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PREFACE

iv
explorers,

and

in its extent supply not only their immediate needs, but

much that may be useful for later reference and independent study.
With the large necessities of the physicist and the growing requirements of the engineer,

it is inevitable that the great majority of our

students of calculus should need to use their mathematics readily and
vigorously rather than with hesitation and rigor. Hence, although due

attention has been paid to

modern questions of

rigor, the chief desire

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

those great algorisms of mathematics which are naturally associated

with the calculus. That the compositor should have set " vigor " where
w
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 be.

As

I have

had practically no assistance with either the manuscript

work shall be free from

or the proofs, I cannot expect that so large a

errors

I can only have faith that such errors as occur

seriously troublesome.

To spend upon

this

may not prove

book so much time and

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

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

that of advanced calculus.

EDWIN BIDWELL WILSON

MASSACHUSETTS INSTITUTE OF TECHNOLOGY

CONTENTS
INTRODUCTORY REVIEW
CHAPTER

REVIEW OF FUNDAMENTAL RULES

SECTION

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

PAGE

1.

On

4.
6.

Logarithmic, exponential, and hyperbolic functions

Geometric properties of the derivative

8.

Derivatives of higher order

11

10.

The

15

13.

Aids to integration

16.

Definite integrals

differentiation

indefinite integral

CHAPTER

4
7

18
24

II

REVIEW OF FUNDAMENTAL THEORY

..........37
.......

18.

Numbers and

limits

21.

Theorems on

limits

23.

Real functions of a real variable

26.

The derivative
Summation and

28.

33

and on

integration

PART

I.

sets of points

40
45

.50

DIFFERENTIAL CALCULUS
CHAPTER

III

TAYLOR'S FORMULA AND ALLIED TOPICS

55

Formula

31.

Taylor's

33.

Indeterminate

36.

Infinitesimal analysis

40.

Some

forms, infinitesimals, infinites

differential

geometry

.61
.68
78

CONTENTS

vi

CHAPTER IV
PARTIAL DIFFERENTIATION

EXPLICIT FUNCTIONS

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

SECTION
43.

Functions of two or more variables

46.
50.

First partial derivatives

Derivatives of higher order

54.

Taylor's

Formula and applications

PAGE
87
03

102

.112

CHAPTER V
PARTIAL DIFFERENTIATION IMPLICIT FUNCTIONS
;

50.

The simplest case F(x,y) = Q

More general cases of implicit functions

62.

Functional determinants or Jacobians

65.

Envelopes of curves and surfaces

68.

More

56.

.....

differential

117
122

.120
.135
143

geometry

CHAPTER VI
COMPLEX NUMBERS AND VECTORS
70.

Operators and operations

71.

Complex numbers

140

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

Functions of a complex variable

75. Vector sums and products
77. Vector differentiation
73.

PART

II.

3.

157
163

170

DIFFERENTIAL EQUATIONS
CHAPTER

84

153

VII

GENERAL INTRODUCTION TO DIFFERENTIAL EQUATIONS

Some geometric problems
.170
Problems in mechanics and physics
.184
.

85.

Lineal element and differential equation

87.

The higher

derivatives

analytic approximations

CHAPTER

.....
.

101

.107

VIII

THE COMMONER ORDINARY DIFFERENTIAL EQUATIONS

89.

Integration by separating the variables

Si.

Integrating factors

203

207

Linear equations with constant coefficients

96. Simultaneous linear equations with constant coefficients
fto.

.214
.

223

CONTENTS

vii

CHAPTER IX
ADDITIONAL TYPES OF ORDINARY EQUATIONS

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

SECTION
l(Jff.

IQ2.

order and higher degree

Equations of higher order

Equations of the

first

.......

Linear differential equations

107. The cylinder functions
104.

PAGE
228
284

240
247

CHAPTER X
DIFFERENTIAL EQUATIONS IN MORE THAN TWO VARIABLES
100.
111.

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

Total differential equations

Systems of simultaneous equations

Ho. Introduction to partial differential equations

H6, Types of partial differential equations

PART

254

260

267
273

INTEGRAL CALCULUS

III.

CHAPTER XI
ON SIMPLE INTEGRALS

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

121.

Integrals containing a parameter

Curvilinear or line integrals

281
288

124.

Independency of the path

298

127.

Some

118.

critical

comments

CHAPTER

308

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
190.

133.

.....

.......

CHAPTER

315
326

332

338

XIII

ON INFINITE INTEGRALS
140.

Convergence and divergence

142.

The

144.

........

evaluation of infinite integrals

Functions defined by infinite integrals

352
360

368

CONTENTS

viii

CHAPTER XIV
SPECIAL FUNCTIONS DEFINED BY INTEGRALS
BBCTION
147.

150.
"153.

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

The Gamma and Beta

The error function
Bessel functions

functions

PAGE
378

386
393

CHAPTER XV
THE CALCULUS OF VARIATIONS
The treatment of the simplest case
Variable limits and constrained minima

400

157.
159.

Some

409

155.

404

generalizations

PART

THEORY OF FUNCTIONS

IV.

CHAPTER XVI
INFINITE SERIES
419

162.

Convergence or divergence of

165.

Series of functions

430

Manipulation of series

440

168.

series

CHAPTER XVII
SPECIAL INFINITE DEVELOPMENTS
The

173.

trigonometric functions
Trigonometric or Fourier series

175.

The Theta

171.

.......

453

458

467

functions

CHAPTER XVIII
FUNCTIONS OF A COMPLEX VARIABLE
476

178.

General theorems

180.

Characterization of some functions

183.

Conformal representation
Integrals and their inversion

185.

........
.

.482
490
496

CONTENTS

CHAPTER XIX
ELLIPTIC FUNCTIONS

AND INTEGRALS

SECTION

and its inversion

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

Legendre's integral

......

PAGE
503
511

517

CHAPTER XX
FUNCTIONS OF REAL VARIABLES
194.

Partial differential equations of physics

196.
198.

Harmonic functions
Harmonic functions

201.

The

general theorems
special theorems

potential integrals

BOOK LIST
INDEX

..o.

524
530

537
546

555
557

ADVANCED CALCULUS
INTRODUCTORY REVIEW
CHAPTER

REVIEW OF FUNDAMENTAL RULES

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

dependent and independent variables measured from (XQ y

,

y-y
x
XQ

and represents the

^' fao

+ A#,

tient

Ay/ Ax when

2/o

= *y = A/fe) = /(x + AX) ~/(x )

Ax

Ax

Ax

is

'

of the secant througli the points P(xQ9 ?/ ) and

curve The limit approached by the quoremains fixed and Ax =
is the slope of the

.s7o/?0

+ ^//)

on

^ le

tangent to the curve at the point P.

is c-alled

'

This

limit,

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

=X

As the

derivative

may be computed for different points of the curve, it is customary to

speak of the derivative as itself a function of x and write
lim

= Hm

/(

Ax

"

There are numerous notations for the derivative, for instance

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

graphical or analytic,

is

of great value.
1

INTRODUCTORY REVIEW

The

first five

show distinctly that the independent

variable

is x,

whereas

the last three do not explicitly indicate the variable and should not be
is no chance of a misunderstanding.

used unless there

The fundamental formulas of differential calculus are derived

directly from the application of the definition (2) or (3) and from a
few fundamental propositions in limits. First may be mentioned
2.

(5)

D (u

v)

Du

+ vDu.

Dv,

(6)
(7)

be recalled that (4), which is the rule for differentiating a function of a

follows
from the application of the theorem that the limit of a product is
function,
It

may

the product of the limits to the fractional identity

..

hm

Az

,.

lim

Az

,.

hm

Ay
-

Ax

Ay Ax

= hmf Az
..

..

lim

whence
Ay

-,

if y =/(x) and if x, as the inverse function

from analogy with y = sinx and x = sin~ 1 y, the
from the fact that Ax/ Ay and Ay/ Ax are reciprocals. The next
three result from the immediate application of the theorems concerning limits of
sums, products, and quotients ( 21). The rule for differentiating a power is derived
in case n is integral by the application of the binomial theorem.

which

is

equivalent to

(4).

x=/~

of y, be written
relation (5) follows

and the

limit

when Ax=0

values of the index

Similarly,

(y)

is

n ~l
clearly nx

n by writing n

The

V
~> y

result

= x,

y?

may be extended to rational

= XP

and by

differentiating

both sides of the equation and reducing. To prove that (7) still holds when n is
irrational, it would be necessary to have a workable definition of irrational numbers
and to develop the properties of such numbers in greater detail than seems wise at
this point. The formula is therefore assumed in accordance with the principle of
permanence of form (178), just as formulas like am an = aw + n of the theory of
exponents, which may readily be proved for rational bases and exponents, are
assumed without proof to hold also for irrational bases and exponents. See, how18-26 and the exercises thereunder.
ever,
* It
t

is

frequently better to regard the quotient as the product u v- 1 and apply

or Ay/A3 could not approach a limit.
0, then Ay

For when A3

(6).

FUNDAMENTAL EULES
3.

Second

may

be mentioned the formulas for the derivatives of the

trigonometric and the inverse trigonometric functions.

D cos x = sin x,
D sin x = cos x,
D sin x = sin (x + % TT), D cos x q= cos (x + % TT),
D cot x = esc #,
D tana? = sec
= sec x tan
D esc x = esc x cot #,
7) sec
verso; =1
vers = sin
where
cos x = 2 sin

or

(8)
(8*)

(9)

a*,

a;

(10)

cc,

cc

2
a?,

,x,

(11)

It

may

be recalled that to differentiate sinx the definition

A sin x

= sin (x -f
^

It

now

is

Ax)

sin

'-

Ax

Ax

= sin Ax cos x

is

cos

applied.

Ax

sin x.

Ax

Ax

merely a question of evaluating the two limits which thus

..

lim
Ax =

Ax
AX

sin

and

..

hm
Ao;

Then

cos

arise,

namely,

Ax

(18)

Ax

From

the properties of the circle it follows that these are respectively 1 and 0.
Hence the derivative of sinx is cosx. The derivative of cosx may be found in
like manner or from the identity cosx = sin (I TT
x). The results for all the other

trigonometric functions are derived by expressing the functions in terms of sin x

and cos x. And to treat the inverse functions, it is sufficient to recall the general

method

in (5).

Thus
if

= sin- 1 x,

then

sin

= x.

= Vl

Differentiate both sides of the latter equation and note that cosy
Vl x2 and the result for sin~ 1 x is immediate. To ascertain

sin2 y

which sign

to

Vl x2 is cosy, which is positive

use with the radical, it is sufficient to note that
when the angle y = sin- 1 x is in quadrants I and IV, negative in II and III.
Similarly for the other inverse functions.

INTKODUCTORY EEVIEW

EXERCISES 4
Carry through the derivation of

1.

"

when n =p/q, and review the proofs

(7)

typical formulas selected from the list (5)-(17).

n
COSM xu,
nun - l l)xu, l)x sin u
given as l)xu

form directly from the definition

of

Note that the formulas are often

and may be derived in this
,

(3).

2.

Derive the two limits necessary for the differentiation of sinx.

3.

Draw

graphs of the inverse trigonometric functions and label the portions

which correspond to quadrants I, 11, III, IV. Verify the sign in

of the curves

from the slope

(12)-(17)

of the curves.

4.

Find

D tanx and D cotx by applying the definition

5.

Find

]) sin

6.

Find

D t&n-

x by the identity sin u

l

2 cos

sin v

x by the identity tan- 1 !*

tan- 1 !;

(3) directly.

sin

tan- 1

and
uv

1 "f

Differentiate the following expressions

7.

(a) esc 2

cot 2 x,

tan 3 x

(j8)

d ) sec-i

(e)

sin- 1

-, :

What

L==

(7)

Va*"-^ +

- 2 tan-

f/7*

x2

Vl

x cos- 1 x

(f) x

cot- 1

(0)

x,

avers-i--V2ax-x*

(77)

tan x

(3).

x2 ,

a 2 sin- 1 ? ,

7*

a'

trigonometric identities are suggested by the answers for the following

(a) sec'z,

(5)

()

-j=~'

j^'

(0)

0?

Peirce's "Short Table of Integrals " (revised edition) differentiate the

right-hand members to confirm the formulas Nos. 31, 45-47, 91-97, 125, 127-128,
131-135, 161-163, 214-216, 220, 260-269, 294-298, 300, 380-381, 386-394.
8.

In B.

().

9. If

4.

is

measured

in degrees,

what

D sinx ?

is

The logarithmic, exponential, and hyperbolic

functions.

The

next set of formulas to be cited are

D log x = e

D loga x =

OC

De
It

may

(19)

= e%

Da* = a loge a.t

x

(20)

be recalled that the procedure for differentiating the logarithm

is

AlogqX
Ax
*

_ logq (x +

Ax)

logq x __

Ax

1
--

Ax

JOga

+ Ax _
x

lOga

Ax\ AX
I

x/

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

many

exercises.
t As is 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.
;

FUNDAMENTAL RULES
If

now

jc/Ax be set equal to A, the

+ -Y = e =

lim (l

A=OO\

and hence

if e

problem becomes that of evaluating

2.71828

Iog 10 e

,*

= 0.434294

be chosen as the base of the system,

D log x takes

The exponential functions e* and ax may be regarded

1/x.
of logcc

(21)

the simple form

as the inverse functions

and logtt x in deducing (21). Further it should be noted that

useful to take the logarithm of an expression before differentiating.
as logarithmic differentiation
roots.

h/

and

it is

frequently
This is known

used for products and complicated powers and

is

Thus
if

and

-y'

xx

=1+

It is the expression y'/y

then

or

logic

which

is

log y
y'

= x log x,
=

xx (1

logx).

An especially

called the logarithmic derivative of y.

Cex is that the function and its derivative

noteworthy property of the function y
are equal, y' = y and more generally the function y = Cekje is proportional to its
;

derivative, y'

5.

The

ky.

hyperbolic, functions are the hyperbolic sine

sinh x

=-

cosh x

=-

and

cosine,

(22)

and the related functions tanh a?, coth x, seclio*, cschaj, derived from
them by the same ratios as those by which the corresponding trigonometric functions are derived from sin a? and cos a*. From these definitions in terms of exponentials follow the formulas

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

cosha aj

tanh2 #

sinha aj

x
~

= + -J[cosh x + 1

(25)

The inverse functions

Smh

The treatment of

a?

tanh a;,

Icosha

/0/tN
'

< 26)

are expressible in terms of logarithms.

(27)
(28)

a;,

= sinh y = ~~^"~

(29)

Thus
'

from complete in the majority of texts. Reference

may, however, he made to Grariville's "Calculus," pp. 31-34,

this limit is far

for a careful presentation

>|

D cosh x = sinh #,
D coth = csch2
^ csch ^ = csch x coth #.

1
y = sinh" a?,

a?

o;,

(23)
(24)

'

D sinh x = cosh x,

a;

y,

a?

sinh x sinh ?/,

D tanh # = sech
= sech
7) sech

+ sech = 1,

cosh x sinh

?/)

and Osgood's " Calculus," pp.

78-82.

See also Ex.

1, (/S),

in

165 below.

INTRODUCTORY REVIEW

Here only the

positive sign

+ Va;

+l),

Vx

l),

is

never negative. Hence

sink- 1 x

cosh- 1 a;

available, for e*

is

log (x

= log

(a;

any
x >

x,

(30)

1,

(31)

(32)

(33)

(34)

(35)

(36)

(37)

(38)

EXERCISES
1.

Show by

logarithmic differentiation that

D(w,. ..) =

and hence derive the rule To differentiate a product

alone and add all the results thus obtained.
:

2.

differentiate each factor

Sketch the graphs of the hyperbolic functions, interpret the graphs as those
and verify the range of values assigned to x in (30)-(36).

of the inverse functions,

3.

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

(22).

Prove sundry of (30)-(38), checking the signs with care. In cases where
double signs remain, state when each applies. Note that in (31) and (34) the
4.

double sign may be placed before the log for the reason that the two expressions
are reciprocals.
sinht) by applying (24)
find a formula for
5. Derive a formula for sinhu
tanh Jx analogous to the trigonometric formula tan \x = sin/(l + cosx).
;

6.

= gd x, defined by the relations

The gudermannian. The function
=
=
=
tan- 1 sinh x,
sinh x
tan <,
gd x
\tr < $ < + \ic,
<f>

<f>

is

called the

gudermannian

= sec 0,
D gd x = sech x,
cosh x

of x.

7. Substitute the functions of

(23), (26), (27),

Prove the

set of

= sin 0, csch x =
x = gd- 1 = log tan (|

tanh x

and reduce

in

to simple

formulas

cot 0,
-f

-TT),

etc.

D gd-

= sec 0.

Ex. 6 for their hyperbolic equivalents in

known

trigonometric formulas.

FUNDAMENTAL RULES
8. Differentiate the following expressions

(a) (x

(5)

4- 1)

(*

v i
x
x *tanh-i

/
\
(17 )

2)- (z

log cos(x
.

8)-

/i

-f J

log (1

(0) xio**,

(e) 2

Jir),

- x29\

),

//K

(9)

7) \ogx (x + 1),
x
tanhx,

tan- 1 ^,

c*" (a sin wu?

*

(f)

m cos wix)*
g

9.

Check sundry formulas

6.

Geometric properties of the derivative. As the quotient (1) and

and of the tangent, it appears

its

of Peirce's "Table," pp. 1-61, 81-82.

limit (2) give the slope of a secant

from graphical considerations that when the derivative

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

function

is

is

which

regions in

positive or negative.

it is

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. Thus the formal 'derivative may be real when the function is not
real, and it is therefore best to make a rough sketch of the function to corroborate
the evidence furnished by the examination of /'(x).
;

If XQ

is

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

is increasing whereas immediately upon the other

the function f(x)

decreasing, the ordinate y =/(x ) will be a maximum or,

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

it

is

the function will have

a minimum or maximum at XQ according as the

derivative changes from negative to positive or from positive to negative

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

the roots

off'(x)~Q.

This rule, again, must not be applied blindly. For first, /'(x) may vanish where
where the derivathere is no maximum or minimum as in the case y = x8 at x =
tive

does not change sign; or second, /'(x)

may change

sign

by becoming

infinite

x at x
where the curve has a vertical cusp, point down, and
as in the case y
a minimum or third, the f unction /(x) may be restricted to a given range of values
a ss x sf b for x and then the values /(a) and/(6) of the function at the ends of the
;

interval will in general be

maxima or minima without implying

that the deriva-

derivative is highly useful in determining maxima

should not be trusted to the complete exclusion of the corroborative

tive vanish.

Thus although the

and minima,

it

evidence furnished by a rough sketch of the curve y =/(x).

* The construction of illustrative
figures is again left to the reader.
"
" is
f The word
necessary because the maxima or minima may be
immediately
merely relative; in the case of several maxima and minima in an interval, some of
the maxima may actually be less than some of the minima.

INTRODUCTORY REVIEW

8
7.

and

The derivative may Ije used

to express the equations of the tangent

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

Equation of tangent,

y[ (*

y<>

( 39 )

3'o)>

= 0,

y y[ + (x
TM = subtangent = yjy[, MN = subnormal = y yj,
or = a'-intercept of tangent =
y /#J, etc.

Equation of normal,

(i/

-JT^

(40)
(41)

a"

The

derivation of these results

dent from the

It

figure.

(42)

is sufficiently evi-

be noted that the

may

subtangent, subnormal, etc., are numerical values

for a given point of the curve but may be regarded
as functions of a like the derivative.
1

In geometrical and physical problems

frequently necessary to
apply the definition of the derivative to finding the derivative of an
unknown function. For instance if A denote, the
it is

area under a curve and measured from a fixed

ordinate to a variable ordinate, A is surely a func-

FT#'

tion A(x) of the abscissa x of the variable ordinate.

If the curve is rising, as in the figure, then

MPQ'AI

<&A< MQP'M

or

yAa

Divide by Ax and take the limit when Aa:

liin

;//
"

lim
..

lim

Hence

-j

^AiC

MM

>

< A.I < (y + Ay) Ax.

== 0.

lim (y

There results

+ Ay).

= dA = y.
-

(43)

{(X

Theorem and the Theorem of the Mean are two important

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

FIG. 3

FIG. 2

FIG. 1

ends of the inpoint of an interval and if the function vanishes at the

at which the
the
within
interval
lenst
at
one
then
there
is
point
terval,
derivative vanishes.

two such

points.

This

is

which there are

that: If a function

illustrated in Fig. 1, in

The Theorem of the Mean

states

FUNDAMENTAL RULES
has a derivative at each point of an interval, there
in the interval such that the tangent to the curve y

This

the chord of the interval.

is

is illustrated

9
at least one point

is

f(x)

is

parallel to

which there

in Fig. 2 in

only one such point.

Again care must be exercised. In Fig. 3 the function vanishes at A and B but
is no point at which the slope of the tangent is zero. This is not an excep-

there

Theorem

tion or contradiction to Rolle's

for the reason that the function does not

satisfy the conditions of the theorem. In fact at the point P, although there is a
tangent to the curve, there is no derivative the quotient (1) formed for the point
becomes negatively infinite as Ax == from one side, positively infinite as Ax =

from the other

side,

and therefore does not approach a definite

The hypothesis of

in the definition of a derivative.

there

is

limit as

the theorem

is required
not satisfied and

is

no reason that the conclusion should hold.

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

Determine the regions

- + 2,
- 1,
2) Vx
(x
x2

(a) i x*
(5)
2.

The

= Vx

ellipse is r

(ft (x

- (x +

(e)
2

y*

-f

1)* (x

2)Vl2-x*,

not give the solutions while D$r

= fc(l
3.

ecos^)-

Take the

(f)

- 4),

ax

b.

an origin at the focus.

and state why Dxr = does
does [the polar form of the ellipse being

e (d

x) referred to

Find the maxima and minima of the focal radius

r

(7) log (x

5)3,

r,

].

x 2 /a2

ellipse as

Vx

y^/b

=1

and discuss the maxima and minima of

D =
D =

xr
give half the result when r is
of
will
r
a
function
and
as
give the whole result when
why
x,
expressed
A
b sin \ and the ellipse is thus expressed in terms of the eccentric
a cos X, y
x

the central radius r

-f

Why

does

angle ?
4. If

P(x)

is

a polynomial in x such that the equation P(x) =

has multiple
for each multiple root. What more complete relationship

roots, show that P'(x) =

can be stated and proved
5.

Show

that the triple relation 27 b2

of the roots of x 8
6.

ax

+ = 0,

y =/(x) and y
7.

and

+ 4 a3 g

state

determines completely the nature

to each possibility.

what corresponds

Define the angle 9 between two intersecting curves.

tan*
if

= g(x)

[/'(x

- /(x )] + [1 -r/'(x

cut at the point (x

Show

that

)!/'(x )]

yQ ).

Find the subnormal and subtangent of the three curves

(a) y*

= 4px,

(/S)

x2

= 4py,

(y) x*

a2

8. The pedal curve. The locus of the foot of the perpendicular dropped from
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 =/(x) may be obtained by eliminating x y #J from the equations
,

INTRODUCTORY REVIEW

10

Find the pedal (a) of the hyperbola with respect to the center and (ft) of the
parabola with respect to the vertex and (7) the focus. Show (d) that the pedal of
the parabola with respect to any point is a cubic.
9. If the curve y = f(x) be revolved about the x-axis and if V(x) denote the
volume 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

Dx F=7ry
10.

2
.

More generally

if

A (x)

denote the area of the section cut from a solid by

a plane perpendicular to the x-axis, show that

11. If

A (0)

Dx V=A(x).

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

to a variable radius, show that D<t>A = \ r2

from a fixed radius

12. If p,

that dp/dh
13.

Mean
14.

ft,

are the density, height, pressure in a vertical column of air, show

p.

If

show p

kp,

Ce~ kh

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

analogous to the apparent exception to Bolle's Theorem, and discuss.

Draw
Show

that the analytic statement of the Theorem of the Mean for/(x)

= intermediate to a and b may be found such that

is

that a value x

/(&)

-/(a) =/'({)

(b

< f < b.

a),

15. Show that the semiaxis of an ellipse is a mean proportional between the
x-intercept of the tangent and the abscissa of the point of contact.
16.

Find the values

to the x-axis,

(ft)

of the length of the tangent (a)

from the point of tangency

between the axes.

to the y-axis, (7) the total length intercepted

Consider the same problems for the normal (figure on page

17.

Find the angle of intersection of

,

and y
18.

--,
8a

(a) y*

2
,

8).

2 rax

and x 2
for

a?,

O<A</>

an

A constant length is laid off along the normal

to a parabola.

Find the

locus.

the tangent to x% + ift = <$ intercepted by the axes is constant.

formed
by the asymptotes and any tangent to a hyperbola has
triangle

19.

The length of

20.

The

constant area.
21. Find the length

PT of the tangent to x = Vc2 - y + c sech-i (y/c).

2

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

in the same side of a line to a point

25. Join two points A,
distance
shall be least.
the
that
a
such way
-f

PA

P of

the line in

PB

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

minimum

distance.

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

val

and is

and /'(x)

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

FUNDAMENTAL EULES

11

Prove by Rollers Theorem, and apply in Exs. 26-26. These rules or various modifications of them generally suffice in practical problems to distinguish between
maxima and minima without examining either the changes in sign of the first
derivative or the sign of the second derivative for generally there is only one
;

root of f'(x)

28.

Show

in the region considered.

that x- 1 sin x from x

<x<

29. If

1,

>x>-

30. If

show
1,

= 0tox =

<x-

(a)

2
log(l + x) < -s

show that -x 2
M

< x - log(l +

Derivatives of higher order.

(regarded as itself a function of x)

The

8.

is

(ft)

derivative of the

-^
+

x)

from

<x-

1 to

log(l

*|-

This result

may

Leibniz's

where

it

is

derivative of the derivative

the second derivative, and so on

:

S = D: S= D

= y" =

sum

is

*y

+ nlP-

or difference

uDv +

-f x).

the

sum

or difference of

the nth derivatives. For the nth derivative of the product there
special formula known as Leibniz's Theorem. It is

Dn (uv)==Dnu

2/w.

< -i^-.

Customary notations are

to the rath derivative.

The wth

j7r steadily decreases

n (n ~

'

Dn -*uD*v\-----VuD*v.

is

(44)

be written in symbolic form as

Dn (uv) = (Du + Dv),

Theorem

to be understood that in

(44^
n

expanding (Du + Dv) the term

LPu = u. In other words

to be replaced by Jfu and (DiCf by

(DuY
the powers refer to repeated differentiations.
is

27. The following proof

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

is

interesting

D (uv) = uDv + t>Du,

I)2 (uv)

= D (uDv) + D (vDu),

J>2

and so on, it appears that

(uv) consists of a sum of terms, in each of which there
are two differentiations, with numerical coefficients independent of u and v. In like
manner it is clear that

D(uu)

= C Du

+ C^Da-iuDB

-f

4-

Cn ^iDuDn -^v + CnuD"tj

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

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

may

= e*,

v rs e*,

uv

efl+ )*,

be substituted. If the substitution be

e-d+cOocDn^)

= (l +

and hence the C's are the

a) n

-f

D** = a*^,

made and

e< 1 + a > x

Ot a +

+ Cn-ia"-1 + Cn an

coefficients in the binomial

be canceled,
,

n
expansion of (1 4 a) .

INTRODUCTORY REVIEW

12

Formula

a function of a function

(4) for the derivative of

may

be

More generally

extended to higher derivatives by repeated application.

any desired change of variable may be made by the repeated use of (4)
and (5). For if x and y be expressed in terms of known functions
of new variables u and v, it is always possible to obtain the derivaand thus any expression
tives Dx y, I>ly^ " in terms of Duv, Dv,
,

F(x >

V-t

may

1
*

*)

')

*)e

changed

new

an equivalent expression

into

each case that arises the

$(w, v, v\ v", -)
out
transformations should be carried
by repeated application of (4)
and (5) rather than by substitution in any general formulas.
in the

The following

variables.

In.

method of change of variable.

be changed to z defined as y =/(z) Then

typical cases are illustrative of the

Suppose only the dependent variable y is

dx \dx/

to

"" ??!? ?y. 4.

