,
or
y)
u,
= g(u,
(22')
v),
The Jacobians
v),
(27)
are reciprocal each to each ; and this relation may be regarded as the analogy of
the function y
x = f(y) =
variable.
<t>~
The
differential of arc is
ds z
8aj
'
^
8u do
.^,
L. ZJ?L
8udv
f*
(28)
^L. \
'
Ji-_
fl
"
'
dA
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
it is
dx
8y ,
du
du
dx
dy
8x
du
8u
<U=2.-
dx
dvv
du
du
dv
dv
dv
dv
8y
du
dudv.
dy_
dv
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
considered positive
when du and du
>
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
= 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=
G.
in
-f-
0,
(31)
Let the
a?
xp
(n+jp)o ).
*;
(32)
ox n
00^
'"> X (n+j)o
fail to
may
relation exist
that
<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
XT,
S=
5z 1
of x2
^^2 +
= !^ +
+
^2a
Sx 8x
2
It
...
,,
i
8Xp dx l
...
'
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,
...
Sx 2 dXj
^^
Sxp 5x t
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),
deriva-
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
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
of (24')
and
and
sets completely
analogous
Solve v
0.
suppose
dx l
dx.^
= 0,
c'
tute in u
by
b'y
and conversely.
2
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
=J
T
-s-
X,
6. If
= u (x,
y),
= 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
u, u,
IB
w=
i/uo
eieuicut ui
consts.
linear coSrdinates ?
9.
2w = x 2
Prove that
2
,
y=
>
v2
u2 +
xy
is
a conformal transformation,
V
is
u2
v2
a conformal transformation.
x
la
= au +
is it
conformal,
12.
Show
(u, u), (u
bv
&'i>
See Ex. 10
orthogonal
afu
cio,
If the
c'w,
Would
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
s,
= \{/(s,
t
t),
du)
63.
= const,
const. ?
t),
X, y, z),
a"u
were perpendicular
15. If x
transformation
(f), p. 100.
= x(*j
by
x, y.
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
of +
/= 1
and
ax
+ y/a = 1,
(33)
and
lines
which
circles
which are
circles of
cc-axis
cut
bola xy
k,
a curve
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, )
envelope of
its
<(a),
= $(<*)
with
F(<j>, $,
a)
0,
(34)
where the
first
with respect to
a.
y, #)
(35)
Ffa-xJ + F^-yJ^O;
since the tangent direction
dy dx
= 0.
Then
and
F^' + F^' =
is
an
0,
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
y,
0,
F&,
y,
(36)
the
family
F=
maij
be
(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.
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,
= x - y/a- =
This
0.
\.
is
-y/a z
0/<r
+ Qa =
I/a-
-y
and
+ Oa =
envelope 4x?/
1,
-I
0/cr
the reduction of the determinant gives xy
-y/a + + xa =
0/a
y/a z
(xy
1)
0;
as the eliminant,
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
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?
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
The
(37)
is
fl
F'da;
**>
+__
.F'fZ?/
tf
/
'
.^_
.._
"
(38)
4i
when F'a
= 0.
The distance
is
and dcc/dn
is
infinite or
rically
from the fact that the distance from a point on a curve to the
in1
0, F(x, y, a
y, a)
Aa)
point of intersection satisfies both of the equations, and hei
sect, their
[F(x,
y,
+ A*) -F(x,
If the limit
0,
y,
)]
= ^(,
y,
<x
+ Oka) = 0.
intere
F'a
lie
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
;
second of (39),
envelope.
functions.
F^
a=
provided that (z
yQ)
y
is
<j>
(t),
= f ().
Then
cr'(')
<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
65
in
is
F(x,y,*,a,p)
rhese three equations
may
Q,
^=
be
*<>.
0,
(40)
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,
It
)f
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,
<x,
/?
from
(40)
would
give
happened to be tangent
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
A
eter
may have an
y, z, a)
F(x,
y,
a)
= 0,
F(x,
is
found from
y, z, a}
by
this curve as
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
it is
naries or
which the surfaces of the family are in contact with the envelope
along which two consecutive surfaces of the family are distant
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,
to itself or turns
intersection of
about a line
two planes
lines, the
is
envelope
may
line,
is
as tri
be excluded
the characteristics oi
Another example
is
tangent
to the su'i
and cylinders
is
are
e:
plane
is
is,
A. family of curves
F(x,
y, z, a, /?)
there
may
G(x,
0,
y, z, a, /?)
(44)
envelope, that
obtained by eliminating a,
= 0,
^=0,
The envelope
/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
be tested individually, it is
question further.
EXERCISES
1.
2.
(a)
y = 2ax +
(8)
a (y +
a)
a*,
(/3)
= x\
(e)
(a) the
sum
2
ellipses x /a?
(y)
(f)
y /b
() the area
is
and have
y = ax + k/a,
2
y = a (x - a)
is
their centers
2
j/
a = vers- 1 ^ + V2y
+ a = Vl-l/z.
ax
+ ft +
apz
3.2
(7)
^+
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
Ans,
(7)
their envelope.
6.
answer
constant.
5.
test the
y = a(x - a),
y = a (x + a),
2
2
J/
>
(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()
=
= 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
= 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.
= /(x)
and show
= /(x).
In these
the envelope
The
13.
locus of Ex. 12
x2
(a)
(5)j/
(ft)
2mx,
is
an envelope
(e)
x
x
<
a sin t, y
a(6
=/(x,
y).
b cos
sintf),
(y)
t,
a(l
costf),
(f)
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
its
circumference
cardioid.
16.
is
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,
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
ices for
of the cuspidal
edge
az
By
b,
cz
is
may
as to gen-
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")
Drm.
+ C' =
+ iy =
differential
F(x,
B'd
68.
B'c
0*
P
f
8*
9Z~'
vy
^T'
cx
&z
8*z
Z~2'
V
~3~Z~
&z
t
t~*~3.
oxcy
oy*
y.
The applica-
ion of Taylor's
Az -=ph
dth h
= Ace,
k '= A^.
(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
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
lane
ie
but
the form
ad
form
;
is
tangent plane
further
is
not
work of these
0.
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
i1 = rcos
'
+ (~)
d
(49)
^
'
\ P/ ]
the curvature of a
reduces to r
As the sum
constant, the
and
therefore independent of
is
Q.
of the curvatures in
is
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.
sin2
(-
/t
JK.^
= r cos
6 -f
(50)
t,
sin
0.
signs of r
tion vanishes,
/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
_
and
^ ^^
^J^J^ ^
indicatrix
concavo
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^
differs
from
^er
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
.
roug
*^
surface
^^
^ ^ ^^
'^^^
drawn on the
^V^rh
^*"^
infinitesimals of
plane passes
^ ^ ^ ^ ^^ ^
^"surface
is identical
lme
**J
^^
I
8eotiott
T0ld s,
if
the
^ ^.^
by
^ ^ snrM8
rf
eA
multiplying
IB-axis in
the tangent
<j>(x)=
iox
plai
= %(rx? + 2sxy + ty = \n
2
(4
will
found at once.
x-axis
az
and
ry
if
= 0,
w
The form u
= z sec v = y esc v =
= \ r sec v
normal section
\ r sec
x2
a esc
x2
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
its
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.
rdx2
2 xdxdy
tdy
<
may
/^,
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
+ ph +
qk
X (rh
(1
+ P 2 - pgr] +
)
sk)
= 0,
+ ph +
hk
[t (1
+ p*) - r (1 +
X (sh
g )]
fc
[t (1
+ p2
dx
+ pqdy _ pqdx +
rda; -f scfy
i
qk
sctc
tk)
X gives
of
(1
+ j) - pg<] =
Or
+ g) dy
'
+ Wy
'
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?
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
pass from p, q, r, s,
or the derivatives of ^, ^, x by <* P-
^*i
-Fj/'.
In
1.
show
(49)'
N
of B,
--
cos 2 B
It
and
JB
s sin 2
are the
of
values
show
_L
BI
sum
Half of the
curvatures
is
_L
B8
= r+
T
JLJ-^rt-A
and
E!
E2
mean
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
(6)x-2y =
x-
(e)
0,
2y +
y2
-f
Q,
= x(x +
y).
(f)
+ 2y +
\z
= 0.
(0, 0)
in Exs. 2
and
3.
p^
=
The
first
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),
2
(7) z
total
2
I/
= coshx,
(5)
xyz
1.
curvature are
IV
1/1
2 Ui
8.
9.
An
umbilio
(and hence
is
(1, 1)
in Ex. 6.
- -
all radii of
conditions are
1+p
pq
6, c.
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
ferentiation
tive
may
be symbolized by
D and
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
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
= y,
= x,
y'
y,
directly into
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
The products
fff
is
= fg,
that
is,
of arithmetic
log
Sin.
X ana smioga;
art) uiiioieiio.
vr-uenevei
me
UIUCJL
uj.
i/z
is
that
is
algebra
factors
may
This
known
W)==(W=%/is
(2)
it are
ff = f,
///=/",
n
fmf =fm +
the
(3)
the notation /
= 1 is
product fg = f = 1
used.
adopted.
that the
is
/ and
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
D is
Some
oper-
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.
/=
inverse of
defined
/ for
f -f~ = 1,
r
as
may
fmf"
fm + n
/~ */ may not be
If M,
v,
and u
+v
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
'x
f(x) +/(?/),
-f- if)
it
uivalent to multiplication
D (u
+ v)
Du
+ Dv
and
(u
+ v) =
u+
orators /, g,
Ji
A(/+<7)
= A/+A<7
(f+g}h=fh + gh,
and
(6)
id
7i
[(/ + g} u]
(/ +
ld
To
ff) (
~)
means
law of
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
tlie
e^'-
+ an =
_!
0.
EXERCISES
1.
Show that
operations
is
(/fif^)"
By
transform.
3. If s ?t 1
but
s2
1,
the operator
s is
by
definition said to
be involutory.
SI
is
5. If /is distributive
and n
show/nw =
rational,
gf.
n/u.
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,
3) y.
a) (*).
jr,
eP*P(D
epxy
show tha
a)y.
(a) (D*
Dxy = e-'D
2y,
(D
this to the
9. If
= -Z,
2)
tx
that
P(D)
Apply
D (D
(y)
f e-*ZcZa;
^ - 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
relative to
(xDx
+
+ yDy
k
}
&
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)
i.
and distributive
-f /3
a (0
= /? + a,
=
y)
(a
+ ft) + y = a +
+y
),
(a + /S) y = ay + j8y,
+ ay,
is
-{
hi
_a
+ di
rationalization.
di
+ 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
cc
+ = a and <*0 =
Furthermore if a product
impossible.
For suppose
[a
+ &i] [c + di]
Then
ac
from which
it
bd
(ac
bd)
-f-
and
a,
(ad
ad
I
-\-
be)
= 0.
+ be = 0,
or c
= cZ=0.
(12)
From
the
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
are
di,
nwrrv-
may
start
OP +
by joining the
initial
The
the second.
end
PR
and
absolute value of
a complex number a
OP and
Va + V*,
bi
-f-
ft of
is
the
magnitude of
its
vector
is
equal to
of reals. If
a and
/?
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
upon a
circle concentric
with the
end
thereby constrained to
is
<
lie
initial end.
= r sin
<
'
<jj
<
T-J
(cos
As both
cos
^ 4-
sin
= rcoa
then
i>
and
sin
are
^,
+
<>
ft
<>
=r
(cos
</> 2
-f i sin
<
2),
sin
number as an
oper-
is
Let
illuminating.
/3
yS
through
From
the
= cos
</>
sin
-f-
= 1,
with r
<
<jb
sin
<j>
=V
the operation
is
= ~1,
is
is
known
as a quadrantal versor.
The
=1
powers
180, 270, 360.
i,
i?
i?
i,
i*
of reals.
As a
a"
= (a + ib) n = [r (cos
and
(cos
i
n<f> -f-
<j!>
-f-
number
i
sin
n)Si)
is
(15)
(15')
n<j>,
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
"v/a of
a,
<J>,
however,
<>.
^)
~ 44J
<f>
T2
sm*<
cos
/iR .
----
sin
(16)
-y^
The angle
<
* (re
cos"
may be
written as
_ -^ (C os <f>/n + i sin
may
A4-27T.
A4-47T.
....
(17)
<f>/ri).
set of values
<k-4-2(n~-
1W.
<
TT
<
-t
TT
2(n
<J>
j
1)i
TT
%/
(18)
n
roots of
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
0,
reals
The nth
1) IT.
2 TT/ n,
the magnitude of 1
2 (n
1) rr/n.
is
have
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
4?r
it
x"
=0
is factor-
all satisfy
EXERCISES
1.
2.
By
and a
bi
bi
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.
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
with real
bi is also
Carry out the indicated operations algebraically and make a graphical reprei
number concerned and for the answer
- t),
(7) (3
+ V^2) (4 + V=
(t
6. Plot
and
<a)
find the
- 2,
- 2 V^T,
(7)
4 i,
(5)
- iV
8.
The examples
(<f)
of
Ex.
5,
9.
is
Show
that
a\
\z
(ff)
of analytic
10.
= r,
a)
i,
(7)
VV2 + V^f
^T,
(i)
+ 2V3i;
3.
z is a variable
by a
where
(e)
(TJ)
Vl+ Vl -
(/3)
(VIT^ + VI^l) 2
^16 (cos 200 + i sin 200),
(5)
(y
6)
=r
in terms of cosx,
2
.
in
terms of
sinx.
=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
of
which
15
is
is
divided internally and externally in the same ratio by the fixed points.
where
a, 6, c,
a
cz
called the general linear transformation of z into
\z'
a'
|
k]z'
/3'|
becomes
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
= x + iy
be a complex
numbers x and
F(x, y)
= X (x,
y)
is
the
sum
of
two single
(19)
will
is
appear
later).
of the
by
cos
*=
X
,
sin
$=
Y
.
(20)
additive 2
TITT)
unless
= a + ib,
+ (,
(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
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~
AF
and the
limit is
X'x -{-iYxf
independent of the
way
is
r"M
^"'
These conditions
may
=
dz
dx
+-
dx
dy
'
"by
This
<J>(x, y).
is
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>
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
may
An
F(z)
= z" +
c^z"-
On-iz
an
= X(x,
y)
iY(x, y),
(x,
where
and continuous
finite
$ = ang.
of
JP
= ang.ofzl +
\
points z
all
*=
Now
~
zn l
ltl
Then
z"/
4. ... 4.
a ~ll
n
A*
ang. of
of F.
+
Then for
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.
74.
may be
It follows that z
is
a factor of
F (z)
of complex numbers
and
showed how
real roots of
Now
made
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
Now
variables.
complex, an
K is real, the
when
new and
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
The
= R (x,
y) [cos
<
(a:,
$ (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>
<&),
= R cos $
R<b'
x sin
+ R& cos <& = R sin $
<E>
R'x
<$>'
x
=R
=
must
&=
derivative of
z
,
however computed,
R = e*
and $
e*
is
to be ez , then
R and
<f>.
= 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)
for all
complex values of
it is
--
= ert-l-e-*
sm * =
&
cos
s{
-e~
zt
, ftfTfN
&
(27')
I/
With these
may be
tf
= w,
then
log
Thus
+ 2 mri,
(28)
complex number u
rf> }
it
with modulus
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)
is
ab
_ g&ioga
or
ab
is
iri
in tms
solved.
power
is
real numbers, *
real
real angles,
powers and
real trigonometric
functions,
cos x, sin x, tan- *,
roots of reals, xn
real
exponentials, logarithms
of reals, e*, logx
exponentials of imaginaries,
e*
trigonometric functions
f
imaginary powers, z
imaginaries
EXERCISES
1.
Show
complex functions
(e)
2.
2/2
e?cosy
Show
2 ixy,
ie*8'my,
sinajsinhy
(f)
Find F'(z)
z.
and
icosxcoshy.
BY
3.
4.
From
(7)
Find
+
+
that log z
= log r +
<f>i.
iy)
()
(f)
sin^Tri,
iy)
cos 2 x
(a) **",
(.) log(-l),
6.
= z~ l
(a) sin (x
(P) cos (*
5.
to
cosh 2 y
(r) logi,
7)
i^ ^
+
(5)
g-!-^
V^3),
(ff)
tan
log(^
+ ^V^3),
0*)
log(-l-t).
(X)
(,) sin(i
cosi,
(-
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
l/i
(s\
^5
i*\
fi.
i),
in
of
such
each
Show
8.
work
the
that (ab ) c
in the text,
way.
Show
9.
that
if
f(z)
with
2
ff(z), <*/( )
/()
and
tions of z.
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
position
as
(or
The law of
long.
but have
any directions
in space
for
or
letters in
by
= 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
it
real or
is zero,
mp
(30)
complex.
and
it is
writ-
follows that
= a.
A vector
be constructed
with
its
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)
It is
= xa +
///?
+ isy =
= 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
each other.
OB =
In like
/3,
manner
ami hence
AD is
AC = y
CD = AB;
AB
is,
bisect
by the
a.
hence
Now OD
OD =
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 +
Let a and
and
is
Z (a, /J)
(3
a\\ft\
cos
Z (a,
/?),
(32)
is
of either vector
definition, is
a.(/8
of
7)
.
j
or
.y
(a
satisfied as in
is
0).y
+ ft-y
a.y
(33)
if
its
<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
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
== 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,
however, that
if
a vector p
satisfies
= Q,
P ./3
p .of
py =
= 0,
(35)
0,
vector product
= ax = v
ft
a\
ft
sin /. (a,
and
ft
tive or
is
itself
y not
(36)
where
|8
/3),
j8,
counterclockwise.
a vector of which
dicular to
ax/3
Thus the
vector product
the direction is perpen-
is
not
ax/3,
rx/3
cc
to
/3,
it
follows
(37)
fixa,
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
is
* x (0
+ y) = <x*P + tf*y
and
(a -f /3)xy
= axy + 0xy,
(39)
which the analysis can be carried on. with only the laws of addition
and the distributive law of multiplication combined with the possibility
in
product
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
upon
he
his left,
is
said
of description of the
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
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
and the
total algebraic
ax(/3
sum
is
therefore
+ y) = ax/8 + axy
0.
and
fl
/Jxa
-f-
yxa
-+-
ax(/3
+ y) + y(P*y) ~ y /3*y ==
of the equal
is closed.
0?
A cancel-
W?l
(the two
combined with the
x(/3
+ y) =
yxa
/3xa
= ax/3 -f axy.
yj,
(a;,
zk,
y, 2)
are
and
= xi -f y +
j
k.
i.
ixj
By means
= - jxi =
j.i
j.k
ixi
k,
i,
and the
of these products
j.
axi
+ aj +
then
and
= afa
o>/8
/?
-f-
am
vector products,
jxj
= Z^i -f ftj +
-f
if
8 k,
(41
/> 8 ,
by
made
fror
EXERCISES
1.
2. If
a and
)3
(/3
+ 7) = (a +
AB in the ratio m
divides
<x
n,
/3)
an assumed
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.
meet
in a point
and are
trisected.
Show
that
where
show
?n 1 r 1
+ m2 r2 +
+ mnrn _ Zmr^
+ m H---- + mn
sm
'
= 2mo;
2m.
a and
_
,
-Sm
= -Zmy-,
<
Smz
= --
Sm
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.
7 for
Vor.
iides.
9.
If
<r, ft,
and 7
are the
<x
ft
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
ft
and perpen-
parallel
and
that
cr, /3,
show that
is
(crx/3)7
considered positive
if
lies
vector axj3.
13.
Show by Ex.
infer that in a
lically
its
condition axft-y
14.
Assuming
expand o>7,
cr
04 i
a2j
a 8 k,
ft
= (a-y)
(a>ft)
ft
and hence
C ]A
&2J
^gk, 7
coefficients to show
bji
a./?,
ax(ftxy)
is
(axft)xy
(a>y)
c zJ
(7-18)
ft
8^>
a.
The formulas
(ax/3) x (7x5)
16. If
(a>yxS)ft
(18.7x8)
cr
a=
(ax/3.8)
(axft.y)S
and ^
to the x-axis,
a=
cos 6
sin 0,
ft
= i cos +
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
4- a.?
obtain by multi-
8).
two
~ a?
0)
ksin(0
and cos(<
With
<f>
and ax ft
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.
What
is
a-ftyx5
(a-yx5)/3
As
= /3-d axy
/3yaxd.
- 1) ?
As an
A(UxV)
AV
Ax
Ux *
1~
AUxAv
*
Ax
All
xV
7~
Ax
'
eZy
dx
'
5u
dx
quantity
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
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
It
may
171
also be seen
= dT'T -f r*di
r.cfr
d const.
= 0.
(43)
>rder, it is
= ^ = -7-55
*2_
curvature
(44)
^
'
ds 2
ds
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
C,
and
-l =
d(txc)
dt
ds
ds
xc
dc
= tx dc
ds
ds
tx
c is parallel to C)
the
....
first
(45)
term
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.
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
shown by
any other
dr
= sec Odn
and
-r- cos
now n denote a
product n dF/dn will
If
direction of
9.
dF
VF = grad F
(47)
VF is read as
where
dr
it
(46)
^
'
dn
dr
and the
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
may
^----zoz
oy
(50}
^
'
;ity
De
applied as follows
je
dr*V(FG)
drVF = dF
of (48).
For
GVF, the
relation
may
-f-
GVF).
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
According
particle
ire
)f
of
to be
the Second
;ime
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
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
of differentiation it follows
that
and
Hence
fz
it is
v"
"
d?'
the axes,
The
v may be written
velocity
curve.
Then
is
dv
'-S'+s-.
and n
as vt,
where v
is
^ = ^^ = Cu =
But
where
is
is
'
^
(53)
n,
a unit normal.
/-
Hence
/.-s-
T = mf
d?s
m-^,
v*
N = mf = m~n
It is
by them
is
>r
me
dA =
~
im
Ar
di
._
irx- = ^rx-=^rxv.
,
(54)
I/ d%
dx
1 /
di/\
If
d%\
dx
dii
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
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
force,
'hen
w r2 +
2
n,
----1-
m^n =
(m^
+ m2
H----
+ mn
m + m2 +
l
its
own
equation
'
'
'
+ 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
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.
EXERCISES
1.
Apply the
a) d (uv)
u.cZv
v.du,
= du.(vxw)
d [u-(vxw)]
(j8)
u(dvxw) +
-f
u-(vxciw)
;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
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
= ia cos +
<#>
is
(a
&
sin
</>
with
= Va2 +
1>
Z
tf> ;
)/a.
It is o/(a z
* 2 )-
5.
6.
helix.
+ ki>0
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,
(7) r
()
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>
lonstant,
he planes
a;
0,
0, z
= 0.
rxvk
if
is,
it
so that
rxF
is
= 0.