dx 2 dz

dz \dx dz

dx dz

dx \dx dz/
li. ^L ^\
Sx\dz dz dx)

~~~

^!?
dx* dz

4.

/^?Y
\dx)

the derivatives of y =f(z) are known, the derivative dfy/dx2 has been expressed
in terms of z and derivatives of z with respect to x. The third derivative would be
found by repeating the process. If the problem were to change the independent

As

variable x to

defined by x =/(z),

z,

d2y

^2
The change

dz dx

_
- d?y

is

"~

~~

~~

dx

dz

^ ^ ^/

(<to\-

made

thus

dx2

dz \dz/

_ ty /^\~

^ \fo)

dx dz \dz

^ ^ _ fd y

dte

dx dz*

cte

""

L^

__

d 2^ dyl
cfe

cte

as far as derivatives of the second order are concerned. If

the change of both dependent and independent variables was to be made, the work
would be similar. Particularly useful changes are to find the derivatives of y by x
when y and x are expressed parametrically as functions of t, or when both are ex-

pressed in terms of
see the exercises.
9.

The

new

variables

r,

concavity of a curve y

if
if
if

Hence the

> 0,
/" ) < 0,
/"(# ) = 0,
'

/'

(a?

(,r Q

as x

= r cos 0,

=/(#)

is

/'(#

if

if

f (x ) =

(;r

==

For these cases

the curve

is

concave up at x

the curve

is

concave

an

down

inflection point at

and /"(# ) > 0,

and /' (,T O) < 0,
f

and

= r sin 0.

given by the table

criterion for distinguishing between

if

/"(# ) = 0,

=#

at
.

05

rr

(?)

maxima and minima:

minimum at x = CCQ
a maximum at x = #
a

neither max. nor min. (?)

FUNDAMENTAL RULES

13

The question

points are necessary in the third line because the state=

not
ments are
always true unless /"'(aQ
(see Ex. 7 under
39).
It may be recalled that the reason that the curve is concave up in case/"(x ) >
because the derivative /'() is then an increasing function in the neighborhood
of x = se
whereas if /"( ) < 0, the derivative /'(x) is a decreasing function and
the curve is convex up. It should be noted that concave up is not the same as
is

concave toward the x-axls, 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 bo stated that in practical examples the criterion is of relaIt is usually shorter to discuss the change of sign of f'(x) directly,
most cases either a rough graph of /(x) or the physical conditions
of the problem which calls for the determination of a maximum or minimum will
immediately serve to distinguish between them (see Ex. 27 above).
tively small value.

and indeed

in

The second

derivative

is

fundamental in dynamics.

By

definition the

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

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

when the
limit. Thus

interval of time

of this ratio
zero as

its

In

manner

like

f/verftge

AN

and

diminished and approaches

is

As
Inn

= ds

(45)
^
'

at

A*~oA

a particle describes a straight line, say the ,r-axis, the

acceleration f is the ratio of the increment of velocity to the
if

increment of time, and the actual acceleration f at any time

of this ratio as A == 0. Thus
J

A?;

/= A

and

Law

f/

Inn

AN
--

is

= -r-r
= dv
-7-

A=oA

dt

the limit

(46)
^
}

dt*

force tiding on the particle is

equal to the rate of cltanye of momentum with the time, momentum
being defined as the product of the mass and velocity. Thus

By Newton's

where

it

Second

has been assumed

of Motion,

tit

the mass

in differentiating that

is

constant,

Hence

(47) appears as the fundamental equation for rectilinear motion (see also
79, 84). It may be noted that

as

is

usually the case.

dv
=
F= wv dx

d /I
(

\ = dT-

5 mi?

dx\2

where T= I ?//ra denotes by definition the

For comments see Ex. 6 following.

Tdx

_
f

>

(47
^

)
'

kinetic energy of the particle.

INTRODUCTORY EEVIEW

14

EXERCISES
and prove the extension of Leibniz's Theorem to products of three
more factors. Write out the square and cube of a trinomial.
1. State

by Leibniz's Theorem, the second and third derivatives

e*sinx,
(p) cosh x cos x,
(7) xV'logx.

2. Write,

(a)
3.

should

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

first be simplified by division or separation into partial fractions.
(a)

VSTI,

(0) log (ax

(d) cosox,

4. If

y and x are each functions

dfy

"fl

of

xf

Find the

6.

Prove

(47').

_ x'foV" - y'x'") - 3 x

8.

Make

//

=4

2 sin 0, #

which

infer that the force

(47) is also

a (1

(x

x /s

is

2 cos 0.

the time-derivative of the

the space-derivative of the kinetic energy.

A denote the area under a curve,

(a) y

//

~~

Hence

cos 0), x

= a (0

as in (43), find

sin 0),

(/3)

dA/dS

for the curves

= b sin 0.

a cos 0, y

the indicated change of variable in the following equations:

An8 J^ +
du?
'

9 Transformation to polar coordinates. Suppose that x = r cos 0, y = r sin

.

dx

and

x'*

inflection points of the curve

momentum mv by

+ 1)- 3
+ a),

&'-

/dx\ 8

dx 8
5.

last three

show that

u/

d 8y

x)/(l

(f) (1

dy d 2 x
d d* 2

rf^

dx2

(7) (x* -f 1) (x

6),

e*sinx,

(e)

dx d 2 y

7. If

01

dr

dy

so on for higher derivatives.

Find

<f>.

'

Then

dr

^ and ^ =

y2

dx

(cos

dx2

+ 2 C^) 2 "

rl) r
a

r sin 0) 8

D^r

10. Generalize formula (5) for the differentiation of an inverse function. Find
d 2x/dy2 and d 8 x/dy*. Note that these may also be found from Ex. 4.

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

d *y
10
12. TI
Prove -dx2

o,^

= 2wt)8 + 4v4i/^V
(

\du/

-.

d2

t?

/d\-8

-(-_)
du2 \du/

.,

if

= -1
u

= MI?.

FUNDAMENTAL RULES
The

10.

indefinite integral.

To

15

integrate a function f(x)

is

to find

a function F(x) the derivative of which is f(x). The integral F(x) is

not uniquely determined by the integrand f(x) for any two functions
which differ merely by an additive constant have the same derivative.
;

In giving formulas for integration the constant may be omitted and

understood; but in applications of integration to actual problems it
should always be inserted and must usually be determined to fit the
requirements of special conditions imposed upon the problem and

known

as the initial conditions.

It must not be thought that the constant of integration always appears added to the
(x) so as to be somewhat disguised. Thus
(x) . It may be combined with

function

log x

log x,

log Cx,

C,

log (x/C)

all integrals of 1/x, and all except the first have the constant of integration C,
although only in the second does it appear as formally additive. To illustrate the
determination of the constant by initial conditions, consider the problem of finding

are

the area under the curve y

cosx.

DX A = y

cos x

By

(43)

A = sin x + C.
Q when x = 0,
ordinate x = 0, then A

and hence

measured from the

and
by direct substitution it is seen that (7=0. Hence A = sin x. But if the area be
measured from x = \ TT, then A = when x = \ TT and C = 1 Hence A = 1 -f sin x.
In fact the area under a curve is not definite until the ordinate from which it is
measured is specified, and the constant is needed to allow the integral to fit this
If the area is to be

initial condition.

11.

The fundamental formulas

of integration are as follows

!**_!,
I

f = e*

sin

tan x

sec 2 o? == tan x,

tan x sec x

= ax/log a,

a*

cos x,

cos

= sin x,

log cos x,

cot

= log sin x

csc

cot x esc

= sec x,

cc

=
x

(4g)

(49)

(50)

(51)

cot x,

(52)

(53)

esc #,

with formulas similar to (50)-(53) for the hyperbolic functions. Also

=
/- +
l

xaA

tan- 1

;*;

or

cot- 1 a?,

^tanh""
J Ix*
I

1
;*;

or coth- 1 ^, (54)

INTRODUCTOEY REVIEW

16

VT^
/I

1
x or
=====siu2

= sec"

/I
,

v2x
/====

= vers""

sinhr 1

J Vl+tf

- =
VzVl-z

cosh- 1 *;,'

csc" 1 ^,

^ or

*Var-l

=
f
J v^T

cos"" ^,'

=p

(55)}
^

sech" 1 ^.'

(56)^
^

f ~^ = qp csch- ^
J *Vl + *
sec = gd" ^ = log tan( y + ^
1

^,

x*

(57)'
V

'

a?

\4

(58)

-V

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

= Ml 4-

X2 )~

= sinh- 1 x + C, then x = sinh (y

and the

C),

and may be translated into exponentials. This is not so easily

2
the form y
from
log (x + Vl -f x ) 4- C. For this reason and
accomplished
because the inverse hyperbolic functions are briefer and offer striking analogies
with the inverse trigonometric functions, it has been thought better to use them
in the text and allow the reader to make the necessary substitutions from the table
(30)-(35) in case the logarithmic form is desired.
solution

12.

is

Ill

effected

addition to these special integrals, which are consequences

of the corresponding formulas for differentiation, there are the general

rules of integration which arise from (4) and (6).

Cdz^ dy

Cdz^

J dydx-J dx~*>
v
u+
(u + v
w) =
I

uv =

uu

(OJ>

w,

(60)

u'v.

Of these rules the second needs no comment and the third

(61)
will

bo 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
;

~~

dx

dlogx

dy dx

Here (logx) 2 takes the place of z and logx takes the place of y. The integral is
therefore (logx) 2 as may be verified by differentiation. In general, it may be
possible to see that a given integrand is separable into two factors, of which one
is integrable when considered as a function of some function of x, while the other
is

the derivative of that function.

f c*ta*co8g,

Then

(69) applies.

Cteii- l x/(l

+ x2 ),

Other examples are

/Vsm(x

8
).

FUNDAMENTAL EULES

17

= sinx, y' cosx ; in the second, z = y is

first, z^evis integrable arid as y
2
1
in the third z
siny is integrable
integrable and as y = tan-ix, jf = (I + x )and as y = x8 , y' 3x2 The results are
In the

esina: ,

(tan- x)

8
J cos (x ).

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
1.

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

of (50)-(53).
2.

tions
3.

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

Write the integrals of the following integrands at sight:

(a) siriox,

(j8)

cot (ax

(\)

tan x sec2 x,

-f &),

(7)

tanh3x,

(n)

cot

tanh- 1 x

log sin a;,

a;

log*

sinx

Vcos x
2
4. Integrate after making appropriate changes such as sin x = \
\ cos2x
or sec2 x = 1 + tan 2 x, division of denominator into numerator, resolution of the
product of trigonometric functions into a sum, completing the square, and so on.

sin 4 x.

2
(a) cos 2x,

(7)

x+2

x2

tan 4 x,

versx

x-f3
v

'

4x2

(K) sin

-6x + 1
6xcos2x +

5
(v) sec xtanx

The use

V2 ox

1,

(X)

sinh

?^ix

x2
cos x cos 2 x cos 3 x,

sinh nx,

""

"

(o)

of differentials

35) is

-f

ax, -f b

perhaps more familiar than the use of derivatives.

=
-7-dx*= I
z(x)= JI ~~efo = JI
J dy dy z[y(x)].
dx
dy dx
Then

log xdx=J 2 log x d log x

(log a?)

2.

The use of this notation is left optional with the reader; it has some advantages and
some disadvantages. The essential thing is to keep clearly in mind the fact that the
problem

is

to be inspected with

into the given integrand.

a view to detecting the function which will differentiate

INTRODUCTORY EEVIEW

18
5.

How

are the following types integrated ?

m
n
(a) sin x cos x,

m or n odd,

tan n x or cotn x

(ft)

n
(7) sec x or

when n
csc w x when n

an

is

even,

OT
m
w
n
(5) tan x sec x or cot x csc x,

6.

m and n even,

or

is

integer,

n even.

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

all detail possible.

to x = a also
7. Find (a) the area under the parabola y = 4px from x =
volume
of
Find
the
total
volume
of an ellipthe
revolution.
(7)
corresponding
(ft)
soid of revolution (see Ex. 9, p. 10).
2

8.

to

Show that the area under y =

= TT is zero
9.

10.

Find the

sin

mx sin nx

or

sectorial area of r

Find the area of the

a tan

<j>

2
(a) lemniscate r

between the

=a2 cos 2

from x

radii

and

and () cardioid r= 1

By
10, p. 10, find the volumes of these solids.
so that
planes
(x) may be found easily.
parallel
Ex.

11.

cos mx cos nx

m and n are unequal integers but \ IT if they are equal.

if

Be

= \ IT.
cos0.

careful to choose the

(a) The part cut off from a right circular cylinder by a plane through a diameter
Ans. 2/3 TT of the whole volume.
one base and tangent to the other.
much is cut off from a right circular cylinder by a plane tangent to its
(ft) How
lower base and inclined at an angle 6 to the plane of the base ?

of

A circle of

(7)

from

radius b

its center, to

<

is

revolved, about a line in

its

generate a ring. The volume of the ring

The axes of two equal

angles. The volume common
(d)

plane at a distance a
2ir 2 a62

is

cylinders of revolution of radius r intersect at right

to the cylinders is

12. If the cross section of a solid

is

A (x) =

a x8

-f

c^x

2
-f-

a2 x

a3 a cubic in
,

x,

the volume of the solid between two parallel planes is J h (B + 4

+ B') where h
is the middle section.
is the altitude and B and B' are the bases and

13.

Show

that

^=

+ x2

13. Aids to integration.

ex

The majority

arise in simple applications of calculus

of

12.

Of the remaining

at all in terms

'of

of cases of integration which

may be treated by the method

cases a large

number cannot be

the functions which have been treated

_
/I
,

integrated
to this

up

= in

terms

V(l-a)(l-ay)

of elementary functions. One of the chief reasons for introducing a

variety of new functions in higher analysis is to have means for effecting the integrations called for by important applications. The dis-

up here. The problem of

from
an
of
view calls for the tabulaelementary point
integration
tion of some devices which will accomplish the integration for a
cussion of this matter cannot be taken

FUNDAMENTAL RULES

19

wide variety of integrands integrable in terms of elementary functions.

The devices which will be treated are
:

Integration by parts,

Resolution into partial fractions,

Various substitutions,

Reference to tables of integrals.

Integration by parts

is

an application of
Cuv'

That

when

(61)

= uv -

written as
7

(81

fu'v.

may happen that the integrand can be written as the product uv' of two
where v' is integrable and where u'v is also integrable. Then uv' is integrable.
For instance, log x is not integrated by the fundamental formulas but
is, it

factors,

/logx

/logx

= x logx

x/x

= x logx

x.

taken as u and 1 as v', 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
I

xsinx

is

xcosx

-f

/cosx

sinx

xcosx.

= u and sin x = v', both v' and u'v = cos x arc integrable. If the choice
and x=v' had been made, v' would have been integrable but u'v= \ x2 cos x
would have been less simple to integrate than the original integrand. Hence in
Here

sin

if

x=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
is simpler than the original integral.*
Frequently integration by parts has to be applied several times in succession. Thus

of u'v

fx*c*

x 2 e*

= x2 e*

f 2 xe*

/V

2 ze*
1

if

= x2

if

= x,

v'

= &,

v'

e*,

Sometimes it may be applied in such a way as to lead back to the given integral
and thus afford an equation from which that integral can be obtained by solution.
For example,

icx cosx

ex

ex cos x -f le* sinx

cosx

4-

Cex sin x

= <**(cosx + sinx)
fe^ cos x

Hence

The method

= J e* (cos x -f
/'

& cos x

if

if

= sinx, '=*,

cosx, v'

f e* cosx.

sin x) .

of differentia)/ may Again be introduced

if

desired.

e*,

INTRODUCTORY REVIEW

20

14. For the integration of a rational fraction f(x)/F(x) where/ and F are polynomials in x, the fraction is first resolved into partial fractions. This is accomplished as follows. First if / is not of lower degree than F, divide F into / until the
remainder is of lower degree than F. The fraction f/F is thus resolved into the

sum

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

is of lower degree than the denominator. As the polynomial is integrable, it is merely necessary to consider fractions f/F where / is of
of

which the numerator

lower degree than F. Next it is a fundamental theorem of algebra that a polynomial F may be resolved into linear and quadratic factors
F(x)

= k (x

a)

b)P (x

(x

r)v

+ mx +

(x

n)n (x

+ px +

q)v

are the real roots of the equation F(x) =

and are of the respeca, 6, c,
and where the quadratic factors when set equal to
tive multiplicities a, ft 7,

where

zero give the pairs of conjugate imaginary roots of F = 0, the multiplicities of the
It is then a further theorem of algebra that the
imaginary roots being /x, v,
fraction f/F may be written as
-

f( x )

F(x)

jls

_j

(x

a)

a)

(x

_JBft__ ^

b
"

"

x2

+ mx +

*^

/-.o
2

+ mx +
.

(x

\o
2

~*

n)

-O

(x

+ mx +

W)M

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,
3JT, JV,
may be obtained by clearing
of fractions and equating coefficients of like powers of x, and solving the equations
.

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

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

many

dif-

When f/F has thus been resolved into partial fractions, the problem has been
reduced to the integration of each fraction, and this does not present serious
difficulty. The following two examples will illustrate the method of resolution
into partial fractions and of integration. Let it be required to integrate

__

x2 + 1
r
J x(X-l)(X-2)(X2

The

first

fraction

is

-f

j-

x-2 x2 + x + l
x2 -f 1 = A(x - 1) (x - 2) (x2 + x + 1) + Bx(x - 2) (x2 4- x
1)
+ Cx (x - 1) (x2 + x + 1) + (Dx + E)x(x - 1) (x - 2).

Hence

l)

x-1

-t-

Rather than multiply out and equate

coefficients, let 0, 1, 2,

1,

2 be substi-

Then
1

l)

expansible into partial fractions in the form

2
x(x-l)(x-2)(x + x +

tuted.

/
2x8 4-0
J (x_l)2(x _3)3*

^
ftlM

= 2A, 2=-3#,

*1

J x(x-l)(x-2)(x2

= 14(7, D

= r_L_ r
+ x + l)

J 2x

14

J0

2
,

J 3(x-l)
21

^-2D = l/7,

= l/21,
r

J 14(x-2)

4x
r
J 21
31 /(x2

7V3

V8

FUNDAMENTAL

1UJLES

In the second case the form to be assumed for the expansion

21
is

D
2
x
1
I)
~(x
3)
(x
(x
3)
(x
3)
8
=
A
+
(x
1) (x
3) + B(x
3) + C(x
I)
+ D(x - l) (x - 3) + E(x - I)
_ A

2x8 + 6

- l) 2
(x
2x8

"

(5

(x-3)

(x

- 3) 2

The

substitution of

The

solutions are

1, 3, 0, 2,

9/4,

4 gives the equations

1,

3/2, 15,

9/4,

ex

(x-l) (x-3)*

'

and the
'

x-1

becomes

'

___ _
15

_JJ

2(x~3)
The importance

integral

2(x

8)

"

method of partial fractions shows that any

be integrated and, moreover, that the integral may at most consist of a rational part plus the logarithm of a rational fraction plus the inverse
of the fact that the

may

rational fraction

tangent of a rational fraction should not be overlooked. Taken with the method
of substitution

it

establishes veiy

wide categories of integrands which are inteand effects their integration even though

grable in terms of elementary functions,

by a somewhat laborious method.

15. The method of substitution depends on the identity

= r
/w
is allied to (59). To show that the integral on the right with respect to y
the integral of /(x) with respect to x it is merely necessary to show that its
derivative with. respect to x is /(x). By definition of integration,

which
is

and

The identity is therefore proved. The method of integration by substituin fact seen to be merely such a systernatization of the method based on
(59) and set forth in 12 as will make it practicable for more complicated problems.
Again, differentials may be used if preferred.
by

(4).

tion

is

Let

denote a rational function. To effect the integration of

R (sin2 x,

cosx),

let

cos x

= y,

then

Tcos x

R (cos2 x,

sin x),

let

sin

= y,

then

JR (1

let

tanx

=y

then

let

tan-

= #,

jsin

R (1

y
y

2
,

y)

y)

cosx/

/R
The

(sin
V

x, cosx),'

last substitution

'

then

J\H[
y
U
U4-2/ 2

+ 2/V1+2/2

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

the variable y ; it should not be used, however, if the previous ones are applicable
it is almost certain to give a more difficult final rational fraction to integrate.

INTRODUCTORY REVIEW

22

A large
and

in

number

some one

of geometric problems give integrands

of the radicals

Va2 + x2 Va2

x2

Vx2

which are rational in x

a2 These may be con.

verted into trigonometric or hyperbolic integrands by the following substitutions

/"jR(x, Va

x2 )
C

asiny,

atany,

(*R (a sin y, a cosy) a cosy;

r
I

Jy

a sinh y,

CR(X,

JR(atany, asecy)asec y

R (a sinh y, a cosh y) a cosh y

Jy

a sec y,

ft
J

Vx2 -a2
x

= a cosh y,

It frequently turns out that the integrals

(a sec y,

a tan y) a sec y tan y

R(a cosh y, a sinh y) a sinh y

on the right are easily obtained by

otherwise they can be treated by the substitutions above.

In addition to these substitutions there are a large number of others which are
applied under specific conditions. Many of them will be found among the exer-

methods already given

Moreover, 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 which the f oral of the integrand will suggest.
Tables of integrals^ giving the integrals of a large number of integrands, have
been constructed by using various methods of integration. B. O. Peirce's " Short
Table of Integrals " may be cited. If the particular integrand which is desired does
not occur in the Table, it may be possible to devise some substitution which will
reduce it to a tabulated form. In the Table are also given a large number of
reduction formulas (for the most part deduced by means of integration by parts)
which accomplish the successive simplification of integrands which could perhaps
be treated by other methods, but only with an excessive amount of labor. Several
of these reduction formulas are cited among the exercises. Although the Table is
useful in performing integrations and indeed makes it to a large extent unnecessary to learn the various methods of integration, the exercises immediately below,
which are constructed for the purpose of illustrating methods of integration, should
be done without the aid of a Table.
cises.

EXERCISES
1.

Integrate the following by parts

(a)

Ac cosh x,

(/3)

ftan-^x,

(7)

fxm logx,
1

2. If P(x) is

a polynomial and P^x),

x(x

//

(x),

its derivatives,

<)

= -sinax[p(x) - ~ P"(x) + -A P*(x)

2
4
ct

and

\_a

(7) derive a-similar result for the

fit

a8
integrand P(x) sin ox.

-a2)i

show

FUNDAMENTAL RULES
By successive

3.

integration

(a)

23

by parts and subsequent

solution,

show

or

JV cos&x =
(7) fxe** cosx

= ^e2 *[5x(siiix + 2 cosx)

4. Prove
(a)

^^

--+

/V

tan"xsecx

J/

(7
^*/ (x2

a2 )"

5. Integrate

m+n

2(n

m+n

- l)a2 L(x2 +

a2 )-i

m+ 1

-in-

- 1) (log x)
(n

/
/

1 /

tan*- 2 x sec n x,

+ 2n ~ 3
(

J (x2 + a2 )n ~i

(log x)

into partial fractions

by decomposition

r
J

-f

tanm ~ 1 xsecu x

~~

(log x)

(x + 2)2(x + l)'

by trigonometric or hyperbolic substitution

6. Integrate

(a)

3 cosx].

by integration by parts the reduction formulas

COS"" la!
fsinrnx cosx =
+m
cos--**,
/
m n
n /fgln-x

/Z1 v

(j8)

4sinx

f V^

- &,

(ft)

f Vx

- o,

(7)

Find the areas

7.

(a)

yf

of these curves

= at,

(/3)

and their volumes

a4 ?/ 2

2 4

_ xe

of revolution

M
W

(T)

by converting to a rational algebraic fraction

r
r
sinSx
cos3x
sin2x
J a2 cos2 x + ft2 sin2 x'
J a2 cos2 x + 62
J a2 cos2 x + &2 sin2 x'
1
1
r
/*
rl cosx
8. Integrate

w
,

^Ja^^cosx'
9.

tion

Show that \E (x, Vtt

distinguish between

10.

bx

__
a

4 ac

V(x

a) (x

cosx

-f 6

ex2 )

/9)) is

the integration of E (x, Va -f to

a
4ac> 0.
real, that is, when 6

is

made

treated

rational

ex2 )

when

by y2

sin2 x

csinx*

may be

rationalized

sinx

by trigonometric

0.

Show that \E{x. \l ^ )

J
\cx + d/
\

that fl? (x.

62

-f

by y

=x
x

cx

~~"
.

the roots of a

+d

substitu-

Hence

infer

This accomplishes

+ &B +

cxa

are

INTEODUCTOEY EEVIEW

24
Show

11.

that

are rational,

by yk

rationalized

is

(^L^C, /oM^&y
cx + d/
\cx
\cx + d/

CK\X,

where the exponents

J
k

if

so chosen that Am,

is

are

/en,

integers.

Show

12.

By

setting

hence

is

that C(a

xn

+ ^)P^ may be

= y show that fx"

integrable

when

13. If the roots of a

be rationalized by y

6x

(a

6xn

or p or

+ ex2 =

= Va +

bx

4-

ex 2

rationalized
)*>

\-

p or q

is

an

integer.

is integral.

are imaginary,
=p

or p

be reduced to the above type and

may

--

if

CE (x, Va +

bx

+ ex2 ) may

x Vc.

14. Integrate the following.

(x

J
15. In view of Ex. 12 discuss the integrability of
(a)
1

Csmm xcosn x.

'J

16.

sinx=Vy,
'

- -

/x
Vl
according as

^-^
-- --x*

VT^

H
i

X
let

1
r
I
J Vl x2

is

x2

(/3)
V
;

p.

6(5,

Apply the reduction formulas, Table,

m

- d) Va + bx + ex 2

or

to

show that the

x
-

Vox-x2

Vl

or

x2

final integral for

r ---- 1
J/ x V 1

x2

m is even or odd and positive or odd and negative.

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

Show

that

z = Va2

x2

18.
tion

compare

if

2
S(x, Vc*

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

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

the labor of this algebraic substitution with that of the trigonometric or
will

hyperbolic.

16. Definite integrals.

into

If an interval from x

successive intervals

&x ly A^2

= a to x = b

&x n and

the value

be divided
of a

/()

function f(x) be computed from some point (t in each interval

be multiplied by Axt then the limit of the sum

A# and
-

-,

lim

62 )'

FUNDAMENTAL RULES

25

when each

interval becomes infinitely short and their number

comes infinite, is known as the definite integral of f(x) from a to

designated as indicated. If y =/(-r) be graphed, the

represented by the area under
is

sum

n
ft,

be-

and

will be

a broken line, and it is clear

that the limit of the sum, that
is,

the integral, will be repre-

sented by the area under the

curve y=f(x) and between
the ordinates x

Thus the

= a and x =

b.

definite integral, de\

fined arithmetically

may

by

(62),

be connected with a geo-

metric concept which can serve to suggest properties of the integral

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

gent served as a useful geometric representation of the arithmetical

definition (2).

For instance,

if

ft,

are successive values of x, then

=/

L
is

(03)

the equivalent of the fact that the area from a to c is equal to the
of the areas from a to b and b to c. Again, if Ax be considered

sum

when y moves from a to b it must be considered

when x moves from b to a and hence from (62)
positive

f'f <&**=Finally, if

negative

(64)

M be the maximum of /(**)

in.

the interval, the area under

=M

the curve will be less than that under the line y

through the
of
the
if
curve
and
be
the
of /(#), the
minimum
highest point
area under the curve is greater than that under y
m. Hence

(ft

<

/() dx

< M(b - a).

m< <

then, some intermediate value

p,
gral
equal to JJL (b a) and if the line y
point whose abscissa is intermediate between

There

is,

is

f*f(x) dx
This

is

fji

(b

- a) =

the fundamental Theorem of the

(ft

Mean

/x

(65)

M such that the intecuts the curve in a

a and
)/().

b,

then

(65')

for definite integrals.

INTRODUCTORY REVIEW

26

The definition (62) may be applied directly tor the evaluation of the definite inwith a
tegrals of the simplest functions. Consider first l/x and let a, b be positive
are
which
intervals
to
b
be
divided
into
n
less than b. Let the interval from a
Ax*

in geometrical progression in the ratio r so that Xi

and Axi

= a(r

whence

Ax2
, __
j.

{i

&

-j-

-j

Now

if

log (1

is 1.

Hence
b

ft

infinite, r
is

= cos2
nAx

approaches

by

.,

and

Hence

Hence

Ax As

J TT, and (n
ir

cos2 xdx

1)

y)

= Ax [cos2 +

/*2
/

*-

lg r

Aj; n l

-_

..

ar*- 1 ^

1)

Ax

a log

= sin y

cos2

Ax

lim [j
A* =

-f

and
cos2 2

j.j.

(1

But the

0.

ft)

limit of

sum

of

nAx +

2)

sin2 y

Ax]

cos2 (n

Ax

cos2 y

lim (J

TT

1)

is

desired is

Ax Ar.

2 Ax,

\ ir

.,

= 1.

----h sin 2 2

Aac

from

number odd. Choose the f 's

which the limit

-f

and

C4

their

Ax

Then
-

/n/

+ x) when x =

and

Ar,

1);

= log-& = log& - log a.

Ax Ax H---2) Ax Ax

J TT

ar

= log -6

logr

fn J

cos2 2

and h approaches

1,

*2

cos2

cos ( \
<r

xn +1

illustration let it be required to evaluate the integral of cos2 x

Ax

ar-i

definition the derivative of log (1

2
-f cos (n

But

ai-i(r-

to \ TT. Here let the intervals Ax be equal

as the initial points of their intervals. The

= 6/a.

r"

-j-

&

n=:

As another

and

= lg (&/a

or

Ax
TAxi
_ = lim-^
+ _^ +
X
L

dx

j-

==

1),

ar

= Vft/a

{2

h)/h as

ar(r-l)

6
Ax n
_
+ -^ = n(r - 1) = log -

Ax2
Axi
-~
+ ?+
n becomes

Ax n

(r

1)

-i

&

fi

ar2

= a(r

----|-Aa; n

Ax
M _a(r~l)
-

Ax 8

1),

ar,

the intervals Ax< as the initial points of the intervals.

& in

But

Hence

= ar(r

= Axi + Ax2 +

Choose the points

Azi
___

Ax2

1),

a, x%

Ax -f

Ax)

sin 2 Ax]

IT.

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
serves 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.
b

f
*/a

The variable

/(x)efc= C f(t)dt=:
/a

in the integrand disappears in the integration and leaves the value of

the integral as a function of the limits a and b alone.

FUNDAMENTAL RULES

27

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

<x\

Ja
of the integral is a function of the upper limit regarded as variable
To find the derivative <'(#), form the quotient (2),
6

-f

J)
A6

s*b
6
/

f(x)dxA*

By

\
Ja

f(x)dx

Aft

applying (63) and (65% this takes the simpler form

+ A6
<E>(

11_
f(x)dx

+ Ay)~ $(&)_
~" /6

where

~A6

A6

A6

intermediate between b and &

is

approaches

and/()

approaches /(6).

If preferred, the variable b

Let A& ==

0.

Then

rb

rf_

ao

+ A&.

Hence

I
c/ d

may

be written as

#,

and
=/(*).

(66')

This equation will establish the relation between the definite integral
indefinite integral. For by definition, the indefinite integral

and the

F(x) of f(x)
it

is

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

~x

follows that
I

Ja

the definite

As

= F(x)+C.

(67)

an additive constant, the indefinite integral of f is

integral of f from a fixed lower limit to a variable upper

Hence except
limit.

f(x)dx

for

the definite integral vanishes

with the lower, the constant

is

f(x) dx

when

the upper limit coincides

F(a) and

= F(b)- F(a).

(67

of f(x) from a to b is the difference between

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

Hence, the

definite integral

of the definite integral ; and if the indefinite integral of / is

known, the definite integral may be obtained without applying the
limits

definition (62)

to/

INTEODUCTOBY EEVIEW

28

great importance of definite integrals to geometry and physics

lies in that fact that many quantities connected with geometric figures
or physical bodies may he expressed simply for small portions of the

The

as the sum of those quantior

the
small
ties
rather, as the limit of that sum
portions,
when the portions become smaller and smaller. Thus the area under a
curve cannot in the first instance be evaluated ; but if only that portion
figures or bodies

taken over

and may then be obtained

all

of the curve which lies over a small interval

Ax be

considered and the

rectangle corresponding to the ordinate/() be drawn, it is clear that

the area of the rectangle is f( ) A#, that the area of all the rectangles is
the sum S/() A# taken from a to b, that when the intervals Ax approach
zero the limit of their

area

may

sum

is

and hence that

integral of /(#) from a to i.*

the area under the curve

be written as the definite

In like manner consider the mass of a rod 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 wAx and 3fAx, where
are the minimum and maximum densities in the interval Ax. In other words
initial

the mass of the section Ax will be exactly equal to p

in the interval Ax. The mass of the whole rod

(f )

Ax where

is

therefore the

f is

some value

of

sum 2p()Ax

taken from one end of the rod to the other, and if the intervals be allowed to
approach zero, the mass may be written as the integral of p(x) from one end of
the rod to the other, f

Another problem that may be treated by these methods is that of finding the
pressure 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

total

b(h ) >y

approximately whA if A be the area. The pressure on the

area A is exactly equal to
if f is some depth interme-

the area.

of height 1 unit. (If the unit is a foot, w = 62.6 Ib.) At a

point h units below the surface of the water the pressure is
w ft aiKj U p On a gniall area near that depth the pressure is

wA

Now

product whb(h)

diate between that of the top and that of the bottom of

let the finite area be ruled into strips of height Aft. Consider the
Aft

where 6 (ft)

= /(ft) is the breadth of

the area at the depth

ft.

This

* The
f's may evidently be so chosen that the finite sum 2y (f)Ax 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.
f This and similar problems, here treated by using the Theorem of the Mean for
7 or from that
integrals, may be treated from the point of view of differentiation as in
of Duhamers or Osgood's Theorem as in
34, 35. It should be needless to state that in
any particular problem some one of the three methods is likely to be somewhat preferable
to either of the others. The reason for laying such emphasis upon the Theorem of the
Mean here and in the exercises below is that the theorem is in itself very important and
needs to be thoroughly mastered.
;

FUNDAMENTAL KULES

29

is approximately the pressure on the strip as it is the pressure at the top of the strip
multiplied by the approximate area of the strip. Then w(b() Aft, where is some
value between h and h -f Aft, is the actual pressure on the strip. (It is sufficient to

write the pressure as approximately whb(h)&h and not trouble with the
then SwJ b () A/i or better the limit of that sum. Then

{.)

The

total pressure is

P = lim
where a

]J

wb ({) dh =

C whb(h) dh,

the depth of the top of the area and 6 that of the bottom. To evaluate
it is merely necessary to find the breadth 6 as a function of h and

is

the pressure
integrate.

EXERCISES
1.

2.

If

Ac

is

Show

a constant, show
that

/&
kf(x)dx

C (uv)dx = C udx
Ja

from a to

ft,

Ja

f(x)dx.

vdx.

Ja

Ja
3. If,

/&

=k

Ja

^(x)</(x) < 0(x), show C

Ja

\//(x)dx

< C f(x)dx < C

Ja

Ja

<f>(x)dx.

Suppose that the minimum and maximum of the quotient Q(x) = /(x)/0(x)
two functions in the interval from a to b are m and Jf, and let (x) be positive

4.

of

<f>

so that

m<Q(x) = ^<3f

and

m0(x) </(x)

< M<f>(x)

0(x)

Show by Exs. 3 and

are true relations.

1 that

r
a

where
5.

f is

If

(x) is

some value
and

of

x between a and

6.

M are the minimum and maximum of /(x) between a and b and

always positive in the interval,

f
Ja

<f>(x)dx<

if

show that

C f(x)<t>(x)dx<M C
Ja

Ja

t/>(x)dz

C \ (x) dx = /(f f
f /(*) * (x) dx = n /a
/

and

9/a

Note that the integrals of

apply Ex. 2.
6.

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

m]0(x) are

Evaluate the following by the direct application of (62)

_ (A
xdx^^-

rb
(a)

Take equal
7.

[M

intervals

Evaluate (a)

In the

first

I
Ja

(ft)

and use the

^a

ft2

i e*dx
Ja

rules for arithmetic

WE = m +

(&

+1

- a* +*),

positive

and

= <*>-&*.

and geometric progressions.

&
(/5)

C
Ja

c*dx

= -i- (c^ - c).

logc
the intervals should be taken in geometric progression with r*

= b/a.

INTRODUCTORY REVIEW

30

/7T

8.

9.

Show

directly that (a)

With the

show

10.

+
5

cosxdx

11.

upper

= sin$

is

From

x)

is

xdx

= 0,

if

is

odd.

cos a

cosnx],
sinnx],
cos 6.

if

/(

() f /(x) dx
/-a

x)

if

*(a)

definite

and

and

/(x)

limit, the

= f /(*)<to.
t/a

indefinite integrals to

F(6)

= 0, / odd.

regarded as a function of the lower

C f(x)dx = -/(a),

Mean

=/(x) and odd

^0

= <&-a)/(0
of the

/(

CwZ /o

13.

cosn xdx

^a

= 2 C "/ (x) dx, / even,

Use the relation between

Theorem

if

sin

(ft)

/a

the

sin a,

Show that if an integral

limit being fixed, then
*'()

12.

TT

Jo

/ 6

said to be even

/(s) dx

i/-a

ft
/

= J [sin nx cot J x 1
= \ [(1 cos nx) cot J x
1) x

/a

function

(a)

(/3)

1) x

cos (n

-\

Show

sin2x -----h sin(n

(a)

?r,

aid of the trigonometric formulas

cos 2 x

Jo

-f

cosx
sinx

sin 2 xcfcc

compare

- F(a) = (6 - a) F'({),

for derivatives and for definite integrals.

consideration of Exs. 12 and 4 establish Cauchy's Formula

ft

A*

'

which states that the quotient of the increments AF and A* of two functions, in
x
in which the derivative 4> (x) does not vanish, is equal to the quotient

any interval

some interior point of the interval. What

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

of the derivatives of the functions for

14. Discuss the volume of revolution of y =/(x) as the limit of the

cylinders and compare the results with those found in Ex. 9, p. 10.
15.
j fc(&2

Show

_ a2)

if

sum

of thin

that the mass of a rod running from a to b along the x-axis is

the density varies as the distance from the origin (k is a factor of

proportionality).

16. Show (a) that the mass in a rod running from a to b 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 in a plane slab
bounded by the x-axis, the curve y =/(x), and the ordinates x = a and x = b is a
/.ft

function p

(x) of

x alone, the mass of the slab

of the corresponding

volume of revolution

is

Ja

is

yp (x) dx

also (7) that the

mass

I
(#) ^B
J a iry*p

'

17. An isosceles triangle has the altitude a and the base 2 6. Find (a) the mass
on the assumption that the density varies as the distance from the vertex (measured along the altitude). Find (ft) the mass of the cone of revolution formed by
revolving the triangle about its altitude if the law of density is the same.

FUNDAMENTAL RULES

31

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

with respect to a
2
point is defined as the product wr of the mass by the square of its distance from the
point. Extend this definition from particles to bodies.

(a) Show that the moments of inertia of a rod running

circular slab of radius a are respectively
/ 6

1=1

(x)

dx

1=1

and

and

to b

of a

x*p

Ja

from a

Jo

2 7ir3 /o (r) dr,

p the density,

the point of reference for the rod is the origin and for the slab is the center.
with
(p) Show that for a rod of length 2 1 and of uniform density, I =
& with respect to the end,
respect to the center and I = f
being the total mass
if

MP

of the rod.

For a uniform circular slab with respect to the center I = Ma*.

a uniform rod of length 2 1 with respect to a point at a distance d from
For
(8)
2
2
its center is I =
(J J + d ). Take the rod along the axis and let the point be
(7)

(a, p)

with

(Z

= a2 + ft

2
.

19. A rectangular gate holds in check the water in a reservoir. If the gate is
and has a breadth B and the top of the
submerged over a vertical distance
the
surface
of
the
is
a
units
below
gate
water, find the pressure on the gate. At
what depth in the water is the point where the pressure is the mean pressure

over the gate ?

20.
is

A dam

at the

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

and 60 ft. along the bottom and 30 ft. high. Find the pres-

in the

is

water

level)

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 formula I = wr2 for a single particle, r is the perpendicular distance from the
,

particle to the axis.

(a) Show that if the density in a solid of revolution generated by y =/(x) varies
only with the distance along the axis, the moment of inertia about the axis of

revolution

is

b
= r ^ iry*p (x) dx.
I

/a

(p)
is

Apply Ex. 18

after dividing the solid into disks.

Find the moment of inertia of a sphere about a diameter

I = Ma2 =
irpa*.

constant

in case the density

Apply the result to find the moment of inertia of a spherical shell with
5
6 3 ). Let b = a and
6 5 )/(a8
external and internal radii a and 6 I = $
(a
thus find I = l-Ma2 as the moment of inertia of a spherical surface (shell of negli(y)

gible thickness).
(8)

For a cone

of revolution

= -fs Ma2

where a

is

the radius of the base.

23. If the force of attraction exerted by a mass

upon a point is kmf(r) where
from the mass to the point, show that the attraction exerted at

r is the distance

the origin by a rod of density p (x) running from a to b along the x-axis

A-

r
I

t/a
is

kf(x) p (x) dte,

and that

the attraction of a uniform rod

f(r) =

1M

if

A = kM/ab,

the law

is

the

M= p
Law

(b

is

a),

of Nature, that

is,

INTRODUCTORY REVIEW

32

24. Suppose that the density p in the slab of Ex. 16 were a function p(x, y) of
both x and y. Show that the mass of a small slice over the interval Ax t would be
-

of the

form

/!/=/()

Ax

p(x, y)dy

/0

= $()Ax

r b r /*=/(*>
/
p(x,
<t(x)Ax=|/a

/&

and that

/a

1
y)(fy

IVo

dx

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 /(x) and
for y, and then an integration with respect to x from a to b.
of Ex. 24 to finding moments of inertia of
uniform triangle y = wx, y = 0, x = a with respect to the origin,
(p) a uniform rectangle with respect to the center,
(7) a uniform ellipse with respect to the center.

25.

Apply the considerations

(a) a

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

y)

(7) under

~ 4- ~ 4-

and over

27. Discuss sectorial area J

of small sectors running out

28.

Show

that the

Cr2 d<f>

from the

+ ~ = 1, y = 0, x = 0,
y

= a.

in polar coordinates as the limit of the

sum

pole.

moment

and radius a is J paa*. Hence

of inertia of a uniform circular sector of angle

r a\
infer I
r*d<f> in polar coordinates.
\p I

/<r

29. Find the

and
r

(/3)

= 2 a cos

and

uniform (a) lemniscate r2 = a2 cos2 2 ^

a(l
cos#) with respect to the pole. Also of (7) the circle
the rose r = a sin 2 ^ and (e) the rose r = a sin 3 0.

moment

cardioid r

(d)

of inertia of a

CHAPTER

II

REVIEW OF FUNDAMENTAL THEORY*

Numbers and

The concept and theory of

real number,
integral, rational, and irrational, will not be set forth in detail here.
Some matters, however, which are necessary to the proper understand18.

limits.

ing of rigorous methods in analysis must be mentioned and numerous

points of view which are adopted in the study of irrational number
;

will be suggested in the text or exercises.

It is taken for granted that by his earlier work the reader has become familiar
with the use of real numbers. In particular it is assumed that he is accustomed
to represent numbers as a scale, that is, by points on a straight line, and that he
knows that when a line is given and an origin chosen upon it and a unit of measure
and a positive direction have been chosen, then to each point of the line corresponds one and only one real number, and conversely. Owing to this correspondence, that is, owing to the conception of a scale, it is possible to interchange
statements about numbers with statements about points and hence to obtain a
more vivid and graphic or a more abstract and arithmetic phraseology as may be

Thus instead

of saying that the numbers xi, 3,

are increasing algebrathat
the
are moving
coordinates
may say
points (whose
ically,
are) i, #2?
in the positive direction or to the right with a similar correlation of a decreasing
suite of numbers with points moving in the negative direction or to the left. It

desired.

one

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

or algebraic terms, it is always a statement concerning numbers when one has in
mind the point of view of pure analysis.!
It may be recalled that arithmetic begins with the integers, including 0, and

with addition and multiplication. That second, the rational numbers of the
form p/q are introduced with the operation of division and the negative rational
numbers with the operation of subtraction. Finally, the irrational numbers are
introduced by various processes. Thus V2 occurs in geometry through the
for the
necessity of expressing the length of the diagonal of a square, and
diagonal of a cube. Again, TT is needed for the ratio of circumference to diameter
in a circle. In algebra any equation of odd degree has at least one real root and
hence may be regarded as defining a number. But there is an essential difference
between rational and irrational numbers in that any rational number is of the

* The
object of this chapter is to set forth systematically, with attention to precision
of statement and accuracy of proof, those fundamental definitions and theorems which
lie at the basis of calculus and which have been given in the previous chapter from an
intuitive rather than
t

Some

a critical point of view.

graphs will be given the student should make many others.
33

illustrative

INTRODUCTORY REVIEW

34

form
p/q with q ^ and can therefore be written down explicitly ; whereas
the irrational numbers arise 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.

19. AXIOM OF CONTINUITY. If all the points of a line are divided into
two classes such that every point of the first class precedes every point of
the second class, there must be a point C such that any point preceding
C is in the first class and any point succeeding C is in the second class,

be stated in terms of numbers, as If all real numbers be assorted into two classes such that every number of the first class
is algebraically less than every number of the second class, there must be

This principle

may

is in the
a number
such that any number less than
in
than
is
second.
The
number
number
the
greater
any

is

To
the

and
C)

number

(or point), or simply the frontier of the

and
in
it
is the upper frontier for the first class
classes,
particular
the lower frontier for the second.

called the frontier

two
and

first class

N (or point

consider a particular case, let all the negative numbers and zero constitute
and all the positive numbers the second, or let the negative numbers

first class

first class and the positive numbers with zero the second. In either
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

alone be the
case

it is

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
for no matter how small a posiclasses were the negative and positive numbers
tive number were taken as N, 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
a
the system, and in like manner insures the presence of every other number
matter which is of importance because there is no way of writing all (irrational)
numbers in explicit form.

greater in the second.

Further to appreciate the continuity of the number scale, consider the four
" the interval
from a to 6." They are
significations attributable to the phrase

a=ix^b,
That

is

<z=

6,

<&,

<x <b.

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

absent, the interval has no first point and if b is absent, there is no
Thus if zero is not counted as a positive number, there is no least

to say, both

the case a
last point.

is

number for if any least number were named, half of it would surely be
and hence the absurdity. The axiom of continuity shows that if all numbers
be divided into two classes as required, there must be either a greatest in the first
the frontier
class or a least in the second
but not both unless the frontier is
positive

less,

counted twice, onoe in each

class.

FUNDAMENTAL THEORY

35

DEFINITION OF A LIMIT. If x is a variable which takes on succesvalues #j, #2

xi9 xj9
the variable x is said to approach the con-

20.
sive

as a limit if the numerical difference between

becomes, and for all succeeding values of x remains,

stant

less

x and

ultimately

than any preassigned number no matter how

The numerical difference between x and I

small.
is

denoted by

or

\x

The

difference.

= +
l

1\

or

fact of the
\x
rj,

l\

and

#]

<e

is

called the absolute value of the

approach to a limit

for all X'Q subsequent to

for all x's subsequent to

|i?|<

be stated as

may

some x
some x,

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

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

/[

<

holds.

So long as the conditions required in the definition of a limit are satisfied there
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
is

continuously as in the case of a train brought to rest by

its

brakes.

To speak

geometrically, a point x which changes its position upon a line approaches the
point I as a limit if the point x ultimately comes into and remains in an assigned
interval,

no matter how

variable

is

small, surrounding

I.

said to become infinite if the numerical value of the

and remains greater than any preassigned

number K, no matter how large.* The notation is x = oo, but had best
"
"
be read x becomes infinite/' not x equals infinity."
variable ultimately becomes

THEOREM
infinite or

1.

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
the variable. 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
c which is less than N. Hence if e be assigned, there is a value of
any number
e < x =s JV, and as the variable is always
the variable which lies in the interval
lie in this interval. Therefore the variable
all
must
values
subsequent
increasing,

approaches

N as a limit.

* This definition

means what

meanings may be assigned to

it

and no more. Later, additional or different

but not now. Loose and extraneous concepts in

says,

infinity,

this connection are almost certain to introduce errors

and confusion.

INTRODUCTORY REVIEW

36

EXERCISES
1. If BI, $2,
nition of a limit to

xw +j,,

is

show that when

n so great that |xn + p

xn

<c

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

c is

for all values of p.

is any suite such

is a suite approaching a limit and if yi, y 2
x2
x n approaches zero when n becomes infinite, show that the y's approach
a limit which is identical with the limit of the x's.

2. If BI,

3.

that \yn

As

the definition of a limit

is

phrased in terms of inequalities and absolute

values, note the following rules of operation

(a) If
|a

(ft)

>

and

c> 6,

then

+ 6 + c+ ...|:sW + l&l + M+

>

.-.,

and

<

>

(7)

have the same

where the equality sign in (fi) holds only if the numbers a, &, c,
of
limit
the
a
fundamental
these
and
the
definition
relations
prove
sign. By
theorems
If lim

and lim y

r, then lim (x

y)

X Y

and lim xy

= XY.

If a variable
4. Prove Theorem 1 when restated in the slightly changed form
=s K.
and
then x approaches a limit
B never decreases and never exceeds
Illustrate fully. State and prove the corresponding theorem for the case of a
variable never increasing.
:

are two suites of which the first never decreases

and y^ y%,
5. If BI, x 2
and the second never increases, all the y's being greater than any of the x's, and if
when c is assigned an n can be found such that yn xn < c, show that the limits
-

of the suites are identical.

and y^ y%,
are two suites which never decrease, show by Ex. 4
x2
and x^i, x^y^
that
the
Ex.
suites
Xi -f y\, x 2 + 3/2,
approach
(not by
3)
limits. 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
6. If BI,

of the figures
7. If

the

may

word

be

f r

all

0.

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

If all rational
refer only to rational numbers so that the statement becomes
there shall be a number .2V (not necesnumbers be divided into two classes
,
then the conclusion may be taken as defining a
;
sarily rational) such that
:

number
bers

X,

as the frontier of a sequence of rational numbers. Show that

be defined by two such sequences, and if the sum of the

defined as the

as in Ex.

6,

two numnumbers be

if

number defined by the sequence of the sums of corresponding terms

if the product of the numbers be defined as the number defined by

and

the sequence of the products as in Ex.

X+Y=Y+X,

6,

then the fundamental rules

XY=YX,

(X+Y)Z = XZ+YZ

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

complete theory of irrationals may be built up from the properties of rationals
combined with the principle of continuity, namely, 1 by defining irrationals as
frontiers of sequences of rationals, 2 by defining the operations of addition, multi... as
plication,
operations upon the rational numbers in the sequences, 3 by
that
the
fundamental rules of arithmetic still hold for the irrationals.
showing
of arithmetic hold for the

FUNDAMENTAL THEORY
8.

Apply the

such that x2

37

show that there is a positive number x

be shown that the rationals are divisible
less than 2 and those whose square is not

principle of continuity to

To do

2.

this it should

two classes, those whose square is

than 2 and that these classes satisfy the requirements of the axiom of continuity. In like manner if a is any positive number and n is any positive integer,
show that there is an x such that xn = a.
into
less

21.
limits

Theorems on limits and on

which

THEOREM
x

>

y> z>

'

'

'>

is

2.

an(l

sets of points. The theorem on

of fundamental algebraic importance is
If R (x, y,z,- ) be any rational function of the variables

then the value of

provided there

As any

is

these variables are approaching limits X, Y, Z,

approaches a limit and the limit is R (X, F, Z,
no division by zero.

rational expression

is

made up from

its

,
-

),

elements by combinations of

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

theorem for these four operations. All except the last have been indicated in the
3. As multiplication has been cared for, division need be considered
in
the
simple case of a reciprocal 1/x. It must be proved that if lim x = X,
only

above Ex.

then lim (1/x)

1/X.

Now

;
x

?!
X\

by Ex 3

'

(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 = X, x
may be made numerically as
small as desired, say less than e', for all x's subsequent to some particular x. Hence
if e' be taken at least as small as
|-Y|, it appears that |x| must be greater than

\\X\. Then

<

**

4f^ = rr^.

<>

above,

be restricted to being less than || Jt| 2 the difference is less than and
the theorem that lim (1/x) = 1/X is proved, and also Theorem 2. The necessity
for the restriction
and the corresponding restriction in the statement of
5*
the theorem is obvious.

and

if e'

e is given, no matter how small, it is possible

so great that the difference |^W+JP
xn between xn
and every subsequent term xn + p in the suite x if #2 ,
a?K ,
is less
,
suite
the
a
and
than ,
approaches limit,
conversely.

THEOREM

3.

If

to find a value of

when

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 |xn + p
x| < c for
all x's subsequent to xn , the x's cannot become infinite.
Suppose 1 that there
is some number I such that no matter how remote x is in the suite, there are
always subsequent values of x which are greater than I and others which are less
than I. As all the x's after xn lie in the interval 2 e and as I is less than some x's
and greater than others, I must lie in that interval. Hence 1 xn + P < 2 e for all
1

INTRODUCTORY REVIEW

38
x's subsequent to

x. But now 2 e can be made

Hence the

taken as small as desired.

as small as desired because e can be

definition of a limit applies

and the

x's

approach I as a limit.
Suppose 2 that there is no such number /. Then every number k is such that
either it is possible to go so far in the suite that all subsequent numbers x are
as great as A: or it is possible to go so far that all subsequent x's are less than k.
Hence all numbers k are divided into two classes which satisfy the requirements of
the axiom of continuity, and there must be a number
such that the x's ultimately
come to lie between
e' and
+ e', no matter how small e' 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
and that the condition
x's ultimately lie entirely upon one side of the point
3n < f is not used except to show that the x's remain finite.

22. Consider next a set of points (or their correlative numbers)

without any implication that they form a suite, that is, that one may

be said to be subsequent to another.

If there

only a

is

finite

number

of points in the set, there is a point farthest to the right and one
farthest to the left. If there is an infinity of points in the set, two
so
possibilities arise. Either 1 it is not possible to assign a point

far to the right that no point of the set is farther to the right
or 2 there
which case the set is said to be unlimited above

in
is

and the set is

such that no point of the set is beyond AT
point
Said to be limited above. Similarly, a set may be limited below or unIf a set

limited below.

limited above and below so that

is

contained in a finite interval,

it is

it is

entirely
If there

said merely to be limited.

such that in any interval, no matter how small, surrounding C there are points of the set, then C is called a point of condensation of the set (C itself may or may not belong to the set).

is

a point

THEOREM

4.

Any

set of points which is limited has an

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

infinite

upper frontier (maximum

least one point of condensation.

Before proving this theorem, consider three

(a)

1, 1.9, 1.99,

1.999,

.,

(7)

infinite sets as illustrations

(0)

- 2,

- 1.99, - 1.9, - 1,

-l,-i,-i,"-,ii,l.

In (a) the element 1 is the minimum and serves also as the lower frontier it is
clearly not a point of condensation, but is isolated. There is no maximum but 2
is the upper frontier and also a point of condensation. In (0) there is a maximum
2 has been incorporated with the set). In (7) there
1 and a minimum
2 (for
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,

that

there would be no need of considering upper and lower frontiers. It is clear

if the upper or lower frontier belongs to the set, there is a maximum or

minimum and

the frontier

is

not necessarily a point of condensation

whereas

FUNDAMENTAL THEORY

39

a point of condensation and

if the frontier does not belong to the set, it is necessarily

the corresponding extreme point is missing.

To prove

that there is an upper frontier, divide the points of the line into two
one consisting of points which are to the left of some point of the set, the
then apply the
other of points which are not to the left of any point of the set
axiom. Similarly for the lower frontier. To show the existence of a point of condensation, note that as there is an infinity of elements in the set, any point p is such
that either there is an infinity of points of the set to the right of it or there is not.
Hence the two classes into which all points are to be assorted are suggested, and
the application of the axiom offers no difficulty.
classes,

EXERCISES
1.

In a manner analogous to the proof of Theorem

X

~l

xioaj-2
2.

Si

Given an

n
Urn
W xiax+6
(B)

infinite series

= MI, 52 = MI

4-

M2 ,

HI

-f

MI -f w 2

w2

M8

show that

Wy
\

i
,

MS

-f

2,

-f

-l

= _ i.

Construct the suite

\{

*=-ix8

Sf =

+ Mi,
+uj +
Theorem 3 gives The

ui

where Si is the sum of the first i terms. Show that

necessary and sufficient condition that the series S converge is that it is possible to find
an n so large that |SW + P
Sn shall be less than an assigned c for all values of p.
:

It is to be understood that a series converges

when the suite of

S's approaches a limit,

and conversely.
3. If in a series ui
the terms approach the limit 0, are
M2 + M$
U* -f
alternately positive and negative, and each term is less than the preceding, the
and S2 , S4 , S6
series converges. Consider the suites Si, S 8 , S 6
,

4.

Given three
Xi,^X

infinite suites of

2,

Xn

numbers

2/i, 2/2,

.,

yn

Z 1? Z 2 ,

.,

zn ,

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

limit.

5. Restate the definitions

and theorems on

Give the details of the proof of

the
least point of condensation.
gives
the greatest point of condensation ?
6.

sets of points in arithmetic terms.

Theorem 4. Show that the proof as outlined

How would the proof be worded so as to give

Show

that

if

a set

is

limited above^it has an

upper frontier but need not have a lower frontier.

7. If

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

to be dense.

that any point of a dense set

is

a point of condensation for the

is

said

Show

set.

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

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

ators should

become

infinite.

INTEODUCTOBY EEVIEW

40
9.

Show

that

if

an

infinite set of points lies in

a limited region of the plane,

of
d, there must be at least one point
say in the rectangle a =[ x =i 6, c = y
condensation of the set. Give the necessary definitions and apply the axiom

of continuity successively to the abscissas

and ordinates.

23. Real functions of a real variable.

If x be a variable which

takes on a certain set of values of which the totality may be denoted

by [x~] and if y is a second variable the value of which is uniquely

determined for each x of the set [x], then y is said to be a function of

x defined over the set [#]. The terms " limited/' " unlimited," " limited
"

unlimited below,"
are applied to a function if they are
of the function. Hence Theorem 4
set
of
to
the
values
applicable
\_y~\

above/'

has the corollary

THEOREM

5.

If a function

is

limited over the set [#],

it

has an

and a lower frontier

for that set.
upper frontier
If the function takes on its upper frontier Af, that is, if there

is

XQ

in the set [x] such that /(# )

M, the function has the absoat X Q ; and similarly with respect to the lower
lute maximum
frontier. In any case, the difference
between the upper and

value

M m

lower frontiers

The

called the oscillation of the function for the set

is

set [#] is generally

an

[x"].

interval.

Consider some illustrations of functions and sets over which they are defined.
reciprocal l/x is defined for all values of x save 0. In the neighborhood of
the function is unlimited above for positive x's and unlimited below for negative x's.

The

It should be noted that the function is not limited in the interval

< x == a but is
limited in the_ interval e =s x = a where e is any assigned positive number. The
function -f Vx is defined for all positive x's including
and is limited below. It
is not limited above for the totality of all positive numbers ; but if
is assigned,

~x=K

The factorial function x is defined only for positive integers, is limited below by the value 1, but is not limited
above unless the set [x] is limited above. The function E (x) denoting the integer
not greater than x or "the integral part of x" is defined for all positive numbers
the function

is

limited in the interval

for instance 1(3)

E(TT) = 3. This function is not expressed, like the elemen" formula " it is defined
of
tary functions
calculus, as a
by a definite law, however,
;

and

is

just as

much

of a function as x2 -f

3x

-f

2 or \ sin2

2x +

logx.

Indeed

it

should be noted that the elementary functions themselves are in the first instance
defined by definite laws and that it is not until after they have been made the
subject of considerable study and have been largely developed along analytic lines
that they appear as formulas. The ideas of function and formula are essentially

and the latter is essentially secondary to the former.

definition of function as given above excludes the so-called multiple-valued
functions such as
and sin- 1 x where to a given value of x correspond more than

distinct

The

Vx

one value of the function.

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

a single-valued function. Thus

-f

Vx

is

one branch and

Vx the

other branch

FUNDAMENTAL THEOEY
Vx

41

when x is positive the symbol Vx is usually restricted to mean

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

of

merely

in fact

+ Vx

restricted in this chapter to the single-valued functions allowed

by the

definition.

a is any point of an interval over which f(x) is defined,^

24. If x
a if
the function f(x) is said to be continuous at the point x

no matter how x ==

\\mf(x)
=y(<x),
=
C

The function

a.

tt

said

continuous in the interval if it is continuous

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

to be

in the interval.

THEOKEM

number

of functions are continuous (at a

rational
expression formed of those
interval), any
functions is continuous (at the point or over the interval) provided no
6.

point or over
division

by zero

THEOREM
T/O

If

7.

=/(x ) and

z = <[/(#)]

any

finite

an

is

called for.

If ?/=/(;*) is continuous at X Q and takes the value

if z
y , then
<(//) is a continuous function of y at y

will be a continuous function of

x at XQ

In regard to the definition of continuity note that a function cannot be continuous at a point unless it is defined at that point. Thus e- 1 /^ is not continuous

because division by is impossible and the function is undefined. If, howas /(O) = 0, the function becomes continuous at
the
function be defined at
ever,
x = 0. In like manner the function 1/x is not continuous at the origin, and in this
at x

it is 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 becoming infinite precludes the possibility of approach to a definite limit. Again, the

case

function
of x.

E (x)

When

is in general continuous, but

a function is discontinuous at x

the limit of the oscillation

is

discontinuous for integral values

the amount of the discontinuity is

a,

m of the function in the interval

<x <a +

surrounding the point a when 5 approaches zero as its limit. The discontinuity
of E (x) at each integral value of x is clearly 1 that of 1/x at the origin is infinite no matter what value is assigned to/(0).
;

^x

In case the interval over which /(x) is defined has end points, say a
^6,
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 b. 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 == 6- 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
shall take on only values in the interval in question. It should be noted that
;

INTRODUCTORY REVIEW

42

when x

lim /(x) =/(xo)

simple example

that of

is

R [/(x),

(x)

and the proof

is

an immediate corollary application of Theorem 2. For

= B [lini/(x),

Theorem

of

x<>

The proof of Theorem 6

lim

x + in no wise implies the continuity of /(x) at

(x) at the positive integral points.

==

7 is

lim

(x), ...]

[/(lim

x),

<f>

(lim x),

.],

equally simple.

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

which has been assigned, no matter how small, there may be found a
number 8 such that \f(x) --/(') <c in the interval \x a|<8, and
hence in this interval the oscillation of f(x) is less than 2 c. And
c

conversely, if these conditions hold, the function

is

continuous.

This theorem is in reality nothing but a restatement of the definition of continuity combined with the definition of a limit. For "lim/(x)
f(a) when x = a,
no matter how" means that the difference between /(x) and /(a) can be made as

and conversely. The reason

sufficiently near to a
that the present form is more amenable to analytic operaIt also suggests the geometric picture which corre-

small as desired

by taking x

for this restatement

tions.

is

sponds to the usual idea of continuity in graphs. For the

e be drawn,
theorem states that if the two lines y f(a)
the graph of the function remains between thorn for at least
the short distance d on each side of x

and

may

as

be

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

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

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

at every point of an
interval and yet lie entirely within the limits of any given physical graph.
It is clear that 5, which has to be determined subsequently to e, is in general
physical graph

less breadth,

is

and that a function could be discontinuous

more and more restricted as e is taken smaller and that for different points it is
more restricted as the graph rises more rapidly. Thus if /(x) = 1/x and 6 = 1/1000,
d can be nearly 1/10 if x = 100, but must be slightly less than 1/1000 if XQ = 1, and
less than 10- 6 if x is 10- 3
Indeed, if x be allowed to approach zero, the
value d for any assigned e also approaches zero and although the function
< x 1 and for any given XQ and e a
/(x) = 1/x is continuous in the interval

something

number
.

may be found such

possible to assign a

25.

si

THEOREM

^b

number
9.

which

when

it

cr

is

is

continuous in an interval

possible

< 8 for

/(ar )|<
\f(x)
\x
said to be uniformly continuous.
1

If a function f(x)

with end points,

e

x < 5, yet it is not

/(x ) < e when |x
shall serve uniformly for all values of x

that |/(x)

all

to

find

points x

a 8 such that

and the function

is

The proof

is

conducted by the method of reductio ad absurdum. Suppose

or any other suite which

J, J, $-,
approaches zero as a limit. Suppose that no one of these values will serve as a d
for all points of the interval. Then there must be at least one point for which
will not serve, at least one for which J will not serve, at least one for which
\ will
is

assigned.

Consider the suite of values

not serve, and so on indefinitely. This infinite set of points must have at least one

FUNDAMENTAL THEORY

43

point of condensation C such that in any interval surrounding C there are points for
which 2-* will not serve as 5, no matter how large k. But now by hypothesis /(x)

C and hence a number 5 can be found such that |/(x) f(C)\< e

x
2 8. The oscillation of f(x) in the whole interval 4 8 is less than e.
<
\x
Now if XQ be any point in the middle half of this interval, x
C < 5 and if x
satisfies the relation x
x < 5, it must still lie in the interval 4 5 and the difference |/(x)
being surely not greater than the oscillation of /in the whole
/(XQ) <
is

continuous at

when

same

Hence

interval.

it is

5 will serve for

possible to surround C with an interval so small that the

of the interval. This contradicts the former con-

any point

clusion, and hence the hypothesis upon which that conclusion was based must have
false and it must have been possible to find a 5 which would serve for all

been

points of the interval. The reason why the proof would not apply to a function
like 1/x defined in the interval
< x 1 lacking an end point is precisely that
the point of condensation C would be 0, and at
the function is not continuous

and

f(G)

\f(x)

THEOREM

<

e,

|x

C <

2 5 could not be satisfied.

If a function is continuous in a region which includes

the
function is limited.
points,
THEOREM 11. If a function is continuous in an interval which includes
10.

end

its

its

end points, the function takes on

mum

similarly

it

has a

its

upper frontier and has a maxi-

minimum m.

These are successive corollaries of Theorem 9. For let e be assigned and let 8
be determined so as to serve uniformly for all points of the interval. Divide the
interval b
a into n successive intervals of length 5 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) -f ne and /(a)
ne, and is limited. And
/(x) has an upper and a lower frontier in the interval. Next consider the rational
function l/(3f /) 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
/

be made as small as desired. Hence

must be some value of x for which /= 3f.

may

1/(JM~

/)

is

not continuous and there

is continuous in the interval a^x^b with end

and
/()
/(&) have opposite signs, there is at least one
a < < b, in the interval for which the function vanishes.
point
And whether f(a) and /(&) have opposite signs or not, there is a point
ft <
< 6, such that /() = where /x is any value intermediate between the maximum and minimum of /in the interval.

THEOREM

points and

12.

If f(x)

if

//,,

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

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

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

make/(x)

/ is

frontier of positive values.

Hence the

contradiction,

and /() must be

zero.

To

INTEODUCTOEY EEVIEW

44

prove the second part of the theorem,

minimum and maximum. Then

let c

and d be the values

x which make

of

has opposite signs at c and

and hence a
d, and must vanish at some point of the interval between c and d
fortiori at some point of the interval from a to 6.

the function

/*

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

Note that x

2.

Graph the function x

is

a continuous function of

tier 1,

3.

E (x)

Show

for integral values of x.

that

for x j^
it is

and show that

limited, has a

continuous except
0,

an upper fron-

but no maximum.

Suppose that/(x)

is

defined for an infinite set [x] of which x

of condensation (not necessarily itself a point of the set).

a;',

it is

minimum

lim C/<*0 -/(*")]

x" == a

<*

is

a point

Suppose

|/(x')-/(x")|<, |x'-a|<5,|x"-a|<5,

when

x' and x" regarded as independent variables approacli a as a limit (passing

values of the set [x], of course). Show that/(x) approaches a limit as
over
only
x == a. By considering the sot of values of /(x), the method of Theorem 3 applies
almost verbatim. Show that there is no essential change in the proof if it be

assumed that

x'

and x" become

having a point of condensation

infinite,

the set [x] being unlimited instead of

a.

4. From the formula sin x < x and the formulas for sin u
show that A sin x and A cosx are numerically less than 2 Ax
and cosx are continuous functions of x for all values of x.
1

and cos u
cos v
hence infer that sin x

sin v
|

5. What are the intervals of continuity for tanx and cscx? If c = 10- 4 ,
are approximately the largest available values of 8 that will make |/(x)
/(x
when X = 1, 30, 60, 89 for each ? Use a four-place table.

what
)

<e

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

tional

Ex.*8, p. 39, will be of assistance in treating the irrational values.

rational values.

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

set [x] over which / is defined to be any set each point of which
is a point of condensation of the set, and that hence continuity over a dense set
(Ex. 7 above), say the rationals or irrationals, may be defined. This is important
7.

by allowing the

many functions arc in the first instance defined only for rationals and are
subsequently defined for irrationals by interpolation. Note that if a function is
continuous over a dense set (say, the rationals), it does not follow that it is uniformly continuous over the set. For the point of condensation C which was used
because

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

irrational), and
the proof would fall through for the same reason that it would in the case of 1/x
in the interval < x =i 1, namely, because it could not be affirmed that the function

Show that if a function is defined and is uniformly continuvalue /(x) will approach a limit when x approaches any
the
set,
value a (not necessarily of the set, but situated between the upper and lower

was continuous

at C.

ous over a dense

FUNDAMENTAL THEORY
and that

frontiers of the set),

this limit

if

function will remain continuous. Ex. 3

By

8.

factoring (x

+ A x)*

<nK

=i x =2 7F, then A (x )
continuous in the interval
n

may

be defined as the value of /(a), the

be used to advantage.

xn

show for integral values of n that when

,
for small Ax's and consequently xw is uniformly
=s x =s K. if it be assumed that xn has been defined

n ~l

Ax

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

and that the resulting xw will be continuous.

only for rational

to all x's

45

may

definition

be extended

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

- nf(l)

f(ri)

Show

that

it is

CV =

a*.

Show by Theorem

10.

12 that

function in the interval a =i x =i

of x so that the function

xf~

y
f(x) is a continuous constantly increasing
then to each value of y corresponds a single value
l
(y) exists and is single-valued; show also that
if

6,

continuous and constantly increasing. State the corresponding theorem if

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

it is

to/(x).

Apply Ex. 10

11.

to discuss

= Vx,

where n

is

integral,

is

positive,

and only

positive roots are taken into consideration.

12. In arithmetic

it

are true

when a and

may

readily be

am -f n^

am an

(a

b are rational

and negative integers or zero,

and 6 are positive irrationals ?

shown that the equations

n
)

amn

and positive and when

Can

(a)
(0)

How

when

to all rational values of

x m >x n

if

m>n

xn <l,

x>l,

n and the proof

and x>l,

(a6)

n
,

m and n are any positive

it be inferred that they hold when a

about the extension of the fundamental

inequalities

xn >l,

n bn

CL

when

0^x<l

of the inequalities

xw

<xn

if

m>n

and

0<x<l.

(7) 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.

26.
/*(#)

If x = a is a point of an
the
and
if
quotient
defined

The

is

derivative.

Ax

interval over

which

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

a and the value of the Urn/it of
f(x) is said to be differentiate at x
a.
In the case of differthe quotient is the derivative f\a) off at x

entiability, the definition of a limit gives

or

where lim

t\

when lim h

= 0,

no matter how.

rNTEODUCTOEY REVIEW

46

is given, a 5 can be found so that|ij|<e when |ft|<8. This

In other words if
shows that a function differentiate at a as in (1) is continuous at a. For

|/(a+*)-/(a)|3|/'(a)|*+e3,

\h\<9.

If the limit of the quotient exists when h ==

through positive values only, the
function has a right-hand derivative which may be denoted by /' (a+) and similarly

At the end

for the left-hand derivative /'(a~).

points of an interval the derivative

always considered as one-handed but for interior points the right-hand and lefthand derivatives must be equal if the function is to have a derivative (unqualified).
The function is said to have an infinite derivative at a if the quotient becomes infibut if a is an interior point, the quotient must become positively
nite as h ==
infinite or negatively infinite for all manners of approach and not positively infinite
for some and negatively infinite for others. Geometrically this allows a vertical
tangent with an inflection point, but not with a cusp as in Fig. 3, p. 8. If infinite
derivatives are allowed, the function may have a derivative and yet be discontinuous, as is suggested by any figure where /(a) is any value between lim/(x) when
x == a+ and lim/(x) when x == a-.
is

THEOREM
an

13. If

a function takes on

its

maximum

interior point of the interval of definition

at that point, the derivative

THEOREM

(or

minimum)

at

if it is differentiable

is zero.

14. Rollers Theorem.

and

If a function /(a )
1

is

continuous over

with end points and vanishes at the ends and has

a derivative at each interior point a < x < b, there is some point

an interval a

==

=s b

<{<

b,

such that/'()

= 0.

THEOREM 15. Theorem of the Mean. If a function is continuous over

an interval a si x si b and has a derivative at each interior point, there
such that
is some point
,

where h

a* and

zs b

is

a proper fraction,

< <

1.

To prove the first theorem, note that if /(a) = JVf, the difference /(a + h) /(a)
cannot be positive for any value of h and the quotient A// h cannot be positive
when h > and cannot be negative when h < 0. Hence the right-hand derivative
cannot be positive and the left-hand derivative cannot be negative. As these two
must be equal if the function has a derivative, it follows that they must be zero,
and the derivative is zero. The second theorem is an immediate corollary. For as
the function is continuous it must have a maximum and a minimum (Theorem 11)
both of which cannot be zero unless the function is always zero in the interval.
Now if the function is identically zero, the derivative is identically zero and the
theorem is true whereas if the function is not identically zero, either the maximum
or minimum must be at an interior point, and at that point the derivative will vanish.
;

* That the theorem is true for

any part of the interval from a to b if it is truo for the
whole interval follows from the fact that the conditions, namely, that/ be continuous
and that/ 7 exist, hold for any part of the interval if they hold for the whole.

FUNDAMENTAL THEORY
To prove the

As

\f/

theorem construct the auxiliary function

= ^ (6) = 0,

(a)

last

and

47

Rolled Theorem shows that there

some point for which

is

this value be substituted in the expression for ^'(x) the solution

result demanded by the theorem. The proof, however, requires
the
for/'(f) gives
the use of the function ^ (x) and its derivative and is not complete until it is shown
^>'()

that

\f/

0,

if

(x) really satisfies

in the interval

a = x =*

the conditions of Rolle's Theorem, namely, is continuous

and has a derivative for every point a < x < b. The con-

tinuity is a consequence of Theorem 6 that the derivative exists follows from the
direct application of the definition combined with the assumption that the derivative of / exists.
;

27.

THEOREM

16. If

a function has a derivative which

zero in the interval a =i x =i

the function

/>,

is

constant

is
;

identically

and

if

two

functions have derivatives equal throughout the interval, the functions

by a constant.

differ

THEOREM
x

== a,

17. If /(.r) is differentiate

the derivative cannot remain finite

THEOREM

and becomes
as x == a.

a function exists and

18. If the derivative /'(**) of

continuous function of x in the interval a =i

converges uniformly toward

its

=i

jc

ft,

the quotient

+ h)-f(a) = hf(a +

is

A//A

limit /'(.r).

These theorems are consequences of the Theorem of the Mean. For the
f(a

when

infinite

if

0}t,)=:0,

h^b-a,

or

f(a

h)

first,

= /(a).

Hence /(x) is constant. And in case of two functions/ and <f> with equal derivatives,
the difference ^ (x) =/(x)
<(x) will have a derivative that is zero and the difference will be constant. For the second, let x be a fixed value near a and suppose that
in the interval

from x

to

|/(zo

Now

a the derivative remained

h)

-/(x

= V(*o +
|

finite,

say less than

K. Then

Oh)\S\h\K.

h approach a and note that the left-hand term becomes infinite and
7
is contradicted. For the third, note that/',
be
must
continuous
uniformly
being continuous,
(Theorem 9), and hence that if e is
given, a 8 may be found such that
let

the supposition that/ remained finite

when \h\< 8 and

for all x's in the interval and the theorem is proved.

Concerning derivatives of higher order no special remarks are necessary. Each
the previous derivative. If the derivais the derivative of a definite function
tives of the first n orders exist and are continuous, the derivative of order n -f 1
may or may not exist. In practical applications, however, the functions are gen;

erally indefinitely differentiable except at certain isolated points. The proof of

Theorem ( 8) may be revised so as to depend on elementary processes.

Leibniz's

Let the formula be assumed for a given value of

n.

The only terms which can

INTRODUCTORY REVIEW

48

contribute to the term D'uZ)w + 1 -ty in the formula for the (n

uv are the terms

n (n

in

- 1)

(n

which the

-i+

factor

first

The sum

second.

2)

j,- lul>t +!..,

is

2)

is

(n- * +

to be differentiated in the first

n(n-

1).

-(n~

by

1)

and the second in the

differentiating

1) "" (n

is

(n-

l)n-

l-2-..i

1-2- .-(i-l)

which

1)

l)st derivative of

'

of the coefficients obtained

n(n~l).-.(ro-i +

of the (n

n(n-

1.2...

n
precisely the proper coefficient for the term J>"uD +
+ 1) st derivative of uv by Leibniz's Theorem.

i -f

2)

- *v in the
expansion

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 inthus: If two functions u and v are different]' able at & then the product
volved
,

uv

differentiate at

is

And

and the value

of the derivative

is

u (x

v' (x )

similar theorems arise in connection with the other rules.

uf (x

v (x

As 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

a product

is

not true

For instance, the above theorem concerning

derivatives are allowed. For let u be
1, 0, or + 1

to the proof.

if infinite

negative, 0, or positive, and let v = x. Now v has always a derivaand u has always a derivative which is 0, -f co, or according as x
1 for
is negative, 0, or positive. The product uv is |x|, of which the derivative is
1
for
and
Here
nonexistent
for
the
has
no
0.
+
positive x's,
product
negative x's,
derivative at 0, although each factor has a derivative, and it would be useless to have

according as x

tive

which

is

is 1

a formula for attempting to evaluate something that did not

exist.

EXERCISES
1. Show that if at a point the derivative of a function exists and
function must be increasing at that point.

2.

is positive,

the

Show
/'(ft) exist and are not zero.
maxima or minima of / in the interval a =i x =j 6, and

Suppose that the derivatives /'(a) and

that /(a) and f(b) are relative

determine the precise criteria in terms of the signs of the derivatives /'(ci) and /'(ft).
3.

Show

that

if

a continuous function has a positive right-hand derivative at

then /(ft) is the maximum value of /. Simift,

every point of the interval a == x

larly, if the

4.

right-hand derivative

negative,

Apply the Theorem of the Mean

x',x"a
x'

is

to

show that /(ft)

show that

if

is

the

minimum

of /.

/'(x) is continuous at a, then

X"

and x" being regarded as independent.

5.

Form

the increments of a function /for equfcrescent values of the variable

h)

-/(a),

A2 / = /(a +

2A)

-/(a +

h),

FUNDAMENTAL THEOEY
These are called

first

differences

the differences of these differences are

A*/ =f(a + 2 h) - 2/(a +

A|/=/(a +

3/fc)

and so on. Apply the Law

A*/ = Wf"(a +
Hence show that

if

3 A)

the

first

in like

- 3/(a + 2 A) +

of the

W+

+ /(a),

A)

- 2/(a +2*) +/(o +

which are called the second differences

A*/ = /(a +

49

Mean

*),--

manner there are

S/(a

A)

-/(a),

to all the differences

A*/ = */'"( + ^h +

OJi),

and show that

OJi

n derivatives of / are continuous at

6. Cauchy's Theorem. If f(x)

derivatives at each interior point,

third differences

*,A),

a,

then

and 0(x) are continuous over a^=x^6, have

and if X (x) does not vanish in the interval,
or

Prove that

this follows

f(z)
7.
if

One

(a

+ h)

from the application

of Rolle's

Theorem

0/i)

to the function

=/(*)- /(a)-

application of Ex. 6

0(a)

0'(a

(a)

is

to the theory of indeterminate forms.

and iff'(x)/(f>'(x) approaches a

approach the same limit.

/(a)

will

#'()

(a)

(6)

limit

when x

== a,

8. Taylor's Theorem. Note that the form /(&)

f(a) + (b
a)/
of writing the Theorem of the Mean. By the application of Rollers

V (x) =/(&) -/(x)

show

and

to

show

What

/(6)

- (b =/(a)

)/'(*)

(b

- (6 - x)

Show

that

then/(x)/0(x)
x

(^) is

one way

Theorem

to

- o)/'(a) + ^-^V'({),

f (x) =/(6) -/(*)_ (6-

/(&)

=/(a)

(6

- a)/'(a) +

a)

(b

//

*/ ()

are the restrictions that must be imposed on the function and

its

derivatives

9. If a continuous function over a =i x =s 6 has a right-hand derivative at each

point of the interval which is zero, show that the function is constant. Apply Ex. 2
to the functions /(x) + e (x
(x
a) to show that the maximum
a) and/(x)

difference between the functions is 2 e (b

a)

and that / must therefore be

constant.

INTEODUCTOKY EEVIEW

50

10. State and prove the theorems implied in the formulas (4)-(6), p. 2.
11. Consider the extension of Ex.

over a dense
set,

what

7, p. 44,

If the derivative exists

set.

to derivatives of functions defined

and is uniformly continuous over the dense

and continuity of the derivative of the function when

of the existence

its

definition is extended as there indicated ?

a^x^6,

12. If f(x) has a finite derivative at each point of the interval

derivative f'(x) must take on every value intermediate between any two of

its

the

values.

To show

this, take first the case where /'(a) and/'(6) have opposite signs and show,
by the continuity of / and by Theorem 13 and Ex. 2, that /'() = 0. Next if
f'(a)<n<f'(b) without any restrictions on /'(a) and /'(&), consider the function
fJLX and its derivative /'(&)
p. Finally, prove the complete theorem. It
f(x)

should be noted that the continuity of f'(x) is not assumed, nor is it proved ; for
there are functions which take every value intermediate between two given values

and yet are not continuous.

28.

Summation and

over the interval a

upper
tier,

integration.

and

let

Let /(#) be defined and limited

be the
M, m, and O =

M m

frontier, lower fron-

and

oscillation of

f(x)
Let n
1

in the interval.

points of division be introduced in the interval divid-

ing

it

n consecutive

into

intervals

8x,

82 ,

8n

of

which the largest has the

miy Oi9
i9
length A and let
and /(,) be the upper and lower

value of the function in the interval S

will hold,

and

m (0
will also hold.
it is

if

these terms be

a)

Let

Then the

summed up

= SwAi ^ =

clear that the difference S

(M - m) (6 -

and any

frontiers, the oscillation,

inequalities

intervals,

^ 2) AfA S

M(b - a)

S/(^)8

f ,

for all

and

*ST

S-M"A-

(A)

From

does not exceed

a)

a),

(ft

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

number

of parts.
THEOREM 19. If n additional points of division be introduced into
n
1 points of division
the interval, the sum 5' constructed for the n

into that

FUNDAMENTAL THEORY

51

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

w'OA. Similarly, s cannot be less than s and cannot exceed s by more
f

than n'0&.

THEOREM

There exists a lower frontier L for all possible methods

sum S and an upper frontier I for s.
THEOREM 21. Darboux's Theorem. When is assigned it is possible
20.

of constructing the

to find a

so small that for all methods of division for which 8f

S and

the sums

s shall differ

than any preassigned

To prove

the

from a

to b

from their frontier values L and

by

A,

less

c.

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

first

MA

-5,-.

n'OA. The treatment of s

is

analogous.

Inasmuch as (A) shows that the sums S and s are limited, it follows from Theorem 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
which differs from L by as little as desired, say \ e. For this S let n be the number
of divisions. Now consider S' as any sum for which each 5 t is less than A = J c/nO.
If the sum S" be constructed by adding the n points of division for S to the points
of division for S', S" cannot be greater than S and hence cannot differ from L by
so much as J e. Also S" cannot be greater than /S' and cannot be less than S' by
more than nOA, which is Je. 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, which was to be
proved. The treatment of s and I is analogous.
-

which the
from a to 5,

29. If indices are introduced to indicate the interval for

L and

frontiers

are calculated

and

then L% and I* will be functions of

THEOREM
L% =

22.
a),

p, (b

The equations L*

m ^ ^ AT,
/i

if /3 lies

in the interval

/?.

= L + L%, a<c<b\

L% =

hold for Z, and similar equations for

L
As
;

I.

and /* are continuous, and if f(x) is continuous,

fi, L%
differentiate
and have the common derivative /()8).
they are

functions of

To prove
interval
of a

that

from a

sum

is

frontier L.

L%

to

b.

=L

-f

L t?,

consider c as one of the points of division of the

will satisfy S% = Sac -f S cb , and as the limit

Then the sums S

the sum of the limits, the corresponding relation must hold for the
To show that L* = Lg it is merely necessary to note that S% = Sf

because in passing from b to a the intervals Si must be taken with the sign opposite
which they have when the direction is from a to 6. Erom (A) it appears
- a)
a) and hence in the limit
(6
(6- a).
thatw(6-

to that

a)^S^M(b-

^L%^ M

INTRODUCTORY REVIEW

52

is a value n,m^ip^M, such that L% = /A (6

a). To show that Lf*
a continuous function of /?, take K>\M\ and |w|, and consider the relations

Hence there
is

Hence

+ L$ + h ~ f = Itf + * = M,

assigned, a 5

if e is

when h < 5 and

is
Z/,f

be found, namely

may

therefore continuous.

M< *.

< e/JT,

so that

*h
Zj*

\L

<
|

Finally consider the quotients

is some number between the maximum and minimum of f(x) in the interx =i /3 -f A and, if / is continuous, is some value /( ) of / in that interval
and where /i' = /(') is some value of / in the interval
h?==x^p. Now let
A = 0. As the function /is continuous, lim/(f) =/() and lim/flf) = /(/9). Hence
the right-hand and left-hand derivatives exist and are equal and the function L
has the derivative /(/3). The treatment of I is analogous.

where

/*

val

THEOREM 23. For a given interval and function /, the quantities I

and L satisfy the relation I ^= L and the necessary and sufficient condition that L = I is that there shall be some division of the interval
?w ) 8 = SO A < c
which shall make S(3f
;

If i^ = ^,

the function

/ is said
r

to be integrable over the interval

from a to

L% =

6
Za .

and the

Thus the

THEOREM

integral

f(x) dx

is

defined as the

common

value

definite integral is defined.

24. If a function is integrable over

an

interval, it is inte-

grable over any part of the interval and the equations

r/(x) dx + r
c/a

f f(x) dx

=-

*/a

hold

f /(x)

/(aj)

dx

Ja
if

/()

is

cfo,

t/6

r3
moreover,

/(*) dx

= r /(*><&,
Ua

c/c

= ^(j8) is

r /(x) dx = fi ( - a)
c/a

a continuous function of

continuous, the derivative J^'(^8) will exist

/8

and

and be /(/?).

J3y (-4) the sums S and s constructed for the same division of the interval satisfy
s i^ 0. By Darboux's Theorem the sums 8 and s will approach the
the relation S

the divisions are indefinitely decreased. Hence L

l^ 0.
L < | e and
8{ < A the inequalities S
Z
s < e hold, then S
s
S (Jlft m) $,- =
< c ; and hence the condition
2O<*{ < c is seen to be necessary. Conversely if there is any method of division such

values

Now

if Ir

and

when

and a A be found so that when

that

SO -5 < e,
t

But if the
where e is

ZOA

s < e and the lesser quantity L

I must also be less than e.
between two constant quantities can be made less than e,
arbitrarily assigned, the constant quantities are equal and hence th

then

difference

FUNDAMENTAL THEOBY

53

condition is seen to be also sufficient. To show that if a function is integrable over

an interval, it is integrable over any part of the interval, it is merely necessary to
show that if L% = ^, then L = lj where a and /3 are two points of the interval.
Here the condition S0i$t-<e applies; for if S0t-$t can be made less than e for the
whole interval, its value for any part of the interval, being less than for the whole,
must be less than e. The rest of Theorem 24 is a corollary of Theorem 22.
-

THEOREM

30.
if it is

25.

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

continuous in that interval.

THEOREM

a^x^b

over which f(x) is defined

number of points at which / is discontinuous or if it contains an infinite number of points at which f is
discontinuous but these points have only a finite number of points of
If the interval

26.

and limited contains only a

condensation, the function

THEOREM
sum

cr

27.

= 2/(&)

8,-

If f(x)

finite

is

is

integrable.
integrable over the interval

approach the limit

will

a^*x^b,

f(x)dx when the

the

indi-

c/a

vidual intervals 8t approach the limit zero, it being immaterial how

they approach that limit or how the points & are selected in their
-

respective intervals 8
THEOREM 28. If f(x)
t

is

continuous in an interval

rx

f(x) has an indefinite integral, namely

Theorem 26 may be reduced

to

Theorem

Ja

a^x^b,

f(x)dx, in the interval.

For as the function

23.

then

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.

and the function

is less than e/(b
a). Then SO^- < e when Si < A
To prove Theorem 26, take first the case of a finite number of discon;

Cut out the discontinuities surrounding each value of x at which / is discontinuous by an interval of length 5. As the oscillation in each of these intervals
is not greater than O, the contribution of these intervals to the sum 20t-5,- is not
tinuities.

n is the number of the discontinuities. By taking 8 small

be made as small as desired, say less than \ e. Now in each of the
remaining parts of the interval a =s x =j 6, the function / is continuous and hence
integrable, and consequently the value of S0 -5t for these portions may be made as

greater than On5, where

enough

this

may

small as desired, say \ 6. Thus the sum SOt-8t for the whole interval can be made
as small as desired and/(x) is integrable. When there are points of condensation
-

they may be treated just as the isolated points of discontinuity were treated. After
they have been surrounded by intervals, there will remain over only a finite number of discontinuities. Further details will be left to the reader.
For the proof of Theorem 27, appeal may be taken to the fundamental relation
(A) which shows that 8 ss <r ss S. Now let the number of divisions increase indefinitely and each division become indefinitely small. As the function is integrable,
/&
S and s approach the same limit I /(x) dx, and consequently <r which is included
/a

between them must approach that

limit.

Theorem 28

is

a corollary of Theorem 24

INTRODUCTORY REVIEW

54

which states that as f(x)

y X
is

continuous, the derivative of

f\X

f(x)dx

/a

/a

any function whose derivative

nition, the indefinite integral is

Hence

f(x) dx

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

is

is f(x) .

By

defi-

the integrand.

is

may

be obtained

this an arbitrary constant (Theorem 16). Thus it is seen that the

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

by adding to

EXERCISES

Rework some

1.

of the proofs in the text with

replacing L.

2. Show that the L obtained from Cf(x), where C is a constant, is C times the L
obtained from/. Also if w, v, w are all limited in the interval a ==j x == &, the L for
the combination u -f v
w will be L (u) + L (v) L (a?), where L (u) denotes the L

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

Show

3.

that

SO

t-S-

can be made

than an assigned

less

in the case of the func-

tion of Ex. 6, p. 44. Note that I

0, and hence infer that the function is integrable
and the integral is zero. The proof may be made to depend on the fact that there

number

are only a finite

4. State with care

tion

is

of values of the function greater than

and prove the

to be placed ouf(x)

5. State with care

a function

6. If

that the function

is

is

if

results of Exs. 3

/() may

and prove the

replace

any assigned value.

What restric-

5, p. 29.

/*

results of

and

Ex.

and Ex.

4, p. 29,

13, p. 30.

^ ^

b and never decreases, show

x
This follows from the fact that SO- =s
is finite.

limited in the interval a

integrable.

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

a function

is

called & function of limited variation

127).

Change of variable. Let f(x) be continuous over a^x^b. Change the

variable to x = 0(Q, where it is supposed that a = 0( x ) and b = #( 2 ), and that
8.

(), 0'(t),

and/[0 (t)]

&

f(x) dx

over

r=s t

i /[0 (*)] *'(Q dt

or

f(x) dx

^Ci)

Show

that

/<

/<*>(<)

= C

/|> (*)] t'(t) dt.

Jt\

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

this

respect to
t

/<i

Do

are continuous in

/<i

= tt

Let

a.{

by a amount fA, that

is,

9. Osgood's Theorem.
/(4<) 8<

cti

Prove that

if

is

the limit of the

= /(&) Si +
/6

sum

is

Ja
10.

Apply Ex. 9

directly that f(b)

be a set of quantities which

suppose

where

&$,-,

integrable, the

ft

< c and

sum Sa< approaches a

differ

a i $ =|
limit

uniformly from

b.

when

5,-

==

and that

f(x) dx.

to the case

~/(a) = C

Ja

&f = /'Ax

f'(x) dx. Also

fAx where /'

by regarding Ax

to Ex. 8 to prove the rule for change of variable.

is

continuous to show

= 0' (t) At +

A, apply

PART

DIFFERENTIAL CALCULUS

I.

CHAPTER HI
TAYLOR'S FORMULA AND ALLIED TOPICS
31. Taylor's Formula. The object of Taylor's Formula is to express
the value of a function f(x) in terms of the values of the function and
its derivatives at some one point x
a. Thus

/(*)

=/() + (* X

fry
_l_ V

)/'() +
ft\n

^27

^7

^n-1)/
(1)

Such an expansion is necessarily true because the remainder R may be

considered as defined by the equation; the real significance of the
formula must therefore lie in the possibility of finding a simple expression for R, and there are several.
THEOREM. On the hypothesis that f(x) and its first n derivatives
exist and are continuous over the interval a^x^b, the function may
be expanded in that interval into a polynomial in x

f(x)

=/() + (x -

with the remainder

//y.

(*

_
nl

s*\n
2.

)/'()

"
w_

7i*f'l

(i

+ &=/"() +

_ A\
Q)

~1

(-!)!

0^1)! jf

=x

a and a

< <#

or

r " 1/(")(a + A

= a + 0A

A first proof may be made to

p. 49.

7f t) (ft
*

=
where h

'

any one of the forms

expressible in

t
JfW( }

a,

where

< 6 < 1.

depend on Rolle's Theorem as indicated in Ex. 8,

Let x be regarded for the moment as constant, say equal to 6. Construct
*JS5

DIFFERENTIAL CALCULUS

56
the function
tive $'(x) is

Note that ^ (a)

there indicated.

^ (x)

= ty (b) =

and that the deriva-

merely

(n

By

Theorem

Kolle's

=/(a)

^'(J)

(6

= 0.

Hence

if

.')

be substituted above, the result

is

J)"*- , multiplying by (6
(6
o) /n, and transposing
first form of the remainder.
This
with
the
therefore
proved
/(&).
proof does not require the continuity of the nth derivative nor its existence at a and at b.
The second form of the remainder may be found by applying Rolle's Theorem to
1

after striking out the factor

The theorem

where

if f

R = (6

determined so that

is

Taylor's Formula

Hence

is

^ (a)

be written

%a+Oh where h=b a, then 6

- a) - - (6

-=-

The second form

of

Note that ^ (b)

a) P.

7? is

and that by

Now

0.

tf)

=6

a^=(6

a)(l

(6

In this work as before, the result

thus found.

is

proved

= 6,

the end point of the interval a =s x si 6. But as the interval could be

considered as terminating at any of its points, the proof clearly applies to any x
in the interval.

for x

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

integrating the nth derivative n times from a to x. The successive results are

f f /
/a va

f*
/a

(ll)

(*)

dx2

f>)(x)dx

/a

The formula

is

= f /(w
t/a

=/(a;)

""

1)

(x)

-/(a)

dx

f *f(*

- 1)

(a)

dx

t/a

- (* -

therefore proved with

)/'(

E in the form

/*(*
t/a

/^H

35

^ajn

'

To tran s-

*/a

form this to the ordinary form, the Law

of the

n\

Mean may be applied ((66),

16).

For

TAYLOR'S FORMULA; ALLIED TOPICS

where m is the least and

the greatest value of /(")($) from a
some intermediate value /<")() = such that

to x.

57
There

is

then

fj.

...

/o

/a

Iff

/<)(;) to.

_- n\n

= Sf_J!i /(>({).
n!

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

/(a) =

+ h)

Ph
f'(a

Jo

t)

dt to

make the integrand contain

higher derivatives.

+ h) -/(a) = f */'( +

/(a

ft

Jo

Qttt
k

*)1

Jo

= <T(a + A - Q"|* + f V"(<* + h Jo

+ f%
/o

*/'"(a

/o

+ h-t)dt

*This, however,

is

precisely Taylor's

Formula with the third form

of remainder.

If the point a about which the function is expanded is x

expansion will take the form known as Maclaurin's Formula

= 0,

the

:,

Both Taylor's Formula and its

a function as a polynomial in h = x
32.

(3)

special case, Maelaurin's, express

a, of which all the coefficients

except the last are constants while the last is not constant but depends
on h both explicitly and through the unknown fraction which itself is
1

a function of

cient/
tive

is

which

(n)

h.

known,

(w)

If,

however, the nth derivative is continuous, the coeSimust remain finite, and if the form of the deriva-

+ 0A)/tt!
(a

it

may

+ 61i)/n

be possible actually to assign limits between

lies. This is of great importance in making

approximate calculations as in Exs. 8

the value of

for

any value of

ff.

below

for

it

sets a limit to

n.

THEOREM. There is only one possible expansion of a function into

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

this

theorem consider two polynomials

of the nth order

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

to b

DIFFERENTIAL CALCULUS

68

The terms containing h

will

and hence

approach

C may

and

be made as

nearly equal as desired and as they are constants, they must be equal. Strike
them out from the equation and divide by A. The new equation must hold for all
to b
a with the possible exception of 0. Again let h == and
values of k from
;

= C v And

so on, with all the coefficients. The two develidentical with Taylor's.
To illustrate the application of the theorem, let it be required to find the expanwhen the expansions of sin x and cos x about are given.
sion of tan x about

now

it

follows that c x

opments are seen to be

sinx

where

=x-

x3

identical,

and hence

= 1 - Jx2 -f ^x* + Qx ^
neighborhood of x = 0. In the first place

+ T |s x5 + Px 7

P and Q remain finite in the

cosx

note

that tan x clearly has an expansion for the function and its derivatives (which
are combinations of tan x and sec x) are finite and continuous until x approaches j- w\
;

By

division,

i*

+ A*4 + Qx*)x- Jx3 +

3
%x

-f

T ?2Ty x*
6
A- x

+ Px 7
+ Qx 7

o/

Hence tan x

= x + 4x3 + 1Vx5 +

x 7 where S
,

cosx

is

the remainder in the division

and is an expression containing P, Q, and powers of x it must remain finite if P

and Q remain finite. The quotient S/cos x which is the coefficient of x 7 therefore
remains finite near x = 0, and the expression for tan x is the Maclaurin expansion
;

to terms of the sixth order, plus a remainder.

In the case of functions compounded from simple functions of which the expansion is known, this method of obtaining the expansion by algebraic processes upon
the known expansions treated as polynomials is generally shorter than to obtain
the result by differentiation. The computation may be abridged by omitting the
but if
last terms and work such as follows the dotted line in the example above
this is done, care must be exercised against carrying the algebraic operations too
far or not far enough. In Ex. 5 below, the last terms should be put in and carried
far enough to insure that the desired expansion has neither more nor fewer terms

up

than the circumstances warrant.

EXERCISES

E = (b - a)*P

1.

Assume

2.

Apply Ex.

3. Obtain,

by

6, p. 29,

show

(S) cscx, a

0,

Jir,

R=

h*( l

~^*~*fV) ({).

compare the third form of remainder with the

differentiation

(a) sin-ix, a

4.

to

and substitution

(p)

tanh

(e)

e*,

x,

= 0,
= 0,

first.

in (1), three nonvanishing terms:

(7)

tan

x,

(f) log sin x,

TT,

= j w.

Find the nth derivatives in the following cases and write the expansion
= 0,
sin x, a = Jir,
(7) c*, a
(a) sin x, a = 0,
(ft)

()

c*

lf

(c)

logz, a

= 1,

(f)

(1

+ x)*,

= 0.

TAYLOK'S FORMULA; ALLIED TOPICS

5.

By

59

5
algebraic processes find the Maclaurin expansion to the term in x

(a) sec x,
(

5) e* sin x,
e sin *,

(77)

(0)

tanh x,

(e)

[log (1

(0) log

Vl

(7)

- x)] 2

cos x,

(f)

(i)

log

x2

Vcosh

x,

Vl + x2

The expansions needed in this work may be found by differentiation or taken

from B. O. Peirce's " Tables." In (7) and (f) apply the binomial theorem of Ex.
4 (f). In (17) let y
sinx, expand etf, and substitute for y the expansion of sinx.
6
In (0) let cos x = 1
y. In all cases show that the coefficient of the term in x
6.

If /(a + h) =
/*

= 0.

when x

really remains finite

cfi

c 2 /i2

C-j

Co

/o

the last term

Cn-ifr-i

(a) sin

-1

to

sm-ix

x,

c n h,

CH

= f

n +l

with

/*

tan- 1 x,

(7)

in

Jo

P finite.

etc., to find

(/3)

show that

may really be put in the form Ph

Apply Ex. 6

7.

Apply Ex.

6, p. 29.

developments of
sinh- 1

x,

dx.
1

In

all

/o

these cases the results

may

be found

if

desired to n terms.

&

is less than
8. Show that the remainder in the Maclaurin development of
xn &/n ; and hence that the error introduced by disregarding the remainder in com\

n x
How many terms will suffice to compute e to four
puting & is less than x e /n
decimals ? How many for e6 and for e 1 ?
\

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

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

10. The hypotenuse of a triangle is 20 and one angle is 31. Find the sides by
expanding sin x and cos x about a = \ TT as linear functions of x
J TT. Examine
2 to find a maximum value to the error introduced
the term in (x
by
7r)
it.

neglecting

cos30 During
the computation one place more than the desired number should be carried along
11.

Compute

in the arithmetic

Show
Compute (a)
12.

to 6 places:

work

(a) e$, (p) log 1.1,

The

easily

from

(5)

for safety.

that the remainder for log(l + x) is less than xn /n(l

log 0.9 to 6 places, (/3) log 0.8 to 4 places.

13. Show that the remainder for tan- 1 x is

be taken as odd. Compute to 4 places tan- 1 J.
14.

(7) sin 30',

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

= 4 tan-"

Find J TT

less

+ x) n

than x n /n where n

tan- 1 5 J^ enables J

TT

to 7 places (intermediate

if

x<0.

may always
to be found

work

carried

to 8 places).

15. Computation of logarithms,

Iog2

7a

26-fSc,

Iog3

= log ^, 6 = log J}, c = log f J, then

46 + 7c.
35-f 5c,
log 5 = 16 a

(a) If a

11 a

DIFFERENTIAL CALCULUS

60

- log (1 - T J ), c = log (1 + 6\ ) are readily computed

TV), & =
and hence log 2, log 3, log 5 may be found. Carry the calculations of a, 6, c to
10 places and deduce the logarithms of 2, 3, 6, 10, retaining only 8 places. Com-

Now a = - log (1 -

pare Peirce's "Tables," p. 109.

Show

(0)

that the error in the series for log

pute log 2 corresponding to x

w/ Show

*=

log

than

is less

J to 4 places, log If to 6 places, log

1 1 to

Com-

6 places.

+\
apLi*
LP

give an estimate of JR 2 n+i, and compute to 10 figures log 3 and log 7 from log 2
and log 6 of Peirce's "Tables " and from

4 log 3

4 log 2

log 6

= log 81

16.

Compute Ex.

17.

Compute sin- 1 0.1

18.

Show

4* *^
log
& 7

to 4 places for x

(c)

to seconds

xn

Hence compute

to 5 figures

or

and sin- 1

that in the expansion of (1

L2...n

J?n

and
J

~
2 log
.^f, 5

** -, ^
3
log

5 log
.v^ 2
^r

to 6 places for

= log

74

= J.

to minutes.

x)* the remainder, as x is

> or < 0,

is

<

Vl03, V08, A/28, V250, VlOOO.

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. 774-780, to compute to four places
(estimated) the values of tan 6, log cos 10, esc 3, sec 2.

20. Find to within 1% the area under cos (x 2 ) and sin

(x*)

from

to J

IT.

unit magnetic pole is placed at a distance L from the center of a magnet

21.
and length 2 J, where l/L is small. Find the force on the pole
of pole strength
if (a) the pole is in the line of the magnet and if (ft) it is in the perpendicular

bisector.

Ans. (a)
22.

-^
L

(1

c)

The formula

with

about 2 (-\
\LJ

(ft)

^^
L (1

for the distance of the horizon

distance in miles and h

is

is

e)

with

about - (^\
2 \LJ

D = Vffe where D

is

the

the altitude of the observer in feet. Prove the formula

and show that the error is about % for heights up

to a

few miles. Take the radius

of the earth as 3960 miles.

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

the horizontal

24. If

J (8 c

is

a circular arc and

C)

(1 -f e)

where

e is

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

about 4 /7680 #* if R is the radius.

25. If two quantities differ from each other by a small fraction

show that their geometric mean will differ from their arithmetic
2
} c of

26.
tions

its

of their value,

mean by about

value.

The

algebraic

which become

method may be applied

infinite.

find cot x, the initial

term

is

(Thus

if

to finding expansions of some functhe series for cos x and sin x be divided to

1/x and becomes infinite at x

just as cotfc does.

TAYLOR'S FORMULA; ALLIED TOPICS

61

Such expansions are not Maclaurin developments but are analogous to them.

The function xcotx would, however, have a Maclaurin development and the
expansion found for cot x is this development divided by x.) Find the developments about x

to terms in x* for

(a) cotx,

(/3)

(f)

27. Obtain the expansions

(a) log sin x

= log x

(7) cscx,
1

cot x esc x,

(e)

cot2 x,

2
Jx

l/ttan- x)

(ty)

csc8 x,

(5)

(sin

tan x)- 1

T 7x

+ .K,

(/3)

log tan x

(7) likewise for log

= log x +

x2

^x +
4

-f-

versx.

33. Indeterminate forms, infinitesimals, infinites. If two functions

a and if < (a) = 0, the quotient //< is
f(x) and < (x) are defined for x
a. But if <
defined for x
0, the quotient f/tf> is not defined for a.
(&)

=
f and

and continuous in the neighborhood

the quotient will become infinite as x == a whereas

If in this case

of a and f(a)

=
=

0,

are defined

<

= 0,
\if(a)

the behavior of the quotient //< is not immediately apparent but gives rise to the indeterminate form 0/0. In like manner if /
and
become infinite at cr, the quotient //< is not defined, as neither
<

its

numerator nor

its

minate form OO/QO.

indeterminate form

denominator

is

defined

thus arises the indeter-

The question

of determining or evaluating an
is merely the question of finding out whether the
approaches a limit (and if so, what limit) or becomes

quotient //<

positively or negatively infinite

EHospital?* Rule.

THEOREM.

when x approaches

If the functions /(ar) and < (#), which

give rise to the indeterminate form 0/0 or QO/QO when x === a, are conx
b and if b can be
tinuous and differentiate in the interval a

<

taken so near to a that <'(#) 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 //< will approach that limit or become positively or negatively infinite as the case

Hence an indeterminate form 0/0

or oo/oo may be replaced by

the quotient of the derivatives of numerator and denominator.

may

be.

CASK

Now

if

I.

/(a)

a, so

(a)

must

= 0.

f,

The proof follows from Cauchy's Formula, Ex.

which

lies

between x and

a.

Hence

if

6, p. 49.

the quotient on the

right approaches a limit or becomes positively or negatively infinite, the same

true of that on the left. The necessity of inserting the restrictions that / and
shall

be continuous and differentiable and that

<j>'

shall not

is

have a root indefinitely

apparent from the fact that Cauchy's Formula is proved only for functions that satisfy these conditions. If the derived form /'/0' should also be indeterminate, the rule could again be applied and the quotient /"/0" would replace

near to a

is

w ^h the understanding that proper restrictions were satisfied by/

7
,

0',

and 0".

DIFFERENTIAL CALCULUS

62
CASE

II.

= # (a) = oo.

/(a)

f(x) -f(b)

Apply Cauchy's Formula as follows

= f(x)

I ~

where the middle expression is merely a different way of writing the first. Now
suppose that/' (&)/#'() approaches a limit when x = a. It must then be possible to
take 6 so near to a that /'() /#'() differs from that limit by as little as desired, no
become infinite
matter what value { may have between a and b. Now as / and
when x = a, it is possible to take x so near to a that /(&)// (x) and (6)/0 (x) are
<f>

The second equation above then shows that /(x)/0 (x),

which
differs from 1 by as little as desired, is equal to
a
quantity
multiplied by
a quantity /'({)/#'() which differs from the limit of /'(x)/0'(x) as x = a by as little
as desired. Hence //< must approach the same limit as/'/0'. Similar reasoning
as near zero as desired.

would apply to the supposition that /'/<' became positively or negatively infinite,
and the theorem is proved. It may be noted that, by Theorem 16 of 27, the form
/'/0' is sure to be indeterminate. The advantage of being able to differentiate
therefore lies wholly in the possibility that the new form be more amenable to
algebraic transformation than the old.
oo may be reduced to tho
The other indeterminate forms
GO, 0, 1", 00, oo
as
be
indicated
follows
devices
which
various
by
may
foregoing
:

= e lo* 00 = e010^ = e

'

6
)

The
a

is

case where the variable becomes infinite instead of approaching a finite value
1 below. The theory is therefore completed.

covered in Ex.

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
when x == a. Suppose then that/(x) or
which approaches a finite limit other than
both
be
written
as
the
and Ez r Then the method of
or
may
products
<f>(x)
treating indeterminate forms need be applied only to/1 /0 1 and the result multiplied
by lim E^E^. For example,

E^

ar

a)

=a

x =S= a Sill (x

<j>

a)

x^a Sin (X

= 3a2

a)

Again, suppose that in the form 0/0 both numerator and denominator may be developed about x = a by Taylor's Formula, The evaluation is immediate. Thus

tanx

- sinx _
"~

x 2 log(l

and now

if

(x -f

x)

= 0,

the limit

3
5
8
*
6
^x + Px ) - (x - x + Qx )
x2 (x- x2 + fix3 )

is

at once

shown

- Q)x2
j + (P
_
"~
1 - Jx + Ex2

'

to be simply ^.

When 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 expanmay sometimes be obtained by the algebraic method ( 32) and may frequently

sion

be used to advantage. To illustrate, let it be required to evaluate cot x

of the form oo
oo when x = 0. Here

1/x which

is

cosx

=1+

x2

4-

Px*

;rir^^

l-lx*+

Px*

If

.c4\

TAYLOR'S FOKMULA; ALLIED TOPICS

where S remains
lim (cot x
= 0\

ar

34.

-4?i

when x

finite

- -\ =
X/

lim (~

infinitesimal

is

If this value be substituted for cot x, then

== 0.

xQ\X

63

- - x + Sx9 - -} =
3

lira

a variable which,
a variable which

is

(- -3 x + Sx*\ =

= 0\

X/

0.

ultimately

to

approach the

is to become either positively

limit zero ; an infinite is
or negatively infinite. Thus the increments A?/ and A# are finite quantities, 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
and 0- GO, the product of an infinoo/oo, the quotient of two infinites
itesimal by an infinite. If any infinitesimal a is chosen as the primary
infinitesimal, a second infinitesimal ft is said to be of the same order as
a if the limit of the quotient ft/a exists and is not zero when a ===
whereas if the quotient ft/a becomes zero, ft is said to be an infinites;

imal of higher order than a, but of lower order if the quotient becomes
n
infinite. If in particular the limit ft/a exists and is not zero when
i~ 0, then ft is said to be of the nth order relative to a. The determination of the order of one infinitesimal relative to another is there-

fore essentially a problem in indeterminate forms.

may be given in regard to infinites.

Similar definitions

If the quotient ft/a of two infinitesimals approaches a

becomes infinite when a == 0, the quotient ft'/a of two infinitesimals which differ respectively from ft and a by infinitesimals of
higher order will approach the same limit or become infinite.
THEOREM. DuhameVs Theorem. If the sum 2# = al + #2 H-----\-an
of n positive infinitesimals approaches a limit when their number n
becomes infinite, the sum 2/J = ftl + ft.2 H-----h ftH9 where each fa differs
uniformly from the corresponding a by an infinitesimal of higher

THEOREM.

limit or

order, will approach the

As

a'

is

same

limit.

of higher order than

a'- a =
lim
0,
a
where ^ and f are

limn

($'

or

ft

infinitesimals.

=
a'

a and

a'

and

rj

- = !+,
oc.

Now

li

of higher order than

a. (1

lim

17)

and

&=

p
ft

/S,

= l+fc

(1

Q. Hence

^=
lim 5,
a
a

provided ft/ a approaches a limit whereas if p/<x becomes infinite, so will p'/a'.
In a more complex fraction such as (p
y)/a it is not permissible to replace p
;

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

bolic for a

DIFFERENTIAL CALCULUS

64

infinitesimals of higher order f or ft

y may itself be of
sin x is an infinitesimal of the third order
or 7. Thus tan x
relative to x although tan x and sin x are only of the first order. To replace tan x
and sin x by infinitesimals which differ from them by those of the second order or

and 7 individually by
higher order than

/3

even of the third order would generally alter the limit of the ratio of tan x
when x == 0.
To prove DuhamePs Theorem the /3's may be written in the form

sin

to x8

ft

where the
less

ai(l

if s are infinitesimals

than the assigned

= 1,

2,

and where

all

n),

.,

the

n,

77' s

<*,

simultaneously

may be made

to the uniformity required in the theorem.

owing

Then

Hence the sum of the )3's may be made to differ from the sum of the a's by less
than eSa, a quantity as small as desired, and as Sa approaches a limit by hypothesis, so Sj8 must approach the same limit. The theorem may clearly be extended
to the case where the a's are not all positive provided the sum S| a,-| of the absolute values of the a's approaches a limit.
35.

If

y =/(x),

the differential of y

dy =/'(#) Aar,

From

this definition of

is

defined as

and hence

dy and dx

it

dx

=1

Ax.

(4)

appears that dy/dx =/'(#), where

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

may be assigned at pleasure. This is true if x is the independent
variable. If x and y are both expressed in terms of t,

and

= Dxy,

by

virtue of (4),

2.

From this appears the important theorem The quotient dy/dx is the
derivative of y with respect to x no matter what the independent variable
may be. It is this theorem which really justifies writing the derivative
:

and treating the component differentials according to the

rules of ordinary fractions. For higher derivatives this is not so, as
may be seen by reference to Ex. 10.

as a fraction

As Ay and Ax

are regarded as infinitesimals in defining the derivaregard dy and dx as infinitesimals. The difference

tive, it is natural to

Ay

dy may be put in the form

it appears that, when Aa? == 0, the bracket approaches

Hence arises the theorem If x is the independent variable and
and dy are regarded as infinitesimals, the difference Ay dy is an

wherein

itesimal

of higher order than Ax.

zero.

if

Ay

infin-

This has an application to the

TAYLOK'S FORMULA; ALLIED TOPICS

subject of change of variable in a definite integral.

For

65
x

if

then dx~<f>'(()dt9 and apparently

Jt

= a and ( 2) = b, so that t ranges from ^ to 2 when x

(^)
from
a to b.
ranges
But this substitution is too hasty for the dx written in the integrand
is really A#, which differs from dx by an infinitesimal of higher order
when x is not the independent variable. The true condition may be
seen by comparing the two sums
where

<f>

<f>

Now

the limits of which are the two integrals above.

A#

as

differs

from dx = <f>\f)dt by an infinitesimal of higher order, so/(se)A# will

differ from f[$(t)~\$'(t)dt by an infinitesimal of higher order, and
with the proper assumptions as to continuity the difference will be uniform. Hence if the infinitesimals f(x) A# be all positive, Duhamel's

Theorem may be applied to justify the formula for change of variable.

To avoid the restriction to positive infinitesimals it is well to replace
DuhamePs Theorem by the new
an be n infinitesimals
THEOREM. Osgood's Theorem. Let av 2
and let a differ uniformly by infinitesimals of higher order than Ax
,

-,

from the elements /(a^)A# of the integrand of a

.

>

where f is continuous then the sum

;

S<*

definite integral
cr

+ +
e*

+ an

c/a

approaches the value of the definite integral as a limit

ber

n becomes

when

the num-

infinite.

Let &i =/(t) Ax t -f ftAxi, where

|ft|

<e owing

to the uniformity

demanded.

Then
But as /is continuous, the

^/(Xt)ACi-

definite integral exists

f(x)dx <e,

andhence

and one can make

2) a

-/

f(x)dx

<e(6-

a-f

1).

appears that So:; may be made to differ from the integral by as little
and Sa- must then approach the integral as a limit. Now if this theorem be applied to the case of the change of variable and if it be assumed that
/[0(Q] and 0'(0 are continuous, the infinitesimals Ax and dxi = 0'() dti will
27 and the above theorem on Ay
differ uniformly (compare Theorem 18 of
dy)
will the infinitesimals /(*,) Axf and
of
so
and
an
infinitesimal
by
higher order,
It therefore

as desired,

/[

substitution
fa)] 0'(*) *i- Hen<?e the change of variable suggested by the hasty

is justified,

DIFFEEENTIAL CALCULUS

66

EXERCISES

Show that 1' Hospital's Rule applies to evaluating the indeterminate iorm
either become zero or infinite.
/(x)/0 (x) when x becomes infinite and both / and
1.

forms by differentiation. Examine the quotients

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

2. Evaluate the following

for left-hand

of the points.
/

ax
T
hm

(a)

bx

/0

()

<riO

(e)

#=00

3. Evaluate the following

,.

hm

(cschx

cscx),

ac=5=0

4. Evaluate
.

(a)

&
lim
,.

a?0

/XT

1
,

(7)

7T

lim(cotx)

(f)

forms by the method of expansions

(e)

i.

Inn

x sin

by any method:
e~ x + 2sinx
4x
X5

(y)

sin2 x

(sin
x)
^

Xef

xQ

hmxlogx,
xQ

in *

X=

W *=ox
Hmf^,
tanx

(!-*).
)

lim
x
'
(a)
x o\x2
(d)

hm

x^lirX

\\mxer*,

(8)

tanx

,.

(f)

B
x
..

hm
OJ0

2x

e-*

e*

SU1X
l

,
>

(/8)

,.

In
a:

tanx

5.

Give definitions for order as applied to infinites, noting that higher order
infinite to a greater degree just as it means becoming zero

would mean becoming

to a greater degree for infinitesimals.

State and prove the theorem relative to quo-

tients of infinites analogous to that given in the text for infinitesimals. State
prove an analogous theorem for the product of an infinitesimal and infinite.
6.

and

Note that if the quotient of two infinites has the limit 1, the difference of
is an infinite of lower order. Apply this to the proof of the resolution

the infinites

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

and f(a)/(x
7.

d)

Show

that

(a) will

8.

how

Show
large

and so on.

be of lower integral order

when x=-t-oo, the function

how large n. Hence show
when x = + co.

than xn no matter
lim P (x) er x
X=co

e? is

an

that

if

infinite of

P(x)

is

higher order

any polynomial,

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

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

interpretation

?
__*,

Maclaurin development of e~& is/(x)

= e~& =
n

^=

0.

Hence show that the

/<*)(0x) if /(O) is defined as 0.

I

TAYLOR'S FORMULA; ALLIED TOPICS

The higher

10.

differentials are defined as

dn y =/0)(x)

(dx)

67

where x

is

taken

as the independent variable. Show that d

for k > 1 if x is the independent
variable. Show that the higher derivatives Djy, -Djy,
are not the quotients
d 2 y/dx*, d*y/dx 3 ,
if x and y are expressed in terms of a third variable, but that
the relations are
l'x

xy

__
~~

cPxdy

d*ydx

*y

'

dx*

_ dx (dxcPy
~

dyd*x)

ScPx (dxd*y -- dyd2x)

""

'

dx*

fact that the quotient dny/dxn, n > 1, is not the derivative when x and y are
expressed parametrieally militates against the usefulness of the higher differentials

The

emphasizes the advantage of working with derivatives. The notation d"y/dxn

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

11.

12.

chord
13.

Compare the conception of higher differentials with the work of Ex.

Show
is

5, p.

48.

that in a circle the difference between an infinitesimal arc and

its

of the third order relative to either arc or chord.

Show

that

if

is

order with respect to

14.

Show

or,

of the nth order with respect to a-, and 7

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

is

of the

first

then

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

when all are referred to the same primary infinitesimal

orders of the infinitesimals

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

a.

from

product.

A
A

be two points of a unit circle and let the angle

and
OB subtended
15. Let
and
at the center be the primary infinitesimal. Let the tangents at
meet at
in
and the arc
in C. Find the trigonometric
cut the chord
and
!T,

AB

OT

expression for the infinitesimal difference

16.

2
Compute d (x since)

= (2 cos x

the differential of the differential.

x sin x) dx 2 + (sin x + x cos x) d~x by taking

Thus find the second derivative of x sinx if x is

the independent variable and the second derivative with respect to

17.

Compute the

2
second, and third differentials, d x

first,

(a) x*cosx,

AB
TO CM and determine its order.

(f)

Vl

x log

(1

a),

i if

1 -f

Cf Ex.
.

^ 0.
x
(7) xe* sinx.

18. In Ex. 10 take y as the independent variable and hence express X)Jy,
in terms of DyX, Dfa.

D*y

10, p. 14.

Make

the changes of variable in Exs. 8, 9, 12, p. 14, by the method of

is, by replacing the derivatives by the corresponding differential
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 differ19.

differentials, that

entials of the

new independent

variable are set equal to 0.

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

27,

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

DIFFERENTIAL CALCULUS

68

22. Assume the law

attraction of

F = fcww'/r2

of attraction

between

particles.

Find the

(a) a circular wire of radius

a and

of

mass

M on a particle m at a distance r from

Ans. kMmr(a? -f r2 )""*.

plane
Ans. 2/cJfma~ 2 (l
r/Vr2 -f a2 ).
wire
on
a
at
center
2 kMm/ira 2
its
Ans.
a
semicircular
particle
(y)
(d) a finite rod upon a particle not in the line of the rod. The answer should
be expressed in terms of the angle the rod subtends at the particle.
(e) two parallel equal rods, forming the opposite sides of a rectangle, on each
the center of the wire along a perpendicular to
a circular disk, etc., as in (a)
(/3)

its

other.

23. Compare the method of derivatives ( 7), the method of the Theorem of the
(
17), and the method of infinitesimals above as applied to obtaining the formulas for (a) area in polar coordinates, () mass of a rod of variable density, (7) pres-

Mean

sure on a vertical submerged bulkhead, (5) attraction of a rod 011 a particle. Obtain
the results by each method and state which method seems preferable for each case.

24. Is the substitution dx

the indefinite integral

in the indefinite integral

<f>'(t)dt

f /[>(*)] 4>'(t)dt justifiable

immediately

Cf(x)dx to obtain

36. Infinitesimal analysis. To work rapidly in the applications of

calculus to problems in geometry and physics and to follow readily the

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

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

Theorem
its

pression
tesimal which

any

of the

Mean and

allied

complete exact value

is

infinitesimal

but

theorems to retain in every exif that expression is an infini-

ultimately to enter into a quotient or a limit of a sum,

which is of higher order than that which 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
the
infinitesimal method will serve partly to show
worked through by
how the method is used and partly to establish results which may be

of use in further work.

The increment

1.

an

AOJ

The theorems which

and the

differential

will be chosen are

dx of a variable differ by
:

infinitesimal of higher order than either.

If a tangent is drawn to a curve, the perpendicular from the curve

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

An

3.

infinitesimal arc differs

from

its

chord by an infinitesimal of

higher order relative to the arc.

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

sin

side

</>

is

except for an infinitesimal of the second order and the adjacent

for an infinitesimal of the first order.
<j> except

h cos

TAYLOR'S FORMULA; ALLIED TOPICS

69

The first of these theorems has been proved in 35. The second follows from
and from the idea of tangency. For take the x-axis coincident with the tangent
or parallel to it. Then the perpendicular is Ay and the distance from its foot to the
it

as its limit because the

point of tangency is Ax. The quotient Ay /Ax approaches
tangent is horizontal and the theorem is proved. The theorem would remain true
;

if the perpendicular were replaced by

and

the distance

from

line

making a constant angle with

the tangent

the point of tangency to the foot of the perpendicular were Re-

placed by the distance to the foot of the oblique

PM

PJVcsc0

TM

TNPNwtO

PN

line.

For

if

Z PMN =

0,

csc0

TN 1
.

*^

^ A
-;^ cot0

approaches zero and

approaches T with 9 constant,
of higher order than TM.
The third theorem follows without difficulty from the assumption or theorem
that the arc has a length intermediate between that of the chord and that of the

and therefore when

PM

PM/TM

is

sum of the two tangents at the ends of the chord. Let O l and
between the chord and the tangents. Then

s-AB

AM+MB
Now

<

be the angles

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

AM+MB

AM + MB

'

()

AB

and their
1 approach
1 and sec 2
approaches 0, both sec ff l
remain necessarily finite. Hence the difference between the arc and
the chord is 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
B
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 be the angle by which C departs from 90 and with
as radius strike an arc cutting BC. Then by trigonometry
the perpendicular
as

coefficients

BM

AC = AM +MC = h cos + BM tan 0,

BC =

h sin

-f

BM (sec 0-1).

Now tan 6 is an infinitesimal of the first order with respect to 6

1
for its Maclaurin development begins with 0. And sec

an infinitesimal of the second order; for its development

The theorem is therefore proved.
This theorem is frequently applied to infinitesimal triangles,
that is, triangles in which h is to approach 0.
37- As a further discussion of the third theorem it may be recalled that by definition the length of the arc of a curve is the limit of the length of an inscribed
is

begins with a term in 02.

polygon, namely,
s

liin

(VAx? + Ay? + VAX| + Ay|

DIFFEEENTIAL CALCULUS

70

NOW

VAx2

4-

Ay 2

4-

Vdx2

4-

_ (Ax - dx) (Ax 4- dx) 4-

__
4-

'

VAx2

Ay 2

4-

- Vote2 4-

dy2

(Ax

4-

4-

Ay 2

Ax

dy) (Ay
4-

dy

VAx2 + Ay2

dy)

dx

Ay 2 -f Vdx 2
Ay 4- dy

4-

- dy)
(Ay
VAx2

(Ay

Ay 4- Vdx2

VAx 2

Ay 2

- dx)

VAx 2

+ Ay 2

dy

Vdx2 +

4-

dy 2

But Ax dx and Ay
dy are infinitesimals of higher order than Ax and Ay.
Hence the right-hand side must approach zero as its limit and hence VAx 2 4- Ay2
differs from Vdx2 + dy 2 by an infinitesimal of higher order and may replace it in
the

sum
s

The length

V VAX

lim
n

= oo

^""*

n ==

of the arc

tion of the upper limit

ds

+ Ay/ = Km
oo

^"^

measured from a fixed point

and the differential of arc is
jl y>

=d

Vl

4-

= Vl +

2
y" dx

y'

dx

to a variable point

is

a func-

_____________
2

= Vdx2 4-

dy

J*>

To
The

between the arc and

find the order of the difference

chord

its

let the origin

point and the x-axis tangent to the curve at that point.

expansion of the arc by Maclaurin's Formula gives

be taken at the

initial

= s (0) 4- xs'(O) 4-

s(x)

x 2 s"(0)

where

Owing

s (0)

0,

s'(0)

= Vl -f

y'

= 1,

*"(0)

yy

= 0.

Vi +

y/2

to the choice of axes, the expansion of the curve reduces to

y =f(x)

and hence the chord

c(x)

= y (0) 4-

of the curve

=Vx

4-y

xy^O)

4- i

x2 y"(0x)

jx

y"(0x),

is

= x Vl4-ix2 [y

//

(^x)]

= x(l 4-

x2 P),

P is a complicated expression arising in the expansion of the radical by

Maclaurin's Formula. The difference

where

s(x)

- c(x) = [x 4- ixV"(0x)] - [x (1 4-

P)]

= x3 (\s'"(0x) - P).

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

c (x)
and c (x) are of the first order relative to x, it follows that the difference s (x)
must also be of the third order relative to either s (x) or c (x). Note that the proof
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
1 in (6) are infinitesimals of the second order with
1 and sec 2
fact that sec O l
O l and Bv

This

38. The theory of contact of plane curves may be treated by means

of Taylor's Formula and stated in terms of infinitesimals. Let two
curves y
f(x) and y
g(x) be tangent at a given point and let the

TAYLOR'S FORMULA; ALLIED TOPICS

71

origin be chosen at that point with the a;-axis tangent to the curves.
The Maclaurin developments are

(n-l)I
1

'

n\

If these developments agree up to but not including the term in x n, the

difference between the ordinates of the curves is

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

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

and

is

order.

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

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

RQ

be regarded as straight, the proportion

lim

(PR PQ)
:

lim (sin

Z PQR

sin

Z PRQ) = sin

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

Hence

t\

J.1-

V&

lines

two curves have contact of the (n l)st

the
order,
segment of a line intercepted between
the two curves is of the nth order with respect to
the distance from the* point of tangency to its foot.
if

of the nth order with respect to the perpendicular

of tangency to the line.

y < t^;

jf/

""j

It

TF

would also be
from the point

In view of these results it is not necessary to assume that the two

curves have a special relation to the axis. Let two curves y = f(x) and
y = ff(x) intersect when x = a, and assume that the tangents at that point
are not parallel to the y-axis.

- y + (x - a

Then

DIFFERENTIAL CALCULUS

72
will be the

Taylor developments of the two curves. If the difference

of the ordinates for equal values of x

nth order with respect to x

to be

is

a which

is

an

infinitesimal of the

the perpendicular from the

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

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

contact of order

As

1.

the difference between the ordinates

/() - ff (x) =

is

(x- )[/<>()

- />()] +

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

x the higher terms may be neglected. Hence the cMrves will

cross each

other if the order of contact is even, but will not cross each other if the
order of contact is odd. If the values of the ordinates are equated to find

the points of intersection of the two curves, the result

is

and shows that x = a is a root of multiplicity n. Hence it is said that

two curves have in common as many coincident points as the order of
their contact plus one. This fact is usually stated more graphically
by saying that the curves have n consecutive points in common. It may
be remarked that what Taylor's development carried to n terms does, is
1 with the function
to give a polynomial which has contact of order n
that

is

developed by

it.

As a problem on contact consider the determination of the circle which shall

have contact of the second order with a curve at a given point (a, y$. Let
y

=y

-f (x

a)/'(a)

a) /"(a)

\ (x

be the development of the curve and let y' = /'(a) = tanr be the slope. If the
circle is to have contact "with the curve, its center must be at some point of the
normal. Then if E denotes the assumed radius, the equation of the circle may be
written as
2

(x

a)

R sin T (x

a)

(y

2
)

27? cos r (y

= 0,

it remains to determine E so that the development of the circle will coincide

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

where

dy
dx
(Py

and

__

E sin T +

E cos T

[E cos r - (y - y

(x

(y
2

)]

a)

[E

sin

(x

a)]

(<Py\

TAYLOR'S FORMULA; ALLIED TOPICS

is

the development of the circle.

This

is

of the coefficients of (x

a)

known formula

the well

cle of curvature
is

The equation

73

for the radius of curvature and shows that the cirhas contact of at least the second order with the curve. The circle

sometimes called the osculating

circle instead of the circle of curvature.

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

now be proved to illustrate the direct application of the infinitesimal
methods to such problems. The choice will be
39.

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

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

at

any instant

as a rotation through

an infinitesimal angle about some

point unless the body is moving parallel to itself.

3. The motion of a rigid body in a plane may be regarded as the
rolling of one curve upon another.

For the first problem consider a secant PP' which may be converted into a
tangent TT' by letting the two points approach until they coincide. Draw the
/
focal radii to P and P' and strike arcs with F and F as

As F'P + PF = F'P' + P'F = 2 a, it follows

NP = MP'. Now consider the two triangles PP'M

centers.

that

and P'PN nearly right-angled at

and N. The sides
PP', P3f, P^, P'M, P'N are all infinitesimals of the
same order and of the same order as the angles at F and
F'. By proposition 4 of
30

MP

where

el

and

lim [cos

= PP' cos Z PP'M -f

e2

NP = PP' cos Z P'PN +

are infinitesimals relative to

Z PP'M-

cos

Z P'PN] -

cos

/.

MP' and

.ATP or

e2 ,

PP'. Therefore

TPF- cos Z T'PF' = liin *

~
/*

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
pletely determined

when

the position

AB

of

any rectilinear segment

the body be de-

0,

is

com-

of the

body

and
of
known. Let the points
A' and
so that, in an infinitesimal
scribing curves
interval of time, the line
takes the neighboring position A'B'. Erect the perpendicular bisectors of the lines
is

BH
AB

A A' and

BB' and

let

them

intersect at O.

angles A OB and A'Off have

Then

the

tri-

the three sides of the one

equal to the three sides of the other and are equal, and
the second may be obtained from the first by a mere rotation about

through the

OA' = BOB'. Except for infinitesimals of higher order, the magnitude of

angle
the angle is AA'/OA or BB'/OB. Next let the interval of time approach so that
A' approaches

A and B' approaches B.

The perpendicular

bisectors will approach

DIFFEEENTIAL CALCULUS

74

the normals to the arcs

AA' and BB' at A and

JB,

and the point

will

approach

the intersection of those normals.

The theorem may then be

rigid

body in a plane

may

stated that

be considered as

At any

instant of time the motion of

rotation through

an

infinitesimal angle

about the intersection of the normals to the paths of any two of its points at that in; the amount of the rotation will be the distance ds that any point moves divided

stant

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
interval of time cK, that

will be v/r,

where v

is the velocity

of any point of the body

It is therefore seen
that not only 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
is called the instantaneous center for that instant.

and r

distance

is its

As time

is, it

from

the instantaneous center of rotation.

goes on, the position of the instantaneous center will generally change.

each instant of time the position of the center is marked on the moving plane
or body, there results a locus which is called the moving centrode or body centrode;
if at each instant the position of the center is also marked on a fixed plane over
which the moving plane may be considered to glide, there results another locus which
If at

called the fixed centrode or the space centrode. From these definitions it follows
that at each instant of time the body centrode and the space centrode intersect at
the instantaneous center for that instant. Consider a series of
is

positions of the instantaneous center as P_ 2^-1 ^^1^2 mar ked

in space and Q-2Q-iQQiQ2 marked in the body. At a given

instant

two

later the

of the points, say

and Q, coincide ; an instant
will have moved so as to bring Q l into coin-

body

cidence with Pl at an earlier instant Q_i was coincident with

P_I. Now as the motion at the instant when P and Q are together is one of
rotation through an infinitesimal angle about that point, the angle between
t
;

PP

and

QQl

and the lengths

PP

and

QQl

by the
Pr Hence

are equal ; for it

l
rotation about P and Q that Q l is to be brought into coincidence with
it follows 1 that the two centrodes are tangent and 2 that the distances
is

infinitesimal

is

PPt = QQ

which the point of contact moves along the two curves during an infinitesimal interval of time are the same, and this means that the two curves roll on one another
without slipping
because the very idea of slipping implies that the point of contact of the two curves should move by different amounts along the two curves,
the difference in the amounts being the amount of the slip. The third theorem
is

therefore proved.

EXERCISES
1. If a finite parallelogram is nearly rectangled, what is the order of infinitesimals neglected by taking the area as the product of the two sides ? What if the

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

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

On

a sphere of radius r the area of the zone between the parallels of latitude
d\ is taken as 2 irr cos X rd\ the perimeter of the base times the slant
height. Of what order relative to d\ is the infinitesimal neglected ? What if the
perimeter of the middle latitude were taken so that 2?rr2 cos(X + %d\)d\ were
2.

X and X

assumed?

TAYLOK'S FORMULA; ALLIED TOPICS

What

3.

75

the order of the infinitesimal neglected in taking 4inr*dr as the

is

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?

length of the plane curve

was discussed

5. Discuss proposition 2, p. 68,

that

imal in question

is

/(x), z
in the text.

= g(x)

analytically as the

by Maclaurin's Formula and

in particular

show

continuous at the point of tangency, the infinitesof the second order at least. How about the case of the tractrix

the second derivative

if

a space curve y

4. Discuss the length of

is

- x2
and

tangent at the vertex x

6.

Show

its

that

How

What

2.

State the conditions for

is

of order

1,

37

their derivatives will

the order of contact of the

is

the

first

fcth

derivatives

of inflection in the

derivative that does not vanish.

Determine the order of contact of these curves at their intersections

8.

5x2
9.

c (x) of

s (x)

maxima, minima, and points

neighborhood of a point where fW(a)

mum

about

two curves have contact

if

have contact of order n

7.

Gxy +

52/

8,

0(0

- x),

w xx

+y
+ y8

=y
= xy.

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

third order and must always be of odd order.

PN

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

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

ON is of

the

first

order.

Hence interpret the statement

normals to a curve meet at the center of the osculating

Consecutive

circle.

11. Does the osculating circle cross the curve at the point of osculation ? Will
the osculating circles at neighboring points of the curve intersect in real points ?
12. In the hyperbola the focal radii drawn to any point make equal angles with
Trove this and state and prove the corresponding theorem for the

the tangent.
parabola.

13. Given an infinitesimal arc

chord

AB. What

14. Of

arc and
15.

angle

is

what order is the area of the segment included between an

chord compared with the square on the chord ?

infinitesimal

its

sides AB, AC of a triangle are finite and differ infinitesimally the

A is an infinitesimal of the same order and the side BC is either recti-

Two
at

What is the order of the neglected infinitesimal

?
What if the assumption is J A B -AC-0?
~A&Q
J

linear or curvilinear.
is

AB cut at G by the perpendicular bisector of its

AC BC?

the order of the difference

assumed as

if

the area

DIFFERENTIAL CALCULUS

76

A cycloid is the locus of

a fixed point upon a circumference which rolls on

that the tangent and normal to the cycloid pass through the
highest and lowest points of the rolling circle at each of its instantaneous positions.
16.

a straight

17.

hy an

Show

line.

Show

that the increment of arc As in the cycloid differs from 2 a sin \BdO
and that the increment of area (between two

infinitesimal of higher order

consecutive normals) differs from 3 a2 sin 2 OdO by an infinitesimal of higher order.

Hence show that the total length and area are 8 a and 3 wa2 Here a is the radius
of the generating circle and 6 is the angle subtended at the center by the lowest
.

point and the fixed point which traces the cycloid.

18.

Show

that the radius of curvature of the cycloid

point of the generating circle

and hence

is

4 a sin ^

is

bisected at the lowest

0.

A triangle ABC is circumscribed about any oval curve. Show that if the
BC is bisected at the point of contact, the area of the triangle will be changed
by an infinitesimal of the second order when BC is replaced by a neighboring tangent B'C', but that if BC be not bisected, the change will be of the first order.
19.

side

Hence

infer that the

minimum

triangle circumscribed about

an oval

will

have

its

thiee sides bisected at the points of contact.

its

20. If a string is wrapped about a circle of radius a and then unwound so that
end describes a curve, show that the length of the curve and the area between

the curve, the circle, and the string are

s

= C
/o

where 9

is

a6dO,

A = C \ a?e*d6,
/o

the angle that the unwinding string has turned through.

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

point as center.

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

which

where

*S is

lies

between x

a and x

=a+

is

the cross section of the tube. Hence

show that

D (x) v (x)

const, is the

condition that the flow of the fluid shall not change the density at any point.

x
x

23. Consider the curve y =f(x) and three equally spaced ordinates at x = a
5,
= a + d. Inscribe a trapezoid by joining the ends of the ordinates at
a, x
a
d and circumscribe a trapezoid by drawing the tangent at the end of the

=
=

ordinate at x

So

a and producing to meet the other ordinates. Show that

= 2/<a),
8,

8=

= 2d

TAYLOR'S FORMULA; ALLIED TOPICS

77

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

cumscribed trapezoids introduces a relative error of the order

pute from the

relation

(2 S

+ SJ

52 ,

but that to com-

introduces an error of only the order of $4

24. Let the interval from a to b be divided into an even

number 2n

of equal

and let the 2 n + 1 ordinates yo y\,

y%n at the extremities of the interdrawn to the curve y =/(x). Inscribe trapezoids by joining the ends of
every other ordinate beginning with y y2 an d going to y% w Circumscribe trapezoids by drawing tangents at the ends of every other ordinate y l9 y8
yan-iCompute the area under the curve as
parts 8
vals be

>

by using the work of Ex. 23 and infer that the error E is less than (6 a)
This method of computation is known as Simpson's Rule. It usually gives accua = 1 for
racy sufficient for work to four or even five figures when 5 = 0.1 and 6
;

iv

/< >(x) usually

is

small.

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

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

(a)

x
"

(7)

= log2 = 0.69315,

f
/i

sin xdx

/o

(0)

f
Jo

1 .00000,

(5)

110

The answers here given are the

Show
5

(f)

>

a f

Vl

e2 sin2

to four figures

the ellipses

2 log lo x

X)

dx

M=

0. 16776,

0.82247.

cty>

lmf
Jo

asin0, y

V* (2

by Simpson's Rule with

= b cos0

e2 ) -f

is

2
i e cos wu du.

six divisions the quadrants of

(a) e

27.

true values of the integrals to five places.

Jo

Compute

f
^o

that the quadrant of the ellipse x

Iog 10 xdx

/i

r !??Jl + ^to = 0.220

()' Jo
2
l

26.

+ x2

1
2

-^ = tan-il = -v = 0.78535,

Expand

= i V3,
a

1.211 a,

(|3)

in Ex. 26 into a series

a

-.

V2,

1.351 a.

and discuss the remainder.

26

-3-

(2n-

S-E X .18, P .60,andPeirce' S

Tables,"p.62.

Estimate the number of terms necessary to compute Ex. 26 (0) with an error not
greater than 2 in the last place and compare the labor with that of Simpson's Rule.
28. If the eccentricity of an ellipse is ^, find to five decimals the percentage
us. 0.00694%
made in taking 2 wa as the perimeter.

error

DIFFEBENTIAL CALCULUS

78

29. If the catenary

= c cosh (x/c)

gives the shape of a wire of length L suslevel and at a distance I nearly equal to

pended between two points at the same

L) find the first approximation connecting L, Z, and

wire at its lowest point below the level of support.

cf,

where d

is

the dip of the

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

geometry. Suppose that between the increments of a set of variables all of which depend on a single variable t
there exists an equation which is true except for infinitesimals of higher
40.

order than

differential

= dt, then the equation will be

Thus

entials of the variables.

exactly true for the differ-

if

an equation of the sort mentioned and if the coefficients are any funcare infinitesimals of higher order
tions of the variables and if e v 2

is

than

dt,

the limit of

or

fdx

proved. This result is very useful in writing

various differential formulas of geometry where the approximate

and the statement

down

+ gdy + hdz + Idt =

is

relation between the increments is obvious and where the true relation
between the differentials can therefore be found.
For instance in the case of the differential of arc in rectangular coordinates, if the increment of arc is known to differ from its chord by an
infinitesimal of higher order, the Pythagorean theorem shows that the

A*2 = A*2

equation
is

+ Ay

or

A*2 = Az2 + A^ + A*2

true except for infinitesimals of higher order;

ds*

= dx* + df

or

ds*

= dx* + df + dz\

In the case of plane polar coordinates, the triangle

and is righthas two curvilinear sides PP' and

(7

PP'N

PN

angled at

JV.

(7)

and hence
)

(see Fig.)

The Pythagorean theorem may be

applied to a curvilinear triangle, or the triangle may

be replaced by the rectilinear triangle PP'N with

the angle at JV no longer a right angle but nearly so. In either

2
Ar2
looking at the figure, it is easily seen that the equation A$

way

of

+ /^A^

TAYLOR'S FORMULA; ALLIED TOPICS

79

which the figure suggests differs from a true equation by an infinitesimal of higher order; and hence the inference that in polar coordinates

The two most used systems of

coordinates

other than rectangular in space are the polar

or spherical and the cylindrical. In the first

OP from the pole or center,

the longitude or meridional angle <, and the
are chosen as coorcolatitude or polar angle
dinates in the second, ordinary polar coordinates r ==
the distance r

OM

and

</>

in

the ay-plane are combined with the ordinary rectangular z for distance
from that plane. The formulas of transformation are

= r cos 0,
y = r sin 6 sin <,
3

= r sin 5 cos

<f,

= cos-

= tan""

(8)
1

V
-

>

oc

for polar coordinates,

and

for cylindrical coordinates they are

= r cos

= r sn

^tan-

^.

(9)

Formulas such as that

for

arc

the

differential

of

be obtained for

may
new coordinates by

these

mere transformation of
(7')

according to the rules

for change of variable.

In both these

cases,

however, the value of

ds may be found readily

by
the

direct inspection of
figure.

The small

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

faces curved instead of

straight; all the angles,

however, are right angles,

and as the edges are

infinitesimal, the equations certainly suggested as

holding except for infinitesimals of higher order are

DIFFERENTIAL CALCULUS

80

or

ffc'^sd^

+ r'sin'ft^ + fW

and

As2 = Ar2 +

and

ds2

cfr

r^

+r^
2

+A
+ <fe

(10)
2

(10

would be necessary to show that nothTo make the proof complete,

ing but infinitesimals of higher order have been neglected and it might
2
2
z
actually be easier to transform V<fe + dy + dz rather than give a
rigorous demonstration of this fact. Indeed the infinitesimal method is
it

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 coordinates with rulings parallel to the
y-axis and for polar coordinates with rulings issuing from the pole the
;

increments of area differ from

dA
respectively

by

= ydx

dA

and

= J i*d<fr

infinitesimals of higher order,

A=

and

C*'ydx

A=

*Ar

(11)

and

Voty

(II

/<f>o

and between two

for
the
the
curve
radii.
If the plane
and
area
and
two
between
ordinates,
is ruled by lines parallel to both axes or
from
lines
the pole
issuing
by
and by circles concentric with the pole, as is customary for double integration (
131, 134), the increments of area differ respectively by
infinitesimals of higher order from
are therefore the formulas for the area under a curve

dA
and the formulas

= djcdy

and

for the area in the

A=

lim

A=

lim

]}

A/l

dA

= rdrdfa

(12)

two cases are

= CCdA =

A4 = CCdA =

CCdxdy,

(12')

CCrdrdfr

where the double integrals are extended over the area desired.
The elements 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
first case space is supposed to be divided up by planes x
a, y
i,

2 = c perpendicular

to the axes

the second case the division

and spaced at infinitesimal intervals in

made by the spheres r=a concentric
b through the polar axis, and the cones

ders r

= a,

the planes

<f>

= J,

is

=
with the pole, the planes
=
c of revolution about the polar axis
$
<f>

in the third case

and the planes z =

c.

The

by the

cylin-

infinitesimal

TAYLOR'S FORMULA; ALLIED TOPICS

volumes into which space
dv

= dxdydz,
by

respectively

is

divided then differ from

dv~r* sin OdrdtfrdO,

dv

infinitesimals of higher order,

\\\dxdydz,

81

(13)

and

sin 6drd ^ d&y

]]y

= rdrd^dz

CCCrdrdjdz

(IS')

are the formulas for the volumes.

The

41.

which the

direction of a line in space

line

is

represented by the three angles

makes with the

positive directions of the axes or by the

cosines of those angles, the direction cosines of the line. From the definition and figure it appears that
7

= cos# = ax

dy
m = cos/? = -~,
as

as

n = cosy'

= dz

,. JN

(14)
^
'

ds

are the direction cosines of the tangent to the arc at the point; of the
tangent and not 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
I

n = dx dy dz

The equations

holds.

y=

=/(*),

(1^')

of a space curve are

*

?(*)>

= *(*)
At the point

in terms of a variable parameter .*

t
the equations of the tangent lines

tt

%0

_V

2/0

__ a

XQ

=y

ZQ

As

cos 6
is

I,

where

"

between the two directions given by the

the cosine of the angle

m, n and

direction cosines

would then be
X

**

(#

/',

w', n' is

= W + mm + nn',
1

so

+ mm + nn'~Q
1

IV

(16)

the condition for the perpendicularity of the lines. Now if (#, y, z)

the plane normal to the curve at # T/O , # , the lines determined

lies in

XQ y y 3
and (rfx) (*/)
the
the
normal plane
Hence
equation of
pendicular.

by the

ratios

(dk)

- x )(dx\ + (y- y^(dy\ + (* - *,)(&) =

- ) = 0.
f'(g(x x.) + g'(tj(y y ) + *'(*)(*
(x

or

will be per-

is

(17)

For the sake of generality the parametric form in 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
/', 0', h' would then be 1. Thus in Ex, 8 (e), y should be taken as t.
;

82

DIFFERENTIAL CALCULUS

The tangent plane

to the curve is not determinate

the tangent line will be tangent to the curve.

pencil of tangent planes

If

any plane through

X be a parameter, the
;

is

y "
is one particular tangent plane, called the osculating plane, which
of especial importance. Let

There
is

with similar expansions for y and

x, y, z about the point of tangency.
equation of the plane, the result

be the Taylor developments of

these are substituted in the

2,

When

is

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

#, y, z of the curve to the tangent plane and is seen to be in general of
the second order with respect to r or ds. It is, however, possible to
choose for A that value which makes the first bracket vanish. The tan-

gent plane thus selected has the property that the distance of the curve
from it in the neighborhood of the point of tangency is of the third order
and is called the osculating plane. The substitution of the value of A gives

or

(18)

(A)
or

(dycPz

dzcPy) (x

X Q)

+ (dzcPx

dxd?z) Q (y

yQ

-z =
= h"(Q = 0,

as the equation of the osculating plane. In case/"( ) == </ '(^ )

this equation of the osculating plane vanishes identically and
f

it is

neces-

sary to push the development further (Ex. 11).

42. For the case of plane curves the curvature is defined as the rate
at

which the tangent turns compared with the description of

arc, that

d^ denotes the differential of the angle through which

is,
d$/ds
the tangent turns when the point of tangency advances along the curve
as

by

if

ds.

that

The radius

is, it is ds/d<f>.

dx

of curvature

is

the reciprocal of the curvature,

Then
ds

dx ds

[l+y

r2 f

TAYLOR'S FORMULA; ALLIED TOPICS

83

where accents denote differentiation with respect to x. For space curves

the same definitions are given. If Z, m, n and l + dl, m + dm, n + dn
are the direction cosines of two successive tangents,

+ dl) + m (m + dm) + n (n + dn).

P + m + n = 1 and (Z + dl)*+ (m + dm)* + (n + dnf = 1.
dP + dm* + dn*
2 cos d^ == (2 sin dty)
2
cos

d<l>

But

I (I

Hence

where accents denote differentiation with respect to

The

s.

torsion of a space curve is defined as the rate of turning of the

osculating plane compared with the increase of arc (that is, dty/ds, where
is the differential angle the normal to the osculating plane turns
d\j/

through), and may clearly be calculated by the same formula as the

of the normal to the
curvature provided the direction cosines Z,
9
n of the tangent line.
of
the
cosines
take
the
direction
I,
9
places
plane
Hence the torsion is

MN
m

= Z + M + ^' 2;
'

\&j

~dJ

'

(2 )

and the radius of torsion R is defined as the reciprocal of the

where from the equation of the osculating plane
L

N
dxcPz

dzd?x

dzd?y

dyd?z

__

dxd?y

dyd?x
*

Vsum
The

torsion,

actual computation of these quantities

is

(20')

of squares

somewhat

tedious.

The vectorial discussion of curvature and torsion ( 77) gives a better insight
into the principal directions connected with a space curve. These are the direction
of the tangent, that of the normal in the osculating plane and directed towards
the concave side of the curve and called the principal normal, and that of the
normal to the osculating plane drawn upon that side which makes the three direc-

form a right-handed system and called the binormal. In the notations there
given, combined with those above,
tions

= xi + yi +

where
is

X,

/A,

k,

mj

nk,

= Xi +

/*j

*k,

Li

are taken as the direction cosines of the principal normal.

and dn is parallel to
c. Hence the results

parallel to c

dl

= dm == dn =

ds

=B

and

dM dN

T^

dL

ds

^-R

+
Now

dt

DIFFEEENTIAL CALCULUS

84

follow from dt/ds = C and dn/ds = T. Now dc is perpendicular to c and hence in

the plane of t and n it may be written as dc=(tdc)t+ (n.dc)n. But as t-c=nc=0,
cdt and n.dc = c.dn. Hence
t-dc =
;

dc

= - (c.cZt)t - (c-dn)n = -

d\

HenCe

known

(22) are

= - 1 ds + ~ ds.

Tads

XV

as FreneVs Formulas

dv

ds=-R +

Hs=-H+n'

Formulas

m M
dp
ds=-R + K'

Ctds

/on
(22)
.

R'

they are usually written with

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

differentiation

by

s,

above formulas,

x'

y'

z'

x'

y'

z'

x"

y"

2"

x"

z"

x'"

y'"

z'"

x'"

y"
'"
y

usual formulas,

**+**+**'

z'"

* + **+<*

le^t-handed'*

(23)

EXERCISES
1.

Show

that in polar coordinates in the plane, the tangent of the inclination

of the curve to the radius vector is rd<f>/dr.

2.

Verify

(10), (10')

direct transformation of coordinates.

by

3. Fill in the steps omitted in the text in regard to the proof of (10), (IV)
method of infinitesimal analysis.

by

the

4.

A rhumb line on a sphere is a line which cuts all the meridians at a constant
=

tanad# and ds
angle, say a. Show that for a rhumb line sin Od<f>
Hence find the equation of the line, show that it coils indefinitely
poles of the sphere, and that

its total

is irr

length

= raecadfl.
around the

sec a.

Q and JP(r, 0) = in polar

5. Show that the surfaces represented by F(<j>, 0)
coordinates in space are respectively cones and surfaces of revolution about the
represent ?
polar axis. What sort of surface would the equation F(r, 0) =
6. Show accurately that the expression given for the differential of area in
polar coordinates in the plane and for the differentials of volume in polar and
cylindrical coordinates in space differ from the corresponding increments by infinitesimals of higher order.

Show

7.

that

as

rsintf

ds

ds

are the direction cosines of the tangent to a

space curve relative to the radius, meridian, and parallel of latitude.

Find the tangent

8.

xyz =

(a)

(7) 2

(e)

9.

that

ay

= x2

1,
x2
,

y*

=x

line

at

(1, 1, 1),

= x8
2 =
z
1
y,
,

and normal plane

6 a?z

of these curves.

() x = cos i, y = sin , z = W,
= t cos y = t sin , z = kt,
(5) x
2
2
= a2 x2 + y* + 2ax
(f) x + y' + z*
,

Find the equation of the osculating plane in the examples of Ex.

if

is

the independent variable, the equation of the plane

lily

d*z

-*-^^
dz d?y\

(d*z\
\

.
,

(d*y\

is

8.

= 0.
Note

TAYLOR'S FORMULA; ALLIED TOPICS

10.
z

will

85

A space curve

as

its

passes through the origin, is tangent to the x-axis,

osculating plane at the origin. Show that

be the form of

Maclaurin development

its

if t

gives x

and has

= y = z = 0.

11. If the 2d, 3d,

, (n
l)st derivatives of /, gr, h vanish for t = t but not
the nth derivatives vanish, show that there is a plane from which the curve
departs by an infinitesimal of the (n + l)st order and with which it therefore
has contact of order n. Such a plane is called a hyperosculating plane. Find its
all

equation.
12.

At what

lating planes

13.

Show

14.

ture of
15.

is

(/3),

(7), (c), (f),

the degree of contact in each case

Ex. 8 have hyperoscu?

that the expression for the radius of curvature

where in the

any do the curves

if

points

and what

y,*

first

^^

is

+ (hv -f'vr +

case accents denote differentiation by

s,

in the second

by

t.

Show
its

that the radius of curvature of a space curve is the radius of curvaprojection on the osculating plane at the point in question.

From

Frenet's Formulas

show that the

successive derivatives of x are

Xfl/

where accents denote differentiation by

or n, v,
the same except that m, ^,

s.

Show

N take

that the results for y and z are

L. Hence infer
J, X,

the places of

that for the nth derivatives the results are

where
16.

P1? P2 P3
,

are rational functions of

Apply the foregoing

1

and R and their derivatives by

to the expansion of Ex. 10 to

"

o2
**

If'

show that
o3

where J and R are the values at the origin where

other six direction cosines m, w, X, i/, X, Jlf vanish.
sion of the curve of Ex. 8 (7) in this form.

s.

f*

= 0, = n =

Find

= 1, and the
and write the expan-

17. Note that the distance of a point on the curve as expanded in Ex. 16 from
the sphere through the origin arid with center at the point (0, #, R'R) is

(y

- E) 2 +

and consequently

is

- U'R) 2 - V# +
2

(z

of the fourth order.

The

- 2#
curvfe therefore

has contact of the

by a

third order with this sphere. Can the equation of this sphere be derived
limiting process like that of Ex. 18 as applied to the osculating plane /

DIFFERENTIAL CALCULUS

86

18. The osculating plane may be regarded as the plane passed through three
consecutive points of the curve ; in fact it is easily shown that

lim
&E,

fly,

Sz

Ay, A

Ax,
approach

Xn

y<>

*n

8x

Ac

2/

+ tiy
+ Ay

J-o

^-2/0
(^)o

5z

<*)o

0.

A*

19. Express the radius of torsion in terms of the derivatives of x, y, z

by

(Ex. 10, p. 67).

20. Find the direction, curvature, osculating plane, torsion, and osculating
sphere (Ex. 17) of the conical helix x = t cos t, y = t sin z = kt at t = 2 it.
,

21. Upon a plane diagram which shows As, Ax, Ay, exhibit the lines which
represent ds, dx, dy under the different hypotheses that x, y, or s is the independent variable.

CHAPTER IV
PARTIAL DIFFERENTIAT^N; EXPLICIT FUNCTIONS
43. Functions of two or more variables. The definitions and theorems about functions of more than one independent variable are to a
large extent similar to those given in Chap. II for functions of a single
variable, and the changes and difficulties which occur are for the most
part amply illustrated by the case of two variables. The work in the
text will therefore be confined largely to this case and the generalizations to functions involving more than two variables may be left as
exercises.

If the value of a variable 2

is

uniquely determined

when

the values

two variables are known, z is said to be a function z = f(x, y)

of the two variables. The set of values [(cr, y)~\ or of points P(x, y) of
the #2/-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
points of an interval may or may not belong to it. Thus the function
2
2
x*
y^ is defined for all points within the circle # + 2/ = 1?
I/ vl
but not for points on the perimeter of the circle. For most purposes it
(x, y)

of

to think of the boundary of the region of definition as a

whose
sides are straight lines or such curves as the geometric
polygon
is sufficient

intuition naturally suggests.

The first way of representing the function z
is

by

the surface z

This method

is

=/(#, y), just as

not available for u

= f(x,

y) geometrically

y =/(#) was represented by a curve.

/(#,

y, 2),

a function of three vari-

a greater number of variables for space has

three
dimensions.
second method of representing the function
only
z =/(#, y) is by its contour lines in the #y-plane, that is, the curves

ables, or for functions of

const, are plotted and to each curve

f(x, y)
the constant. This is the method employed on

is

attached the value of

maps

in

marking heights

above sea level or depths of the ocean below sea level. It is evident that
these contour lines are nothing but the projections on the #y-plane
of the curves in which the surface z=f(x, y) is cut by the planes
z =s const. This method is applicable to functions u
/(x, y, z) of
three variables. The contour surfaces u
const, which are thus obtained

87

DIFFERENTIAL CALCULUS

88

are frequently called equipotential surfaces. If the function is single

valued, the contour lines or surfaces cannot intersect one another.

The function

is

=/(#, y)

continuous for

following equivalent conditions

(a, U)

when

either of the

lim/(*, y)
/(, i) or lim/(, y) = /(lim x, lim
matter how the variable point P(x, y) approaches (a^ V).

1.
TIO

is satisfied

2. If for any assigned

\f(x V) -/0> *)
>

e,

TiwraHjr 8

^*

<

means that

way
a
|

/>#

so that

found

<

S>

|y

a square with (&,

2 8 parallel to the axes be drawn,
the portion of the surface z = /(or, y) above the
square will lie between the two planes =/(</, ft) e.
Geometrically this
with sides of length

y),

if

ft|

<

8.

&) as center

as

Or if contour lines are used, no line f(x, y) = const,

where the constant differs from/(W, &) by so much
as

will cut into the square.

and

\
f(a,b

It is clear that in place

of a square surrounding (a, ft) a circle of radius 8 or

which lay within the square might be used.

any other

figure

44. Continuity examined. From the definition of continuity just given and
from the corresponding definition in 24, it follows that if /(x, y) is a continuous
function of x and y for (a, 6), then /(x, b) is a continuous function of x for x = a
and /(a, y) is a continuous function of y for y = b. That is, if / is continuous in
x and y jointly, it is continuous in x and y severally. It might be thought that
conversely if /(x, 6) is continuous for x = a and /(a, y) for y = &, /(x, y) would
be continuous in (x, y) for (a, b). That is, if / is continuous in x and y severally,
it would be continuous in x and y
jointly. A simple example will show
that this is not necessarily true. Consider the case

and examine z for continuity

(0,

0).

The functions

/(x,

0)

at

= x,

and /(O, y)
y are surely continuous
in their respective variables. But the surface z =/(x, y) is a conical surface (except
for the points of the z-axis other than the origin) and it is clear that
(x, y) may
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
square, no matter how small, concentric with the origin. If P approaches the origin
along one of these lines, z remains constant and its limiting value is that constant.
In fact by approaching the origin along a set of points which jump from one contour line to another, a method of approach may be found such that z approaches
no limit whatsoever but oscillates between wide limits or becomes infinite. Clearly
the conditions of continuity are not at all fulfilled by z at

(0, 0).

PARTIAL DIFFERENTIATION; EXPLICIT

Double

limits.

There often
lim
y=b

where the

89

arise for consideration expressions like

lim

/(,
f
Lx = a

y)-\,

lira
lim /(*, y)
cr^a f
Lj/=l=&

(i)

whether x first approaches its limit, and then y its limit^ or

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
limits exist

vice versa,

be interchanged. It

is

clear that

if

the f unction /(x, y)

approached by the two expressions

/(a, 6) no matter how (x, y) approaches

limits

will

be equal

(a, b).

If

is
;

is

continuous at

(a, 6),

the

for the limit of /(#, y)

discontinuous at (a, 6),

is
it

happen that the order of the limits in the double limit may be interas
was true in the case above where the value in either order was zero
changed,
but this cannot be affirmed in general, and special considerations must be applied

may

still

to each case

when / is

discontinuous.

Varieties of regions.*

For both pure mathematics and physics the

classification

of regions according to their connectivity is important. Consider a finite region

bounded by a curve which nowhere cuts itself. (For the present

purposes
suffice.)

not necessary to enter upon the subtleties of the

it is
ef

curve" (see
It is clear that if

meaning of

127-128); ordinary intuition will

any closed curve drawn in this region

had an unlimited tendency to contract, it could draw together

and disappear. On the other hand, if R' be a region
/
like E except that a portion has been removed so that R is
bounded by two curves one within the other, it is clear that
some closed curves, namely those which did not encircle the
portion removed, could shrink away to a point, whereas other
closed curves, namely those which encircled that portion, could
at most shrink down into coincidence wijth the boundary of that
portion. Again, if two portions are removed so as to give rise
to a point

to the region JR", there are circuits around each of the portions
which at most can only shrink down to the boundaries of those
portions and circuits around both portions which can shrink down to the boundaries and a line joining them. A region like 12, where any closed curve or circuit
may be shrunk away to nothing is called a simply connected region ; whereas regions
in which there are circuits which cannot be shrunk away to nothing are called

multiply connected regions.

A multiply connected region may be made simply connected by a simple device

and convention. For suppose that in #' a line were drawn connecting the two
bounding curves and it were agreed that no curve or circuit drawn within R' should
cross this line. Then the entire region would be surrounded by a
single boundary, part of which would be counted twice. The figure
indicates the situation. In like manner if two lines were drawn in
R" connecting both interior boundaries to the exterior or connecting
the two interior boundaries together and either of them to the outer
boundary, the region would be rendered simply connected. The entire region
would have a single boundary of which parts would be counted twice, and any
circuit which did not cross the lines could be shrunk away to nothing. The lines
* The discussion from this
point to the end of
123-126.

45

may

be connected* with that of

DIFFERENTIAL CALCULUS

90

thus drawn in the region to make it simply connected are called cuts. There is no
need that the region be finite it might extend off indefinitely in some directions
like the region between two parallel lines or between the sides of an angle, or like
the entire half of the xy-plane for which y is positive. In such cases the cuts may
be drawn either to the boundary or off indefinitely in such a way as not to meet
;

the boundary.

45. Multiple valued functions.

If

more than one value

of z corresponds to the

pair of values (x, y), the function z is multiple valued, arid there are some noteworthy differences between multiple valued functions of one variable and of several
It was stated ( 23) that multiple
valued functions were divided into branches

variables.

each of which was single valued. There are

two cases to consider when there is one variable, and they are illustrated in the figure.
Either there is no value of x in the interval
for which the different values of the function
are equal and there is consequently a number
o\
D which gives the least value of the difference
between any two branches, or there is a value of x for which different branches
have the same value. Now in the first case, if x changes its value continuously and
if
/(x) be constrained also to change continuously, there is no possibility of passing
from one branch of the function to another but in the second case such change is
possible for, when x passes through the value for which the branches have the same
;

value, the function while constrained to change its value continuously

may turn off

onto the other branch, although it need not do so.

In the case of a function z =/(x, y) of two variables, it is not true that if the
values of the function nowhere become equal in or on the boundary of the region
over which the function is defined, then it is impossible to pass continuously from

one branch to another, and

if P(x,
y) describes any
continuous closed curve or circuit in the region, the

value of /(x, y) changing continuously must return to

has completed the descripits original value when

For suppose the function z be a

helicoidal surface z = atan~ 1 (y/x), or rather the portion of that surface between two cylindrical surfaces
concentric with the axis of the helicoid, as is the case
of the surface of the screw of a jack, and the circuit
be taken around the inner cylinder. The multiple numtion of the circuit.

bering of the contour lines indicates the fact that the

function is multiple valued. Clearly, each time that
the circuit is described, the value of z is increased by the amount between the successive branches or leaves of the surface (or decreased by that amount if the circuit
described in the opposite direction). The region here dealt with is not simply
connected and the circuit cannot be shrunk to nothing
which is the key to the
is

situation.

THEOREM.
tiple

If the difference

valued function

is

never

between the different values of a continuous multhan a finite number D for any set (x, y) of

less

values of the variables whether in or upon the boundary of the region of definithen the value /(x, y) of the function, constrained to change continuously,

tion,

PARTIAL DIFFERENTIATION EXPLICIT

91

will return to its initial value

which can be shrunk

when

the point P(x, y), describing a closed curve

and returns to its starting

to nothing, completes the circuit

point.

Now owing

to the continuity of

number 3 so that |/(x, y)

what points of the region

/ throughout

the region,

possible to find a

it is

when

\x
x'\<8 and \y
y'\<d 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 * 8 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

f(x', y')\<c

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 J 8. Consider the circuit
and

ABODEA

ABG'DEA. As these circuits coincide except for the arcs BCD

only necessary to show that / takes on the same value at D whether

the modified circuit

and BC'D,

it is

D is reached from B by the way of

or

by the way

But

of C'.

this is necessarily

so for the reason that both arcs are within a circle of radius \ 8.
Then the value of / must still return to its initial value /(x, y)
,the modified circuit is described. Now to complete the
proof of the theorem, it suffices to note that any circuit which
can be shrunk to nothing can be made up by piecing together a
number of small circuits as shown in the figure. Then as the

when

change in / around any one of the small circuits is zero, the change must be zero
around 2, 3, 4,
adjacent circuits, and thus finally around the complete large
circuit.

Eeducibility of circuits. If a circuit can be shrunk

if it cannot, it is said to be irreducible.

be reducible ;
all circuits

when

to nothing,

it is

said to

Two

in a multiply connected region there are an infinity of

circuits are said to be equivalent or reducible to each

either can be

expanded or shrunk into the other. The change in the

are reducible

irreducible circuits.

other

away

In a simply connected region

to
value of / on passing around two equivalent circuits from
is the same, provided the circuits are described in the same direc-

For consider the figure and the equivalent circuits ACA

and AC'A described as indicated by the large arrows. It is clear
that either may be modified little by little, as indicated in the
proof above, until it has been changed into the other. Hence the
change in the value of / around the two circuits is the same. Or, as another proof,
it may be observed that the combined circuit ACAC' A, where the second is
tion.

described as indicated by the small arrows, may be regarded as a reducible circuit

which touches itself at A. Then the change of / around the circuit is zero and /
/
to
to
must lose as much on passing from
by C as it gains in passing from
to
by C' in the direction of the large arrows
by C. Hence on passing from

the gain in/ must be the same as on passing by C.

It is now possible to see that any circuit
may be reduced

ABC

the portions cut out of the region combined with lines going to
boundaries. The figure shows this; for the circuit

to circuits

and from

ABC'BADC"DA

around
and the

is clearly

DIFFERENTIAL CALCULUS

92

reducible to the circuit

ACA.

It

must not be forgotten that although the lines AB

the same on AB

BA coincide, the values of the function are not necessarily

as on BA but differ by the amount of change introduced in
and

/ on

One of

passing around the irreducible circuit BC'B.

the

most frequently in practice is that in

which the successive branches of /(x, y) differ by a constant
amount as in the case z = tan~ l (y/x) where 2 TT is the difference between successive values of z for the same values of the
variables. If now a circuit such as A BC'B A be considered, where
cases

which

arises

it is

that the origin lies within BC'B, it is clear that the values of z along
to
along BA differ by 2 TT, and whatever z gains on passing from
will be lost on passing from
to A, although the values through

imagined

AB

and

which z changes will bo different in the two cases by the amount

27T. Hence the circuit A BC'B A gives the same changes for z as
the simpler circuit BC'B. In other words the result is obtained
that if the different values of a multiple valued function for the same
values of the variables differ by a constant independent of the values of
the variables,

any

circuit

may

be reduced to circuits about the bound-

removed ; in this case the lines going from the point

boundaries and back may be discarded.

aries of the portions

to the

EXERCISES
1.

Draw

the contour lines and sketch the surfaces corresponding to

(a) z

= ^JL?,

25(0, 0)

= 0,

(ft z

- ~~->

(0, 0)

= 0.

Note that here and in the text only one of the contour lines passes through the
origin although an infinite number have it as a frontier point between two parts
of the
2.

same contour

Draw

line.

Discuss the double limits lim lim

z,

lim

lira z.

the contour lines and sketch the surfaces corresponding to

(a) z

(ft z

>

(7) z

>

Examine

particularly the behavior of the function in the neighborhood of the

apparent points of intersection of different contour lines. Why apparent ?

and prove for functions of two independent variables the generalizaTheorems 6-11 of Chap. II. Note that the theorem on uniformity is proved
for two variables by the application of Ex. 9, p. 40, in almost the identical manner
3. State

tions of

as for the case of one variable.

4. Outline definitions

and theorems for functions

of three variables.

In partic-

ular indicate the contour surfaces of the functions

3,2

and

vrv

<=?.

+ y+z

discuss the triple limits as x, y, z in different orders approach the origin.

5.

Let z = P(x, y)/Q(x,

and y. Show that

tion of x
all

y),
if

where

P and Q are polynomials, be a rational func-

the curves

P=

and Q

intersect in

the contour lines of z will converge toward these points

any points,
and conversely show

PARTIAL DIFFERENTIATION; EXPLICIT

that

93

different contour lines of z apparently cut in some point, all the contour
converge toward that point, P and Q will there vanish, and z will be

two

if

lines will

undefined.

is the minimum difference between different values of a multiple valued

6. If
function, as in the text, and if the function returns to its initial value plus IX s=Z>
when describes a circuit, show that it will return to its initial value plus -ZXj^D
when describes the new circuit formed by piecing on to the given circuit a small

P
P

region which lies within a circle of radius

Study the function z

7.

5.

= tan-^y/a;),
To

contour lines and the surface.

noting especially the relation between

eliminate the origin at which the function is not

draw a small circle about the point (0, 0) and observe that the region of
the whole xy-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
defined

variation of the function as

8.

Study the contour

(a) z

tan- l xy,

P describes various circuits.

and the surfaces due

lines

(ft)

tan- l

1
-

to the functions

x2
(7) z

= sin- l (x

y).

Cut out the points where the functions are not defined and follow the changes in
the functions about such circuits as indicated in the figures of the text. How may
the region of definition be
9.

made simply connected

Consider the function z

where the curves

P=

and Q

= tan- (P/Q) where P and Q are polynomials and

= intersect in n points (a 6 ), (a2 62 )i
(tfm &n)
1

15

but are not tangent (the polynomials have common solutions which are not multiple roots). Show that the value of the function will change by 2kir if (, y)
describes a circuit

which includes k

the fractions in Ex.

of the points.

10. Consider regions or volumes in space.

some

may

Illustrate

by taking for

P/Q

2.

Show that there are regions in which

cannot be shrunk away to nothing

be shrunk away but not all closed surfaces.
circuits

also regions in

which

all circuits

Let z=f(x, y) be a single valued

of
a
or
branch
one
function,
multiple valued function, defined for (a, b)
in
for
the
all
and
neighborhood. If y be given the value J,
points
46. First partial derivatives.

then z becomes a function f(x,

derivative for x

= /(#,

= a,

V) of

that derivative

x alone, and
is

if

that function has a

called the partial derivative of

Similarly, if x is held fast and

y) with respect to x at (#, V).

#, that derivative is
equal to a and if f(a, y) has a derivative when y
called the partial derivative of z with respect to y at (a, V). To obtain
these derivatives formally in the case of a given function /(#, y) it is

merely necessary to differentiate the function by the ordinary rules,

treating y as a constant when finding the derivative with respect to x
and a; as a constant for the derivative with respect to y. Notations are

DIFFERENTIAL CALCULUS

94

The

for the as-derivative with similar ones for the y-derivative.

derivatives are the limits of the quotients

provided those limits

Mean

partial

The application of the Theorem of the

b) and f(a, y) gives

exist.

to the functions /(cr,

+ h, V) - /(a, J) =
(a + 0^, 6),
/(a, 6 + *) -/(a, 0) = A/; (a, + 0/c),
/(a

< ^ < 1,
< < 1,

ft

under the proper but evident restrictions (see

<^

26).

Two comments may

be made. First, some writers denote the partial derivatives

by the same symbols dz/dx and dz/dy as if z were a function of only one variable
and were differentiated with respect to that variable and if they desire especially
;

to call attention to the other variables

which are held constant, they

affix

them

as

subscripts as shown in the last symbol given (p. 93). This notation is particularly
prevalent in thermodynamics. As a matter of fact, it would probably be impos-

a simple notation for partial derivatives which should be satisfacpurposes. The only safe rule to adopt is to use a notation which is
sufficiently explicit for the purposes in hand, and at all times to pay careful attention ta what the derivative actually means in each case. Second, it should be noted
sible to devise

tory for

all

that for points on the boundary of the region of definition of /(, 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, b) 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
;

into the region.

THEOREM.

If f(x, y) and its derivatives f'

are continuous funcx and f'
y
tions of (x, y) in the neighborhood of (a, b), the increment A/ may be
written in any of the three forms

A/ = /0 +

h, b

+ K) -/(a,

J)

+ 0h,b + 0k) + kf'y (a + 0h,b + 0k)

(a, S) + kf'
y (a, b) + tf + &,
where the

0's

are proper fractions, the

To prove

the

first

's

form, add and subtract /(a

A/= [/(a + M) -/(, &)] + [/( +

= V;(a + *A b) + A// (a + h, b +
by the

application of the

Theorem

of the

Mean

infinitesimals.

^, b)

M+

*)

then

-/( +

&)]

6Jc)

for functions of a single variable

The

application may be made because the function is continuous and

the indicated derivatives exist. Now if the derivatives are also continuous, they
(

7,

26).

may be

expressed as

=/;<a,

b)

+ fv

/;(a

ft,

OJc)

=/;(a,

6)

f2

PARTIAL DIFFERENTIATION; EXPLICIT

95

where ft , f2 may be made as small as desired by taking h and k sufficiently small.

Hence the third form follows from the first. The second form, which is symmetric
in the increments ft, fc, may be obtained by writing x = a -f th and y = b + tk.
Then/(x, y) = $().
and its increment is

As/ is

continuous in

A* =/( -M + AM,

may
and A
A:

A* =
if

+ + Aifc) -/(a +

th,

A4>

continuous in

is

0;).

y) with

(x,

A h

#) + A* fc/;(a + to, 6 + tk) + ftAJ h + f2 A< &.

be divided by At and A be allowed to approach zero, it is seen that

A* ft/; (a
-

A<b

lim=
AC

The Theorem
and hence

of the

*(1)

47.

the function 4

be regarded as the increment of / taken from the point

as increments in x and y. Hence A* may be written as

This

Now

&

(x, y),

to,

&

= hfx (a + th,b + 0c)+

Mean may now be

J/'(o

applied to

- *(0) =/(a + 6 + k) -/(a,

= A/= ft/;(a +
6 +
ft,

The partial

differentials of

0, 6

tk)

d3>
= =.

uC

$ to give $ (1)

$ (0) =

6)
flfe)

/may

A:/; (a

+ Oh, b +

M).

be defined as

so that

dx

= bx,

so that

^y

= Ay,

'

where the indices x and y introduced in drf and dyf indicate that x and
y respectively are alone allowed to vary in forming the corresponding
partial differentials.

The

total differential

V-dJ+dJ=&te + &dy,
which

sum

is

the

but

(6)

sum

it is

of the partial differentials, may be defined as that

better defined as that part of the increment

A/^^^ + ^Ay + C^ + ^y
which

is

obtained by neglecting the terms ^Aaj

higher order than

A# and

Ay. The

2Ay,

total differential

(7)

which are of

may

therefore be

computed by finding the partial derivatives, multiplying them respectively by dx and rfy, and adding.
The total differential of z =/(#, y) may be formed for (x# y ) as

a? and y
where the values x
entials dx and rfy, and d/= dz

y are given to the independent

is

written as *

differ-

This, however,

is

DIFFERENTIAL CALCULUS

96

the equation of a plane since x and y are independent. The difference

A/ df which measures the distance from the plane to the surface

along a parallel to the #-axis

VA# + Ay
2

of higher order than

is

VAo?2

+ Ay

2
;

for

VA# +
a

Hence the plane (8) will be defined as the tangent plane

=f(x, y)- The normal to the plane is

at

y<

*<>)

to the surface z

(9)

-1
which

will be defined as the

normal

to the

surface at

(,r

?/

).

The

#=

y=y

in lines of which
,T
and
tangent plane will cut the planes
O
the slope is f^ and f^. The surface will cut these planes in curves
which are tangent to the lines.

In the

figure,

PQSR is a portion

=/(*, y) and pT'TT"

surface

is

of the

a cor-

responding portion of its tangent plane

Now the various values
at P(# ?/0
).
,

may

be read

off.

PP"

= *y,

P"X = f,
P"T" = dy f,

P"T"/PP"=fi,

*r'T=df=<i,f+J,f.
48.

If the variables

:/

and y are expressed

as

<() and y

so that f(x, y) becomes a function of , the derivative of

to t is found from the expression for the increment of f.

/ with

=
respect

Ay
A*

dx A*

A*

^2

dt

dx dt

dt

The

conclusion requires that x and y should have finite derivatives with

respect to t. The differential of /as a function of t is

dt

dt

dt

appears that the differential has the same form as the total
differential. This result will be generalized later.

and hence

it

PARTIAL DIFFERENTIATION EXPLICIT

97

As a

particular case of (10) suppose that x and y are so related that

the point (x, y) moves along a line inclined at an angle r to the a>axis.

If s denote distance along the line, then

= # + s cos T,

= y + s sin T,

rf.x

dy = sin rds (12)

= cos rds,

^
as

and

The

derivative (13)

called the directional derivative of /in the direc-

is

The

tion of the line.

f^ f'y are the particular directional derivatives along the directions of the ar-axis and t/-axis. The
in any direction is the rate of increase of
directional derivative of
partial derivatives

/ along

z
/(#, y) be interthe
derivative is
a
directional
as
surface,
preted
in
of
curve
which
a
the
the slope
plane through
that direction

if

the line (12) and perpendicular to the sry-plane

cuts the surface. If /(.T, y) be represented by
its contour lines, the derivative at a point
(x, y) in

A// As

any direction

is

the limit of the ratio

= A^/As of the increase of/,

boring one, to the distance

from one contour line to a neighbetween the lines in that direction. It is

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 from infinitesimals of higher

ds in any other direction.

AnAs

Hence

it is

= COS^,
r

A/*
A/> == --^COS 1/r,
r
-/As
An

df ==
-+ds

df
-fdn

COS T
l/r.

seen that the derivative along any direction

v
(14)
J

may

be

found

by multiplying the derivative along the normal by the cosine of the angle
between that direction and the normal. The derivative along the normal
to

a contour line

a function of

is

called the normal derivative of

/ and

(x, y).

is,

of course,

Next suppose that u = f(x, y,z,- -) is a function of any number

of variables. The reasoning of the foregoing paragraphs may be
repeated without change except for the additional number of variables.
The increment of /will take any of the forms
49.

Af =/(

M+

*, *

z
lf'

J,

-/(<*>

*>

'

<>>

DIFFERENTIAL CALCULUS

98
and the

total differential will naturally be defined as

vand

be functions of

differential of /as

d'

y+%;

$j

finally if x, y, z,

and the

* +

follows that

it

t,

a function of

+ '~>

is still

(16).

were expressed in terms of several new

the function / would become a function of those varivariables ?,
ables. To find the partial derivative of / with respect to one of those
would be held constant and
variables, say r, the remaining ones, s,
If the variables x, y,

z,

,,

f would for the moment become a function of r alone, and so would

Hence

y, z,

(17)

may

x,

be applied to obtain the partial derivatives

t

dr

df

and

"a

GS

8x dr

dy dr

'

dz dr

dfdz
dfdy
= dfdx
a T + a a + a T +

ox vs

'

'

'

'

etc

cz cs

vy cs

These are the formulas for change of variable analogous to

and added,
by Ar, As,

(4) of

2.

If these equations be multiplied

8x
for

when

ry

are the independent variables, the parentheses above

and the expression on the left is df.

s,

are dx, dy, dz,

x,

'

dz

dy

THEOREM. The expression of the total

as df = fx dx + f'v dy +f^dz H
y, z,

differential of a function of
is

the same whether x,

y,

are the independent variables or functions of other independent

z,
it being assumed that all the derivatives^ which occur,
variables

/,,;

whether of f by

x, y, #,

or of x, y,

z,

by

r, s,

are continuous

functions.

By

the same reasoning or by virtue of this theorem the rules

= cdu, d(u + v w) = du + dv
udv
j(u\ vdu
d(uv)' = udv + vdu, d{-]=

dw,

d(cu)
x

v*

of the differential calculus will apply to calculate the total differential

If by this means, or

of combinations or functions of several variables.

any

other, there is obtained

an expression

PAETIAL DIPFEKENTIATION; EXPLICIT

S(r,

for the total differential in

the coefficients R, S, T,

s, t,

which

-)cZg

r, 5,

+ T(r,

---)<& H

(20)

are independent variables,

are the derivatives

*-'

*-

=fdr +f'ds +fdt +

df= Rdr + Sds +Tdt-\----

For in the equation

s,

99

being independent, may be assigned increments

if the particular choice dr
at
and
eft
pleasure
1, cfc
absolutely
0,
and
so
on.
The
be made, it follows that R
r
single equation (20) is
the variables

r, s,

= = =
-

thus equivalent to the equations (21) in number equal to the number of

the independent variables.

As an example,

consider the case of the function tan- l (y/x).

dtan- 1 -

x
a

Then
If

tan-

y
-

and

x2

y
y

a
,

y and x were expressed as y

d tan- * -x

By the rules (19),

y
tan- ! -

by

= sinh rst

and x

cosh rst, then

cosh 2 rsi

+ y2

(20)-(21).

sinh 2 rsi

a/

si

a/

a/

ar

cosh2rsi

as

cosli2rs

cosh2rsi

EXERCISES
1.

Find the

(a) log(x
/*\

2.

or /^, /^, f'

of these functions
partial derivatives /^, f'
z
y
-f

()

),

*v

Apply the

^~
"""

(5)

3.

35

Find the
,

(3)

cosy sin z,

e*

(7)

^v

+ 3xy + y

3
,

/>

definition (2) directly to the following to find the partial deriva-

tives at the indicated points

(a)

y
y

at (1, 1),

(0)

x2

+ 3xy +

8
y at

at (0, 0); also try differentiating

partial derivatives

and hence the

(0, 0),

and

(7) at (1, 1),

and substituting

total differential of

(0, 0).

e?v

e-*8iny

(e) e

sinhxy,

(f)

logtanlx

7T

+ ~y

DIFFERENTIAL CALCULUS

100

4. Find the general equations of the tangent plane and normal line to these
surfaces and find the equations of the plane and line for the indicated (x , y )
:

(a) the helicoid z = fctan-^y/x),

2
2
(0) the paraboloid 4pz = (x + y ),
(7) the hemisphere z

(5) the cubic xyz

(a)

/ = x2 +

(7) sin-

(x

y),

(0,

1,

= b sin

a cos t, y
,

to

y = 4

- J,

J,

by

tan- x -y /-

\x

(5) cos

(-

in these cases

(/3)

- p),

} a), (J a, J a), (J

(1, 1, 1),

x =3

y\

(0, 1),

(2p, 0), (p,

(0, p),

= Va2 - x2 -

Find the derivative with respect

5.

(1, 0), (1,

- 1),

2 xy, x

(10)

V8 a,

0),

4), (4, J, J).

cosh i, x
l

tan- t,y

= sinh

cot~

Find the directional derivative in the direction indicated and obtain

6.

numerical value at the points indicated

2
(a) x y, r

7.

(or)

45,

maximum

Determine the

//.

its

2
(0) sin X2/,

(1, 2),

60, (V8,

- 2).

value of df/ds from (13) by regarding T as

Show that the direction that gives the

variable and applying the ordinary rules.

maximum

(/3)

is

Show

sum

that the

dicular directions

is

of the squares of the derivatives along any two perpenis the square of the normal derivative.

the same and

Y -/

Show

that (/,' + 2/'/y)/Vl + y' 2 and (/X

y')/Vl
tives of /along the curve y = 0(x) and normal to the curve.
8.

9. If

df/dn

is

defined by the

work

are the deriva-

of Ex. 7 (a), prove (14) as a consequence.

Apply the formulas for the change

10.

-f y'

of variable to the following cases

a/

Find

= r sin 0.

Find
dr

(7) x

= 2r-3,s+

7,

2/=-r + 8s-9.

= 4x + 2^

Find

if

= x2 -

rr

(e)

Prove

= ax' +

W+

if

/(u, u)

=/(

- y, y - x).

cz y = a'x' + ^y + cV, 2 = a
+ b"y' + c^', where
c"
are
the direction cosines of new rectangular axes with
a, 6, c,
6', c', a", 6",
respect to the old. This transformation is called an orthogonal transformation. Show

(f ) Let x

ar

11. Define directional derivative in space ; also normal derivative and estabFind the normal derivative off=xyz at (1, 2, 3).

lish (14) for this case.

12. Find the total differential and hence the partial derivatives in Exs.
(a)

Io(x + y

z2

),

(/3)

y/x,

(7)

x2

1, 3,

ye**

(5)

xyz log xyz,

and

PARTIAL DIFFERENTIATION; EXPLICIT

(

e)

(f)
(11)

= x2 y2 x = r cos st, y = s sin rt.

u = y/x, x = r cos sin 0, y = r sin sin 0.
M = e**, x = logVr2 -M2 y = tan- 1 (s/r).
u

Find au/ar, aw/as, &u/dt.

w '.

Find wr',

=
ax

= ^,show^and

and
ay

ax

ay

ar

14. If p(x, y, 2, ) is the pressure in a fluid, or p(x, y, 2,

ing on the position in the fluid and on the time, and if w,
the particles of the fluid along the axes,

dt

= --ifr,0are polar

r a#

a0

M,'.

ar

are any two functions.

coordinates and/,

dp
-.

w^,

Find w r',

13. If

101

dp
= U -.
+
,

dx

dp
V ,.

dp
dp
+ W _*L
+ _*:
dz

dy

ari(i

dp
JL
dt

dt

is

v,

the density, dependare the velocities of

dp
dp
dp
= U dp
JL^.'O ^^. W JL^JL.

dx

dz

dy

dt

Explain the meaning of each derivative and prove the formula.

15. If z

= xy,

interpret z as the area of a rectangle and mark dyZ, A yz, &z on the
xyz as the volume of a rectangular parallelepiped.

figure. Consider likewise u

16. Small errors. If /(x, y) be a quantity determined by measurements on x

y, the error in / clue to small errors dx, dy in x and y may be estimated as
df=fydx -\-fydy and the relative error may be taken as df -T- / = d log/.

and

Why

is this ?

a = 10, 6 = 20, C = 30.

a is subject to an error of 0.1. Ans. 0.5, 1%.
r
In (a) suppose G were liable to an error of 10 of arc.
-4ns. 0.27, %.
(/3)
(7) If a, 6, C are liable to errors of 1%, the combined error in S may be 3.1%.
2
(5) The radius r of a capillary tube is determined from 13.07rr / = w by find=
the
w
of
a
column
of
of
Z.
If
1
w
mercury
length
weight
gram with an error
ing
of 10~ 3 gr. and I = 10 cm. with an error of 0.2 cm., determine the possible error
Ans. 1.05%, 6 x 10- 4 mostly due to error in J.
and relative error in r.
2
2
2
2afrcos C is used to determine c where a = 20,
(e) The formula c = a + &
X
6 = 20, C = 60 with possible errors of 0.1 in a and b and 30 in C. Find the possible
absolute and relative errors inc.
Ans. J, 1J%.
(a) Suppose

= J ab sin C be the area of a triangle with

Find the error and the

relative error

if

(f) The possible percentage error of a product

errors of the factors.

is

the

sum

of the percentage

is determined from g = 2 si- 2 by observing a body

determined at about J sec., show that the error in g
is almost wholly due to the error in t, that is, that
can be set very much more
accurately than t can be determined. For example, find the error in t which would
(ij)

fall.

The constant g of

If s is set at 4

ft.

gravity

and

.s

make

the same error in g as an error of \ inch in s.

The constant g is determined by gt2 = w*l with a pendulum of length I and
t.
period
Suppose t is determined by taking the time 100 sec. of 100 beats of the
(0)

pendulum with a stop watch that measures

as 100 cm. accurate to \ millimeter.

to

sec.

and that

Discuss the errors in

may be measured

g.

17. Let the co6rdinate x of a particle be x =f(q v q,2 ) and depend on two independent variables q v q2 Show that the velocity and kinetic energy are
.

T=

w" 2 =

ntf

u*

DIFFERENTIAL CALCULUS

102
where dots denote
fin

Show

dqi

rYt

= 1,

differentiation
2,

of (q v ga ).

and similarly for any number

,

Apply the Theorem

= a sin

of the

of variables q.

Q * s tme ^ or a^ va^ ues

fy
make the statement accurate.
20. Transform *L

an
coordinates

l/tf\*

\\dx/

= at tan a cuts the sphere

Mean

= f*

fx

and a tl a12 a22 are functions

dqi

18. The helix x = a cos

y
a2 sec2/8 at sin- l (sin a sin /3).
19.

by

+ y a + sa =

to prove that /(x, y, z) is a constant if

* Compare Theorem 16 ( 27) and
t y>

+ (^Y+ (^Y
\oz/
\dy/

to (a) cylindrical

and

08)

polar

40).

21. Find the angle of intersection of the helix x = 2cos, y = 2sin, z

= 1 at their first intersection, that is, with < t < J IT.

= i and

the surface xyz

22. Let/, gr, h be three functions of (z, y, z). In cylindrical coordinates ( 40)
= ^. Transform the combinations F = /cos + g sin 0, 6? = /sin + gr cos 0,

to cylindrical coordinates

and express

terms of F,

in

(?,

H in simplest form.

23. Given the functions y* and (zv) and (**>. Find the total differentials and
hence obtain the derivatives of xx and (xff ) x and xfr**).

50. Derivatives of higher order.

If the first derivatives be again

'
/., f'yy of the second

f^ f^

differentiated, there arise four derivatives

order, where the first subscript denotes the

may

first differentiation.

These

also be written

^_2

J**~~dx*'

^-J2L

Jxv

/-

Jvx

= J2L

'

Jvv

~~dijdx'

where the derivative of df/dy with respect to x is written

with the variables in the same order as required in DJ^yf and opposite
to the order of the subscripts in fi'x This matter of order is usually of
no importance owing to the theorem If the derivatives f'x f'y have
derivatives f'
xy fyx which are continuous in (x, y) in the neighborhood
of any point (xQ y ), the derivatives f^y and fyx are equal, that is,
.

'

/(* %) = -/(*>

%)

The theorem may be proved by repeated

Mean. For

+ k)-f(x + A, y )]- [/(

where ^(y) stands for f(x + A, y)-f(xw

application of the

Theorem

of the

* V

Now
V

^ (OJ

= *^(y +
+ *) - *
+ h) - * (x ) = hf(x +

**)

Vh)

y)

and ^(z) for /(x,

j/

+ k) -/(z,

= *[/ (*o + *.
= h[f'x (x + tfh, Vo + k)-fx (x + Ph,

).

PARTIAL DIFFERENTIATION; EXPLICIT

by applying the Theorem

of the

Mean

to

<t>(y)

103

and $(x) regarded as functions of a

single variable and then substituting. The results obtained are necessarily equal
to each other but each of these is in form for another application of the theorem.
;

/(

Hence

As
(x,

qh,

ft)

=/^(x +

<9'&,

So

<t).

11*1 2/0

)f

the derivatives /^., /^ are supposed to exist and be continuous in the variables
y) at and in the neighborhood of ( , y ), the limit of each side of the equation

exists as h

= 0,

and the equation

is

true in the limit.

Hence

/^( oyo)=/^( oyo)aj

aj

The differentiation of the three derivatives /^,

six derivatives of the third order. Consider
be written as

(/)^

=/,/

and

will give

/^
f^ These may
an(l (fx)yx an d are equal by the theorem just proved
x.

(provided the restrictions as to continuity and existence are satisfied).

similar conclusion holds for f^y 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

any order, the value of the derivative depends not on

which the individual differentiations with respect to x and
y are performed, but only on the total number of differentiations with
respect to each, and the result may be written with the differentiations
for derivatives of

the order in

collected as

Analogous results hold for functions of any number of variables. If

several derivatives are to be found and added together, a symbolic
form of writing is frequently advantageous. For example,

or

(/>.

51. It

is

+ />,)/=(/> + 2 DJD,
sometimes necessary to change the variable in higher derivsecond order. This is done by a

atives, particularly in those of the

repeated application of (18). Thus f would be found by differentiating the first equation with respect to r, and f^ by differentiating the
first by s or the second by r, and so on. Compare p. 12. The exercise

method. It may be remarked that the use of higher

often of advantage, although these differentials, like the
higher differentials of functions of a single variable (Exs. 10, 16-19,
p. 67), have the disadvantage that their form depends on what the

below

illustrates the

differentials is

independent variables are. This is also illustrated below. It should be

particularly borne in mind that the great value of the first differential

DIFFERENTIAL CALCULUS

104

its

be treated like a finite quantity and that

independent of the variables.

in the facts that

lies

form

is

To change
d*v

a^

it

may

the variable in v^.

o*v

_ d*v

1 dv

r ar

~~

ar

ay"

+ v^ to

dx

by applying
of x, y,

'

^ty2

~ ---r

Then

(x

d*v
1_

I r

dv c)0

e)w

ty dx

dy

= r coa0,
= Vx2 + y2

d<f>

dr dy

_
~~

d dv __ d dv

dxdx~

dx*

v x

d dv

d<f>

dx

~dx

d<f>

d*v

<^dx

~"

dr

drdx dx

a 2t?

ao a x

dv d

y~

dy

d<f>

with x, y taking the place of r,

These expressions may be reduced so that

= r sin 0,
= tan- 1 (>/x).

Sr
dv
--r --

(18) directly

z,

y
,

arc

"

""~~

dr dx

show

polar coordinates and

and

s,

r,

the place

ylx

""y

2
differentiations of x/r and
y/r may be performed as indicated with respect to
as
are
independent, the derivative of r by </> is 0. Then
r,
^, remembering that,

The
r,

=
""

dx*

r3 dr

r2 ar*

In like manner d2 v/dy 2

_ g xy8 &v

r arty

xy dv

y* d*v

r*

r*

ty

ty

be found, and the sum of the two derivatives reduces

This method is long and tedious though straightforward.

may

to the desired expression.

It is considerably shorter to start with the expression in polar coordinates and

transform by the same method to the one in rectangular coordinates. Thus

dv

dv dy
dx
~ = dv
--= --d\>

dv

^
sm0 =
.

dr

d / dv\
^-[ r

dx dr

dv

dy

d*v
/d*v cos ^
\
4>+ *
sin0p
/
\dx*
dydx
.

^-)-{^

ar\ dr/

dx

dy dr
;

dv dy
-

dv

/a v sm ^

= (r^2

\ax

a v

""

dydx

^+
,

+
.

+
,

cos0)2/
/

y]
/

dy

d*v

r-^si0)2

dx

dy*

dv

dy

dv

dv

-\

dx

ay
\

dv

= -- y -- x,
H-- r cos

_,

5x
2

cos ^

\dxdy

= --- --- = -- r sin

dv dx

/ a 2!/

1 /dv
x
-(
r \dx

/
(

2v

- -sm0
dxdy

-f

dy

dy
^\

cos0)x
/

dv

dv

Then
or
ax 2

The

ay

r ar \ ar/

r2 ty 2

ar2

r dr

r2

a0

definitions d*/
/^dx , d^f^f^dxdy, d*f=f^dy* would naturally be
given for partial differentials of the second order, each of which would vanish if /
reduced to either of the independent variables x, y or to any linear function of

them. Thus the second differentials of the independent variables are zero. The

PARTIAL DIFFERENTIATION; EXPLICIT

second total differential would be obtained by differentiating the

105

first total differ-

ential.

dx

d*f =

and

dy

dx2

dx

dxdy

+ ~dy*
+
2

dxdy

dx

dy

dy

d*x

dx

dy

dty.

(24)

dy

The

last two terms vanish and the total differential reduces to the first three terms
x and y are the independent variables and in this case the second derivatives,
2
which enables those derivatives
faun fxyi fy'v> aro tne coefficients of dx*, 2 dxdy, dy
to be found by an extension of the method of finding the first derivatives ( 49).
The method is particularly useful when all the second derivatives are needed.
The problem of the change of variable may now be treated. Let
if

dx*

dx*

dy

a0

where
them

x,

dr

y are the independent variables and

by the

in this case, defined

dx

cos

dr

or

Then

d?r

where the
Hence cPr
becomes

=(
=

0d +
(cos 0dx +

dy
rd<f>

= sin <t>dr -f r cos 0d0

= sin 0dc + cos <j>dy

nfy>

ra

C os 2 *

--

V&v cos
2

+
Thus

i>

* sin V

Ur2

-f

sm

o
2

+ -(

r \ara0

finally the derivatives

The

v^, v^,

condition

dv
r

v^

The value

- --- -

c 082 ^

sill'V

ra0/
iav\
]cos0sm0
^
ra0/

----

2/a2 v

coefficients of dx*, 2 dxdy, dy*.

52.

d(J>

----^\

/ 52v

substituted from (25) and

\8ra0
.

/d*v

+[

-----

Idr*

ra 2

may be

drd<f>, d<f>*

r\drd<f>

\drd<j>

of dr*,
9

Id

(26)

have been found subject to d*x = d2 y = 0.

2
2drd(j>. These may be substituted in d w which

drdd>

==

sin

and

cZr

and rd2

dr*

Next the values

Then

sin

differentials of

= rd0 2

r sin 0d0,
sin <f>dy,

<f>dr

cos <j>dx

other variables dependent on

r,

relations for polar coordinates.

^2v cos * sin

a0

\a*

dr/

M(x, y)dx

r2

J
a
8
.

are the three brackets which are the

of

v^ + v^

is

as

found before.

f=f

fundamental theorem of

01 ^ ^
dxdy
"

--^r av\cos 0i
-Idy

/a 2 v
I

r2

which subsists in accordance with the

50 gives the condition that

+ N(x, y)dy =

dx+-dy^df

DIFFERENTIAL CALCULUS

106

some function f(x,

be the total .differential of

dM _ 8N

8 df

dy dx

and

-r

dx

The second form, where the

ox dy

(dM\
/dN\
-7- ==(-]
\dy)x \dx )y

or

-5

dy

In fact

8 df

dx

dy

dM = dN

y).

variables

which are constant during the

differentiation are explicitly indicated as subscripts, is more common in

works on thermodynamics. It will be proved later that conversely if

this relation (26) holds, the expression Mdx

Ndy is the total differential of some function, and the method of finding the function will

also be given

In case

92, 124).

some function f(x, y)

Mdx

+ Ndy

is

the differential of

usually called an exact differential.

The application of the condition for an exact differential may be
made in connection with a problem in thermodynamics. Let S and
it is

be the entropy and energy of a gas or vapor inclosed in a receptacle of

volume v and subjected to the pressure p at the temperature T. The
fundamental equation of thermodynamics, connecting the differentials
of energy, entropy, and volume,

is

dU

the condition that

five quantities

7,

(27) the choice

would be U, v

be a total differential.

and U, S

if

T were

In each case the cross

solved for du.

entiation to express the condition (26)

between the derivatives.
If p,

would give

(
I

of the

rise to

differ-

a relation

desired as independent variables, the change of variable

should be made. The expression of the condition

or

Now, any two

p may be taken as independent variables. In

if the equation were solved for dS, the choice

S, v, T,

is S,

is

J__

1
I

-I'

v~
*s

rr*

jf^

""
-

m.

= T ^^

is

then

^ ^
/-^-^
rrf
/7f

I jf

\dp>

where the

differentiation

on the

left is

made with p constant and

that on the right

constant and where the subscripts have been dropped from the second
derivatives and the usual notation adopted. Everything cancels except two terms

with

which give

PARTIAL DIFFERENTIATION; EXPLICIT

OP

T(w)T

107
<28 >

'

-(df)P

The importance of the test for an exact differential 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. For instance if dH denote the infinitesimal portion of heat added
to the gas or vapor above considered, the fundamental equation is expressed as
That is to say, the amount of heat added is equal to the increase