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
= dQ/dt.
angular velocity
Show
(a.r)a
w 2 r toward the
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
Sum up
itli
particle
i-wif
(v
is
by
v/).(v
definition
+ v ').
t
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
:
from
the
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
u
16. If several forces
F x F2
sum
Sr^xF,-,
F,-, is
at
Fn
R = SP
is
called
where
called the
at
sum
r,-
is
PAET
DIFFERENTIAL EQUATIONS
II.
CHAPTER
VII
81.
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-
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
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\'
r,
<$>
or
7c,
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
is
<
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
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
- x* +
2 a2 log
of
x,
is)
the relation
it is
dx
x2
dx*
is
for y
is
To
to see that
which
method
of integrating or solving
of the solver.
For instance
immediately obvious.
4>
(y)
dy
A (*) dx,
dy
then
if it
is
$(y')dy
=
j
tj/
(x}
dx
-f
As an example,
let
ydy
= mdx
and
yz
= 2 mx +
G.
Here
(1)
curve
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.
As
5-intercept is
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.
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'
dx
C=
let the
y'
and hence
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.
--dx
dy
is
(3)
IJ
~dx
dy
In the
first
whose radius
of curvature
and
constant.
is
'
Then
~C
dx
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
C and
C' of integra-
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 solution of a differential equation depends on the number of integrations which are performed and is equal to the order of the equation,
is
to pass
may be required
and have
at that point, or to
a given slope
These additional
In mechanics the
initial condi-
with which
it started.
In
all cases
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.
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
(a)
(|3)
= 0. Show that
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
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.
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.
4.
The
arc 3 of a curve
coordinates
is
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.
(17)
(0)
is
is
is
circles.
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
The
exercises
offered
below
will
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
chain.
and T the
inclination of
From
= 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
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
ds \
is
'
dx
ds
ds)
T may
II;
-I*
U _L
\t
ttr
\J
thus obtained
V"
(4f)
VfT
ds
is
If this
of
which
B of
ZMrA!
is
(T
(T
Now
mind
discard
all
pR
sin (0A0)
< < 1,
0,
T=
0.
itself infinitesimal.
R cos 0A0,
The
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,
T=
or
CeM>
T=
or
TeN>,
rope.
tons,
If
if
fj.
the
is
man
84. If a constant
of a force
states the
or over
2fi
mass
m is
moving along a
mf=F
line
Second
13)
differential equation
(P"r
or
m^f-^F
(5)
(AJ\J
and
it
dv dx
dv
dv
or
dv
= 7,
m,-
/KI
(5')
.
now appears
may
in the first
whereas
if
the force
is
a function of
the time
may
be determined by the
initial
condi-
or of the position x, as
two examples.
f
mf =
i
kv
mg
m dv =
or
mg
kv,
dt
where the
first
dv
--dt
and
k
g
As by
-|
g(g
+-v\ = -
t+
this>
0.
= V when t
0,
"
hence
the constant
is
found from
k_
'='
m
is
and
(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
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
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
mg
The
results are
\k/ [m
at the
end of an elastic
mg
of
k\l
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
satisfies
The motion is
periodic. While t changes by
tion. The time T = 2 TT Vm/fc
example
when
Then C
zero.
as
is
Vm/ifc the particle completes an entire oscillacalled the periodic time. The motion considered
TT
is
characterized
Motion
or
the position x
in this
/ 2
Va
by the
from a certain
origin
and
is
fcx is
propor-
S.
H. M.) and
is
of
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.
= 40 min.
Ans. k
if
5.11
when
and x
1.48
when
.0309.
how many
will remain.
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
when
and
(a
when
if
= 6,
it
if
9.87
55.
is
t=Q.
8. Solve
Ex. 7
if
b 5* c
also
when
= 6 = c.
different
show that
it
will completely
were a
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.
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
would have
15.
if
\kWL
of p
is
atmospheres is p = 1 + 0.00004p.
about 600 ft. below the position
is
,
'
ds\
ds/
ds\
ds
polar coordinates, where R and * are the components of the force along the
radius vector and perpendicular to it.
In
Show
that
when
a uniform
mass
its
dm
own
Show
for the
is
proportional to the p:
in the field of gravi
essentially the problem of the sha
bridge
is
is
a parabola.
chain is supported at
(This
is
negligible
compared
is
of
uniform linear
densil
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.
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
24.
the
Show
air,
=u
= 0,
0,
which
is
assumed to
where
down
resist proportionallj
V=
initial velocity
26.
greater than F,
it
Show tl
down w
23.
T taken
t
its
a
- cos_i2x
2
(4)
directly.
Initial conditions v
a, Vox
/
1-
not by applying
an
t>
as it fa
;
2
,
T=
?rk
0,
a
_j./
"
- \l
I
and determ
= a, =
t
<
\2/
(Jo.
Solve Ex. 27 under the assumption that the resistance varies as Vi>.
29.
particle falls
and
distance
Show that x2
30.
iown a
a2
and the
ktf/a?
The
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
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)
the cycloid
33.
rff.
34.
i
)f
One drops
One end
rigidly to
[f
is
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
is
;he
elements As of arc
but for
many
purposes
it is
convenient to
re-
place
it
jp of
is
an
infinite
number
is
it.
This
regarded as made
any point
may
is
_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) =
from
(6),
and
it
formula
but
If,
it
ever,
F(x,y, C)
an equation
$ (x,
and
g+
= 0|
how*
(7)
Hence
y,
p)
$(x, yy z)
*(aj,
y,p}~0
ever,
not the
finite
equation F(x,
y,
C)
p=
dy/dx of y by x
y'
= Cx
y /x
as the differential
The result
2 yp/x,
C,
y /x
C.
makes
or
in the
or
= 2 xp
2 2/pz,
is
2 xp.
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
may
"be
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
family F(x,
y,
C)
of
<
(x, y, p~)
is
the
differ-
This
ential equation.
is
it
of computation.
As an example
$ (x,
The quantity
Vr2
y/ Vr
* (*>
rz
or
p=
2
y, p) = y*p +
y*
may
and
is
The
may
ydy
dx
or
or
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, <
if
ment
(x, y,
1/p)
and
must
if
<&
(x,
=
(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
is
integrate
=K
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
;
to
the solution
which passes
throi
an assigned point
PO (X
O,
2/ ).
this point
may
be
pt
of the lineal
that one.
P P P2 P
fl
is
g
clearly
the elements
imation
but
is
must be taken
if
is great,
be taken so small.
equation p
= $ (x,
but that
+ =
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
0,
follows that
of
1,
and from p =
x/y it
0. The increment Sy
p =
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
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
x2
(a)
(7)
= 2Cj/+ O2
results
3. Lines
clined to
curves
by
(5)
0,
</S)
Show
= C* + Vl - C2
= z tan (z + C),
asp- V
0,
(7)
1.
r-^
it.
y
y
yp
(or)
Check the
(ft
- y2 = Cx,
c, 0)
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
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*.
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)
is self-
orthogonal.
7. If
$(&,
j/,
p)
is
+ 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
*/
,.
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.
0.2.
comparison.
= Vz 2 +
0.2
p=
and
2-
which
its
intersection
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>
y, y'}
(x,
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'
?/,
means
of
aa
*
z
oxoy
oxdy
oydy'
6y
...
which
may
x, y, y', y"',
grals of
$ (x,
y, y')
derivatives
may be found
Hence
If this
it is
power
series in
as y
y'
x converges,
;
it is
at
y'Q",
it
defines
y as a function
~).
of
= yo 4- y '(x - ^o) + $
y
It
may
2/0
- B )'
-\
satisfies
4>
(x, y, y'}
0,
that
is,
that
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
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
concave up.
xx*
dx
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
.
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+
y'
theoretic value
and importance,
is
analytic?
equation
y'
*j>(x,
equation y
dy
<j>(x,
).
= <K>
v/
?/
Thus
dx
=y +
<j>(x, T/O)
dx
= //z)
(9)
i/a:
where
it
<
Then
again.
= y, +
*U, y
A-
new
With, this
*(*%) dx
Jx
\_
dx
\
=/&)
9 ')
The
successive deter-
It
?/ ).
may
The
required.
To
see
how
the
<f>
(x, fi(x))
could
y to find the
dy
From
=
dy =
dy
In
(x
this value of
[x
\x*
C,
x2
=/i().
- i)]dx,
[x +/,(*)] dx,
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
coefficients
may
often be employed to
the work
<
(x,
is
sometimes shorter.
= y + ai(x -
xo)
4>(x, y)
= A +At(x - x ) + A
9
- x )* + A
(x
(x
)>
..
'
ftl
+2a
a (a?
two
-x)+3
~x) +4
2
arise
function
y',
The resulting
i
(x
a>
x for the
must be equal.
Thus there
coefficients
set of equations
= 4)
2a 2
yl
i>
=4
3a,
4a4
2,
yI
(11)
8,
may be
may be
Ex. 14).
As an example
in the use of
undetermined
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
To
2 a2t
^ = 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,
Now
y'
Finally raise
called 1
= 2 Vl + h = 2 (1 + \ h
collect in
t
=8
\h
-fah
),
powers of
t.
Then
<
(x, y,
?/')
and
derivatives
its
"?* + ?*'V^'V
+?
J
y, y'
=
2/0
Moreover the
point;
that they
may
=x
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)
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
by
solution.
1.
(a) ?/
equa-
= Vx + y*
= (5 V 2
at
2.
Find 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
e 3*
4.
5.
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
Expand two
8.
of the solutions of
y'
+ xyy'2
yy'
4-
x2
about
(-- 2,
1)
to four terms.
(0,
).
11.
is
Show by
the well-known
= y through (0, y
(0, 1) as
figure with the
x/y through
exact integral.
13.
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'
'(j3)
y'
(5) y'
change of x into
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
y' =
(y) y'
15.
(a)
about
Vx2 + y*
= (pv about (0,
Expand
(/3)
/y
-
to
(0, 2),
f = sin xy about
(/?)
(S) y'
0),
0,
y
0,
= xs y +
(0, 1),
xy9 about
(0,
0).
y'
y =a
y'Q
CHAPTER
89. Integration
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
functions of x
y'
it is
= ^(x)*,(y)
or
is
considered in Chap.
As an example
and
may
solved.
f
+ x(y*-l)dx = Q
log (y
(2)
VII were
form
ydy
M^M^dx-t- N^N^tfdy = 0,
1)
+ \& = C
+ xy2 = x.
Here
or
J^L + xdx = 0,
or
(y*
- 1)^ =
C.
of both sides
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
ingenuity
As an example
x
consider the equation xdy
ydx
without substitution.
The presence
= r cos 6,
is
of
Va
solution
is
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
may
which works,
vxdx
COH
d(r cos
-
6),
=x+
C.
t7
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).
methods
of integration are
employed,
is
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,
said to be
homogeneous
will
and
tabulated as
or
53), the
the change of va
(
vy.
As an example take y
(l + J)<fc + ef
(y
perhaps somewhat disguised. Here it is
, x)dy =
of
better to choose
Hence
ev
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
0,
= ve-S-^W' *
1
is
= ve -Jri(y)ily
or
(5)
To show that
The
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)
dy
Ge~l*.
This result could have been obtained by direct substitution in the formula
a*- =
(1
n)
^-
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 =
+ y) z y' =
(a) (x
(1
a2 ,
(7)
= X ~ y,
(f) yy'
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*
2/'
Show that
5.
J.ns.
l//sc
./4ns.
- xy' = 0,
2
dy = xydx,
T/
i/
0,
= 0,
(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,
6.
bi y
+ CA
by +
bz y
,
'
or
a^ = 0.
a^z
a^
a261
^ 0,
By
7.
the
method
of
(a)
(ft)
(2x
(7)
+ y)=:y'(4aj+2y-.l),
(5) (2a;
where /and
(y
~ x + l)
(y
+ y, - 1)5 =
dx
if
By
(a) (y
C.
Show that
8.
Ans.
+ 3?y-5)2/'+(3x + 2y-5)=0,
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)
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.
say
+v
then
0,
(x
+ iV% =
ble
du
^')
1) xy',
(K) (1
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
arranged.
The
given equation.
factor is
certain factor
fi
(x, y)
may
l/M2N
/A (x,
y)
is
for
^[Ws +
W^^
^I^O;
dy
then
be so
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)
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-
tion
the integration of
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/
ea;da5 will
assumed as a
With
trial p.
form
p. =
-.
X2
+ my z /x2 = C
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
92.
as the
dF
sum of
Mdx
+ Ndy
of integration.
or
fi
(Mdx
-f-
Ndy)
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
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
ox
it
oxoy
follows (as in
62) that
much
the integrations as
as possible.
as
F it
T-Y
/#
p(a; ' y)
fy J,
and
Q.
Now
f>
^^ + fe J
(X '
2
merely neces-
is
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
out satisfactorily.
order of differentiation
r x dp
Pdx
y)
Q,
=J
-^dx
Q(xv
P'y
Q'x
y)
Jx
-/'
n
(x
log y) dx
Here
x/ydy
is
!
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
- dy
and
sy
Hence the
Py =Q'
/
it is first
estab-
/*
(*
Jf
log 1) dx
1
= x log y + -a8 =
3
(7.
It
integral vanishes.
the second case.
The choice
of
ratio
is eitner
/tt/v
3.
factor
is
/i
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
/u.
F'x
gives
= /nM",
F'y
= ^N
derivative of
by a
therefore proved. It
may be remarked
(
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
MF'y - NF'X =
0,
and
similarly,
it is
MG'y - NG'X = 0,
seen
(16)
F and G
=
which shows
62) that
J(F, G)
(16')
0,
as required.
To show
$ (F)
As F is a sohxtion,
also vanishes,
is
is
M&yN&.
and *
proved.
Next,
if /*
and
(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
dx dn
dn
And
dy dn
_~
dy
__
__
mn T _
= n VJf2 4-
Hence dF/dn
,t.T^.~
dn
dn
F=
if
213
is
C,
it
follows that
+ N2
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
Show
3.
= sin 6x,
=
ay
of
Ex.
(x
(f)
(0)
2
2
)
(ydx
xdjr)
ydx
xdy
(A)
0,
0,
= xVx2
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)
(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
(7) y'
and
Show
4.
(a) (3 x
y tan x = y* sec x,
V cos x = yn sin 2 x,
Ex.
dx
(8)
2 xt/dy
1,
= 2 ox
8
2/
and integrate
(/3)
(0)
(y sinx
dx
= 0,
dy,
1)
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
integrate
(a) (y
(7)
(e)
that
(Mx
Ny)~
x)
dx
xdy
= 0,
2 xydy
+j/ ) dx
(-Vxy- l)xdy
(a;
(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
By
8.
the solutions of
9.
when
may
Ex. 4
(j3),
Ex. 5
I, III,
VII, that
is.,
Integrate
Mdx regarding
ing y as variable,
to y.
(a), (7).
equation
is
known
y as constant,
In symbols,
G = f (Mdx + Ndy)
Apply
formula or
(14)
Ex.
with constant
+ f IN -
derivatives
is
C Mdx\ dy.
y and
j*Mdx
4.
is
obtainable
by
is
inspection.
The type
coefficients.
of the
first
degree in
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')
=X
afl
and
y=
ei
e~
Here
Xdx,
(18)
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
For consider
M + ^te + W***
+ V> + O2/ = *.
(20)
so that
and
The solution
aa ]y
may now be
(D
^
- a.)v y =
*
=Z
or
- a,) (D -
aa
2)
= X.
(20')
X = c^i*
y=e* re(*i-*i>*
or
(D
-f-
e-***Xdx,'
re-'^Jftfe
efos.
(20")
The
first
D"
so
is
4-
is
y=
e anx I
+ an _
a^- +
is
may be
Z?
+ an =
e^n-i-*")* I
e-^
g(i-)*
|
Ar (c?a;) n
a:
(17'")
#,
OL
,,
Z>
a,
were
ItJcWl
cWlU.
bu
UeUJn.
urns
l/
17
D8
D=
are
0, 2,
--
=
=
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,
This
iuirt3yi.cvi>ivii
constants of integration
iv
.HL.O
ov^uavuuii.
uiigiiicfci
n arbitrary
be noted that
\x
-\+C
e- 2 *+
a term like
in integrating
C t e-
may be
if
the results.
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
= sin.
i=-
not applicable
is
//
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.
96.
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
is
J".
J*0(<fa)-t.
~
x2 H-----\- Cmi x m l )
-f C" 8
>
is
fore
As
(D
(Z>
a,-)
m i will
correspond a solution
a^)
y.
= e^(C a +
of the equation.
CaB
+ C.-m^-
P(D}y
),
= 0,
these solutions,
all
'+ CX-a^-
(21)
),
=i
will be
Hence
ferential equation
ing each
ax
may
P (D) y =
be stated that
by a polynomial of (m
P (Z)) =
The
?/,
1) st degree in
x (where a is a
root of
m and where
stants
of 'multiplicity
and
2D8 + D 2 )y = 0.
._.~
..,,-,
(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,
--
constants,
.tor
then
/
((7C^),
C'
GJCOSX+
Rinx=
VC
+ (7|cos(x+
7).
Next
if
P(D} I =
P(D} y =
and
then
0,
P(D]
(I
+ y) = X.
=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)
(22)
R (D)
is
of higher order in
D than X
in x.
Then
P (D)
can be divided
down by
P (D) y = X
As an example
into 1
the solution of
(21)
consider (D8
4X>2
D) y
P (Z>) y
= may
D1_S
27
P(D)
/=
Hence
For
D8 + 4D2 +
the equation
D=
P(D)y =
or solution of
0,
would be C l
P (D) y = x 2
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
before dividing
97.
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
(23)'
v
P(a)
is
P (a)
If
0, the division by
(a)
to be directed more carefully.
P (D)
= (D - a)
mP
l (D).
is
m so that
Then
a)/ =
(D
Ce**,
/
and
...
- a) ml =
-j^- 0%
/
/
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
= 1.
D2 +
I)
Then
(D -Tfl=
is
l)y = e
written as
The
roots are
(D - 1)21 = \ e*,
e*,
1, 1,
I = | e*fc
a:
diTide '
e* (C^
substitute.
p.rnx
!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.
_ 6m+6
TO2
case to consider
is
where
equations
P(D)y =
P(D)y
and
&
P (Z>) y =
ax
cos PX,
ax
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.
-f-Z>P2 (> )
and
ff)-DPt (-lf)
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
may be
'By this
of finding
P (Z>2)
method
D2 sin fix =
and
is
transferred to the
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,
of rationalization
is
C^e~
+ C2 e-
neither
Then
+ ^(cosx
2a;
method
1, 2,
practicable.
+ 3D
is
is
EXERCISES
By
1.
the general
method
(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)
(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
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?
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
.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)
(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,
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>
(5)
>
- 2 D + l)y = xV*,
+ nz )y = X 4 e x
- 7 D 6) y = e2 *(l +
(D
2
(D
3
(D
(a)
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 -
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
be self-induction,
resistance,
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
+ c^*- 4
1
an(i so on
of solution for x
it
Hence
PD
and
J2
may
still "be
used
+)* +
+ 0>) * +
(<V0" 4- a^D-i
(c Z>*
t,
to advantage.
as are
differentiation
QD
by
= S.
propriate
- 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
x and
also
polynomial
in
is
in x or in
y, is
As an example
are obtained.
and S
dtz
'
'
dt
4Z>-3
Solve
Each
equation, whether
95-97.
quite of the form that has been treated in
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
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
practice that it may be dismissed with the statement that the solution
then either impossible or indeterminate that is, either there are no
is
f unctions
or
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
the terms ee
0,
K^
'
99.
One
of the
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
,
T is defined as
dV= dW=
QidQi
Qzdq s
+ ----h
Qndqn
dW
This
dW =
differential of
Qi
fl
'
>
f\
T*
Qn
7^
when
it is
T*
~Z~
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.
all
is
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)
'
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
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
of
particular this
combined motion
will be that
and
in
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,
Take the
=1;
_O
'
3x + 4y
+ 5y =
x
Iz
D*y
,,\2
+-
7.O
Dy
mz,
(f )
y)
Dy+x+y=
2x + 5y
2 (x
Dy +
4x- SDy + 3y =
-t
+
'
Two heavy
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!
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 ?
di
dq^dt,
i, z=
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
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).
its
CHAPTER
IX
*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
,
y',
if
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,
F(x,
is
y, <7)
y,
C)
= Ffa
y,
C)
Ffa
y,
(1)
set
= 0,
Ffa
=o
A2 (^, y)]
It
y'.
C)
(!')
may
be treated
...
(2)
integrals
.
(2')
ing,
each integral
F (x,
product represents
*
It is
all
y, C)
the families simultaneously.
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
y'2
and
-f.
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'
dy
and
2 2/'y cot x
(?/ -f
sin 2 x
+ 2 Cy + C2 =
0.
case it
may
be possible to solve
differentiation.
Let
=p. Then
y'
/./
if
^y
j
^x
y=f(x,p\
j \ rn
y
df
flf
dp
,_.
=#^
+arj
^x
dp dx
is
(3)
^ '
a differential equation of
VIII to find
dx
A
and
<*
}
;
= Vfdfdp
J- + -J--f--
...
^ '
(4)
or
As an example take p 2
o
2 yp
'
xT
\p
a~]dp
PJ dx
[a
\p
is
= xp
= 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
= Cp
If p be eliminated, then
parabolas.
DIFFERENTIAL EQUATIONS
230
+ 2 px =
dx
/I
O
2-~
2x=y(--p),
I
\p
dy
x.
Then
I
1
\dp
= 2- = ---p
+ y(/ ----i\f.,
t
p*
dy
or
method
given in general.
Clairaut? s equation.
>
= 02/A)
of equation
of solution
is
They
The general form
This equation
may
or as
*O
and in the
first
case
treated
is
The
by
homogeneous equation
is
=/(?),
/(?);
(5)
methods of this
of the
be solved as
article.
Which method
is
chosen
is
y=px+f(p)
(6)
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
F(x,
say
y,
solution.
C)
2, is
infinite (or
general solution.
The consideration of the lineal elements
how
it is
lution,
whose
lineal
lie
upon
<^M>efope
^"^/^^^^
mi y
'
\
of the equation
conceivably
as to
finding envelopes
65)
by
eliminating
F(x,y,C)=0
It
and
C from
~F
(x, y,
C)
= 0.
(7)
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
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
x +f'(p)=
0.
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/-
* (x,
Now
if
<K^
y>
X>
and
^ K^?/>X>
|
9)
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
2 yp
is
ox2
result is
satisfies
that
is,
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
,
is
2y
y
a
x(y
ax 2 )
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
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
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)]
(/S)
=x+
2
(f)
(a) xy- (p
V
y
by solving for y or x
3. Integrate these
(7)
y'\
(j9)
p=
() 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
- 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.
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)
=
dp
p)
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
= mxp + n (1 + p 8
mx +f(m)
y=px
-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
of the following
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.