dH = dU + pdv.

dH

in the energy plus the work done by the gas in expanding. Now
is not the differential of any function H(U, v)
it is dS
dll/T which is the differential, and
this is one reason for introducing the entropy S. Again if the forces X,
act on a

particle, the
is

work done during the displacement through the arc ds = Vcfce 2 -f dy'2
Xdx, + Ydy. It may happen that this is the total differential of

dW=

written

some function

indeed,

dW=-dV(x,

if

y),

where the negative sign

is

Xdx

-f

Ydy

= - dV, .Y=-

Y=->

dx

dy

introduced in accordance with custom, the function V is

In general, however, there is no poten-

called the potential energy of the particle.

is not an exact differential

this is always true
energy function F, and d
the
work
A
of
is
due
to
of
notation
forces
friction.
which should dispart
tinguish between exact differentials and those which are not exact is much more
needed than a notation to distinguish between partial and ordinary derivatives
but there appears to be none.

tial

when

Many
tives

of the physical magnitudes of thermodynamics are expressed as derivarelations as (26) establish relations between the magnitudes. Some

and such

definitions

specific heat at constant

volume

specific heat at constant pressure

is

Cv = (

\dT/v

is

(7

=(

\dT/p
TT

(Jdv IT

modulus of

expansion

elasticity (isothermal)

is

is

ap =

ET =

T{
)
\dTJp

/J Q\

coefficient of cubic

T[
)
\dTJv

1
>
T{
\dv/T

v[

v(-=-

\dv/T

modulus of

elasticity (adiabatic)

is

Eg =

\dv/s

is

polynomial is said to be homogeneous when each of

of the same order when all the variables are considered.

53.

its

terms

defini-

tion of homogeneity which includes this case and is applicable to more

variables is
function f(x, y, z,
) of any number of
general cases is
:

called homogeneous if the function is multiplied by some power of X when

all the variables are multiplied by X; and the power of X which factors

DIFFEKENTIAL CALCULUS

108
out

is

called the order of

homogeneity of the function. In symbols the

condition for homogeneity of order

f(Xx, Xy, A*,

Thus

^f

-)

is

= X"/(x, y, *,

+ tan-

(29)

-,

-*
.

(29')
'

1 respectively. To test a
are homogeneous functions of order 1, 0,
function for homogeneity it is merely necessary to replace all the variables by X times the variables and see if X factors out completely. The

homogeneity

may

usually be seen without the

test.

If the identity (29) be differentiated with respect to A, with &'=A#,

A second

differentiation with respect to

etc.,

A would give

or

Now

if

A be

set equal to 1 in these equations, then x*

= x and

In words, these equations state that the sum of the partial derivatives
each multiplied by the variable with respect to which the differentiation is performed is n times the function if the function is homogeneous

and that the sum of the second derivatives each multiplied

involved and by 1 or 2, according as the variable is
variables
the
by
repeated or not, is n(n
1) times the function. The general formula
of order n

obtained by differentiating any number of times with respect to A

be expressed symbolically in the convenient form

(xDx
This

is

+ yDy + *D +

known

as Euler>s

>.

-)*/= n (n

- 1).

.(n

Formula on homogeneous

- * + I)/.

may
(31)

functions.

It is worth while noting that in a certain sense every equation which represents
a geometric or physical relation is homogeneous. For instance, in geometry the
magnitudes that arise may be lengths, areas, volumes, or angles. These magnitudes are expressed as a number times a unit thus, V2 ft., 3 sq. yd., ir cu. ft.
;

PARTIAL DIFFERENTIATION EXPLICIT

109

In adding and subtracting, the terms must be like quantities ; lengths added to
lengths, areas to areas, etc. The fundamental unit is taken as length. The units of
area, volume, and angle are derived therefrom. Thus the area of a rectangle or
the volume of a rectangular parallelepiped

A = aft.

x&ft.

= a&ft. 2 = o&sqft.,

is

F = aft.

x&ft. xcft.

= abc ft. 3 = dbc cu. f t.,

and the units sq. ft., cu. ft. are denoted as ft. 2 ft. 3 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 [L] denote "of the dimensions of length," and if similar notations be introduced for area and volume, the equations [A] = [L] 2 and [F] = [L] 8
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

seen to be

nil,

subtended to the radius of the

the dimensions of angle are

circle,

as the definition involves the ratio of like magnitudes

and must

therefore be a pure number.

When geometric facts are -represented analytically, either of two alternatives is
open 1, the equations may be regarded as existing between mere numbers ; or
:

between actual magnitudes. Sometimes one method is preferable, sometimes

Thus the equation x* -f y 2 = r2 of a circle may be interpreted as 1, the
sum of the squares of the coordinates (numbers) is constant or 2, the sum of the
squares on the legs of a right triangle is equal to the square on the hypotenuse
(Pythagorean Theorem). The second interpretation better sets forth the true
inwardness of the equation. Consider in like manner the parabola y2 = 4px. Generally y and x are regarded as mere numbers, but they may equally be looked
upon as lengths and then the statement is that the square upon the ordinate equals
the rectangle upon the abscissa and the constant length 4p this may be interpreted into an actual construction for the parabola, because a square equivalent
to a rectangle may be constructed.

2,

as

the other.

In the last interpretation the constant p was assigned the dimensions of length
so as to render the equation homogeneous in dimensions, with each term of the
dimensions of area or [L] 2 It will be recalled, however, that in the definition of
.

the parabola, the quantity p actually has the dimensions of length, being half the
distance from the fixed point to the fixed line (focus and directrix). This is merely
another corroboration of the initial statement that the equations which actually

problems are homogeneous in their dimensions, and

in stating the first equation like magnitudes must
be compared with like magnitudes.
The question of dimensions may be carried along through such processes as
differentiation and integration. For let y have the dimensions [y] and x the dimensions [x]. Then Ay, the difference of two y\s, must still have the dimensions [y]
and Ax the dimensions [x]. The quotient Ay/Ax then has the dimensions [y]/[x],
arise in considering geometric

must be so for the reason that

For example the

dA

relations for area

dV

*=* to=^
and the dimensions

As

integration

is

glve

and for volume

rdA~]

L*J

[A]
[Z]

of revolution,

._.

ra

VdV~\
'

L^J

[F]
[Z]

rri2
'

of the left-hand side check with those of the right-hand side.

the limit of a sum, the dimensions of an integral are the product

DIFFEEENTIAL CALCULUS

110

and

of the dimensions of the function to be integrated

Thus

if

rx

dx

Jo a2

= _1 Atan-

x2

,
1

x
-

+
.

of the differential dx

were an integral arising in actual practice, the very fact that a2 and x2 are added
would show that they must have the same dimensions. If the dimensions of x
then
be [L],
1
J

r /*

[Jo

dx

-|_,

tf^^t!^^
-]

rr .

and this checks with the dimensions on the right which are [I/]" 1 since angle has
no dimensions. As a rule, the theory of dimensions is neglected in pure mathematics but it can nevertheless be made exceedingly useful and instructive.
In mechanics the fundamental units are length, mass, and time and are denoted
by [ L ]I [-M"]* IT]- Tne following table contains some derived units
,

LJ,

velocity
i

-x

11V

-[-Ml

density

force

aid of a table like this

JL

moment
4.

angular velocity

With the

-U

'

[jna
2

^-^-

areal velocity

acceleration

J
,

it is

.
momentum

energy

easy to convert magnitudes in one set of

to another system, say cm., gm., sec. All that is necessary is

to substitute for each individual unit its value in the new system. Thus

units as

ft., lb., sec.,

= 321* JL.2

1 f t.

= 30.48

cm.,

sec.*

32i"* x 30.48

"

sec. 2

sec. 2

EXERCISES
1.

Obtain the derivatives/^, /^,

2.

Compute

3.

Show
Show

that a2

c v

Let

o v
1

ay

a a

= rl cos 0,

x, y, 2,

= __12
r

of transformation

f'
yy

is

and verify/^ =./.

by the straightforward method.

=/(x + aQ + 0(x

a).

unchanged in form by the transformation

"~

'

ax2

'

dy

In polar coordinates z

The work

if

ax

v v

6.

a^

that this equation

ax 2
5.

'

'

dz v/dy* in polar coordinates

ax
4.

fyx

r cos 0,

a / n av\
L( r2r_\
ar/

Lar\

may be

= r sin
i

cos 0, y
a??

!l_i

sin2

0a02

= r sin 8 sin
a /

>

aw\

t^^Llsm^--}

sin0a0\

in space
j

a0/J

shortened by substituting successively

y = rx sin 0,

= r cos 0, rt = r sin 0.
< be four independent variables and x = r cos
0, y = r sin 0, 2 = z
and

the equations for transforming x, y, 2 to cylindrical coordinates.

Let

PAETIAL DIFFERENTIATION; EXPLICIT

=
-, =~,
tydz
Z = -, Xcos0+ Fsin< = --,
dxdz

show

dx*

r dr

where r- 1 Q

=-,

dy*

3xdx

/K .

xdx
-

(if)

(4 x

+
8

dxdt'

3 x2 y

Bxydx

(0)

+ xB dy,

(x

Take df/dQ

x*ydx

(y)

= 0.

and write

of the following,

ydx

+ 2 xy +

r dt

differentials

xdx-ydy
-

+ y 8 ) dx +

6?cos0

(Of importance for the Hertz oscillator.)

y dy,
ydy

-f

Fsin0

7. Apply the test for an exact differential to each

by inspection the functions corresponding to the exact

(a)

-.

dydt

r dz

d//dr.

111

-f

- xdy

3 y8 ) dy,

((9)

x 2 y2 (dx

+ dy).

8. Express the conditions that P(x, y, z)dx + Q(x, y, )dy + R(x, y, 2) da; be
an exact differential dF(x, y, z). Apply these conditions to the differentials
:

2 2
(a) 3 x 2/ *dx

9. Obtain

2 xfyzdy

x*y*dz,

d^

(y

+ z)dx +

(^= (^)^and Q^= (^from

10. If three functions (called

show

(ft)

SdT

thennodynamic

dx

pdu,

and express the conditions that

d^>,

= TdS +

(27)

(x

z)dy

(x

y) dz.

with proper variables.

potentials) be defined as

df =

vdp,

^dT +

vdp,

dx, df be exact. Compare with Ex.

9.

11. State in words the definitions corresponding to the defining formulas, p. 107.
12. If the

sum (Mdx +

of the differentials

13.

is

JVdy) + (Pdx -f Qdy) of two differentials

exact, the other is. Prove this.

Apply Euler's Formula (31), for the simple case k =

X
and verify the formula. Apply it f or k = 2 to the
)

tions (29

1,

is

exact and one

to the three func-

first

function.

14. Verify the homogeneity of these functions and determine their order
(a) y*/x

(5)

xye^

x(logx

- logy),

0)

z2 ,

(e)

15. State the dimensions of

moment

__,

(y)

V^cot- 1 ^,
of inertia

(f)

ax

-f-

by

+ cz

-^~
Vx + V y
*?

and convert a unit of moment of

inertia in ft.-lb. into its equivalent in cm.-gm.

16. Discuss for dimensions Peirce's formulas Nos. 93, 124-125, 220, 300.

17. Continue Ex. 17, p. 101, to

show
dt dqi

18. If pi
If T'

denote

= T' =

in

T,

Ex.

17, p. 101,

where

is

show without

dt dqi

arx _
"
.

= q^ +

ar

^ 2 p2

gr

H
dqi

analysis that 2

considered as a function of

sidered as a function of q^ g 2 , prove from T'

f

= mi)

and
dqi

j>,,

T=

p2

q^

while

T that

dqi

-f

T is

con-

DIFFERENTIAL CALCULUS

112
yj and

19. If (x t ,

(a> 2 ,

y%) are the coordinates of

d*y*

are the equations of motion, and

if

_T
~

where

T=

Sx,

and

-_

dPy*

show that

(Za?

to 2

8ya

ms vl)

ui

particles

x x y t x2 y2 are expressible as

1+ f+

(fix*

in terms of three independent variables f/p #2 ,

Ql

two moving

^fan

^n

#2* #3*

~"

^2*

8T

52/2

an(^ ^s

tfs)

0r
f

homogeneous

of the

second degree in q v q%, q s The work may be carried on as a generalization of

Ex. 17, p. 101, and Ex. 17 above. It may be further extended to any number of
.

particles

whose positions in space depend on a number of variables

20. In Ex. 19

if

pi

fi

q.

T
,

generalize Ex. 18 to obtain

dqt
qi

_f^L'
~

agfi'

---- and Q = ~-

Qi

- dp i + dT
^ ~
dt

""

'&

dpi

The equations

^'-_^

are respectively the Lagran-

dt

dqi

'

eqi

--

dt dqt

'

dqt

gian and Hamiltonian equations of motion.

21. If rY

= k*

and

$'

av

la^
;

'

22. If rr7

0/

fc2,

<j>

and v' (rx

j^av_r2/a2u
~~

=^ ^=

anci ^(y/^

expression of Ex. 6 in the primed letters

letters.

(Useful in

23. If z
24.

W M,
W

a F
a F
---h --- =

ax 2

show

iau

^a^X

"^

^^=/

kr 2 /r' 8 of

show

'

v(r, 0, 0),

its

show that the

value for the unprimed

x^ + 2xy **- + *** =

ax2

the indicated changes of variable

or)
;

is

0),

198.)

= x+fe) +

Make

= v (r,

ay

-F +

/a
e~ 2w (
rt

\au2

F\ if x
F\.,
-)
2

at?

ay

axay

0.

ew cosv,'

= e^sinv,

'

i
wherc

25. For an orthogonal transformation (Ex. 10

54. Taylor's Formula and applications.

is found, as was the Theorem of the Mean,

(f), p.

100)

The development
from the relation

of f(x,y)
(p.

95)

PARTIAL DIFFERENTIATION; EXPLICIT

- $(0)

113

3>(t}=f(a + th, + tk).

If <&() be expanded by Maclaurin's Formula to n terms,

A/=

&(i)

The expressions

if

and

for <&'()

l>

$'(0)

may

be found as follows by (10)

*'

*"*

then

+ 2 M/^ + AX = (h.Dx + kD
=
+
*>(0 (AD, AD,)'/, * 0(0) = [(AD, + *
+ A, b + k) -f(a, J) = A/= *(1) -*(0) = (AD. + AD,)/(,
(

And /(

+
j

+ -

(hDx

+ *D,)/(a, 6) +

(AD,

+ *Dr)-/( + 0A, 6 +

(hDx
(32)

flA).

this expansion, the increments h and A; may be replaced, if dea and y

b and then f(x, y) will be expressed in terms
sired, by x

In

of

its

value and the values of

its

manner

derivatives at (a, A) in a

entirely analogous to the case of a single variable. In particular if the

point (a, b) about which the development takes place be (0, 0) the
development becomes Maclaurin's Formula for f(x, y).

/(*, V) =/(0, 0)

+ (xD. + yD,)f(0, 0) + |j (xD, + yD ) /(0, 0) +

2

1/

6x, By).

(32')

Whether

in Maclaurin's or Taylor's Formula, the successive terms are

homogeneous polynomials of the 1st, 2d,
(n
l)st order in x, y or
The formulas are unique as in 32.
b.
in x
a, y
,

Suppose

Vl

x2

2 is

to be developed about

tives are

x2

VI
/t

x2g

or

Vl - x* - y2 =
Vl x2 y2 =

successive deriva-

,
a

and

The

"

~*
h
VI

(0, 0).

Oy)
2
J (x + y )

(Ox

42

JM

- 1 + x2

+ J(- x2 -f Oxy - y*) + i(0x +

+ terms of fourth order +

2
expansion may be found by treating x2 -f y as a
the
binomial
The
would
theorem.
result
be
by
expanding

In

this case the

...)

+ ..

.,

single

term and

DIFFERENTIAL CALCULUS

114
[1

- (xa

That the development thus obtained is identical with the Maclaurin development
that might be had by the method above, follows from the uniqueness of the development. Some such short cut
55.

is

usually available.

= f(x y) have a minimum or

A/ < for all values of h = Ax

The condition that a function z

maximum at (a, b)
and k = Ay which

is

that

A/ >

or

are sufficiently small. From either geometrical or

it is seen that if the surface
considerations
f(v, y) has a
analytic
minimum or maximum at (a, ft), the curves in which the planes y b
a and y
b
a cut the surface have minima or maxima at x
and x

=
=

partial derivatives x and y must both vanish

respectively.
at (a, J), provided, of course, that exceptions like those mentioned on

Hence the

page 7 be made. The two simultaneous equations

/;

= 0,

f=
y

0,

(33)

in the case of a function of a single variacorresponding to /'(#)

then
to
find the positions (x, //) of the minima
solved
be
ble, may

and maxima. Frequently the geometric or physical interpretation of

z = /(x, y) or some special device will then determine whether there
is

maximum

or a

minimum

or neither at each of these points.

For example let it be required to find the maximum rectangular parallelepiped

which has three faces in the coordinate planes and one vertex in the plane
+ y/b 4- z/c = 1. The volume is

dx

The

dy

solution of these equations is x

$ b. The corresponding z is J c and
I a, y
is therefore abc/$ or
of
the
cut off from the first octant by
volume
|

the volume

the plane. It
of

is

V'x = Vy =

The

Now

evident that this solution is a maximum. There are other solutions

which have been discarded because they give V = 0.

conditions f'
x

as

1?

=/ =
'

may

be established analytically.

For

are infinitesimals, the signs of the parentheses are deter-

mined by the signs of f^ f'v unless these derivatives vanish and hence
unless f'
x = 0, the sign of A/ for Ax sufficiently small and positive and
&y = would be opposite to the sign of A/ for Ax sufficiently small and
negative and Ay = 0. Therefore for a minimum or maximum fx =
and in like manner / = 0. Considerations like these will serve to
establish a criterion for distinguishing between maxima and minima
;

PAKTIAL DIFFERENTIATION; EXPLICIT

115

analogous to the criterion furnished by f"(x) in the case of one vari'

able. For if/z =*/;
0, then

by Taylor's Formula

to

two terms.

Now

if

the second derivatives are

(x, y) in the neighborhood of (a, &), each derivbe written as its value at (a, V) plus an
Ofc) may

continuous functions of

ative at (a
Oh, b
infinitesimal. Hence

A/Now
x

the sign of A/ for sufficiently small values of h, k must be the

same as the sign of the first parenthesis provided that parenthesis does
not vanish. Hence if the quantity

( "' fi)

As

>
<

for every (h,

for every (h,

/c),

A-),

minimum
maximum.

the derivatives are taken at the point (a, fo), they have certain constant
A, B, C. The question of distinguishing between minima and maxima

values, say

therefore reduces to the discussion of the possible signs of a quadratic form

Ati 2 + 2 Bhk + Ck 2 for different values of h and k. The examples

show that a quadratic form may be either 1, positive for every (h, k) except (0, 0)
or 2, negative for every (h, k) except (0, 0) or 3, positive for some values (ft, A:)
and negative for others and zero for others or finally 4, zero for values other than
:

but either never negative or never positive. Moreover, the four possibilities
here mentioned are the only cases conceivable except 5, that A = B = C = and
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
(0, 0),

condition f"(x)

did.

The

conditions which distinguish between the different possibilities

pressed in terms of the coefficients A, J?, C.
1

pos. def .,

2 neg. def.,

The

1P<AC,
B2 < A C,

A, C>
A, C <

conditions for distinguishing between

3 indef .,

B2 > A C

4 sing.,

B'2

maxima and minima

minimax
It
is

=f%

be ex-

= AC.

are

^ = 1 /"'* * f" f" J f^ f > minimum

= ] J* <Jx*J " \f^ /;; < maximum
/;

may

'"

(?).

may be noted that in applying these conditions to the case of a definite form it
is positive or negative because they necessufficient to show that either/^

sarily

or/^

have the same

sign.

DIFFERENTIAL CALCULUS

116

EXERCISES
1. Write at length, without symbolic shortening, the expansion of /(, y) by
6.
a, y
Taylor's Formula to and including the terms of the third order in x
Write the formula also with the terms of the third order as the remainder.

2.

prove
3.

Write by analogy the proper form of Taylor's Formula

Indicate the result for any number of variables.

for/(a>, y, z)

and

it.

Obtain the quadratic and lower terms in the development

(a) of xy*

sin

xy at

and

(1, | TT)

(/3)

of tan-i ( y/x ) a t (i ? 1).

4.
rectangular parallelepiped with one vertex at the origin and three faces
in the coordinate planes has the opposite vertex upon the ellipsoid

x2/

Find the

maximum

+ y*/& +

*2 /c 2

= 1.

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-

Is it obvious that a

tion of the medians.

6.

minimum and

A floating anchorage is to be made

maximum

is

present ?

with a cylindrical body and equal conileast for a given volume.

Find the dimensions that make the surface

cal ends.
7.

A cylindrical tent has a conical roof.

8.

Apply the

of Exs. 4-7.

test

by second

Discuss for

derivatives to the problem in the text

or minima the following functions

+ xy z - x,
2
+ x + y,
(7) x +
3
8
() x + y -9xy +

(ft)

(5)

27,

9. State the conditions on the

2 2
2
2
y* - x y - J (x -f y
2
xy + x*y
x,
J?/
& + y4 - 2x2 + 4xy - 2y2

x8

11. (liven

number

(f)
first

of variables.

of masses

maximum

derivatives for a

t,

ra 2 ,

or

minimum

of

Prove in the case of three variables.

roof

of tenting for a given volume.

any number

any

),

A wall tent with rectangular body and gable

amount

to

2/

to use the least

and

function of three or any

Find the best dimensions.

maxima

(a) x*y

10.

not a

-,

is

to be so constructed as

Find the dimensions.

raw situated at (x t ,
2^), (x 2 ,

y 2 ),

that the point about which their moment of inertia is least is their
in space, what point would
center of gravity. If the points were (x 17 y t , 2^),
make Swr2 a minimum ?
(xw ,

tl

).

Show

12. A test for maximum or minimum analogous to that of Ex. 27, p. 10, may
be given for a function /(x, y) of two variables, namely If a function is positive
all over a region and vanishes upon the contour of the region, it must have a max:

= 0. If a function is finite
within the region at the point for which f'
f'
x
v
over a region and becomes infinite over the contour of the region, it must have
a minimum within the region at the point for which f'
x =/J = 0. These tests are
= has only a single solution. Comment on the
subject to the proviso that/^
y
imum
all

test

and apply

it

to exercises above.

13. If a, &, c, r are the sides of a given triangle and the radius of the inscribed
the pyramid of altitude h constructed on the triangle as base will have its

circle,

maximum

surface

when

the surface

is

J (a

+ b + c)Vr2 +

A2

CHAPTER V
PARTIAL DIFFERENTIATION; IMPLICIT FUNCTIONS
56.

The simplest

case

F(x, y)

= 0.

The

total differential

dF = F^dx + F'v dy = dO =
.

,.

dy

indicate.

as the derivative of

y by

a?,

F'

F'x

dx

5F'

^ ~^

or of x

by

where

y,

?/

...

d)

is

defined as a function

and this method

relation F(s, y)
;
v/, by the
of obtaining a derivative of an Implicit function without solving explicitly for the function has probably been familiar long before the notion
of x 9 or x as a function of

of a partial derivative was obtained. The relation F(x, y)

is pictured
be
obtained
as a curve, and the f unction y
would
which
by solu</> (#),
tion, is considered as multiple valued or as restricted to some definite

If the results (1) are to

0.
portion or branch of the curve F(*r, ?/)
be applied to find the derivative at some point
0, it is necessary
y ) of the curve F(x, y)
(#

that at that point the denominator F'v or F'x should

not vanish.

These

may

and somewhat vague notions

pictorial

be stated precisely as a theorem susceptible

namely Let XQ be any real value of x

of proof,
such that

has a real solution T/O and 2, the

1, the equation F(xQ y)
function F(x, ?/) regarded as a function of two independent variables
in
(x, y) is continuous and has continuous first partial derivatives F^ F'
y
,

the neighborhood of
not vanish for (XQJ ?/
as

y=4* (x )

yo =r <(#
<'(#)

^e

(sr

and 3, the derivative F'y (x^

= may be
=
x
X and in

then F(x, y)

vicinity of

does

continuous in x, and that <(#) has a derivative

),
<f>(x)
and
solution is unique. This is the fundamental
the
Fx/Fy
that

is

theorem on implicit functions for the simple

By

?/

solved (theoretically)
such a manner that

the conditions on

F(x, y)

the

F^ F^

- F(x

Theorem

= F(x,

y)

case,

of the

= (KF'X +

and the proof

Mean

applicable.

.*+*

**;>* +

Hence
(2 )

yQ) and sufficiently

(x
F^ insures |F^|<3f and the continuity of Fy taken with

Furthermore, in any square |^|<5, |fc|<5 surrounding

small, the continuity of

is

follows.

117

DIFFERENTIAL CALCULUS

118

insures
the fact that F'
|Fy|>m. Consider the range of x as further
v (x^ y ) ^
x < m$/M if
< M. Now consider the value,
restricted to values such that \x

of F(x, y) for
and for y
y

but

|(x

any x

in the permissible interval

= + 8 or y = y 5. As |fc.Fy|> wS
x )l^|<m5, it follows from (2) that
+ 5) has the sign of $FV and F(x, y
5)

F(x, i/o
has the sign of

dFy

not change, F(x, y

and as the sign

5) and F(x, y

of

F'y does
5)

have

opposite signs. Hence by Ex. 10, p. 45, there is

5 and
one and only one value of y between y
y + 5 such that .F(x, y) = 0. Thus for each x in
the interval there is one and only one y such
has a
that F(x, y) = 0. The equation F(x, y) =

*>-

unique solution near (x 2/ ). Let y = 0(x) denote the solution. The solution is
continuous at x = x because y
y < 5. If (x, y) are restricted to values y = ^> (x)
such that jP(x, y) = 0, equation (2) gives at once
,

-x
As

Ax

dx

J^, Fy are continuous and

derivative ^(^o) exists arid

any point x in the interval.

that the expression for 0'(x)

The
by

is

-F^

0,

the fraction fc/A approaches a limit and the

given by

(1).

The theorem
is

The same reasoning would apply

to

completely proved. It may be added

such as to show that <f>'(x) itself is continuous.
is

values of higher derivatives of implicit functions are obtainable

successive total differentiation as

It is noteworthy that these successive equations may be solved for

the derivative of highest order by dividing by y which has been assumed
not to vanish. 'The question of whether the function y
(x) defined
etc.

<

has derivatives of order higher than the first

implicitly by F(x, y) =
be
seen
these
equations to depend on whether F(x, y) has
may
by
higher partial derivatives which are continuous in (x, y).
57. To find the maxima and minim,a of y =
(x), that is, to find the
=
to
where
the
is
points
tangent
F(x, y)
parallel to the x-axis, observe
<

that at such points y

= 0.

Equations (3) give

Hence always under the assumption that F'y

^ 0,

F=

there are

maxima

at

the intersections of
and F'x == if F^ and F'y have the same sign,
and minima at the intersections for which F^ and y have opposite signs;
the case F^
still remains undecided.

PARTIAL DIFFERENTIATION; IMPLICIT

For example
iple
3(x

if

F(x, y)

find the

the derivatives are

- ay) + 3(y2 - ax) if = 0,

+

6 yy'*

To

= x8 + yy*8 - 3 axy = 0,

maxima
F?x

or

3 (y 2

minima

= =x 2

x2

dy
dx

ax) y"

119

dx|2

0,

ay
ax

y'*

=
2

ox)

(y

of y as a function of x, solve

F = = x3 +

ay,

- 3ozy,

F^

^ 0.

F-

Fx = and
are (0, 0) and (^2 a, J^ia) of which the
must be discarded because Fy'(0, 0) = 0. At (\/2 a, \/4a) the derivatives
= is the
Fy and F.^. are positive and the point is a maximum. The curve F
The

real solutions of

first

folium of Descartes.

The

x and y may be interchanged if F'x

and
=
for
x
solved
the
functions
may be
^(//),

role of the variables

the equation

F(x

=
y)

<

and ^ being

inverse. In this way the vortical tangents to the curve

at which both F'x
be
discussed. For the points of F
may
and Fy = 0, the equation cannot be solved in the sense here defined.

F=

Such points are called singular points of the curve. The questions of
the singular points of
and of maxima, minima, or minimax ( 55)
of the surface
related. For if F'
are
0, the surface
F(x, y)

F=

=F =
= F = is
=
has a tangent plane parallel to #
0, and if the condition 2
also satisfied, the surface is tangent to the ccy-plane. Now if 2 = F(x, y)
has a maximum or minimum at its point of tangency with # = 0, the

i;

surface lies entirely on one side of the plane and the point of tangency
is an isolated point of F(x, y)
whereas if the surface has a miniand the point of tangency is not
max it cuts through the plane z

an isolated point of F(x, y) = 0. The shape of the curve F = in the

neighborhood of a singular point is discussed by developing F(x, y)
about that point by Taylor's Formula.
For example, consider the curve F(x,
the surface z

F'x

F(x, y).

= 3x2 -

2xy2

The common

- x = 0,

F;

x
y
y)
real solutions of

= 3y2 -

2xfy

are the singular points. The real solutions of

(J, J) and of these the first two satisfy JP(x, y)

x 2 ^2

- y = 0,
= 0,

JF

\ (x

F(x, y)

Fy

+ y2 ) =

are

and

(0, 0),

(1, 1),

but the last does not. The

and (1,1). The test (34) of 55

and hence an isolated point of
a minimax. To discuss the curve

singular points of the curve are therefore (0, 0)

shows that (0, 0) is a maximum for z
F(x, y)

F(x, y)
.F(x, y)

= 0. The test also shows that (1, 1) is

= near (1, 1) apply Taylor's Formula,

F(x, y)

= i(3A2 - Shk + 3fc2) + (6fc8 - 12fc2

= J (3 cos2
8 sin cos + 8 sin2 0)
2 cos2 ^ sin0
+ r (cos8

fc

12

6fc)

remainder

</>

2 cos0 sin2

sin8 0)

DIFFERENTIAL CALCULUS

120

2
polar coordinates h = r cos 0, k = r sin <f> be introduced at (1, 1) and r be canceled. Now for very small values of r, the equation can be satisfied only when
if

the

first

parenthesis

very small. Hence the solutions of

- 4 sin 2 = 0,

+ w,

and

is

only the

very

nruall

</

2sin2<)

= 24 17 J', 65 42J',
to F(x, y) = 0. The equation F =

or

are the directions of the tangents

= (1J
if

sin 2

r(cos#

sin0)(l

-f

Ijsin20)

two terms are kept, and

first

values of

r,

that

is,

for

<f>

is

this will serve to sketch F(x, y)

very near to the tangent directions.

for

58. It is important to obtain conditions for the maximum or minimum

of a function z
f(x, y) where the variables x, y are connected by a
so that z really becomes a function of x alone or y
relation F(x, y)

=
=

alone.

For

it is

not always possible, and frequently it is inconvenient,

for either variable and thus eliminate that variable

=
y)

to solve F(x,
from z =/(#, y) by substitution. When the variables x, y in z
f(x, y)
are thus connected, the minimum or maximum is called a constrained

maximum ; when there is no equation F(x, ?/) = between

minimum or maximum is called free if any designation is

minimum

or

them the

The conditions are obtained by differentiating z

and F(x, ?/) = totally with respect to x. Thus
needed.*

dx

'

dy dx

Cx

dfdF dfdF = A
/
% -^dy dx

and

0,

fee

dx

8x

= f(x,

?/)

dy dx

d?z
A
2
Tl^O,
dx

F=0,

^ '
(5)

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 conditions desired. Note that all singular points of F(x -y) =
satisfy the
first condition identically, but that the process by means of which it
was obtained excludes such points, and that the rule cannot be expected
9

to apply to them.

Another method of treating the problem of constrained maxima and

is to introduce a multiplier and form the function

minima

Now

= $>(x,

if this

y)

=/(#,

function z

is

y)

+ \F(x,

to have a free

^ =f + XF^ =
x

o,

y\

X a

maximum

*;

=/;

multiplier.

or

(6)

minimum, then

+ \F; = o.

(7)

These two equations taken with F =

constitute a set of three from
which the three values #, y, A may be obtained by solution. Note thai
:

free

The adjective " relative "

;

sometimes used for constrained, and " absolute " foi

best kept for the greatest of the maxima or least o1
"
relative
for the other maxima and minima.

but the term " absolute "

"
and

the minima,

the term

is

is

PARTIAL DIFFERENTIATION; IMPLICIT

121

cannot be obtained from (7) if both F'x and F'y vanish and hence this
method also rejects the singular points. That this method really deter-

A.

mines the constrained maxima and minima of f(x, y) subject to the

= is seen from the fact that if X be eliminated from

constraint F(x, y)
(7) the condition /^F;

-f F^ =

of (5)

The new method

obtained.

is

therefore identical with the former, and its introduction is more a

matter of convenience than necessity. It is possible to show directly
is

new method

gives the constrained maxima and minima. For

the conditions (7) are those of a free extreme for the function <I> (x, y)
which depends on two independent variables (x } y). Now if the equa-

that the

tions (7) be solved for (x, ?/), it appears that the position of the maximum
or minimum will be expressed in terms of X as a parameter and that

consequently the point (x'(X), 2/(A)) cannot in general lie on the curve
0; but if X be so determined that the? point shall lie on this
F(x, y)

curve, the function <$>(.r, y) has a free extreme at a point for which
and hence in particular must have a constrained extreme for the
0. In speaking of
particular values for which F(x, -y)
(7) as the con-

F=

which should be imposed on

ditions for an extreme, the conditions

the second derivative have been disregarded.

For example, suppose the maximum radius vector from the

The problem is to render /(x, y)
3 axy = 0. Hence
x + ys
subject to the condition F(x, y)
of Descartes were desired.

origin to the folium

x2

y2

maximum

:i

2x +

3 X (x2

2x- 3(y-

or

ay)

ax)

2y

0,

- 2y

3(x

3 X (y 2

at/)

ax)

0,

x3

0,

~ 3 axy =
+ y3 - 3 axy =
x3

y*

are the conditions in the two cases.

These equations may be solved for (0, 0),

(IJa, \\ a), and some imaginary values. The value (0, 0) is singular and X cannot
be determined, but the point is evidently a minimum of x 2 + y 2 by inspection. The
point (1J

mum

of

a, 1| a) gives

x2

is

also seen

1J a. That the point

by inspection. There

is
is

a (relative constrained) maxino need to examine d2/. In

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
cubic F(x, y) =
would be unavailable and the methods of constrained maxima
would be required.
;

EXERCISES
1.

By

2
(a) ax
2

(8) (x
2.

and division obtain dy/dx hi these

method by which it was derived.

total differentiation

substitute in (1), but use the

+ 2 bxy + cy2 1 = 0,
+ y2 2 = a2 (x2 - y 2
)

),

(p)

x4

(Y)

& + & = 2 xy,

4
2/

4 a 2xy,

(7)

(cos x)/'

2
2
(f ) x- y~

cases.

Do

not

x =
(sin y)
= tan-i xy.

0,

Obtain the second derivative d 2 y/(Zx2 in Ex. 1 (a), (j8), (c), (f) by differendy/dx obtained above. Compare with use of (3).

tiating the value of

DIFFEEENTIAL CALCULUS

122
Prove

3.

ifii
F^F"
**
1*
=-

2 F'F'F"

*******
F'

dx*

4+

F'*F"
*****.

Find the radius of curvature of these curves

4.

+ y^ = ai # =
x2 + # 2 y* s= a2 62

(a) xf

(7)

&2

() xi

3 (oxy) J,

xy

(5)

x3

= ai,

y^

- x),
(a

= 2 V(x +

12

(ax)

(e)

Find

6.

Extend equations

7.

Find tangents

2
parallel to the x-axis for (x

+ y 2 2 = 2 a2 (x2

8.

Find tangents

2
parallel to the y-axis for (x

y", y'" in case

(3) to

3 oxy

+ (6y)f =

/,

1.

= 0.

5.

y',

y)

obtain y'" and reduce by Ex.

3.

4-

ax)

2
).

= a2 (x 2 + y2 ).

9. If 62 < ac in ax2 + 2bxy + cy2 +/x + gy + h = 0, circumscribe about the

curve a rectangle parallel to the axes. Check algebraically.

10. Sketch x8

= x2 y 2 +

\ (x

+ y2

near the singular point

11. Find the singular points and discuss the curves near
3
(a) x

4
(7) x -h

y4

= 3 oxy,
= 2 (x -

2
(/3)

(x

(5)

y)

them

(1, 1).

+ y = 2 a2 (x 2 - y 2 ),
+ 2 xy2 = x2 + y 4
2 2
)

12. Make these functions maxima or minima subject to the given conditions.
Discuss the work both with and without a multiplier
:

(a)

ucosx

a tan x

-f o

tan y

= c.

Ans.

vcosy

sinx

= u-

smy

2
Find axes of conic.
cy =/.
(7) Find the shortest distance from a point to a line (in a plane).
2
(f) x

2/

ox 2

13. Write the second

with

(3)

and Ex.

6.

Try

2 6xy

and third total differentials of F(x,

method of calculating in Ex. 2.

y)

and compare

this

does and should give the tangent line to

14. Show that F^dx + Fydy =
x and dy = rj
y, where f, t\ are the
F(x, y) = at the points (x, y) if dx = f
coordinates of points other than (x, y) on the tangent line. Why is the equation
inapplicable at singular points of the curve ?

cases of implicit functions. The problem of

may be generalized in two ways. In the first place
a greater number of variables may occur in the function, as
59.

More general

implicit functions

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 to
determine the partial derivatives of the chosen dependent variables

PARTIAL DIFFERENTIATION IMPLICIT

123

with respect to the independent variables. In both cases the formal

differentiation and attempted formal solution of the equations for the
derivatives will indicate the results and the theorem under which the
solution

is

proper.

Consider the case F(x,

dF(x,

y, z)

y, z)

and form the

F'x dx

differential.

+ F' dz = 0.

F'y dy

(8)

dependent variable, the partial derivative of z by x

found by setting dy == so that y is constant. Thus
If z

is

to be the

8z

2Sx
are obtained

F'x
/dz\
(T" ) = -777
F
z
\dx)y

spectively.

the point considered.

when real values (#

from F(z, XQ

?/

F;
(dz\
~5
(=-F
\dy)
x

after setting

dy

to be legitimate, F^

^
(9)'

and dx =
remust not vanish at

The immediate suggestion is the theorem: If,

are chosen and a real value ZQ is obtained
?/ )

is

dy

by ordinary division

If this division

8z

and

is

by

solution, the function

F(x

regarded as
continuous at

y, z)

a function of three independent variables (x, y, z) is

and near (XQ y ZQ) and has continuous first partial derivatives and
Fz (xQ y Q) 0, then F(x, y, z) = may be solved uniquely for
,

<
(x, y) and < (x, y) will be continuous and have partial derivatives
for
values of (x, y) sufficiently near to (x , y ).
(9)

The theorem
F(x, y,

z)

is

again proved by the

F(x

2/0,

*(*i

Law

of the

Mean, and in a similar manner.

y, z )

^ ^ s possible to take 8 so
JP^, Fy, F^ are continuous and J^(JP O , 2/ ?
o) ^ ^>
small that, when \h\ < 5, |fc|<$, |/|<5, the derivative [JP^^m and
\Fx \<p, \Fy\<p.
shall determine the sign of the
Now it is desired so to restrict A, k that
As

$^

parenthesis.

Let

\y-yQ \<$m8/n,

\x-x \<lmd/n,
and the

signs of the parenthesis for

(x, y,

^)

then
an(^ (x >

\hF^
2/i

^o

+ kF^\<md
^)

w^

^ e opposite

|Fj|>m. Hence if (x, y) be held fixed, there is one and only one value of z
for which the parenthesis vanishes between z 4- d and z
5. Thus 2 is defined as a
Jk = y
as
y
single valued function of (x, y) for sufficiently small values of h = a;
since

A1
Also

^(
F'z (xQ

Oh, y

+ M,

0Q

<(.

and h respectively are assigned the values 0. The limits exist when h = or
But in the first case I = As = A^ is the increment of z when x alone varies,
and in the second case I = Az =Ay2. The limits are therefore the desired partial
derivatives of z by x and y. The proof for any number of variables would be

when

A;

= 0.

similar.

DIFFEEENTIAL CALCULUS

124

If none of the derivatives F'rJ F'VJ F'z vanish, the equation F(x, y, z)
may be solved for any one of the variables, and formulas like (9) will
express the partial derivatives. It then appears that

F'z F'x

like

ill

manner. The

of

2 because

G (x,

= 0.
z)

equation is in this case identical with (4)

the relation F(;r, //, z)
constant
reduces to
y
is
of
second equation
new. By virtue
(10) and simi-

if

first

is

The

lar relations, the derivatives in (11)

As

be inverted and transformed

may

assumed in thermodynamics
and
that the pressure, volume,
temperature of a given simple substance
are connected by an equation F(2?, v, 7") = 0, called the characteristic
equation of the substance, a relation between different thermodynainic
to the right side of the equation.

it is

magnitudes is furnished by (11).

60. In the next place suppose there are two equations
F(x,

y,

?,,

v)

= 0,

G (x,

y, u, v)

(12)

between four variables. Let each equation be differentiated.

= Fjflx + Fyrfy + F'u du + F^dv,

dG = Q = G'xdx + Oydy + G'u <1u + G'd.
dF =

(13)

be desired to consider ?/, v as the dependent variables and x, y as

independent, it would be natural to solve these equations for the differIf

it

entials

du and dv

The

The

desired theorem
to

(o5

dx and dy

FftS dx
r^r,

differential

nominator.

(KG*

du

in terms of

for example,

- &*(")
+ WK
^
77?,

<l>/

dv would have a different numerator but the same desolution requires F'u G'v
F'v G'u
0. This suggests the
=

If (^

y ) and if Fffi

the equations F
and the solution

?>

= 0, G =
) are solutions of F

corresponding
(B O ?/ w , ^ ),

F^ does not vanish for the values

= 0, G =

may

be solved for u

unique and valid for

<^(ic,

y),

= \//(x,

y)

near (# y )
it being assumed that F and G
as
functions
in
four
variables
regarded
are continuous and have continuous first partial derivatives at and near
(a5

y UQ VQ)
,

is

(#,

;y)

suffic?iently

moreover, the total differentials du, dv are given by (13

and a similar equation.

PAKTIAL DIFFERENTIATION; IMPLICIT

125

The proof of this theorem may be deferred ( 64). Some observations

should be made. The equations (13) may be solved for any two variThe

ables in terms of the other two.

g?/,(.r,

8u (a?, v)

y)
^

partial derivatives

dx(u, v)
^

dx

8x(u, y)
^
'

8u

dx

du

'

u by x or of x by u will naturally depend on whether the solution

for u is in terms of (x, y) or of (x, v), and the solution for x is in
(u, v)
or (?/, y). Moreover, it must not be assumed that du/dx and
dx/du are
reciprocals no matter which meaning is attached to each. In obtaining
of

relations

between the derivatives analogous to

the derivatives in terms of the derivatives of

the equations (12)

Thus

if

may
u = (x,
v = \l/(x,

Then

dx

d
t>

y),

= *---*

_
~~

'

may

*V

</>*
c)w

dx

<f>'
y

dy,

=
_
~

a>

*>; *>

'

e c'

dv dx

SS + SH =

TT
Hence

as

= ^dx +
dv =

du

y),

#>; -

be found or

be considered as solved.

first

<t>

(10), (11), the values of

F and G may

'

be seen by direct substitution. Here w, v are expressed in terms of x, y for

u^ v^.', and x, y are considered as expressed in terms of M, u for the

the derivatives

derivatives x^, x^.

61.

The questions

of free or constrained

maxima and minima,

at

any

rate in so far as the determination of the conditions of the first order

may now

is

is given and the maxbe treated. If F(x y, z)

concerned,
ima and minima of z as a function of (x, y) are wanted,

F* 0*,

y, *)

= 0,

'y

(*, y, *)

= 0,

F(x,

y, *)

are three equations which may be solved for x, y, z. If for

solutions the derivative F'z does not vanish, the surface z

at that point a tangent plane parallel to z

minimum,

or minimax.

and there

To distinguish between

investigation must be made

if

is

(16)

any of these
<f>

(x, y)

has

a maximum,

the possibilities further

the details of such an investi-

necessary
gation will not be outlined for the reason that special methods are
usually available. The conditions for an extreme of u as a function of
(x, y)

defined implicitly by the equations (13') are seen to be

W-F;G=O,

F;G;

- F;G; = o, F=O, c = o.

The four equations may be solved

for x, y, u, v or merely for x, y.

(17)

DIFFERENTIAL CALCULUS

126

Suppose that the maxima, minima, and minimax of u =/(#, y, 2) sub= or two equations F(x, y, z) = 0,
ject either to one equation F(x, y, z)
G (x, y, z) = of constraint are desired. Note that if only one equation
of constraint is imposed, the function u = f(x, y, z) becomes a function
of two variables whereas if two equations are imposed, the function u
;

and the question of a minimax does

The method of multipliers is again employed. Consider

really contains only one variable

not

arise.

as the case

may

be.

The conditions
*;

= o,

These three equations

may

*==/+ \F + f*G

or

*(x,y,*)=/+AF

*;

for a free extreme of

or

&

or of

are

= o.

(19)

be solved for the coordinates x,

will then be expressed as functions of

case.

*;

o,

(18)

A.

and

ft

?/,

which

according to the

F=

If then X or X and p, be determined so that (x, y, z) satisfy

and G
0, the constrained extremes of u =f(x, y, '%) will be

F=

found except for the examination of the conditions of higher order.

a problem in constrained maxima and minima let the axes of the section of
ellipsoid by a plane through the origin be determined. Form the function

As
an

b2

c2

my +

nz)

2
2
2
by adding to x + y + z which is to be made" extreme, the equations of the ellipsoid
and plane, which are the equations of constraint. Then apply (19). Hence
,

taken with the equations of ellipsoid and plane will determine

y, 2, X, p. If the
equations are multiplied by x, y, z and reduced by the equations of plane and
2
2
2
r2 =
ellipsoid, the solution for X is X =
(x + y + z ). The three equations
,

then become
Z

/me

...

>

Wlth

72/72

^T^ + ^r^ + ^^ =

Hence

The two

roots for r are the

cuts the ellipsoid.

Now when
(21),

The

determines^.

major and minor axes of the

ellipse in

(20)

which the plane

substitution of x, y, z above in the ellipsoid determines

(20) is solved for any particular root r and the value of /* is found by
the actual coordinates x, y, z of the extremities of the axes may be found.

PAETIAL DIFFERENTIATION; IMPLICIT

127

EXERCISES
1. Obtain the partial derivatives of z by x and y directly
substitution in (9). Where does the solution fail ?
.2

7/2

^2

a2

62

c2

from

2.

y2

4-

~~

= a2x2 -f

z2 ) 2

Show

the volume

that the product

is

ap E^ of

c
T*
6. If

1 (or),

(/3), (5)

= c.

by repeated

of F(x, y,

2,

u)

differentiation.

= 0.

the coefficient of expansion by the modulus

with the temperature if

constant.

F(x,

xyz

(5)

52) is equal to the rate of rise of pressure

ES :E T = Cp Cv

5. Establish the proportion

7.

62 y 2 -f c 2 z 2 ,

and prove the theorem on the solution

of elasticity

'

xys

Find the second derivatives in Ex.

3. State
4.

and not by

1
~~

(7) (x

(8)

y, z, u)

dudxdydz
_- JL-show _-

= K0,

(see

.,

1,

dx dy dz du

62).

dx
du ~~

.,

1.

dx du

Write the equations of tangent plane and normal line to F(x, y, z)

and normal lines to Ex. 1 (0), (6) at x = 1, y = 1.

and

find the tangent planes

x,

8. Find, by using (13), the indicated derivatives on the

u, v are dependent and the other pair independent

y or

(a)
(ft)

+ v 5 + x5 Sy =
+ y + u + u = a,

w5
x

^+

Prove

10. Find

(Zw

x2

x
if x,

if

dx dv

i?

+ 3 + y* + 3x = 0,
+ y 2 + w2 + 2 = 6,
t?

-f

22

F(x,

= uw,

= 0, G (x,

xy

y, 2)

y, u, v)

(z, y, u, v)

0,

w2

w2

+ w2

X2/2:

define a curve,

= 0.

in case
u'
z

u^,

the tangent line to the curve at (x

x
xj, u'

i?

are independent variables.

and the derivatives u^

11. If F(x, y, z)

is

u3

0,

(7) Find dy in both cases

9.

assumption that either

).

= uuto.

show that

Write the normal plane.

12. Formulate the problem of implicit functions occurring in Ex. 11.

13.

Find the perpendicular distance from a point

to a plane.

14.

The sum

Determine

15.
given.
16.

of three positive

x, y, z so

numbers

is

-f

The sum of three positive numbers and the sum

Make the product a maximum or minimum.
The

surface (x2 +y 2 +22 ) 2 =ox 2 +&y 2 +c

Find the maximum

= N,

where

is

given.

maximum if p, g, r are given.

Ans. x:2/:3:Jy = p:#:r:(p + <2'-fr).

that the product xpy*zr shall be

or

minimum

2 is

of their squares are both

cut by the plane

radius of the section.

Ans.

te+my+n*=0.
^

"V

**/ r*

= 0.

DIFFERENTIAL CALCULUS

128

17. In case F(x, y, u, v)

dx

= 0, G (x,

Substitute in the

first

18. If /(x, y, z)

from the

du

dv

dv

two and obtain relations like

last

maximum

be

is to

consider the differentials

du

dy

y, w, v)

minimum

or

= 0,

y, z)

From what

fxdx + fy dy + fz dz =

9.

subject to the constraint

are indeter-

show that the conditions are that dx dy dz

minate when their solution is attempted from
F(x,

and Ex.

(15)

Fxdx + Fy dy + Fz dz = 0.

and

geometrical considerations should this be obvious ? Discuss in connecproblem of inscribing the maximum rectangular parallelepiped in

tion with the

the ellipsoid. These equations,

= f'y F'z - f'z F'y :fz F'x - f^F'z :fxF'y - fy F'x = 0:0:0,

dx:dy: dz

may sometimes

be used to advantage for such problems.

19. Given the curve F(x, y, z)

the highest or lowest points, or

Discuss the conditions for

0.

0, (2(x, y, z)

more generally the points where the tangent

is

z as a maximum or minimum sub0, by treating u

parallel to z
/(x, y, z)
ject to the two constraining equations
=0, G 0. Show that the condition

F'x G'y

F'y G'x which

is

thus obtained

Fxdx + Fy dy + Fz dz =

21.
is

2
2/

= z2 +

Show

1,

that Ffix

Gxdx + Gydy + G'z dz =

and

+ 2z =

Fjdy

0,

with dc

the tangent plane to the surface F(x, y, z)

22. Given F(x, y, w,

= 0,

r)

(r(x, y, w,

31? dv
a

ax

at?

ax

au ax

x,

1, te

dy

at (x, y, z).

+ my +
y,

rj

Apply

dz

n^;

= 0.

=f

to Ex. 1.

Obtain the equations

0.

aF

aF du

dF at?

ay

aw ay

av dy

ay

aw ay

aw ay

'

_
~"
ax

t?)

0.

~ + ^ + -, =

(ft)

+ Fz dz = 0,

in

20. Find the highest and lowest points of these curves

(a) x*

equivalent to setting dz

is

'

_
~~

'

'

and explain their significance as a sort of partial-total differentiation of F =

and G = 0. Find u'x from them and compare with (13 X ). Write similar equations
where x, y are considered as functions of (it, v). Hence prove, and compare with
(15) and Ex. 9,
du ay
av ay
-----=1,
.,

ay du

dy dv

aw ax ---av ax
--=
1

dy du

u.

dy dv

23. Show that the differentiation with respect to x and y of the four equations
under Ex. 22 leads to eight equations from which the eight derivatives

dx*

may

be obtained.

dxdy

dydx

dy*

dx*

Show thus that formally uxy = uyx

PARTIAL DIFFERENTIATION; IMPLICIT

62. Functional determinants or Jacobians.

"

Let two functions

= lK*,y)

*(s,y)

129

(22)

of two independent variables be given. The continuity of the functions

and of their first derivatives is assumed throughout this discussion

and
F(u,

mentioned again. Suppose that there were a relation

= between the functions. Then
\l/)

will not be

=
v)

or F(<,
i

= 0,

F'u $'x

+ Ftyx = 0,

F^y +

Ffyy

= 0.

The last two equations arise on differentiating the first with

x and y. The elimination of F'u and F'v from these gives
/./
Q/
\
/
\
9*

The determinant

^ _ ^W

7;

(23)

respect to

_ r/^^A _ A

/24\

merely another way of writing the first expression

the customary short way of writing the determinant
and denotes that the elements of the determinant are the first derivathe next form

tives of

is

is

u and v with respect

to

x and

y.

This determinant

called the

is

with
functional determinant or Jacobian of the functions u, v or <,
to
is
J.
It
and
denoted
is
the
variables
seen
that If
x, y
respect
by
there is a functional relation Fty, {//)
between two functions, the
\j/

Jacobian of the functions vanishes identically, that

values of the variables (x, ?/) under consideration.

is,

vanishes for

all

Conversely, if the Jacobian vanishes identically over a two-dimensional

region for (x, y), the functions are connected by a functional relation.
For, the functions u, v may be assumed not to reduce to mere constants

and hence there may be assumed

to be points for which at least one of

does not vanish. Let
the partial derivatives ^, ^, ^,
be the
derivative which does not vanish at some particular point of the region.
Then u
<(x, y) may be solved as x
\(u, y) in the vicinity of that

point and the result

by (11) and
dv/dy = 0.

0,

and

may

be substituted in

substitution.

Thus 8v/8y

v.

= J/<f>'x

and

if

*7

= 0,

then

This relation holds at least throughout the region for which

for points in this region dvjdy vanishes identically. Hence

v does not depend on y but becomes a function of u alone.

tablishes the feet that v and u are functionally connected,

This

es-

DIFFERENTIAL CALCULUS

130

These considerations

<l>(x,

?/,

may

2),

Let

be extended to other cases.

\l/(x,

If there is a functional relation F(n, v,

; X;
'

=
=

w=

#),

w) =

x(x

>

y> %)

0, differentiate

(25)

it.

(26)

o,
o,

The result is obtained by eliminating F^, F, F'w from the three equations.
The assumption is made, here as above, that F^, F^ F'w do not all vanish

J=

On the
0.
for if they did, the three equations would not imply
did not contain n, v, w,
other hand their vanishing would imply that

as

it

versely

must
it

if

may

really a relation between them. And now conbe shown that if J vanishes identically, there is a func-

there

is

v, w. Hence again the necessary and sufficient

the
three
conditions that
functions (25) be functionally connected is that
their Jacobian vanish.

tional relation between u,

The proof

of the converse part is about as before. It may be assumed that at

one of the derivatives of u, v, w or 0, ^, x D J x, y, z does not vanish. Let
= w (u, y, z)
be that derivative. Then u
(x, y, z) may be solved as x
0^ &
and the result may be substituted in v and w as
least

<f>

Next the Jacobian

dv

of v

and

relative to

y and z

may

be written as

dw

dv

dw

dz

~dz

dz

+*

+',/+'*

X*
*:

- t'zK.

J
Xz

<t>'z

As J

vanishes identically, the Jacobian of v and w expressed as functions of y, z,

Hence by the case previously discussed there is a functional relation F(v, w) =
independent of y, z and as v, w now contain u, this relation may
also vanishes.

be considered as a functional relation between

w, v,

w.

63. If in (22) the variables u, v be assigned constant values, the

equations define two curves, and if u, v be assigned a series of such
values, the equations (22) define a network of curves in some part of the

PAETIAL DIFFEEENTIATION; IMPLICIT

If there

sey-plane.

a functional relation u

is

= F(v),

131

that

is,

the

if

Jacobian vanishes identically, a constant value of v implies a constant

value of u and hence the locus for which v is constant is also a locus
for

which u

constant

is

the set of v-curves coincides with the set of

^-curves and no true network

is

formed.

This

case is uninteresting. Let it be assumed that

the Jacobian does not vanish identically and

even that

does not vanish for any point (x, y)

of a certain region of the sry-plane. The indiit

60 are that the equations (22) may

#, y in terms of u, v at any
O
of
the region and that there is a pair of
point
the curves through each point. It is then proper to consider
cations of

then be solved for

To any point

the coordinates of the points in the region.

spond not only the rectangular coordinates

(x, y)

(u, v) as

there corre-

but also the curvi-

linear coordinates (u, v).

The equations connecting the rectangular and

may
u

curvilinear coordinates

be taken in either of the two forms

* 0*,

y),

<A (

>

'!/)

or

= f('h

")>

= ff(u

>

v )>

22 ')

The Jacobians

each of which are the solutions of the other.

(27)

(x+dv x y+dv v)
t

are reciprocal each to each and this relation may be regarded as the analogy of

(u, v-f dv)

(x+dx^y+dy)
(u+du,v+dv)

v+dv

2 for the case of

the relation (4) of
the function y
and the solution
<f> (x)
in the case of a single
x =/(y)
<j>~*(y)

variable.

""
E-

The

W
\du)

"*"

v)

differential of arc is
ds*

u+du(u+du,

= dx + dif == Edu* + 2 Fdudv + Gdv*,

2

- ^ ?* +

/&Y
'

(28)

du

\du)

8v

The differential of area included between two neighboring ^-curves and

two neighboring ^-curves may be written in the form

dA

dudv

= dudv
x,

These statements

will

now be proved

in detail.

(29)

DIFFERENTIAL CALCULUS

132
To prove

(27) write out the

Jacobians at length and reduce the result.

w,

1,

where the rule for multiplying determinants has been applied and the reduction
has been made by (16), Ex. 9 above, and similar formulas. If the rule for multiplying determinants is unfamiliar, the Jacobians may be written and multiplied
without that notation and the reduction may be made by the same formulas as
before.

To establish the formula for the differential of arc it is only necessary to write
the total differentials of dx and dy, to square and add, and then collect. To obtain
the differential area between four adjacent curves consider the triangle determined
by

(u, v), (u

du, v), (u, v + dv), which is half that area, and double the result.
of the area of a triangle is the best to use.

The determinantal form

dudv.

The

subscripts on the differentials indicate which variable changes thus dux, duy
are the coordinates of (u + du, v) relative to (u, v). This method is easily extended
;

to determine the analogous quantities in three dimensions or more. It may be

noticed that the triangle does not look as if it were half the area (except for infin-

itesimals of higher order) in the figure

It should be

but see Ex. 12 below.

remarked that as the differential of area dA is usually

when da and dv are positive, it is usually better to

considered positive

replace J in (29) by its absolute value. Instead of regarding (11, v) as

curvilinear coordinates in the cny-plane, it is possible to plot them in
their own wtvplaiie and thus to establish by (22') a transformation of

the 2^-plaiie over onto the w^-plane.

becomes a small area in the i/v-plane.

/<

small area in the #y-plane then

J
0, the transformation is

If

>

is called perverted. The

of
the
distinction
can
be made clear only when the quessignificance
tion of the signs of areas has been treated. The transformation is called

called direct

but

if

0, the transformation

when elements of arc in the neighborhood of a point in the

are
ay-plane
proportional to the elements of arc in the neighborhood of
the corresponding point in the wv-plane, that is, when
conformal

ds*

= dx* + dif = k (du* + dv ) = Mo2

2
.

(30)

PARTIAL DIFFERENTIATION; IMPLICIT

For in

133

any little triangle will be transformed into a little triit, and hence angles will be unchanged by the transformation. That the transformation be conformal requires that F =
and
E = G. It is not necessary that E = G = k be constants the ratio of
this case

angle similar to

be different for different points.

64. There remains outstanding the proof that equations

similitude

may

may be

solved

in the neighborhood of a point at which the Jacobian does not vanish.

The fact was indicated in 60 and used in 63.

THEOREM. Let p equations

Fxv x

xn+p )

.,

in

+p

variables be given, say,

F^

0,

= 0,

.,

Fp =

0.

(31)

xpo when a particular set

e other n variables are given. Let the functions
^(P+I)O '"9 a! (+j)o ^
and their first derivatives be continuous in all the n + p variables in the
neighborhood of (x* lo x^
^( W+ ^) ). Let the Jacobian of the functions
x
with respect to x l9 x#
p9
Let the p functions be soluble for # lo x^
,

0,

fail to

vanish for the particular set mentioned.

(32)

Then the p equations

xp9 and the solutions will be

p
may
and
with
continuous first partial
differentiate
continuous, unique,
xn + p suflBiciently near to the
derivatives for all values of xp +1
values z (p + 1)o --, aw,
THEOREM. The necessary and sufficient condition that a functional
relation exist between p functions of p variables is that the Jacobian
of the functions with respect to the variables shall vanish identically,
be solved for the

variables

x v #2

is,

that

for all values of the variables.

The proofs of these theorems will naturally be given by mathematical induction.

Each of the theorems has been proved in the simplest cases and it remains only to
1. Expand
show that the theorems are true for p functions in case they are for p
the determinant /.

jr=

+ J-1 |?i + ... + Jp ^l

gi
CX2
OXp
OKj

Jlf ...,J^ minor*

first

fail to vanish.

Jp must
theorem J ^ and hence at least one of the minors Jj,
Fp with respect
Let that one be J which is the Jacobian of F2
By the assumption that the theorem holds for the case p 1, these
a&p.
xp in terms of the n -f 1 variables 19
equations may be solved for x2

For the
to x a ,

l<t

DIFFERENTIAL CALCULUS

134
xp +1,

Xn+p, and the results

F =

dFl-

dF.
1
= dF.1 --

ax t

For the derivatives of x2

Fr

substituted in

_|_

_|

dF.
--

It

remains to show that

Sx 2 dx l

A
o.

/0ft/v
)
'

(32

Xp with respect to x l are obtained from the equations

T/r
_ j/j
^

1 fap
p
dxp dx l

dx 2 ax x

= ^2 + ^2^4.... +
resulting from the

0x 2*

-|

dx l

dx l

may be

Now

soluble for x r

is

^^,

"+
= ?^ + ?3p^S + ...

...,'

'

?3f5fe

'

dXp dx l

dx l

F2 = 0,

dx2 dx l

dxp ft^

Fp =

with respect to x r The

derivative dXi/dx 1 is therefore merely Ji/J^ and hence dFl /dx l = J/^ and does
not vanish. The equation therefore may be solved for x t in terms of Xp + i,
,
x + p , and this result may be substituted in the solutions above found f or x 2
xp
Hence the equations have been solved f or xl x2
xp in terms of xp +1
xn +p
differentiation of

and the theorem is proved.

For the second theorem the procedure is analogous to that previously followed.
between the p "functions
If there is a relation F(u 1
Up) =
^

ui

= *i(i

'

'

P)>

-i

differentiation with respect to x t ,

UP

= *P(*II

up

'

1?

eliminated and J[

may be

^)

xp gives p equations from which the deriva'

F by u 1?

tives of

'

Xp/

\x t

becomes the con-

dition desired. If conversely this Jacobian vanishes identically and it be assumed

that one of the derivatives of Ui by x/, say du^/Sx^ does not vanish, then the solution

be effected and the result may be substituted in %2

xp will then turn out
w^ with respect to x 2
to be J ~ du l /dx l and will vanish because J vanishes. Now, however, only p
1
1 functions it must
functions are involved, and hence if the theorem is true for p

w(ut x2

xl

up

Xp)

The Jacobian

may

of M 2

be true for p functions.

EXERCISES

= ox + 6y-fc and v = afx + Vy + c are functionally dependent, the

and = are parallel and conversely.
lines u =
Prove
x -f y + z, xy + yz + zx, x'2 -f y 2 + z 2 functionally dependent.
2.
v - a x + Vy + c'z + d', w = a"x -f 6'V + c"z + d
3. If u = ax -f 6y + cz +
are functionally dependent, the planes w = 0, v = 0, io =
are parallel to a line.
x

1. If

t?

x/

cZ,

4.

In what senses are

and

^ of

(24')

and

and

dx l
dx l
dy
derivatives ? Are not the two sets completely analogous ?
5.

Given

tute in

6. If

(26),

= 0,

0.

suppose

and prove du/dx

= u (x,

]/),

= v(x,

=J

y),

Solve u

=^

and

of (32') partial or total

w=x

for # and

z,

substi-

-=-

and x

= x(f,

17),

= y (f,

17),

prove
(27')

any number

of variables.

How may

state the extension to

any number

of variables.

State the extension to

(27) ?

Again

(27')

be used to prove

PAETIAL DIFFEBENTIATION; IMPLICIT

7.

dV = j(

Prove

X y Z
'

'

= dudvdw + j(^L^\

dudvdw

w/

\u, v,

volume in space with curvilinear coordinates

w=

u, v,

Prove that 2 u

10. Prove that x

= x2

-+&

2
,

= xy is a conf ormai

>

wa

u2

is

is

au

Show

(u, v), (u

bv

is it

conformal,
12.

CMJ,

2/

orthogonal

= tt/w +

b'v

See Ex. 10

Would

du, v), (u, v

the condition

14. Express E, F,

= 0(.s,

),

surface (from which

x, y, 2),

transformation.

If the transformation
2

c'w,

a"u

6"w

c"w

100.

(f), p.

that the areas of the triangles whose vertices are

were perpendicular to the

15. If x

not be used as curvi-

a conformal transformation.

and

dv)

(w

du, v

F=

in (28)
const. ?

set v

du, v), (u, v

+ dv)

63.

that the set of curves

in (28) in terms of the derivatives of w, v

by

const.

x, y.

y = ^(s,
8,

mean

(u

cto),

are infinitesimals of the same order, as suggested in

13.

= xy

v-

11. Define conformal transformation in space.

x=

the element of

\x, y, z)
consts.

x 2 + y2 , v
8. In what parts of the plane can u
linear coordinates ? Express ds 2 for these coordinates.
9.

is

135

are tno parametric equations of a

x(
Z), 2
could be eliminated to obtain the equation between

show
and

find

65. Envelopes of curves and surfaces. Let the equation F(x, y, a)

be considered as representing a family of curves where the different

curves of the family are obtained by assigning different values to the

parameter a. Such families are illustrated by
(a?

which are

of +

y*

=1

and

ax

circles of unit radius centered

cut off the area ^

a2 from the

first

+ y/a = 1,

on the

quadrant.

remain always tangent to the two lines y

cc-axis

As a
1

(33)

and

lines

which

changes, the circles

and

the point of tangency traces those lines. Again, as

a changes, the lines (33) remain tangent to the hyperbola xy
A, owing to the property of the hyperbola

that a tangent forms a triangle of constant area with

1 are called the
the asymptotes^ The lines y

envelope of the system of circles and the hyperbola

k the envelope of the set of lines. In general, if there is a curve
xy
are tangent and if the
to which the curves of a family F(x, y, a)

point of tangency describes that curve as a varies, the curve

is called

DIFFERENTIAL CALCULUS

136

the envelope (or part of the envelope if there are several such curves)
0. Thus any curve may be regarded as the
of the family F(x, y, a)

envelope of its tangents or as the envelope of its circles of curvature.

To find the equations of the envelope note that by definition the
are tangent to the envelope
enveloping curves of the family F(x, y, a)

and that the point of tangency moves along the envelope as a

The equation of the envelope may therefore be written
*

= *(*),

= ^()

with

F(<fc^,tf)

varies.

= 0,

(34)

equations express the dependence of the points on the

the
parameter a and the last equation states that each
envelope upon
0.
point of the envelope lies also on some curve of the family F(x, y, a)

where the

first

Differentiate (34) with respect to a.

Ftf(a)

Now

Then

+ Ftf(a) + F'a = 0.

(35)

F=

the point of contact of the envelope with the curve

ordinary point of that curve, the tangent to the curve is
if

F&-xJ + F;ty-yJ = Oi

and

dx =

F& + Ftf =

is

an

Q,

<' along the envelope is by

since the tangent direction dy
ty*
definition identical 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

Thus for points on

the envelope the two equations

F(x,

y, a)

= 0,

Ffa

y, a)

(36)

are satisfied and the equation of the envelope of the family

be

found by solving (36)

F'a = 0.

to

find the parametric equations

F = may
= <(#),
or

of the envelope or by eliminating a between (36) to find the

equation of the envelope in the form &(x, y) = 0. It should be remarked
that the locus found by this process may contain other curves than the

\[/(oi)

F=

have singular
envelope. For instance if the curves of the family
if x
be
the
of
locus
the
and
singular points
^(tf)
points
<(#), y
as a varies, equations (34), (35) still hold and hence (36) also. The

rule for finding the envelope therefore finds also the locus of singular
points. Other extraneous factors may also be introduced in performing

the elimination. It

is

therefore important to test graphically or analyt-

ically the solution obtained by applying the rule.

= I be found.
=
F'a - 2 (x ~ a) = 0.
F(x, y, a)
a) + y
1 =
The elimination of a from these equations gives y2
and the
1. The loci indicated as envelopes are y =
for a gives x = a, y =
As a

first

example

let the

= (x -

envelope of (x
2

a)

y*

- 1 = 0,

solution
1.

It is

PARTIAL DIFFERENTIATION; IMPLICIT

137

geometrically evident that these are really envelopes and not extraneous factors.
But as a second example consider ax + y/a = 1. Here

= ax + y/a 1 = 0,
F'a = x
y/a* = 0.
The solution is y = a/2, x = 1/2 a, which gives xy = J. This is the envelope
not be a locus of singular points of F = as there are none. Suppose the
F(x,

tion of

cc

y,

a)

be made by Sylvester's method as

+ za =

y/a

+ y/a

and
2/

0/a2

could

elimina-

0x0

0/a2

it

+ xa =

= 0;

as the eliminant, and conthe reduction of the determinant gives xy(xy

1)
tains not only the envelope 4xy = 1, but the factors x =
and y =
which are

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
-

-f-

a2

2
-f- |8

==:

J^2 %

a2

j8

da

-\-

0,

2 cZ/3

ada + @d8 =

0.

jS

Two parameters a, /3 connected by a

relation have been introduced both equations

have been differentiated totally with respect to the parameters and the problem
is to eliminate a, ft da, dp from the equations. In this case it is simpler to carry
both parameters than to introduce the radicals which would be required if only
one parameter were used. The elimination of da, dp from the last two equations
3
3
or 3/x ^fy = a )3. From this and the first equation,
gives x y = a
;

^>

-=-r-r-3

-^rr-*

sv

and hence

ajf

two neighboring curves of F(a y, a) =

be an ordinary point of a = # and
+ f/>, yQ + dy) of
66. Consider

(,/*

F(xQ

+ dx,

yQ

+ rfy,

+ yf = jrf.
Let (#

0.
r

- F(^
rfcr)
Q)
= F&x + F^dy + l^of =
,

?/

holds except for infinitesimals of higher order.

da to the tangent to aQ at (> , y )
point on aQ

t/or.

?/

Then

(37)

The distance from the

is

(38)
v
x

except for infinitesimals of higher order. This distance is of the first

order with da, and the normal derivative da/dn of 48 is finite except

when FB =
infinite or

The distance is of higher order than da, and da/dn is

dn/da is zero when F'a = 0. It appears therefore that the
0.

envelope is the locus of points at which the distance between two neighboring curves is of higher order than da. This is also apparent geometrically

from the

fact that the distance

from a point on a curve to the

DIFFERENTIAL CALCULUS

138

tangent to the curve at a neighboring point is of higher order ( 36).

Singular points have been ruled out because (38) becomes indeterminate. In general the locus of singular points is not tangent to the
curves of the family and is not an envelope but an extraneous factor ;
is an envelope.
two neighboring curves F(x, y, <x) = 0, F(x,

in exceptional cases this locus

If

y,

+ A#) =

sect, their point of intersection satisfies both of the equations,

also the equation

[F(x,

y,a

+ A) -F(s, y,
A# ==

= ^(*, y,

+ 6^a) = 0.

the limiting position of the intersecand hence may lie on the envelope, and will lie on
the common point of intersection is remote from singular

If the limit be taken for

tion satisfies

)]

inter-

and hence

0,

F'a =

the envelope if
This idea of an envelope as the
0.
points of the curves F(x, y, a)
limit of points in which neighboring curves of the family intersect is

valuable. It is sometimes taken as the definition of the envelope. But,

unless imaginary points of intersection are considered, it is an inade8
would have no envelope
quate definition for otherwise y
(x
cr)

according to the definition (whereas y = is obviously an envelope) and

a curve could not be regarded as the envelope of its osculating circles.
Care must be used in applying the rule for finding an envelope. Otherwise not
only may extraneous solutions be mistaken for the envelope, butane envelope may
be missed entirely. Consider
y
'

sin

ax

or

x- 1 sin- 1 y

= 0,

(39)

where the second form is obtained by solution and contains a multiple valued
function. These two families of curves are identical, and it is geometrically clear
that they have an envelope, namely y =
1. This is precisely what would be
found on applying the rule to the first of (39) but if the rule be applied to the
second of (39), it is seen that F^ = 1, which does not vanish and hence indicates no
envelope. The whole matter should be examined carefully in the light of implicit
;

functions.

Hence let F(x, #, a)

be a continuous single valued function of the three
variables (, y, a) and let its derivatives
F^ F'a exist and be continuous. Consider the behavior of the curves of the family near a point (z y ) of the curve for
Q

F^

a = aQ

an ordinary (nonsingular) point of the curve and

a ) does not vanish. As F^ ^ and either!^ &
or
Fy 5* for (aj , y a ), it is possible to surround (x y ) with a region so small
that F(x, y, a)
may be solved for a =/(, y) which will be single valued and
differentiate and the region may further be taken so small that F'
remains
x or F'
y
different from
throughout the region. Then through every point of the region
there is one and only one curve a =/(x, y) and the curves have no singular points
within the region. In particular no two curves of the family can be tangent to
provided that (ic , y Q )
that the derivative F(x Q y
,

each other within the region.

is

PAKTIAL DIFFERENTIATION; IMPLICIT

Furthermore, in such a region there

traverses the region be x

<f>

(),

is

= ^ (t).

a(t) =/<*(*), *()),

no envelope. For

let

139

any curve which

Then
a'(*)

= />'(0 +/;f (Q.

Along any curve a =/(x, y) the equation xdx+f'vdy = holds, and if x =

or a = const.
y = ^ () be tangent to this curve, dy = dx = ^' 0' and a'() =
Hence the only curve which has at each point the direction of the curve of the
family through that point is a curve which coincides throughout with some curve
of the family and is tangent to no other member of the family. Hence there is no
or when
envelope. The result is that an envelope can be present only when F =
F'x = Fy = 0, and this latter case has been seen to be included in the condition
F = 0. If F(x, y, a) were not single valued but the branches were separable, the
same conclusion would hold. Hence in case F(x, y, a) is not single valued the loci
over which two or more values become inseparable must be added to those over
which F = Qm order to insure that all the loci which may be envelopes are taken

into account.

The preceding

67.

considerations apply with so

little

change to other

cases of envelopes that the facts will merely be stated without proof.
Consider a family of surfaces F(x, y, z, a, ft
depending on two

parameters.

65

as in

The envelope may be defined by the property of tangency

and the conditions for an envelope would be
F(x,

y, z, a,

These three equations

= +(a,

ft

may
ft,

= 0,

F^

^=

= 0,

0.

(40)

be solved to express the envelope as

= $(a,

ft,

=x

(<r,

ft

parametrically in terms of a, ft or the two parameters may be eliminated and the envelope may be found as <$ (x, y, z)
0. In any case
extraneous loci may be introduced and the results of the work should
;

therefore be tested, which generally may be done at sight.

It is also possible to determine the distance from the tangent plane
of one surface to the neighboring surfaces as
F'<lz

? + F? + F?

V^ + F? + F?
2

and to define the envelope as the locus of points such that this distance
is of higher order than
\da\ + \dft\. The equations (40) would then also
follow. This definition would apply only to ordinary points of the surfaces of the family, that is, to points for which not all the derivatives
F'x F'y F'z vanish. But as the elimination of a, ft from (40) would give
an equation which included the loci of these singular points, there
would be no danger of losing such loci in the rare instances where they,
,

too,

happened to be tangent

to the surfaces of the family.

DIFFERENTIAL CALCULUS

140

The application of implicit functions as in 66 could also be made in this case

and would show that no envelope could exist in regions where no singular points
occurred and where either F'
a or F^ failed to vanish. This work could be based
either on the first definition involving tangency directly or on the second definition
which involves tangency indirectly in the statements concerning infinitesimals of
higher order. It may be added that if F(x, y, z, a, ft) = were not single valued,
the surfaces over which two values of the function become inseparable should be
added as possible envelopes.

A
eter

family of surfaces F(x,

may have an

envelope,

F(x,

y, z, a)

?/,

and

depending on a single parama)

the envelope is found from

2,

= 0,

Ffa,

y, 2,

<*)

(42)

by the elimination of the single parameter. The details of the deduction

of the rule will be omitted. If two neighboring surfaces
intersect, the
limiting position of the curve of intersection lies on the envelope and
the envelope is the surface generated by this curve as a varies. The

surfaces of the family touch the envelope not at a point merely but
along these curves. The curves are called characteristics of the family.
In the case where consecutive surfaces of the family do not intersect
in a real curve

it is
necessary to fall back on the conception of imagion
naries or
the definition of an envelope in terms of
tangency or

infinitesimals

the characteristic curves are

still

the curves along

which the surfaces of the family are in contact with the envelope and
along which two consecutive surfaces of the family are distant from
each other by an infinitesimal of higher order than da.

particular case of importance

is

the envelope of a plane which

depends on one parameter. The equations (42) are then

Ax

+ By + Cz + D = 0,

A'x

+ tfy +

C'z

+ Z>' = 0,

(43)

where A, B, C, D are functions of the parameter and differentiation

with respect to it is denoted by accents. The case where the plane
moves parallel to itself or turns about a line may be excluded as trivial.

As the

intersection of two planes is a line, the characteristics of the

are
system
straight lines, the envelope is a ruled surface, and a plane
tangent to the surface at one point of the lines is tangent to the surface
throughout the whole extent of the line. Cones and cylinders are examples of this sort of surface. Another example is the surface

enveloped

by the osculating planes of a curve in space for the osculating plane

depends on only one parameter. As the osculating plane ( 41) may be
regarded as passing through three consecutive points of the curve, two
consecutive osculating planes may be considered as having two consecutive points of the curve in common and hence the characteristics are
;

PARTIAL DIFFERENTIATION; IMPLICIT

141

Surfaces which are the envelopes of a

on
a
plane which depends
single parameter are called developable surfaces.
A family of curves dependent on two parameters as
the tangent lines to the curve.

F(x,

y, *, a, /?)

G (x,

0,

y, z, a,

ft

(44)

called a congruence of curves. The curves may have an envelope, that

is, there may be a surface to which the curves are tangent and which

is

be regarded as the locus of their points of tangency.

obtained by eliminating #, /3 from the equations

may
is

F = 0,

= 0,

F^G;

The envelope

- *'& = 0.

(45)

To

see this, suppose that the third condition is not fulfilled. The equations (44) may then be solved as a =/(#*, y, 2), )8
g(x, y, z). Reason*
66 now shows that there cannot possibly be an
ing like that of

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
the equations (45). As various extraneous loci might be introduced in
the elimination of

ctj

from (45) and as the solutions should therefore

it is hardly necessary to examine the general

ft

be tested individually,

question further. The envelope of a congruence of curves is called the

focal surface of the congruence and the points of contact of the curves

with the envelope are called the focal points

011

the curves.

EXERCISES
1.

or

its

Find the envelopes of these families of curves. In each case

individual factors and check the results by a sketch

= 2ax + a4
2
8
a(y + a) = x

(a) y
(d)
2.

2
() y = a(x - a),
= a(x + a) 2
(c) y

Find the envelope of the

(a) the

sum

of the axes

is

x 2 /a 2

ellipses

constant or

(/3)

# /&

the area

is

4. Circles pass

their envelope.

y
y

=
=

-f

a(x

k/a,

a)

3
.

under the condition that

is

on a given parabola ami

Find the envelopes in these cases

1
(a) x + xya = sin- xy,
(/3)
:

Find the envelopes

x+ a = versy + <* = Vi - i/x.

in these cases
:l,

7.

(7)

(f)

2
2
2
Find
y = c
through the origin and have their centers on x
lemniscate.
Ans.

(7)

6.

answer

constant.

3. Find the envelope of the circles whose center

which pass through the vertex of the parabola.

5.

test the

Find the envelopes in Ex. 6

+ V2 y

(fl

(or), (/3) if

+ !U

a = ft or if a =

=1,

ft.

DIFFERENTIAL CALCULUS

142

is tangent to the surface along

8. Prove that the envelope of F(x, y, z, a) =
and to the
the whole characteristic by showing that the normal to .F(x, y, z, a) =
=
=
the
F'
are
eliminant of
same, namely
0,
a

F; F; F;
:

and

F;

F^-.F;

+
F^:F; F^,

where a(x, y, z) is the function obtained by solving F# = 0. Consider the problem

also from the point of view of infinitesimals and the normal derivative.
9. If there

is

a curve x

</>(a),

= ^(), z =

x(#) tangent to the curves of

in space, then that curve

the family defined by F(x, y, z, a)
0, G (x, y, z, a) =
65 for
is called the envelope of the family. Show, by the same reasoning as in

must
the case of the plane, that the four conditions F = 0, G = 0, J?'
a =
a = 0, G'
be satisfied for an envelope ; and hence infer that ordinarily a family of curves in
space dependent on a single parameter has no envelope.
of curves which
10. Show that the family F(x, y, z, a) = 0, J^(x, y, z, ex) =
are the characteristics of a family of surfaces has in general an envelope given by
= 0, Fa = 0, a = 0.
the three equations

11. Derive the condition (45) for the envelope of a two-parametered family of
curves from the idea of tangency, as in the case of one parameter.

12. Find the envelope of the normals to a plane curve y =f(x) and
is the locus of the center of curvature.

show that

the envelope

The

13.

locus of Ex. 12

find the evolute as

(a) y

(8)

= x2
= 2 rax,
,

is

In these cases

called the evolute of the curve y =/(x).

an envelope
x = a sin
(/3)
= a(0
x
(e)
:

14. Given a surface z =/(x, y).

= b cos
sinl), y =
y

a(l

cos#),

(7)

2 xy

(f)

= a2

coshx.

Construct the family of normal lines and find

their envelope.

15. If rays of light issuing from a point in a plane are reflected from a curve in
the plane, the angle of reflection being equal to the angle of incidence, the envelope
of the reflected rays is called the caustic of the curve with respect to the point.

Show

that the caustic of a circle with respect to a point on

its

circumference

is

cardioid.

16.

The curve which

rulings,

Show

is

the envelope of the characteristic lines, that is, of the

(43) is called the cuspidal edge of the surface.

on the developable surface

that the equations of this curve

parameter of

Ax + By +
for x, y,

z.

may

be found parametrically in terms of the

by solving simultaneously
Cz + D = 0, A'x + ly + C'z + IT
(48)

= 0, A"x + B"y +

C"z

+ If =
'

Consider the exceptional cases of cones and cylinders.

The term " developable " signifies that a developable surface may be developed
or mapped on a plane in such a way that lengths of arcs on the surface become equal
lengths in the plane, that is, the map may be made without distortion of size or
shape. In the case of cones or cylinders this map may be made by slitting the cone
or cylinder along an element and rolling it out upon a plane. What is the analytic
17.

? In the case of any developable surface with a cuspidal

edge, the developable surface being the locus of all tangents to the cuspidal edge,

statement in this case

PAETIAL DIFFERENTIATION; IMPLICIT

143

the length of arc upon the surface may be written as d<r* = (dt -f ds) 2 -fwhere denotes arc measured along the cuspidal edge and t denotes distance along
the tangent line. This form of d<r 2 may be obtained geometrically by infinitesimal
1

analysis or analytically

from the equations

of the developable surface of

2

which x =/(s), y

= g(s), z = h(s) is the cuspidal edge.

the same at corresponding points of

of the cuspidal edge
faces for which the radius of curvature
It is thus seen that

efcr

is

of s without regard to the torsion in particular the torsion

developable may reduce to a plane.
;

18. Let the line x

erate a ruled surface.

az

By

&,

= cz +

developable surthe same function

all
is

may

be zero and the

d depend on one parameter so as to genform of the line with (48) obtain by

identifying this

substitution the conditions

"

=
=

Aaf
r

Be'
r

AV + Bd'=0

of cf\

=o

as the condition that the line generates a developable surface.

More

68.

F(x,

or

of a surface

<f>

*
is

y, z)

(n, v),

= 0, or
y = f (u,

*=/(*,?/)

z= x (u,

v),

(46)
v)

be taken in the unsolved, the solved, or the parametric

to the solved form provided

may

The parametric form is equivalent

be taken as x, y. The notation

form.

u v

geometry. The representation

differential

dx

d%

$y

adopted for the derivatives of

tion of Taylor's

Formula

/^

= Aa;,

A:

y.

The

applica-

form gives

= ph + qk + J (r/^ + 2
= Ay. The linear terms

A*
with

with respect to # and

to the solved

+ *&*) +
^ + qk constitute the
j

AA

(47)
differ-

and represent that part of the increment of z which would be

obtained by replacing the surface by its tangent plane. Apart from
infinitesimals of the third order, the distance from the tangent plane up

ential dz

or

down

to the surface along a parallel to the z-axis is given

a

by the

2shk
quadratic terms J(rA
tk*).
Hence if the quadratic terms at any point are a positive definite form
but
(
55), the surface lies above its tangent plane and is concave up
;

if

the form

and

is

negative definite, the surface lies below its tangent plane

concave down or convex up. If the form is indefinite but not
is

singular, the surface lies partly above and partly below its tangent
plane and may be called concavo-convex, that is, it is saddle-shaped. If

the form

is

singular nothing can be definitely stated. These statements

DIFFERENTIAL CALCULUS

144

made

are merely generalizations of those of 55

tangent plane is parallel to the ccy-plane.

further
is

not

work of these

where the
assumed in the

for the case

It will be

one of the derivatives

articles that at least

r, s 9 t

0.

To examine more

closely the behavior of a surface in the vicinity of

a particular point upon it, let the #//-plaiie be taken in coincidence with
the tangent plane at the point and let the point be taken as origin.

Then Maclaurin's Formula

z

is

available.

= \ (rx + 2 ry + ttf) + terms of higher order

= J (r cos + 2 s sin 6 cos 6 + t sin 0) + higher terms,
2

'

/o

where

(p, 0)

Then

are polar coordinates in the asy-plane.

(49)
is

The sum

the curvature of a normal section of the surface.

of the

curvatures in two normal sections which are in perpendicular planes

the values 6 and O
This sum
^TT.
may be obtained by giving

therefore independent of 0.
+
As the sum of the curvatures in two perpendicular normal planes is
constant, the maximum and minimum values of the curvature will be
found in perpendicular planes. These values of the curvature are called

reduces to r

and

is

the principal values and their reciprocals are the principal radii of
curvature and the sections in which they lie are the principal sections.

= 0,

the principal sections are

and
^ TT and conversely
if the axes of x and // had been chosen in the tangent plane so as to be
tangent to the principal sections, the derivative s would have vanished.
If s

The equation

of the surface would then have taken the simple form

z

= $.(/&* + tf) + higher terms.

principal curvatures would be merely r and

any normal section would have had the form

The
in

-1 = cos

tt

sin 2

+ A
,

and the curvature

t,

= r cos2/1 + t sm
.

(50)

4
2

0.

two principal curvatures have opposite signs, that is, if the

of
r
and t in (50) are opposite, the surface is saddle-shaped.
signs
There are then two directions for which the curvature of a normal secIf the

tion vanishes,

namely the directions of the

or

lines

^/\r\x

These are called the asymptotic directions. Along these directions the
surface departs from its tangent plane by infinitesimals of the third

PARTIAL DIFFERENTIATION; IMPLICIT

order, or higher order.

If a curve

is

145

drawn on a surface so that at each

point of the curve the tangent to the curve is along one of the asymptotic directions, the curve is called an asymptotic curve or line of the

As the surface departs from its tangent plane by infinitesimals

of higher order than the second along an asymptotic line, the tangent
plane to a surface at any point of an asymptotic line must be the osculating plane of the asymptotic line.
surface.

The character of a point upon a surface is indicated by the Dupin

indicatrix of the point. The indicatrix is the conic

=
^+^
^
^1

cls^-O^ + ty

1,

(51)

),

which has the principal directions as the directions of

its

axes and the

square roots of the absolute values of the principal radii of curvature

as the magnitudes of its axes. The conic may be regarded as similar to
the conic in which a plane infinitely near the tangent plane cuts the
surface when infinitesimals of order higher than the second are neglected. In case the surface is concavo-convex the indicatrix is a hyperbola and should be considered as either or both of the two conjugate

hyperbolas that would arise from giving & positive or negative values
in (51). The point on the surface is called elliptic, hyperbolic, or
parabolic according as the indicatrix is an ellipse, a hyperbola, or a pair
of lines, as happens when one of tlie principal curvatures vanishes.

These classes of points correspond to the distinctions definite,

and singular applied to the quadratic form rh* + 2 shk -f /c2

indefinite,

Two further

results are noteworthy.

from the section of

Any curve drawn on the

surface

osculating plane with the surface by

infinitesimals of higher order than the second. For as the osculating
differs

its

plane passes through three consecutive points of the curve, its intersection with the surface passes through the same three consecutive
points and the two curves have contact of the second order. It follows
that the radius of curvature of any curve on the surface is identical

with that of the curve in which

The other

result is

osculating plane cuts the surface.

Meusnier*s Theorem : The radius of curvature of an
its

oblique section of the surface at any point is the projection upon the
plane of that section of the radius of curvature of the normal section

which passes through the same tangent line. In other words, if the
radius of curvature of a normal section is known, that of the oblique
sections through the same tangent line may be obtained by multiplying
it by the cosine of the angle between the plane normal to the surface

and the plane of the oblique

section.

DIFFERENTIAL CALCULUS

146
The proof

of Meusnier's

Theorem may be given by reference

to (48).

Let the

r-axis in the tangent plane be taken along the intersection with the oblique plane.
Neglect infinitesimals of higher order than the second. Then

0(x)

ax 2

l(nP

2sxy

ty

2
)

Jrx

(48')

will be the equations of the curve. The plane of the section is az

ry = 0, as may
be seen by inspection. The radius of curvature of the curve in this plane may be
found at once. For if u denote distance in the plane and perpendicular to the

x-axis

and

if

be the angle between the normal plane and the oblique plane

ry = 0,

az

= z sec v == y esc v = J r sec v

= J a esc v

x2

x2

2
$ r sec v x gives the curvature as r sec v. But the curvature in the
is
r
section
normal
by (48'). As the curvature in the oblique section is sec v times

The form u

that in the normal section, the radius of curvature in the oblique section is cos v
times that of the normal section. Meusnier's Theorem is thus proved.
69. These investigations with a special choice of axes give geometric properties of the surface, but do not express those properties in a convenient analytic

form

for

is difficult.

if

a surface z

The idea

/(x, y) is given, the transformation to the special axes

of the indicatrix or its similar conic as the section of the

surface by a plane near the tangent plane and parallel to

mine the general conditions readily. If in the expansion

Az

- dz = J (rh2 +

2 shk

tk2 )

it will,

const.

however, deter-

(52)

the quadratic terms be set equal to a constant, the conic obtained is the projection
on the xy-plane, or if (62) be regarded as a cylinder upon the

of the indicatrix

xy-plane, the indicatrix (or similar conic) is the intersection of the cylinder with
the tangent plane. As the character of the conic is unchanged by the projection,

on the surface is elliptic if s2 < rt, hyperbolic if s2 > r, and parabolic if

rt. Moreover if the indicatrix is hyperbolic, its asymptotes must project into the
s
asymptotes of the conic (52), and hence if dx and dy replace h and /c, the equation
the point
2

rdx2

2 sdxdy

-f

tdy

(53)

may be regarded as the differential equation of the projection of the asymptotic lines
on the xy-plane. If r, s, t be expressed as functions/^., /^, f of (x, y) and (68) be
factored, the integration of the two equations Jlf(x, y)dx + N(x, y)dy thus found
will give the finite equations of the projections of the asymptotic lines and, taken
with the equation z =/(x, y), will give the curves on the surface.
To

find the lines of curvature is not quite so simple ; for it is necessary to deterof the axes of the indicatrix, and

mine the directions which are the projections

these are not the axes of the projected conic. Any radius of the indicatrix may
be regarded as the intersection of the tangent plane and a plane perpendicular to
the xy-plane through the radius of the projected conic. Hence
z

- z = p(x - x + q(y - y
)

)i

~ *o) * = (V -

are the two planes which intersect in the radius that projects along the direction
^, k. The direction cosines

determined by

h:k:ph
* + qk
*

k2

(ph

and
qk)

,.

h:k:Q

.....

(64)

PARTIAL DIFFERENTIATION; IMPLICIT

are therefore those of the radius in the indicatrix and of

determine the cosine of the angle

square of the radius in (62) is
h*

fc

and

&2 ) sec 2

(A

its

projection

between the radius and

h*

+ k* +

(ph

its

qk)*

therefore the square of the corresponding radius in the indicatrix.

mine the axes of the indicatrix, this radius is to be made a maximum or

With a

+ ph +

qk

and they
The

projection.

is

subject to (52).

147

To determinimum

multiplier X,

\(rh

-f sk)

0,

+ ph +

qk

\(sh

tk)

are the conditions required, and the elimination of X gives

*[(! + p 2 )-OTr] +

+ j>2) -

hk[t(l

r(l

2
)]

~ &[t(l +

sdx+tdy

sdy

Or

as the equation that determines the projection of the axes.

rdx

q*)-pqf)

'

is the differential

equation of the projected lines of curvature.

In addition to the asymptotic lines and lines of curvature the geodesic or shortest
lines on the surface are important. These, however, are better left for the methods

of the calculus of variations

The

169).

attention

therefore be turned to

may

finding the value of the radius of curvature in any normal section of the surface.
reference to (48) and (49) shows that the curvature is

1 __
~~

2z

__ rh*
~~

2shk

tk2 __ rh* -f

"

A*

in the special case. But in the general case the normal distance to the surface is
Vl 4- p* + g 2 , instead of tjie 2 z of the special case, and
(Az
dz) cos 7, with sec 7
Aa + a + (p& + qk) 2 in the
the radius p 2 of the special case becomes p 2 sec 2

tangent plane. Hence

i~
]i

2(As

^+

fc

" rP +

(feflcos'X

(p^

__
2

2 gZm

-f

Vl + p +
2

gA:)

to2
q

where the direction cosines Z, m of a radius in the tangent plane have been introduced from (64), is the general expression for the curvature of a normal section.
The form
2

(ph+qk)*

Vl + p2 +

where the direction ^, A: of the projected radius remains, is frequently more conof the original direction
venient than (56) which contains the direction cosines J,
in the tangent plane. Meusnier's Theorem may now be written in the form

cos v

R
where
Z,

v is

+ ton*
Vl + p2 + g2

rP

-f

2slm

the angle between an oblique section and the tangent plane and where
cosines of the intersection of the planes.

m are the direction

The work here given has depended for its relative simplicity of statement upon
the assumption of the surface (46) in solved form. It is merely a problem in
implicit partial differentiation to pass from p, #, r, s, t to their equivalents in terms
of

F#

Fy,

W'm or the derivatives of

0, ^,

x by a,

ft.

DIFFERENTIAL CALCULUS

148

EXERCISES
In

1.

- = ^-^ + ^^ cos 2 6 + s sin 2 6

show

(49)

maximum and minimum

of E,

and

find the directions of

B2

1^ and

If

ZJ.

maximum and minimum

are the

values

show

=r+t

+
.K

Itj

itj

Half of the sum of the curvatures

curvatures

is

__
= rt-s*.
A

and

called the

is

mean

curvature ; the product of the

called the total curvature.

Find the mean curvature, the total curvature, and therefrom (by constructand
ing
solving a quadratic equation) the principal radii of curvature at the origin
2.

= xy,

(a) z

(ft)

= x* +

xy

+ y*,
= 2x2 +

In the surfaces (a) z = xy and (ft) z

curvature in the sections made by the planes
3.

(a)x + y =
(5)

The oblique

0,

= 0,
x- 2y + z = 0,

(0)

x-2y^0,

(7) z
2

y).

find at (0, 0) the radius of

(7)
(f)

+ y + 2z = 0,
+ 2y + J = 0.

x
x

by applying Meusnier's Theorem.

sections are to be treated

4.

Find the asymptotic directions at

5.

Show

that a developable surface

= x(x +

is

(0, 0)

in Exs. 2

and

3.

everywhere parabolic, that

is,

that

s2

rt

and conversely. To do this consider the surface as the envelope of

where p g x y z are funcits tangent plane z - p x - q Qy = z - p x - ? y
tions of a single parameter a. Hence show
at every point

= (HThe

first result

and

proves the statement

the second,

its

converse.

6. Find the differential equations of the asymptotic

on these surfaces

lines

and

lines of curvature

= xy,

(a) z
7.

Show
1

Ul

(ft)

that the

2
(7) z

tan-i(y/x),

mean curvature and

1 \
==

2 (1

8.

Find the principal

9.

An

umbilic

(and hence

is

1+P

gl)i

cosh x,

(5)

xy

1.

total curvature are

KA

radii of curvature at (1, 1) in

Ex.

(1

+ P2 +

_
^2)2

6.

a point of a surface at which the principal radii of curvature

of curvature for normal sections) are equal. Show that the

- -

all radii

conditions are

+^ +

PQ

the ellipsoid with semiaxes a,

tf

6, c.

for

an umbilic, and determine the umbilics

of

CHAPTER

VI

COMPLEX NUMBERS AND VECTORS

and operations.

If an entity

changed into an
entity v by some law, the change may be regarded as an operation performed upon n, the ojjerand, to convert it into v and if / be introduced
70. Operators

is

symbol of the operation, the result may be written as v fu.

is often called an operator. Various sorts
For brevity the symbol

as the

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
represents a range of values of a variable #, the expression f(x) or fx
;

denotes a function of x
ferentiation
tive

may

if

u be a function

be symbolized by

of x, the operation of difresult Du is the deriva-

and the

the symbol of definite integration

rb
I

Ja

(#)

d* converts a function

u (x) into a number and so on in great variety.

The reason for making a short study of operators is that a considerable number of the concepts and rules of arithmetic and algebra may
;

be so defined for operators themselves as to lead to a calculus of operations which is of frequent use in mathematics the single application to
;

the integration of certain differential equations ( 95) is in itself highly

valuable. The fundamental concept is that of a product : If u is operated upon by f
so that

to

glue fa

fti

= v,

= v and ifv is operated upon by g to give gv = w,

_.
w,
gv = gfu
gfu = w,
(1)

then the operation indicated as gf which converts u directly into w is

called 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 of turning the ccy-plane over on the
x-axis, so that

= x,

y'

y and over the

y

= y, may

2/-axis,

so that x

be regarded as operations the combination of these operay

tions gives the transformation x
#, y
y, which is equivalent
to rotating the plane through 180 about the origin.
1

The products

and algebra satisfy the commutative law

the
is,
by g are equal. This
products of g by /and of
not true of operators in general, as may be seen from the fact that

gf = fg,
is

of arithmetic

that

149

DIFFEKENTIAL CALCULUS

150
log sin

x and sin log x are

different.

Whenever the order of the

factors

immaterial, as in the case of the transformations just considered, the

operators are said to be commutative. Another law of arithmetic and

is

algebra

is

more

there are three or

factors in a product, the

be grouped at pleasure without altering the result, that

factors

may

This

known

is

when

that

and operators which obey

as the associative law

it

is,

are

associative operators are considered in the

called associative.

Only
work here given.
For the repetition of an operator several times

//=/",

fmfn =fm+n

///=/",

(3)

The law of indices clearly holds ;

m
+ n times successively, whereas
f
/>/ means that it is applied n times and then m times more. Not
applying the operator f at all would naturally be denoted by /, so that
fu == u and the operator / would be equivalent to multiplication by 1
the usual notation of powers is used.
is applied
for y^ ""*"* means that
1

the notation

/ =1

is

adopted.
If for a given operation / there can be found an operation y such
that the product fg
/ 1 is equivalent to no operation, then g is
called the inverse of /and notations such as

= 1,

/<7

!7=/-

= ~'

//- 1=

/^

=1

(4)

are regularly borrowed from arithmetic and algebra. Thus the inverse
of the square is the square root, the inverse of sin is sin" 1 , the inverse

of the logarithm

is

the exponential, the inverse of

D is

Some

oper-

no inverse; multiplication by
is a case, and so is the
to a negative number if only real numbers are
considered. Other operations have more than one inverse; integration, the inverse of D, involves an arbitrary additive constant, and the

ations have

square when applied

inverse sine
true that

inverse

is

a multiple valued function. It is therefore not always

but it is customary to mean by /~ 1 that particular

/-*/ = 1,

of/

for

which f- lf~ff- 1

= 1.

Higher negative powers are

defined by the equation /~ =(/- ) n , and

w
1, as may be seen by the example
/'/w

fmfn =/

wl

The law of

indices

in so far as

f~\f may not be

reduction of

/m/

to

/m+n

+ w also holds

it

readily follows

that

for negative indices, except

may be required in the

equal to 1 and

COMPLEX NUMBEES AND VECTOES

and u

If u, v,

+ v are

operands for the operator f and

151

if

(5)

so that the operator applied to the sum gives the same result as the
sum of the results of operating on each operand, then the operator
If / denotes a function such that
is called linear or distributive.

f(x

?/)

=/(#)

+/(?/),

has been seen (Ex.

it

9, p.

equivalent to multiplication by a constant and

specialized interpretation this is not so; for

D(u

+ v) = Du + Dv

and

(u

-|-

v)

45) that

fx = Cx.

/ must be
For a less
v

two of the fundamental formulas of calculus and show operators

which are distributive and not equivalent to multiplication by a constant.
Nevertheless it does follow by the same reasoning as used before (Ex. 9,
= nfu if /is distributive and if n is a rational number.
p. 45), that/7m
Some operators have also the property of addition. Suppose that u
is an operand and /, g are operators such that fa and gu are things that
may be added together as fa + gu, then the sum of the operators,
g,
are

f+

defined by the equation (f+ff)n=fu

operators /, g, h are distributive, then

is

*(/+<7)

= /</+/'</

and

+ ffu.

(f+(/)h=fh

and the multiplication of the operators becomes

prove this fact, it is

If furthermore the

+ gh,

(6)

itself distributive.

To

merely necessary to consider that

A [(/+

<J}

(/ +

and

= hfa + h
= fhu + ghu.
(/M/)

=
~\

*J)

ll

(flL

<J

U}

ff

Operators which are associative, commutative, distributive, and which

admit addition may be treated algebraically, in so far as polynomials are
concerned, by the ordinary algorisms of algebra; for it is by means
of the associative, commutative, and distributive laws, and the law of
indices that ordinary algebraic polynomials are rearranged, multiplied
out, and factored. Now the operations of multiplication by constants

and of

differentiation or partial differentiation as applied to a function

do satisfy these laws. For instance
more variables x, y, z,

of one or
c

(Du)

= D (cu), Dx Dyu = Dy Dxu,

Hence, for example, if

D*y
where the

coefficients

+ Z> ) D u = DxD u + DyD u.

y be a function of

+ aj)- y +
l

+ fl^*- +

(7)

x, the expression

+ an ^Dy + any,

a are constants,
1

(D*

(Dx

may

be written as

+ an ^D + a^y

(8)

DIFFEEENTIAL CALCULUS

152

and may then be factored

- J(D - ag

[(D

where aiy

<r ,
2

atn

form

into the

(D

_,)(#

are the roots of the algebraic polynomial

x*

+ a xn

+ #n _i# + an = 0.

~" 1

EXERCISES
1.

Show

operations

is

that (fgh)~ l = A-ty- 1/- 1 , that is, that the reciprocal of a product of
the product of the reciprocals in inverse order.

2. By definition the operator gfg~ l is called the transform of / by g. Show

that (a) the transform of a product is the product of the transforms of the factors
taken in the same order, and (ft) the transform of the inverse is the inverse of the
transform.

& I but s2 =

1, the operator a is by definition said to be involutory. Show

that (a) an involutory operator is equal to its own inverse and conversely (ft) if
an operator and its inverse are equal, the operator is involutory ; and (7) if the

3. If s

product of two involutory operators is commutative, the product is itself involutory and conversely (5) if the product of two involutory operators is involutory,
the operators are commutative.
;

4. If /and g are both distributive, so are the products fg

5. If /is distributive

and n

rational,

show /nit

and

gf.

= nfu.

Expand the following operators first by ordinary formal multiplication and

second by applying the operators successively as indicated, and show the results
are identical by translating both into familiar forms.
6.

Am.
(7)

7.

Show

that

(D

hence infer that e

8.

P (D)

Show

that

a)

U*

Ce-^Xdx = X, where

/-*(#)(&

D (ef^y) =

efi*

denote any polynomial in

P(D)
Apply

this to the following

(a)

(D

D(

is

is

(D

a)

efwy

- e^P(D -f

and

a) (#).
if

a function of x and x

=e

d)y.

results.

- 3D + 2)e**y = e**(B* -f

question relative to

(D

x,

y and hence generalize to show that

then

and check the

(D

- 3 D + 2) e*y.

ax

show that

+ kDv) n which occurs in Taylor's Formula ( 64),

hDx + kl)v or is it merely a conventional symbol ?
k
(xDx + yDy) occurring in Euler's Formula ( 63) ?

10. Is the expression (hDx

the nth power of the operator

The same

a function of

D with constant coefficients,

(7)

is

the inverse of the operator

9. If

COMPLEX NUMBERS AND VECTORS

Complex numbers.

71.

an? + bx + c = 0,

153

In the formal solution of the equation

< 4 ae, numbers of the form m + n
1,

where b*
and n are real, arise. Such numbers are called complex or
1 the jwre
imaginary; the part m is called the real part and ^
1 = i and
imaginary part of the number. It is customary to write
2
to treat i as a literal quantity subject to the relation i =
1. The definitions for the equality, addition, and multiplication of complex numwhere

V
V

bers are

+ fo = c + di

a = <?,& = d,
if
=
+ r) + (6 + d)
[a + ] + [c + di]
(
[a + Ji] [c + di] =
6rf) + (arf +

if

and only

(9)

*,

fir)

(f/fl

/.

It readily follows that the commutative, associative, and distributive

laws hold in the domain of complex numbers, namely,

+ = ft + a,
aft = fa
* 08 + T) = *fi + <*7>
a

ft

where Greek
Division

letters

is

+ ft) + y = a + (ft + y),

(0)y = GBy),
= y + fly,
+
13) 7
(

(10)

have been used to denote complex numbers.

accomplished by the method of rationalization.

+ bi __a bi c
+ di c + di c
-}-

~~~

(a

di __ (ac
di

+ bd) + (be
c + d?
c + cP = 0,

ad)

'

2
that is, when both c
always possible except when
and d are 0. A complex number is defined as
when and only when
its real and pure imaginary parts are both zero. With this definition

This

is

has the ordinary properties that a

impossible. Furthermore
For suppose

[a

li*\

[c

Then

+ di] = (ae

ac

from which

it

+ = a and a =

if a product

bd=sO

follows that either

a/3 vanishes, either

and that a/0 is

a or /? vanishes.

+ (ad + be) = 0.
and ad + be = 0,
a =b =
or c = d = 0.
bd)

(12)

From

the

fact that a product cannot vanish unless one of its factors vanishes

follow the ordinary laws of cancellation. In brief, all the elementary

laws of real ulf/ebra hold also for the alyebra of complex numbers.

a set of Cartesian coordinates in the ay-plane and assoa

bi to the point (a, b), a graphical representation
the
number
ciating
is obtained which is the counterpart of the number scale for real num-

By assuming

bers.

The point

If

alone or the directed line from the origin to the

be considered as representing the number a

may
OP and OQ are two

point (a,

(a, V)

If)

+ bi and c + di,

+ bi.

directed lines representing the two numbers

a reference to the figure shows that the line which

DIFFERENTIAL CALCULUS

154

represents the sum of the numbers is OR, the diagonal of the parallelogram of which OP and OQ are sides. Thus the geometric law for adding

same as the law for compounding forces and is

A segment AB of a line possesses
magnitude, the length AB, and direction, the
direction of the line AB from A to B. A
quantity which has magnitude and direction is
called a vector ; and the parallelogram law is
called the law of vector addition. Complex numcomplex numbers

known as

bers

may

From

is

the

the parallelogram law.

therefore be regarded as vectors.

it also appears that OQ

PR

have the same magnitude and direction, so that as vectors they are equal although they
start from different points. As OP + PR will be regarded as equal to
OP + OQ, the definition of addition may be given as the triangle law
instead of as the parallelogram law namely, from the terminal end P
the figure

and

of the first vector Jay off the second vector PR and close the triangle
of
by joining the initial end of the first vector to the terminal end

The

the second.

absolute value of a

OP and

complex number a

Va

bi is the

the square root of

the sum of the squares of its real part and of the coefficient of its pure
as in the case
imaginary part. The absolute value is denoted by \a
bi\

magnitude of

vector

its

equal to

is

-f-

a and

are two complex numbers, the rule \a\

\a
/J|
\/3\
is a consequence of the fact that one side of a triangle is less than the
sum of the other two. If the absolute value is given and the initial end
of reals. If

of the vector

ft

the terminal end

is fixed,

thereby constrained to

is

upon a circle concentric with the initial end.

72. When the complex numbers are laid
coordinates

may

/a*,

a + ib = r (cos

from the

off

be used in place of Cartesian.

origin, polar

Then

= r cos <,
+ i sin <).

= r sin

<f>

<f>

lie

The absolute value r is often called the modulus or magnitude of the

is called the angle or argument of the
complex number the angle
number and suffers a certain indetermination in that 2 nTr, where n is
<

without affecting the

a positive or negative integer, may be added to
number. This polar representation is particularly useful in discussing
<

products and quotients.

=r

then
*

As both

For

if

(cos

^ + i sin <^),

"0 =

cos

<t>

and

^
sin

[cos
4>

fo

/3

^+

= r^ (cos
i

sin

<

+ i sin ^,

(^

are known, the quadrant of this angle

is

determined.

COMPLEX NUMBERS AND VECTORS

as

be seen by multiplication according to the

may

155

rule.

Hence the

magnitude of a product is the product of the magnitudes of the factors,

and the angle of a product is the sum of the angles of the factors; the
general rule being proved by induction.
The interpretation of multiplication by a complex number as an operation is illuminating. Let ft be the multiplicand and a the multiplier.

As

the product aft has a magnitude equal to the product of the magnitudes and an angle equal to the sum of the angles, the factor a used as

a multiplier may be interpreted as effecting the rotation of

the angle of a and the stretching of ft in the ratio ||:1.

through

ft

From

the

geometric viewpoint, therefore, multiplication by a complex number is

an operation of rotation and stretching in the plane. In the case of
with r = 1, the operation is only of rotation and
a = cos + i sin
hence the factor cos
+ i sin is often called a cyclic factor or versor.
1 will effect a rotation through 90
In particular the number i =
when used as a multiplier and is known as a quadrantal versor. The
<

<f>

<

<

= 1 give rotations through 90,

1, i =
i, i
powers i, & =
This
fact
is
often
360.
given as the reason for laying off
180, 270,
3

series of

pure imaginary numbers

bi

along an axis at right angles to the axis

of reals.

As a
an
and

power of a complex number

particular product, the rath

= (a + ib) n = [r (cos + sin <)] n = r*(cos n^ + i sin

+ i sin <)" = cos + sin /&<,
(cos
i

<j>

which

is

a special case,

is

known

as

De

n<f>)

Moivre's Theorem and

for the binomial theorem

in evaluating the functions of n$
applied and the real and imaginary parts of the expansion
;

equated to cos

n<f>

cos n<p == cos

n$

(15
is

of use

may
may

be
be

and sin n<f>. Hence

n(n~l)

<p

n(n

sin

(15)

n<J>

<f>

is

= n cos

*"" 1

l)(n

sin

2)(n

^
<f>

S)

gy
o

n ~"

JL

'-

sin

cos n

~3
<^

sin8 <^ H

As the nth
rath

root "Va of

power gives

or,

-\/a

The angle

a must be a number which when

the rath root

^, however,

may

= -\fr (cos <f>/n + i sin $/ri).

may

raised to the

be written as

have any of the set of values

(17)

DIFFERENTIAL CALCULUS

156

and the wth parts of these give the n

different angles

Hence there may be found just n different nth

plex number (including, of course, the reals).

roots of

any given com-

The equation xn
1 has in the real domain
odd or even. But if 1 be regarded as a complex

The

roots of unity deserve mention.

one or two roots according as n is

number of which the pure imaginary part is zero, it may be represented by a point
at a unit distance from the origin upon the axis of reals the magnitude of 1 is 1
2 (n
and the angle of 1 is 0, 2 TT,
1) ir. The nth roots of 1 will therefore have
2 (n
the magnitude 1 and one of the angles 0, 2 TT/H,
1) TT/H. The n nth roots
;

are therefore

a=

.,

1,

2ir
2ir
-Msm

cos

<*

--

2(n-l)7r
'
-^

*-i

cos
.

47T
--

1-

ism

4ir

--

2(w-l)7r
-^

1 =0 is factorand may be evaluated with a table of natural functions. Now xn

n-1
able as (x
+ xw - 2 + ---- x + 1) = 0, and it therefore follows that the
l)(x
nth roots other than 1 must all satisfy the equation formed by setting the second
f actor equal to 0. As a in particular satisfies this equation and the other roots are
a2
a*" 1 it follows that the sum of the n nth roots of unity is zero.
1-

EXERCISES
1.

Prove the distributive law of multiplication for complex numbers.

bi are called conjugate

2. By definition the pair of imaginaries a + bi and a
inwginariea. Prove that (a) the sum and the product of two conjugate imaginaries
and conversely () if the sum and the product of two imaginaries are both
arc real
1

real,

the imaginaries are conjugate.

3. Show that if P(x, y) is a symmetric polynomial in x and y with real coefficients so that P(x, y)
P(y, x), then if conjugate imaginaries be substituted forx
and y, the value of the polynomial will be real.

4.

Show

coefficients,

5.

that

if

then a

-f bi is

a root of an algebraic equation P(x)

a root of the equation.

with real

bi is also

Carry out the indicated operations algebraically and make a graphical repre
number concerned and for the answer

sentation for every

(a) (1

+ i)
+i

,,,
()

8
(ft)

(7)

()

-,

- i),
(1 + V3i)(l

2
6. Plot

and

(or)

find the

-2,

modulus and angle

<0)

in the following cases

COMPLEX NUMBERS AND VECTOE8

7.

Show

and that
8.
(or)

(5)
(ij)

that the modulus of a quotient of two numbers

the angle is the angle of the

numerator

less that

is the quotient of the moduli

of the denominator.

Carry out the indicated operations trigonometrically and plot

The examples

of

Ex.

5,

Vl + iVl-i,
V2 + VTS,
V^l,

(p)

(VTTl+Vrr~i) 2
^16 (cos 200 -M sin 200),

(0)

(f)

-.

(y)

c)

9. Find the equations of analytic

tion equivalent to multiplication by a

is

157

V^

(c) -\/Si.

geometry which represent the transforma-

1 -f

3.

10. Show that |z

a\ = r, where z is a variable and
2
2 = r2
the equation of the circle (x
a) + (y
6)

a fixed complex number,

cosSx and cos8x

11. Find

in terms of cosx,

and sin6x and

sin 7

as

in terms of

sin x.

12. Obtain to four decimal places the five roots \/I.

x -f iy and 2' = x' + iy', show that 2' = (cos0

a is the
13. If z
isinfyz
formula for shifting the axes through the vector distance a = a + #> to the new
origin (a, b) and turning them through the angle 0. Deduce the ordinary equations of transformation.

Show

that \z
where k is real, is the equation of a circle ;
a\
k\z
j8|,
of
the
circle
The locus of points
the
carefully. Use the theorem
position
specify
whose distances to two fixed points are in a constant ratio is a circle the diameter
of which is divided internally and externally in the same ratio by the fixed points.
14.

15.

The transformation z' =

+a

cz
is

where

a, &, c,

called the general linear transformation of z into

-a'|

= fc|3'-/3'|

becomes

d are complex and ad

z'.

|z-a| =

Show

&O

that

+
c/3 +

ca

be

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.

Hence

a complex variable. Let z = x + iy be a complex

variable representable geometrically as a variable point in the ay-plane,
which may be called the complex plane. As z determines the two real
numbers x and y, any function F(x, y) which is the sum of two single
valued real functions in the form
73. Functions of

F(x, y)

= X (x, y) + iY(x,

y)

= R (cos * + i sin <&)

(19)

will be completely determined in value if z is given. Such a function

called a complex function (and not a function of the complex variable,
for reasons that will appear later). The magnitude and angle of the

is

function are determined

fi

by

= VJC + F
2

2
,

cos$

,sin<l>==-.

(20)

DIFFEKENTIAL CALCULUS

158

The function F is continuous by definition when and only when both

X and Y are continuous functions of (x, y) R is then continuous in
the angle
vanish only when R =
regarded as a
(x, y) and F can
;

<

function of

y) is also continuous and determinate (except for the

and
also vanish and the
unless R
0, in which case

(x,

additive 2 mr)

involves an indeterminate form in two variables and

expression for
determinate nor continuous ( 44).
neither
generally
<

is

with respect to z were sought for the value

z = a
$, the procedure would be entirely analogous to that in the
case of a real function of a real variable. The increment As = Ax + iky
If the derivative of

would be assumed for z and AF would be computed and the quotient

AF/As would be formed. Thus by the Theorem of the Mean ( 46),

AF __ A.Y + iAF =
Ax

A*

(A-

+ i'Ay

+ JY^ Ax + (X'w + i
Ax + iAy

'

where the derivatives are formed for (a, 5) and where f is an infinitesimal complex number. When As approaches 0, both Ax and Ay must
approach without any implied relation between them. In general the
limit of AF/Az is a double limit ( 44) and may therefore depend on
the way in which Ax and Ay approach their limit 0.
Now if first Ay == and then subsequently Ax == 0, the value of the
whereas if first
limit of AF/A# is X'
x + iY'
x taken at the point (a, b)
iX'y + Y'y Hence if the limit
Ax == and then Ay = 0, the value is
of AF/As is to be independent of the way in which As approaches 0, it
;

is

surely necessary that

dX

8Y
.dX
"a~+a"~>

.SY

"~ i

~sT'T'1''?r~
ox
ox

SX = SY~

or

ex

And

conversely

if

limit is

and

dX
-3-

oy

oy

oy

SY

/OON
(22)
N
'

-Q

ox

these relations are satisfied, then

AF
and the

oy

X^

/dx. .SY

+ iY'x =

Y'y

/SY

.S

iX'y taken at the point

(a,

b\ and

is

independent of the way in which As approaches zero. The desirability

of having at least the ordinary functions differentiable suggests the
definition:

sidered as

= X(x y) + iY(x, y) is cona function of the complex variable z = x + iy when and only

complex function F(x, y)

when X and Y are in general differentiable and satisfy

In this case the derivative

is

the relations (22).

COMPLEX NUMBEES AND VECTOES

dF == dX
.dY
N =
F (*)
^ /
:Jir + i ;r
.,

.SX

dz

These conditions

dY

may

dx

=::::

dx

159
/OON

(
v 23 y
)

dy

dy

also be expressed in polar coordinates (Ex. 2).

A few words

about the function $(x, y). This is a multiple valued function of

difference between two neighboring branches is the con(x, y), and the
45 to this case shows at once that,
stant 2 TT. The application of the discussion of
in any simply connected region of the complex plane which contains no point (a, b)
such that K (a, b) = 0, the different branches of <i> (x, y) may be entirely separated
so that the value of $> must return to its initial value when any closed curve is dethe variables

scribed by the point (x, y). If, however, the region is multiply connected or contains
points for which R =
(which makes the region multiply connected because these
must
be
cut
points
out), it may happen that there will be circuits for which 4>,

although changing continuously, will not return to its initial value. Indeed if it can
be shown that 4> does not return to its initial value when changing continuously as
(x, y) describes the boundary of a region simply connected except for the excised
points, it may be inferred that there must be points in the region for which E = 0.
An application of these results may be made to give a very simple demonstration
of the fundamental theorem of algebra that every equation of the nth degree has at least

one root. Consider the function

F(z)

where

= z* + a^-i +

tt n

+ an = JT(x, y) + iF(x, y),

x + iy and expanding and rearranging.

_!Z

X and Y are found by writing z as

X and F will be polynomials in

The functions
where
<f

finite

and continuous

in (x, y).

= ang.of F=ang.ofzw (l +
\

+
z

(x, y)

and

Consider the angle

+ ^-^
+
n ~~*
z

z n/

will therefore

of F.

<

= ang.

of

Next draw about the

origin a circle of radius r so large that

Then

upon the circumference the angle

for all points z

*=

ang. of

F= n(ang.

of z)

ang. of (1

of

-f

z-f

be every-

Then
ang. of (! +

).

F is

M<-

77),

Now let the point (x, y) describe the circumference. The angle of z will change by
2 v for the complete circuit. Hence * must change by 2 nir and does not return to
Hence there is within the circle at least one point (a, 6) for which
and consequently for which X(a, b) = and F(a, b) = and F(a, 6) =0.
Thus if a = a -f #>, then F(a) = and the equation F(z) = is seen to have at
a is a factor of F (z) and hence by inducleast the one root a. It follows that z
has just n roots.
tion it may be seen that F(z) =
its initial

value.

R (a, b) =

74. The discussion of the algebra of complex numbers showed how

the sum, difference, product, quotient, real powers, and real roots of
such numbers could be found, and hence made it possible to compute

the value of any given algebraic expression or function of z for a given

value of z. It remains to show that any algebraic expression in z is

DIFFEEENTIAL CALCULUS

160

really a function of z in the sense that it has a derivative with respect

to Zy and to find the derivative.
the differentiation of an algebraic

Now

made

function of the variable x was

to depend upon the formulas of dif2.

and
of
A
ferentiation, (6)
glance at the methods of derivation
(7)
of these formulas shows that they were proved by ordinary algebraic

manipulations such as have been seen to be equally possible with imagiIt therefore may be concluded that an algebraic

naries as with reals.

expression in z has a derivative with respect to z and that derivative

may be found just as if z were a real variable.
other
The case of the elementary functions ez , log z, sin z, cos z,

than algebraic

different

is

for these functions

have not been defined

complex variables. Now in seeking to define these functions when z

complex, an effort should be made to define in such a way that 1
when 2 is real, the new and the old definitions become identical and
2 the rules of operation with the function shall be as nearly as possible the same, for the complex domain as for the real. Thus it would be
when z and w are complex.
desirable that Dez = ez and ez + w = ez e
With these ideas in inind one may proceed to define the elementary
functions for complex arguments. Let
for

is

ez

The

= R (x,

& (x,

derivative of this function

De?

(R cos

= (Rx cos
and

y) [cos

if this is to

<P)

+
R

<I>

R' sin &

+ i sin

by the

is,

<

first

(24)

(x, ?/)].

rule of (23),

d
i

sin <P)
j- (R

sin

3>

be identical with

R'r cos 4>

y)

R&'x sin $
R&' cos &

<E>^)

(R'x sin

&+R

cos

<1>

above, the equations

= R cos 3>
= R sin &

Rx = R
<&'

must hold, where the second pair is obtained by solving the first. If
the second form of the derivative in (23) had been used, the results
1. It therefore appears that if the
would have been R'v
0,

^=

derivative of ez , however computed,

are four conditions imposed

satisfied if

R=

e?

upon

is

to be e z , then

and

<.

These conditions will be

= y* Hence define
= ex + = e*(cos y + i sin y).

and $
e

iv

(25)

The use of the more general solutions R = Ge*, * = y + C would lead to expressions
which would not reduce to ex when y = and z = K or would not satisfy e* + w = ez e w
*

COMPLEX NUMBEES AND VECTORS

With

this definition
law ez + w

Dez

it

if

0*+

TT&,

wi,

2 wiri be added to
2wTr

''

Thus m the complex domain e has

x have the real period 2 TT. This

= cos y + i sin y,
= e* + e-*
cos

--

e* is

unchanged

2iri.

(26)

the period 2iri9 just as cos

relation is inherent ; for

0~ yt

= cos y

>

e z is

,?,

period

e*,

sin

shown that the

readily

2 TTI of z the value of

and

it is

appears that

eP*

and

= e ew holds.

exponential
For the special values

Hence

z
surely e ,

is

161

sin

as

sin y,

<r*

--

vi

&

and

/oryx

(27)

'I

The

trigonometric functions of a real variable y may be expressed in

terms of the exponentials of yl and
yi. As the exponential has been
defined for all complex values of , it is natural to use (27) to define
the trigonometric functions for complex values as
cos z

6*
-+ -

<**

>

sin z

=e

zi

- e-

zi
f

(27

2i i

2i

With these definitions

the ordinary formulas for cos (z

sin 3,
w),
may be obtained and be seen to hold for complex arguments, just as the
corresponding formulas were derived for the hyperbolic functions ( 5).

As

in the case of reals, the logarithm log z will be defined for

plex numbers as the inverse of the exponential.

if

= w,

then

log

where the periodicity of the function

Thus

w = z + 2 mri,

+ iv

with modulus

(28)

shows that the logarithm is not

to any one of its

uniquely determined but admits the addition of 2 wrri

1
values, just as tan" x admits the addition of nir. If

complex number u

com-

r = V?^ + ^
2

is

written as a

and with the angle

<, it follows that

w = u + w = r (cos + i sin = re** = elogr + **

= log V^2 + # + i tan"" (#/M)
log w = log r +
<

and

<f>)

(29)

<fri

the expression for the logarithm of w in terms of the modulus and

angle of w the 2 mri may be added if desired.

is

b
this point the expression of a power a , where the exponent b is
imaginary, has had no definition. The definition may now be given in

To

terms of exponentials and logarithms. Let

or

DIFFERENTIAL CALCULUS

162

In this way the problem of computing ab

is reduced to one already

it
the
is
seen
that the logarithm of a
solved. From
very definition
of
the
is
the
the
of the base, as
logarithm
product
exponent
by
power
in the case of reals. To indicate the path that has been followed in

defining functions, a sort of family tree

real

numbers, x

be made.

may

real angles,

real powers and

roots of reals, x n

real trigonometric functions,

cosx, sinx, tan- *x,
real powers and roots
of imaginaries, zn

exponentials, logarithms
of reals, e*, logx

exponentials of imaginaries,
trigonometric functions
of imaginaries

logarithms of imaginaries, log z

I

imaginary powers, z"

EXERCISES
1. Show that the following complex functions satisfy the conditions (22) and
are therefore functions of the complex variable z. Find F'(z)
:

(a)

x*-y* +

e* cos y

Show

2.

ie? sin #,

a0

a/*

Use the conditions of

4.

From

(f)

sin x sinh y

A
with

F'(z)

cos x cosh y.

= /ax

..

.ar\.

1-

\ ar

a0

at*

Ex. 2 to show from D log z = 2- *

tsm0).

J(cos0

that log 2

= log r -f 0t.

the definitions given above prove the formulas

(a) sin (x
(/3) cos (x

(y)' tan (x

-f-

-f

= sin x cosh y +
= cos x cosh y
iy)
iy)

z|/)

sin 2 x

-f-

cos2x

cos x sinh y,

sin x sinh y,

sinh 2 y

cosh 2 y

Find to three decimals the complex numbers which express the values of

(a) <*"*,
(

idx

ar =

3.

5.

(/3)

2ixy,

that in polar coordinates the conditions for the existence of F'(z) are

dx = idY
C)T

- 3(xy2 + x2 -

) sin J

m,

(i) log(-

1),

(7) ei

(f) cos i,

(,) sin (i

()

(X) log(i

logi,

i^,

(0) e,

(3)

+ i V-3),
+ 1 V- 3),
b

-i-<,

(0)

tan

(p)

log(-

(-1-1),
1

- i).

Owing to the fact that log a is multiple valued, a is multiple valued

a manner that any one value may be multiplied by e2nJrM Find one value
of the following and several values of one of them
6.

(a)

2',

(0

i',

(y) v'i,

()

-fa,

(t)

(|

in such
of each

COMPLEX NUMBERS AND VECTORS

Show

7.

the

that

Da*

= a* log a when a and z

163

are complex.

8. Show that (a6 ) c = a6*; and fill in such other steps as may be suggested by
work in the text, which for the most part has merely been sketched in a broad

way.

Show that if /(z)'and g(z) are two functions of a complex

/(z)0(2), <xf(z) with a a complex constant, f(z)g(z), f(z)/g(z)
9.

variable, then

are also func-

tions of z.

10. Obtain logarithmic expressions for the inverse trigonometric functions.

Find sin- H.

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. Vector

tity

the vectors are said to be equal irrespective of the

position which they occupy in space. The vector

which has the same

a
the
but
opposite direction. The
magnitude
vector ma is a vector which has the same direction
as a (or the opposite) and is m (or
w) times as
of
or
The
law
vector
geometric addition is
long.
the parallelogram or triangle law ( 71) and is still
applicable when the vectors do not lie in a plane
but have any directions in space for any two vectors brought end to end determine a plane in which the construction
may be carried out. Vectors will be designated by Greek small letters
or by letters in heavy type. The relations of equality or similarity
-

is

definition a vector

by

as

between triangles establish the rules

a+

P=P + a,

<*+(/?

+ y) =

(tf

as true for vectors as well as for

said to be zero

vector

is

ten

From

0.

when

/3)

+ y, m(a + ft = ma + m/3

numbers whether
its

magnitude

the definition of addition

it

is

(30)

real or complex.
zero,

and

it is

writ-

follows that

= a.

a+

In fact as far as addition, subtraction, and

multiplication by numbers are concerned, vectors obey
the

same formal laws as numbers.

vector p may be resolved into components parallel to any three given vectors a, /3, y which are not

any one

For

a parallelepiped
edges parallel to the three
given vectors and with its diagonal equal to the vector whose components are desired. The edges of the parallelepiped are then certain
parallel to

be constructed with

plane.
its

let

DIFFERENTIAL CALCULUS

164

multiples xa, yft, zy of ar, ft, y and these are the desired components
of p. The vector p may be written as
;

= xa + yfi + zy*

(31)

It is clear that two equal vectors would necessarily have the same
components along three given directions and that the components of a

zero vector would all be zero. Just as the equality of two complex
numbers involved the two equalities of the respective real and imaginary parts, so the equality of two vectors as

= oca +

i/ft

+ zy = x'a + y'fl + s'y = p'

involves the three equations x

= x', y = y', z =

(31')

#'.

As a problem in the use of vectors let there be given the three vectors or, j3, y
from an assumed origin O to three vertices of a parallelogram required the vector
to the other vertex, the vector expressions for the sides and diagonals of the parallelogram, and the proof of the fact that the diagonals bisect
;

each other. Consider the figure. The side

AB

is,

by the

OA = a
=
=
a.
OB
p
gives
a. Now OD is the sum of 00
In like manner A C = y
and CD, and CD = AB; hence OD = y + fta. The diagonal AD is the difference of the vectors OD and CM, and
2 a. The diagonal BC is y
Now the vector from O to the
is therefore y +
middle point of BC may be found by adding to OB one half of BC. Hence this
or \
vector is
-f y). In like manner the vector to the middle point of
+ \ (y
2 a) or (7 -f 0), which is identical with the former.
A D is seen to be a + J (7 -f
which when added to
and hence it must be that AB

triangle law, that vector

/3,

/3

ft

/3.

(j3

/3)

The two middle

points therefore coincide and the diagonals bisect each other.

be any two vectors, \a\ and \ft\ their respective lengths,

the
angle between them. For convenience the vectors may
ft)
to
be laid off from the same origin. The product of the
be considered
lengths of the vectors by the cosine of the angle between the vectors

Let a and

and

is

ft

Z. (a,

called the scalar product,

scalar product

of the

two vectors and

is

= a. ft = \a\\ft\ cos Z (a,

ft),

(32)

denoted by placing a dot between the letters.

is a number, not a vector.

This combination, called the scalar product,

As |/J|cosZ

the projection of ft upon the direction of a, the

be stated to be equal to the product of the length
the length of the projection of the other upon it.

(a, ft) is

scalar product

may

of either vector

by

In particular if either vector were of unit length, the scalar product

would be the projection of the other upon it, with proper regard for
* The numbers z, ?/, z are the oblique coordinates of the terminal end of
p (if the
end be at the origin) referred to a set of axes which are parallel to a, 0, 7 and
upon which the unit lengths are taken as the lengths of a, 0, y respectively.
initial

COMPLEX NUMBERS AND VECTORS

the sign and if both vectors are unit vectors, the product
of the angle between them.
;

165
is

the cosine

The scalar product, from its definition, is commutative so that a/3~fla.

Moreover (md)*fi = a*(mff) = m (a>/3), thus allowing a numerical factor
m to be combined with either factor of the product. Furthermore the
distributive Ian)

"O8 + y) = *
is satisfied

aa l of
the

its

first

+ **y

or

(<*

+ /3>y =

For

as in the case of numbers.

if

-y

.y

(33)

a be written as the product

length a by a vector a^ of unit length in the direction of a,

equation becomes

+ y) = ^.0 + aa^y or a^(ft + y) = a^ft + a^y.

And now ^(ft + y) is the projection of the sum + y upon the direction of
and cc^/3 + a^y is the sum of the, projections of and y upon
aa^yS

/?

ft

(Xj

this direction

by the law

of projections these are equal

and hence the

distributive law is proved.

The associative law does not hold for scalar products ; for (a*ft) y
means that the vector y is multiplied by the number o>/J, whereas

a (/8y) means that a is multiplied by (/Jy), a very

The laws of cancellation cannot hold for if

different matter.

a*P = 0,

and the vanishing of the

the factors
a* ft

is

ft

cos
\

Z (*,

ft)

= 0,

two

called the condition of 2>erpendicularity.

however, that

if

a vector p

satisfies

= 0,

p.0

p .*

= 0,

p-y

It should be noted,

= 0,

(35)

three conditions of perpendicularity with three vectors a,

0.
parallel to the same plane, the inference is that p

76.

(34)

aft implies either that one of

vectors are perpendicular. In fact

scalar product

or that the

is

then

Another product of two vectors

vector product

is

/J,

y not

the vector product,

= #x/J = v \a\

|/J|

sin Z. (a,

/J),

(36)

where v represents a vector of unit length normal to the plane of a

and P upon that side on which rotation from a to
P through an angle of less than 180 appears posi- ax ft
tive or counterclockwise.
is itself

Thus the vector product

a vector of which the direction

is

perpen-

dicular to each factor, and of which the magnitude is the product of the magnitudes into the
sine of the included angle. The magnitude is therefore equal to the
area of the parallelogram of which the vectors a and ft are the sides.

DIFFERENTIAL CALCULUS

166

The

vector product will be represented by a cross inserted between the

letters.

As

rotation

from the

from

/8

to

is

the opposite of that from a to

/?,

it

follows

definition of the vector product that

ftxa

and the product

ax ft,

not

ax ft

= ftxa,

(37)

not commutative, the order of the factors

carefully observed. Furthermore the equation
is

ax/3

= v|||0|8inZ (,

ft)

must be

(38)

implies either that one of the factors vanishes or that the vectors a and
Indeed the condition a* ft
is called the condition of
ft are parallel.
parallelism. The laws of cancellation do not hold. The associative law
also does not hold for (axft)xy is a vector perpendicular to ax/3 and y,
;

and since ax ft is perpendicular to the plane of a and ft, the vector (#x/3)xy
perpendicular to it must lie in the plane of a and ft whereas the vector ax(ftxy), by similar reasoning, must lie in the plane of ft and y and
hence the two vectors cannot be equal except in the very special case
where each was parallel to ft which is common to the two planes.
But the operation (ma)xjg = a*(mft) = m(#x/J), which consists in
;

allowing the transference of a numerical factor to any position in the

product, does hold and so does the distributive law
;

ax(/3

+ y) = ax/3 + axy

and

(a

+ j8)xy = <*xy + /J X y,

(39)

the proof of which will be given below.

In. expanding according to
the distributive law care must be exercised to keep the order of the
factors in each vector product the same on both sides of the equation,
owing to the failure of the commutative law an interchange of the
;

order of the factors changes the sign. It might seem as if any algebraic
operations where so many of the laws of elementary algebra fail as in
the case of vector products would be too restricted to be very useful
that this is not so is due to the astonishingly great number of problems
in which the analysis can be carried on with only the laws of addition
;

and the

law of multiplication combined with the possibility

of transferring a numerical factor from one position to another in a
product in addition to these laws, the scalar product a* ft is commutative and the vector product ax ft is commutative except for change of sign.
In addition to segments of lines, plane areas may be regarded as
distributive

magnitude (the amount of the

and
of
to its plane). To specify
direction
the
normal
direction
area)
(the
on which side of the plane the normal lies, some convention must be

vector quantities ; for a plane area has

made. If the area

is

part of a surface inclosing a portion of space, the

COMPLEX NUMBERS AND VECTORS

normal

If the area lies in an isolated

taken as the exterior normal.

is

16T

plane, its positive side is determined only in connection with some

assigned direction of description of its bounding curve the rule is If
a person is assumed to walk along the boundary of an area in an
:

assigned direction and upon that side of the plane which

causes the inclosed area to lie upon his left, he is said
to be

upon the positive side

(for the assigned direction

of
the
of description
boundary), and the vector which
represents the area is the normal to that side. It has

been mentioned that the vector product represented

an area.

That the projection of a plane area upon a given plane gives an area
which 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
unchanged in length whereas lines perpendicular to the intersection
are multiplied by the cosine of the angle between the planes. As the
angle between the normals is the same as that between the planes, the
projection of an area upon a plane and the projection of the vector representing 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 is covered twice (or an even number of times) with opposite
signs and the total algebraic sum is therefore 0.

To prove

ax ft
the law ax(/3
#xy and illustrate the use of
y)
the vector interpretation of areas, construct a triangular prism with the
triangle on ft, y, and ft
y as base and a as lateral edge. The total

vector expression for the surface of this prism

is

1/5x7

^ /?xy = 0,
closed. A cancel-

ftxa + yx# + a*(ft + y) + ?(ft*y)

and vanishes because the surface is

lation of the equal and opposite terms (the two
bases) and a simple transposition combined with the
rule ftxa

ax(/J

ax ft gives the result

+ y) =

ftxa

yxa

= ax

ft -f-

axy.

system of vectors of reference which

is particularly useful consists

unit
directed
of
along the axes X, F,
length
i, j,
Y
-X"
to
so that rotation from
appears positive from the side of

drawn

of three vectors

the sey-plane upon which Z lies.

from the origin to the point (#,
oi,

yj,

#k,

The components of any vector

?/,

#) are

and

= xi + yj + #k.

drawn

DIFFEEENTIAL CALCULUS

168

The products

of

i, j,

into each other are,

from the

definitions,

= j.j = k.k = 1,
=
=
j.i
j.k = k.j = k.i = i-k = 0,
i.j
ixi = jx j = kxk = 0,
= k, jxk = - kxj =
kxi = - ixk =
ixj ==
jxi
i.i

i,

j.

and the distributive laws for scalar and

vector products, any given products may be expanded. Thus if

By means

of these products

=i + J+
= ^i + j + ^ k and
a*p = afa + afa + aj)#
- a^i + (a^ - a^j + (afa ax/3 = (a/
a

then

ft

/>

7>

8k,

(41)

A)k,
way a passage may be made from

by direct multiplication. In this

vector formulas to Cartesian formulas whenever desired.
EXERCISES
Prove geometrically that

1.

a and

2. If

divides

ft

a + (ft +

7)

= (a + p) + 7

are the vectors from an assumed origin

n, show that the vector to C is 7

AH in the ratio m

ABCD

(na

mp)/(m

n).

vertex to

by the diagonal

AD and

CD

it.

that the medians of a triangle meet in a point and are trisected.