-=
J
From
11.
the relation
___
7JT
an
_
+N
3
,
n V.W 2
of Proposition 3, p. 212,
show that as
(a)
Vl
y dx
= Vl
x2
d?/,
(/3)
lems
82)
it
&
=
dx Py
dx
ydy
= Vx +
2
j/
a2
dy.
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
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
>
**,
Incase
y and the
The
_oA
(11)
first i
f&
_...
= Jy
so that
original equation
is
=
n ~'
^,...,fT2\
*(*, q*'
'
'
0.
^
(11')'
therefore replaced
and
<?=/(*)
If
it
If
i
(12)
y=f.~f /(*)(<**)'.
for x
= <(<7),
<(<?)
*(**'&-) = *
(13)
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"- /
is
It is
^=
tives of
will
none the
less
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
p = le^vfy^e
-=
logj/cfy,
= V2 x.
I
j
The integration
is
ordinary integration.
If
an equation
is
to
y and
its
derivat
is, if
'
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,
&*.
...
simpl:
(A - n + l)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
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',
e*(z"
or
Bernoulli
dx
z' 2 ).
leaving merely
=
form, exact. Then
in the second
xdx
b
a function of
Va - x 2 + C
2
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
e 2 <2,
2)*y
(D
2) (D,
Then
z'dz'/dz.
>
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
'
dx
da?
dx
'
dy<-
dy
and 1 (x, y, y
Thus in case the equation is
exact equation,
(n
',
-1)
i/
=C
is
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
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^
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
x z y',
*i
(2
O2
-f
zy
- 1) y +
2 xj/y'
----
-{
'
= C.
- 0. Then
1) y'
* - Oj = - x^" +
y'"
zW = zV,
B!
As the expression
xz
= (xj/
2
j/
2
2/
2
)'.
= &V" -
XV'
xy
- G! =
tried again.
= - 3 xy' +
xy*
Ot
This
is
equation
Sl>
were impossible.
The method
is
*(*)=o,
where the coefficients are functions of x alone.
linear equation, the integration of
the order
is
1 or
when
is
as the
is left
merely
-X^ +
a derivative
(17)
known
by parts gives
which
is
of successive integration
(Xn
This
*- X^ +
...
+(_l)-i* + (_l)jc s
(18)
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
= e-^^C^z + C 2 )dz + Ca e-
ysinx
y'cosx
sina:
- since),
i (1
EXERCISES
1.
(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 ?/
(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)
?/'
4.
y"
y'"y''
(y
2
&?/'
2
2/l/'(c
3.
zV +
(0)
(5)
(e)
(X)
- x?/)
x ?y" - z ?/ - z 2 2 + 4?y =
mx8 T/" =
(/3)
0,
v
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
0,
3 xy'
= x,
1, 2,
polynomials of
coefficients, is
surely exact.
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
Integrate
JK
= E (s)
= s (R) is
or s
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
E=
(a)
(0) aZ?
a,
s2
a2
-2
(7)
R*
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)
pF is
The equations
>
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$^
reduced equation. This follows at once from the linearity of the reduced
equation and
is
proved by
direct substitution.
then y
Furthermore
+ 1 is
if
is
any
may
be imposed as
initial conditions.
A solution
then
?/
is
a solution and
be substituted
values ?/,
7/0,
>
y',
y'"-
1)
are
its first
ana
1 derivatives.
If
GI} C2
Cn and
if
they
(22)
by
tion the
inspec-
important to see how much this contributes toward effecting the solution.
If y is a solution of the reduced
l
equation, make the substitution
y
(
= y^. The
8).
derivatives of
As the formula
is
2, it
follows that
term
-fflz in
T/
=
of
and vanishes by the assumption that y^
reduced equation. Then the equation for z is
is the coefficient
tion of the
_^ =
is
a solu-
(23)
.Now
if
?/2 ,
7/ 8
(23
= yi*i = y
a>
= y^ = y
z
&
#'
C-^
C 2 .%
-f-
= y^P -i = yf
if there
Moreover,
+ Cv -\z'p _i =
by substitution,
--,
for
were a line?
c$*
+ c&* +
'
+ cP -i!/n+ CpVi =
'
of the
known.
And
Here a simple
y
= e%
Then
is
trial
Substitute
:
f
second order in z
z'
this,
0" and
=
z"'
is
may
(l
)'.
e-x (1
x).
Let
z'
= e-^l
x)
w>.
x)(x-~2)w)
Hence
(xe-*Y
(l-x)w" +
This
ex
= e?(z + z'),
(as
of the
From
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 -!-.
is
p known
may be shown
that in
far-
6\(x) /A
+ C',(*) % +
+ Cn (x) yn
(24)
Differentiate
y'
= C\y{ +
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
y"
differentiation
+ C y'n +y& + y
C,y'2
_J_
-f-
if
1>
w be
y *~v, y
(
',
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
may
-will
(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;
GI
x.
1,
C2 =
TT)
= 0,
C'a =
cos zCg
(c2
x) cos
c2
cosxC'z
C5 =
sinxCg
= sec
tan x
(c 8
log cos x
cs
the general solution of the complete equation. This result could not be obtain
practical problems.
may
be made constant
'
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
The substitution y
If
= uz
gives the
and
new
equation
+
dxz
Q
\
2 dx
f* z
then
= *,*
(2
v
tions of the
ffy
d^
Now
of
n
if z'
*'*
make
QS? will
addition to 6
mined so as
fied that
make
tional to I/a; 2 .
Then
(
+ Pz' = 0,
z"
to
may happen
that
be deter-
if z
\ P'
Hence compute Q
z'
+ P*' =
*"
thereby obtained. It
is
to
k,
changed
+ Pz' =
make z"
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.
will not
and
= -.
with
f*+y=o
dz
The solution
Here no solution
a 2 /x4 and
is
= 0.
x*
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
independence.
X yW + Xtf*- +
1)
yl
Xny =
+ Cz yz +
and
satisfies
of the (n
l)st
order
and hence
infer,
0,
the equation
=o
71
arbitrary
(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
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
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)
+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,)
differentiation in on
is
9i P 2
if -3T
ez
0,
-1-
PiPz
+ PA = x
and
?i7 8
+ Pi?s = ^2
(a)
(7)
(f)
xy" + (1 - x)/ - y = e*
3xV+(2 + 6x-6x2 )j/'-4y = 0,
axy" + (8o + &x) y' + 3 by = 0,
((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
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,
= 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
(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
is different
equations
CU(*)
- <?(*) = 2
jx
Cn (x\
Cn _,(x} +
C. +1 (x)
?(;).
(29)
is
C'n (x)
= Cn _,(x) -
I
*L>
<?(*)
I
*k
(30)
DJ[arCn (ax)-]
= a&C^ax),
(x),
(32)
(33)
(a?)
(x')
(31)
(34)
(/
where
C*
and
first
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
(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)
hence
0,
(29).
C '(x) =
- C,(x)
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
re
lTn+ i)
= const. = A,
and the
of a given order
+1 \
jRTn
- XJEC
+1
Cn - Cn
^-
relation is proved.
satisfy
a linear different!
>v
This equation
is
known
(Cn _,
vr
^
^n
\
>
iX/
Cn (x),
whi<
249
By a change
on
take
Thus
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,
inasmuch as,
y-a-C.G*).
(38)
(39)
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
and
= cuH_ n
-f-
bHnx*
n
;
and
n
al_ n -f blnx ,
where In and !_
the
two
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
(40)
follows
A particular solution of
method of undetermined
(38)
may
coefficients
88).
It is
by the
coefficients
(42')
To
name
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).
ay
xy'
by*
= cx,
(43)
known
is
* 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)
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
where
J3C7
it is
and
(45)
From
\.
these equations
where p
is
any integer,
is
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.
(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
3)
Cn + s + 2(n +
5) (7n
x(7n +6-
+5
"
dx"'
_,
3.
Use Ex.
4.
Show
5.
Write out
6.
7.
From
12, p. 247, to
= AIn C
(42) that $
sinx
'
cosx
Ij^,
J_
J^.
= -1 sin x.
(x)
cos x,
+ BIn
/2
*/ - <7i
i _
x2 C 5 (x)'
sinx
(45), (29)
is
xzC
/3
_\
\x
3
R(X) = -sinz +
~2
a;
smx
/3
(
\z
cos x,
\
1) cossc.
/
2.
8.
CB (x) and
9. Suppose
dx
n (x)
(a;
xs
that
^&
dx]
X
J
s
= ix- 3
n2 )y
xy'
f.
Show
1 in (84).
x*
dx - C
^^
X
is
x8
so chosen that
-K"n (x)
a?
10. Note that the solution of Riccati's equation has the form
'
will be the
form
of the equation
+ P(x)y + Q(x)y
^
OX
=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
,
(8)
is
-IM.
J>- I M
'
(8)
= 0,
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;"
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
P2
(46)
Prove
of order n.
(2
Pn Q; - P;QU = --2
,
where
nxj/'
(n
(7)
xV +
+ 1) (Pn +1 - fcPn ),
Legendre functions Pn (x)
- 1) P; =
- 3 y + y 2 = x2
(0) xy'
0,
(5)
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
/>
+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
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,
+ Blog*)ro +
0, the
T>1
By assuming to =
and
=4 + BlOX,
A
fl
its
18, 19
+ v'
0.
du
dx
A
= 0,
Show
O
2
determine
tlie a's
MJI.I:
An
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
+ R (x,
)d
y,
= 0,
(1)
tial equation.
JL
is
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)
0,
a, b, c,
(2)
and
an
infinite
point of space.
Now
In fact
dF = F'x dx
+ F'y dy + F'.dz =
(3)
If a function F(x, y,
z)
= C can be
found which
of
(1).
It
Compare
may happen
91.
that
/*
=1
and that
254
(1)
is
Moreover
if
=
JX
where
P(x,y,z)dx+
is
by
given
Q(x ,y,*)dy+ (
Jy
may
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
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.
arises, Is there
(
variables there
An
Pi,,
~cT~
==
=R o
FO,
**
dz
(*>
Q.
dR\
O
oy)
I
is
by R, P,
/8R
T"
~"
"o
found to be imposed on P,
Q,
T"
if
the result
8P\
"a
\B
Q,
if
there
**
\fy
is
to be
may
be
integrated.
DIFFERENTIAL EQUATIONS
256
<J>
this, differentiate
F'xdx
Compare
this equation
F'y dy
4-
with
Then
(1).
the equations*
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)
The
and
+ 1(-
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
+ 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
__
~
/as\
/as\
SF
\aa;/R.
Wv
Sa;
/ss\
'
es \
W/*.~ W/*.
eF
'
Sy
(^
\dx/
Now
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.
x,
By
z alone, as
if
is
integrable, there
(5) is satisfied
is
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,
surface
G=
G (x,
y, z)
F=
integral of (1).
The method
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,
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
is
y. The
which cut
Thus
0.
y, z)
+ Nd'ij =
ydx
give
(x
z)dx
xdy
by eliminating dz and
oc
which
The
z.
z)dy
(x
+ (y +
z)
dz
or
and
(2x
resulting equation
+ xy +
and
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
.
equivalent to
X. Now
F(x,
if
X be eliminated by
= JP-(0,
y, z)
0, z ),
which
It is clear that instead of using planes through the z-axis, planes through either
of the other axes
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,
= Xz or y = X (x
z, X)
=/(a,
a)
X).
EXERCISES
1.
(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/
(/3)
1)
zdy
2 xj/dj/
dx
0,
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
integrating factor
(z
-4-
wzficLi/
2
)
(xdx
ydy
zdz)dz.
variables
(a) (y
(7) (y
Show that
(a)
ydx
yz
z 2 )dx
+ xz +
(x
(5)
z*)dy
(x
xy
y2 )dz
= 0.
(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
v,
w.
to
x,
j/,
3.
(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,
in four variables
by writing
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
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.
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
all
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.
(0)
3,
F=
Qj H- Ek be formed,
that the condition of exactness is VxF
Pi
= &,
.
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
111.
in the
d&
*(*.
which
is
dy
__
~~
Y(x,
y, *)
y, z}
__
~
dz
differentials
is
mow
,
Z(x, y,x)'
It
Y-.
Z = 1 :/: ff
2G1
=C
l}
G (x
>
?/i
-)
>
pro<
cedure.
dx
dy
dy
T~T'
are of
enter.
dx
_&z
~Y~~Z'
_
=
~X
dz
~Z
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
= ^-^
xz
yz
xdx
ydy
S-2
x
and
xdx
= dz
,
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
In fact (ys
a;
2_
dx
&,2_
=
2;2
dy
^-
2xy
dz
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-
^ *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
f.
if
+ p>dy + vdz =
\dx
which
((
1,
1,
C|
of X, /, v as x, y,
dz
--
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
--
--
and may be
satisfies
This
is
= Cl
and
a;
= C2z2
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
ued
if
In son
dx
==
dy
= dz == dt
or
= dt
>
'
1<
This
three variables.
constant
with
is
in
coefficients,
Y,
as independent variable.
= 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
found,
is
leading to integrations.
where
x"dx
+ y"dy +
"d*
result
= Xdx +
is
Ydy
then
if
+ Zdz
(11)
* 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)
y*b
left
is
~~"~"
if
the
*""""
^2/
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
Then
d?x
d2 y
d2x
dt
dt
dt
+
<&-T|
at 2
<fy
-Jf
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 complete
C\),
as squares because
they
integration gives
Vky = Ksin(Vkt+
1TZ ).
particle, attracted
VmA
motion are
r dt
1~J-VJL.C1._L->JLJJ
Now
/t
7t
di?~?*~~~rn?~r*
Now
as the particle
start
when
d 2 **
di?
in2
/d?*\ 2
is
ft
r2
"m
'
\d7/
is
= Vmfi.
at the
h/m. Then
dr
Hence
Now
\r2
if it
be assumed that
- =
=
<f>
r2
Hence
To
between
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
if
<t>
of
time
EXERCISES
1.
~~'
_ 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^
(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\
= Cxz,
= Cxy.
(7) y*
(f) z
ri? T2
are functions of
ly)
u
after multiplying one
by
Z,
(a)
(/3)
.
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,
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.
expressions in
be solved.
J>'
(J are ox ay cte
x
of surfaces orthogonally
z)
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
9.
10.
Same
to the
mass
of the particle.
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
of the distance
13.
particle is attracted toward a center
of the distance. Tind the orbit.
by a
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
267
and one
or
more
is
dependent variable
The equation
When any
will
immediately suggest
dx:dy:dz
= P:Q,:R,
(15)
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
F(x,
y, K)
Cj_
and
G (x,
y, z)
=C
and then
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
z)p
=x
z
y.
= =C
l
ll
+ z2 )
*(x
z2 ,
+ y2 +
or
is
+ y + 2) = 0,
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.
x2
+ y2 +
z2
cc
2z a +
give
whence
(C|
The substitution of
C1
=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
stants,
if a
it
might
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
and
n arbitrary functions
an equation of the
$'.
rath order
conversely it may be believed that
integration of such an equation would introduce n arbitrary funcons in the general solution.
>
le
* (x +
y) the
ons
# = *'# +
ow
differentiate again
6
*',
and
= *'
=2
let r
z
,
p-q=
SK,
8 2z
52z
.
x) *'.
(y
Then
dy*
r
<t>'
+ 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
this equation
would be z
= $ (xy)
-f
dy/
from
* (x + y).
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&
with
C1
= *(C
2)
Hence
= $(y/%)
may
form a
be regarded as the
is the director
4>
gives px
+ qy =
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
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
+ Dx + Ey
the five
stants.
p = 2Ax + 2By +
q = 2Bx -f
D,
Hence
2
\ rx
Cy +
\ ty
E,
sxy
= 2A,
+ px +
= 2B,
=2
9V
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
;
115.
If
f(x, y,
z,
Cv eg =
and
F(x,
*,p,q)
y,
=Q
are
the
first
tion.
The
order
is
A complete
differential equation
F=
tangent plane
is
So does f(x,
y, z,
Cv C 2) =
0.
For
given by
dx
f(x
T/O ,
Cv C2) =
ol
,
passes through (x ,
the two arbitrary constants, there
relation beta
fl
y, 2,
is
C v C2) =
J-.J2 ___3
___
-i.
___
satisfies
____
J.T
the differential
J...C
e<
271
Prom the
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
= ^(C\)
^
rises
imily
is
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
A
cers
ig Cj
Cv
C^)
(p.
139).
This
y, z, C,,
C2)
= 0,
= 0,
= 0.
'1
his surface
is
necessary to eliminate
p and
'
dp
dq
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
is
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
'I,
(7)
(/3)
j/
(e)
a;
=
=
0,
z,
Q.
to pass
= z,
= z.
Show
3.
of (14).
tion, that
ttie
equations
Q* = B
P*> +
to
P^+Q^+fl^O
and
dx,
dj/
what
8z
dy
Show
this means.
that
if
F=
Ct and G =
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
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
taneous equations
7.
_-_
(a)
(7) z
(e) *
+ y + z = *(x2 + y 2 +
= *(x + + *-(-y),
= y2 + 2*(x-i + logy),
2/)
),
_=
(^
4>(x
(5) z
(f)
+ y^
= ez'*(
az,
(/3)
= (x +
_ 2+
(a) z
(
7)
a.)
ft)
(y
(y
&),
&)2
(z
2
(e) ^ix
=a
c.
+ &*2 = 1,
+ (y -&)*+(
+ Cy* + Lxz + Eyz = z 2
Q3)
_ C )2 = 1?
+ J3xy
3)
a (x 2
(a>_a)
10
Show
11.
z)
a(?(x, y, 2)
6 is
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
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)
will often
type of Ex.
with
= 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.
(e)
(p
(g
a;)
(f)
116.
Types
linear equation
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
= 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
" dP 4- 7?'
4-F?
;
dp
^
A
-~o,
,&<!._
o,
F'ib'
(b'F'
P
^V
a^p
Now
this is
dp
Then
equivalent to
is
___
___ ___
dz
= ~"
Any
+ y) + p(q
= 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'
p'
(x
+ y)
dy
p'
is
dz
2
2p'
,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
first is
are absent,
Two
z>
Methods
+ a^-
95
is
and
the
all
is
may
y}-
22)
methods will be
^+
like those of
a (D,
is
same
special
(D.
- an Dv) * = R(x,
y).
(22)
each of which
is
* This
tions
factors, the
u (x,
= F(ax -f by + cz
g, <)
?/,
+ G (ax + by + cz +
Vt)
if
Ftf).
(24'
the relation
may
be.
Not*
+ % + cz
ax
Vt
+ i + c = 1,
a2
0,
if
the plane
is
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
To Monge
is
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,
= 0,
The
satisfied simultaneously.
dy-fl (x,
dq
be satisfied
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
then
=*
integral of
2)
is
which
V, *,
J>,
of this
q)
= Clt
= Cg
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'
linear
*!
+ y)ze'e'
Tho
(?y
(x
we have by combination
2j
+ C1
=
Hence
dq)
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)
of solution
by integrating
Take the equation ps
qdy
pdxdy
qr
or
method.
0.
Here S =p,
B=
dy
= 0,
qdy
pdx
$,
T=F=
0.
and
qdydp
Then
Sx\pJ
By
(11), p. 124,
and
Ps^r,
pz
W/
P*=-(?);
x
and
M=
0,
ives
dx\p/
then
= -/(
^
8y
(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.
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)
is
6.
(|3)
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.
pies of
4.
of
homogeneity that
'
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',
F'y
qF'z
Show
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
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
of surfaces
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 +
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
*
(/9)
(e) ar
g(y),
9.
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.
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.
(a)
(7)
(0
(/>)
14.
(f)
If
- 2pqs+pH = 0,
= 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
()
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
ufa
y, z, p, g)
=/[u 2 (x,
2
)
= V neces*
y, z, p, g)].
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
dz
where
and
= pdx +
ar
6s
ct
= pdx +
dz
0,
0,
gcfy,
=
=
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)
axdx
= - sin ax,
cos
axdx
a.
If
= - sin ax
a
it is
depend on
f
the integral
In
cos
is still
axdx
= - sin ax = - (sin a
a function of
sin 1),
a.
many
nuity, differentiation,
<
(a) defined
may
evaluation.
as constants
for x,
tion
<f>
and
(a)
let
the surface z
=f(x,
The
INTEGRAL CALCULUS
282
value
<
of the function
(<zf)
when a
=
=a
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
* (a +
Act)
<j>
(or)
(a)
= ( Xl [/(x, a +
- /(x,
Aa)
a)] dx.
(2)
''o
Now
|/(x
Ax,
J/
Ay)
-/(,
y)\
<
[Ax|
e,
<
5,
Ay <
all
|/(x,
for
all
values of x and
Act)
-/(a, a)|<,
Hence, by
a:.
it is
pos-
|Aar|<5
(66), p. 25,
8, p. 92).
<f>(a) is
e (x
1
if e
As an
,
illustration of a case
* ( a) =
,
i*
I.
adx
-5-n? =
tan ~
,
fails to
x
-
if
be continuous for
(0,
a&
0,
0); it
is violated,
take
and
becomes
infinite
when
fore be equal to
The importance
TT
when a =
if it
is to
tj>
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
ON SIMPLE INTEGRALS
the function
<j>
be continuous
if
= g (a),
continuous
is
283
f(x, a)
#!
Q,
<f>
f(x,
+ C
(a)
ffl
/(x,
a)dx=C
a+
/(x,
Aor) dx
a-
"
[/(x,
a + Aa)
where
and
fj
AJ
inte-
'
<7
Ap
and g and
-f Agf x
By
may be made
To
119.
<f>
(a.
an
integral
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
for integrals,
modified by the
p. 10).
is
two
Then
(*>
<*
+/<,
+ 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.-
The
integration.
may
may
*() = f A*,
)**,
= Pf dx =
^
aa
then
Jx,
f(a).
J*,
Now
But
0(0)
Orfx
and
</>(0)
= logl +
C7.
Jo
_J
f^ -~^- dx =
In the
log (a
+ 1).
this evaluation it
may be remarked
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
lrsjr
()=
1,
/**
I
dx.
~=
d<f>
?*
I
- -
a2 "
^
xdx+-
a?
a-:!
-^
da
or
a +11
oru-rii
+
J
a*"
a*
logaL
-a+
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.
;
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,
may
<f>(a)
-I
Jx
Jan
differentiation
is
= $()
legitimate if f(x a)
respect to a. Then
}
(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
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
in this case
be regarded as generated
may
cross section
As an
to
may be
/o
But
Ja
n 1 %b
/*
J)
logx
J.
= \l/(a,b).
rv '"
a, &,
is
It
= log (a +
log X
This
is
da-dx=
=/
Jo
logx
new form.
If
here
--
a:
6 g= 0.