Show

4.

BE connecting the

show that the line

3. In the parallelogram
is trisected
the middle point of the opposite side
trisects

m(a + ft) = ma + mft.

to A and B and if C

and

and ra2 are two masses situated at Pl and P2 the center of gravity or
l
mass of m^ and m2 is defined as that point G on the line P^^ which
as the masses. Moreover if G l is the center of mass of a
divides
2 inversely
number of masses of which the total mass is M^ and if G 2 is the center of mass of
a number of other masses whose total mass is 3f2 the same rule applied to 3fA and
and G l and 6? 2 gives the center of gravity G of the total number of masses.
2
5. If

center of

P^

Show

that

where
show

r + w r2
m +m

=m

and

- + mnrn
= w^i + m2 r2 +
= Smr^
m + m 2 + + mn
Sm

'

f denotes the vector to the center of gravity.

-.

Smx

Sm

Resolve into components to

Sm

Sm

6. If a and ft are two fixed vectors and p a variable vector, all being laid off
is the equation of a plane through
from the same origin, show that (p
/3)a =

the end of
7.

ft

Let a,

perpendicular to a.
ft

7 be the vectors

to the vertices

A,

J?,

of a triangle.

Write the

three equations of the planes through the vertices perpendicular to the opposite
sides. Show that the third of these can be derived as a combination of the other

and hence infer that the three planes have a line in common and that the
perpendiculars from the vertices of a triangle meet in a point.

two

COMPLEX NUMBERS AND VECTOKS

169

problem analogous to Ex. 7 for the perpendicular bisectors of the

8. Solve the
sides.

Va.

If a, ft, and y
a) to obtain the

9. Note that the length of a vector is

three sides of a triangle, expand 7*7 = (ft
a)* (ft

ft

are the

law of cosines.

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

Show

11.

that

a and

^-

are the components of

ft

parallel

and perpen-

a by showing 1 that these vectors have the right direction, and 2 that
they have the right magnitude.
dicular to

are the three edges of a parallelepiped which start from the same
/3, 7
that
show
vertex,
(axft)y is the volume of the parallelepiped, the volume being
considered positive if 7 lies on the same side of the plane of a and ft with the
12. If a,

vector

13. Show by Ex. 12 that (a*ft)*y = a*(ft*y) and (#xj8).y

(18x7). a; and hence
infer that in a product of three vectors with cross and dot, the position of the cross
and dot may be interchanged and the order of the factors may be permuted cyc-

without altering the value. Show that the vanishing of (axft)*y or any of
equivalent expressions denotes that or, /3, 7 are parallel to the same plane the

lically
its

condition axft*y

is

called the condition of eoinplanarity.

14. Assuming a = o x i + tt 2 j + c/ a k,
and ax((3xy) in terms
expand o>7,

ax(x7) =

(n>7)

The formulas

15.

(a* ft)

ft

of

rule of Ex. 13 that a dot

and hence

(ttx|8).(7x5)

16. If

a and

to the x-axis,

and from the

&2 j

68 k,

7 =
show

= (a*y)

(ax/3)x7

(7x5) a =
(a*y) (ft.d)

unit vectors
ft are two
show that

cti

c2 j

(y*ft)

ft

c 8 k,

a.

Ex. 14 for expanding a product with two crosses and the

and a cross may be interchanged may be applied to expand
I

and

^1

of the coefficients to

cos 9

fact that a* ft

(a*p*y) d

in the x*/-plane inclined at angles 9

sin 9,

cos(0

(ax/3.5)

6)

ft

and ax ft

plication the trigonometric formulas for sin(0

cos

sin

= ksin(0

9)

and

and cos($

9) obtain

by multi-

9).

17. If Z, m, n are direction cosines, the vector li + raj + nk is a vector of unit

length in the direction for which Z, m, n are direction cosines. Show that the
7
n7 ) is
condition for perpendicularity of two directions (Z, m, n) and (P,
,

18.

With the same

notations as in Ex. 14
i

o>a

= di2 +

a|

a|

and

show that

k
and

ax/37

=
cl

C2

C3

DIFFERENTIAL CALCULUS

170
19.

Compute the
(a)

and vector products of these pairs

scalar

rGi+0.3j-5k
i~ 4.2 J + 2.6k,

of vectors

tf

\0.1

20. Find the areas of the parallelograms defined by the pairs of vectors in
19. Find also the sine and cosine of the angles between the vectors.

Ex.

21. Prove ax[px(yxd)]

22.

What

is

= (a*yxd)p

a*pyxd

the area of the triangle

= p*d axy

(1, 1, 1), (0, 2, 3), (0, 0,

As the fundamental

77. Vector differentiation.

p.y axd.
1) ?

rules of differentia-

depend on the laws of subtraction, multiplication by a number,

the distributive law, and the rules permitting rearrangement, it follows
that the rules must be applicable to expressions containing vectors
without any changes except those implied by the fact that ax ft
ftxa.
tion

As an

illustration consider the application of the definition of differen-

uxv of two

tiation to the vector product

vectors

to be functions of a numerical variable, say x.

which are supposed

Then

A(Uxv)

= (U + Au)x(v + AV) UxV

= UxAV + AUxV + AUxAV,

A(UXV)
*

= Ux Av

e-

Ax

Ax

A (uxv)

c?(uxy) __

dx

Here the ordinary

Au
XV
Ax

AUxAv
Ax

__

Ax

AX=O
rule for

a product

dy

dM

dx

dx

is

seen to hold, except that

the order of the factors must not be interchanged.

The interpretation of the derivative is important.

Let the variable

vector r be regarded as a function of some variable, say x, and suppose

is laid off from an assumed origin so that, as x varies,

the terminal point of r describes a curve. The increment Ar of r corresponding to Ax is a vector quantity

and in fact is the chord of the curve as

The derivative

dx

Ax

=
ds

indicated.

=-

li

As

is therefore a vector tangent to the curve; in particular if

the variable x were the arc s, the derivative would have

the magnitude unity and would be a unit vector tangent to the curve.
The derivative or differential of a vector of constant length is per-

pendicular to the vector.

This follows from the fact that the vector

COMPLEX NUMBERS AND VECTOES

then describes a circle concentric with the origin. It

171

may

also be seen

analytically from the equation

= dr*r + r*dr = 2 r*dr = d const. =

e?(r-r)

0.

(43)

If the vector of constant length is of length unity, the increment Ar is

the chord in a unit circle and, apart from infinitesimals of higher
order, it is equal in magnitude to the angle subtended at the center.

Consider then the derivative of the unit tangent t to a curve with

respect to the arc s. The magnitude of dt is the angle the tangent turns
through and the direction of dt is normal to t and hence to the curve.

The

vector quantity,

curvature

^=^
= -7-7-3
2

ds

(44)
v
'

>

6/.S

therefore has the magnitude of the curvature (by the definition

and the direction of the interior normal to the curvo.

in

42)

This work holds equally for plane or space curves. In the case of a space curve
the plane which contains the tangent t and the curvature C is called the osculating
plane ( 41). By definition ( 42) the torsion of a space curve is the rate of turning
of the osculating plane with the arc, that is, d\l//ds. To find the torsion by vector
methods let c be a unit vector C/VCC along C. Then as t and c are perpendicular,
n = txc is a unit vector perpendicular to the osculating plane and dn will equal d\l/
in magnitude.

Hence

as a vector quantity the torsion

T=

dn

where

(since dt/ds

C,

dc
dc
d(txc) = dt
-A-Z
XC + tx~ = tx
.

=:

ds

is

ds

and

...

ds

ds

(45)

ds

c is parallel to C) the first

term

drops out. Next note that dn is perpendicular to n because it

is the differential of a unit vector, and is perpendicular to t
because dn = d(txc) = txdc and 1>(txdc) =
since t, t, dc are

Hence

^
/

is

necessarily complanar (Ex. 12, p. 169).

parallel
c. It is convenient to consider the torsion as positive when
the oscillating plane seems to turn in the positive direction when

to

viewed from the side of the normal plane upon which t lies. An inspection of the
c and not -f c. As c is a unit
figure shows that in this case dn has the direction
cT. Then
vector, the numerical value of the torsion is therefore
ds

=-

fd
c-tx

[ds

r
3

ds

=+C
Vc^C

-t

_ d
ds

VC-C
"1

-\

VC-CJ

-c.tx

d3 r

ds

VC-C

/><c/x
X

(45

r/ ' r//xr///

'

s3~~

where
78.

r".r"

differentiation with respect to s is denoted

by

accents.

Another sort of relation between vectors and differentiation

conies to light in connection with the normal and directional derivatives ( 48). If F(x, y, z) is a function which has a definite value at

DIFFERENTIAL CALCULUS

172

F = C + dC

F=

the two neighboring surfaces

C and
of
F
of
normal
is
the
rate
derivative
are considered, the

each point of space and

if

F along the normal to the surfaces and

written dF/dn. The rate of change of F along
C is more rapid than
the normal to the surface F
change of
is

along any other direction

tween the two surfaces is

for the

change in

dF = dC and

is

be-

constant,

whereas the distance <ln between the two surfaces is

least (apart from infinitesimals of higher order) along the normal. In
fact if dr denote the distance along

shown by

any other

direction, the relations

the figure are

dr

= sec 6dn

and

dr

= -7

dn

cos

0.

(46)
^
'

now n

denote a vector of unit length normal to the surface, the

product TLdF/dnwill be a vector quantity which has both the magnitude
and the direction of most rapid increase of F. Let
If

(47)
^
'

an

be the symbolic expressions for this vector, where VF is read as "del F"
and grad F is read as " the gradient of F." If dr be the vector of which
dr
it

is the length, the scalar product n*dr

follows that

dr.VF=^dF

and

is

precisely cos Odr,

r-W = dF
dr

and hence
(48)/

where T l is a unit vector in the direction r/r. The second of the equations shows that the directional r/criratire 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 8F/8x, 8F/8y, dF/dz, and as these arc the components of VF
along the directions

when

j,

k, the result

V=

Hence

may

i,

is

838

i^ox

+ k~
+ jf
oz
cy

be regarded as a symbolic vector-differentiating operator which

applied to

gives the gradient of F.

The product

COMPLEX NUMBERS AND VECTOES

is

173

immediately seen to give the ordinary expression for dF. From this
F it does not appear that the gradient of a function is

form of grad

independent of the choice of axes, but from the manner of derivation

VF first given it does appear that grad F is a definite vector quan-

of

independent of the choice of axes.

In the case of any given function F the gradient may be found by
the application of the formula (49) but in many instances it may also
tity

be found by means of the important relation dr*VF = dF of (48). For

instance to prove the formula V(F<7) = FVG
GVF, the relation may

be applied as follows

= d(FG) = FdG + GdF

= Fdr*VG + Gdr.VF = dr*(FVG + GVF).

dr*V(FG)

Now
celed

as these equations hold for

by

(35), p.

The use

any
165, and the desired

direction

e?r,

the dr

may be

can-

result is obtained.

of vector notations for treating assigned practical problems involving

is not great, but for handling the general theory of such parts of

computation

physics as are essentially concerned with direct quantities, mechanics, hydromechanics, electromagnetic theories, etc., the actual use of the vector algorisms

considerably shortens the formulas and has the added advantage of operating
upon the magnitudes involved. At this point some of the elements of
mechanics will be developed.
directly

79. According to

Newton's Second Law, when a force acts upon a

particle of mass m, the rate of change of momentum is equal to the

force acting, and hikes place in the direction of the force. It therefore

appears that the rate of change of

momentum and momentum

itself

are to be regarded as vector or directed magnitudes in the application

of the Second Law. Now if the vector r, laid off from a fixed origin

is situated at any instant of

to the point at which the moving mass
time t, be differentiated with respect to the time , the derivative dr/dt
is a vector, tangent to the curve in which the particle is moving and of
magnitude equal to ds/dt or v, the velocity of motion. As vectors*,
then, the velocity v and the momentum and the force may be written as

Hence

dv
=
F = ra
dt

From
mass

the equations

it

= mi
w cPr
dr
-r-j

if

dv
= 37
= cPr
33

dr

dt

appears that the force

is

the product of the

m by a vector f which is the rate of change of the velocity regarded

* In
applications, it is usual to denote vectors by heavy type and to denote the magnitudes of those vectors by corresponding italic letters*

DIFFERENTIAL CALCULUS

174

called the acceleration; it must not be confused with the rate of change dv/dt or d?s/dt* of the speed or magnitude
of the velocity. The components x) y , z of the acceleration along the
axes are the projections of f along the directions i, j, k and may be

The

as a vector.

vector f

is

f f f

written as f

i,

j,

f k.

Then by the laws

of differentiation

it

follows

that

~~
Jx ~~ *"*

and

dt2

d&

rP'ti
Us

/72,yt
Ut
4,

(/

^ == "^

^ == "^'

Hence

~~

~~

dt*~*

==

>

fJ^'y
W
&

>

seen that the components of the acceleration are the accelerations of the components. If X, F, Z are the components of the force,
it is

the equations of motion in rectangular coordinates are

Instead of resolving the acceleration, force, and displacement along

it may be convenient to resolve them along the tangent and

the axes,

normal to the curve. The velocity v

Then

curve.

dv =
f =
-

dt

^
But

dt
-dt

where

is

..

vt,

where v

is

a unit vector tangent to the

is

7,

= dv t ^ v dt
,

-f-

dt

dt

v
= dt ds = O
= --n,

ds dt

the radius of curvature and

It therefore is seen that the

tangent

7/

d(vt)
^
dt

be written as

may

the magnitude of the velocity and t

is

X(-rtv

(53)
^
'

a unit normal. Hence

component of the acceleration along the

or the rate of change of the velocity regarded as a

the component normal to the curve is v*/R. If T and

is d?s/dt?,

number, and
are the components of the force along the tangent and normal to the
curve of motion, the equations are

It is

noteworthy that the force must

the sector

lie

in the osculating plane.

two positions of the radius vector, the area of

+
included by them is (except for infinitesimals of higher order)

If r and r

Ar

are

COMPLEX NUMBERS AND VECTOES

AA =

175

.rxAr, and is a vector quantity of which the

rx(r
Ar)
to
the plane of r and r
direction is normal
Ar, that is, to the plane

The

through the origin tangent to the curve.

or the areal velocity, is therefore

_=
dA

..

lm

Ar

rate of description of area,

<1r

/t JN

irx-=.rx-=irxv.
f

(54)

projections of the areal velocities on the coordinate planes, which

are the same as the areal velocities of the projection of the motion on

The

those planes, are (Ex. 11 below)

I/ dz

F lie
motion may
and

I/ d

d*

dx

acting on the mass

passes through the origin, then
0. The equation of
along the same direction and rxF

If the force
r

I/ dx

dy

then be integrated at sight.

= _F,
m dv
at
dv
rx

dv
?/*rx

at
.

(rxv)/

dt^

at

_
~
= rxF
= 0.

= 0,
..

rxv

= const.
,

a constant

It is seen that in this case the rate of description of area is

vector,

which means that the rate

not only constant in magnitude

the path of the particle
must lie

is

constant in direction, that is,

in a plane through the origin. When the force passes through a fixed
point, as in this case, the force is said to be central. Therefore when a

but

is

particle moves under the action of a central force, the motion takes place
in a plane passing through the center and the rate of description of
areas, or the areal velocity, is constant.

80. If there are several particles, say n, in motion, each has its own equation
These equations may be combined by addition and subsequent reduction.

of motion.

and

But
Let

mi

+ m2

^+m ^+
2

Then

...

...

+ mn

= F1

+ mw

^ = ^(m

1 1

4- mn) f = M
+ mnrn = (m t + m2 +
+ mnin _ Smr = Smr
= mt rt + m2 rg +
M
w
mn
Sm
+
+
+
m^
2

m^ + m r

2 2

Jf

= F + Pi +
1

...

+ P.= ]F.

(56)

DIFFERENTIAL CALCULUS

176

Now the vector r which has been here introduced is the vector of the center of
mass or center of gravity of the particles (Ex. 5, p. 168). The result (66) states, on
comparison with (61), 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 Ft acting on the ith mass may be wholly or partly due to attractions,
repulsions, pressures, or other actions exerted on that mass by one or more of the
other masses of the system of n particles. In fact let F be written as

Fi

where F#

= Ft0 + Fa + Fia +

+ Fm

w,- by m, and F,the n masses which form the system.

the force exerted on

some agency
Newton's Third Law,
when one 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# =
F// exerted by m,- on mj. In the sum SF; all
these equal and opposite actions and reactions will drop out and SF^ may be replaced by SFto, 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 concentrated there 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
is

external to

is

the force due to

Now by

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
rw
combined in a different way and reduced. Multiply the equations by r t r2
and add. Then
-

w^x -i + m r

2 2

or

2-

^ +

m T T^V! + m - r2 xv +
at
2

(tti

or
at

(%r l xv 1 +

This equation shows that

by those masses, and

if

ran r u x

J^

=r xF +
1

+ mn - rw xv =
at

m2 r2 xv2 +

r2 xF2

r^ +

r2 xF2

SrxF.

inn i n xvn )

rn xFn

+
+

rtt xFw

(66)

the areal velocities of the different masses are multiplied

added together, the derivative of the sum obtained

is equal
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

to the

moment of

all

all

sum F

+ Fn +
+ F/n and in particular consider the
F# and the reaction F/ =
F# 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 -xFj, which then reduces
to Sr -xFt-o. On the other hand a term like m^xVf may be written as rjx(wiVf). This
product is formed from the momentum in exactly the same way that the moment
Hence the
is formed from the force, and it is called the moment of momentum.
resolution of

into the

action

equation (66) becomes

COMPLEX NUMBERS AND VECTOES

dt

moment

(total

of

= moment

momentum)

177

of external forces.

Hence the result that, as vector quantities The rate of change of the moment of
momentum of a system of particles is equal to the moment of the external forces (the
:

forces between the masses being entirely neglected under the assumption that action
and reaction lie along the line connecting the masses).

EXERCISES
1.

(a)

Apply the

d(u.v) =

definition of differentiation to prove

u-dv

v-du,

d [u(vxw)]

(/3)

= tfu-(vxw) +

u(dvxw) + u(vxdw).

2. Differentiate under the assumption that vectors denoted by early letters of

the alphabet are constant and those designated by the later letters are variable
:

(a)

UX(YXW),

<>=
3.

Apply the

(jS)

a cos t

<>

rides for change of variable

b sin

to-

(uu)u,

(7)

show that

(J

r
r

x"s'

T'S"
,

where

accents denote differentiation with respect to x. In case r = yi + ?/j show that

takes the usual form for the radius of curvature of a plane curve.
I/

VCC
4.

The equation

of the helix

show that the radius

is

of curvature

= ia cos
2

is

(a

-f

j^ KIU

with

= V a2 + b2

<f> ;

6 )/a.
6 2 ).

5.

Find the torsion

6.

Change the variable from s to some other variable

of the helix.

k&<

It is b/(a*

in the

formula for torsion.

7. In the following cases find the gradient either by applying the formula which
contains the partial derivatives, or by using the relation dr*VF = dF, or both
:

(a)
(8)
8.

r-r = x2 + 2 + z2
(p) log r,
2
- (k.r) 2 ],
log(* + ?/) = log [r.r
2/

(7) r

(e)

Prove these laws of operation with the symbol V

(a)

V(F +

G)

= VF +

VG',

(ft)

G*V(F/G)

= VM,

(rxa).(rxb).

= GVF - FVG.

are polar coordinates in a plane and r, is a unit vector along the radius
r,
that dr 1 /di = nd<j>/dt where n is a unit vector perpendicular to the
show
vector,
radius. Thus differentiate r = rr twice and separate the result into components
along the radius vector and perpendicular to it so that
9. If

dt'

10. Prove conversely to the text that

must be central, that

constant, the force

d#
if
is,

dtdt~rdt\

dt

the vector rate of description of area

rxF

11. Note that rxvi, rxvj, rxvk are the projections of the areal velocities
= 0, z = 0. Hence derive (54r) of the text.
0, y

the planes x

is

0.

upon

DIFFERENTIAL CALCULUS

178
12.

Show

that the Cartesian expressions for the magnitude of the velocity and
and for the rate of change of the speed dv/dt are

of the acceleration

/= VZ"2 + 2/"2 + Z
Vz' 2

where accents denote

2
2/'

z'*

differentiation with respect to the time.

13. Suppose that a body which

is

rigid is rotating about

an axis with the

angular velocity w = d<j>/dt. Represent the angular velocity by a vector a drawn

along the axis and of magnitude equal to w. Show that the velocity of any point
in space is v = axr, where r is the vector drawn to that point from any point of
the axis as origin. Show that the acceleration of the point determined by r is in a
plane through the point and perpendicular to the axis, and that the components are

ax (axr)

w2 r toward the

(ar)a

(da/eft) xr

axis,

under the assumption that the axis of rotation

is

perpendicular to the axis,

invariable.

14. Let f 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 rt = r + r/ and

vector

=v+

v/.

The

kinetic energy of the ith particle

i-

rrw? =

= w
I WjVcv/

(v

is

by

v/).(v

definition

v/).

for all particles and simplify by using the fact Sr^r^

0, which is due to
the assumption that the origin for the vectors r/ is at the center of gravity. Hence
prove the important theorem The total kinetic energy of a system is equal to the

Sum up

which the

mass would have

if moving with the center of gravity

plus the energy computed from the motion relative to the center of gravity as origin,
that is,
kinetic energy

total

T = I Sw i>? = J Mv* +
t

body moving in a plane, which may be taken as the xyof

r
the body be marked and other points be denoted relaLet
any point
plane.
tive to it by r/. The motion of any point r' is compounded from the motion of r
In fact the
and from the angular velocity a = kw of the body about the point r
velocity v of any point is v = v + axr'. Show that the velocity of the point denoted
15. Consider a rigid

by
(

= kxv /w is zero.

39).

Show

This point is known as the instantaneous center of rotation

that the coordinates of the instantaneous center referred to axes at

the origin of the vectors r are

1

dy n

dx n

on a body, the sum R = SF,- is called

to a point
drawn from an origin
in the line of the force Ft-, is called the resultant moment about 0. Show that the
resultant moments MO and MO/ about two points are connected by the relation
MO/ = MO + Mo'(Ro) where Mo'(Ro) means the moment about 0' of the resultant
16. If several forces

the resultant and the

F u F2

Fw

sum 2r -xFi, where

t

act

r< is

considered as applied at O. Infer that

moments about

all

points of any line

parallel to the resultant are equal. Show that in any plane perpendicular to
is any point of the plane,
there is a point <y given by r
RxMo/R*R, where

such that MO/

is

parallel to R.

PART

DIFFERENTIAL EQUATIONS

II.

CHAPTER

VII

GENERAL INTRODUCTION TO DIFFERENTIAL EQUATIONS

81.

Some geometric problems. The

application of the differential

calculus to plane curves has given a means of determining some
geometric properties of the curves. For instance, the length of the

subnormal of a curve
2

= 4px

is

2p, that

which in the case of the parabola

is constant. Suppose now it
curves for which the subnormal is

7) is ydy/dr,

the subnormal

y
is,
were desired conversely to find

all

a given constant m. The statement of this problem

tained in the equation

y y-

=m

or

yy

=m

or

ydy

is

evidently con-

= widx.
=

2
a2 cos 2 <f> is found
Again, the radius of curvature of the lemniscate r
2
to be R
6t
/3 r, that is, the radius of curvature varies inversely as the

If conversely it were desired to find all curves for which the

radius of curvature varies inversely as the radius of the curve, the stateradius.

ment of the problem would be the equation

_k

where k

a constant called a factor of proportionality.*

Equations like these are unlike ordinary algebraic equations because,
in addition to the variables x, y or ?,
or k,
and certain constants
is

<

2
they contain also derivatives, as dy/dx or dr/d<f> and dPr/df , of one of
the variables with respect to the other. An equation which contains

in geometry, mechanics, and physics are stated in terms of variaFor purposes of analysis the statement varies as ?/, or x oc y, is written as a = ky,
introducing a constant k called a factor of proportionality to convert the variation into
an equation. In like manner the statement a: varies inversely as y, or cc cc 1/y, becomes
x = k/y> and as varies jointly with y and z becomes x = kyz.

Many problems

tion.

179

DIFFERENTIAL EQUATIONS

180
derivatives

The

called a differential equation.

is

order of the differential

equation is the order of the highest derivative it contains.

tions above are respectively of the first and second orders.

The equar

A differen= 0,
(x, y,

equation of the first order may be symbolized as <l>

?/')
0.
function y =f(x)
and one of the second order as &(x, y, y', y")
is
given explicitly or defined implicitly by the relation F(x, ?/)
tial

said to be a solution of a given differential equation if the equation is

true for all values of the independent variable x when the expressions
for

y and

Thus

to

its

derivatives are substituted in the equation.

show that (no mutter what the value

x

4 ay

of a

2 a2 log x

is)

the relation

gives a solution of the differential equation of the second order

i

_ X2 in^i =
2

+ pi

\dx /

\dx/
it JB

merely

necessary to

form the derivatives

dx

and substitute them

-,
x

x2

dx?

in the given equation together

with y to see that

is clearly satisfied for all values of x. It appears therefore that the given relation
for y is a solution of the given equation.

To

integrate or solve a differential equation

is

to find all the functions

which satisfy the equation. Geometrically speaking, it is to find all the

curves which have the property expressed by the equation. In mechanics it is to find all possible motions arising from the given forces. The
method of integrating or solving a differential equation depends largely
upon the ingenuity of the solver. In many cases, however, some method
is

For instance

immediately obvious.

variables, so that the differential

dy

be possible to separate the

multiplied by a function of y

if it

is

alone and dx by a function of x alone, as in the equation

* Of) dV

<A

0*0 <**,

then

C<t> (y)

dy

= fa (x) dx + C

(1)

will clearly be the integral or solution of the differential equation.

As an example,

let

the curves of constant subnormal be determined.

ydy

The

= mdx

and

= 2 mx +

Here

C.

variables are already separated and the integration is immediate. The curves
are parabolas with semi-latus rectum equal to the constant and with the axis

GENERAL INTRODUCTION
coincident with the axis of x.

were desired to determine that

and which passed through the origin, it would

If in particular it

curve whose subnormal was

181

merely be necessary to substitute

in the equation y*

(0, 0)

mx + C

to ascertain

what particular value must be assigned to C in order that the curve pass through
= 0.
(0, 0). The value is C
Another example might be to determine the curves for which the x-intercept

As

varies as the abscissa of the point of tangency.

x-intercept is x

ydx/dy, the statement

dx

= kx
T

the expression

or

/i

iv

(1

k)x

(1

- k)

and
x

If desired, this expression

may

(1

- k)\ogy = logx +

eiog* +

may

C.

be changed to another form by using each side of

the equality as an exponent with the base

As C is an

for the

dy

^=
y

7)

= y dx

dy

Hence

is

Then

e.

or

e cx

yi-is

C'x.

and the solution

arbitrary constant, the constant C' =
= 6'ic, where the accent has been omitted from the
e c'is also arbitrary

k
simply be written as y^~

constant. If

the point

(1,

were desired to pick out that particular curve which passed through
to determine C from the equation
1), it would merely be necessary

it

li-*

= C 1,

and hence

(7

1.

As a third example let the curves whose tangent is constant and equal to a be
f
determined. The length of the tangent is y Vl -f ]f*/y and hence the equation is
w;

y'

The

variables are therefore separable

j.

and the

results are

x+C = V5^*

and

be desired that the tangent at the origin be vertical so that the curve passes
ff
is 0. The curve is the tractrix or
curve of pursuit
(0, a), the constant (7
as described by a calf dragged at the end of a rope by a person walking along

If

it

1 '

through

a straight

line.

82. Problems

which involve the radius of curvature will lead to differThe method of solving such

ential equations of the second order.

problems is to reduce the equation, if possible

For the second derivative may be written as
J

= ^'
^
dx
dy

dx

to

one of the first order.

^ J

'

dy

DIFFERENTIAL EQUATIONS

182

If it be given that the

is the expression for the radius of curvature.
radius of curvature is of the form/(#) < (?/') or f(-y) <f> (?/'),
ft 4-

/I 4.

7/^2

7/^2

the variables # and y' or y and y are immediately separable, and an

integration may be performed. This will lead to an equation of the
f

order and if the variables are again separable, the solution

be completed by the methods of the above examples.
first

In the

first

place consider curves whose radius of curvature

or

dy'

(1

Then

and
a

)*

2/'

constant.

is

may

VI +

2
?/'

dx

where the constant

of integration has been written as

C/a for future convensolved for y' and the variables become separated

The equation may now be

ience.

with the results

V2 _ X _
(

or

C)

y - V = - Va - (x 2

Hence

The

.
.

dy

C)

-- dx.
-

C)
-

(x
^

Va - (x 2

or

(x

2
G')

(y

C)

C")*

curves, as should be anticipated, are circles of radius a

a2

and with any

arbi-

trary point (C, C') as center. It should be noted that, as the solution has required
two successive integrations, there are two arbitrary constants C and C' of integration in the result.

As a second example consider the curves whose radius

As the length of the normal is y Vl + y/2 the

the normal.

of curvature is double

equation becomes

where the double sign has been introduced when the radical
lation.

This

and there

is

is

removed by cancel-

necessary for before the cancellation the signs were ambiguous

no reason to assume that the ambiguity disappears. In fact, if the

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
curve

is

concave down or below the axis and concave up, that

of curvature have the

same

direction.

is,

the normal and the radius

Then

where the constant has been given the form log 2 C for convenience. This expression may be thrown into algebraic form by exponentiation, solved for y', and then

GENERAL INTRODUCTION
y(l

2
2/' )

= 2C

or

y'*

==

or

V2 Cy - ya

Hence

a;

<7

(7

183

- V2 Cfy -

vers- 1

s/

dte.

a.

(7

The curves

are cycloids of which the generating circle has an arbitrary radius C

which the cusps are upon the x-axis at the points C'
2 kirC. If the positive sign had been taken in the equation, the curves would have been entirely
different
see Ex. 6 (a).

and

of

The number of arbitrary constants of integration which enter into

the solution of a differential equation depends on the number of integrations which are performed

and is equal to the order of the equation.

This results in giving a family of curves, dependent on one or more

parameters, as the solution of the equation. To pick out any particular

of the family, additional conditions must be given. Thus, if

member

only one constant of integration, the curve may be required

to pass through a given point
if there are two constants, the curve
to
be
required
pass through a given point and have a given slope
may
there

is

through two given points. These additional

conditions are called initial conditions. In mechanics the initial condiat that point, or to pass

tions are very important for the point reached by a particle describing
a curve under the action of assigned forces depends not only on the
forces, but 011 the point at which the particle started and the velocity
;

with which

started. In all cases the distinction between the constants

the given constants of the problem (in the foregoing
and
of integration
examples, the distinction between C, C' and m, 7c, a) should be kept

clearly in

it

mind
EXERCISES

Verify the solutions of the differential equations

= l, x?/-f y+x*y*e*=Q,
xy + lsX*=C, y + x + xy' = Q,
(p) aV(3e*+C)
2
2
2
1
=
= <?2x + C,
2x=tfey-C+
y
xy'
=l,
e-i',
(y) (l+x )?/
(5)
*
= Ce* +
y" + 2y = 3^,
(f) y
(e) if" + yy* = 0, y=Clogx+C l
1.

(a)

xV

(if)

V'"

~y = &,

= CV +

e~

HC

cos

\
2.

^? + C

C^\

^\ -

sin

x2

Determine the curves which have the following properties:

The subtangent is constant y" = Ce*. If through (2, 2), y m = 2w e '-2.

The right triangle formed by the tangent, subtangent, and ordinate has the
(ft)
constant area k/2 the hyperbolas xy + Cy + k = 0. Show that if the curve passes
4

(a)

fl

and (2, 1), the arbitrary constant C is and the given k is

2.
2
2
2
the circles (x
C) + y = k
(7) The normal is constant in length
C)
(d) The normal varies as the square of the ordinate catenaries ky = cosh fc(x

through

(1, 2)

perpendicular to the y-axis, (7 = 0.

area
of
The
the
right triangle formed by the tangent, normal, and z-axis
(f )
2
2
inversely proportional to the slope the circles (x
C) + y = k.

If in particular the

curve

is

is

DIFFERENTIAL EQUATIONS

184
3.

Determine the curves which have the following properties:

between the radius vector and tangent is constant;

(a) The angle

Ce**.

spirals

The angle between the radius vector and tangent is half that between the
(j8)
cos <).
radius and initial line cardioids r = (7(1
C) = k.
(7) The perpendicular from the pole to a tangent is constant r cos (0
;

(d)

The tangent

is

equally inclined to the radius vector and to the initial line

cos <f>).
the two sets of parabolas r = (7/(l
is
to the normal
radius
inclined
The
equally
(e)
r

= C cos

or lines r cos

The arc

and

to the initial line

circles

0.

a curve is proportional to the area A, where in rectangular

the area under the curve and in polar coordinates it is the area
included by the curve and the radius vectors. From the equation ds = dA show
that the curves which satisfy the condition are catenaries for rectangular coordi4.

coordinates

s of
is

nates and lines for polar coordinates.

Determine the curves for which the radius of curvature

2
C) = C'(2y
C').
(a) is twice the normal and oppositely directed parabolas (x
2
2 =
in same direction
circles (x
C"2
C)' + y
(/3) is equal to the normal and
(y) is equal to the normal and in opposite direction catenaries.
C2 (x + C') 2 = k.
(d) varies as the cube of the normal conies kGy*
on
the
the
z-axis
catenaries.
abscissa
projected
equals
(e)
circles.
( f ) projected on the x-axis is the negative of the abscissa
(if) projected on the x-axis is twice the abscissa.
5.

(0)

is

proportional to the slope of the tangent or of the normal.

83. Problems in mechanics and physics. In many physical problems

the statement involves an equation between the rate of change of some
quantity and the value of that quantity. In this way the solution of

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 .r, the variables are
immediately separated and the integration may be performed. The
constant of integration has to be determined from the initial conditions
the constants inherent in the problem may be given in advance or their
values may be determined by comparing x and t at some subsequent
time. The exercises offered below will exemplify the treatment of
the problem

is

to

tion of the first order.

such problems.
In other physical problems the statement of the question as a differential equation is 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

tension in a rope wrapped around a cylindrical post discussed below.

INTRODUCTION

GffiKERAL
The method may be

185

by the derivation

further illustrated

of the differ-

ential equations of the curve of equilibrium of a flexible string or

chain. Let p be the density of the chain so that pAs is the mass of

the length As let

and Y be the components
of the force (estimated per unit mass) acting on
the elements of the chain. Let T denote the
;

tension in the chain, and r the inclination of

the element of chain. From the figure it then
appears that the components of all the forces
acting on As are

(T + AT)
(T + AT )
7

for these

librium.

and

+ AT) - T cos T + Xp&s = 0,

+ AT) - T sin T + FpAs =

must be zero if the element is to be in a position of

The equations may be written in the form

A (T cos
if

cos (T
sin (T

they

now

T)

A>As

A (T sin T) + FpAs

0,

equi-

be divided by As and
two equations of equilibrium
if

As be allowed to approach

zero, the result is the

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
y-axis be taken as parallel to that direction. Then the component
and the first equation may be integrated. The result is

~~

~~
'

'

ds

dx,

This value of T may be substituted in the second equation. There

a differential equation of the second order
r

=0

or

Vi + V*

+ pY =

0.

is

thus obtained

(4f)

equation can be integrated, the form of the curve

may be found.
Another problem of a different nature in strings is to

If this

of equilibrium

consider the variation of the tension in a rope wound around

a cylinder without overlapping. The forces acting on the

element As of the rope are the tensions T and T + AT, the

normal pressure or reaction R of the cylinder, and the force

which is proportional to the pressure. It will

be assumed that the normal reaction lies in the angle A0 and that the coefficient
of friction is /* so that the force of friction is /*#. The components along the radius
of friction

and along the tangent are

DIFFERENTIAL EQUATIONS

186

Now

(T + AT)

sin

(T + AT)

cos

A0 - R cos (0A0) Atf>

12

sin (0A0)

/J3 sin (0A0)

= 0,

< < 1,

- pR cos (0A0) - T = 0.

except those of the first order. It must be borne in

mind that the pressure R is the reaction on the infinitesimal arc As and hence is
itself infinitesimal. The substitutions are therefore Td(j> for (T + AT) sin A</>, R for
R cos 0A</>, for R sin 0A0, and r + dT for (T + AT) cos A0. The equations therediscard

all infinitesimals

fore reduce to

two simple equations

from which the unknown

U may be

T=

or

dT=nTd<J>
where T is the tension when
and affords ample explanation

eliminated with the result

Ce**

T = roe^,

or

The

tension therefore runs up exponentially

a man, by winding a rope about a post, can
readily hold a ship or other object exerting a great force at the other end of the
rope. If /A is 1/3, three turns about the post will hold a force 535 ro or over 25
is 0.

of

why

tons, if the

man

exerts a force of a hundredweight.

84. If a constant

of a force

mass

m is moving along a line under the influence

F acting along the line, Newton's Second Law of Motion (p. 13)

states the

problem of the motion as the differential equation

2

w/= F
of the second order

and

it

or

dx =
F
m~

(5)

therefore appears that the complete solution

of a problem in rectilinear motion requires the integration of this equation. The acceleration may be written as

~~

dv

dv dx

and hence the equation of motion takes

m dv = F

or

d~t

It

now appears

_ V dv

dt~~ dxlli~~

dx'

either of the forms

mv

dv

Tx

= *-

that there are several cases in which the

first

integration

may be performed. For if the force is a function of the velocity or of

the time or a product of two such functions, the variables are separated
in the first form of the equation whereas if the force is a function of
the velocity or of the coordinate # or a product of two such functions,
the variables are separated in the second form of the equation.
;

When the first integration is performed according to either of these

methods, there will arise an equation between the velocity and either
the time t or the coordinate x. In this equation will be contained a
constant of integration which may be determined by the initial conditions, that

is,

by the knowledge of the velocity at the

start,

whether in

GENEEAL INTRODUCTION

187

time or in position. Finally it will be possible (at least theoretically)

to solve the equation and express the velocity as a function of the time
t

or of the position

may be, and integrate a second time.

in practice of this sketch of the work will be

as the case

oc,

The carrying through

exemplified in the following two examples.

Suppose a particle of mass ra is projected vertically upward with the velocity V.
Solve the problem of the motion under the assumption that the resistance of the
air varies as the velocity of the particle. Let the distance be measured vertically
the force of gravity which is
upward. The forces acting on the particle are two,
= mg, and the resistance of the air which is kv. Both these forces
the weight
are negative because they are directed toward diminishing values of x. Hence

mf =
where the

first

form

or

kv

mg

ra

of the equation of

/
and log(gr+

,.

dt

As by

= V when t = 0,

the initial conditions v

Then

k \
v)

is

*.

-- +C
ra

V\ =
I

the relation between v and

this

integrate.

--k

ra /

C,

ra

the constant
.

log (g

kv,

motion has been chosen, although in

case the second form would be equally available.

dv

mg

dt

is

found from

hence

found by substituting the value of C. The solution

for v gives
__

dx

__

/ra
f

'""(

\fc

x=sg+
k\k

Hence
If the particle starts

ra/ra

from the origin x

,

T7\

and

0,

the constant

is

found

to be

= ra/ra

Hence the position of the particle is expressed in terms of the time and the problem is solved. If it be desired to find the time which elapses before the particle
comes to rest and starts to drop back, it is merely necessary to substitute v = in
the relation connecting the velocity and the time, and solve for the time t = T
and if this value of t be substituted in the expression for x, the total distance
;

covered in the ascent will be found. The results are

mg
consider the motion of a particle vibrating up and down
at the end of an elastic string held in the field of gravity. By Hooke's Law for

As a second example

DIFFEKENTIAL EQUATIONS

188

exerted by the string is proportional to the extension of

= kAl. Let I be the length of the string,
the string over its natural length, that is,
= mg at rest so
the
of
sufficient
to hold the weight
extension
A J the
string just
that k\l = mg, and let x measured downward be the additional extension of the
elastic strings the force

string at any instant of the motion. The force of gravity mg is positive and the
force of elasticity
k(\l + x) is negative. The second form of the equation of
motion is to be chosen. Hence

= mg

mo
ax

k (AJ

Then

mvdv

and the

mv

or

x)

kxdx

or

since

fcx,

ax

mv 2 =

fcx2

mg =

fcA J,

C.

amplitude of the motion, so that when x = a the velocity

ka?. Hence
particle stops and starts back. Then G

Suppose that x

= a is the

7-52
= dx = \ [k Va
d
\m
-

fF

3-

and

Now

sin-i

or

(7

f/

^pt +
\\m

asinf

when the particle passes through

= a sin C and may be taken as
the equation
therefore given by the equation x = asin Vfc/wit and is

the time be measured from the instant

let

the position x
zero.

-=*/-+
a
\m

0.

The motion

Then C
is

satisfies

changes by 2 ir Vw/fc the particle completes an entire oscillais called the periodic time. The motion considered
in this example is characterized by the fact that the total force
kx is proportional to the displacement from a certain origin and is directed toward the origin.
periodic.

tion.

While

The time T = 2 IT Vm/fc

Motion of this sort is called simple harmonic motion (briefly S. H. M.) and
great importance in mechanics and physics.

is

of

EXERCISES
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
1.

The sum

amount

to $200 in 17 yr. 4 mo.,

and

to $1000 in 57J yr.

2. Given that the rate of decomposition of an amount x of a given substance is

proportional to the amount of the substance remaining undecomposed. Solve the
problem of the decomposition and determine the constant of integration and the

physical constant of proportionality

t

= 40 min.
3.

Ans. k

substance

is

if

6.11

when

and x

1.48

when

.0309.

undergoing transformation into another at a rate which

is

to be proportional to the amount of the substance still remaining untransformed. If that amount is 36.6 when t
4 hr., determine
1 hr. and 13.8 when t

assumed

the amount at the start

how many

when

of proportionality and find

hours will elapse before only one-thousandth of the original amount
t

and the constant

will remain.

4. If the activity

diminution and
satisfies

is

of a radioactive deposit

found to decrease to \

the equation

A/A g =

e-- 173 ',

its initial

proportional to its rate of

value in 4 days, show that

is

GENEEAL INTRODUCTION

189

5. Suppose that amounts a and 6 respectively of two substances are involved in

a reaction in which the velocity of transformation dx/dt is proportional to the prod-

uct (a

x)

x) (b

log

of the

supposition that a

amounts remaining un transformed. Integrate on the

b.

^ = (a - b) kt

rA,
a (b

determine the product k (a

16 and x

393 0.4866 0.2342

if

1265 0.3879 0.1364

6).

6. Integrate the equation of

when

and

x)

13.69

Ex. 5

when

if

= 6,

and determine a and

fc

if

= 9.87

56.

the velocity of a chemical reaction in which three substances are involved

proportional to the continued product of the amounts of the substances remaining,
7. If

is

show that the equation between x and the time

is

where

r.=o
\t=0.

also when a
8. Solve Ex. 7 if a = b ^ c
forms of the solution in the three cases.
;

=b=

c.

Note the very different

9. The rate at which water runs out of a tank through a small pipe issuing
horizontally near the bottom of the tank is proportional to the square root of the
height of the surface of the water above the pipe. If the tank is cylindrical and
half empties in 30 min., show that it will completely empty in about 100 min.

10. Discuss Ex. 9 in case the tank were a right cone or frustum of a cone.
11. Consider a vertical
is

duo

column

of air

to the weight of the air above.

any height

h, if

Boyle's

and assume that the pressure at any level

that p
p Qe- kh gives the pressure at

Show

Law that the density of

a gas varies as the pressure be used.

Work

Ex. 11 under the assumption that the adiabatic law poc/o 1 4 represents the conditions in the atmosphere. Show that in this case the pressure would
become zero at a finite height. (If the proper numerical data are inserted, the
height turns out to be about 20 miles. The adiabatic law seems to correspond
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 Ilooke's Law that the force is proportional to the extension in the form
A/ = klF. Let the string be held in a vertical position so as to elongate under its

own weight W* Show

14.

Show
it

is

\k WL

The density of water under a pressure ofp atmospheres is p = 1 + 0.00004p.

that the surface of an ocean six miles deep is about 600 ft. below the position

would have
15.

that the elongation

if

water were incompressible.

Show that

the equations of the curve of equilibrium of a string or chain are

in polar coordinates, where R and <j> are the components of the force along the
radius vector and perpendicular to it.

DIFFERENTIAL EQUATIONS

190

and T+ pRN=Q are the equations of equilib16. Show that dT + pSds =

are the tangential and
rium of a string if R is the radius of curvature and S and
normal components of the forces.

Show that when

17.*

is supported at two points and hangs down

weight, the curve of equilibrium is the catenary.

a uniform chain

between the points under

its

own

18. Suppose the mass dm of the element ds of a chain is proportional to the projection dx of ds on the x-axis, and that the chain hangs in the field of gravity.
Show that the curve is a parabola. (This is essentially the problem of the shape
of the cables in a suspension bridge when the roadbed is of uniform linear density
for the weight of the cables is negligible compared to that of the roadbed.)

desired to string upon a cord a great many uniform heavy rods of

varying lengths so that when the cord is hung up with the rods dangling from it
the rods will be equally spaced along the horizontal and have their lower ends on
19. It

is

the same level.

Required the shape the cord

will take.

(It

should be noted that

the shape must be known before the rods can bo cut in the proper lengths to hang
as desired.) The weight of the cord may be neglected.

A masonry arch carries a horizontal

On the assumption that the

uniform density and that each
element of the arch supports the weight of the material above it, find the shape of
-

20.

roadbed.

material between the arch and the roadbed

is

of

the arch.

21. In equations (4') the integration may be carried through in terms of quadraif pY is a function of y alone
and similarly in Ex. 15 the integration may be

tures

and pR is a function of r alone so that the field is central.

carried through if
Show that the results of thus carrying through the integration are the formulas
<

x+

C'

= r

Cdv

0+<7= r

J -y/UpYdvf-V

V(JV>RcJr)

-C*

22.
particle falls from rest through the air, which is assumed to offer a resistance proportional to the velocity. Solve the problem with the initial conditions
w = 0, x = 0, t = 0. Show that as the particle falls, the velocity does not increase
= mg/k.
indefinitely, but approaches a definite limit

= t? x = 0, t = 0, where v is
than
the
that
the
V.
Show
particle slows down as it falls.
greater
limiting velocity
23. Solve Ex. 22 with the initial conditions v

24.

A particle rises through the air, which is assumed to resist proportionally to

the square of the velocity. Solve the motion.

25. Solve the problem analogous to Ex. 24 for a falling particle.
= Vmgr/fc. If the particle were projected
is a limiting velocity
an initial velocity greater than F, it would slow down as in Ex. 23.

there

Show that
down with

26.
particle falls towards a point which attracts it inversely as the square of the
distance and directly as its mass. Find the relation between x and t and determine
the total time T taken to reach the center. Initial conditions v
0.
0, x = a, t

* Exercises 17-20 should be worked ab initio by the method by which

not by applying (4) directly.

(4)

were derived,

GENERAL INTRODUCTION

191

27. A particle starts from the origin with a velocity V and moves in a medium
which resists proportionally to the velocity. Find the relations between velocity
and distance, velocity and time, and distance and time also the limiting distance
;

traversed.
v

=V

Jcx/m,

= Ve

-*
,

-*Lt

= mV(l

kx

mV/k.

),

28. Solve Ex. 27 under the assumption that the resistance varies as V0.
29.

particle falls toward a point which attracts inversely as the cube of the
0.
directly as the mass. The initial conditions are x
a, v
0, t

and
Show that x2

distance

30.

down

A
a

= a2

k&/a? and the total time of descent

is

T=

a2 / Vfc.

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

neglected, the motion

is

simple harmonic. Integrate and determine the constants

v = F, t = 0, where x measures the displacement

from the initial conditions x = 0,

from the position of equilibrium,

31.
particle slides down a rough inclined plane. Determine the motion. Note
that of 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

fjafng

cos

of friction.

Here

i is

the inclination

,pf

the plane and

jj.

is

the

coefficient of friction.

32.

bead

is

free to

move upon a

frictionless wire in the

form

of

an inverted

cycloid (vertex down). Show that the component of the weight along the tangent
to the cycloid is proportional to the distance of the particle from the vertex. Hence
determine the motion as simple harmonic and lix the constants of integration by

the initial conditions that the particle starts from rest at the top of the cycloid.

Two equal weights are hanging at the end of an elastic string. One drops
Determine completely the motion of the particle remaining.

33.
off.

34.

One end

of

an

elastic spring (such as is

used in a spring balance)

is

attached

rigidly to a point on a horizontal table. To the other end a particle is attached.

If the particle be held at such a point that the spring is elongated by the amount

a and then released, determine the motion on the assumption that the coefficient
between the particle and the table is /A and discuss the possibility of

of friction

different cases according as the force of friction is small or large relative to the
force exerted by the spring.

85. Lineal element

and

differential equation.

The idea of a curve

made up

of the points upon it is familiar. Points, however, have no

extension and therefore must be regarded not as pieces of a curve but
merely as positions on it. Strictly speaking, the pieces of a curve are
as

the elements As of arc

but for

many

purposes

it is

convenient to

re-

place the complicated element As by a piece of the tangent to the curve

at some point of the arc As, and from this point of view a curve is made
is

number

of infinitesimal elements tangent to it. This

analogous to the point of view by which a curve is regarded as made

up

of an infinite

DIFFERENTIAL EQUATIONS

192
up of an

number of infinitesimal chords and

infinite

intimately related
to the conception of the curve as the envelope of its tangents
(
65).
point on a curve taken with an infinitesimal portion of the tangent
to the curve at that point is called a lineal element of the curve. These
is

concepts and definitions are clearly equally available in two or three

dimensions. For the present the curves under discussion will be plane curves and the lineal elements
will therefore all lie in a plane.

To specify any particular lineal clement three

coordinates or, y, p will bo used, of which the two (,r, ?/) determine the
point through which the element passes and of which the third p is
the slope of the element. If a curve /(.r, y)
any point may be found by differentiation,

aa

dx

ox

dy

is

given, the slope at

'

'

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 /(.r, ?/)

C, where C is an
had
been
the
would
still bo found
given,
arbitrary constant,
slope p
from (6), and it therefore appears that the third coordinate of the lineal
f(.r,

//)

elements of such a family of curves

is expressible in terms of x and

In the more general case whcro the family of curves is given in the
unsolved form F(.r, y, f7) = 0, the slope p is found by the same formula
but it now depends apparently on C in addition to on x and y. If, how-

ever, the constant

;//.

be eliminated from the two equations

F(x,y, C)

and

^+

= 0,

(7)

there will arise an equation <(#, ?/,jp)

which connects the slope p
of any curve of the family with the coordinates (x,
y) of any point

through which a curve of the family passes and at which the slope of
is p. Hence it appears that the three coordinates
(x, y,p) of
the lineal elements of all the curves of a family are connected by an equa-

that curve

tion &(x, y, p)
0, just as the coordinates (x, y, z) of the points of a
surface are connected by an equation <f> (# ?/,
0. As the
equation
#)

=
<(#,
)
&(x, y,p) =
?/,

called the equation of the surface, so the equation

called the equation of the family of curves
it is, how-

is
is

ever, not the finite equation F(x,

y C)
y

but the differential equation

of the family, because it involves the derivative

instead of the parameter (7.

p=

dy/dx of y by x

GENERAL INTRODUCTION
As an example of

the elimination of a constant, consider the case of the parabolas

2
2/

The

193

Cx

or

y*/x

differentiation of the eqnation in the second

y*/x

2 yp/x

as the differential equation of the family.

2yp

C,

The result is, of course, the same in

makes little difference which method

C.

form gives at once

or

2 xp

In the unsolved form the work

2ypx,

either case.

followed.

is

2xp.

For the family here treated

it

As a

general rule it is perhaps

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

it is best to differentiate first because the differentiated

equation may bo 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

is

complicated,

connecting the three coordinates of the

y,p) =
lineal element be given, the elements which satisfy the equation may
be plotted much as a surface is plotted that is, a pair of values (#, y)
If

an equation

<

(x,

may be assumed and substituted in the equation, the equation may then
be solved for one or more values of p, and lineal elements with these
values of p may be drawn through the point (,r, ?/). In this manner the
elements through as many points as desired may be found. The detached elements are of interest and significance chiefly from the fact
in fact, into the curves of a
that they can be assembled into curves,
is the differof
which
the
equation $(.r, ?/, p)
family F(x, y, C)

the converse of the problem treated above and

for its
requires the- integration of the differential equation $ (.r, y, p)
solution. In some simple cases the assembling may be accomplished
ential equation.

This

is

from the geometric properties implied in the equation, in

it follows from the integration of the equation by analytic
means, in other cases it can be done only approximately and by methods
intuitively
other cases

of computation.

As an example

j_

y may be interpreted as one leg of a right triangle of which

the other leg and r the hypotenuse. The slope of the hypotenuse is then
2
2
y according to the position of the figure, and the differential equation
yf Vr

The quantity Vr'2

y

of intuitively assembling the lineal elements into curves, take

is

states that the coordinate p of the lineal element which satisfies it

y, p) =
the negative reciprocal of this slope. Hence the lineal element is perpendicular
to the hypotenuse. It therefore appears that the lineal elements are tangent to cir-

$ (,
is

cles of radius r described

about

points, pf

the #-axis,

The equation of

these circles

is

DIFFERENTIAL EQUATIONS

194
(x

The

2
2
2
C) -f y = r , and this is therefore the integral of the differential equation.
correctness of this integral may be checked by direct integration. For

Vr

86. In geometric problems which relate the slope of the tangent of a

curve to other lines in the figure, it is clear that not the tangent but

Among such problems that of the

under
orthogonal trajectories (or trajectories
any angle) of a given family
of curves is of especial importance. If two families of curves are so
the lineal element

the vital thing.

is

related that the angle at which any curve of one of the families cuts
any curve of the other family is a right angle, then the curves of either
family are said to be the orthogonal trajectories of the curves of the

other family. Hence at any point (#, y) at which two curves belonging
to the different families intersect, there are two lineal elements, one

belonging to each curve, which are perpendicular. As the slopes of two

perpendicular lines are the negative reciprocals of each other, it follows
that

if

the coordinates of one lineal element are

of the other are (x, y,

!//>)

and

if

(#, y, p) the coordinates

the coordinates of the lineal ele-

= 0, the coordinates of the

= 0. Therefore
y,
!//>)
the rule for finding the orthogonal trajectories of the curves F(x, y, (7) =
to find first the differential equation 3>(x, y,p) =
of the family, then
ment

p) satisfy the equation 4>(;r, y j>)

lineal
element must satisfy <(#,
orthogonal
(,r,

y,

is

p by 1/p
family, and finally to
to

replace

to

find the differential equation of the orthogonal

integrate this equation to find the family.

It

may

be noted that if F(z) = X (x, y) + iY(x, y) is a function of z = x + iy

= C and Y(x y) = K are orthogonal.
(
73), the families X(x, y)
9

As a problem
parabolas (x

in orthogonal trajectories find the trajectories of the semicubical

3
2
The differential equation of this family is found as
y

C)

=
This

is

22

the differential equation of the given family.

integrate

= y\
3p

or

- pys

or

dx

- y% dy

or

Replace

0,

and

fp

=y

p by

- y^

1/p and

C.

Thus the differential equation and finite equation of the orthogonal family are found.
The curves look something like parabolas with axis horizontal and vertex toward
the right.

Given a

or, in solved form,

p)
the
lineal
element
a
means
<f> (x, y)
for obtaining graphically
affords
and numerically an approximation to the solution which passes through

p=

differential equation &(x, y,

GENERAL INTRODUCTION

195

an assigned point PO (#O y ). For the value pQ ofp at this point may be
computed from the equation and a lineal element PQ P1 may be drawn,
,

the length being taken small As the lineal element is tangent to the
curve, its end point will not lie upon the curve but will depart from it
by an infinitesimal of higher order. Next the slope p l of the lineal

element which

the equation and passes

be found and the element P^P^

satisfies

P may

through l
may be drawn. This element will not be tangent
to the desired solution but to a solution lying near

Next the element PZ P8 may be drawn,

is clearly
and so on. The broken line PJ\7\2 PB
an approximation to the solution and will be a better approximation
that one.

the shorter the elements /^T^+i are taken. If the radius of curvature
of the solution at PQ is not great, the curve will be bending rapidly and

the elements must be taken fairly short in order to get a fair approximation but if the radius of curvature is great, the elements need not
;

(This method of approximate graphical solution

indicates a method which is of value in proving by the method of

be taken so small.

limits that the equation

p=

<f>

(x,

y) actually has a solution

but that

matter will not be treated here.)

Let it be required to plot approximately that solution of yp + x =
which
0.5, and the area under
passes through (0, 1) and thus to find the ordinate for x
the curve and the length of the curve to this point. Instead of assuming the lengths
of the successive lineal elements, let the
lengths of successive increments dz of

x be taken as dx = 0.1. At the start

= x/y it
X Q = 0, y Q
1, and from p
follows that p = 0. The increment 8y
of y acquired in moving along the tangent is 8y = p8x = 0. Hence the new
point of departure (x t , y^) is (0.1, 1) and
x l /y l =
the new slope is p l =
0.1.

The
ued,

results of the

may

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 find2
2
ing the elements 5s = Vdx + 8y the length is found as 0.61. Now the particular

equation here treated can be integrated.

yp

= 0,

xdx

0,

x2

C,

and hence

x2

is 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 $x
had been chosen as 0.01 and four places had been kept in the computations, the
errors would have been smaller.

DIFFEKENTIAL EQUATIONS

196

EXERCISES
In the following cases eliminate the constant
tion of the family given
1.

to find the differential equa-

(a) x*

*2

(7)

= 2Cy + C\

- y*=Cx,

2. Plot the lineal elements

Check the
3.

results

+x=

yp

(a)

by

and

0,

Show

it.

(5)

2/

= Cx + Vl - C2
= x tan (x + 0),

intuitively assemble

(/3)

xp- y = 0,

them
(7)

into the solution

r^

1.

direct integration of the differential equations.

Lines drawn from the points

clined to

(/3)

c,

0) to the lineal

that the differential equation

is

element are equally in-

that of Ex.

What are

1 (c).

the

curves ?

The trapezoidal area under the

lineal element equals the sectorial area formed

of the element (disregarding infinitesimals
to
the
the
extremities
by joining
origin
of higher order), (a) Find the differential equation and integrate. (jS) Solve the

4.

same problem where the areas are equal in magnitude but opposite

in sign.

What

are the curves ?

5.

Find the orthogonal

trajectories of the following families.

(a) parabolas y*

(y) circles (x
(5)

x2

C)

Cekx,
2

-f

= C\

2
?/

Ans. ellipses 2x 2 + y* = C.
Ans. parabolas J ky 2 + x = C.
Ans. tractrices.

2 Cx,

exponentials y

(/3)

= a2
(e)

Sketch the curves.

Cy*

= x8

(f )

x?

y\

C*.

Show from

the answer to Ex. 1 (e) that the family is self -orthogonal and
with a sketch. From the fact that the lineal element of a parabola makes
equal angles with the axis and with the line drawn to the focus, derive the differential equation of all coaxial confocal parabolas and show that the family is self6.

illustrate

orthogonal.
7.

If

$ (x,

y,

p)

is

the differential equation of a family,

show

and

are the differential equations of the family whose curves cut those of the given
What is the difference between these two cases ?

1
family at tan- ra.

8.

Show

that the differential equations

define orthogonal families in polar coordinates, and write the equation of the family
first of these at the constant angle tan- 1 m.

which cuts the

9.

Find the orthogonal

(a) r

eW,

(p)

trajectories of the following families.

r = C (1 - cos 0),

(7) r

00,

Sketch.

2
(5) r

= C2 cos 2 0.

GENERAL INTRODUCTION
10.

197

Kecompute the approximate solution of yp + x = under the conditions

= 0.05, and carry the work to three decimals.

of

the text but with dx

= xy between (1, 1) and the y-axis. Take

Find the ordinate, area, and length. Check by integration and

11. Plot the approximate solution of p

8x

0.2.

comparison.

x through (1, 1), taking dx = 0.1 and

12. Plot the approximate solution of p
its intersection with the x-axis. Find also the area and the

following the curve to

length.

p=

13. Plot the solution of

with the x-axis. Take 8x

0.2

-f

and

2
y from the point

find the area

to its intersection

(0, 1)

and length.

p = s which starts from the origin into the first quadthe length of the arc). Take 8x = 0.1 and carry the work for five steps
to find the final ordinate, the area, and the length. Compare with the true integral.
14. Plot the solution of

rant

(s is

87.

The higher derivatives

differential equation <(.*,

//,

analytic approximations. Although a

y')=Q does not determine the relation
;

between x and y without the application of some process equivalent to

integration, it does afford a means of computing the higher derivatives
simply by differentiation. Thus

= to + to y

cj

dx

dx^dy

0*

*dy'

,,

an equation which may be solved for y" as a function of x, y, y

and ;//" may therefore be expressed in terms of x and y by means of
1

is

(x, y,

y)

= 0. A

further differentiation gives the equation

da?

in terms of x, y, y', y 11 and hence, by the

expressible as a function of x and y and so

which may be solved for y

results, y'" is

1 '1

preceding
to all the higher derivatives. In this way any property of the intewhich, like the radius of curvature, is expressigrals of <l>(x, ?/, y') =
ble in terms of the derivatives, may be found as a function of x and y.
;

011

As

the differential equation &(x, y, f/)

defines y' and all the
higher derivatives as functions of x, ?/, it is clear that the values of the

be found as

y^ y^

derivatives

may

Hence

possible to write the series

If this

it is

power

series in

for values of x near

x
2-

y'

XQ converges,
;

it

is

at

it

any given point (#

defines

y ).

as a function of

indeed the Taylor development of the

DIFFERENTIAL EQUATIONS

198
function y

It

may

The convergence

167).

assumed. Then

is

be shown that the function y defined by the series actually

the differential equation <&(#, y

satisfies

0(a) = *[*,y

y')

= 0,

that

that

is,

+ jf (*-^

for all values of

x near XQ

To prove this

the scope of the present discussion

Hence an

accurately, however, is beyond

the fact may be taken for granted.

analytic expansion for the integral of a differential equar

tion has been found.

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
= 1.667. The second derivative is
(1, 1). Here the slope y( 1>1} at (1, 1) is tan 1

From

= dy* =

dx

dx

tan

yx

= sec 2O -y xy'

these data the radius of curvature

is

found to be

y"

xx*

n
,

x xy'

y"

The equation
the curve

is

curvature

Hence

and the

As a second example

= y which

be solved

may also be found. For as y"

lt 1}

3.260 sin 1,1

3.260 cos

1) is

is

positive,

the center of

circle is
(x

xtany'

(1

= 3.260.

sec 1

tan 1

of the circle of curvature

concave up.

1.735)
let

(y

- 2.757)* = (3.250)*.

four terms of the expansion of that integral of

(2, 1) be found. The differential equation may

passes through

then

dx
2

(3?/

Now

it

must be noted that the problem

is

-x

)y

2syy/2

+ 2xy

not wholly determinate

for #'

is

multi-

1
ple valued and any one of the values for tan- \ may be taken as the slope of a
solution through (2, 1). Suppose that the angle be taken in the first quadrant ; then
tan- 1 ^
0.462. Substituting this in y", we find
0.0152 and hence may
y'^ 1}
= 0.110. The series for y to four terms is therefore
be found y

1}

0.462 (x

- 2) - 0.0076 (x - 2) 2 -f

0.018 (x

- 2)3.

It may be noted that it is generally simpler not to express the higher derivatives in
terms of x and y, but to compute each one successively from the preceding ones.

88. Picard has given a method for the integration of the equation

y' = 4>(x, y) by successive approximations which, although of the

theoretic value

and importance,

is

highest

not particularly suitable to analytic

GENERAL INTRODUCTION

199

uses in finding an approximate solution. The method is this. Let thfe

<
equation y
(x, y) be given in solved form, and suppose (# , y ) is
the point through which the solution is to pass. To find the first

'

approximation

let

y be held constant and equal to y^ and integrate the

Thus
equation y = (x, y
dy = <(#, %)<fo;
1

<

).

y=

y.

+ f

*(*,

y^dx ==/1 (),

(9)

*/#o

where

will be noticed that the constant of integration has been chosen

so that the curve passes through (XQ) ?/ ). For the second approximation
let y have the value just found, substitute this in <(#, y), and integrate
it

Then

again.

= y, + f
A 4*>
L

yo

+ f
A

With this new value for y continue as before. The successive determinations of y as a function of x actually converge toward a limiting
function which is a solution of the equation and which passes through

^le work an integration

tha* a^ eac h step
of
required.
difficulty
actually performing this integration in
formal practice limits the usefulness of the method in such cases. It is
clear, however, that with an integrating machine such as the integraph
X
( Q> 2/ )-

"*

may

ke n

fc

e(l

The

is

the method could be applied as rapidly as the curves

be plotted.

To

see

how

this value of

= [x +

= iz +

x+,

could

to find the

y the next approximation may be found, and then

(Jz

f (x))

dy

(x,

the method works, consider the integration of y" = x

For the first approximation y
1. Then

integral through (1, 1).

From

<f>

4-

- i)]dz,

y
y

= Jx3 + x2 - \x +
=

still

another

J =/,(),

In this case there are no difficulties which would prevent any number of applif
cations of the method. In fact it is evident that if y is a polynomial in x and y, the
of
of
the
method
will be a polynomial in x.
result of any number
applications

The method

of undetermined coefficients may often be employed to

advantage to develop the solution of a differential equation into a
series. The result is of course identical with that obtained by the
application of successive differentiation

the work

is

= <(#,

y)

sometimes shorter.

and assume an

= v, + <*i(x ~

and Taylor's

above

Let the equation be in the form

integral in the form;

+ a*(x - *o) + **(* - *o)

2

*o)

series as

"+

DIFFERENTIAL EQUATIONS

200

Then

<

(x,

+ (x,
But by

be expanded into a

= A^ + A^x - * ) + A

y)

differentiating the

Thus there
function

The

may also

y)

+ 2a

(z

(x

series, say,

- X )* + A,(x - a ) + *.o
Q

assumed form for y we have

)

+ 3a

8 (a?

+ 4 a^(x

XQ for the
two different expressions as series in x
and therefore the corresponding coefficients must be equal.

arise

y',

resulting set of equations

a1==^

2ai

=A

3a8

l9

=4

=^

4a4

2,

(11)

g,

be solved successively for the undetermined coefficients av a^ # a

a4
which enter into the assumed expansion. This method is particularly useful when the form of the differential equation is such that

may
-

some of the terms may be omitted from the assumed expansion

(see

Ex. 14).

As an example

undetermined

in the use of

coefficients consider that solution of

= Vx2 -f- 3 y2 which passes through (1, 1). The expansion will prothe equation
ceed according to powers of x
1, and for convenience the variable may be changed
to $ = x
1 so that

I)

+ 3y2

= 1 + aj

are the equation and the assumed expansion.

y'

To

One expression

= a t + 2a2 * + 3as 2 + 4a4i* +

find the other it is necessary to

expand into a

2
Q + 3 (1 + a^

-f

series in

for y'

is

..

the expression

a2 i2

had to be done by Maclaurin's series, nothing would be gained over the

method of 87 but in this and many other cases algebraic methods and known
expansions may be applied ( 32). First square y and retain only terms up to the
third power. Hence
If this

Now

let

the quantity under the radical be called 1

y'

Finally raise

ft

= 2 Vl +

to the indicated
t

= 2 (1 +

powers and

J ft

-f

ft

collect in

h and expand so that

ft

).

powers of

t.

Then
8

GENERAL INTRODUCTION
Hence the successive equations for determining the

2a2 = J(l + 3a 1 )ora2 = },

3a8 = J(l + 6 2 + 3 a?) - ft (I + 3^)*
Theref ore to

five

or a3

terms the expansion desired

1

+ 2(x- 1) + |(x-

The methods of developing a

I)

201

coefficients are

d1

=2

and

is

H(-

solution

1)

JH(- I)4

by Taylor's

series or

by un-

determined

coefficients apply equally well to equations of higher order.

For example consider an equation of the second order in solved form
y = (#, ?/, y ) and its derivatives
11

<

Evidently the higher derivatives of y may be obtained in terms of x,

and y itself may be written iu the expanded form
y, y'
;

= y, + V(* - * ) + * tf(* - *o) + 4 v'o"(x - XJ*

a

where any desired values may be attributed to the ordinate yQ at which

the curve cuts the line x = x and to the slope y'Q of the curve at that
are determined in such a way
point. Moreover the coefficients y, yj",
that they depend on the assumed values of ?/ and y^. 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
is clear.
writing it as F(x, y, C v C2)
In following out the method of undetermined coefficients a solution

of the equation would be assumed in the form

= y, + 0JO* - *) + s (x ~ *o) + *
2

(x

-x +a
3

o)

4(

- xtf + --->( 13)

from which y and y" would be obtained by differentiation. Then if the

and the result
series for y and y be substituted in y" =
(x, y, y')
arranged as a series, a second expression for y" is obtained and the
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
yQ and y'Q by solution. These results may clearly be generalized to the
case of differential equations of the wth order, whereof the solutions
will depend on n arbitrary constants, namely, the values assumed for
1 derivatives when x = #Q
y and its first n
1

'

<f>

DIFFERENTIAL EQUATIONS

202

EXERCISES
Find the radii and

1.

circles of curvature of the solutions of the following

tions at the points indicated

= Vx2 + y* at (0, 1),

yy* + x =
2
2
Find y^ 1} = (5 V2 - 2)/4 if jf = Vx + y
2
of the
Given the equation yV 8 + xyy'*
yy' + x =
(a) y

2.

equa-

(ft)

at (x

).

3.

third degree in y' so

that there will be three solutions with different slopes through any ordinary point
(x, y). Find the radii of curvature of the three solutions through (0, 1).

Find three terms in the expansion of the solution of y' = e*v about (2, ^).
Find four terms in the expansion of the solution of y =log sin xy about ( J TT, 1)

4.
5.

= xy about (1, yQ
y' = tan (y/x) about

the solution of y'

6.

Expand
Expand the

7.

solution of

to five terms.

(1, 0)

to four terms.

Note that

here x should be expanded in terms of y, not y in terms of x.

Expand two

8.

of the solutions of y 2 ^'3

xyy'

yy'

x2

about

2, 1)

to four terms.
9. Obtain four successive approximations to the integral of

y'=xy through (1,

10. Find four successive approximations to the integral of y'

(0,

1).

through

).

11.
is

=x+y

Show by successive approximations that the

=y

the well-known y

integral of y'

= y through (0, y

e x.

= x/y through (0, 1) as

and plot each approximation on the same figure with the

12. Carry the approximations to the solution of y'

far as

you can

integrate,

exact integral.
13. Find

by the method

of undetermined coefficients the

number

of terms indi-

cated in the expansions of the solutions of these differential equations about the
points given

= Vx-f y, five terms, (0,

y' = x + y, n terms, (0, y ),

(a) y'
(7)

1),

= Vx -f y, four terms, (1, 3),

2 four
2
y' = Vx + y
terms, (f, J).

(p) y'

(5)

14. If the solution of an equation is to be expanded about (0, y ) and if the

x and |/' into
y' does not alter the equation, the solution is
change of x into
necessarily symmetric with respect to the y-axis and the expansion may be assumed
to contain only even

powers of x. If the solution is to be expanded about (0, 0)

and a change of x into
x and y into
y does not alter the equation, the solution
is 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
would be involved in performing the requisite six or seven differentiations for the
application of Maclaurin's series:
(a) y'

Vx +
2

(7) y'

15.

= ew

Expand
(a) y"
(0) xy"

about

about

(0, 2),

(0, 0),
4

to

and including the term x

+ xy about x = 0, y '=
y'

+y=

about x

= 0,

(5) if

= x*y +

sin

xy about

(0, 1),

9
xy about

(0, 0).

if*

(0) if

y'Q

=a

= a t (by both methods),

= - a (by und. coeffs.).
|/i

CHAPTER

VIII

THE COMMONER ORDINARY DIFFERENTIAL EQUATIONS

89. Integration by separating the variables. If a differential equation of the first order may be solved for y* so that
y'

<

or

(x, y)

M(x,

y)

+ N(x,

dx

y)dy

=Q

(1)

are single valued or where only one spe(where the functions <, M,
cific branch of each function is selected in case the solution leads to

multiple valued functions), the differential equation involves only the

power of the derivative and is said to be of the first degree. If,

first

are products of
furthermore, it so happens that the functions <, M,
functions of x and functions of y so that the equation (1) takes the form

M^M^dx + N^N^dy^O,

or
it is

clear that the variables

and the integration

is

may

be separated in the manner

then immediately performed by integrating each

side of the equation. It was in this

considered in Chap. VII were solved.

As an example

consider the equation yy'

ydy

+
a

and

(2)

x(y

ilog(y -l)

l)dx

way

that the numerous problems

+ xy* = x.
vdv

+ Jxa = C

or

-JLJL--

or

(y

Here

+ xdx =

- 1) e* =
2

C.

The second form of the solution is found by taking the exponential

of the first form after multiplying by 2.

of both sides

In some differential equations (1) in which the variables are not

immediately separable as above, the introduction of some change of
variable, whether of the dependent or independent variable or both,
lead to a differential equation in which the new variables are sepaand the integration may be accomplished. The selection of the
proper change of variable is in general a matter for the exercise of

may

rated

ingenuity

succeeding paragraphs, however, will point out some special

203

DIFFERENTIAL EQUATIONS

204

types of equations for which a definite type of substitution

to accomplish the separation.

is

known

= Vx +

2
2
As an example consider the equation xdy ydx x
y dx, where the varia2
bles are clearly not separable without substitution. The presence of
y2
suggests a change to polar coordinates. The work of finding the solution is

Vx +
:

x = rcos0,

y = rsm0,

then

Hence the

xdy

differential equation

Iogtan(i0

r2

+ i7r) = rcos0+ C

or

log

of variable

+ xdv)

dv

= x2 Vl +

vxdx

sinh- 1 ??

= d (r cos 0),

1^^?

==

(7.

(on substitution for 0).

Ce*

which works,

= dx,

be written in the form

sec OdO

"*"

or

y
x

x(vdx

Then

may

r sin 0d0,

cos Od (r cos 6}

Hence
Another change

dy = sin Odr + r cos OdS

x Vx2 + y2 dx = r2 cos 0d (r cos 0)

ydx = r2d0,

r*dO

and

dx

= cos Qdr

is

to let

v*dx or

=x+

= vx. Then the work is

= Vl +

dt?

C,

u 2 dx.

= x sinh (x +

C).

This solution turns out to be shorter and the answer appears in neater form than
before obtained. The great difference of form that may arise in the answer when
different methods of integration are employed, is a noteworthy fact, and renders a

answers practically worthless ; two solvers may frequently waste more time
in trying to get their answers reduced to a common form than each would spend in
solving the problem in two ways.
set of

'

90. If in the equation y

the function <f> turns out to be
<j> (x, y)
<
of
a
function
that
and
are
is, if the functions
(y/x),
y/x alone,
of
order
functions
of
and
the
same
the
differx, y
homogeneous
(
53),

ential equation is said to be homogeneous and the change of variable

vx or x
vy will always result in separating the variables. The
y

statement

may

be tabulated as

= *(fy
?
dx
\x/

if

A sort of corollary
is

case

is

substitute

f or
[

y
x

= VX
= vy.

(3)

given in Ex. 6 below.

As an example take y (l + e^/dx + &(y x)dy = 0, of which the homogeneity

perhaps somewhat disguised. Here it is better to choose x = vy. Then

Hence

(1

e*)dx

e*(l

(v

&>)dy

y(l

v)dy

and

&>)dv

or

dx

= vdy + ydv.

+
y

t?

dv
e"

Hence

logy

log (v

ev )

=C

or

-f

y& =

0.

=s 0.

COMMONER ORDINARY EQUATIONS

If the differential equation

be arranged so that

may

& + X (x)y = X (x)f

<

g+

or

205

Y,(y)

Yjy) x",

(4)

where the second form differs from the first only through the interchange of x and y and where Xl and J 2 are functions of x alone and
Yl and F2 functions of y, the equation is called a Bernoulli equation; and
in particular if n = 0, so that the dependent variable does not occur on
the right-hand side, the equation is called linear.
which separates the variables in the respective cases

= v6-

x*v>**

= ve~

or

The

substitution

is

*&>**.

(5)

To show that

the separation is really accomplished and to find a general

formula for the solution of any Bernoulli or linear equation, the substitution may be carried out formally. For

The

substitution of this value in the equation gives

Hence

v*~ n

or

There

is

or

dx

~*

= (1 - n) CxjP- A*" dx,

when

w)

= (1 - n)

e<

-D/W" CXjP~ ^f^* dx\

*f*

1,*

(6)

an analogous form for the second form of the equation.

The equation

(x

y8

xy) dy

= dx may be treated by

dr

yx = y*&
^^
dy

Then

vn

-- yx = dv e*iy

Then

dl?

and

iya
z

-=(y

and

4^

+
f

vye^

|y2

yve*

.
8

= y uV
v

-2)e

= 2.

= dl) &*Jy*
dy

dy

dy
,

= ve~/~ *** = t?e* y\

dx

rn^

method by writing

Yl = - y, F2 = y8

so that

let

this

dt)

+C

~-

or

or

t)

= jre

ly
*
1

= 2 - y2 +

dy,

Ce~~

This result could have been obtained by direct substitution in the formula
x'-

= (1 - n e-1 >/'

but actually to carry the method through

* If

n=l,

is

far

more

instructive.

the variables are separated in the original equation.

it

as

DIFFERENTIAL EQUATIONS

206

EXERCISES
1.

Solve the equations (variables immediately separable)

- y)xy' = 0,
(1
2ydx) = xydy,
_ (y + Vl

+ x) y +

(a) (1

(0) a(xdy

Ans. xy

-f

2.

-f

y)(l

various ingenious changes of variable, solve

By

(a)
(0)
(5)

= a2
(x -f y) V
2 dx
+ 2 xydy = 0,
y
(x
=
x
y'
y,

3. Solve these

C).

x) y' + y = 0,

Vxy

(a) (2

(c) yy'

homogeneous equations

dy

y = a tan (y/a +
2
2
ydx = (x + y ) dx,
2
=
1
x
0.
+
+
y

--

xdy

(7)

-4ns.

Get'-*.

+ Vl-y2 dx = 0,
+ x)$ dy = 0.

Vl-x

(7)

-4ns.

Vx/y +

-4ns.

log y

O.

(0) xe* -f
(y) (x

y
y

= 0,
=
dy
xydx,
y'

2
)

(5)

4. Solve these Bernoulli or linear equations

(a)
(/3)

(7)
(d)
(f)

5.

2/
2/A
y esc x = cos x
2
vy* + y = y log x,
2
1
=
dx
(1 + y )
(tan- y
=
x
+ 1,
xy'
ay

2/'

Show

homogeneous equation y
6.

Let a

^ ns

(c)

*y lo S Ox + 1 = 0.
y = sin x + C tan J x.
-4ns. y- 1 = log x + 1 + Cx.
- 2 x) dy = 0,
ydx + (ox

(17)

yy'

- x) dy,
= vx

\aa +

dj)l

the

new

two

& 0,

point.

V=

cosx.

&2/

integral.

form

a i &2

dx

meet in a

|y

always separates the variables in the

""

xn case afa

(y/x) and derive the general formula for the

differential equation be reducible to the

will

-4ns.

1,

that the substitution y

f

y'

+ x log log C/x = 0.

2
2
xy' - y = Vx + y

""

a2 ft i

0,

or

C /

and 2x 4- 62 y -f c2 =
the two lines a^x + b^y -f c t =
that a transformation to this point as origin makes

Show

a^

equation homogeneous and hence soluble. In case

and the substitution z = a2x + \y or z

lines are parallel

= 0, the
+ 6xy will

aj)^

a rx

separate the variables.

By the method of Ex. 6 solve the equations

.4ns. (y- x-f l) 2 (y + a- 1)*= C.
(3y-7x + 7)dx + (7y-3x + 3)dy = 0,
6)=0,
(7) (4x+3y+l)dx+(x+y+l)dy=0,

7.

(a)

g=

(e)

8.

Show

where / and

+ xg (xy) dy = 0,
= xy will sepa-

if the equation may be written as yf(xy) dx

are functions of the product xy, the substitution v

that
gr

rate the variables.

9.

(a)
(ft)

By

virtue of Ex. 8 integrate the equations

2 (y + 2xy
xV)dx + 2x2ydy =
2
(y + xy*)dx + (x
y)dy = 0,

-4ns.

0,

(7)

(1 -f

x + x2y = C(l
2
xy)xy dx + (xy

- xy).
l)xdy

= 0.

COMMONER ORDINARY EQUATIONS

10.

By any method

method

is

ing one

that

applicable, state

207

is applicable solve the following.

If more than one
what methods, and any apparent reasons for choos-

8
2
9 dx =
2
y cos x = y* sin 2x,
(x + 2 xy ) dy,
(j8) (2 x y + 3 y )
=
=
5
X
+
+
2x+2/+l
y
y*
0,
22/-l)y'
( )
(y)
^ 2 2 x, = x
7
= sin x,
+ y,
(f) Va + x (1
y')
(e) y siny + sin x cos y
2
3 8 8 8
xV - xy + 1) xy', (0) y' = sin (x -y),
(1?) (* 2/ + x-y + xy + 1) y + (x 2/
_
2
2
y cfce = (x + y)*e *dx,
y )dx = axy (x
(K) (1
(i) xycfy

(a) y'

(4x +

91. Integrating factors. If the equation IMe

JV%
ble rearrangement of the terms can be put in the form of a
differentials of certain functions u, v,

du

dv-\----

0,

then

by a suitar

sum

of total

say

+ v-\---- = 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

by multiplying through with a certain factor /JL(X, y) may be so

arranged. The factor p (x, y) is then called an integrating factor of the
given equation. Thus in the case of variables separable, an integrating
it

factor

is

1/M^

for

^[jyr.fc

^.^.^A + ^^.O,

(8)

and the integration is immediate. Again, the linear equation may be

treated by an integrating factor. Let

= /**';
+ X ydx = X^x and
ef*dx dy + XfS*** ydx = ef**x X dx
= Cef*dx X dx.
d \yeJ x^\ = eJ * X dx, and
dy

then
or

(9)

/&

ldx

(10)
(11)

In the case of variables separable the use of an integrating factor is

therefore implied in the process of separating the variables. In the
case of the linear equation the use of the integrating factor is somewhat
shorter than the use of the substitution for separating the variables.
In general it is not possible to hit upon an integrating factor by inspection and not practicable to obtain an integrating factor by analysis, but

the integration of an equation is so simple when the factor is known,

and the equations which arise in practice so frequently do have simple
integrating factors, that it is worth while to examine the equation to
see if the factor cannot be determined

by inspection and

trial.

in the work, the differentials of the simpler functions such as

To

aid

DIFFERENTIAL EQUATIONS

208
dxy
d y_

= xdy + ydx,
==

xdy-ydX)

dto-.S,y*;-y
x* + y*
y

x2

'x

+ f) = xdx + ydy,

% d(x*

v
(12)
'

'
f

should be borne in mind.

2 mxy 2 ) dx + 2 mxPydy = 0. Here the first term
Consider the equation (x4 e*
will be a differential of a function of x no matter what function of x may be
assumed as a trial /x. With ju = 1/x4 the equation takes the form

x^dx

w#2/x2 C without more ado. It may

integral is therefore seen to be e*
the
is
of
Bernoulli
this
be noticed that
type and that an integration by
equation
that method would be considerably longer and more tedious than this use of an

The

integrating factor.
Again, consider (x

xdx
then

x2

and the

x2

integral is log

(x

y)

+ ydx

ydy

+ y2

dx

y)

xdy

dy

^=

or

\
2

2/

Vx2 +

and

let it

try

d log

(x

C.

tan-i (x/y)

be written as

= l/(x2 +

Here the terms xdx

ydy

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

use of the integrating factor considerably shortens the

92.
as the

work

of integration.

The attempt has been to write Mdx + Ndy or p (Mdx + Ndy)

sum of total differentials du + dv H---- that is, as the differential
,

dF of the function u + v
Mdx + Ndy = could be

----\

so that the solution of the equation

,
C. When the expressions
obtained as

F=

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

total differential

differential expression like

dF of some

F when the conditions

Pdx

Suppose
then

n
p==

Hence if Pdx

.,

are satisfied.

+ Qdy = dF =

SF
a:>
ex

Qdy

function,

is

dF

Q^T*'
cy

and

This will

dF
g-

Pdx

to find a

dx

now be

done.

dF

+ ^- dy

dP

+ Qdy shall be the

means of obtaining

dQ,

(13)

d*F

-r^^^z-T'
ex
cy
oxcy

a total differential dF,

it

follows (as in

62) that

Q'x must hold. Now conversely if this relation does

hold, it may be shown that Pdx + Qdy is the total differential of a
function, and that this function is

the relation P'y

COMMONER ORDINARY EQUATIONS

F= f P(x,y)dx +

F=

or

Q(x,

f^(x^y)dy

J
r
P(x,
y)dy+J

Jx*

209

yjdx,

where the fixed value x or y will naturally be so chosen as to simplify

the integrations as much as possible.
To show that these expressions may be taken as it is merely neces-

sary to compute their derivatives for identification with

If

and

Q.

Now

=
jf

9F ~
sa

_
8

These

y^o

differentiations, applied to the first

fact that the derivative of

an integral

is

form of

require only the

the integrand. The first turns
jP,

out satisfactorily. The second must be simplified by interchanging the

order of differentiation by y and integration by x (Leibniz's Rule,
Q'x
119) and by use of the fundamental hypothesis that Py

VP

dx
**

and Q with the derivatives of F is therefore

The second form of jP would be treated similarly.

identity of

lished.

r*
/

Jx^

The

Show that

(x

-f

it is first

= is an exact differential equation and obtain

Now
necessary to apply the test P'y
Q'x

= -i

a x
-.dxy

and

Hence the

test is satisfied

T
/o

V+

and the

integral

logy)dx

is

obtained by applying the formula

f -dy+ r(x + logl)dx =

J
y

Ji

be noticed that the choice of X Q

xlog2/

The choice of yQ

C.

simplifies the integration in the first

is easy and because the second

introduces corresponding simplifications in

case because the substitution of the lower limit

integral vanishes.
the second case.

i
= -.

+ /f -dy = lx* + xlogy = C

o

or

estab-

log y) dx -f x/ydy

the solution. Here

It should

DIFFERENTIAL EQUATIONS

210
Derive the partial
ential equation

which any integrating factor of the differIf p is an integrating factor, then

differential equation

Mdx + Ndy =

must

satisfy.

and
dx

dy

,-dn
Jf ~-

Hence

dy
is

the desired equation.

tion

jjtn = /dN
- - dM\
-N
/*(
dx

To determine

would in general be as

(15)

\dx

dy /

the integrating factor by solving this equathe original equation ; in some

difficult as solving

special cases, however, this equation is useful in determining ^.

now

convenient to tabulate a

of different types of differential equations for which an integrating factor of a standard form
can be given. With the knowledge of the factor, the equations may
93. It

is

list

then be integrated by (14) or by inspection.

EQUATION Mdx
I.

Homogeneous Mdx

II. Bernoulli

III.

+ Ndy =

dy

M = yf(xy),

FACTOR

+ Ndy =

0,

/*

MX + Ny

+ X$dx =
N = xg(xy),

IV. If

dN

SM
/-*.

VI.

Type x*y (mydx

+ nxdy) = 0,

\k

arbitrary.
n -1tXykn -1-3

'

k determined
{yfan

The use

of the integrating factor often is simpler than the substituin the homogeneous equation. It is practically identical
with the substitution in tRe Bernoulli type. In the third type it is

tion

y = vx

The remaining types have had no

The proofs that the assigned forms

often shorter than the substitution.

substitution indicated for them.

of the factor are right are given in the examples below or are left as
exercises.

To show
case,

it is

and show

that

= (Mx -f

Ny)- 1

is

an integrating factor fcr the homogeneous

w
must satisfy,
and
are

lich p
possible simply to substitute in the equation (15),
that the equation actually holds by virtue of the fact that

COMMONER ORDINARY EQUATIONS

homogeneous of the same degree,
Euler's Formula (30) of
63. But
d

dy

MX + Ny

Owing

\1

dx

\Mx

to the homogeneity,

d /I

ayVcl + */

As

a/ii\a/i0\,
-- = -- where
I

is

by

i ,

dx \y I

#/

<f>

0/

MX

a function of y/x alone. Differentiate.

1

0'

x(l

dy \x

this fact being used to simplify the result

easier to proceed directly to show

it is

or

Ny/
y/

-f

211

0)

tf
'

-y

x~Hl + 0)'

x2

a /I

"~8\yl +

0/

an evident identity, the theorem is proved.

find the condition that the integrating factor may be a function of x only
to find the factor when the condition is satisfied, the equation (16) which /A

this is

To
and

satisfies

may

be put in the more compact form by dividing by

M ^-N -.^ = **-*

dx
pdx

pdy

Now

if

/*

or

dy

(and hence log n)

is

/A.

= ^^^.
Jf^l^-^^^
dx
dx

dy

dy

a function of x alone, the

first

term vanishes and

or

This establishes the rule of type IV above and further shows that in no other case
can /A be a function of x alone. The treatment of type V is clearly analogous.
2
Integrate the equation x*y (3 ydx + 2 xdy) + x (4 ydx + 3 xdy) = 0. This is of

an integrating factor of the form /A = xfiy* will be assumed and the exponents p, <r will be determined so as to satisfy the condition that the equation be
an exact differential. Here
type VII

P = t*M = 3xP + V^ 2 +
Then

Py

Hence

if

3(cr

the relation

P^

3((r

2)

Q^. will

4xP + 2 ?/ <r + 1

Q = pN =

+1
+
2)xP */

2(p

hold.

and

6)

This gives

cr

4(er

l)xP

is

(3x*y*

4x*y*)dx

+ 1) = 8(p + 8),
2
p = 1. Hence = xy

4(er

= 2,

and

J^Ody

/A

Jxty*

+ xV = C

The work might be shortened a trifle by dividing through in the

2
place by x . Moreover the integration can be performed at sight without the

the solution.

first

use of (14).

94. Several of the

and solutions of

most important

Mdx

+ Ndy =

facts relative to integrating factors

will

now be

stated as theorems

and

the proofs will be indicated below.

an integrating factor is known, the corresponding solution may

be found and conversely if the solution is known, the corresponding
1.

If

integrating factor may be found.

the existence of the other.
2.

If

F= C

Hence the

G = C are two solutions of the equation, either must

the other, as G = $(F) and any function of either is

and

be a function of

existence of either implies

DIFFERENTIAL EQUATIONS

212

ratio fi/v is

uct of

p and

two integrating

factors of the equation, the

or
a
solution
of
the equation ; and the prodeither constant
any function of a solution, as f*3>(F), is an integrating fac-

a solution. If

p by

v are

tor of the equation.

3.

The normal

factor

derivative

the product

is

dF/dn

Vl/

fi

+ N*

of a solution obtained from the

(see

48).

has already been seen that if an integrating factor p is known, the corresponding solution F = C may be found by (14). Now if the solution is known, the
It

equation

dF = Fxdx + Fydy = n(Mdx + Ndy)

F'x

gives

= f*M,

F'y

= jiAT

and hence /x may be found from either of these equations as the quotient of a
derivative of F by a coefficient of the differential equation. The statement 1 is
therefore proved. It may be remarked that the discussion of approximate solutions
to differential equations (
86-88), combined with the theory of limits (beyond the
= 0,
scope of this text), affords a demonstration that any equation Mdx + Ndy
and
certain
a
solution
hence it
restrictive conditions, has
and
where
satisfy
such
an
an
that
has
factor.
inferred
be
equation
integrating
may
= t^N found above, it is seen
If p be eliminated from the relations F'
x = /uJf, F'
y

that
;

and

0,

similarly,

MGy -NGx = Q,

(16)

and G should be solutions of the differential equation.

are the conditions that
these are two simultaneous homogeneous equations of the first degree in
are eliminated from them, there results the equation
and
and N. If

Now

=
which shows

62) that

that any function

(F)

<f>

F
is

and

or

(160

are functionally related as required.

'

As F is a solution,
also vanishes,
is

the expression

and $

is

To show

a solution, consider the equation

-NF'X) V.

MF'V NF'X vanishes

a solution of the equation as

by
is

(16),

and hence M$v

desired.

The

first

N$'x
half of 2

proved.

Next,

if /*

and

are two integrating factors, equation

dx

dy

dx

dy

(W)
dy

gives

dx

On

comparing with (16) it then appears that log (/*//) must be a solution of the
equation and hence /A/V itself must be a solution. The inference, however, would
not hold if n/v reduced to a constant. Finally if /i is an integrating factor leading
to the solution F = C, then
tlF

ju,

It therefore
tial

(Mdx

+ Ndy),

and hence

appears that the factor

and must be an integrating

/u$

factor.

f& (F) (Mdx

-f

Ndy)

= dC* (F) dF.

(F) makes the equation an exact differenStatement 2 is therefore wholly proved.

COMMONER ORDINARY EQUATIONS

The

third proposition

is

proved simply by differentiation and substitution. Foi

dx dn

dn

And
tan T

dy dn

dn

F=

T denotes the inclination of the curve

if

M
= dy = -N

dx

dn

= V.M

Hence d-F/dn

/&

-f-

dn
it

C,

sm r = dy =

213

V.M

-f

follows that

= dx =

cos T
2

and the proposition

is

proved.

EXERCISES
1.

Find the integrating factor by inspection and integrate

(a)

2
xdy - ydx = (x2 + y

(7)

ydx

xdy

4-

logxdx

dx,

= 0,

+ xy)ydx + (1 - xy)xdy = 0,
2
xdy = 0,
(xy + y) dx
2
2
2
(x + y (xdx -f ydy) + Vl + (x +
3
=
x2 ydx
+
0,
(x
y*)dy

(e) (1
(17)

(* )

(*)

2. Integrate these linear equations

7

y +
(x +

(<*)

(7)

and

ay = sin 6x,
2y =

W-

2/ )

(y

(p)

(x

(f)

(0)

- xdy) = 0,
2
ydx = x Vx

(ydx
(\)

with an integrating factor

y dy.

+ y cot x = sec x,
2
= etan-i*
(1 +x )y' + y

y'

(5)

xdy

I)

- xy) dx + x2dy = 0,

y (2xy -f e*)dx
e^dy = 0,
- y2 )dx + 2xydy = 0,
a (xdy + 2 ydx) = xydy,

(5)

(/3)

(x

of Ex. 4, p. 20B.

(/5), (5), (f)

3. Show that the expression given under II, p. 210, is an integrating factor foi
the Bernoulli equation, and integrate the following equations by that method
:

(a) y'

(7) y

and

(a), (7),

4.

Show

y tan x = y 4 sec x,
y cos x = y n sin 2 x,
(e), (i?)

of

Ex.

(0)
(5)

4, p. 206.

= 0,
(3 x -f 6 xy dx -f (6 x y -f 4 y dy
(6x-2y + l)dx + (2y-2x-3)d2/ = 0,
2

(7)

y
(n) e*(x

(/3)

sin
8

(5) (x

x cos ydx

+ 3xy

+ y + 2x)dx +

)dx

2ye*dy

= 0,

(j/sinx

(0)

cos x sin ydy

3

(y

y*

the following are exact differential equations and integrate

(a)

y = x
1,
dx + 2 xydy = 2 ax^dy,
3 y2 /

l)dx

= 0,

+ 3x2y)dy =

0,

y/

(y

- cosx)dy = 0.

1
5. Show that (3fx
JVy)- is an integrating factor for type III. Determine
the integrating factors of the following equations, thus render them exact, and

integrate

_ xy

= 0,
) <& + x *dy
+ xy) ydx + (x*y* l)xdy = O
8dx
+ (3x 2y + 2y*)dy = 0,

(7)

(y + x)dx + 3dy = 0,
2 xydy = 0,
x2 +J/*) dx

(3) (x*y

(e)

(Vxy

(f)

(a)

6.

Show

type VII

is

(Vxy+ l)ydx = 0,

l)xdy

and Exs. 3 and

(0) fy*

9, p.

if

206.

that the factor given for type

right

a?

satisfies

k (qm

pn)

VI

is right,

= q (a - 7)

and that the form given

p (ft -

d).

for

DIFFERENTIAL EQUATIONS

214
7. Integrate the

following equations of types

IV-VII

2
- 2 xydy = 0,
= 0,
(x + y* + 1) dx
(y* + 2y)dx + (xy* + 2y*-4x)dy
8
=
+
+
+
6xy
Q,
(Bx*
3y*)dx+(2x* 3xy)dy
(d) (2zV-r 2/)-(x y-3a)/=0,
3
2
4
(e) (2x y- 3y )dx + (3x + 2xy*)dy = 0,
22/) + ^sin(x~2i/) = 0.
(f) (2-2/') sin (3&

(a)

(ft)

(7)

virtue of proposition 2 above, it follows that if an equation is exact and

homogeneous, or exact and has the variables separable, or homogeneous and under
types IV-VII, so that two different integrating factors may be obtained, the solu-

By

8.

tion of the equation may be obtained without integration.

the solutions of Ex. 4 (), (5), (7) ; Ex. 5 (a), (7).

Apply

this to finding

9. Discuss the apparent exceptions to the rules for types I, III, VII, that

to

Ny =

-f

or

MX

Ny =

is,

qm pn = 0.
10. Consider this rule for integrating Mdx -f Ndy =0 when the equation is known
be exact Integrate Mdx regarding y as constant, differentiate the result regard-

when MX

or

ing y as variable, and subtract from

to y.

then integrate the difference with respect

In symbols,

C = C (Mdx + Ndy) = C Mdx +

Apply

f Mdx\dy.

ffa-

Observe that in no case should either this

be applied when the integral is obtainable by inspection.

this instead of (14) to Ex. 4.

formula or

(14)

95. Linear equations

with constant

The type

coefficients.

of differential equation of the nth order which is of the first degree in

y and its derivatives is called a linear equation. For the present only

the case where the coefficients

treated,

and

al9

an _i, an are constant will be

assumed that the equation has
,

for convenience it will be

been divided through by a so that the coefficient of the highest derivative is 1. Then if differentiation be denoted by D, the equation may be
written symbolically as
(/)

+ a^ - +

where the symbol

D combined

+ an _,D + O y = X,

with constants follows

of ordinary algebraic quantities (see

70).
The simplest equation would be of the first order.

JL- a

^x

and

= ea x

(17')

many

of the laws

Here

Ce-^Xdx,

(18)

be seen by reference to (11) or (6). Now if D

as an algebraic symbol, the solution may be indicated as

al be treated

as

may

^X

and

i
JLJ

X,

(18 )

COMMONER OBDINABY EQUATIONS

215

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

(19)

where

(#) denotes the function of

is

integrating operator

x upon which it operates. That the

D at may be proved by direct

the inverse of

differentiation (see Ex. 7, p. 152).

This operational method may at once be extended to obtain the solu-

For consider

tion of equations of higher order.

a = jr
a
f5 + *f; + ^

(^

+ V> + S)y = *-

(20)

so that

roots of the equation Z>2

the differential equation may be written in the

Let

cc

and #2 be the

[If-fa+aJD+a^y^X
The

solution

may now

or

(D

+ a^D
form

- ^) (D - aj y = X.

(20')

be evaluated by a succession of steps as

X=
y
or

--

=X 1 = <f* Ce-^le"** Ce
J
D-a^D-a^ \
J
[
>*
^Xrfaj1 rfx.
y=
1

!"**

J^i-

(20")

|e-

The solution of the equation is thus reduced to quadratures.

The extension of the method to an equation of any order is immediate.
The first step in the solution is to solve the equation

Dn 4- a^-

H-----h

so that the differential equation

may be

(D-aJ(D -aJ...(Dwhereupon the solution

is

a^D + an =
written in the form
_,)(

- Jy = X;

(17")

comprised in the formula

= e* fe("-i-")*

T.

Ce<*- a* x Ce

where the successive integrations are to be performed by beginning

upon the extreme right and working toward the left. Moreover, it
an D
an _ l9
D #2 D c^ were
appears that if the operators D
successively applied to this value of ?/, they would undo the work here.
,

DIFFERENTIAL EQUATIONS

216

As n integrations are
of integration in the
constants
arbitrary

done and lead back to the original equation.

required, there will occur

answer for y.

As an example

consider the equation

8
= are 0, 2,
4
algebraic equation

The

szrhirh*

2,

Here the roots

and the solution for y is
.

of the

'

*x

fe f

successive integrations are very simple

Ce**x*dx

D)y = x2

(D

x2 e2 *

by means
xe2 *

2*
}e

Then

of a table.

+ C 19

Ce-4x C e**x*(dx)* = f (

= f (- Jx2 -

fe* fe~**Ce**x*(dx)*

+ C 1 e- 2ae + C2 e2 *)dx

+ C3

This is the solution. It may be noted that in integrating a term like C l e-* x the
result may be written as C^e- 4 *, for the reason that G l is arbitrary anyhow ; and,
2
2x
moreover, if the integration had introduced any terms such as 2 er *, J e , 6, these
could be combined with the terms (7 1 e- 2a; , C2 e2ac C3 to simplify the form of
,

the results.

In case the roots are imaginary the procedure

dxa

Then

The formula

= sinx

=
for

or

(D

!-.

Te^sin

+
x

sin

&xdfx,

1)

= sin x

= e fe

or

Cer *

Ce

Consider

the same.

is

(D
sin

-f i)

(D

i)

as given in the tables,

Now

e**e-***e*** -

e ix ?

/^x\2

is

Hence

Ot r-* + C2 e- =
this expression

may
y

The

f or

gin X

sin x.

= V^I.

not applicable

when

It therefore be-

2i

dx

2i

Now

x (dx) 2 ,

a2 + 62 = 0, as is the case here, because the denominator vanishes.

comes expedient to write sin x in terms of exponentials. Then

e~ 2 ^
6

e2

^-

X
x

\2i

+ Ct

be written as

Ct cos x + C2 sinx, and

(C,

x cosx

-f

<7

dx

then

Cl cosx -f C2 sinx.

solution of such equations as these gives excellent opportunity to cultivate the

art of manipulating trigonometric functions through exponentials ( 74).

COMMONER ORDINARY EQUATIONS

217

The

general method of solution given above may be considerably

in
case the function X(x) has certain special forms. In the
simplified
first place suppose
0, and let the equation be P(D)y
0, where
96.

X=

P(D) denotes the symbolic polynomial of the nth degree in D. Suppose

the roots of P(Z))
ak and their respective multiplicities
are al9 o-2 ,
,
are

ra2 ,

1?

=
mk so that
(D - a )*.

ft

is

- atf*(D - atf*y =

(D

the form of the differential equation.

= 0,

then

=
(y;

Hence

==

e*x (C l

+ Cp +

= **

_
2

C^z

as above, if

Now,

+ ----h CV"*

-o

(**)"*

-1

annihilated by the application of the operator (D

a^ , and therefore by the application of the whole operator P (/>), and must be a solu-

is

tion of the equation. As the factors in P(D) may be written so that

w comes
last, it follows that to each factor
,
any one of them, as (D
a,-)
m
#
solution
a
will
t.)
correspond
(D
y.

ax
e i (C {1

of the equation.

+ C& +

+ C*fpi-

Moreover the sum of

all

P(D) Vi

),

= 0,

these solutions,

i=k

(21)

),

t=l
will be a solution of the equation

Hence the general

ferential equation

rule

may

P(D)y =

ax
ing each e by a polynomial

the equation

P (Z>) =

for in applying

be stated that

of the nth order

The

to y,

solution of the dif-

may be found by multiply-

l)st degree in

of(m

P (D)

x (where a

is

root

of

of multiplicity m and where the coefficients of the

polynomial are arbitrary) and adding the results. Two observations

may be made. First, the solution thus found contains n arbitrary constants

and may therefore be considered as the general solution

if

second,

ing

from

there are imaginary roots

the

and

for P (D) = 0, the exponentials aris-

pure imaginary parts of the

roots

be converted into

may

trigonometric functions.

As an example take (D4

Bolution

D8 + D2

= 0.

The roots are

1, 1, 0, 0.

Hence the

Again

if (

D4 + 4) y = 0, the roots of D4 + 4 =
y

are

and the solution

is

DIFFERENTIAL EQUATIONS

218
or

=
=e

a5

(C1 cosx

+ C2 sinx) + e- a (C8 cosx +

C^sinx),

where the new C's are not identical with the old C's. Another form

= e x A cos (x + 7) +

y
where 7 and

Ct
andif

cosx

Next

and

5, ^i

B cos

(x

5),

are arbitrary constants. For

J5,

+ C2 sinx =

= tan-i-,
if

e-*

is

Cx cosx + C2 sinx = Vc* + C| cos (x +

then

7).

not zero but if any one solution I can be found so that

is

= -Y, then a solution containing n arbitrary constants

P(Z>) /
0. For if
found by adding to I the solution of P(U)y

may

and

P(Z>)/=Z

P(Z>)y

It therefore remains to devise

= 0,

then

means

P(D)

(I

be

+ y) =* X.

for finding one solution

This

J.

may be found by the long method of (17"'), where the integration may be shortened by omitting the constants of integration since
only one, and not the general, value of the solution is needed. In the

solution /

arise in practice there are, however, some

to
solution
cuts
the
/.
The solution I of P(D)y
is
short
very
called the particular integral of the equation and the general soluis called the complementary function for the equation of P(&) y
X.
tion P(D) y

most important cases which

=X

Suppose that

is

a polynomial in x. Solve symbolically, arrange

and divide out to powers of D equal to

P(Z>) in ascending powers of Z>,

the order of the polynomial X.

Then
(22)

where the remainder

R (D)

is

of higher order in

D than X in x.

Then

Hence Q (D) x may be taken as /, since P (D) Q (D) X = P (D) I = X. By

this method the solution / may be found, when X is a polynomial, as

P(B) can be divided into 1 the solution of P(D) y = may

down by (21) and the sum of I and this will be the required
of P(D)y = X containing n constants.

rapidly as
be written
solution

As an example

consider (D8

+ 4 D2 -f 3 D) y = x2 The work is as follows

.

COMMONER ORDINARY EQUATIONS

1=

Hence
For

219

D8 + 4D2 + 3D =

the roots are

P(D)y = would
the equation P(7>) y = x2 is

or solution of

0,

3 and the complementary function

.
the solution of

1,

Cx + C2 e-* + CB e~ 9x Hence

be

be noted that in this example 7) is a factor of P(D) and has been taken out
this shortens the work. Furthermore note that, in interpreting
1/D as integration, the constant may be omitted because any one value of I will do.

Tt should

before dividing

97.

Next suppose that

X = Ceax Now De*x = aeax Dke"x = a*e x

.

P (Z>) of* = P (a) e*x

and

hence

P (Z>)
|

But

P(D)I=Ce

x
,

and hence

= Ceax

^TT e"*|

tfaj

(23)

-^-e

0.
clearly a solution of the equation, provided a is not a root of P(D)
If
0, the division by
(a) is impossible and the quest for I has
(a)

is

Let a be a root of multiplicity

to be directed more* carefully.

m so that

Then

- a)"/ =

(D

^-

and

For in the integration the constants may be omitted. It follows that

X = Ce"x the solution / may be found by direct substitution.
Now if X broke up into the sum of terms X = Xt + X^ -\---- and if
were determined for each of the equations P(D)/1 = Xl9
solutions Il9 /2
= Xy
the solution / corresponding to X would be the sum
P(Z>) /2
7a + 72 H---Thus it is seen that the above short methods apply to
ax
m
equations in which X is a sum of terms of the form Cx or Ce

when

As an example
and a

1.

(D

I)

Then

To

find the

1)

I=

e*,

is

(D -

I)

x.

The

= i e*,

roots are

= e*^ -f O2x) + e-*(C, + C4x) + i e^

To find the
(D
6D-f-6)2/ = x + e""
|/

Again consider
divide.

(D

solution for

(D -

l)y = e
written as

2D2 +

consider

Hence the

!,_

1, 1,

to

e*"*,

substitute.

1,

=
.

corresponding to

I2 corresponding

1,

There are three

cases,

DIFFERENTIAL EQUATIONS

220
according as TO

when
y

neither 2 nor 3, or

is

ra is neither 2

nor 3

is 3,

or

solution,

but in these special cases the results are

= C^* + C2 e** + Jx + & - xe**,

The next

Hence for the complete

is 2.

case to consider

is

= C^* + C2 e2 * + $ x + A + a* 8 '-

X is of the form cos

where

fix or sin fix.

If these trigonometric functions be expressed in terms of exponentials,

the solution may be conducted by the method above ; and this is per-

pi are roots of the equation P(D) = 0.

haps the best method when
It may be noted that this method would apply also to the case where
ax
cos fix or e ax sin fix. Instead of splitting the
-Y might be of the form e
trigonometric functions into two exponentials, it is possible to combine
two trigonometric functions into an exponential. Thus, consider the

equations

and

The
real

P(D)y =

ax

P(D)y e cos fix,

ax
P(D)y=: e (cos fix

+ i sin fix) =

ax

sin

fix,

e<" + *>

(24)

solution / of this last equation may be found and split into its
parts, of which the real part is the solution of the

and imaginary

equation involving the cosine, and the imaginary part the sine.
When has the form cos fix or sin fix and fii are not roots of the

D* cos

Hence

= 0,
=
fix

P(D)

equation

if

there
ft*

is

a very short method of finding

and

cos fix

P(D) be written

may

sin fix

+ DP

as I\(D*)

terms and the odd terms so that

solution

and

2
/3

sin

/.

For

fix.

2
2

by collecting the even

are both even in D, the

(Z> )

be carried out symbolically as

Pl( - fF)
p

/32\

7)/J /

/32\

'

were a surd,
of rationalization as if
transferred to the numerator and can be performed.
of procedure may be justified directly, or it may be made

By this device of substitution and

the differentiation

This method
to

is

depend upon that of the paragraph above.

Consider the example

As an

2 is

(Z>

-f

l)y

cos as.

D + =

2
i is a root of
1
0.
pi
the rationalization method will not

Here

equivalent to
operator
1, and
work. If the first solution be followed, the method of solution
1
<*x
i
i
i
e -ix
e -ix
eix
i

is

If the second suggestion be followed, the solution

may be found

'

as follows

COMMONER ORDINARY EQUATIONS

I=

Now

X
:

2i

(cosx

sin x)

221

11
22

= -x sin x -- ix cosx.

= x sin x
for (D2 + 1)1 = cos x,
2
I=
and
J x cos x for (D + 1)1 = sin x.
The complete solution is
y = C cos x + 2 sin x + J x sin x,
2
=
and for (D + 1) y
sin x, y = C cosx + C2 sin x
J x cosx.
As another example take (D2 3 D + 2) y = cos x. The roots are 1, 2, neither
=
is equal to
and the method of rationalization is practicable. Then
1 + 3D
1
*
I

Kence

|Si

t,

The complete

solution

is

=C

e- x

+ G2 e~ 2a; + ^(cosx
method

simplicity of this substitution-rationalization

is

3sinx). The extreme

noteworthy.

EXERCISES
1.

(7)
(c)
(77)

(i)

(X)

(D

(7)
(e)

(i)

(i)
(X)

the general method solve the equations

-4D + 2)y = x,

By

(7)
(e)
(17)
(

t)

the rule write the solutions of these equations

(D + 3D + 2)y = 0,
(D~l) 3 = 0,
8
(D - 3/^ + 4)^ = 0,
3
2
(D -6D +9D)y = 0,
4
6
-2D
+ D8)y = 0,
(D
- 1)2^ = 0,
(/)4
2

(/3)

(5)

2/

(f)

(D*-2D8 + D2)y = x,
3
2
(D - l)y = x
,

By
2

(D
2
(D - 2D + l)y
2
(e) (D +l)y = 2e*
(7)

(D

(*c)

(V)

(D&

- 13D8 + 26D2 + 82D +

(7), (5), (e) of

Ex.

1,

= e*
+ x-x,

- a2)y = e* +

c 6*,

and

also

(D 8
(D -

6D2 + 11D- 6)y = x,

3D2 - 6D + S)y = x,
= x2
(D-3D2 -D+3)y
2
2D8
3D
+
+
+2D+l)
(D*
- 2D8 + D2)?/ = x8
(D*
8

(j8)

(5)
(f)
(0)

(K)

the short method solve (a), (), (0) of Ex.

-3D + 2)y = e*,

+ 3D2 + D- 6)y = 0,
2
(D* + 2D + l)y = 0,
8
2
-9D
-llD-4)y = 0,
(D*-D
4

1,

and

also

(5)

- D8 - 3D2 + 5D(D*
8 3D2 + 4)y = e^,
(D

(f)

(D

(ft)

(D

- 2aD + a2 )?/ = c x

(/3)

= tanx.

(D^

(D
(D

((9)

By the short method solve

4
(D*-l)y = x
8
2
2
(D + 3D + 2D)y = x
=
2x
x*
+
+ l,
(D + 8)y

4.

(a)

(D + D -4D-4)y=:X,
2
= xe*,
(f) (D + D+l) 2/
2 =
x
e2 *,
+
4)y
(0) (D
=
1
sinx,
41^)^
(*c) (D*
2
2
(D + l)y = secx,
(w) (D + l)y
2

3.

(a)

(5)

2
(D3 + 5D + 6D)2/ = x,
2
(JD + D+l)y = sin2x,
2
= x + cosx,
(1> + 3D+ 2)y
2
(D + l)y = cosx,
(/x)

2.

(a)

By

\)y

=3+

e-

4-

5e

104)y

= 0.

DIFFERENTIAL EQUATIONS

222
5. Solve

by the short method

(^)

(5)

(*)
(\)

()
(IT)

(f)

(D -l) iy=:smx,
(D*- l)2/ = e*cosx,

(p)

(D

(/*)

= sin2 x,

X has

6. If

also

(o)

(*)

(D2_2D+ 4)2/ = e*sinx,

6
(D + l)y = sinfxsin Jx,
y

and

(D*-2.7)2-3D)2/ = 3x2.f sinx,

2
2
(D + 3D + 2)y = e *sinx,
8
2
(D - 3D + 4 D-2)y:=e*-f cosx,
2
2
(D + 4)y = sinSx + e* + x

(0)

1,

2 *cosx,
(# + 2D + l)y = 3e
8
2
l)y = cos2x,
(D + D - D
3
2
(D - T) + D-l)y=: cosx,

(0)

+ 4)y = x2 + cosx,
2
2
(D + I) y = cosx,
(D2-6D + 6)y=:cosx-c2^
2

e)

of Ex.
2

(7) (Z>
(

(K)

(17), (i),

a) (D2_D_2)y = sinx,
(

l)y

= e2ac sinx +

e^sin

(T)

the form

e**,

show that I

This enables the solution of equations where X^ is a polynomial to be obtained by

is &*x cos/Sx or
a short method it also gives a way of treating equations where
&*x sin /3x, but is not an improvement on (24)
finally, combined with the second
is the product of a sine or cosine by
suggestion of (24), it covers the case where

a polynomial. Solve by this method, or partly by this method,

(f)

of Ex. 1

(*), (X),

also
2

(a)
(

7)

(D

(j>2

n )y

(ij)

(i )

(X)
(?)

(/3)

= x*e*,

(D -7D-6)y = e (l +
8
8
(D l) y = x x e*,
8
=
xe*
cos2 x,
+
l)y
(D
2
(D + 4)y = xsinx,
2
2
(D + 4)y = (x sinx)
8

(e)

2
3
2
(D + 3D + 3D + l)y = (2 - x )e~*,
4 - 2D3 - 3D2
+ 4D + 4)y = xV,
() (D
- l) 2y = & + cos x + x2 e*,
(f) (D
2
2
(^) ( D -f 2) y = x e3a? + e* cos 2 x,
2
=
sin x + (1 + x2 ) e*,
x
l)y
(/c) (D
2
= x2 cos ax,
(M) (-D* + 2D + l)y

-2D + l)2/ = x e8*,

2a;

x),

7.

Show that the substitution x

(D

(o)

= e*,

Ex.

- 2D + 4) 2 y = xe* cos Vx.

9, p.

162, changes equations of the type

+ On-ixDy + any = JT(x)

(26)
into equations with constant coefficients also that ax + 6 = e* would make a similar simplification for equations whose coefficients were powers of ox + 6. Hence

wDy + a^-ijDn-iy +

integrate

(a) (x
(7)

2l>2

-xD-f

2)y

= xlogx,

()

[(2x-l)*D*+(2x-l)D--2]y:=0,

(e) (x

D + xD- l)y = xlogx,

+ 4xD+
4

(i) (x

2)y

D*

- x2 !* + 2 xD - 2) y = x8 + 3 x,
2
D
+ SxD + l)y = (1 - x)~ 2
(x
2
- 4(x + 1)JD + 6]y = x,
+
1) D
[(x
2
(x D -3x D-f x)2/=logxsinlogx+l,
8
8
(x !)

(5)

(f)

= e*,

(^)

+ 6x D + 4x D - 2xD- 4)y = x2 + 2coslogx.

8

8. If
be self-induction, R resistance, C capacity, i current, q charge upon the
plates of a condenser, and f(t) the electromotive force, then the differential equations for the circuit are

Solve (a) when/(i) = er ' sin bt and (0) when/(Q = 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

I/ ViC, the amplitude IT

is large,

COMMONEK ORDINAKY EQUATIONS

223

Simultaneous linear equations with constant coefficients. If

there be given two (or in general n) linear equations with constant
coefficients in two (or in general ri) dependent variables and one inde98.

pendent variable t, the symbolic method of solution

Let the equations be

may

still

be used

to advantage.

-*

+ b m) y = R (*),
^

when there are two variables and where D denotes

The equations may also be written more briefly as

P (D)x +
1

Q l (D)y

=R

and

Pa (/>) x + Q

differentiation

2 (Z))

'

by

t.

= S.

The ordinary algebraic process of solution for x and y may be employed

because it depends only on such laws as are satisfied equally by the
symbols D, P^D), Q^D), and so on.
Hence the solution for x and y is found by multiplying by the appropriate coefficients and adding the equations.

Then

[P,(D) Q2 (/>)

- P (D) Q^)] x = Q,(D~) R - Q^D) S,

St

<

>

by which the equations are multion

the
so
as to make the coefficients of
are
chosen
plied (written
left)
in
the
in
the solved form
x and y
same
sign as in other respects. It may
also be noted that the order of P and Q in the symbolic products is imIt will be noticed that the coefficients

^2 (^) Qi(P) a certain

in
is obtained and
the
operators to R and S
by applying
polynomial
as indicated certain functions of t are obtained. Each equation, whether
material.

By expanding the operator P^D) Q2 (#)

in x or in y,

is

As an example

Solve

Then

quite of the form that has been treated in

95-97.

consider the solution for x and y in the case of

4D-3 -2D
D
2D2 -4
(2D - 4) +
[2D + (2D2 4)(4D

2D2 ]& = (4 D- 3)2,

(2D)2,
3)]y =
8 -D2
8 - D2 - 4D
+
4(2D
-4D+3)z~8-6,
4(2D
[(4D-

3)

or

The
x

is

roots of the polynomial in

} , and Iy for y is
J.

D are

1, 1,

Hence the

3)y

= -4.

1J and the particular solution

solutions have the form
;

Ix

foi

DIFFERENTIAL EQUATIONS

224

The arbitrary constants which are introduced into the solutions for x
and y are not independent nor are they identical. The solutions must
be substituted into one of the equations to establish the necessary relations
between the constants. It will be noticed that in general the order of the

equation in

for

x and for y

the

is

sum

of the orders of the highest

in this case, 3 = 2+1.

two equations,
The order may be diminished by cancellations which occur in the formal
algebraic solutions for x and y. In fact it is conceivable that the coeffiof x and y in the solved equations should vanish and
cient PjQg
-PgQj
the solution become illusory. This case is of so little consequence in

derivatives which occur in the

practice that it may be dismissed with the statement that the solution
is then either impossible or indeterminate ; that is, either there are no

functions x and y of t which satisfy the two given differential equations,

or there are an infinite number in each of which other things than the
constants of integration are arbitrary.

To finish the example above and determine one set of arbitrary constants in
terms of the other, substitute in the second differential equation. Then
2 (C^

+ 4 (K^ + x^t + Kj& - | Ay !

- 3(K^ + Kj# + KB e~ * - 1) = 0,
K
+ 2 ) + fc<(2 C2 + JT2 ) - 3e~ J'(C3 + 3 JT8 ) = 0.

+ C2 e + C2ie - f 0,6" t '

i)

'

or

Ot +

e(2

Of +

JTt
1

As

the terms ef , te f e~* are independent, the linear relation between them can
hold only if each of the coefficients vanishes. Hence
,

C8 +
and

Hence x

= 0,
2 C2 + tf2 = 0,
2 Ot + 2 O, + JTt + JT, =
C3 = -3Jr8
2C2 = -JT2
20l = -Kl
+ CJ) e* 3 KjT i
V = -2(Cl + Oa Oc* +
\

3 KZ

Ay

(O,

0,

t,

'-

are the finished solutions, where <7 t , C2 , JT8 are three arbitrary constants of integration and might equally well be denoted by C l , G2 , CB , or JKj , Jf2 , JT8
.

99.

One of the most important

tions with constant coefficients

is

applications of the theory of simultaneous equato the theory of small vibrations about a state of

a conservative* dynamical system. If q l g2

are n coordinates
, qn
the
Exs.
which
of
the
measured
19-20,
p.
specify
position
system
(see
112)
relatively

equilibrium in

This

The

potential energy

V is defined

the immediate extension of

dV=dW=

as

Qt

Qidqi

+ Q2 dq 2 -f

dW

-f

Q*dqHt

as given in Ex. 19, p. 112. Here

denotes the
S (Xidxi+ Yidyi
To find Qt it is
t-tfz).
from this relation with dx t dy t dzi expressed in terms
generally quickest to compute d
of the differentials dq l ,
dq n The generalized forces Qi are then the coefficients of
dqi. If there is to be a potential V, the differential dTT must be exact. It is frequently
easy to find V directly in terms of tf t
q n rather than through the mediation of
>
Qn when this is not so, it is usually better to leave the equations in the form
Qi
is

differential of

work and

dW = 2F

t-*c2rj

>

d dT
-- dT

T*T'

T~ = Qi

rather than to introduce

Fand

L.

COMMONER ORDINARY EQUATIONS

which all the
by Maclaurin's Formula gives

to a position of stable equilibrium in

the potential energy

?2

= VQ +

'

tfn)

V^, ?

g's vanish, the

V^,

n)

tf

225
development of

qn)

where the first term is constant, the second is linear, and the third is quadratic, and
where the supposition that the </'s take on only small values, owing to the restriction
to small vibrations, shows that each term is infinitesimal with respect to the preceding. Now the constant term may be neglected in any expression of potential energy.
As the position when all the </'s are is assumed to be one of equilibrium, the forces

Q =

Q2 =

Qw

dq l

dqn

r=

dq 2

all vanish when the g's are 0. This shows that the coefficients, (dF/dg,)o
0,
of the 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

must

position of equilibrium

where

all

the Q"S are

stable, the

is

when

it is

system will tend to return to the position

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 2 ,
, qn
with coefficients which may be functions of the g's. If each coefficient be expanded

by the Maclaurin Formula and only the first or constant term be retained, the
becomes a quadratic function with constant coefficients. Hence the

kinetic energy

Lagrangian function

= Twhen

160)

(cf .

V=

T(q,, $2 , ..-, qn )~

substituted in the formulas for the

d^aL^aL
"~~~

d dL

'

V(q^

?2

qn),

motion of the system, gives

d_
~~

'

'"'

a set of equations of the second order with constant coefficients. The equations
moreover involve the operator 7) 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 term of exponential form which would increase indefinitely with the time,
a
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 function F(q^^ # 2 "
#) which * s quadratic in the velocities and may be assumed to
'

have constant

coefficients.

The equations

~
dq l

d^

'

of motion of the system then

'

become

'

dt dqn

dqn

dqn

which are still linear with constant coefficients but involve first powers of the
operator D. It is physically obvious that the roots of the equation in D must be
negative if real, and must have their real parts negative if the roots are complex
for otherwise the energy of the motion would increase indefinitely with the time,
whereas it is known to be steadily dissipating its initial energy. It may be added
that if, in addition to the internal forces arising from the potential V and the
;

DIFFERENTIAL EQUATIONS

226

from the dissipative function .F, there are other forces

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
frictional forces arising

physical theorem of the superposition of small vibrations. The theorem is If with

a certain set of initial conditions, a system executes a certain motion ; and if with
a different set of initial conditions taken at the same initial time, the system
:

executes a second motion

then the system

may execute

the motion which consists

of merely adding or superposing these motions at each instant of time ; and in

particular this combined motion will be that which the system would execute under
initial

conditions which are found

by simply adding the corresponding values in

is of course a mere corollary of the

the two sets of initial conditions. This theorem

linearity of the equations.

EXERCISES
1. Integrate

(a)

'

(f)

tDx

(ij)

Dx = ny

(i)
(i)
2.

22/

D*y

2(x

- y) = 1,

mz,

',

0,

dy

+ x + 6y =
~
Dz = mx
Dy Iz nx,
=
x6
+
+
Wy
Sy
0,
&y - 4 IPx + 4 D*y - y = 0.
tDy

D2x-3x-4y + 3 = 0,
D*x-4D8 y + 4D2z-z = 0,

(e) -dt=
^'

y-lx
+

D x - Dy + 3x - y = e2
4x- 3Zty + 3y = 3,
2

= e,
D*x - 3x - 4y = 0,
+ 3x +

(0) 3Ite

(7)

the following systems of equations

Dx - Dy + x = cos

particle vibrates without friction

t,

upon the inner surface

of

an

ly,

ellipsoid.

Discuss the motion. Take the ellipsoid as

^l;
3.

Same

as Ex. 2

then

when

.-

friction varies

with the velocity.

4. Two heavy particles of equal mass are attached to a light string, one at the
middle, one at one end, and are suspended by attaching the other end of the string
to a fixed point. If the particles are slightly displaced and the oscillations take
place without friction in a vertical plane containing the fixed point, discuss the

motion.
5. If there

where ^

be given two electric circuits without capacity, the equations are

are the currents in the circuits, L^ , L% are the coefficients of selfis the coefficient of mutual induction.
induction, Bj , E 2 are the resistances, and
are
(a) Integrate the equations when the impressed electromotive forces J0X ,
2
,

zero in both circuits.

(/3)

Also

when

E =
2

but

E = sin pt
l

is

a periodic force.

(7) Discuss the cases of loose coupling, that is, where M^/L^L^ is small ; and the
case of close coupling, that is, where M^/L^L^ is nearly unity. What values for p
are especially noteworthy when the damping is small ?

COMMONER ORDINARY EQUATIONS

227

6. If the two circuits of Ex. 6 have capacities C19 <72 and if g x , g2 are the
charges on the condensers so that tx = dq^dt^ i2 = dq2/dt are the currents, the
equations are

Integrate when the resistances are negligible and EI= 2 = 0. If 2^ =

T2 = 2 TT
2 X 2 are the periods of the individual separate circuits and
2
= 2 wJfVc^Cj, and if Tx = T2 , show that
e2 are the
+ O2 and

VC

and

Vr

independent periods in the coupled

7.

uniform beam of weight 6

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 1 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 beam, the beam
middle point ( 89).

may

be considered as rotating about

its

CHAPTER IX
ADDITIONAL TYPES OF ORDINARY EQUATIONS
100. Equations of the first order and higher degree. The degree of
a differential equation is defined as the degree of the derivative of
highest order which enters in the equation. In the case of the equation

of the first order, the degree will be the degree of the

From the idea of the lineal element ( 85) it appears
equation in y
that if the degree of & in y is n, there will be n lineal elements through
ty

(#, y, y')

Hence it is seen that there are n curves, which are

of
these
elements, passing through each point. It may be
compounded
#Vl y2, which are apparently
pointed out that equations such as y
each point

(x, y).

degree in y', are really of higher degree if the multiple value

2
of the functions, such as Vl
y which enter in the equation, is taken
of the

first

into consideration

which

is

>

the equation above

is

replaceable

by

y'

= y? + x*y*,

of the second degree and without any multiple valued function.*

First suppose that the differential equation

* (*,
may

y,

be solved for
1

= [y - *i(s, y)] x

y)

- <Ai(*>

- ^(*,

=o

y>]

y)

y'

>

- to

y)

= o,

of equations each of the first order, and each of these

by the methods of Chap. VIII. Thus a set of integrals

Ffa
may

y,

(i)

then becomes equivalent to the set

It

y'.

[y

C)

= 0,

F (x,
t

y,

C)

(i')

may

be treated

= 0,

(2)

be obtained, and the product of these separate integrals

F(x,

y,

C)

= Ffa

y,

C) Fjx,

y,

C)

(2')

the complete solution of the original equation. Geometrically speakrepresents a family of curves and the
ing, each integral F^x, y, C)
product represents all the families simultaneously.
is

It is therefore

apparent that the idea of degree as applied in practice

is

somewhat

indefinite.
t

The same constant C or any

solutions because

C is an

desired function of C may be used in the different

arbitrary constant and no specialization is introduced by its

repeated use in this way.

228

ADDITIONAL ORDINARY TYPES

229

+ 2 y'y cot x = y2 Solve.

2
2
2
2
2
y'* + 2 y'y cot x + y cot x = y (l + cot x) = y* esc x,
y cscx)(2/'
y cotx -f y cscx) = 0.
(y' -f y cotx

As an example
and

consider y'2

-f-

These equations both come under the typo of variables separable. Integrate

~ = -[y (1

may

It

cos x)

O] [y (1

-f

cosx)

,,

cosx

cos x)

-f

y(l

cosx

cZcosx

dx

sinx

Hence
the solution.

cosx,

1 -f
-I

dy

is

smx

and,

dcosx

cosx,

dy

y (1

cosx)

C]

C,

C.

be put in a different form by multiplying out. Then

2Cfy

+ C2 = 0.

If the equation cannot be solved for y or if the equations resulting

from the solution cannot be integrated, this first method fails. In that
1

case

it

may

be possible to solve for

Let

differentiation.

Then

p.

y'

or for

x and

treat the equation

by

if

The equation thus found by differentiation is a differential equation of

the first order in dp/dx and it may be solved by the methods of Chap.
VIII to find F(p, x, C) = 0. The two equations
and

y =/(*> P)

F(p,

x,

C)

(3')

may
may
Q (x,

be regarded as defining x and y parametrically in terms of p, or p

be eliminated between them to determine the solution in the form

tion

had been solved

y,

C)

if this is

more convenient.

If the given differential equa-

for x, then
7

x = f (y p)

and

'.

-4

dx

'

JL

0\^f

^z

= Cj

)./*

Oj

.~7*

dp
-

v*)

-|-

The

resulting equation on the right is an equation of the first order in

dp/dy and may be treated in the same way.

As an example

take xp 2

2 yp

ax

PL
The

and solve for

""

dx~

pjdx

solution of this equation

9^

'

p
or

ox

P) =

+(

is

\p
x

0,

or

y.

Then

?5

dx

p2 dx

xdp

pdx

4.

!?

p*

= 0.

The

Op.
4.

solution of the given equation is

'

P
when expressed

parametrically in terms of p.
2y

x2
--

+ aC

If p

be eliminated, then

parabolas.

DIFFEKENTIAL EQUATIONS

230

As another example

take p*y

\p

or

p
The

dc

\
/I
= 2/(--p),

2x

+ 2px = y
O
2-~

dy

+p+

y (--

\fr

solution of this is py

and solve for

Then

\dp
= 2- = 1--p + 2/(/ --12;- I);'
,

-~
dy

= 0,

or

= C and the solution of

= y(--

x.

= C,

or

/dy

P'

+ pcfy = 0.

ydp

the given equation

y*

is

Two special types of equation may be mentioned in addition, although

their

method

of solution

given in general.

They

is a mere corollary of the methods already

are the equation homogeneous in (x, y) and
general form of the homogeneous equation is

Clairaufs equation. The

/A)^ 0- This equation

and in the

first

case

is

may

treated

be solved as

by the methods

of Chap. VIII,

the second by the methods of this article. Which method

rests with the solver. The Olairaut type of equation is

y=P*+f(p)
and comes

directly under the

methods of

is

and in
chosen

(6)

this article.

It is especially
x the result-

noteworthy, however, that on differentiating with respect to

ing equation

Hence the

is

solution for

is

p=

C,

and thus y

= Cx +/(<?) is

the solu-

tion for the Clairaut equation and represents a family of straight lines.
The rule is merely to substitute C in place of p. This type occurs very
frequently in geometric applications either directly or in a disguised

form requiring a preliminary change of

101.
ty (x,

F(x,

say

To

y,
y,

solution.

this point the only solution of the differential equation

p) =

C)=

2, is

variable.

which has been considered is the general solution

containing an arbitrary constant. If a special value,

is called a particular
given to C, the solution F(x, y, 2)
It may happen that the arbitrary constant C enters into the

expression F(x, yy

C)=0 in such a way that when C becomes positively

infinite (or negatively

approaches a
infinite) the curve F(x y y, C)
definite limiting position which is a solution of the differential equation ;

such solutions are called

In addition to these types

of solution which naturally group themselves in connection with the
general solution, there is often a solution of a different kind which is
infinite solutions.

ADDITIONAL OKDINABY TYPES

known

231

There are several different definitions

as the singular solution.

for the singular solution. That which will be adopted here is

single
lar solution is the envelope of the family of curves defined by the
:

general solution.
The consideration of the lineal elements

(
85) will show how it is
that the envelope ( 65) of the family of particular solutions which
constitute the general solution is itself a solution of the equation. For

consider the figure, which represents the particular solutions broken up

into their lineal elements. Note that the envelope is made up of those
lineal elements,

one taken from each particular

so-

which are

envelope

at the points of contact of the

envelope with the curves of the family. It is seen
that the envelope is a curve all of whose lineal

lution,

for the
elements satisfy the equation ty(x, y, p)
reason that they lie upon solutions of the equation.

whose

Now

any curve

definition a solution

lineal elements satisfy the equation is

by
and so the envelope must be a solution. It might
was so constituted
conceivably happen that the family F(x, y, C)=
as to envelope one of its own curves. In that case that curve would
be both a particular and a singular solution.
of the equation;

is

of a given differential equation

If the general solution F(x, y, C)
known, the singular solution may be found according to the rule for

finding envelopes

65)

by eliminating C from

F(*,y,C)=0

and

^ F(x,

y,

C)=

0.

(7)

mind that in the eliminant of these two equations

some
factors which do not represent envelopes and
occur
may
which must be discarded from the singular solution. If only the singuIt should be borne in

there

lar solution is desired and the

method is inconvenient. In the
where the solution is known, it
obtained by eliminating C from

general solution is not known, this

case of Glairaut's equation, however,
gives the result immediately as that
the two equations

= *+/'(C).
y=Cx+f(C) and
(8)
It may be noted that as p = C, the second of the equations is merely
the factor x +f'(p) = discarded from (6
The singular solution may
f

).

therefore be found

by eliminating p between the given Clairaut equation and the discarded factor x +/'(jp) = 0.
A reSxamination of the figure will suggest a means of finding the
singular solution without integrating the given equation. For it is seen
that when two neighboring curves of the family, intersect in a point P

DIFFERENTIAL EQUATIONS

232

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 the

envelope and the nearer will the two lineal elements approach coincidence with each other and with the element upon the envelope at the

Hence

for all points (#, y) on the envelope the equaof the lineal elements must have double roots for p.

point of contact.
tion ^(x, y,

Now

p)~

an equation has double roots, the derivative of the equation

must have a root. Hence the requirement that the two equations
if

8
fx

\i/

and

y p} zzz

\1/

(A

<op

have a common solution for

he

will insure thai

first

has a double

and the points (x, y) which sati ^ these equations simulmust

surely include all the points of the envelope. The rule
taneously
root for

for finding the singular solution

Eliminate p from the

derivative with respect to p, that is,

is

therefore

given differential equation and its

from (9). The result should be tested.
If the equation xp
the elimination of p

2 yp

is

xp

The

result is

tution of

= ox2

ax

treated above be tried for a singular solution,

required between the two equations

2

2 yp

ax

and

xp

= 0.

ox 2 which gives a_pair of lines through the origin. The substiVa in the given equation shows at once that
the equation. Thus y 2 = ox2 is a singular solution. The same
,

Vox and p =

satisfies

found by finding the envelope of the general solution given above. It is

clear that in this case the singular solution is not a particular solution, as the parresult is

ticular solutions are parabolas.

If the elimination had been carried

x
x

and the eliminant

is

2y

y
a

on by Sylvester's method, then

x (y 2

ax2 )

and y2

the product of two factors x

ox2

= 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

is the real reason for the necessity of testing the result to see if it
actually represents a singular solution. These extraneous factors may represent
a great variety of conditions. Thus in the case of the equation p2 + 2 yp cot x = y2

2
2
previously treated, the elimination gives y esc x
0, and as esc x cannot vanish,
2
the result reduces to y
and y
0, or the x-axis. As the slope along the x-axis is
is 0, the equation is clearly satisfied. Yet the line y =
is not the envelope of the

for the curves of the family touch the line only at the points nw.
a particular solution and corresponds to C = 0. There is no singular solution.

general solution
It is

ADDITIONAL OEDINAEY TYPES

283

Many authors use a great deal of time and space discussing just what may and
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
grossly incomplete or glaringly false or both (cf
66-67). The rules here given
.

for finding singular solutions should not be regarded in any other light than as
leading to some expressions which are to be examined, the best way one can, to
find 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

tangency of the particular solutions with each other. Thus in the system of circles
2
2
2
(x
C) -fy = r there may be found two which are tangent to each other at any
of
the x-axis. This tangency represents two coincident lineal
assigned point
elements and hence may be expected to occur in the elimination of p between the
differential equation of the family and its derivative with respect to p
but not in
the elimination of

the eliminant from

(7).

EXERCISES
1.

Integrate the following equations by solving for

- 6p + 5 = 0,
_ 2yp - x = 0,

(a)

<p*

(7)

xp

(e)

|^+p =

(0)

(5)

p* (x

(fl

p _ox3 =

-f

2y)

l,

2. Integrate the following equations

(a)
(5)

(n)
K)
(

4xp
2px

+ 2xp - y = 0,
y + logp =

(0)

0,

(e)

=y+

P3

a logp,
xyp + 8 ?

(6)

/ = o,

(X)

p = y'\

- (2x +'iflp* + (x 2 - ?/ + 2x2/2 )p- (x2 -y2 )^2 =0,

+ 3p 2 (x +
0,

y)
(i,)

+ p(y +
p

by solving for y or x

4
y = - xp + x p'V
2
=
x
yp
ap
x + py(2p z + 3) = 0,
x = p + logp,
,

(?)

(f)

(t)
(ft)

3. Integrate these equations [substitutions suggested in

(a) xy* (p
2

(7)

*/

2)

-f

sin-ip,

x8

+ ^P - *V = 0,

y = px
(,) y = px
2
2
(i) 4e ^p
(

=2pys +

e)

2
2
(X) 4 e vp

+ p (1 - p 2 ),
+ 2xp -1 = 0, z =
+ 2e2 *p - e* = 0,

(/3)

(5)
(f)

(0)

e*v,

(K)

(^)

2x)

== 0,

= (a~x)Vl+p2

P + 2xy

- x 2 - y = 0,

- x + a tan-*p,
y
a 2 yp 2 - 2xp + y =
p2 (x2 + 2 ax) = a2

0,

and

(t)

(*)]

2
2
2
(nx + py) = (1 + p (y +
y = yp* + 2px,
y - p (x - 6) + a/p,
2
2
y* - Zpxy - 1 = p (1 -x
2
y = 2px + 2p 8
=j
x2 (y - px) =
)

nx2 ),

),

i/

2/

4. Treat these equations by the p method (0) to find the singular solutions.
Also solve and treat by the C method (7). Sketch the family of solutions and
examine the significance of the extraneous factors a^f well as that of the factor

which gives the singular solution

2 2
2
2
- y) x = 0,
x2 sin 2 a = 0,
ffty sin a + 2/2
(0) p y cos a
(a) p*y + p (x
2
2 2
a
2 =
=
() yp x(x a) (x b) [3x
2x(a + b) + a5J ,
(3x
a)
(7) 4xp
2
=
=
+
+
P
0,
xp-2/
27(x
(f) 8a(l+p)8
2/)(l-p),
(e)
3 =
3 2
2
- 4 i/) 2p2 = 4 (I - y).
0,
(0) ?(8
(,) x p -f- * 2/p + a
:

5.

Examine sundry

of the equations of Exs.

1, 2, 3,

for singular solutions.

6. Show that the solution of y

x0(p) +/(p) is given parametrically
and
of
the
linear equation :
the
solution
given equation

(/S)

?/

by th

DIFFERENTIAL EQUATIONS

234

= rax &, any family of lines may be represented as

by the Clairaut equation y = px +f(p). Show that the orthogonal trajectories of any family of lines leads to an equation of the type of Ex. 6.
The same is true of the trajectories at any constant angle. Express the equations
7.

As any straight line is y

= mx +/(wi)

-j-

or

of the following systems of lines in the Clairaut form, write the equations of the
orthogonal trajectories, and integrate
:

y2 =
= x3 ,
3
(c) normals to y* = x ,

2
(a) tangents to x
2
(7) tangents to #

8.

curve,

-f

1,

(j8)

(5)

(f)

tangents to y*

2 ox,

normals to y 2 = 2 ax,
normals to 62x* + a?y z

= a*V*.

The evolute of a given curve is the locus of the center of curvature of the
or, what amounts to the same thing, it is the envelope of the normals of the

given curve. If the Clairaut equation of the normals is known, the evolute
obtained as its singular solution. Thus find the evolutes of
(a) y*

= 4 ox,

(ft

2 xy

= a2

(7)

x*

yt

= ai

may be

The involutes of a given curve are the curves which cut the tangents of the
curve
orthogonally, or, what amounts to the same thing, they are the curves
given
which have the given curve as the locus of their centers of curvature. Find the
9.

involutes of
(a)

x2

y2

= a2

(/3)

2 rax,

(7)

= a cosh (x/a).

10. As any curve is the envelope of its tangents, it follows that when the curve
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
curves have these properties
is

(a) length of the tangent intercepted between the axes is

(0) sum of the intercepts of the tangent on the axes is c,

J,

2
(7) area between the tangent and axes is the constant A; ,
of
from
two
fixed
to
perpendiculars
points
(3) product
tangent

(e) product of ordinates

11.

From

the relation

F=

dp
an

from two points of x-axis

= ^ V M* +

to tangent is

of Proposition 3, p. 212,

is
fc

fc

2.

show that

as

to itself along its envelope, the singular

be expected to be found in the equation I//A =
in the following cases
also the infinite solutions. Discuss the equation l//u =

the curve

solution of

is

moving tangentially

Mdx -f Ndy =

may

(a)

Vl-y2 dx =

l-x2 cfy,

(ft)

xdx

ydy

102. Equations of higher order. In the treatment of special problems ( 82) it was seen that the substitutions

dx

>

or

dx*

dx

dx*

= Pv

dy

rendered the differential equations integrable by reducing them to

in-

tegrable equations of the first order. These substitutions or others like

are useful in treating certain cases of the differential equation

them

ADDITIONAL ORDINARY TYPES

V(x

>

y>

y\ y">

variables

and

235

of the nth order, namely, when one of the

perhaps some of the derivatives of lowest ordei? do not
(n)

'

>

2/

occur in the equation.

y and the

1 derivatives being absent, substitute

first i

=?

-sothat

The original equation is therefore replaced by one of lower order.

the integral of this be F(x, q)
0, which will of course contain n
solution
for
the
q gives
arbitrary constants,

and

?=/(*)
The

(12)

y=f-~ff(x)(dx)<.

solution has therefore been accomplished. If it were more confor x

</)
<(</), the integration would be

venient to solve F(a;

and

If

=f fy

this equation

with#

would give a parametric expression

<(</)

for the integral of the differential equation.

x being absent, substitute ^> and regard p as a function of

~ =P

cPu

rf?/

'

-w

dx

'

dx*

r)

dp
=dy'

dp

cPy
~
dx*

= Pn

I
I

P11

dp\
I

y.

Then

...

dy( dy)'

dM
''rfH.

In this way the order of the equation is lowered by unity. If this equar
tion can be integrated as F(y, p)
0, the last step in the solution may
or
be obtained either directly
parametrically as

or

no particular simplification in this case to have some of the lower

derivatives of y absent from ^ = 0, because in general the lower derivatives of p will none the less be introduced by the substitution that
is made.
It is

DIFFERENTIAL EQUATIONS

236
As an example

Then

for the equation

<*W
~~\ = /dW

,
/ d*y
consider ( x --^
3
\ dx
.

=X
is

(3-^)
3
\dx /

dx2 /

+1,

\ (^

a Clairaut type. Hence,

finally,

Vc^ + l^cZx) 2 = $ G^8

JjE^x

As another example

consider y"

y'

= y 2 logy.

This becomes

or

The equation

is

linear in

p 2 and has

the integrating factor

:p

Vz

and

Cy*e~*v \ogydy

""
:

J
Jfr*'(v~-"
L

The

= \e*y

integration

is

:n *

therefore reduced to quadratures and becomes a problem in

ordinary integration.

If an equation is homogeneous with respect to y and its derivatives,

is, if the equation is multiplied by a power of k when y is replaced

that

by ky, the order of the equation may be lowered by the substitution

z
y = e and by taking z' as the new variable. If the equation is homogeneous with respect to x and dx, that is, if the equation is multiplied
by a power of k when x is replaced by kx, the order of the equation
may be reduced by the substitution x = e The work may be simplified
l

(Ex.

9, p.

152) by the use of

DSy

= e-D,(D - 1)

(D,

+ 1) y.

(15)

homogeneous with respect to x and y and the difthe order may be lowered by the substitution
ferentials fix, dy, d?y,
x
efz, where it may be recalled that
ef, y
If the equation

is

D+y

= 6-<A(A - 1) (A - + l)y
= e-<(Z) + 1) JV (A - + 2)*.
f

the equation is homogeneous with respect

dimensions 1, and y considered of dimensions ra, that
Finally, if

to

x considered of

is, if the equation

m
multiplied by a power of k when kx replaces x and k y replaces y,
mf
the substitution x
e # will lower the degree of the equation.
e\ y

is

It

be recalled that

may

_. e

(m-)^ + m) (D, + ^

1)

(A +

+ 1)

(15")

ADDITIONAL ORDINAEY TYPES

23T

z
2
Consider xyy"
x2 If in this equation y be replaced
xy** = yy' + bxy' / Va
by ky so that y' and y" are also replaced by ky' and ky", it appears that the
2
equation is merely multiplied by k and is therefore homogeneous of the first
sort mentioned. Substitute
.

y
e2z will cancel

Then

e*,

= e*z',

2/'

= e*(z" +

y"

= z' + bxz'*/Va* - x2
/

xz"

z'*).

from the whole equation, leaving merely

---dx =

or

bxdx,
-

/a2
The equation

in the first

form

Bernoulli

+C

x2

/a?