0,'
-1
+ 1) da = (a + 1) log (a + 1)
alogx
--
a.
(logx)
(logs)
In
log (a
/>>1
dx.
lOgX
0,
1),
.,
o6 __ yd
a i=
two parameters
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
illustration of integration
a function which
1,
then
way
tion of a parameter
and
its
is
of frequent use
EXERCISES
1.
=s
== 1
Jo
/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
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
<j>'
deriva-
<f>'p
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,
8.
a) dx will be a function of
J *o
a).
(z,
com-
Derive
9. Differentiate
10. Integrate
sin (x
(a)'
da Jo
d
a) dx,
r\fx
/
(/3)
dec
x2dx.
Jo
differentiation
7T
(a)
x*log-xdx,
Jo
(/3)
x sin axdx,
(7)
Jo
xseca oxdx.
Jo
--- -
/!
(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
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
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
X&
yrfcc
It
/( "
iog
is
1}
/a
/(a)
da
+ f
Jo
familiar that
/&
I
i/a
f(x) dx
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
and 5 denote
that th
n\
pJo
and
is
may
be written
/0
>()
ydx
sJ\
ydx
pJi
/>!
ydx
ydx,
sJo
fr
arrange the limits of the different integrals so that they follow the curv
in the
on the left-hand
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
inclosure
tion
when
ydx
where in the
last
pJi
is
ydx
-f
LsJo
positive
ydx,
(6)
Jo
under a curve
tour
Here the
ydx
ydx
JA
Jo
The
may
be
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.
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
;
y x
= dy
xdy
is
dx and xdy
advantageous
when
when parts
dy
ydx
INTEGBAL CALCULUS
290
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).
merely
and
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
and
site directions
last integrals of
PQRSP
to
be composed of a
may
finite
number
of areas each
0(t),
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
te
tion
(ft,
to (x, y).
&)
^"
*7
It is possible to eliminate
J V*V
y by the
rela-
+ Q (x, /(*))/'(*)]
<fe.
(9)
The
may be
is
an integral in y alone.
therefore defined.
The
The,
method of evaluat-
written as
/"a:,
(Pdx
(10)
Ja,T>
To
get at the
meaning of
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{
C between
(a, b)
any point
If,
in that part.
when n becomes
Form
the
and
and Ay each
(,
ty)
is
is
( i}
fTi
approaches
point
that
i/j)
is
sum
toy)
^>
rf
(0.6)
[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
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
[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
number
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
Hence
V
dW=
Fcos0ds=
//*,
I
*/ a, b
ft
I
Jra
F.rfr,
F = A'i +
= idx + jdy,
dr
Yj,
v
$ds
b
Xtf.
(Xdx
Uu,
-f-
i/,
Ydy),
l>
be
may
integral
x v
Ifc
is
inter-
'
Pdx
+ Qdy,
Pdx
+ Q,dy =
F = Pi + QJ.
form
/>>
/> *,
z/
Ua,
F cos
Ja,
Ods.
=F
and
at*
d (I_. dr dr\
*
_.
TllGIl
Yc'.y,
If
7=1C
Then
line
any
For
= Xdx +
/**,y
F cos
where
F-rfr
dH \2
cii!
-*dr
dt s
d2r dr
I
.!
2 dl* dt
ctt/
d(-v*\
or
= ~ 'dr
and
2 dt dt 2
may now
be
= Fdr = dW.
dr d*r
.
80)
-?m) 2\
z r dr
d
_
_.^,
r
dt* dt
= dW.
-mv --mv2
2
Hence
In -words
S rm$ = ~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
where r12
when drJ2
is
the distance
vanishes, that
* cd [(r,
dW
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
The amount
,,
v)dp
g(p, v)dv].
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
f>x
I
cJa,
<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
to
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,
lust
This result
ient
may
(a,
= F (x, y)
y) dy]
(14)
ft)
(x, y).
suffi-
Q(x y)dy]
>
a,b
ine integrals,
i
space,
may
/*!
f>x,V> *
[P (x,
y, z)dv.
Q (x,
*)dy+R (x, y,
y,
z) dz].
(15)
'Jot, b, c
to
a variable upper
is zero so
limit
f*x,V
F& y) = Ja,b
p (x
?o
jprove
this
>
y)dx
= P,
j-
= Q,
(16)
Pdx
+ Q (x, y) dy
lira
lim
J
c/a. &
-f
Qdy
Pdx
+ Qdy
t/ a, 6
+ &X,
y)
fcraight line
may
joining them.
Then Ay
and
dF
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
=
and
AFi
where
and
limjj
= P (&,
Ay,-
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.
2. Find,
grals
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
+ y8 =
of
its
parametri
the loop.
ON SIMPLE INTEGRALS
7.
Write
form
cobrdinates x
#(w,
v),
\f/(u, v)
the area
297
Show
to (9) for x.
that in curvilinear
is
<
8.
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/
)d,
cos ^cla
by working
of vectors.
lines
11.
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.
that
-dz,
2
-f
1,
= z2
or y
logs,
= x.
Edz
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.
naailnX] -Fni.
"!?
g'(t)
Q(x,
y)dy=
f'(p~+
^)^'
dt
Ctt/
\
/*
arc and
is
- r cos (r.
U
I
n)L
ds
1 dr
-ds =
J r dn
rd log r
/
dn
r,
dn
Jo dn
JQ dn
angle
rz
(usually
2
x)
17.
Are
TT).
where
2
?/)
(77
Compute
(a)
nO,
(x
/!.,
0, 1
18.
(x, y) is
if
gral give
j/)ds,
156.
(/3)
Q(x, y)dy
? Of.
I'iinfc,
124.
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
Pdx + Qdy
To show
if
Py
* See
is
closed path,
total differential.
52.
is
zero
it
may
relative to differentials
')
*"V
3r all
2/)=
Ja
?/)
*"'
as
-P(^
y}dy
dF
dF
(19)
Now
Cv
^
y
Q(a, y)dy.
i/h
dP
;ut
'his
results
ince Q,'
x is
'hen
SF
= p(x,
l>}
+ P(x,
y)
P(x
1}
= P (x,
y).
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
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
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
Pdx
which
is
needed.
may be required to pick out the parIt may be added that the work may be
= X (x,
?/)
+ iY(x,
y},
= x + iy,
*;=-^and ^=r;.
(20)
=
Xdx ~
/s*x,y
F(x, y)
<L/a,
fx,V
Ydy
+i
Ydx
+ Xdy,
Jet, 6
it is
cisely the conditions (18) that each of the line integrals entering into
the complex line integral shall be independent of the path. Hence
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
Xdx
|F.dr,
is zero,
_
F=
r,V
V
K
J?
=
AV-
nr
or
V=
Y
>
cte
7=
Z
0y
ft?
If
the forces are such that they are thus derivable from a potential function,
In fact
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,
y,z),
123
s in
is
The
125.
JfPdx+Qdy= Jf x2
First
dy
t
(*
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
-<
/-<
ady
J-a as +
dx
dx
Pdx
:
C~ g
ady
J+ a O + V 2
of
P'y and
the derivatives
Q,'
x
X2
Xz
(0, 0),
As
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
At
result is
aJ>I'
2
= 27ri.
g (a; + ^) + itan-i^]
f -=rilo
Z
JO
l_2
fcja,b
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
circuits
been cut
out.
may
it is
If a circuit can be
shrunk down
to
point, that
is,
if
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
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
to a point.
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
Nevertheless, any
liffer
is
}
and where
mu m,
a,
are positive 01
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.
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
IK
I
Jo
Jo
r/a &=
Jo
Jo
with
rid*
1*1=
Jo
s f
f~
Ztre.
Jo
Hence the
as desired,
as
sma
(2
function
/() which
is
(23
dz,
is
/<*)
where the
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
To
it
tons
tie
LS
the differentiations
may
1
*
(t
(z
a)
(see figure).
1
a)
-a
TTI
n
(i
a)
is
ihis is
or
is
Hence
(g
Taylor's
cc
g
#
o the integration.
Then
(26)
)*
variable.
1.
that
Show
2.
C*' p(x, y,
that
a)dx
C/M
What
do you make
3 If
a.
logz
iogz
C-= j^
ji
z,
Q(K,
a)dy, where
a given curv
is
assumptions as to the
tt ,
'
^^
^~
+ j
i>o
t-
*> taken as t
x2
y2
= i^i,
3)
2$Ti,
If*
/o
-f
Draw a closed path surrounding both and making the integral vanis
or both.
and
5.
y,
Study f -2
2
4.
definition of log
1,
or,
if
made
taken over a
|/(z)
< K, show
that
as small as desired.
Hence
inf
Show
7.
is
a l"| C
IP \__\ z
2 TT
I
Jo
f(f)dt
a)
(t
z)
(t
i*1
^=
TT
Formula is
ML
p p
for
all
which the
is
8.
Examine
(a)
(S)
9.
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
Cxysdx + xz ydy,
xy) dy,
circuit,
y*)*
T= y/x.
auu
rciitui
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
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 F.dr
F2
of
then
yj
is
fcv.dr
fcv
proportional to the
dvz
dv v
15.
~
3ere
x>
$ be
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
is
not conservative.
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.
;he
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)
^-^,
--
valued functions mark two different paths and give two values.
Can the
18.
nite)
integral of a function of a
integral
F=
VF. The
p. 297,
F outward
is
definition
by
Fcos(.F,
ri)ds.
F across
d.
reference to Ex.
By
the curve
is
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^),
2,
~l
m2
in the plane.
7/ 2 ),
(x, y)
Fcos(F, n)da
due
Show
to the masses.
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
it is
of line integr
necessary to sp<
for
<p (t)
all
and
\ff
(t)
t defl:
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
</>
\f/
<f>
<j>
\f/
\f/
<f)
A,,t.
s*,-
A|X, Aw>x,
A^, A2^,
and
AftX,
bvious inequalities.
It will
When
AjX =
A^y
y,
AjC,
from
to
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
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
raically.
in
same
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" *
icillation of
Aiif
x in the interval
Ai,-x|
|A 2l-x|
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
A;.
the interval from
is
divided sulu
their frontiers
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
25),
the oscillation of
which A,-
id of division for
a-{'<^e and
its
it
<r[
<e
and
its
not increase
us,
o-
tr
and, as
of the
iterval At.
to 2
TT is 4.
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.
The curve y =
sin (1/x)
In
AifX|
,-f
+ A2l-x|
|
show
that
will differ
the interval
by
Aitx|
+ |A2l-x| ^
|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
fine, the
.
L t is the frontier of
<r
<
shows
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
small, in
tms case JL S = s
and sufficient
the necessary
the frontiers
if
of
i,
-iC
1 (0>
is
condition that
x and y
It is clear that
anv val ue of
be regarded as functions
L s (t)
and that
i,
an
is
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
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
2jP(fc, *)A*B=2jp(fc,
where
is
AjiC,
A 2 x,
the point on
assumed
to
=^
(t),
Form
^A^'-^Pfc,
=i
the
^A,*',
v be
sum
(28)
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"
j"^
Pdx"
and
lim
VP
P
is
PA,-z
continuous in x" or in
\~\
lim>
t A,-x'
a?,
I
c^x
ff
Pdx=
/
/
&"
^'
'Pdx"
/
/
af
^^
xf.
is
of limited variation
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
J Xf
P(x,y)dx+Q(x,y)dy.
Vn
may
be con-
.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
:
iot
las
ted,
\s
By
and
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
sum
of
,hose exterior to
AAi
it.
'rentier
A.
e,
^A
=L +
(
+ Le For
A t AU make
l
let
^A
there be three
modes
of ruling
respective
less
than
It is
now
by
Li
c,
to
it.
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
:
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
than
e,
which
sums
differ
differ
it
t-,
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
(t)
or y
(t)
is
possible.
For
which the
==
x and y are
oscillations of
A,-i
is
t^
may
e2 ,
T;
i; 2
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
all
make up A u for
and as A u > Z, the
to
Hence
be
made
(t)
or y
(t)
it is
is possible.
fxdy,
fydx,
be defined, and that
may
it
and thus
It seems,
EXERCISES
1.
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)
is
xj/-plane,
show
value.
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",
<*>,
q)
is
if t
distance from
set,
then x
at
(,
ij
mil
s s
(
(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.
3.
Are y
= x2 sin - and
x (i) in
4. If
of total variation II
(27) is
Xl
f P (x,
C/a;
where 3f is the
maximum
5.
y)
value of
(f,
TJ,
dx
+ N ((j), show
on the curve.
= tan- 1
'
'
which
+ A)- 0fc
is
the inclination
x (t)
> Ax
that
P (x, y)
t)
(ij)
(x,
y)
on the
curve.
"Wi
t)\<
interval
7.
that
(1,
(x,
17,
f)
vary from
to
(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
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
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
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
body.
&A i}
moment
and r
its
If therefore the
to its
number
(,-,
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
dimensions.
)A^
would be taken
divisions
divisions
The
is
as the total
or inertia,
becomes
infinite
The use
and
mass
of the limit
is
sum
of course dependent
in every directior
as
on the
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
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
term
.Dt-AA-
is
then
repre-
A.4,-
to
= D (x,
of A/l;.
?/)
the
surface
zD
(x,
y)
and
= SAvl,.
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
.
of
volume does
gravity of
of
=
and must vanish
x
=x
if
as assumed.
JxD (x,
- *> D
x V) dA
'
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
;-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
xDdA
Cxdm
/m
I
ydm
DdA
where
CyDdA
JDdA
m stands for the mass of the body and dm for LdA, just as A?n,- might replace
0,-A/li
in
its
plane be cal-
culated.
= TO + rji,
fi
dt
The
kinetic energy
a
i>
is
Ly
= dto +
dt
u
or
v,-
dt
= YO +
YI
,-.
Now
~ 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.
C^v^dm
j|i>
dm +
j^r^dm +
= i v*M + | wz
for
2
-u,
V fv^m =
if
YO
holds only
or
if
when the
Ji
v2
-tfie
(2)
T=
fr?dm + yc f Vidm
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
;
Iw 2
In case
r n indicated neither
ON MULTIPLE INTEGRALS
319
and n on the
side
mn
lines
by drawing
Let there be
small pieces.
the
to
parallel
P]
m columns
i=*i , 2.
. .
,
other.
A^
A4 y =
Ao^A^.
a; 2
Now
fiJ
and
row
sum
'z>(x,
But
^)tto
LJz
That
is
to say,
increments
Aa-,-
of the contributions to
first
Ay
are the
be written
+$
J
by taking
little
= 2)
l&l
is
by
In fact
Mv ~ ma\* x = <*! i
*o)
if e
be the
maximum
variation of
= 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/),
----
At/_
-I-
i/ct^i
x,
rows, then
by symmetry
rvi
DdA=
This
is
is
rx
A>
sign
fx
^x D(x,y)dxdy=l
J^v
o
r"i
I
D(x y)dydx.
(3'
*A>
120).
If the region over which the summation is extended
not a rectangle parallel to the axes, the method
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)
dx
Xi_2
a;
/*"'t( )
DdA=
//*!
I
Jx,
D(x,y}dydx.
(3'"
J*MX)
The order
The
result
may
ON MULTIPLE INTEGRALS
axis of the
321
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
+ 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
sums S and
the
that
minimum
mi,-
in the
m,-,
miAAi
mzi
^ 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
To
S'
^ ti" S s" 5
s,
S^
S"
^ s" ^
s',
S^ L,
S'
^ X,
J,
s'
SL
/,
lim (S
- s) = lim
(M
- mi) AA = lim
O -AA =
f
corresponding to that
ii
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<
-
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
along a line y
/3
<j>
<j>
(y)
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
f V + A jU f<x+
myAxjAj/j^ J
I
Jx
y
befors.
Then
AfE
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;,,
** m^-AAy
lira
V M^Ay =
*-<
is
Jfl>(x,
y)dA.
is
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)
r
J/
D(z, y)dA.
is
by repeated integration
therefor*
proved.
EXERCISES
1.
The sum
2.
The moment
of the
moment
of the
moments
any point
is
of inertia about the center of gravity and the product of the tota
of the distance of the point from the center of gravity.
tance
upon every
line issuing
of a
of inertia of these
lamina there
is
4.
from a point
inertia of the
uniform laminas:
(a)
segment
of
5.
(a) quadrantal
= x,
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,
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.
where fy
is
"^"\
2. ay
D(x, y)dA
i^J
Mark
(a)
34.
C" C*Ddydx,
Jo /0
(ft)
x2
/l
Jx
Ddydx,
"f "f'Ddxdy,
V
(y)
19
^Dd^dr.
The
11.
vertex.
the vertex.
12.
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
11.
fvdm +
JVxvdm,
momentum about P and Q is the moment
of
considered as applied at Q.
(1)
''
C "i yyDdx
f "xyDdx
*
Ex.
=^
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
moment
Is
it
of inertia.
and
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
be
:
<f>.
<f>
<j>)
a) plus a
7r[/(a)] (&
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}
,-)
tolerably apparent.
tion is the
integral.
CD (x,
J
The
the
y, z)
its
dV = T
'
is
f i
y, *
(5')
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
gration might be performed first with regard to any of the three variables, second
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)
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
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)
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
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
The
iydm
Iz
first
integrals to eval-
Czdm
=-
x '
(6)
and
and the
made with
and y
V2
and x = 2 a for x.
If the
/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
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)
made by
be made
work
by repeated integration
is
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
A=
Ay =
Ax = CxdA,
CdA,
1=
ydA,
sectors
or
first
elements of the
little
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
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
haf
been seen to be
dudv
or
\u, v
dV =
\U, V,
Hence
W/
dudvdw,.
(8^
dudv
and
It
7*,y.*\
(8";
dudvdw.
y,
may
as positive wher
tht
EXERCISES
1.
2.
Show
that
(6)
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.
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.
direction determined
of inertia of a
by the cosines
I,
off
moment
ol
(a) trirectangular
solid bounded
(fi)
(7) solid
O 0tent of
7.
8.
between
(/3)
(5) r
9.
of gravity in Ex. 5
in these cases
= 2 a2 cos 2
r2
and r = 3^
<
<t>
of inertia
Ex. 6
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.
8,
density
uniform.
10.
2 o2 cos 20,
r =
sin 8
(/3)
a (1
(small loop),
moments
cos 0),
(7) r
= a sin 2 0,
(e)
initial line.
(a) (x
14.
volume
of
z2 ) 2
spherical sector is
= axyz,
(0)
(a;
= 27 a*xyz.
z2 ) 8
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,
0/
\r, 0,
z/
\r,
verify
(a-)
C
t/O
(?)
f(x, y\ dxdy
= C f
/y=,0
t/0
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)
hence show:
C
is
V
/>
fa
J =i
dudv.
/
(1
M)
const.
tllC
JJlOtiLlG
19.
ft
- V*
Same
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.
(/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
is
-r sn
J^ g
<(><t>,
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
nornr
to the surface.
worked
in
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'
the curve y
=f(x) was
integral |/(X)<
and the
plotted
f(x,
y)dA
the conception of de
f(x, y,
triple
z)dV
made fundamental
If a set of
q2 ,
is
iVj^-i-
The
and
n numbers,
q n are
sum by
the average of
n.
wn
---- -f
-\
coefficients
wn
w^
the average
ic
wn
or
is
any
set ot
numbers which
are pro-
Hence
it
Aa* f
is
would be
or better
(10)
dx
by passing
or
In like manner
if
=f(x,
}/)
approach
zero.
Then
(10')
and
--
ff(x,y,z)dV
^-
idA=A
(10
__
f(g>\
fi (y-\
/^i
if
= /(^(0)
yOO
f(x) dx
but
/"l
1
-~~
/(<KO)^5
v/ n
t
=x
Sx
2
,
1,
'
l/3*A
=
tf,
For
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*
i
V " ^^
r TV/JA
I
/"a
^J
yl
t^tv^l
r-
c VCv/l
j*
I
I
i//
yf
^J
when
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
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
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
Jx
1/5.
arise
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.
(,
s ^x
^ &, 6
-+-
Ax
would be said
This
is
AajfA^A^.-A?^
If
,
Ui
S 6i S Mi + A?^-,
to lie in the
sum
this
sum
f(x
^
where the order of the integrations
V> K >
>
immaterial.
is
than by means of
inequalit.ii
where
y,
11)
and
F(x,
when
be assumed that
may
it
y, *,
w)S 0,
ai
<
>
F is
of
>
F<
which give
integral of f(x,
Zl
X
where u
for
the
?/,
z,
?/.)
I
<j>
n (x)
= ^(x, y,
f(x,y,z,u)dudzdydx,
Jz =
<li
n (x, y)
of tl
S*V=U l (X,y, Z)
/**=l^i(W. V)
/^V~<l>^ !r )
I
J\! =
The value
Ju = <an
(.x,
y, z)
in terms of x, y,
first
limits.
If a
change of variable
/
0(x',l/',2
,M
),
The
result
effected such as
new and
,j/',z',M
),
x(x',y',z',"),
u(x',y',z',u')
way
(1
by
may be
is
=f(
>
Now
- x',
y=*y',
= z',
= u (x',
u (,
y, z, u'),
(U
/(x, y,
u)du
z,
V, z, u')
ff(x,
<*>
= f (x',
to x, y,
'
'
ffff(
and each
>
y, z,
u)dxdydz
u')
= u',
(13")
a ' V> s \
an d
Vs X,
=ffff(<t>,
=j(
'
x (*',
x y z w
\
J(
Hence
z.
du',
J"/(x',
variables,
du'
</
I
dx'dy'dz'
.side
= *',
may be
Vi
^>(x t , y t , z t ,
Now by
ic
t,
y',
w(x t
w t ),
= z/
j/ t
'
it
(a:',
^(x
2/
z v u i in
7/ l5
tt
z t , w,),
is
w, (x t ,
yt
x (i,
y t z l5
(x
M^ and
zt,
Vi,
MI),
and the
u').
write
= ur
substitution of
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.
<
3.
2
(a) x
4. If a
+y* +
z2
a2
(/3)
a4
- p x 2 - q*y*,
& = 4 - x2 -
tent,
on how much
2
J/
of the
e )
from
(/3)
ditto
(8)
vertex,
surface.
Which has
it
joining
them
8.
is
drawn.
Show
line joins
9.
of the
10. If the
value of
11.
What
tt
line is
sum
any one
of
sum
is
fractior
two proper
of the squares of
What
a.
show that
1,
the avera
1).
is
2-*.
Two
12.
13.
Show
r cos #,
that
r s sin 2
r sin B cos
all
sin
<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
= u(x^
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
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.
k;
may
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
;
is
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/
dydx.
it is
better to transform
(ir
it
to polar
- 2) o.
the xz-plane
on x
useless, projection
on y
would be entirely
feasible.
be the y-axis
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 & + +
cos V
^c 7
Vl + jj + ^
The integrand dS
The
comparatively
= u(x,
tlie
i/,
little.
z) be
any function of
(x,
?/, ?j),
and
any surfac
/(.'<", y/)
integral
=
~s
*)
ds =
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,
?/)
AS,-,
and
tli
x)
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
provided u (x,
y, z\
be assumed continuous in
Vl +/J 2 -}-/y
'2
(a;,
be continuous in
y, z) for
(x, y)
points nea
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
R (x,
y, z) cos
yds = II Rdxdy
or
-II Rdxdy
(18)
when
An integral of
this sort
may
Let
it
be evaluated
be assumed
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),
>
upper part
<
and
=f (x, y)
and for
= f (x,
l
y)
on the
surface.
Then
the exterior integral over the closed surface will have the forin
cos
ydS
=jjE
dxdy -f(*R
[x,
(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
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
^
dxdydz =
**
J
fa
dV,
(lg()
CQ, cos
pas
= ff
dxd *
= r/r ^^^ = r wY
Y
Then
4-
1^
oil
rf
dz I
//
or
76).
Construct the
vector function
Let
dS
-f-
ft
dS.,
Then
and
II (Pdydz
-f-
Qdxdz
dS on
cos
ydS
+ Rdxdy) =
= F-^S
|
F.^S,
where dSx dSy dS, have been replaced by the elements dydz, dxdz, dxdy,
,
wVlinll wrnnlrl
V\
neorl
fr>
ON MULTIPLE INTEGRALS
without at
343
ap
SQ
dx
dy
VF
4.
ox
(21)
where V.F
is
(Ex. 9 below),
f divF<7 = fv.FdF= f
Now
is
(20')
if
to
the function
Such a function
defined.
water.
The
(a;,
y, z) as
better
it is
of fluid
As the amount
of fluid in
f F.dS = f JDv.dS
/o
i/o
=- f
J
dV.
(20")
81
if
DX
vz
__~
dt
are equal
density
that
is,
when if
the
jQ
^_
~
dx
dy
sum f'x +
+ kB
is
dz
fa
dz
dy
Qy
the flux vector;
thifi
rate of diminution of
combination
is
called the
really represents.
fcl
dp
dy
dxdy,
dxdy,
(2!
This
is
Lemma
Lemma for
space.
in distinctic
The oppo-
transforming
double integral by the change of variable x
<j>(u, v),
</<w, v).
For
ty
first to
dA=\J\ dudv
is
therefor
established.
To obtain
line
integral in
P (>
V, *)
/X
P*(x, y}
.
jfjfwhere O' denotes the
projection of
cos 8: cos v
//. 1
y).
JJ
f this result
(Pdx
+q
(frj
dxdy
^)
^JJ
dxd*
(to
fy
Qdy
dxdy
)
letters be
added,
+ Rdz)
8Q\
/dp
dR\
/SQ
dp\
MSR^-fe)^+(^-^)+(^-^cfa^.
known
(23)
is
as fitoffes'x
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
here
is
jctor, as
:
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,
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
me
convention.
JLNUW
velocity u
11 tiic
ity
axr,
fv-dr
axr-dr
= f a.rxdr =
wo
i/o
Jo
rxdr
a.
j
2a.A.
*o
is
adS
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
(f)
a2 in
2az
first
= xz
2
2
y over r
octant,
(0) z
= a2 cos0,
z
xy over r
2 =
a2
cos 2
superficial averages-.
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,
from north
pole.
Compare Ex.
27, p. 332.
surfaces
by exprei
(a)
JJ
(x*dydz
(|3)
ff (x dydz + y*dxdz
-f
x2
a;
+ y z + z 2 = a2
2
,
(5)
= ffydxdz = ffzdxdy = $
+
ff(xdydz
ffxdydz
ydxdz
zdxdy)
F,
5. If
^(w,
v),
2 (u, i)),
cos
Show
cos /?
cos 7
Jl
dxdy
ff
may
jf
if
rLl2_rl5
= Edu" +
secydxdy
be written as
+ J22 +
J% dudv
2 JHwcZi?
15, p. 135)
=J
ds 2
J,-
*1 \8B
8u/
and
s (u, v)
*=
where
<j>
= J^ J J3
Show
first
Gdv 2
Su
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,
=/
=/
=/
f=^,(tt,
,B/
\i,,f/
\U,
1J/
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.
in
such a manner
in triple integrals.
6.
Show
7.
Solid angle as
cone with
its
a surface
integral.
f UdS = C
The
solid angle
is
may
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
/r.dS =
n)^ g
cos(r,
'
r8
dr
J/ r 2 dn
d
-d$ = 4it
1
/*
,.,
or
ct6
J dn
d
-dS =
|
/o dn F
is
rdl
-
<M>
,.,
r d
or
-- dti = a
/o dn
/o dn r
,.,
r2
where
8.
(x, y, z) is
attracts
is
(77
y)
(f
- 2) 2
there
is
a particle of mass
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
VF.
across
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
'.
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
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
+ - cos 7 =
8
cos /3
Sz
dy
dx/
further that
a+
cos
\az
+ Kk. Show
is
dx
Qj
(V-V)
If
V.(Vt7).
(u.V)
fs
dz
\dy
F = Pi +
in the direction u.
Show
ds
F=
(dr-v)
dF.
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
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.
V.VxF
= 0.
vanishes.
Infer that
instead of dr.
F=
R = 0,
14. If in
function
zj/-plane to
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
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
of flux of the
integrals
circuit.
around any
magnetic induction
and convert
into the
4 rrC =
through the
circuit.
form
B=
curl H,
curl E.
J"(ExH)-dS
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
is
yv
surface
may be
written as
VfDdF=VFI>dF- VpdS
or
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
F_i1) V
r is the vector to
F=
- vxvxv = ~ v
ct
after multiplication
by
The
dr.
first
form
is
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.
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,
=-
C*Pdz,
J *o
q, r.
= 0;
CHAPTER
XIII
ON INFINITE INTEGRALS
and divergence. The
140. Convergence
definite integral,
and henc
F(x)= C*f(x)dx,
f(x)dx,
/o
i/a
when
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
its
= 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
f(x) dx =
Jo,
f(x) dx
lini
I
=L
F(x) =
is,
f(x)dx
lim F(x)
= C
infinite
upper
Thi
limit,
f(x) dx
integrand f(b)
= oo.
grand became
ON INFINITE INTEGRALS
353
Now
may
approaching any
finite
The
infinite.
examples
"
Sa'rfs
r'fa = Jim
..
J\
/cos
xdx
Sa'dx
r'tjx
='*\_Ji
lim
'
xdx
x=x \_Jo
a;
becomes
infinite,
no
limit,
cos
= Jog
= sin x
oscillates,
no
limit,
modes
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
limit, as
ff(x)dx,
ff(x)dx.
/"f
/* V^loga; J
and treat
all
rs
Ji
rx
e~
dx
er*dx
,
r
Jf
Vo*logo3
e~ x dx
Va?log
e~ x dx
Vx*loga
f
J
x
e~ dx
f
JK
f(x)dx
< f
JK
f(x)E(x)dx
<
Mf
x> K.
f(x}dx,
JK
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
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
inte\j/(x)
both of which
This
For /(a)
<
f*X
I
JK
may
definition.
and
\l/(x)
r*X
f(x)dx<l
JK
or
\l>(x)dx
F(x)
<
*(*).
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
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
less
than
its
show that
to
dx
/
Now
if
__
or log
becomes
converges
if
diverges
if
fc
= ar*,
be chosen as l/o;
*/(), and if the limit of the product
f(x)/<l>(x)
shows that
> 1,
^ 1.
(2)
the ratio
*/()
exists
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)
'
it
f(x)
may
an
is
/> 00
As an example,
geuce.
examine
ered.
>
is
Jo
If
Now
order, that
0,
is,
n
x
integrand x e~
is
an
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
n.
!X
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
</
*'}
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
converge.
Furthermore
ON INFINITE INTEGRALS
357
/(a)
converges, then
da:
|
f(x)dx
(5)
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
by parts.
For
/(as)daj
= f
- f V(X>
and the
f(x)dx
lim
- lim f
<(:) f$(x)dx
+'(x)
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,
xcosxdx_
~ zsinz
lim
a2
^T^
x2
=
J
x x2
r*
~J
(z
-aa
a
+ a)
1.
x VI
(5)
2.
Jo
xa ~ l (\
x2
x)P-*dx
(to
have an
/* 1
(a)
Jo \
infinite integral,
make
T\**
if
>
1,
div.
if
be less than
1),
convergence or divergence
a must
an
n ==
/*
1,
(ft)
xj
lO^iC
Jo
dx,
it
(7)
Jo
logx)dx,
(S)
fMogsinxdx,
(e)
Jo
fo
of test functions.
(p.
356)
(p. 63);
see Ex.
8, p.
(<x)
f*sinx,
J
-^-fa,
/*
,,
2
(^ J cosx dx,
....
6(
(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
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
of the
^ s
* (*)/() dx =
KC "f(x) dz,
g|s
6.
i/
f
va
In the
^>(x)/(x)
<t>
(x)/(x)
dx =
if
/t
be a properly chosen
cients
as the
mean
g{^
either
6.
integral of
sum
zero,
is
a,
xu
rt ,
it
coeffi-
follows
I.
II <p(X) is
a.
luiiciiKHi
varying iuways
in ui
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
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
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
result.
F(z~)
that
the excised points is zero ( 124). It is sometimes possible to select such a function F(z)
dz+idy
dz^idy
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
Formula. Hence
/
e 13
JQ
0=1
dz
c " &x
6~ x
p~r a nz
hi
Ja
J-a
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
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,
\
enlarged or that of
as great
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
chosen that
An
2~ +2e-*
E,
on the semicircle.
<
e~% B
TT.
By
Now
taking
be
sufficiently large
small,
be
may
large
made
This amounts
as small as desired.
and for a
ciently large
sufficiently small,
is
negligible.
may
<J ft
to
As
as little as desired.
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
<
E 2 e2 '* +
E2
A;
c
- ?.
x2
os a
.
zik
rules.
L dx.
i3
Joa'<
R sin ^
>
it
only
Ex.
J3S e2iiJ> ^. ^2
7?2
Xt/
> 2 </7r.
_ W2
~~
Jo
fc
n/
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
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
''
By taking
cos a;
f
It
may be
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
method
let
00
yet
<a<
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
aA cannot be
neglected
fractional or irrational
line
power z"- 1
in the nu-
merator and
fact,
when
mined as far as
its
absolute value
is
concerned, but
its
angle
may
take on any
assumed
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
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,
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
<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
in the other.
Now
Jo
where
Jo
j_
r^ C
transform to po
Jo
c/0
"!
Jo
e-^-^lxdy
7T
-A*
JQ
Now A may
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
UGCJl
C V CllU.O.UCUj VJUJUCLQ
111
"'J
UC
by parts
:iotion
"ions
taken between
Xfc
/-ft
[/()+()]<&= *J/
tj a
/"
f(x)dx+
tJ a
Tjit-e
remark
'
- 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
formula
/(*)&=
l/.T=(/)
->
"
?H
it
is
assumed that
is
f*r
I
Jt
is
vanish, in the interval from t to T (although either of these conbe violated at the extremities of the interval). As these
ns
may
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*
Jjc'=o
ax,'.
dx
x'
results
and
a<
if
0.
(10)
Sometimes changes
=-
/0
t/ir
x.
2Z=
Then
/o
/o
log 2
plog^J^dz
2
Jo
= f
-Iog2.
logsina;dx
Jo
IT
Hence
logsinaxte
= - - log 2.
(11)
EXERCISES
ze "
1.
2.
Integrate
o
2
+k
X8inx
"
(7),
v
to
show f"
J x2
0*cfe
t/o
>
is
a
a2
Along what
lines issuing
>
2
-f 6
f e~
<**
-(-
dx
converges to (a
= 0.
sin bxdx
= -e-*.
2
ik
6i)
Jo
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 +
=-
- a)(i 4
(1
z)
,(i
z)],
small.
4. Integrate e-*
^ 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
- 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
- -
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
v
(e)'
'
rao loglx
1\
-)-
'
ir,
=--log2.
2
:
x2
rVe
Jo
7rlog2,
(T,)
w/
'
by virtue
of x
C *+
sinxd*
> 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.
/>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
that lim
i-
Hence prove
0.
dx =/(0)
=oo Ja
r
hm
f*
....
/> ci
J>
Jo
(5)
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)
>
0.
sin fee
,.
unless
dx,
/(O)
0.
!B
differentiability
Consider
first
and
integrability of the ft
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
/;
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, # )
when c is
a,
\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
<f>(x)dx
</>(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
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
To prove
\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,
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,
made
less
than
/>
a.
V(<*)da=
Xa.
-o
''S
I
Now
let
x become
by taking
fX
I
^a
f>
/(IB,
<x)dxda
nx
a.
Rdx
'"o
infinite.
The
=/c/a
r>a.
/
/(x,
a)dadx +
f.
''"o
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)
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
many
/*<*>
I
^a
As
/'(x, (Xtfdx
it is
/>ao
tt>'(<Xt).
Consider
f'(x,a)d
= w(a).
t/a
theorem,
assumed
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
purposely
with some which have
previously been treated by other methods.
Consider
first
an integral which
e- x coBbxdx
JIo
be found by direct
integration, namely,
may
-^
a2
Compare f V*cfcc
= i.
a
and
may
/*bfta>
I
Jo Jo
is
/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
=L co SJ x dx
!
x2
/sin
fa;
da:=:
|6i
= o|_
x'
'
~^
Jo
6_a
a
(fl2
&2) ]
'J
_ |6| 5
'
'2
rsin&x,*
TT
-^~
tan _ 1
lim
a
Jo
<
C:=+
TT
~f'
by taking the
as
6>0
or
limit
be justified
I.
integral
/""sinte
I.
^~ da; = lim(
'(a)
To
=A f
da Jo
x/x
formly. In the
first
-(x--Y
\
x}
a\
I
M
zE* e
2a e -x
and
e-^dx
Jo
Jo
#(a)
_Cz_2y
x
\
'
143).
Jo
= r
converges
differentiation is justified
dx
is
zero
<p'
and
(a)
/.
= const. =
Jo
e-^dx
A vir;
JQ
a^
As a
db
xe~
<&>?
Jo
sin bxdx
2a z L
e-^cosfodz. Now
Jo
er ^^ sin bx
Jo
a2
e~ a x cos bxdx.
Jo
The second
is justified
grand
Hence
^(&)
/- -r-.
1.
= 0(0)e ** = f e-^cosbxdx = -^
/o
2a
is
all
assumed continuous,
values of
as th
b.
f(x, y)
dA over an
area
is
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
is
the area A.
'
cc x
f(
JJ
\
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
The theory
limit.
which
the solution of
is
numerous
of this work.
difficulties,
It will
be
suffi-
x and y are
may
and
it
tion as
Cf(x, y}dA
= f
/ar
= i/y=0
f(x, y)dydx
f= f(
i/# =
*J x
And
to the
same value
function defined
A part
by an
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
it
</>
<
gral.
may
possibly be
number of
of x and
Jlf(x,y)d
f(x,y}dydx,
y,
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
of the
n 00
I
e~ x ox
/o
= C ae-^+^dx,
Jo
<x<r
/o
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*
--
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
Repeat
* The theorem
finite
number
may be
of curves
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
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,
*"
-- 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
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
<
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
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'
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.
discontinuous.
9. If /(x,
continuous
or, /3) is
in (x, a,
/3)
Si x
for
<
and for
oo
/I
and
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
j8)
dx
(cc, /3),
then
= ^,
/0
= cc +
i/3
which
is
a+
9,
and
/"
f
i/3)
|3).
is
continuous in
in (a,
/(x,
y)dx
if
/p' (x,
The proof
dx
/3)
= ^,
(x,
satisfies the
/y(x, y)
defines
a,
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
,.
to
ITT
- a 4-
Vrr 2
4-
S2
Hence
infer
"x
to
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
[
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!
!!
C2
Jo
Jo
>2
(x,
will
converge
if
|
y)dA-j j
/ < r~ 2 - * as r
1
"f(r cos
becomes infinite.
<f>,
r sin
If /(a
origin,
is
that 2 becomes 3.
18.
As
in
without the
Exs.
test
1-
(x)~
C x n - l e- x dx C x-ie- x (kK,
Jo
\4
,...
repre
From
with
a 2 !.
(fe=/(0),
/<i
oo
it
sin kx
16.
<fx,
/(x)
t=oo7rt/-a
form
^/
last
a)
/(x)
The
a2- \
/z 2
I
7T
- f" f
/
7T t/0
due
cos
/-
h na
ft
sin (x
OO
cosh 6xdx,
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
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
and
parameters n or n and m
may
Y(n)
r (n)
- x) n ~ dx
l
(1]
Jo
Jo
0,
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:
+-
rx
I
xn e- x dx
= i-T(n + l.\
V
Jo
if
the value
l)
K)
is
If in particular
378
is
1,
any integer
then
less
than
gral values
values it
ofn
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
;
<
The
(9)
may
also be
integrals
had by
may
rant,
which
is
justifiable
by
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
^^ = 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
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
By
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)
"
-l
-l
if
zn
-l
dxdydK,
+ y + z ^ 1,
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,
rrr
fZ-l-m-l^n-l
JJJ
J
(1
m + n)
would be
'
w
hich
is
/t
i+ + 2
{-
(y/b)i
77/1
J-J
f/i
(-
dx
-fifi-l'
\p/
-_
/
pqr
\P
y? +
z$
h.
The reduction
to
W W
_.
. ftp
\
'
a'6c
his integral is of
(z/c)
JJJ
pqr
made by
x& + y%
it
+ z% =
is
of a
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
:
or example,
(C
JJ
x i -lym -
pgrs
+ +
\p
12
- >
and
>
>
>
W rW
r(!)
(2)...
=
(^)
n
\
=f:.
Vra
result be divided
n.
by
1 logn
n"
log
a>
T (a;,-) AJC
left is that
log
T (*) dx
= log V2~^.
(15)
Jo
(15')
xn
T'(n)
~l
(a), p.
/*<">
e-
logxdx=
Jo
Jo
_ B ~ ax
/*
a"- 1 *?-* {
Jo
dadx.
<
<
the region
cc
1, Q
may be considered as the
cc
<x>,
sum
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
- 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.
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
if
_ g da.
/r/J-*"
Jo
=
since r(l)
to 0.
to a
Make
/o
Now
or
loff
-1-
-^L
Vfl-v;
0.
"\/
<T
<T oo.
INTEGRAL CALCULUS
384
4-
T(n
may
1)
2to
2 at"e-"
<r'
\J
is
Then
1),
^ l -^dw
about
is
T(n
1)
limits
\s
or
F(>
where
17
-f 1)
e~ 2w *dw
2 cfe- a
V27r(u
-V&irafe-",
+ |)" + 2
~ (n+i)
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
+a
2/
z)]i+
6(1
x" -1 (!
Jo
(.,
4-
smn xdx
^)
+ a)'"
'
/o
Jo
/o
^)
integer
(a)
sin n
Jo
x2 " dx
f*
Find
(f)
Find
(77)
Jl >
yl
2
2
(5) x /a
2/V>
(a) x
/* 1
to four decimals,
a*,
Find centers
8.
() the
1,
7.
yf
2,
z'
(/3)
x2
+ yi = 1,
= (a - &8)f
2
(?></)!
?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
/"ix 2 + l dte
fJ'T
VI -x*
4 6
TT
TT
(a) X?
- 1)
(n
2.4.6---W
__
J(>
6.
= f 2 cosn xdx __
=
xdx
Jo
2f
6.
x2
(7)
?/
1.
unity.
10.
is
(7)
What
2
Average e-wP-bv* under the supposition ox
11.
12.
From
about
13.
1/K.
and
(18)
logr(n +
\
<
12,
and Ex.
<
by
(15')
+a
S H.
differentiation
under the
sign.
of J> 2 log
(n)
to
logT(x)dx
|
Jn
2/
and Ex. 13
for
-l
23, p. 76,
1\
XH-Mlog
(20),
Z/
From Ex.
/
(x)
24 n
f>\
dx
about
is
log
(n
x)
+12 logr(n.
\
1\
-).
2/
(15'),
</o
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
11 in (17)
compute
methods
accurate
it
from n
J
the integrals
8
to
n
n
--
1 to find
gan
J-
_ ga
(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
to
be
-^T
2-i
determine
=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
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
urn.
m^
+m
----
2 -\
-f-
mn
or
~
fb
(m 1
+m
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
for,
more precisely,
an error which
this
lies
<
387
is
- m)
The fundamental axiom (21)
when
is
the arithmetic
is
mean
<Kmn
is
m). (22)
maximum
ra^ ra2
mn
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
if
^tei)
Then
Next
the ratio
is
when
?1
+ ?2 + ... + ?n = 0.
+ F(& =
and
*(?,)+*(if
which
conditions become
^=
or
^+^=
q^-^
or
F(-y)=-F( ?
).
=
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
<
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 observer.
7c/
one _but
;
A-/
VTT
if
for q
7c
is
is
7c
essential
far
more
if
it is
(y) dy,
<f>
it
VTT for ^
is
is
and
is
(23)
is ^e/j,
s*b
>>
<
and
AJ
and y + dq
be given, the chance of an error in
fi~
J-x,
<f>
143).
Then
(</)
and it appears
small error than a large
likely to
make a
<
its
value
likely to
make reasonably
2k
j=e- k*v
VTT
is
2k C*
d<f,
and
7=
e- k*<?dq
V7rJ
2k
C*
\
vV Jo
e-Wd<i =
Now
/**
2
e-<*fa
f= I
VTrJ,,
(25)
r
J[
*
maximum
that,
with
errors is a
<j,
minimum
vcuues UL
series is satisiaccory
i/aia
lor X ==
1C
will be
The probable
which makes
error
i/r()
smaller error
is
|; that
is,
is
of a larger error
also
is
This
is
.44311
=jf
The
with the
03
-+*-
V-*
first
= k$ =
0.4769
or
0.4769 Ar 1
(27)
It is therefore
required.
to
descending powers of x.
/&
and
Cvx/
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*
-- ..(2-l)e1-3. 5-
term
as
w=
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
Jx
\J
Thus the
is
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
is
of frequent occurrence.
In addition
mean
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;
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
t<
152. Consider the question of the
application of these theories
the errors made in rifle nractice on a target. Here there are twx
Then
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
is
7c
k'.
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
inclined.
To
cover this
with
G C
=1
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.
lies
kz
e-^rdrd^
obtained
2k e~^rdr,
and
from r
to r -f dr.
is
</,
is
is
-0-*VV)
The mean
a
the
ce and
distance
r= f
Jo
= -^T =^f^.
r;)
or
mean
2fcV* 'W/'
is
ft
A;
_ e -,,|
,,
rp
The
= *M26.
/C
owing
8862
distance r
Hence
'
**
r
The probable
(30)
(30
/C
2
.
to
Let
u, v,
be the compo
thai
thai
-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
to
measurement.
EXERCISES
1. If
2.
= 0.04476,
Compute f
Jo
3. State
How
how many
the integral to x
4.
terms of
(28)
0.2,
an error
() x
<
12.
= 0.8.
foi
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
cosx2
...
dx * lar
The
\\2-
--\/
Jo
6. (ct)
----- ------- -=
2\2
=
cos x*dx
Jo
2
smx,dx
.
x*
<&>
large.
(7) also
observations 195, 225*, 190, 210, 205, 180*, 170*, 190, 200, 210, 210, 220*,
ian
8.
Show
\q'\
two errors
Vp
1.1284
selected at
random
of numerical values.
--
|g|
Vf
OR7R
k
>
10.
For oxygen
locity is 462.2
(at
mean square
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
x2 )"
i,
12.
From
(a)
G=-V
\2 )
lt
_________
fc
fc'
X2 ,
IT
- X2
13.
Find Hp,
'
2 (WV*
- X2
'
which
2
(fc
*^
- X2
14.
'
The use of
fc
may
be illustrated by
is
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
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.
integral vanishes,
1 or e"*
0. If
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
is
0.
'"
n
t*)
that the
differentia'
by so choosing
a simple
is
- #)n ~ *,
T = (1
The
to vanish
- 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<
considerations of
+1
(1
n- 1
cosxtdt
t")
symmetry
-idt =1 r
+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+
i/O
iis
il
notion
The
first
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
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
may
be written as
ictorials.
154.
differential equation,
/>l + ioo
ty t (x)
=J
namely
- 2 e<*(l - ff-idt,
first.
It is
is
(31')
for
some
real a,nd
nd
'(x)
its
converges for #
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
ei,
the
little
oo
i,
t,
0,
or
RS
at infinity
may be made
small as desired by taking the quadrant small enough and the line
is
=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<
(1
/I (1
9
it
)"
<>)
= ?/0) = /^ r + '-
_2
i s in
a;^
XQO
I
-H
*/o
1
The
signs /^
parts.
The
ti (-v\
and
j? are
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
and yz (x)
>..
*,
-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
iverge.
The
is
required
is
(3*)
],
ere
Q (x)
==:
~
aX
O /o
(u Xjvi
^~
'
'
'
2!(2:r)
ke real
^).
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
Kn (x)
of
Jn (x)
./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.
r
==
1
Jo
o
Let
it
1)1
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
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*
3.
x)y"
+ [y- (a +
/3
n >_j.
x>0(
+ 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,
1-2. 37(7
1) (7
(a)
Jn (x) =
2ViiT(n +
(/) eTntx)
=7T
<#>
2)
d<j>,
n>
J,
^)'
^- n
(55
sin 2 "
/0
C
1)
t/o
sin2
= 0,
1, 2,
< 1,
7.
Find
8.
Compute /(!)
0.7652
(4!)
0.2239
n~i
sin xtdt.
(3!)
(2)
0.10
(2!)
9.
|(1
Jo
vS
~6
3-4
(5!)
= 0.0000.
(2.405)
x- n/n +i.
Show
11.
12.
From
13.
Show
form
for
<7 (3)
as accurately as
may
be.
-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
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
^o
a2
(i
>
= b-
(bx)dx
show
_u
>
as a 2
or
=
rcosax Jo(6x)dx
ov
18. If
Jo
/o
(8)'
(a)
C^sincKcJJbx)^x
Jo
2
(6
- a2 f
*/o
)
Vi~Jn (&x),
6*
CHAPTER XV
THE CALCULUS OF VARIATIONS
155.
The treatment
r*B
/>
F(x,y,
cJ A
where
<J>
is
=
y')dx
integral
(1
cJjt
homogeneous
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,
<I>
122)
Qy'.
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
= 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
ma
/ '(0)
[,/?;(*,
?/)
+ VF;(*,
y,
or
minimum
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
tion this
is
is
c% =
*'(*)
|>
C with
of the derivative
V=
+ V(),
=/
>/'
8dy,
where
it
8 applies
With
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
neither
is
the condition
ff'(x)
so in this case
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')
"
For
that
"'
dx
8y
must be remembered
it
is
small,
and
if
=y
F'y , in
F'v
gx^
of the interval #
Then
(3')
(x~)
any function
is
to agree with it in sign, so that the integral of the product would necessarily be positive instead of zero as the condition demands.
is
therefore to set
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 curves
(4).
It
is
+1 = 0,
yy'
+ x = cv
y*
(x
is
minimum.
1
= y'
or
or
Vl + y'2
yV"
y'
immediate.
- c^ 2 = c r
given points
or
(1).
(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
[(*;
[*;,>
the terms
+ *^fy]* = 0.
variations Sx and
rf)
^x
__
fi.&
^^"wa;
&y
rr^;
^^
3
ftCl>
tiy
r Vl1
^"^
fA.^\
y"
mine
Now
by
= F(x,
y,
Substitution in each of
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.
--
r*o
J
gives
(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
some instances
lids
LNTJSGBAL (JAUHJJAIS
404
EXERCISES
1.
2.
3.
The
Treat
shortest distance.
Treat
Vclr
2
r'*d<j>
for a
(1
minimum
Hence
is v
T/ie bracMstochrone.
lowed.
y'
= ~V'2gh regardless of
A to B is T = dn/v.
I
Show
to #, the
the path fol-
The path
of
The minimum
5.
The curve
surface of revolution
minimum moment of
that the
is
of constant density
of the plane
and has a
c^ = sec (3 + c
minimum
6.
Upon
7.
Upon
8.
9.
2 ).
Note
minimum
line
/*
4>
at the origin.
ri
/dx\ 2
l_2
\dt/
-ml
x
+-n
2
2
~\
\dt.
it
is
maximum
some
make
desired.
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)
CALCULUS OF VARIATIONS
For example,
terms,
in the case of
yds
dyZ
405
+ dy5y"f~
dxSx
yds
^+
dxdx
l
'
'
yds
\A~
yds
circle
C and
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
= XB +
al
(s),
= yK +
point
and
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),
(<)
+ m (s)
'
7;
((),
0'
if,
y'
=^+
mi;',
Consider
g (s)
'* (x
(s)
?7i
(s)
TJ,
x'
If, y'
mi?')
*,
(6)
^'o
which
is
#1 y> K',
argument
0,
of
i,
then
;(,
y,
',
y')
m'(0)
^+
J'(0)
<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
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
;
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
which
is
given as constant.
I + \J =
a
maximum
or
+ A<7 (*, y, y )] dx
1
Jx
F(x,
minimum. The
y, y'}
(*
would contai
A and B and
still
consider
=/(x)
V =f(x)
om (x)
+ ft (x),
=^=
r;
= fj =
0,
g (a,
= f V(x,
/3)
?y
ttT/
2/
0:77
+ j3f,
/Sf,
/+
(0, 0)
=I
^o
r
'
= f G (x,
'
7i
(cr, /3)
y'
aij'
= J = const.
dx
|8f
^0
ivoulcl
mum
ire
or
maximum
required.
of g
(cr, /3)
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.
(F+XG);-A(F+XG);, =
and
0;
(9j
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
;
()
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
conunon normal
be perpendicular
curve
2.
minimum
is
(/3)
if
curves
to the
(7) the
gral of the
form
if
a
j F(x, y)ds
maximum
or a
minimum
inti
Show
that
the integrand
if
<f>(x, y,
becomes
(/1/
4.
Show
strained to
5.
which
on one curve T
to
is
is
dx, dy,
^Sx + $'
5y
Sx
a^,
tli
1=0.
to another curve I\
Prove that the curve of given length which generates the minimum surfac
of revolution is
still
the catenary.
6.
If
7.
maximum
8.
revolution.
maximum
or
minimum volume
-/;
10. Discuss the reciprocity of I
mum
/ is
or
minimum when J
is fixed,
and
and
J, that
of
fixed.
11.
attraction
on a point at
its axis.
Ans. 2X(x 2
)a
= 0,
the point
if
is
at the
origin.
159.
Some
generalizations.
.<
1=1
F(x,
JA
y, y',
*,',- -}dx
pli
JA
$ (a;,
dx, y, dy,
z,
dz,
(10)
there
is
still
has a geo-
a curve in space,
less
than
all
which
will
make
neighboring curves.
reasoning will
*-S^^-^^ = 0,
or
= 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
the
points
A and
B.
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
F has been
where
?/,
y', z, z'
For
order
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
+ F^8y' + F&
Integrate
-f J^&B')
dx
r*i
8Fdx
= 0.
(12
Jx
* In the
simpler case of
AI= 8I-\-- 5 2 -- 58 /H
2
-it
3!
would appear
that
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<
51=
5$ for variable
mentary
results
modernity.
limits (variable in
y,
57= CdFdx
but not in
t)
o;
ele
As 8y and
cient vanished.
that there
y,z,
Without going
fact
which
of
may
dx, y, dy,
z, dz,
8*
is
.)
= 0,
dz 8z
as
-{
at
0,
A and
and
at B,
dx, y, dy,
z,
S (x,
dz) min.,
and
It is
follows
8z.
X.
S'v 8y
as the
Hence
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
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.
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-
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-
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.
is
P(O
f
J
+ 'oW)at = f
\8T
'[87'
-i J ,J
tliat
+V
(A'&c
FSy
ZSzftdt
(17)
J'o
'o
If in particular there is
W=
f 'S(r -
7)cft
f \T -V)dt=
0,
(17')
maximum
and potential
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
.
and
W= Q
r 3<jv,
Let
-----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
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
The equations
is
O" ~
'
S? 2
8ffi
Hence
...
of
may be specified by
as the
problem
kinetic energy
ing the results.
T and
potential function
Ldt a
maximum
F may
minimum
or a
both the
without chang-
^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^
=*
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
<j>
for a
change Sr
it
V=
The remaining
integrations cannot
all
*
.
'
*) \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,
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
for
first
is
condition becomes
--dyty~~>
01
0*
dxdp
vi>
xi>
The stock
that
is,
which
(20)
differentiations give
r
F"
i>p'
*
2
u
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
many
theorists
is
Hamilton's Principle.
the method.
Two
in detail to exhibit
the chain
all
times.
-will rise
j
*~
Vl
-f-
y'
2 dx
XJ
Here ds
A /j
^^
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,
.
'
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
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-
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*
>'
_*?,
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
(19),
Z, y, z, t
It is therefore
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/
/, 9, &,
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
its
extremity
is
Extend Ex.
locus of
is
5.
6.
k<j>
particle in space.
in cylindrical coordinates).
Find
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
V=
cos
P(x)
nt.
77,
first
+
\dz
\Sx
dx/
By
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
of
of
3i 2
dydf
dxdg
&F
d*
dydb
Szdf
'
dxdh
&F
'
8z3c
By
&Z-.WL
""
^_&j^,&W_
~
dl*
13.
'
dzdg
165.
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
= f <5F-dr - dF.r) + f
JQ
d(F.3r)
</o
= f (VxFWSrxdr),
'o
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----
Sn
Then
=M +M +W +
i
'
'
'
+u
-i
= 2J
(1)
Let the
(2 )
when n becomes
infinite, either
or because,
settle
3,
is
and compare
p. 356.)
limit
when n becomes
For
if
infinite integrals
(Chap. XIII).
419
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,
- xz +
2x*
Sn
<
u n and un
0.
series
- 3x +
+ (-
l)
n nx*
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-
is
THK COMPARISON
TEST.
and
'
to
is
converge.
u't
(Of. p. 355.)
Let
----
-\
Sn
'"
H---- -f
V-n + ,,-1
Now as
converge.
The remainders
n+l
Rn = ^
S'n
= Un
-f-
< +1
----
-\
=^U
n
+ N+
+ ar +
which
is
Q/r**
ar*
known
is
Rn = ~
ar*
-\
the geometric,
<
>
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
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
N&
convergent series be known. For the establishment of such types and for the test
of
many
series,
n,
positive,
that
un
certain rectangles.
t.he
terms
lies
is
f(n)dn
if
may be
Hence
un
the terms
-\
Cf(n)dn = F(n),
then
(4)
f-
means that
if
is
finite),
it
then un
= f(n) =
l/n
^r
!+!+...<
^ 3 p-T-
2P
provided
p>
1.
instance, if
+5+&+-+ +*
T'
be given,
Hence the
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,
Of
if
lira
n = oo
y'
>
1,
For
and
it
must be pos-
<
1 as desired,
y and
1.
Then
B+ I
1
The proof
greater than
that
if
divergence
is
is 1,
furnished by this
test.
KI + KI + KI +
----T-KI
+ .--
Sn+P
The
-S = UK +
n
--'
+ un+p _
and
\un
+|wn+p _ 1
|.
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.
|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;|.
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
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|
|x|> 1
it
diverges,
word about
Let
+ MJ + w -----h _! + H---==
+ MI 4- wj H-----h <_i -f K H-------h n-i + < ----f {(< + < 4- < +
MO
-\
-\
value of
vrhere e is
S'n
\<^ t
and
\sn+P
sn
|s;1+7 ,
+;)
-S;|<e,
Therefore
s'n H\is% +p
\
- is;;\ <
e.
Hence
if
|Sn+p
Hence
if
-SB |<e
implies
|S; +P
- S;| <
e,
\S'^ p
S^\
<
e.
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 =
of
which the
first is to
known
is
to
converge
(or diverge).
Hence
As
if
?<
the v-series
pv n
is
u +
tnen
<
u
/
Hn +
Again,
except
known
\Un +l
if
if
converges;
\irnn
no information
is 1,
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.
The proof
fails.
= -l
simple. For
is
finite
a(logn)"J
"
= log log n
~\
is infinite,
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
Hm n (J^L. _l\>l,Sn
n
(or
For
< Pn + 2,
if
less
andultimately
and
first
I'D
which the
of
MI
4-
first,
MII
to be tested
is
and
v,,
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
lim n
if
=
Again,
except
-(~
\Wn +
1
)
if
the limit
when
>
1,
Sn converges
no information
is 1,
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)
Vn+i
Sn
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
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
<
+ i/
n,
if
-^- <
then ultimately
1,
+1
y<l-,
<
if
un + i
logn
un
u n+ i
M,,+I
now
lira
n=oo
n(
\n
lim
x
n=
Then
m+1 =m
+
1.
=+
-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
m 5S
1,
the limit of un
if
is 0,
but otherwise
and
-.-
log| Wn
0.
When
< m<
it
will diverge.
by a factor [m
0, let 1
+m=
6,
1 [/n,
Now
^1
if
and
is
-----
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
--
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 '
(cr)
v
3.
38
1-1 + J-1+...,
2
4
3
(7)
2.
32
r*
converge or diverge:
T*
....
..,
+3
n terms
series accurate to
4.
(er)l
Apply Cauchy's
- + _ + ...,
1
00
00
i
'
'
'
'
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
Apply
5.
"
310
410
by any method.
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
10.
Show
that
terms) converges
if
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
10
12.
OTL.
Show
sin
XT.
sin4x
sin2x
sin3x
-- ------
lutely for
any value of
a;,
+
1,
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
+ Ix2 +
when
|x|
(ft
<
l-2x +
3x2-4x-8
...,
and remains
less
<
than 7
if
gence
series
power
it.
a,x
a2x 2
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
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,
Why
which
this test
is
inapplicable ?
(Po
(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,
-f
pjU,
must
converges.
>
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
if
'
2)
+") (! + w
+ i)
71
>
(l+Va)
lt(l
- a) > 1
V
T
a.
'
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
22. In case
a value
Pn
as a limit
Pn
if
approaches a
limit.
if e
be assigned,
n can be found
of
+ />
TT
(l
<
Wi)
or
+p
TT
71+1
The
all
if
other cases
23.
it is
said to diverge,
when
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,
(1
- 04) (1 - a,)
a2
(1
+ On 4-
a,,)
shall con-
24. Define absolute convergence for infinite products and show that
converges absolutely it converges in its original form.
if
a product
or - u z
26. Given
l
w2
<u
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.
"""""
\.
"i
^i
y ~T"
'
"
'
'
~"t~
'
S&\
*~
some
S n (x) of 7i terms
interval a
=i b, the
sum
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
uo (x )
There
it
+u
0*0
S' (x) ?
converges to
>
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
Sn (*) converges to
Sn (x)
xnz e~
"*,
tbeu
lim
n=o
No matter what
Sn (x)
0,
or
S (x)
= 0.
-~ *"
V/
rr
-----~
xnz e-
u*
..
..
dx=
^x)
from
line jauiiu
to 1
is
wuuiu
of course
but the
is
^ 1.
lim re-
= oo
course
wiiuiuiuii
uu.il/uiviu
of
a C
oouO
*~
The
uous.
lit
is
limTA^\_dx
n=
lim
oo
n2 er*(l
the derivative
swers
and one
is infinite.
of
lim n2
nx)\
Hence
at
when
c is
~0
two
of the questions
have negative
= oo,
in this case
S1 (x), S2 (x),
SxS
assigned and x
is
Sn (x),
converge to a
when
all
values of
x in the
interval, that
is,
and
at
lim
n=
>
Ja
S, it is
/&
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,
Ja
< r
(x)dx
Jo.
(x)dx
lim
.
S,,(.r)
= S(x) - S (a).
,S,,(a)
>[
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)
M +M
+ .*/ +
+. ..
(8)
and
|w,-(x)|
{.
The
made as small as
Hence any series of continuous
a continuous function and may be integrated term by
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
cosx
cos2a;
term as
cosnx
cosSa;
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
Hence S (x)
is
-i-''--i
may
o
n*
a continuous function of x for
DC taicen as
all real
values
and the
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
series
f(x
is
a series
+ a) = 4>(z) = a
+ a x + + n xn +
= 0. It may or may
2
-f ajOJ
^.
for x
(9')
not con-
that
if
is,
a circle of radius
X be
drawn
and
all
the argument.
Such a function
any function.
Thirdly, there
may
is
called
an
integral
radius, say R,
As the matter
well to
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
the limit
less
0.
may
oo
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
it is
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
.
all
subsequent numbers of
it shall
Then
n +J>
ex+
and
e" +1 z n+
ez<l
which
is
numbers
shall
be
less
than l/(R
e),
will do as a comparison
approach the limit 0.
Let a
circle of
series.
+P
If |x|
> R,
convergence.
>
|x|"+^
it is
than
Then within
Jl\
and
*C 1.
(9')
do not
<
the
power
term,
/*
and the
series
<j>(x)dx
11
= a x + -a x> + -=a<p
]
"
"
-----\-
s
-i
-an _
"
xn
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
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
;
is
&
a,
circle
be
sufficient to treat
lirn
n = oo
R n (x)
one
case.
Let
h^x-Sh,
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
&
En (z) =
As n becomes
-ie0*x,
Rn
infinite,
\Rn
(x)\<eh,
is e*,
and the
\x\^h.
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
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
(l
--
+ x) m for
1)
may
sc
,
2
m(m
^
-j
l)(m
i-i
2)
'-
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\
is valid
converges f or x
1,
for
all
S ^
series
may
Rn
7, p.
As n becomes
306).
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,
(x)
and
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
"
*>
...
*'
~r
^6
-y-2
J-
in
when
<
|cc|
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
a proper fraction.
EXERCISES
1.
(cr)
Doesx + x
x)
(1
x (1
x)'*
k)k
=l+
Can
(/3)
(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 ?
Szg
converge uni-
'-
uniform convergence
x2 sin 2 6
jfcWl
(l
1^
2i
converge uniformly
-)
1 4-
|xj
^ X < 1,
...
'tOO
JL
JTLJilW J.\
3.
(e)
jz-(} +
(ij)
b)x
\JJC
J?
of convergence
U JX \J JL iV/JL^ O
(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.
4)
x -"'"i
""
3~i
K~;
I
12
5!
""
"A
"(ro
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)
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
=s
g X.
X,
showing that
it
^,
+ ap +
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).
Show that/(z)
laurin series
Prom
of Ex.
5.
_2_
e
*",
by showing that
uniformly toward
complex values of
8.
(see
Ex.
Rn =
infinite
Mac
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
must be equal
(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
'
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:
-net"1
f"
-f
ti
q
,
= a sin x +
by use of Ex.
cos
-e~W,
2a
formal multiplication
or
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
Joo
Can
2;
sin zdz
A2
22
_ TT
_^
~2*~
_ TT
'
limiting process,
Hence
fo
,p
P1 + ^(2P2
/;=
1
"
'
...
Jb
ft
/t(2x)
Hence
xP;
Compare the
= P'n+l -
(n
+ l)Pn
and
and
(x
(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
-----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(,
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
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
Sn The
Hence
.
o
\&
^ u|Wn|
Sn'- Sn!<
i
5n
may be taken
order, n'
As 5
absolutely,
as a limit
<
it
e,
when
n'
follows that) 5
S'n
becomes
It
infinite.
<
,\
may
<
'
fc
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
U =
{
/n/
_i
Un>
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
be canceled
all
(14)
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
al]
and the
also converge
PI or
Nm
series
may now
diverged, then
sum exceed
Z-,
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
possible.
series
lie
'multiplied, as
and
?;
...
1-
-]
.......
.......
-\
-I-
-\
Klkl +
would be seen
WW + NKH-KIKI + KIKH---
to converge.
of the series
infinite
series
of multiplication, division,
Thus
series.
if
f(x)
g (X)
may
the multiplication
f(x) g (a)
\x\
'
<R
lt
\X\<
',
2,
+ (a^ + a^
'
03
a;
+ a,^ + a/
&2
-f
a;
may
still
its inter*
val of
As an example
sina;
= x -- x 8 +
The product
"-
x6 ----
fr + GV *i + r>
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*
first
(2fc
odd powers of
(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
sinxcosx
= - 2x
+ -
=-sin2x.
=a
f(x)
and
if
desired
4-
/+
4-
'
'
<
'
|x|
R,
(15)
to
of (x
4-
a)
is
and converges in a
circle
= a + t and hence
2 at 4x = a
= a 4- ,(
/(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'
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
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')
<
4----,
(16)
within a circle
of radius
in fact
it
may converge
in a larger circle.
As a matter
whose center
is
at a and
Thus
its
circle.
by
development about x
power
-f
f(x)-=
and
let
|/>
< R
series for
to
powers of
Hence
y.
the expansion
That
obtained.
is
is
may
be seen by
considering
which are
series
of
expanding
...,
COS*
~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
new
origin, as in
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
(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
!* 4-
---a#? 4
)
1?
are those
Multiply
-\
coefficients of equal
powers of
x.
'
'
'
Then
is
<7(cr,)
<
o, + a,
-,
,'
j-"
1?
cn
y =f(x)
then
a?
may
-f
+ aj? +
-,
(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 ,---.
from
(18)
and
=x+
a;
+
+ a&* H---= + J^ + ft^ + ftJ^H---ao52
fl'^B
a'{
= ty/a^
6J
= &X-
Thus
t
series for
rearrange
,-.,,,
= + (b'
+ 4K + $ + 2
+ oj)*
4- (^ 4- 2 &X 4- 5 a 4- 3 ^oj +
t
tf
JJcri
tt
;)
<*
it is
coef-
2!*
with the
unity as the
initial
in Maclaurin's
=1+
1
n\
"""S!'
which occur
factorials
a :ix
+*
a;
!
may be
"
+o
written as
x8s
-i
:
\
provided that
e^e 6*
and
if
a}
e(
=1
a + 6 )*
Vfx
alb 5
_|_
^)
-j-
(a,
The
4-
_j_ (
ct
-f-
(19)
a,-^-,
then
2 ft^
^>
"i
and hence
justifies
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,
found to be
or 2
Bj
OT^D
'
= 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?
0,
- x\
o
suc-
/00
22
(
THEOKY OF FUNCTIONS
448
is
of
an even function
indices except
.r,
are zero.
first eight
The numbers
An
numbers.
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
B B2 B
set
-\
=1
ax
-|-
If the substitution y
ofa
x/(i
anxn
---- -f
-\
+ 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
Now
may
a*.
Hence
1
+ a? + a^ +
series
(1
- y) [1 +
(1
+ a) y + (1
-f-
a)V H---- ],
a*.
Then
+ 0^ + a^j* + a a +
8
-f-
</*
.
,
INFINITE SERIES
This transformation
known
is
new
efficients in the
log (1
first series
series small.
+ x) = x -
x1
Its great
lies in
much more
converges
when
ne
449
as Eider's transformation.
This
first.
is
especially
are such as to
make the
+$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
.e
this case
series of
series,
first.
EXERCISES
By
1.
(a)
(1
(/S)
cos 2 x
+
= 1,
x8
a
-)
= (1 + 2x + 3x* +
= e*+v,
(7) e*ev
2.
() e^sinx,
(a) escosx,
3.
4.
and cos 2
(S)
2 sin 2 x
= (1 - x)-,
= 1 - cos 2 x.
(7) (1
+ a;)log(l +
x),
cos a; sin- 1 *.
(5)
< 0. Why
5.
to
4x8 +
>
si
Show
f(x) __
that
if
e' na: ,
lna;
,
g(x)
(/3)_
(7) e
ta
~ la!
+ 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;
6.
Develop
to terms in
(/3)
log cos x,
(7)
Vcosx,
(8)
(1
fc
sin s x)~i
111
(a)
V
'
rx
e~ x dx
x
x
3315
f*
"**
4~Jo
COSJ:
x7
-\
Jo
'
/*
,
'
UX
**
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
,
(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!
"
a;,
(<)logtanhx,
( )
cschx,
1, 5,
61, 1385.
(5)
expansion of sechx.
\ x).
+ (V
2 x"
j.8
'-
2rj-(27i)!
Prom
2
B2n (2x)-----
13.
2n-(2n)l
*
x*
x
H----- ------ H
logx
8
180
1)"
;
(
V
..
,
'
(2n)!x
-------
11.
2"
045
46
3
i
logsmhx =
.
x
H
2
(X) sec x.
ipparent.
14.
The
coefficients
P^y),
^l =
ex
P9 (y),
+ P 1 (i/)x +
Pt(y)x*
15. If
= N is a positive
n
is easily
+ 2*+3* +
..
17.
y)
*)'*
= 1+
simple. Hence
axx
-6
establish formally
OjU
- ^ n+l
1)"
ax
2?"(u)
n+l
<
19.
is
(B
11 = ^^^7^ --^IT^-y
Jo
^-^^-^
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 +
(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
,-
=
+
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
second,
=
=
Compute the values of these series by the method of Ex. 20 with x 1, y $.
first few terms and apply the method of differences to the next few as
the
indicated:
a) \~.-
ift\
-+...
fj
^t
iy\'
?r
857
(5)
i-
'
'
...
0.6049,
more,
more,
= 0.78639813,
'
4P
3?
V4
= i_I-f.l_l +
|-
\/2
= 0.69815,
= 1.01
22. If an infinite series converges absolutely, show that any infinite series the
terms of which are selected from the terms of the given series must also converge.
What if the given series converged, but not absolutely ?
23. Note that the proof concerning term-by-term integration (p. 432) would not
if the interval were infinite. Discuss this case with especial references to
hold
justifying
24.
if
/ oo
I
of
(5), p.
439.
/o
15, p. 399.
CHAPTER XVII
SPECIAL INFINITE DEVELOPMENTS
171.
in.
2n
sin m<i>
rS-
sin
= COS
"
d>
--
(m
(m
1)
2)^
r;
<
COS 2 "~
<4
Sin
,
2
d>
integer,
-|
----
say
(1)
2
the right-hand memsin
where by virtue of the relation cos 2 = 1
2
From the left-hand side it is
ber is a polynomial of degree n in sin
= and that the
seen that the value of the polynomial is 1 when sin
<
<j>
<f>.
<
sin 27r/m,
sin 7r/m,
sin 7wr/m.
factored in the
form
sn2
sin
sin
a;
m sin at/ra
sinhx
_
"~
sin 27r/ra
7T/m/\
= x/m
If the substitutions
and
sin2 a;/m\ /
~~
2
sin ir/m) \
ia/m be made,
sin
a:/??t
sinh a;/w\
sin
sin 7T/??i/\
sinh^/WX
<f>
2
sin 2 TT/W/
7n,sinha;/m~~ \
'
'
sinz x/m\
sin2 mr/m)
sinh g;/m\
sirfmr/m)
27T/m/
__
^
'
^'
,.
since
hm
w = Inn
,.
^(
6
\
m /)H
sill
00
7T
a:
yS
1
77- 2
/cV
00
sinh
)>
a;
= x TT
i
y$ \
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
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<
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
1.
1
Now
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
By
.
infinite.
Hence the
justification of (4')
xz
sinh x
(5),
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
>
substi-
7C
In
- X* ~ X - 7C7T ^ X + kTT
this expansion,
for k
7T
=+n
<
and
however,
7c
it is
'
necessary
still
7c
>
and for
diverges.
- COtn
f v, -
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
~,
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
for B.ln
is
it
is
further seen
n the numbers
It was seen
log
170.
Further
it
may be noted
T (n)
= (n
^) log
log
V2 TT
/x
\
-coth1 }enx
<)= r (i*hf-i)
nx
_ c
dx =
I
As
B Zn
i>e
-f-
385)
w (n),
dx
;
c/0
as
but too
EXERCISES
,
1.
Prove cos x
sin 2 a:
TTIl
\
2.
On
-- +
4 X2
(2A;
\
\
1)%2/
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
is
large Ba,
1 -
is
(- l)-i 4 VTO(
= 1 by Ex. 21,
p. 452.
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
7 = -~
'
if
= n (log n -
1)
log
V2^ +
is
Iute s ral 1
0.6772156649...
Prove log r (n
whan x <
2n 2
1
and
by taking n
dlvlllion
_._
2n
F(n)
_,
coth
=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
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
<
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
may
be determii
= cos
cos x,
x,
1
ak = ~
to 2
By
TT.
/* 27r
Jo
sin 2 x,
cos 2 x,
sin x,
bk
= 7r
pi*
Jo
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*
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
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
which
lies in
to
the interval.
approach
when
Integration from
x would give
*)
-f
12
may
sin2x
l
...
sin3x
sina;+
-+
cos x
be replaced by
its
22
cos 2 x
Fourier series
32
if
cos 3
+,
desired.
As the
the function
4-
TT
in the interval
and 2
from a
TT as limits in
to
the
will
If,
<x<
*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
<
In practice
it
<x -f-
/'(' )
TT,
the
over
^ n(i
is
which
<
interval
<
in the interval
tion
<(a)
is
TT
TT
<
<
from
in the interval
to
+T
/ITT
</>
(sc)
cos /m/cr
/-TT
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
f(x)
ak
=2\a k coskx,
Cn
f(x)Goskxdx
7r
Jo
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
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
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
calculated, the
Sn
differ-
2w
32
>z>
(B')
=-
"\-+
2
TrJo
sin (2
cos(t
?r
x)
1)
=1
IT
/0
2 sin
+
x
cos2(i
x)
Ex.9,
and
p. 30,
finally
therefore represented as
becomes infinite.
Let the restriction be imposed upon /(x) that
it
ous
If /(x)
127).
a limit,
which
discontinuous at x
is
be denoted by /(x
will
it is still
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)].
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
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
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
n.
_ /v smfcu,
/"^""si-.w,
du.
du>F(+Q)l
F(u)
/ 6
Inn
than
Then u/k =
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.
and x
IT
2Tr, it is
sin(2n
Now
=Jof V(u)
for x
1)
Sin
lim
im
Hence
or
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
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.
jr
< 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)
in
any interval
0<aszs0<27r
^ s
EXERCISES
1.
Make
-225
123
-cos2x
2sinh7r
- sin x
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,
X COSX,
7T
tO
7T,
(t)
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
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.
5.
Let
e (x)
be the error
= /(x)
of Peirce's Tables.
---- an
04 cos x
the
first
cos ru
n+
1
/
ax
on
6 15
is
7T
C*
2
show that
f(\)
7T
IT /0
-_LV
i
-\
f Zir
fc
/(X)e=
/(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
+ <(- n.Aa)Aor + 0(
+ 0(0- Aar)AaH- 0(1
by Fourier
271
te
V0(fe- Aa-)Aa:=
~l
_j
<j>(a)da= lim
Aa =
is
is,
7.
that
b n sin )ix
By
6.
<z
x ---
Show
bn ) of the coefficients.
6 t sin
<f>(
l-Acr)Aa
lim
series
from
lim
c to c.
Hence
inter that
Assume
8.
f(x)
By
between
(x)
a^
Ex.
p. 252,
(x)
a2
16,
2 (x)
For
aim
J.
on
-t-
a,
BUI tea
uj.
aPn (x) +
2k -+ 1
ak
r1
J^
this expansion,
coefficients en
form
e (x) as in
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
= c + CjX +
= 6 + b1 P1 +
c nx
For
suppose
----1-
b n l\
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
from
Ex.
polynomials
when
Compute
(of.
;2
/-!
0,
2
-
--
6 \
/
(
7T
0,
3 ),
IT 1
+1
= 4, 3,
x2 ,
Hence show
2, 1, 0.
TTX
from
is
- -x - - (
7T
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
=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
H----
a_ s
_,.
general term
ep
multiplied by
f(x
The
in
Hence
+ ip) = - eoe-**
f(x)
if
an _^
terms of a
The
e~
2xi
For
let q
relation a_ M
an _ r If
= e~ p
an eZn ?.
-will
determine them
Then
coefficients is
-*,
Por
Apply the
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
By
a change of variable
7/00
The
2 7 * sin
2$
A A
and
notation let
2,,* sin
+ 2yV sin
/v
,6
-.
(20)
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.
<
is
in sign
changed
and when 2 iK
is
added
K+
suggested by the
results.
= 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?<
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
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),
(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)
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',
known vanishing
contains the
ing points.
It will
^VmK+K+tniK'
Hence
e%
iK')
__
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
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
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>
(z)
= q~
Then by
Now
i//
2n
reciprocal in z in such a
n (z) is
<*<>
V (n(<pW +
?z )
way
i(
(g2^ +
Then
r/-s'z-)
(1
+ iZ
2
r/
a,-(z'
z-<),
<f
From
<tn
Now
n be allowed
lim
to
q
a, = ~
e t (u)
Hence
become
(1
2
<Z
(1
2
<Z
a,-
(1
4
)
(1
6
(Z
n
ft(l - f/
-11(1
The
each coefficient
infinite,
C = ft
2"
+ 1 e*"")(l
g2
+ ie~*~"),
may be found by
z~ ty (z).
substitution
MS) =
if
-,
).
The products
for
K+
by
sub-
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
=
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)
H'W^HW^^
by
direct substitution
Other functions
may
and cancellation
0.
(33)
or combination.
Let
/0
..
(34)
(36)
v
'
The functions sn w, en u, dn %
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
definitions.
V&
2^
+ 2 ?*- 2 g +.--,
+ 2 y + 2 .f + ..4
(36)J
^
THEORY OF FUNCTIONS
472
is
Hence
1 1
- VP
* 1
4- v/c'
4- y
'
<i
'
4-
2
n
A - v^v
=
"is /i
"oo
2
1 4is
q.
if k'
VAV
\1
V/c
\,
8
1/10 and may be disregarded
The first two terms here given
4-
k'
t\u) =
5 ?9
For values of
<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>'/
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
coefficients in
is
terms of b and
v constants,
to n
in par-
found
the
all
(38')
the constants b
may be developed
2
2
q~ z~ <(). Moreover $ and * are iden'
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
The
constants
may be
'
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)
ft
or sn
in a similar manner
];
/;-
0)
<
is
a linear
relation.
Hence
//(7
ft)
-y
"
;
'
(it)
dn a sn u sn
!n
(%-) + en u en
a by
v.
Then
a)
(it
= en a.
(41)
there results
en ?^cn(M
en v en (M
4- v)
+ sn v dn u sn (w + v) = en w,
na y
ten
cii
76
dn2 u 811(7*
2
2
sn 2 w cn t> dn ^
+ .;)=
?;
'
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
for differentiating sn u.
let
Now
<i
is
other hand,
quantities
7c'
2?
(46)
7c'
is
may
+ 2/ + ..,
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
establish:
K)=-H(u),
^ the
first
J2"(
(u
Show
that with q
0.1 these
Use
= q sin a +
2
q sin
*
TTU
<*
4.
.
sn (u
free^-OW-M- ""*
+ 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
^"
"*"
,
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
0.1.
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,
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,
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 (0) H (u +
w,
(a)
6 2 (u),
dnu
CHAPTER
XVIII
and
(.r, ?/)
4- ia
(.r,
y),
where
tr
(x,
and v
y)
as a function of the
(x,
complex variable z
i('
=-
v'x
=x+
iy
are satisfied
(73).
In
this case
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
is
uniformly for
all
points
of the
The
The equations
be omitted.
w = /(*)
or
adjective "analytic"
= u (x,
y),
may
therefore usually
= v (x,
y)
* It
may
latter (
63).
If the Jacobian
Aid
be.
Therefore
ofz =
wived
Q,
<>s
tliut if
$(w).
it is
and
semi
first:
=/(?:)
is
is
conform
i,
that
is,
63).
* = [/(*o) + C ^ =/'(*o) [1 +
As As and
tion,
is
//'(*)]
**
/'(*o)
0-
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
.
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
which
may
be shrunk
124)
if
two closed paths which may be shrunk into each other are equal
Furthermore Cauchy's result that the value
dt
125).
(3)
v/
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
wmcn
converges
within
its circle
in the
From
common
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
for if the
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.
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
continuous.
/())< G
In case
because at
the function
is
all
analytic.
Now
is
made
constant can be
as small
Hence
if
Finite discontinuities
may
a,
infinite
may become
other
infinite
methods.
the point
In the
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
following transformations
may
be made.
= a,
THEOKY OF FUNCTIONS
480
as the product of
power
(z
series
o).
f [C + C
Jo
- a) +
x(
= 2iriC. u
-]te
(4)
1 terms
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
may
if
the pole
is
of higher
order.
The
infinite
To
may
/() when
becomes
z'
if
/(*)
is
analytic
be used.
'
'
singularity at z
tial
of f(z)
oo.
Clearly
if
must become
nite; but if
some -ways
/()
to s
= 0.
in
Nevertheless
it is
convenient to speak as
if
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
/(*)
= c_jr +
c_ m+l *r-
= R.
For a pole
+ c^z +
of order
m at infinity
+ ~f
+^
+
^
&
a finite point,
all
it
the properties of
finite points.
EXERCISES
1.
2. If /(z) has
singularity at z
cos
at z
= a.
By
function
y)
be
sin z cos y
Hence
sin
made
is
a,
1
a
c and [/(z)
c]- show that at an essential singularity
to approach any assigned value c by a suitable method of
0.
treating /(z)
may
an essential singularity
Discuss sin (x
a.
(/3)
esc 2 z log (1
z),
(7) z (sin z
tan a)-1
o.
the residue
or
uines,
me quuueni/ y
pole of the
mth order
(,///
at z
vv
UilH
a,
the
m.
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,
is
the
7.
just
dz
to
of the nth
order has
8.
Prove that
e*
finite
value of
z.
In
and has no
-
if
/(z)
~dz = 7404 +
in JI o / \z)
where Oj, a2
and bj, 62
,
bi
a* and n lt n2
and
m m
15
x (z),
p.
a2
'
'
'
12.
Show
that
+
if
z,
/(z)
(7) */(!
e*,
(|8)
= (z -
a)*E(z) with
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
made
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
~~
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
of z including z
f(z)
finite values.
a_j2
+a_ 7n2"
2*,,
oo
is
a polynomial of order m.
(Z)
will then
at infinity;
numerator
= (Z- ZJ*(Z -
32
it
<f>(z)
'<*-
**)**/(*)
of order
+ m* + m
m + wig +
1
therefore be
of the fraction
is
,
rational.
z*,
As
the
+ m* + m
m +m +
numerator
noted that
<j>
(z)
if
and the
P (z
the expansion of
only a
number
finite
is
a function which
is
and the
of finite poles
prin-
known,
finite values
of
and
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
is
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
181.
function
all
is
periodic
can have,
it
have
its
is,
iri,
if
and hence
will take
on
pure imagi-
^y<
+27r;
7/
e* it is
merely
may
TT (but lacking
be taken immediately above
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
irL
When
~ 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-
f(z)
# (e*), a
The proof
rational function of ex
fore /(z)
P (z
c)
= R (e*) +
=
C ~*
(7.
4-
For
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
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.
tion. is
infinite,
iri.
Hence it follows that if'/(#) has the period o>,
or remains finite at the ends of a strip of vector breadth
and cos
the function
is
and
rational in
if
the period
is tan
V2 as
e'
is
z.
valued elemen-
/()
= /(*),
to)
It
tions exist
special functions
functions
may
it
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.
parallelogram
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
is
same
the
us the
number of
in the
the
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
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
latter
may
be removed.
By
LV(z
\
and
W/V =
- mo - W)j
9.
THEORY OF FUNCTIONS
488
-f-
<
m= =
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
.
Consider
first
and the
z
0,
about
large
points z
shortest vector z
is
P!
to p'(z)
~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
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,
integrated
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)
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
EXERCISES
1.
2.
Prove by Ex.
3.
How
does
6,
at z
p. 482, that e*
strip.
4. If the values It (e z )
approaches when
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.
where
2 z~ 8
2 CjZ
p (z) = z- 2 +
a,nd
7.
nw',
+
2
4 c228
CjZ
c 2 z*
+
+
~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.
[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
and
h(z,
'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.
14.
With
the notations y 2
8 to prove e
20
Cj
-f
must be identically
and y s
e'
28
c2
e"
higher powers.
zero.
0.
show
= <fe.
j7
f (2
w)
183.
(z)
and f(
by
dz
or f (z)
f(z)=p(2 )
,.
=-
f (z)
w')
I
show that
J p(z)te,
and T;'.
ij
w = /(*)
or
tw
it
(x, y)
it;
(as,
178)
y)
/'(-')
= const.,
two sets
= const.,
and hence
in the s-plane.'
the functions
The
to
=c
a,
v (x, y)
= 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-
= ^(cos 2 ^ +
sin 2 ^),
7?
= ^,
*=2
U1JLO rt--JltlllC/
w-plane
circles
suing from z
(A
figure to scale
= 2z
UU11COJU11UO
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
A point
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 =
For a
Let z
(*
The point
% goes
the transforma-
sufficiently represented as
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
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.
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
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
through
itself
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.
The
VV
tion
*
Vw
but
if
be
gummed
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
number
= z8
3z
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
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
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
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
through 90
A V,
straight along
o;
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
in the sheet II as
10 = 2 in II cannot
the Riemann
surface
form
and
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
The connections
ferent.
oo.
The
be
2,
give only
surface could
sides
the
first
branch point
VARIABLE
<JUMlLJfiX
which
495
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
AC
'
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
is
w=
clear
2 to
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
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]
V3sin20_ Vi
=1
2 0) sin (60
3].
20 =
and
v/3
- 2 0)
2 sin (60
20)
w = 1 is not
But when z is
to
it is
a junction line
THEORY OF FUNCTIONS
49G
z
critical
point z
0,
turns about
0,
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
I,II,V,VIalongw>
to
'
gj,
\\'777
criti-
w=
oo
as
if
*TA
they
cut.
surface
plane
EXERCISES
1.
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
Upon
\ 4- \
6.
(2)
(a)
w = (1 +
of the text
w=
2i
and
i) z,
(/3)
w=
(1
i) z.
lines.
4.
(1)
w=
z2 ,
(7) w;
and
= V2 + V2
i,
4,
i,
(5)
w = z4 - 2z 2
(5) M)
22,
w=
(j8)
w=
-z +
'
'
^2
=1r dw
Jl
defined
by
an. integral,
4z,
and
let the
i,
i,
whether
in
W=1+
(7)
critical points:
= sin z.
W - 2-2,
(0)
(7) 10
Z8 ,
near the
z2 ,
= cos z.
(7)
= (2 - I) 8
= w.
w = 2z6 -
2
,
~ x8
w-
77
w _ In-lg
i
1<;
w=
by computing the
When w
representation.
from
1
w=
starts
very
large.
When w
x will turn
also
zvlane
through 90
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
about
w=
will differ
by 2
k-rri
Hence when
cdefff
to
CDEFG
that
a rational function of
for
any
finite point of
z
.
the
As
moves
Hence w must be
strip, it
to Ce** with
its
=1
7c
= 1.
As w has no
integral.
is
f
therefore completely determined as e
THEORY OF FUNCTIONS
498
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
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
hence
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
= tan z,
Thus
= tan-%.
dw
"Jo
(8)
liable to
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
of
point
w=
oo to
1, let
1.
to
correspond
a definite positive
number
I', II.
a.
'
10
= 1.
and
if
In fact
Vl + w
f unction
then Vre^*
if
-2
the E-
be discarded
be written as re* 1
',
is
is positive when
positive. Now when w
radical which
1
is
z plane
surface
$ 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 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
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
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.
on the z-plane
may
on the surface.
and those not
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.
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
'*
e 2 ' 2 -f 1.
In fact
n
'
e- lz
e z
!
e-
'
The
One more
by the general
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
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-
pole at z
Vo__
a-
success of this
of
is
1)2
'
method
a tanh3 - z
Va,
Va
= /(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
and second upon the simplicity of the map, which was such as to indifunction was a single valued periodic function, It should be
THEORY OF FUNCTIONS
502
realized that
if
to
to "integrands
which
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
is,
dw
._ r
V(w - a
for
which
t )(u>
a,)
(to
- aB
and useful.
EXERCISES
1.
(a\
(a)
C Wdw
J,
2dw
dw
Jo
'2
The
results
may
be checked
2. Discuss
j^
in
aw
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)
and
w=
borhood of
Let
-|-
and
w=
1/k
it
Further
w=
Vw.
let
dw
- w ) (1 2
fcV)
V(l
-w
(1
(1)
/cV)
and
moves
to
A A.SW
.
continues straight
011,2 makes a rightangle turn
creases
and
by
in-
pure
increimaginary
ments to the total
reaches
6.
As w
z plane
surface
continues there is
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
The
function of z
is
map
all
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
The
The function
i K',
is
K + iK
1.
tive of sn z at z
is
g en
dn
k.
1,
But
J-L
W-)
^JL
K'UT
^JL
dw-i
-*
=
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,
mK
roots at
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)
The segment
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.
functions su (X k}, en
(K, k),
dn
(#,
Consider sn
(iz }
This function
7c).
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
/.
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.
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
- 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-|
q'
=e
K
',
cosh 5
v'
Snx
= | (e**' + e
Swx
2K
')
=i
K',
rv
d9
VCXJLU.O
JJ.D
= 0.85.
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)
a;
/c
).
the functions sn x, en
cosine-amplitiide, delta-amplitude of x.
a;,
The
= r
J
and are known as the complete
The
189.
elliptic functions
integral
gral F(<j>,
Here k 2
is
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
X)'
-}-
cos 2 v
2 y cos 2 v or tan V4
(1
TT
X)y
8
fj
----
cos 6 v
-j
-+ -~
=-
2y/cos4v
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-
----
,.
-j
r~r~,
cosh4v
cosh 4
q'*
v'
<
with sn x
<
en x
(as,
(x,
cosh 2
</'
v'
1,
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
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.
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)
ma
2ay-y*\dt
2\dt}
is
by the
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
=
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*
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
pendulum reaches 43
As sn \ K is (1
'.
1.866
in a third
fc')~i
a. In fact starting
and 90 in another
it is
easy to calculate
EXERCISES
1.
(a) z
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.
f*
Jo
d<?
() Jo
/**.
w=
0,
A:2)~
ol
3.
5.
>b>
= z _(1 +
Vl -
pendulum
in these cases
= to find JT,
2
to find JT,,
0.9 sin2 6
oscillates
,
'
(/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
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.
tom of
The treatment
Vl -
I
/
7cV
/"I
dw
^^^r::
...
2\
-\//"1
of
dw
(1
fcW)^
-. A -r---.
7 2
/""I
(11}
2\
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
u.
To
effect
the
in-
=
(w + 2 Jf )
log
(u
(?)>
= log
(u + 2 A")
+ 2 iK = log
Tf
(u}, log
(u)
--J
~ lo S (- ?)
U JN IJTIUJN
Jb
periods 2
2 IK
A",
'
du
The expansion of
k* sn
7c
'
fch
v
f/?/,
(w)
'(?*)
and
at
'
Hence
'.
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
^"),
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
,*?
- 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
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
is
sn
ii
= Z.(w)
1V
?*
snw
let
0.
7/f?A
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
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
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)
to
elementary calculus,
plus finally
rRi(w
*
By
r
dw = I J28 (sn2 w) du.
J
//*
du
B g may
nSO,
sn u.
be resolved and
w=
2
(sn w
n>0
THEORY OF FUNCTIONS
514
the
first
type n
be lowered
may
is
integral for n
of integration.
be regarded as solved.
191.
With the
w=
substitution
/*
Vl -
/c
to
a under _the
sign
of
R(W,
Vw)
may
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}
Then
and
(18)
(19)
K-E
"Q
K-E=
or
4.
2ir
TT
IT
Also
where
v = 7nt/2
A".
These
20 )
'
series neglect
and
y
integrals, the
= b cos
ellipse
<f>,
ds
= Va
cos
+i
sin 2
<}>d<f>
= a Vl - e
sin 2
= a sin <,
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
<
Now
180
Lg K
The value
last place.
EXERCISES
1.
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 ,
= 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
~
G,
snwdnu
udn 2 u
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.
8.
Show
off
<j>
Vl
by the
fc
sin 2 0.
latus rectum
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).
4sintf>_a
11.
Compute
12.
>
> c,
a2
hole of radius b
is
3, 2, 1.
if
the altitude
ELLIPTIC FUNCTIONS
517
dw
"-* w>
-.-,'
"PW(22)
dw
to
make
w == oo
called c v e , e
z
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
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
if all
is zero.
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
,
<?
2,
8,
#
e
a
l
(which
is
will
at *
= 0.
As the periods
try to express
p (z)
are real
in terms of sn
it is
natural to
constants
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
cn
k)
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,
ELLIPTIC FUNCTIONS
The
first
519
shows that
e,
by virtue of
To
p (z) =
A+
= 16 M
(1
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
[i
2,
+2a)
!1
2 cos
2oai+260g
P'<0
*J
-oo<jp^O
to
o<p'x
q.
But
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
THEORY OF FUNCTIONS
.WO
The
and as p (2)
&='2<o + 2
is
<i>
cally situated
a and
The value
of
the curve y2
= 4x
gp
y3
j/
of the curve
real,
= 4x 8
gz x
gs
may
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
;
Now
z-
2t
z2
= 2m
w1
+ 2 m2 w2
It
may
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
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
are real
is
of the
form w 2
+ u and
all
The
points.
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.
Z2
Z3
in
24
25
= 2 Jn l w +
Z6
%w
2i
and this
is
tion of interest is to
?n 2
Jttj,
are
apart
The
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
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
obtained
conic
m m
by giving v 2
reduces to the inflectional tangent taken twice. There remain 27 points at
Show by Ex.
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
1, 0),
p(J;
0, 1),
e,-
p(|;
is
p-,
VXz
/T-dnVXz
sn
VX
p corresponding
13, 6).
a square.
/~T\
l),
tf>
sn
= sin-i sn Vxz,
= sin-i sn V^z.
Vx
in case there is
tf>
-g -
(2dn V^z
V/z
sn V/*zdn
where
is
Vxz dn Vxz
Solve p(z;
to the radical
1, 0)
= 2,
10.
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
which a conic
may have
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.
= 1. Show
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 ?
f(z) SB
2i z
wi
show that
form
Vx
jrience
log
<r
(z)
~ -i
or
<r(z)
11.
By
Ce
li..
z
>
p (z) -p(a)~
and
1_
p'(a)
f p(z)-p(a)
o-(z-a)
p'(a)
p'(a)
.
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
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-
&V
a?
is
_
~w + r~fc + 7*d<t>*-
assumption
V = R (?) $(</>)
()
For a solu-
be
v"
V"
r*R"
written
is
R'
<fc"
X" =
-m
*"
2
,
or
Y"
T = +w
2
*,
= -m
2
,
__H._ = + m2
r*R"
R'
(2')
V
2
.
These are ordinary equations of the second order and may be solved
The second case will be treated in detail.
as such.
The
solution corresponding to
<D
and
any value of
= am cos m$ -f bm sin m^
J?cb
= (4
m is
A ,?'"
+ Bm r~ -
"hat
any number of
way
96).
solution for
L.
ent for
all
its
Fourier series
w cos m<
'hen
+ l m sin ra<).
l>
m sin
m$)
(3')
V=
+ 2J
''"
'"
Ki cos m<l> +
b m sin
m).
(3")
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,
is
226).
For example
if
f sin ax,
__
Xcos ax,
fain
(3x,
Xcos
/Jr,
~_
f sin c Vet2
Xcos
if
0,
a,
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 '
(^
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
$"
The problem
Q>
ft
_.
^[7.1
m $,
z
__
-V--
last
is
"v-
- cos
for
0)y
$=
now
now
It
ap
+ b m sin wi/>.
am cos m<
+L
-^1
rfcos^
_1
6.
I_
(
v
+ 1) '
w8
.
,
2
.1
0.
cos ^ J
terms of polynomials
n<
m (cos 0) in cos
^ (/!'" + 'V~"~
)( a
cos
m<
Any
9.
expression
+ &m sin
4>)
P BiBl (cos
it
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
to the
'Ml
_ Ip
]
1
l-3r p
n j___
--p
+
1-3- 5
r*
'
form
0=0
since
Pn (T)
1 5
S/1,,7 */
S^^"""" / admissible for
and reduce to the known value of V
1
,,,
1.
They
,,
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
ential
as
re.
X, Fare
x"
-~~
y"
m^
A"
7,3^
'""
the limit of a
-f-
dm
(6)
= lim 'V
is
mx
[a (w) cos
Xm,
'"",
Now
e~ m
sum
[a
(w )
f
cos
of terms each of
which
is
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
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
-^
(m)
shall
d\dm.
(T)
the choice
/
= -i
\J<a
*Jv>
is
b (m),
V=-
c/O
-m
f(X) cos
V becomes
m (\ - x) dXdm
(8)
oo
if
/(*)
the integral
V--
from
=1
when x >
and f(x)
when z <
0,
oo to
1T/0
f*e-''.l-cosm(X
Jo
X)
7T\2
aj)dXdm
= - f* f
7T/0 JO
e- m*
cosm(\-
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),
"""*
'
\coscorx,
8j/
\cosc/3j/,
2.
for
<
3. If
V = |TT
have
F=1
circle.
F=
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
drumhead
Am n ,
7.
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
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)
&2
n?/gh,
(|3)
= v?/gm,
as particular solutions of
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.
*~
'
=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
<
= #fc tanh
n2
ni),
(7)
fc/i.
'
j-2
-^~
dt
'
da;
^^i w
cos7n0
=
~
4-
dx*
81*
p-( cos ^) x
(a nim
1
c
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>
= 0,
"
T7
TT +
~5
T*
(
^
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
LU
<
| 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)
Assume
a;
2a
cos- 1
a2
xz
- is
az
196.
the potential
of the axis of a conductat a point
v
F
Harmonic functions;
satisfies Laplace's
equation
V'^.
'
V'yy
and second
A function which
+ V'^ + K = 0, whether
general theorems.
or
V"^.
partial derivatives of a
many
monic functions in space, and some differences. The fundamental theois that: If a function is harmonic and has no
singularities upon
rem
mal
has continuous
first
and second
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
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
r*tr
Jo
Jo
f>Tf
0.
3 >*
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
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
and F
is
the value
at the center
circle.
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
were a
circle or
the average value on the contour could not be the value at the cente.r
THEORY OF FUNCTIONS
532
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)
differ at
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
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 =
is
potential,
C dS-V* =
and the
velocity potential
or
4? is
Cv.V$dv
or
a harmonic function.
V.V<t>
= 0,
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
197.
The conception
may
be
in.
and
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
V around
such
LU
a>
uuii
Slllti Ulttl it V
j.>ui
uivjii
uuu
vu.u
ojuotu
ujuc
J.JLUIII.
uiiau
s>v
DIUS
sheet
is
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
=V
log
r,
at the electrode.
electrode
is
The flow
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
The physical analogy will also suggest a method of obtaining higher singularby combining fundamental singularities. For suppose that a powerful positive
ities
electrode
The value
of
V obtained
is
+ P-Zrlcosj) +
<71og(r
rl
cos <)
Thus
if
<t>
than
logr.
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
ite is
with
a single electrode of
sheet.
The
is
to P,
G (P)
G (a,
a, y)
or
G(P}=G (a,
P(a,
b) or
b,c; x, y,
P (a,
b,
c)
of the elec-
only
If
denotes the
entire sheet
if
the choice
sum
0,
as
known
(12)
_ ,<?*<*
f
J,
THEORY OF FUNCTIONS
536
Now let
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
EXERCISES
1.
Show
2.
Show
Why
is
any constants
4.
Show
the
sum
itself
'U'
X
is
harmonic.
any function
of a
Find the
complex vari-
(x, y).
harmonic
UV
V'
3
.
U'v V'v
of
VJ7.VF
or
What
is
geometrically ?
5.
Prove the average value theorem for space as for the plane.
6.
Show
U=
TT
is
if
V is harmonic,
C dv
J dn
I
ds
then
C *V j
dy
J 8x
I
W
-
..
dx
dy
that
Show
that
V + iU is a function
of z
iy.
Ex.
distance,
magnets
this represent
if
combination used
12. Express
what purpose
is
the
V(P)
in terms of
of
V in space.
tain poles,
the function
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
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
first.
are carried
to a great distance;
down and
(p.
481).
corresponds to
A pair of points P, P
other,
and another
it is
seen that T
TT
T'
or
T'
TT
An
T.
immediate extension of
the angle
locus r
r'
<
k,
which
= k and is
of inversion.
inverse points
r2
-j-
and
k2
is
= 2 Va
2
-\-
k*r cos
becomes
</>
7c
+ rn = 2
Va'2
therefore
the center
= 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
and
in
is
in optics,
The importance
lies
in
point
which inverted
Second, if
is
har-
monic over any region in space, and if that region be inverted in a sphere
=
F'(P')
and conversely
it is
tial
r
in
= k*/r'
or
= k*/r,
<'
0'
<,
The method
p. 112).
of using inversion to determine distribution of potential in electromethod of electric images. As a charge e located at a
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-
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
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
new
As
the
tial
surface
unless
V=
charge
e'
r'e/k
the charge
e' is
e.
kV
at the center
o'f
potential.
the potential
'
p'
(^
\p
'
~ r 'p
k/'
kp'l
kpp'
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
KrZ</>
into
F'(P')
=^
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
tween tne
and the
circles cut
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
<fy is
taken
7.
"'fX
as a line integral along the arc of the circle.
If P'
is
04')
at the distance r
Now
ds'
dif//ds'
may
may
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
That
as defined
the circumference
when
is
clear
from the
figure,
all
= r/a,
const.
and
G (P)
log p
may
-f-
be written as
log p'
+ 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.
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
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
Therefore
that
V(P )
is
V(P )
on
to itself
harmonic.
satisfies
it
that
its
then
H(x,
0)
/o
because
V takes on equal and opposite values on the upper and lower semicircum-
and F(P')
The
taking
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,
as before.
185-187 was to
to identify functions in
map
verse process
may
= /()
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
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.
ABC
ter is
..
0"
fa)
When
and the
interior
is
on the
left,
on the
left.
The points
a, b, c
correspond to points
and
case
may now be
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
any
sponds to
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
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
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
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
;
As
6-fold.
It is
w=f(z) = C-
2
(z)
6f(z) H*(z
a) Q?(z
2 iK'
A*",
a)
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
The constant
is
about 0.01.
EXERCISES
1.
Show
inversion,
2.
circle
in
and a
Show
and
4.
70 ,
r'
._- rrfi
r
r'*,
/7 8
t.hp.
Kn.mP
is t.rnp
nf vnliiinps in
its
snaf.fi-
that
Show
=r
'S
dv
=r
'0
dv.
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
which
is
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
I
4-raJ
V(a*-i*)dS
+^_
2 or cos
(r,
a)]*
9.
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.
A,
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.
0, 1, oo of
(a) a sector of
60,
() an
(7) a sector of
45,
(5)
an equilateral triangle.
The
- 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
V by
x, y,
Z, or in vector
V V. Hence if the
A', Y,
l,
and
IT
if
ma"~
'
~~2
Now
~~
my-7;
a
J!J
/A,
_m*-
dis-
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--
and
rj,
which appear
in the integrand.
x = ^~,
=-/->
And
Z==
finally
JF
20 )
*In electric and magnetic theory, -where like repels like, the potential and potential
energy have the same sign.
THKORKM.
satisfies
expressed in terms of
the equations
known
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
tification.
with (,
TJ,
F*
sphere and
separately.
(*, ,,
0- Then
'= f
J
Now
*-
Tr^/r
center,
to
V.F
J,
The
if
is
Gauss's Integral
proved.
(p.
'
VF' =
4 TT/) O Hence
and Poisson's Equation
.
itself
But as dv
is
term pdv/r
integral
converges.
In
= 0,
the
du
r*
JJJ
sili
dntydtf, etc.,
---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
-?dv-
r dx
8f
d_l
dx r'
dx r
last integral
iH_
^dxdydz- ffPdjfr.
JJr
r dx
(22)
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
(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
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
y,
differentiate
z by
V^ and
V^.)
v>ft^
f
J/>^<IS,
r
pVx - -dS.
(23)
10, p. 349)
( p j-
- dS
is
Bd^dO
4 TTJO,
and V'Vr- 1 be
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.
Hence
(23)
reduces to V.V[7
Throughout
4 irp.
this discussion it
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
The
Here the
first
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
lies entirely
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
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
then
^~-dS,
(25)'
v
<Zn r
</
where the
when p
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
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
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
as
its
solution,
the integral
To
is
and
= i/j + i/2 + k/
8J
a2 u
&? +
,
aa
,
is
V+ a?
.,
= *<*''''*>
.
=/
by
i,
j,
k.
If
+ j/7
-f
the
k/8
TT =
U
If
desired.
it/j
it is
=/
may
=/
be seen by
after multi-
its
from
rj,
but
is
propagated
toward (,
77,
(x, y,
is]
time
t.
To obtain the
time
The
ar.
t it
ar) at the
y, z, t
potential
= r
(a, y,
ar)dxdydz
-/
where for brevity the variables
form,
t
to
is
x, y, z
ar.
O2 f T
Q2 / T
or
according as
really
(^,
>/,
tte
side, p vanishes.
Hence a
if
(,
p.
17,
There
)
is
is out-
47r
The proof
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
fee
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
(p.
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
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
is
For suppose
VxF
then
V*G,
it
= V*VxG = VV-G
be supposed that
gives
G=
0.
r V*F
(29)
^-d-o.
when
valid only
it is
V-VG.
VG =
are,
functions
th.6
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
(infinite) .surface,
VA
r =
In like
manner
_ _
VxG =
__ Ji V-VF
r
rVxF
fVxVxF,,dv
4tir
efo
Now as VxF =
0,
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
EXERCISES
VU
2.
is,
3. If a distribution of matter
average value
4.
What
is
is
is
density of distribution
is
indicated
by the
a potential proportional to
r
potential e~
What
den-
itself ?
6.
\ 8y I
\ dz I
in the plane
~\dxdydz
=-
CvU'VUdv.
2 J
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.
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.
;
2.
This table
is
is
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
WOODS and
5.
BYERLY,
Differential Calculus
and Integral
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
mty
r
Advanced Calculus
ussin's
Cours
is
and
necessarily under considerable obligation to de la Valle'ebecause I taught the subject out of that book for several
d' analyse,
10.
The
latter
9.
like the
is
preceding
11.
means
now
calculus as a
of
so
fore.
inspiration to all
As
best.
who
consult
it.
12.
VIII-X
of this text.
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.
Scribners.
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
BYERLY, Fourier
Company.
16.
Of international repute,
Series
this
may make
of it in practical problems.
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.
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.
Teubner.
surface, 840
Axes, right- or left-handed, 84, 167
Axiom of continuity, 34
of, 159,
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
154
solid,
between curves,
complex number,
347
Approximations,
Cn
point, 492
tion, etc.
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;
;
iu,
Chain, equilibrium
motion of, 415
of,
185,
190,
409;
Change
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;
Comparison
series,
test,
of convergence,
433, 437; of inversion, 538
Circuit, 80 equivalent, irreducible, reducible, 91
Circuit integrals, 294
;
for
420
Complanarity, condition
of,
454
169
order
491
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
mean and
Constrained
404
120,
See Bessel
Cylindrical coordinates, 79, 328
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,
144
of,
104 total, 95, 98, 105, 208, 295 vector, 171, 293, 342
Differential equations, 180, 267 degree
of, 228; order of, 180; solution or
;
270
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
371.
See Computation,
etc.
Even function, 30
Evolute, 142, 234
dn
Duhamers Theorem,
77,
elliptic integral,
J?,
28, 63
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
and Series
Exponential development, 405, 467
x
Exponential function. See a e?
,
See Envelope
by
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.
functions
and topics
1?mir>tiimu
f\f
(-.no
viinl
vcivial-iln
Aft-
INDEX
41
44
sets,
45
differentiable, 45
differential, 64,
by Fourier's
topics
Gudermannian function,
minima,
sum, 51
functions
and
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
;
534
of,
534
Helicoid, 418
Helix, 177, 404
Helmholtz, 351
67, 104
infinites, 66
in-
of,
107
Homogeneous
differential
equations,
Homogeneous
Hyperbolic functions,
159,
306
Fundamental
units, 109
etc.
Hypergeometric
series,
398
Gamma
etc.
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
of cubic, 521
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
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
Bessel's, 248;
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
Tia.rrrn.no'p.'s va.rin.t.irm
28
ot
.solid,
32(5
potential
of
a,
Maxima and
;
able,
43, 46, 75
Odd
Motion,
Fluid
Meusnier's Theorem, 145
elliptic functions,
Moment, 176;
of
&',
fc,
velocities,
of
505
392
momentum,
176, 264,
325
Moment
Momentum,
13,
moment
173;
of,
176,
Multipliers,
method
of,
411
Multiply connected regions, 89
Newton's Second
186
Normal, principal, 83
to a closed sur-
Normal derivative,
Minimum
See
ether, 417.
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,
Observation,
rors, 101
Mechanics.
complex,
of func-
448;
153 Euler's, 450 frontier, 34 interval of, 34 irrational, 2, 36; real, 33;
sets or suites of, 38
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
298
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
;
consecutive, 72;
38,
119, 476
of
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,
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
293
Probability, 387
rivatives, 482
332
Rhumb
volume
line,
of,
10
84
unity, 156
Simpson's Rule, 77
Simultaneous differential equations, 223,
260
sin,
sin- 1
3,
453, 499
Raabe's
test,
424
Radius, of convergence, 433, 437; of curvature, 72, 82, 181; of gyration, 334;
of torsion, 83
534
;
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
;
logarith-
Riemann's, 493;
96, 341;
to,
413
Systems of
260
Total
Total
295
Total
Total
curvature, 148
differential,
95,
.11
98,
209,
105,
Umbilic, 148
Undetermined
Undetermined
coefficients, 199
411
Unity, roots
normal
mic
Functions
of a function, 3, 10, 64;
limited, 54, 309 of constants, 243
Variations, calculus of, 401 ; of integrals,
Variation, 179
401, 410
tanh, tanh-i,
Taylors Formula,
167, 290
174, 342;
;
components
of a, 163, 167,
moment of momentum,
momentum, 173; torsion, 83,
176;
velocity, 173
551
products
pro-
Volume, center
ment
of,
80
ele-
169
Volume
integral, 341
z-plane,
157,
302,
360,
Wave
equation, 276
water, 529
Waves on
433;
mapping
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