The

is

and

- x2
Then

in the second form, exact.

dz

xdx

which

variables are separated for the last integration

will determine z

= log y

as a function of x.

4 y 2 If x be replaced by fcx and y by

ax
&2 y so that y' is replaced by ky' and y" remains unchanged, the equation is multi4
plied by fc and hence comes under the fourth type mentioned above. Substitute

Again consider x4

Then e 4

'

e<,

= & 'z,

will cancel

with respect to

ox2

(x

-f

2 xy)

Dxy = e<( A + 2) z,

and leave z"

-f

(1

D?y = (A +

= 0, if

z) z'

This equation lacks the independent variable

by the substitution z"
z'dz'/dz. Then
t.

There remains only

to

perform the quadrature and replace z and

103. If the equation

may

2) (7)J

1) z.

accents denote differentiation

t

and

by x and

is

reduced

y.

be obtained by differentiation, as
</O

ft)
,

dQ

ft)

,.

an exact equation, and O(#, y, y ',, y (n 1}) = C is an integral of ^ = 0. Thus in case the equation is exact, the order may be
lowered by unity. It may be noted that unless the degree of the nth
it is

called

Consider

1 the equation cannot be exact.

derivative

is

where the

coefficient of

y (w)

is

collected into

<

r
so
that
QS
variable
regarding
y(*~v
tially
only

Now

integrate

^,

par-

(n) and
That is, the expression ^
O/ does not contain y
may contain
no derivative of order higher than n
A, and may be collected as

DIFFERENTIAL EQUATIONS

238

Now if ^ was

indicated.

if

the conclusion

1,

of integration

an exact
is

that

derivative, so

&{

O 2 by

Oj

As

consider

Jx

* = x*y'" + xy" +

order

first

is

^-.fy'-.Oj'-fxyyrrO;
is

the

new

Oj

= fx

W=

x 2 2/

*t = x

and

- 1) y' + y 2 = 0.

V-

xy

(2

Then

- 1) y' + y2

xy'

is

+ zy2 - Ct =

tried again.

^ - o; = - 3

O2 H---- = C.

an exact derivative, the result

The method may be

equation.

xy

* - o; = - xy" +

= xy>

the expression of the

(2

Hence

integrating partially
^ is not exact

1
with respect to y**-*- ). And so on until it is shown that
or until ^ is seen to be the derivative of an expression fy -f

As an example

be.

If m = 1, the process

was not exact.

be continued to obtain

may

must

xy'

+ xy2 -

(7

is not exact. Moreover

This is not an exact derivative and the equation ^r l =
contains both x and y and is not homogeneous of any type
the equation ^r l =
except when G = 0. It therefore appears as though the further integration of the

equation

* =

were impossible.

The method

is

applied with especial ease to the case of

x alone. This is known as the

linear equation, the integration of which has been treated only when
the order is 1 or when the coefficients are constants. The application
where the

coefficients are functions of

of successive integration

after

which

is

n such

integrations there

a derivative only when

* - ^n-i +
is

parts gives

and

by

is left

it is

merely

a function of

+(- 1)-

x.

Hence

+ (- l) * s
n

*!

the condition that the linear equation shall be exact, and

= f^dx
is

the

first

solution in case

As an example
-2T

take if"
JTg

it is

exact.

+ y" cos x
-3^r

-3^o"

2 y' sin x

cosx

y cos x

+ 2 cosx

sin 2 x.

cosx

The

test

(19)

ADDITIONAL OEDINAEY TYPES

is

The

satisfied.

therefore

is

integral

y"

-f

The

linear type.

ysinx

y'cosx

This equation still satisfies the test for exactness. Hence

again with the result y' -f y cos x =
J sin 2 x + C^x + C2

it
.

239
$cos2x

+ Cv

be integrated
This belongs to the

may

final result is therefore

e -.^mx

+ C2)dx + C3 e-*ina; +

e Anx^G l x

i(l

sinx).

EXERCISES
1.

Integrate these equations or at least reduce them to quadratures

(a) 2 xy'"y"

W
+

y iv
a
( f)

(7)

= y"* - a2

a2!/" =0,

- x2 y" - xy* = 2,
- y) y" = 1 + y'2
yy" + /2 + 1 = 0,
(1

2.

(r)

(TT)

- yV = 0,

= 0,
+
= 4,

(e)

xy*Y

(0)

y"V'

(\)

y"

(p)

yV' =

= /(y),
-

Carry the integration as far as possible in these cases:

= (mx2y 2 + ny)J,
aV = (y - J0 8
x+ z-^ = y'2,

2
(a) x y

(7)
(e)

3.

yy" - y'
2 y" = *,

= 0,

2
2/'

= x,

(/) 2 (2 a
(0)

(ft (1 + x) y" + 1 +
- roV" = e*,
(5) ir
= 0,
xy" +
=
() yiv Vy"',

x/

()8)

(5)

- xy ) 2
^ - a^ - V* + 4y2 = 0,

mx8 2//x =
4

ayy

7'

(f)

(y

&y

/2

Carry the integration as far as possible in these cases

(a)
(7)

2
(2/

7//

+ x) if" + 6 yyy + 2/" + 2 y^ = 0,

(ft y
+ 3xV2/ 4- Oarayy" + 9xV2 + 18xyy + 3y2 = 0,
+ (x2 + 2yy )V =
4xV2 + 2xyy = 0.
x

x/

2/2/

//

4.

Treat these linear equations

- l)y + 4xy + 2y = 2x,

(ft (x
7
2
2 x=
cotx
+ ycsc
y
cosx,
(7) y
(5) (z -x)y"+ (3x
2)y + y =
8
=
x
+
+
2x^ 2y Ox,
(1
)y'"
6a*)y"
(e) (x
3
2 - 3x
+ l)y"' + (9x2 + Ox- 9)y" + (18 x + 0)^ +'6y = x8 ,
(f) (x + x
(a)

xy" +2y = 2x,

(if)

(x

2)2y'"

(x

2)y"

1^

- x)y + (8x2 - 8)y" +

x//

(1) (x

x/

x/

1,

14 xy'

() aV' + Say' + y

0,

+ 4y = 0.

Note that Ex. 4 (0) comes under the third homogeneous type, and that Ex. 4
be brought under that type by multiplying by (x -f 2). Test sundry of Exs.
(77) may
1, 2, 3 for exactness. Show that any linear equation in which the coefficients are
polynomials of degree less than the order of the derivatives of which they are the
5.

coefficients, is surely exact.

6.

Sometimes, when the condition that an equation be exact

is

not

satisfied, it

possible to find an integrating factor for the equation so that after multiplication
by the factor the equation becomes exact. For linear equations try xm . Integrate
is

(a) x*y"

(2x

- x)y x

(2x

l)y

= 0,

(ft (x

- x*)y" - xy' - 2y = 0.

= may be reduced to quadratures

7. Show that the equation y" + Py' + Qy
when P and Q are both functions of y, or 2 when both are functions of x, or 8
when P is a function of x and Q is a function of y (integrating factor l/yx). In
/2

each case find the general expression for y in terms of quadratures.

x
y" + 2y cotx + 2y/a tany = 0.

Integrate

DIFFEKENTIAL EQUATIONS

240
8.

Find and discuss the curves for which the radius of curvature

is

proportional

to the radius r of the curve.

9. If the radius of curvature

R=

expressed as a function
R = R (s) or s = 8 (R)

is

measured from some point, the equation

is

E(s) of the arc

called the intrinsic

equation of the curve. To find the relation between x and y the second equation
may be differentiated as ds = s'(R)dR, and this equation of the third order may be
solved. Show that if the origin be taken on the curve at the point 8
x-axis be tangent to the curve, the equations

ds
Ifr* ~]s
cos r
I as,
'

Jo

LJo

R]

and

if

the

8
= r sin f r 8ds ljas
I

Jo

R]

[Jo

express the curve parametrically. Find the curves whose intrinsic equations are

= s* + a*,
R = a,
(p) aR
F = yOO + J^H-D -f JT2 ?/(- 2 +

(a)
10. Given

that

if

/*,

R*

s2

16 a2

+ X+-rf + ny = 0. SKow
an integrating factor of the equation, then
>

a function of x alone,

(y)

is

. .

=
is the equation satisfied by JH. Collect the coefficient of /A to show that the condition
that the given equation be exact is the condition that this coefficient vanish. The
= 0. Any integral p
equation <f = is called the adjoint of the given equation

of the adjoint equation is

an integrating factor of the original equation. Moreover

note that

C
or

d[fj,F

(- l)*^]

= d [M& -i) -f

-^

(/iA^

- a)

y(

.]

= dO.

Hence if p,F is an exact differential, so is y$. In other words, any solution

original equation is an integrating factor for the adjoint equation.
104. Linear differential equations.

XJD*y
XtD*y

The equations

+ Xjr-iy + + X^Dy + Xny = R (x),

+ X D-*y + ...+XH _ Dy + X y =
-

y of the

>

il

are linear differential equations of the nth order the first is called the
complete equation and the second the reduced equation. If y v y2 , ?/8 ,
are any solutions of the reduced equation, and C v C a , C8 ,
are any
;

=C

+ Cj/ +

H---- is also a solution of the

reduced equation. This follows at once from the linearity of the reduced
constants, then

equation and

is

l ?/ l

(7 ;y
8 g

proved by direct substitution. Furthermore if / is any

1 is also a solution of the
y

solution of the complete equation, then

complete equation (cf. 96).

As the equations (20) are of the

(w)

rath order, they will determine y

in terms of the values of
derivatives
higher
""
1}
if the values of the n quantities y , yj ,
, yj

differentiation, all

and, by
x y>y 9 "> y (n ~ 1} Hence
which correspond to the value x = XQ be given, all the higher derivatives
are determined (
87-88). Hence there are n and no more than n arbi9

>

trary conditions that

may

be imposed as

initial conditions.

A solution

ADDITIONAL ORDINARY TYPES

241

of the equations (20) which contains n distinct arbitrary constants is

called the general solution. By distinct is meant that the constants

can actually be determined to suit the n

If

ylt y2

yn are

initial conditions.

and

solutions of the reduced equation,

n -v
then y is a solution and y',
are its first n
1 derivatives. If
, y<
x be substituted on the right and the assumed corresponding initial
values y y'
y$~ l) be substituted on the left, the above n equations
,

become linear equations in the n unknowns C v C2

CB and

if

they

are to be soluble for the C"s, the condition

(22)

must hold

for every value of x

XQ Conversely if the condition does
hold, the equations will be soluble for the C"s.

The determinant W(yl9 y2

functions y iy y2
yn The
,

yn )

result

is

called the

may

Wronskian of the n

be stated as

n functions
and of which

If

Vv "9 Vn which are solutions of the reduced equation,

the Wronskian does not vanish, can be found, the general solution of the
reduced equation can be written down. In general no solution of the
'

y\i

equation can be found, whether by a definite process or by inspection

but in the rare instances in which the n solutions can be seen by inspec;

tion the problem of the solution of the reduced equation is completed.

Frequently one solution may be found by inspection, and it is therefore

important to see how much this contributes toward effecting the solution.
If y l is a solution of the reduced equation, make the substitution

y
(

= y^.
8).

As

The

derivatives of y may be obtained by Leibniz's Theorem

is linear in the derivatives of 2, it follows that

the formula

the result of the substitution will leave the equation linear in the new
variable z. Moreover, to collect the coefficient of % itself, it is necessary
to take only the first term y^z in the expansions for the derivative y(k \

is

the coefficient of z and vanishes by the assumption that yl

Then the equation for z is

is

solu-

tion of the reduced equation.

^*'

= 0;

(23)

DIFPEEENTIAL EQUATIONS

242

z be taken as the variable, the equation is of the order n

1.
It therefore appears that the knowledge of a solution yl reduces the order

and

if

one.

of the equation by
Now if y2 yv

%,

were other solutions, the derived

would be solutions of the equation

= yi*i=*y*>

relation

for

y^y&^y**

are all solutions of the equation in

in z

+ 4
C* 2

an integration would give a

substitution,

>

if

Moreover,

y.

H-----h C^-i^-i

by

ratios

= y^P ^ = yP
there were a linear

connecting the solutions

zj,

linear relation

+ CP-I!/ + CM =

c#* + >, +
connecting the^? solutions y
which the coefficients are not
t

Hence

if

there

no linear relation

is

(of

connecting the p solutions y{ of

the original equation, there can be none connecting the p
1 solutions
z{ of the transformed equation. Hence a knowledge of p solutions of
all zero)

the original reduced equation gives a new reduced equation of which

p 1 solutions ore known. And the process of substitution may be
continued to reduce the order further until the order n
p is reached.

As an example

consider the equation of the third order

- x) y" + (x2 ff

(1

Here a simple
y = e?z,

- x y + W = 0.

shows that x and e x are two

trial

solutions.

Substitute
x

z' =s

this, zf'

and

//

zf.

(xe~

z'"

(l-x)t

may

(l

)'

A known solution is the derived ratio (x/e*)

= e-*(l

x).

Let

z'

e-*(l

x) w.

be found and the equation takes the form

+ x)(aj-2)t0' =

or

^=

xdx

--

\JO

This

"

y"' = e*(z + 3 z + 3
y" = &(z + 2z' + z'%
2 2
3x + 2)z" + (x - 8x + l)z =
(1- x)z'" + (x

of the second order in

From

y"

y> = e?(z + z*),

Then
is

1)

is

a linear equation of the

logM>' =

Hence

w= C

first

order and

Jx -21og(x~l) + C
2

Ce$**(x

2
l)~ dx

-f

C2

or

may

be solved.

i^rr

"""

dxJL

7
.

+ z'").

ADDITIONAL ORDINARY TYPES

The value

for y is thus obtained in terms of quadratures. It

case the equation is of the nth degree with

call for p (n
p) quadratures.

105. If the general solution y

p known

= Cjj^ + C

2?/2

243

may be shown

that in

solutions, the final result will

-\

-----h

Cnyn of the reduced

equation has been found

(called the complementary function for the

complete equation), the general solution of the complete equation may
always be obtained in terms of quadratures by the important and far-

reaching method of the variation of constants due to Lagrange. The

question is Cannot functions of x be found so that the expression
:

= C^y, + <77/ +

+ Cn (x)yu

(24)

shall be the solution of the complete equation ? As there are

functions to be determined, it should be possible to impose n
tions upon them and still find the functions.

Differentiate

As one

y on the supposition that the

n of these
1 condi-

C's are variable.

of the conditions on the C's suppose that

y1 c; + y,c; + "- + y ,c; = o.

again and impose the new condition
1

Differentiate

= C,y'{ + C^ +

so that

The

may

differentiation

+ Cj.

be continued to the (n

l)st condition

+ yi-^c-; = o,
+ C #<" -'> + + Cjfc -".

yl"-^ + yf"^ +
and
y

= C,y{= Cjyf> + C^ ----- C,,y

+ y[n - c[ + jtf-wc-; +
y<

Then

-\

\-

l)

+ yi-wc;.

n ~ l)
the expressions thus found for y, y', y",
, y^
,
y (n) be
it
that
be remembered
substituted in the complete equation, and
yv

Now

if

are solutions of the reduced equation and hence give

, yn
substituted in the left-hand side of the equation, the result is

y.i}

yfHence, in

all,

^ + yf-^cj +

there are

4-

y<- ]) c:

when

= R.

linear equations

+ y.r.
+--- + yn c'n
+...

c;

+ yj-^c;

+
+

=0,
=0,

+ y<->c; = o,
+ yi-^c; =

(25)

DIFFEKENTIAL EQUATIONS

244

connecting the derivatives of the C's and these may actually be solved
for those derivatives which will then be expressed in terms of x. The
C"s may then be found by quadrature.
As an example consider the equation with constant coefficients
;

(D

+ D)y =

sec

with

= Cl + C2 cos x -f C8 sin x

as the solution of the reduced equation. Here the solutions y l , j/2 2/s may ^ e taken
1, cos , sin x respectively. The conditions on the derivatives of the C's become

as

by direct substitution in
C{

(26)

+ cosC2 +sinxCg =0,

+ cosxCg =0,
= 1,
Cg =
=
O2 -x + c2

= sec x,
C'2
logtan(ix + l?r) + Ci,
y = c -f log tan J x + J TT) +

Hence
and

sinxC^

C{

Cl =

Hence

cosxO^

(c 2

=sec.

tan x

C3 =

x) cos x

sinxCg

(c3

log cos a;

c8

log cos x) sin x

the general solution of the complete equation. This result could not be obtained
96-97. It could be obtained by the general
by any of the real short methods of

is

method

of

95,

but with

constants here given.

variable coefficients.

little if

any advantage over the method

The present method

is

of variation of

equally available for equations with

106. Linear equations of the second order are especially frequent in

practical problems. In a number of cases the solution may be found.

Thus 1 when the

coefficients are constant or

may

be

made

constant by

a change of variable as in Ex.7, p. 222, the general solution of the

reduced equation may be written down at once. The solution of the

complete equation may then be found by obtaining a particular integral

/ by the methods of
95-97 or by the application of the method of
variation of constants. And 2 when the equation is exact, the solution

be had by integrating the linear equation (19) of 103 of the first

order by the ordinary methods. And 3 when one solution of the reduced equation is known ( 104), the reduced equation may be com-

may

pletely solved and the complete equation may then be solved by the
method of variation of constants, or the complete equation may be

solved directly by Ex. 6 below.

Otherwise, write the differential equation in the form

g +P | +%=R
The

substitution

dx 2
If

gives the

new equation

\u dx

u be determined
.

= us

(26)

-*/**

so that the coefficient of z vanishes, t*hen

f

and

g+

(<j

-J

g_|^

*,!/*

(27)

ADDITIONAL ORDINAEY TYPES

Now

JP

constant, the

245

new reduced

equation in
(27) may be integrated and 5 if it is k/x*, the equation may also be
integrated by the method of Ex. 7, p. 222. The integral of the comif

is

plete equation may then be found. (In other cases this method may
be useful in that the equation is reduced to a simpler form where solu-

more evident.)

tions of the reduced equation are

Again, suppose that the independent variable

is

changed to

z.

Then
(28)

Now

z*

if

+ Pz' = &z'

make z"

will

so that the coefficient

of dy/dz becomes a constant k, the equation is integrable. (Trying if

2
zn
Pz
Q& will make z"
kz^/z is needless because nothing in

addition to 6

mined so
fied that

is

thereby obtained.

make

as to

It

+ Pz' = 0, the

11

may happen

that

if

z be deter-

equation will be so far simpli-

a solution of the reduced equation becomes evident.)

2

cZ t/

Consider the example

dx 2

-\

2 dy
---

xdx

a
-y = 0.

Here no solution

is

apparent.

x*

This is a /x and is neither constant nor proporHence compute Q

J P'
JP
Hence the methods 4 and 5 will not work. From z'2 = Q = o2/x4
or z' = tt/x 2 it appears that z" + Pz' = 0, and 6 works the new equation is
2

tional to 1/x 2

The

solution

is

therefore seen immediately to be

=O

cos 2

C2 sin z

or

Cl

cos (a/x)

+ C2 sin (a/x).

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 E had been of the proper form.
If there

EXERCISES
a relation C l y l + Cz y2 +
+ Cnyn = 0, with constant coefficients not all 0,
exists between n functions y^ , yz
yn of x for all values of x, the functions are
by definition said to be linearly dependent; if no such relation exists, they are said
1. If

to be linearly independent.

Show

that the nonvanishing of the Wronskian

is

criterion for linear independence.

2. If the general solution

X y<& + Xtf^-V

Xy=

two

4-

y1

(71

linear equations of the nth order,

+ C72y2 +
+ Onyn is the same for
and P y<> + P,y<-D +
+ Pny =
show that y

satisfies

0,

the equation

=
of the (n
l)st order and hence infer, from the fact that y contains n arbitrary
constants corresponding to n arbitrary initial conditions, the important theorem :
If two linear equations of the nth order have the same general solution, the corre;

sponding coefficients are proportional.

DIFFERENTIAL EQUATIONS

246

3. If y l y2
yn are n independent solutions of an equation of the nth
show that the equation may be taken in the form W(y l y2
y, y) = 0.
,

is

order,

4. Show that if, in any reduced equation, A' n _i + xXn =

identically, then x
a solution. Find the condition that xm be a solution also that e* be a solution.
;

Find by inspection one or more independent solutions and integrate

2
- a) y' - y = 0,
= 0,
(0) ay" + (1
(a) (I + x )y"- 2 xy' + 2 y
2
= 0,
=
+
+
2&y
iy"
xy'(),
(x + 2)y
(5)
(7) (ax-&x )y"--ay'
5.

l-l +
(f) y

iv

6. If

order,

^^

-xy'"+xy'-y:=0,
is

yt

known

(4x

(ij)

-x-f l)y'"+ 8 x2 y"- 4xy'-8 y = 0.

solution of the equation y" 4- Py'

solution may be written as

+ Qy = R

of the second

show that the general

= Oft + C>

7. Integrate:

xy"-(2x+l)y'+(x +

(a)

2
y" - x y' + xy = x,

(p)

xy' +

(5) y"

(a)

(5)

(x

= x2 -x-l,
(7) xy" +

#,

(e)

y"

(1

sin2 x

_ z) y' _ y = e*
+

y' sin

x cos x

down the integral of the reduced equation

of the variation of constants to these equations

After writing

8.

the

l)y =

l)y

method
(D

1)

= tan x,

(ft)

(D

+
,

1)

(e)

sec 2 x,

(1- 2x

(7)

+ 4 x + (x + l) y = 0,
xy = 2 e x
xy" -f 2 y'
tanx
+ y cos2 x = 0,
(e) y" + y'
x
x/
+
2/
(26^- 1) y + e2a;y = e*^,
(*)
,

Show

that

if

(0)

y" - 2 y

(5)

y" sinx

(7)

10.

(D

tan a>

to D,

inspection, apply

- l) 2y = e*(l - x)-

2,

- (a2 + 1) y = 0,

2 y' cosx

3 y sinx

(f)

- x2 )y - xy + 4y =
(1

(0)

xy" +

= e*,

/x

V + y = x~

0,

2.

X$" -f X$f 4- JT2y = R may be written in factors as

where the factors are not commutative inasmuch as the

factor

sin x.

+ x2 )^'"- 1)- xV+2xy'- y = 1.

9. Integrate the following equations of the second order

(a) 4 x

=x

- x)y" + xy' - y = (1 - x) 2
(1
7

by

differentiation in one

applied to the variable coefficients of the succeeding factor as well as

then the solution is obtainable in terms of quadratures. Show that
is

QiPz

+ PiPz + PiQz = x\

and

?i?2

+ Pi<h = ^2

In this manner integrate the following equations, choosing p l and p 2 as factors of

JT and determining q l and </2 by inspection or by assuming them in some form and
applying the method of undetermined coefficients
:

(a)

xy" + (l-x)y'-y = e*
3xV +(2 + Ox-6x2 )y -4y = 0,
oxy 4-(3a + 6x)y -f 36y = 0,
/

(7)

//

(e)

(8)

3x y" + (2 - 6x 2 )y'- 4 = 0,
2(x
l)y"~ (3x + l)y'-x(x-l)y

(f)

xy"- 2x(l +

(ft)

11. Integrate these equations in any

manner

x)y

= 0,
8
=
x
+
2(1
x)y
.

ADDITIONAL OKDINAKY TYPES

(7)

y"

(e) (1

(\)

y'tanx

+ y cos2 x =

() y

0,

- z2 )y" - xy' - c2y = 0,

y"
y"

(i)

+ 2z-y - nfy = 0,
+ 2 ny' cot nx + (m2 - n2

12. If y l

and y2 are solutions

of

y"

12y

= 0,

y" - 4xy' + (4x - B)y = e*>,

y" + 2 (x- 1 + #c~ 2 ) y' + Ax~*y =
2

(K)
(/*)

+ Py' + R =

0,

show by eliminating Q and

C^

= Ce-fpd*.

What

If

y^(a)

use the relation (y 2

y{) a

0,

note that y l and

:

2/1

cannot vanish together

(2/ 2 2/i) b

= &>0

and if
and
where

show that as

to

y\ a

signs, 2/2 a and y 2 b have opposite signs and hence y 2 () =

Hence the theorem Between any two roots of a solution of an equation

have opposite

y'lb

< <

0.

y1v*-v>y1

- z2 )2/" - 8xy'-

integrating that
if C =
?
= y^b) = 0,

//

(f) (a

= 0,

247

&.

of the second order there is one root of every solution independent of the given
solution. What conditions of continuity for y and y' are tacitly assumed here ?

The cylinder

107.

which

is

functions.

Suppose that

different for different values of

C n (x)

is

n and which

a function of x

satisfies

the two

equations

Cn -,(x)

- Cn+ ,(x) = 2

Cn (x),

Cn _,(x) +

C,, +1 (;r)

^C

n (x).

(29)

called a cylinder function and the index n is called

the order of the function and may have any real value. The two equa-

Such a function

is

n and for all values of x.

do
not
functions
but from them follow
determine
the
completely
They
the chief rules of operation with the functions. For instance, by addition and subtraction,
tions are supposed to hold for all values of

Ci(*)

= C^x) - I Cn (x) = - Cn (x) - C. +1 (x).

C

(30)

Ju

Other relations which are easily deduced are

C.(aaj)]

= -aar"C. +1

(a!),

f^C,,.^ VS),

(32)

= (-l)"C.(),
n integral,
_.(a!)
Cn (x) K'n (x) - C'n (x) Kn (x) = Cn+1 (x) Kn (x) - Cn (x) JT. +1 () =
where C and K denote any two cylinder functions.

The proof
In the

first

(31)

(33)
(34)

of these relations is simple, but will be given to show the use of (29).
case differentiate directly and substitute from (29).

5 Cn (ox)l

-a

Cn (ax) + -

DIFFERENTIAL EQUATIONS

248
The second

For

of (31) is proved similarly.

(32), differentiate.

ax
Next

(33) is obtained 1

for

by substituting

= 2C

C_ 1 (x)-C1 (x)

Vttx

CLa(x)

(x),

+C

in both equations (29).

= 0,
(x)

and 2 by substituting successive values for n

Cw +i = 2nCw Then

hence

C '(x) =

-O

t (x)

in the second of (29) written in the

= 0,
t
C_ 8 +

xC_ a + xC =
xCLi = - 4 CL 2

- 2 C_i,

xC + xC2 =
aJ^ + xC3 = 4 C2

Cly

C l Subtract the next two and use C_i + C t = 0.

and so on. The first gives C_i =
Then C_ a ^2 = ^ or C^a = ( l) 2 ^. Add the next two and use the relations
8
or 0_ 8 = (
Subtract the next two,
already found. Then C_ 8 + C, =
1) ^8
and so on. For the last of the relations, a very important one, note first that the
two expressions become equivalent by virtue of (29) for
.

G^Kn = - CH KH

Cn K'

Now

A
[x(Cn+l K
ax

Hence x(Gn +\Kn

CnKn +1

-- Cn Kn
X

- Cn

CH Kn +\) =

const.

= -A,

and the relation

is

proved.

The

cylinder functions of a given order n satisfy a linear differential

equation of the second order. This may be obtained by differentiating
the

first

of (29) and combining with (30).

.
JU

Ju

;(C.. l + C. +1)-i(C._
JU
JU

Hence

+1 ~

"*

y=C

(35)

This equation is known as Bessel's equation; the functions Cn (x), which

have been called cylinder functions, are often called BesseVs functions.

From the equation it follows that any three functions of the same order
n are connected by a linear relation and there are only two independent
functions of any given order.

ADDITIONAL ORDINARY TYPES

a change of the independent variable, the Bessel equation

By

take on several other forms.

The

easiest

way

to find

= - x-^CVH + 2(n + 1)*

5 + ^-^ I + *=
g + ii^| + =

Again

,,

= *-*<*>

0;

_ .rc.fr).

all

these differential equations

it is

is

(3r)

= f ^'.(2 V).

= J*Cn (2 Vx>

"

(38)
(39)

well to restrict x to positive values

n

inasmuch as,

if

is

may

to operate

Cn +i - ar-C

ay"

And

>

+ (l + w)y + y = 0,
- y' + y = 0,
*y" + (1

Also

them

Thus

directly with the relations (31), (32).

In

249

not specialized, the powers of x, as xw x~ n x 2 x

,

*,

are

not always real.

108. The fact that n occurs only squared in (35) shows that both
Cn (jc) and C_ n (x) are solutions, so that if these functions are inde-

bC- n I 11 ^^ e manner the

pendent, the complete solution is y = aC n
form
which
differ
a
pair
only in the sign of n.
equations (30), (37)

Hence

and

if //

denote particular integrals of the

//__

and second

first

respectively, the complete integrals are respectively

= aU n + lll_ njr**

and

= aH_ n + bHjf*

and similarly the respective integrals of (38), (39) are

= aln +

l>I__ n

x~ n

and

= al_ n + i/nxw

where In and I_ n denote particular integrals of these two equations.

should be noted that these forms are the complete solutions only
the two integrals are independent.

it

has been

Note that

= x~ n Cn (2 Vx"),
C n (*) = (i *Wi ^)seen that C H = ( l) n r_ when n is integral,
I

In (x)

As

It

when

(40)
it

follows

that in this case the above forms do not give the complete solution.
A particular solution of (38) may readily be obtained in series by the

method of undetermined
/.()
as

is

derived below.

the sign of n

is

"fit,

coefficients (

=
11^

88).

It is

+ 1)^+2). ..(n + i)

It should be noted that 7_ n

meaningless when n

is

'

<

41 >

formed by changing

an integer, for the reason that

DIFFEEENTIAL EQUATIONS

250

from a certain point on, the

The
n is

coefficients #<

have zeros in the denominator.

determination of a series for the second independent solution when

integral will be omitted. The solutions of (35), (36) corresponding

to In (x) are, by (40)

and

(41),

where the factor n has been introduced in the denominator merely to

conform to usage.* The chief cylinder function Cn (x) is Jn (x) and it
I

always carries the name of Bessel.

To

derive the series for In (x) write

(1

In

Jn

'

n)

Hence

= + a\X +
x2
2
= a t 2 a 2x + 3 a 3 x 2
=
2 a 2 +3-2 a 8x
= [a + a t (n 4- 1)] + x[at +
'

-{-

1'n

+ a^n -f

ttl

1)

0,

at

__
~~ ""

'

a 2 2(n

4-

a2 2(n

2)

2)

+ x2 [a2 +

2)]

= 0,

a*-!

a8 3(n

3)]

+ a^(n +

fc)

= 0,

__
"

__
""

2(n

fc

+ 1)

(n

(n

(n

1)

(n

+ 2)

'

fc)

If now the choice a = 1 is made, the series for In (%) is as given in

The famous differential equation of the first order

xy'

ay

+ 6y2 = cxn

(41).

(43)

known

as RiccatVs equation, may be integrated in terms of cylinder functions.

Note that if n = or c
and if 6 = 0, the equation
0, the variables are separable

is linear.

As these cases are immediately

integrable,

assume ben ?

0.

By a suitable

change of variable, the equation takes the form

A comparison of this with (39) shows that the solution is

i;

= AI_.(- fe{) + Jila (- 6cf)

n

which in terms of Bessel functions

rj

J becomes, by

If

n is not

T(n -hi-fi).

integral,

(40),

_
n

(-

both n\ and (n

+ i)

must be replaced

147)

by T(n

-f 1)

and

ADDITIONAL ORDINARY TYPES

The value

of y

may

be found by substitution and use of

*

251

(29).

AJ

bc/n)

rt

(2x

bc/n)
(44)

J(2x2 V^&c/n) + AJ_a(2**^bc/n)

n

where

denotes the one arbitrary constant of integration.

It is noteworthy that the cylinder functions are sometimes expressible in terms
of trigonometric functions. For when n = J the equation (35) has the integrals

Hence

it is

= ^Lsinx + #cosx

=x

permissible to write the relations

x 2 <7i

and

(x)

= sin x,

x 2 C_

(x)

cos x,

(45)

a suitably chosen cylinder function of order \. From these equations

by application of (29) the cylinder functions of order p -f J, where p is any integer,
may be found.
Now if Riccati's equation is such that b and c have opposite signs and a/n is
of the form p + $, the integral (44) can be expressed in terms of trigonometric

where

is

functions by using the values of the functions C

p+ i just found in place of the J's.
Moreover 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

equation is integrable in terms of the elementary functions when a/n = p + J no
matter what the sign of be is.

formally and

EXERCISES
1.

Prove the following relations

(a)
(y)

2.

= 2(n+l)Cn +i
(fl xCn
4C;' = <7n _ 2 --2Cn +CU2,
2 3 G;" = Cn _ 3 - 3 Cn -i + 8 <7n +1 - Cn + 8
generalize,
,

Study the functions defined by the pair of relations

Fn -i(z) + Fn +i(x) = 2^-Fn (x),

F-i(x)

ax

- Fn +i(x) = ?Fn (x)

x

especially to find results analogous to (80)-(35).

3.

Use Ex.

12, p. 247, to obtain (34)

4.

Show

5.

Write out

6.

Show from the expansion

7.

From

that the solution of (38)

five

is

= AIn

(42) that J

(45), (29) obtain the following

sinx

--

+ BIn

Ix I_

/2

-\/- Ji2 (x)

\X

c7"

J^.

= -1 sin x.
X

xiCs(fc)

rlaj

J xn+l/2

terms in the expansions of I

cosx,

and the corresponding relation in Ex. 2

sic_5(x)

l)

sinx

= -sinx +

-z

cosx,
1

cosx.

DIFFERENTIAL EQUATIONS

252

Prove by integration by parts

8.

9.

Suppose

= ACn (x) +

y
is

On (x) and

f ~?~
dx =
3

LK

X4

X8

JTw (x) so chosen that

JTw (x)

^ + 6^ +

Show

in (34).

X6

that

>dx- On (x)

H (X)

xV +

the integral of the differential equation

x?/'

(x

n2 )y

x- 2

10. Note that the solution of Riccati's equation has the form

andshowthat
will

be the form of the equation which has such an expression for

its integral.

and reduce the

11. Integrate these equations in terms of cylinder functions

whenever possible by means of Ex. 7

results

y"

(y)

ye

x2

+ y* +
~ 0,

5y

(a) xy'

0,

3y

sy'

(/3)

2jc

x y"

(d)

4-

= x2
+ (b + cx 2m)y =

nxy'

12. Identify the functions of Ex. 2 with the cylinder functions of

- 1) P; = (n + 1) (Pn +1 - xPw

13. Let (x 2

Pn (x)

be taken as defining the Legendre functions

(a) (x

1)PW

14.

where

Show

Pn -i),

n(xPw

1)P^

(7) (2n-f

= P^ +1

that

and

l)xPn

(n

(n

Pn

1)

(46)

Prove

1)

Pn +i + nPn _i,
= 0.

2xP^ + n(n + 1)P

Pn Qn+1 -Pn+1 Qn = _A_,

any two Legendre functions. Express the general solution of

the differential equation of Ex. 13

15. Let

= xP^ +

of order n.

xa )

(5) (1

PnGn-P^QH^

P and Q are

(2n

(/S)

l^_i,

P; +1

),

0.

ix.

= x2

and

(d)

4.

D denote differentiation by x.

let

= uJ> +!uw

analogously to Ex.

2(n

Hence show that the derivative

1)

2 (n
n

J>(xw

4- 1)

xl>un

2(n

+ n (n

+ l)xD

w ww

Show
4- 1)

Dw ~

Mn

+ 2n(n

of the second equation arid the eliminant

to (46) if

<

between the two equations give two equations which reduce

^w /2

2n

i\ n *

-n!dxn

Pw (0) = 1,

is
1

\Legendre

16. Determine the solutions of Ex. 13

(a)

JWhen n

p;<0)

- 0,

integral these are

polynomials.

(5) in series for the initial conditions

tf)

Pn (0) = 0,

n (0)

17. Take P = 1 and P = x. Show that these are solutions of

P2 P8 P4 from Ex. 13 (0). If x - cos 0, show
P2 = |cos20 + J,
P8 = {cos30 + f costf,
P4 =
l

= 1.

(46)

and compute

18. Write Ex. 13

(3)

as

[(1

- x 2 P| + n(n + 1) Pw =
)

and show

ADDITIONAL ORDINARY TYPES

253

Integrate by parts, assume the functions and their derivatives are

/+!
-i
By

19.

Pn Pmdx = 0,

successive integration

if

Pj(ix

by parts and by reduction formulas show

=-

2n +

/_i

xPwdx=

Show

20.

J-l

and show

* m.

D'd,
and

finite,

= (=jg
2

= o,

OXn

/~l

integral.

""

xm

fV-

n J-i

ifm<n.

Determine the value of the integral when m = n. Cannot the results of Exs.
m and n integral be obtained simply from these results ?

18, 19

for

21. Consider (38) and

= 0.

Assume a

its

solution of the

+ dx
a^
dx
2

is

the equation for

By assuming

= 0,

if

= a xx +

form y

--

xH

= IQv + w so

2^^0,

if

dx dx

v satisfies the equation xv"

a2x 2

/g2

/g3

3.4

-f-

...

when

that

+ =
*^
dxP
dx
t?'

0,

= 0. Show

determine the a's and hence obtain

log x) J + it; is then the complete solution containing two constants.

one solution, Ulogx 7 + w is another. From this second solution for
the second solution for any integral value of n may be obtained by differ-

and (A

As AIQ
n

to

solution I

JB

is

entiation

the work, however,

is

long and the result

is

somewhat complicated.

CHAPTER X
DIFFERENTIAL EQUATIONS IN MORE THAN
109. Total differential equations.

An

TWO VARIABLES

equation of the form

R&,
involving the differentials of three variables

y,

is

= 0,

z)dz

(1)

called a total differen-

similar equation in any number of variables would

also be called total; but the discussion here will be restricted to the
tial equation.

If definite values be assigned to x, y,

case of three.

z,

say

a, b y

c)

= 0,

c,

the

equation becomes

Adx

+ Edij +

Cdz

= A (x

a)

+ B(y

K)

C(z

(2)

z are supposed to be restricted to values near a, b, c, and

small portion of a plane passing through (#, ft, c). From
a
represents
the analogy to the lineal element ( 85), such a portion of a plane may
be called a planar element. The differential equation therefore represents an infinite number of planar elements, one passing through each

where

x, y,

point of space.

Now any family of surfaces F(x, y, z) C also represents an infinity

of planar elements, namely, the portions of the tangent planes at every
point of all the surfaces in the neighborhood of their respective points
of tangency.

In fact

dF = F'x dx

+ F'y dy + F' dz =

(3)

an equation similar to (1). If the planar elements represented by

(1) and (3) are to be the same, the equations cannot differ by more
than a factor /j,(x, y, z). Hence
is

= IIP,
F'y = pQ,
function F(x, y, 2) = C can be found

F'z

F'x

If a

tions,

it is

= pR.

which satisfies these condiand the factor p (x, ?/, z) by

is called an integrating factor

said to be the integral of (1),

which the equations (1) and (3) differ

of (1). Compare
91.
It may happen that p = 1 and that
(1)
In this case the conditions

P;=<,

<%

= R'V
264

is

thus an exact differential.

R'*

= P'
t

(4)

MOEE THAN TWO VARIABLES

which

from F^y

arise

Moreover

if

= F^, F = F^, F = F^

satisfied.

may

is

given by

I
Q(*Q ,y,z)dy + I R(xQ9 yQ9 z)d* = C,
J
A>
be chosen fco as to render the integration as simple

P(x,y,*)dx+

*A)

where #

must be

these conditions are satisfied, the equation (1) will be

an exact equation and the integral

F(x,y,z)

255

as possible. The proof of this is so similar to that given in the case of

two variables ( 92) as to be omitted. In many cases which arise in

though not exact,

practice the equation,

may

be made so by an obvious

integrating factor.
take zxdy
yzdx -f x*dz = 0. Here the conditions
but the integrating factor l/x2z is suggested. Then

As an example
fulfilled

dz

ydx

xdy
2

is

at once perceived to be

an exact

(4)

are not

z
differential

and the

It appears therefore that in this simple case neither the

integral is y/x

+ logz =

C.

renewed application of the

conditions (4) nor the general formula for the integral was necessary. It often
happens that both the integrating factor and the integral can be recognized at once
as above.

If the equation does not suggest an integrating factor, the question

arises, Is there any integrating factor ? In the case of two variables
(

94) there always was an integrating factor.

may be none. For

In the case of three

variables there

p/i

p..

R,
P,

If these equations be multiplied by R, P,

be simplified, the condition

is

found to be imposed on P,

tor.

This

is

Q,

if

Q,

there

and added and

is

if

the condition (5)

the result

an integrating facFor it may be shown

to be

called the condition of integrabUity.

conversely that

if

is satisfied,

the equation

may

be

integrated.

Suppose an attempt to integrate (1) be made as follows First assume

that one of the variables is constant (naturally, that one which will
:

DIFFERENTIAL EQUATIONS

256

make the resulting equation simplest to integrate), say z. Then

Pdx + Qdy = 0. Now integrate this simplified equation with an inte-

= <(#) be the integral,

grating factor or otherwise, and let F(x, y, z)
of z. Next try to deterwhere the constant C is taken as a function
so that the integral F(x, y, z) = </>(z) will satisfy (1). To do
mine
<f>

<

this, differentiate

+ F'ydy + F'dz = ety.

F'xdx

Compare

this equation

with

= XP,

F'x

Then the equations*

(1).

F'y

- \K) dz = d+
= d< may be
A/2) dz

= XQ,

(F'n

The third equation (F's

integrated
F's
\R of dz is a function of z and <,
coefficient S
the
provided
that is, of z and F alone. This is so in case the condition (5) holds. It
must

hold.

therefore appears that the integration of the equation (1) for which (5)
holds reduces to the succession of two integrations of the type discussed
in Chap. VIII.
take (2 x2

As an example

(2x

+ 2xy +

of integrability is satisfied.
constant. Then dy + 2 zdz

(2x
is

+ 1 (-

1)0

dy

-f-

4x2)

2 zdz

2z(2x)

greatest simplification will be

and y
(2x

e* (2 x2

z2

The condition

0.

had by making x

Compare

(x).

It

1)

+ z 2 + e-* Je^ (2x2 +

equation
e* [(2x2

=-

2 ztfxZx)

the solution.

may

l)dx

dx

or

e*V

2
.

0.

Ce-* or
2

be noted that e^

is

Then

= - C e x\2 x* +

c ^(y

1) dx

+ z 2 ) + fe*\2x* +

G.

l)dx

=C

the integrating factor for the original

+ 2xy +

2xz 2

l)dx

dy

2zdz]

To complete the proof that the equation

necessary to show that when the condition
a function of z and

F alone.

It is necessary to

constant

zero.

is

By

* Here the factor \

Let

it

2
= d\e*?(y + z 2 +
JV(2x +
)

(1) is

integrable if (6) is satisfied,

the coefficient 8
F'z

is

is satisfied

be regarded as a function of

prove that the derivative of S by x

the formulas for change of variable

of x, y, z.

Pdx+

dx

+ 2xy + 2zz2 + l)dx + dy + 2zdz =

- (2x 2 + 2zy + 2xz 2 + l)cia; = d0
X = 1,
+ 1 + 2x0)cfce = d<j> or d0 + 2 ztfxJx = (2 x2 + 1) dx.

Hence y

is

1)

the linear type with the integrating factor e*

e * (ety

is

The

or

This

2xz 2

and

d^

Then

2 xz 2

+ 2 xy +

not an integrating factor of

(1),

x, JP,

when

it is

\R

z instead

F and z are

but only of the reduced equation

MORE THAN TWO VAEIABLES

But

F'

= XP and F' = XQ,

/d

Now

dX/y,
y, z

d^

TT
Hence

dx/ VtZ

and

(}
\dX/y,

and hence Q
d

> /
=X(

- P (}

= Q (~\

\&y/xiz

\dX/F,z

_\
^ ax# = axp
-- X#)
= ---

/dF
dx\dz
(

257

a2

dx

dzdx

dx

dz

dP dR
--)+P -- #Z>^
\

X>

gX

dx

dz

\dz

dx/

<az

ay/

az

ay

805

and
dz

dx/

\dx

dz/

\dy

dy

dy J

where a term has been added in the first bracket and subtracted in the second.
as X is an integrating factor for Pdx + Qdy, it follows that (XQ)^ = (\P)'y and

Now

only the first bracket remains. By the condition of integrability this, too, vanishes
and hence S as a function of x, F, z does not contain x but is a function of
and
z alone, as was to be proved.

110. It has been seen that if the equation (1)

an integrating factor and the condition

versely

if

the condition

is

is

integrable, there is
also that con;

is satisfied

(5)
satisfied the equation

may

be integrated.

Geometrically this means that the infinity of planar elements defined

C
by the equation can be grouped upon a family of surfaces F(x, y^ z)

which they are tangent. If the condition of integrability is not satisfied, the planar elements cannot be thus grouped into surfaces. Neverbe given, the planar element of (1)
theless if a surface G (x, y s) =
which passes through any point (XQ yQ # ) of the surface will cut the
in a certain lineal element of the surface. Thus upon the
surface G =
surface G (x, y, z) =
there will be an infinity of lineal elements, one
which
each
through
point,
satisfy the given equation (1). And these
to

elements

be grouped into curves lying upon the surface. If the

integrable, these curves will of course be the intersections

may

equation (1) is
of the given surface

G=

with the surfaces

F=C

integral of (1).

The method of obtaining the curves upon G (x,

y, z)

defined by the

which are

the integrals of (1), in case (5) does not possess an integral of the form
F(x, y, z)
C, is as follows. Consider the two equations

Pdx

+ Qdy + Rdz = 0,

G'xdx

+ G'ydy + G',dz = 0,

the given differential equation and the second is

the differential equation pf the given surface. From these equations
of which the

first is

DIFFERENTIAL EQUATIONS

258

one of the differentials, say dz, may be eliminated, and the corresponding variable z may also be eliminated by substituting its value obtained

by solving G (x,

Thus there

is obtained a differential equathe

other
two variables x and y. The
connecting
of
C
consists
a
9
family of cylinders which cut
integral of this, F(x, //)
in the curves which satisfy (1).
the given surface G

tion

Mdx

y, z)

+ Nd'y

0.

Consider the equation ydx + xdy

(x + y + z) dz = 0. This does not satisfy the
is
not
and
hence
completely integrable but a set of integral curves
(6)
If the surface be the plane z = x + y, then
on
surface.
found
be
any
assigned
may
condition

+ xdy
(x + z)dx + (y +
ydx

give

by eliminating dz and

z)

The

z.

dy

(x

z)dz

=Q

or

(2x

-f

resulting equation

xy

and

C7

+ dy
y)dx + (2 y + x)dy =

and

is

dx

dz

=x+

Hence

exact.

give the curves which satisfy the equation and 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 equaC were the integral surfaces
by Mayer's method. For suppose that F(x, y, z)

tion

and that F(x, y, z) = F(0, 0, z ) were that particular surface cutting the z-axis at z
The family of planes y = Xx 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 = Xx 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/(x, z, \) = C and
;

determine the constant so that/(x,

z, X)

=/(0, z

X).

For any value

the intersection of F(x, y, z) = -F(0, 0, z ) with y = Xx.

the relation X = y/x, the result will be the surface

/ (x,

=/

z,

|)

equivalent to

F(x, y,

|)

(o,

Now

if

z)

of X this gives
X be eliminated by

F(0,

0, z ),

which is the integral of (1) and passes through (0, 0, z ). As z is arbitrary, the
solution contains an arbitrary constant and is the general solution.
It is clear that instead of using planes through the z-axis, planes through either
()

of the other axes

might have been used, or indeed planes or cylinders through any

line parallel to any of the axes. Such modifications are frequently necessary owing
to the fact that the substitution /(O, z , X) introduces a division by
or a log
or

some other
y*dx

-f

impossibility.

zdy

ydz

Then
But here /(O, z

\dx

0,

For instance consider

y

dy

Xx,

zdx ~ xdz _
,

x2

and

X2x 2 dx

XcZx,

Xx

- - = /(x,
x

-f

Xzdx

z, X)

Xxcfz

= 0.

X) is impossible and the solution is illusory. If the planes (y

1)
passing through a line parallel to the z-axis and containing the point (0, 1, 0)
been used, the result would be
,

dy

= Xdx,

(1

2
Xx) dx

Xzcfx

(1 -f Xx)

dz

= 0,

= Xx
had

^-*
--

MORE THAN TWO VARIABLES

Hence

- -r
or

-- =

Xx

-|-

259

= (7,

the solution. The same result could have been obtained with x = Xz or y = X (x
In the latter case, however, care should be taken to use/(x, z, X) =/(a, z X).
is

a)

EXERCISES
1.

Test these equations for exactness

if

exact, integrate

by inspection and integrate

integrating factor

+ z)dx + (z + x)dy + (a + y)dz = 0,

+ ydy - Va2 - x2 - y*dz = 0,
2
2
(2 x + y 4- 2 xz) dx + 2 xydy + z dz = 0,
x(y
1) (z
l)dx 4- y(z
1) (x
l)dy +

(a) (y

(/3)

y*dx

(y) xdx

(5)

2z(dx-

(c

(f ) *2/dx

(17)

2.

Apply the
2

(a) (x
(/3)

test of integrability

y
y2

(x 4-

dx

2 xydy

4-

z 2 4- l)dx

2 ^c

x
(5) (1
e ) x*dx* +
(

not exact, find an

zdy

- ydz = 0,
+ (x - y)dz = 0,

dy)

= zxdy +

2
2/

dz,

- 1) (y - l)dz = 0.
z(x

and integrate these:

2 xzdz

= 0,

+ 2yefy + 2^ = 0,

= (y -f a) dz,
= 2xzdx + 2yz*dy,
2
2 - 2
z dz 2 + 2 xydxdy = 0,
<fy
z (xcZx + yeZy + zcZz) 2 = (z 2 - x 2 - y 2 (xdx +
+

(7) (y

(f )

if

zdy

2y 2z)dz

2/

+ zdz) dz.
= MZ, y = vz,

ydy

3. If the equation is homogeneous, the substitution x

frequently
shortens the work. Show that if the given equation satisfies the condition of integrability, the new equation will satisfy the corresponding condition in the new

variables

and may be rendered exact by an obvious integrating

(<*)
(j8)

yz) dx

(2/

(?/

Show

yz

z 2 ) dx

(x

that (5) does not hold

xz

z2 )

dy

(x

xy

2
)

dz

0.

integrate subject to the relation imposed

(y)

x + y + z = k or y
ydx + xdy
lex,
(x + y + z)dz = 0,
c (xdy + ydy) + Vl - a2 x 2 - 62 y2dz = 0,
a2x 2 + &V + c 2 z 2 = 1,
2
2
2
dz = aydx -f &dy,
y = kx or x + y + z = 1 or y=f(x).

5.

Show

(a)
(p)

2/

(Y) O/
4.

factor. Integrate

- xy) dz = 0,
+
+ (xz + z dy +
a 2
2
2 z - x3
dx
x
+ (xy*
y
dy + (xy 2 4- sty) dz = 0,
z)
(x y
2

that

if

from

an equation

is

integrable,

it

remains integrable after any change

x, y, z to w,

v,

w.

6.

Apply Mayer's method

to

sundry of Exs. 2 and

7.

Find the conditions of exactness for an equation

of variables

3.

in four variables

the formula for the integration. Integrate with or without a factor

and write

+ y 2 + 2xz)dx + Zxydy + x2 dz + du = 0,
yzudx + xzudy + xyudz + xyzdu, =0,
+ u)dz + (x + y +
(y + z + w)dx + (x + z + u)dy + (x +
u(y + *)dx + w(y + z 4- l)dy 4- wdz - (y + z)du = 0.

(a) (2x
(/3)

(7)
(S)
8. If

2/

by writing

(5)

is

held constant.

for each set of

= 0,

is integrable, it must be so when any one of

Hence the four conditions of integrability obtained
three coefficients must hold. Show that the conditions

an equation in four variables

the variables

z)du

DIFFERENTIAL EQUATIONS

260

are satisfied in the following cases. Find the integrals by a generalization of the
method in the text by letting one variable be constant and integrating the three
remaining terms and determining the constant of integration as a function of the

fourth in such a

way

(a) z(y

Try

to extend the

G (x,

10. If

x)dy + y(x
z)dx + z(u
u)dz + y(y
uzx log xdy + uxy log xdz
xdu = 0.

z)du

= 0,

uyzdx +

(p)

9.

as to satisfy the equations.

y, z)

=a

method

of

and H(x,

to such as the above in Ex. 8.

Mayer

y, z)

b are

two families

of surfaces defining a

family of curves as their intersections, show that the equation

(
is

W)

cfa

(ffJS',

- G'^) dy + (Off, - <?;iQ dz =

the equation of the planar elements perpendicular to the curves at every point
Find the conditions on G and
that there shall be a family of sur-

of the curves.

faces which cut all these curves orthogonally. Determine whether the curves below
have orthogonal trajectories (surfaces) and if they have, find the surfaces
:

= x + a, z = x + 6,
+ y 2 = a2 z = &,
2
x + y 2 + z 2 = a 2 xy = 6,
logxy = as, x+y + z = b,

(a) y

2
(7) x

(e)

(ri)

(8)

y = ax + 1, z =
xy = a, xz = &,

(f)

x2

(p)

(0)

6x,

+ 2y2 + 3z 2 = a, xy + z = b,
=
2 ax + a2 2 = 26z + 62
y
.

11. Extend the work of proposition 3, 94, and Ex. 11, p. 234, to find the normal
derivative of the solution of equation (1) and to show that the singular solution may

be looked for among the factors of

/*~

F=

Pi + Qj + Bk be formed,
12. If
that the condition of exactness is VxF =
product of the operator V and the vector
tion of integrability is

F(VxF) =

by

0.

show that

(1)

becomes F.dr

by expanding VxF
(see

78).

= 0. Show

as the formal vector

Show further

that the condi-

similar formal expansion.

VG and VH. Show these vectors are normal to the surand hence infer that (VCr)x(VT) is the direction of the inter-

13. In Ex. 10 consider

faces

G=

a,

//

= &,

is the differential equation of the

Finally explain why dr(V(rxVH") =
if
there
be
such
a
that this vector form of the family
Show
family
orthogonal
family.

section.

reduces to the form above given.

111.

of simultaneous equations.

Systems

The two equations

two dependent variables y and z and the independent variable x

constitute a set of simultaneous equations of the first order. It is more
customary to write these equations in the form
in the

X(x,y,*)
which

is

Y(x,y,*)

Z (x,

y, z)

symmetric in the differentials and where X: Y: Z = 1 if: g.

point # y ZQ of space the ratios dxidyidz of the

At any assigned
differentials are

determined by substitution in

(7).

Hence the equations

MORE THAN TWO VARIABLES

261

a definite direction at each point of space, that is, they determine a

lineal element through each point. The problem of integration is to
combine these lineal elements into a family of curves F(x, y, z) = C 19

fix

C2

C l and C2 , one curve passof

ing through each point
space and having at that point the direction
determined by the equations.
G(x,

y, z)

"For the

cedure.

==

depending on two parameters

formal integration there are several allied methods of pro-

In the

first

dx

it

place

may happen

_
= dy

dy

1F'

==:

'Y

that two of

dx

dz
}

__

dz

~x^~z

~Z

are of such a form as to contain only the variables whose differentials

enter. In this case these two may be integrated and the two solutions

taken together give the family of curves. 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) = Cl is the integral. By means of this integral the variable x may be eliminated from the second of the equations
or the variable y from the third. In the respective cases there arises
an equation which may be integrated in the form G (y,
C^ = (72 or
=
=
C
C
and
this
result
taken
with
will
determine
F(x, y)
G(XJ z, jP)
2
l
,

the family of curves.

= ?? =

Consider the example

xz

yz

xdx

Here the two equations

y

= ydy

xdx

and,

= dz

9
2
are integrable with the results x 3
z 2 = C2 , and these. two integrals
y = G\, x
constitute the solution. The solution might, of course, appear in very different
form for there are an indefinite number of pairs of equations F(x, y, z, (\) = 0,
;

G (x, y, 2, C2 ) =

which

x2

22

8
x8
y = Cl ,
solution
and
a
could
clearly

will intersect in the curves of intersection of

In fact (y 8 + 6\) 2
2
replace either of those found above.
arid

Consider the example

= (z* + C2

-- - =
-

is

~. Here

with the integral

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 the equation
is

__

or

2xz
This

is

homogeneous and may be integrated with a factor to give

x*

Hence
is

+ l)z 2 =
y = C^z,

(CJ

or

(72 z

x2

y*

z*

= C2 z

the solution, and represents a certain family of circles.

= C2z.

DIFFERENTIAL EQUATIONS

262

Another method of attack

to use composition

is

dx __ dy __ d __ \dx + pdy +
~~~~~~~'

Here

may

X, p, v

and

division.

ytlz
'

be chosen as any functions of

(x, y, z).

It

may

be

possible so to choose them that the last expression, taken with one of
the first three, gives an equation which may be integrated. With this
integral a second may be obtained as before. Or it may be that
different choices of X, /*, v can be made so as to give the two desired
integrals. Or it may be possible so to select two sets of multipliers that
first

two

the equation obtained by setting the two expressions equal may be

solved for a first integral. Or it may be possible to choose X, p,, v so

(which must vanish

+ pY + vZ = 0,

and so that the numerator

the denominator does) shall give an equation

that the denominator X*Y

if

\dx

+ vdz =

- -p.tl

(9)

the condition (5) of integrability and

of 109.
the
methods
by

which

satisfies

Consider the equations

as

of X,

1,

1,
.

/A,

=C

as x, y,

+ y*-xz

-(x

Here take

X.' u,' v

y)z
Q
dz

and dx
is integrable as
then X + i*Y -f vZ =
dy
This may be used to obtain another integral. But another choice
0, combined with the last expression, gives

+ ydx
+ *)< + *)

xdx
(*

x*

may

be integrated

Hence

dz

(* + y)z
z = Cl

and

x2

-f

= C2 z 2

This is shorter than the method of elimination.

be noted that these equations just solved are homogeneous. The substitution x = MZ, y
vz might be tried. Then
will serve as solutions.
It will

udz

w2

4-

v2

zdu

vdz
u?

+ zdv
v2

i?

uv

_
-f u

zdu

dz

du

or

Now

D2

uv

du

u2

uo

__

zdv

i?

u2

uv

dz
z

first equations do not contain z and may be solved. This always happens
homogeneous case and may be employed if no shorter method suggests itself.

the

in the

It need hardly be mentioned that all these methods apply equally to

the case where there are more than three equations. The geometric
picture, however, fails, although the geometric language may be contin-

ued

if

one wishes to deal with higher dimensions than three. In some

cases the introduction of a fourth variable, as

dx__dy_dz__dt

T-T-Z-T

dt
or

=7'

MORE THAN TWO VARIABLES

263

useful in solving a set of equations which originally contained only

three variables. This is particularly true when X, Y, Z are linear with
constant coefficients, in which case the methods of 98 may be applied
is

with

as independent variable.

112. Simultaneous differential equations of higher order, as

w/

cPx

dx

especially those of the second order like these, are of constant occurrence in mechanics for the acceleration requires second derivatives
;

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

when

the complete integrals cannot be

found, it is possible to carry out some integrations and replace the
given system of equations by fewer equations or equations of lower

equations.

order containing some constants of integration.

No special or general rules will be laid down for the integration of
systems of higher order. In each case some particular combinations of
the equations may suggest themselves which will enable an integration
to be performed.* In problems in mechanics the principles of energy,

momentum, and moment of momentum frequently suggest combinations

leading to integrations. Thus if
~H
x

_ A,
Y

i/
y

_ z,
V

zn

_ ^s,
7

where accents denote differentiation with respect to the time, be multiplied by dx, dy, dz and added, the result
x"dx

+ y"dy + z"dz = Xdx +

contains an exact differential on the left

right

is

an exact

Ydy

then

if

+ Zdz

(11)

the expression on the

differential, the integration

l(x*+y*+*'*) = fxdx

+ Ydy + Zdz + C

It is possible to differentiate the given equations repeatedly and eliminate all the
dependent variables except one. The resulting differential equation, say in x and
may
then be treated by the methods of previous chapters but this is rarely successful except
,

when

the equation

is linear.

DIFFERENTIAL EQUATIONS

264

This

the principle of energy in its simplest form.

If two of the equations are multiplied by the chief variable of the other
and subtracted, the result is

can be performed.

is

yx-xy"=yX-xY

(12)

again an exact differential;

to
a
or a function of t, then
side
reduces
constant
right-hand

and the expression on the

/,//>.'

UJU

left is

^^ JUU
/y.,/'

I
I

ffi\

^~

I/ )

n
v>

if

the

^19^
JL
I

is an integral of the equations. This is the principle of moment of

momentum. If the equations can be multiplied by constants as

Ix"

+ my" + nz" = IX + m Y + nZ,

(13)

so that the expression 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.

As an example Let a particle move in a plane subject to forces attracting it

toward the axes by an amount proportional to the mass and to the distance from
the axes discuss the motion. Here the equations of motion are merely
:

*
Then

dx

or

^+

dy ^-~

k (xdx

+ ydy)

and

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

dt*

dx=-kxdx,

(~ Y = -fcc* + C,
\dt/

The constants C 2 and

are necessarily positive.

of integration

The complete

Vkx = C sin (Vkt + Cj,

As another example
r/m2

and r

is

-di
fee

have been written as squares because they

integration gives

Vky = JTsin (Vkt

particle, attracted

8
/? per unit mass, where
the distance from the point,

tor at the distance

VC -

-f

JT2 ).

toward a point by a force equal to

m is the mass and h is the double

ft

of motion are

^
2

Vmh

is

areal velocity
to
the
radius vecprojected perpendicularly

discuss the motion.

In polar coordinates the equations

MOKE THAN TWO VAEIABLES

265

The second

2
h where the constant of integration h
integrates directly as r d0/d
is twice the areal velocity. Now substitute in the first to eliminate 0.

dV

Now
start

h2

__

as the particle
r
Vmh.

is

when

and

be assumed that

if

at the

= d0.

give

mh

= VwA, we find C = 0.

the orbit

^-

= dt

or

= 0. Thus the orbit is found, the expression

found, and the expression of r as a function of the
problem is completely solved. It will be noted that the

The

obtainable.

is

or

hdt

when

as a function of the time

time

r2

and the time,

between

the time be taken as

of

h/m. Then

when

is

r 2 d0

eft

at the start
r2

find the relation

is

,.---.._

Hence

To

projected perpendicularly to the radius, dr/dt

Hence
if it

/^r \

__

Hence the constant C

= dt

Now

d2r

h*

is

constants of integration have been determined after each integration by the initial
conditions. This simplifies the subsequent integrations which might in fact be

impossible in terms of elementary functions without this simplification.

EXERCISES
Integrate these equations

1.

.dx__dy_dz

xz

dx

dy

'JTZ

1JZ

dx

yz

e)

-- =
y

/\

xy*
dz

~.

X2/

dy
x

dz

= 7~r^'
2
1

2. Integrate the equations

dx

x2

-f

~
__

- z2

dx

_ dy
XZ

dx

'

dz

It

dy

dz

3y + 4z

2y + 6z

1r

dz

dy
az

ex

dx

2/(z

x-fy

y
dz

z (x 8

x8 y

dy

__
~
)

+ yz'

dy
*
2 2/ 4

dy
z

xz

dx

dx
1/Z

dz

X2 y 2z2

_v dy

bx

ay
dz

__

'

2 x4

y*x

x2

dz

__

2 xy

2/

dx

x(y

dy

/v

y*

(0

+z

_^

J??:

- x2
dz

z(x

= d,

'

2
2/

dx
x(y

/ ^\

(c)

y*)

dz

"

___

+z
z)

-f

dy
y (z

y
dz

x)

z (x

y)

dy

dz

DIFFERENTIAL EQUATIONS

266
3.

Show

that the differential equations of the orthogonal trajectories (curves

=
Find the curvee

C are dxidyidz^F^iFyiF^.
of the family of surfaces F(x, y, z)
which cut the following families of surfaces orthogonally
:

+ &V +
y = x tan (z +

(a) a*x*
(5)
4.

Show

c2 2

C,

(ft)

C),

(e)
:

Show

7
where I

(f) 2

= Cxs,
= Cxy.

that the solutions of the two equations

2\, !T2 are functions of

(y)

=
F Z, where JF, F, Z are linear
found provided a certain cubic equation can

that the solution of dx dy dz

expressions in x, #, z, can always be

be solved.
5.

= <7,
y = x tan Cz,

xyz

after multiplying one

by

J,

may be

obtained by adding the equation as

and by determining X as a root of

_ (a + &') \ + a&' a'b = 0.

\2

6. Solve:

~ + 2(x - y) =

(a)

O)

tdx

= (t

7.

z)

~~nl(z

x)

ndz

lm(x

Qdt,

_ dt
t

y)

A particle moves in vacuo in a vertical plane under the force of gravity alone.

Integrate.
velocity
8.

tdy
__

+ x + 6y = t2
= (to + ^ + 2x
,

at

2x)dt,
mcZy
__

/dx

mn(y

Determine the constants

V and at an angle of

Same problem

if

the particle starts from the origin with a

degrees with the horizontal and at the time

as in Ex. 7 except that the particle

moves

in a

0.

medium which

resists proportionately to the velocity of the particle.

particle moves in a plane about a center of force which attracts proportionto

distance from the center and to the mass of the particle.
the
ally

9.

10.

Same

as Ex. 9 but with a repulsive force instead of an attracting force.

11. A particle is projected parallel to a line toward which

a force proportional to the distance from the line.
12.

Same

it is

attracted with

as Ex. 11 except that the force is inversely proportional to the square

and only the path of the particle is wanted.

of the distance

by a force proportional to the square

particle is placed at a point which repels with a constant force under

particle moves away to a distance a where it strikes a peg and is

13.
particle is attracted toward a center
of the distance. Find the orbit.

14.

which the

deflected off at a right angle with undiminished velocity.

Find the orbit of the

subsequent motion.
15.

Show

condition on

that equations (7) may be written in the form drxF = 0. Find the
or on X, F, Z that the integral curves have orthogonal surfaces.

MORE THAN TWO VARIABLES

267

An

113. Introduction to partial differential equations.

equation

which contains a dependent variable, two or more independent variables, and one or more partial derivatives of the dependent variable
with respect to the independent variables
equation.

is

called a partial differential

The equation
r>

r\

clearly a linear partial differential equation of the first order in one

dependent and two independent variables. The discussion of this equais

tion preliminary to its integration may be carried on by means of the

concept of planar elements, and the discussion will immediately suggest
the method of integration.

When any point (# , y , # ) of space is given, the coefficients P, Q, R

in the equation take on definite values and the derivatives
and q
are connected by a linear relation.
element
any planar
through

Now

(#

it is

y
an
,

be considered as specified by the

Q) may
infinitesimal portion of the plane z
ZQ

in the neighborhood of the point.

element whose direction is

dx

=z

for

y)

This plane contains the line or lineal

:dz=P:Q:R,
P, Q, R for dx

dt/

because the substitution of

dz

two slopes p and q

x ) -|- q (y
%) (x

(15)

=x

XQ

=y
+ =

dy

?/

in the plane gives the original equation Pp

R.
Qq
Hence it appears that the planar elements defined by (14), of which
there are an infinity through each point of space, are so related that all
#

which pass through a given point of space pass through a certain line
through that point, namely the line (15).
Now the problem of integrating the equation (14) is that of grouping
the planar elements which satisfy it into surfaces. As at each point
they are already grouped in a certain

the lineal elements through

advisable to group these lineal elements into

way by

which they pass, it is first

curves by integrating the simultaneous equations (15). The integrals
of these equations are the curves defined by two families of surfaces
F(x, y, z) = C l and G(x, y, z)
C^. These curves are called the characteristic curves or merely the characteristics of the equation (14). Through
each lineal element of these curves there pass an infinity of the planar ele-

ments which satisfy (14). It is therefore clear that if these curves be in

any wise grouped into surfaces, the planar elements of the surfaces must
satisfy (14) for through each point of the surfaces will pass one of the
curves, and the planar element of the surface at that point must therefore pass through the lineal element of the curve and hence satisfy (14).
;

DIFFERENTIAL EQUATIONS

268

To group the curves F(x,

y, z)

C19

G(x,

=C

y> z)

which depend

C 19 C2

into a surface, it is merely necessary to introon two parameters

duce some functional relation C*2 ^/C^i) between the parameters so

when one of them, as C v is given, the other is determined, and

thus a particular curve of the family is fixed by one parameter alone
and will sweep out a surface as the parameter varies. Hence to integrate
that

and then write

(14), first integrate (15)

or

>*

where $ denotes any arbitrary function. This will be the integral of

(14) and will contain an arbitrary function
<l>.

As an example,
dx

y
as the

two
x

dy

__

z)p

integrate (y
__

xx

z~~z

dz

x)q

=x

a 4.

a j.

Here the equations

y.

_p

~~

1J

r
2

Hence the

integrals.

(z

+ y + = $ (x2 +
z

solution of the given equation is

z2 )

or

* (x2 + y 2 +

z2 ,

-f-

z)

= 0,

where $ denotes an arbitrary function. The arbitrary function allows a solution

to be determined which shall pass through any desired curve for if the curve be
/(x, y, z) = 0, g (x, y, z) = 0, the elimination of x, y, z from the four simultaneous
;

equations

F(x,

y, z)

6? (x,

<?!,

= C2

y, z)

/(x, y, z)

g (x, y,

0,

z)

will express the condition that the four surfaces meet in a point, that is, that the
curve given by the first two will cut that given by the second two ; and this elimi-

nation will determine a relation between the two parameters C 1 and <72 which will
be precisely the relation to express the fact that the integral curves cut the given
curve and that consequently the surface of integral curves passes through the given
curve. Thus in the particular case here considered, suppose the solution were to
pass through the curve y

= x2

give

2x2 + x4 = Cv

whence

The

(C|

substitution of

C2 -

Cl =

give the solution of (y

2
y = x , z = x.

x2

z)p

C,)

-f

=x

2
-f-

then

z2

+ 2x = C2

0| - 24 C l

and C2

x) q = x

(z

x2

16 C^C,

=x+

-f 2

0.

in this equation will

y which passes through the parabola

114. It will be recalled that the integral of an ordinary differn

of the nth order contains TI con, y< >)
y

ential equation /(x, y,

stants,

',

and that conversely

a system of curves in the plane, say

contains ^ constants, the constants may be
if

F(x, y, C 1? -, Cn)= 0,
eliminated from the equation and its first n derivatives with respect
to x. It has now been seen that the integral of a certain partial
differential equation contains

an arbitrary function, and

it

might be

MOEE THAN TWO VAEIABLES

269

inferred that the elimination of an arbitrary function would give

rise to a partial differential equation of the first order.
To show

suppose F(x,

this,

y, 2)

= <[(r(x,

Then

2)].

j/,

follow from partial differentiation with respect to x and y

and

(W, - F'v G')p+(Fx G' - F' G'x}q = F'y G'x - F'x G'y
i

is

a partial differential equation arising from the elimination of

More

generally, the elimination of

f
.

arbitrary functions will give rise

to an equation of the nth order; conversely it may be believed that
the integration of such an equation would introduce n arbitrary functions in the general solution.

As an example, eliminate from z = $ (xy) +

* and ty. The first differentiation gives

^ (x +

y) the

two arbitrary func-

tions

Now

differentiate again
fe

and

let r

These two equations with p

xr - (x
v

+ y )8 TV
+ yt =
TV,

-y (p -

dx 2

= (y

-y^

q)
*'

or

dxdy

x)

Then
dy*

& make three from which

**"2

(x
i

ax

+ y)^L + y
^"'fady

^ = x-y\dx
5*p_ *\

"dy*

dy}

may be obtained as a partial differential equation of the second order free from
* and ^. The general integral of this equation would be z = $ (xy) + ^ (x -f y).

A partial

differential equation

may

represent a certain definite type

For instance by definition a conoidal surface is a surface

generated by a line which moves parallel to a given plane, the director
plane, and cuts a given line, the directrix. If the director plane be taken
and the directrix be the z-axis, the equations of any line of
as z =
of surface.

the surface are

with

which picks out a definite family of the lines to form a

particular conoidal surface. Hence 2 = &(y/x) may be regarded as the
is the director
general equation of a conoidal surface of which z =
and
the
z-axis
the
directrix.
of
The
elimination
plane
gives px + qy = Q

as the relation

<

as the differential equation of any such conoidal surface.

Partial differentiation may be used not only to eliminate arbitrary func-

an equatiori/(#, y, z, C 1 C 2) =
two
contained
constants, the equation and its first derivatives with respect
to x and y would yield three equations from which the constants could
tions,

but to eliminate constants. For

if

DIFFERENTIAL EQUATIONS

270

be eliminated, leaving a partial differential equation F(x, y, z, p, q)

otthe first order. If there had been five constants, the equation with
its two first derivatives and its three second derivatives with respect
to

x and y would give a

from which the constants

set of six equations

could be eliminated, leaving a differential equation of the second order.

And

As the differential equation is obtained by eliminating the

the
original equation will be a solution of the resulting difconstants,
so on.

ferential equation.

Ax* 4- 2 Bxy + Cy2

For example, eliminate from z
stants. The two first and three second derivatives are
D,

Hence

= 2 JBx + 2 Cfy + J,

q
2

j ra

J ty

szy

r
-f

+ Dx + Ey

= 2 A,

px

the five con-

= 2 J5,

= 2 O.

gy

is the differential equation of the family of surfaces. The family of surfaces do

not constitute the general solution of the equation, for that would contain two

arbitrary functions, but they give what is called a complete solution. If there had
been only three or four constants, the elimination would have led to a differential

equation of the second order which need have contained only one or two of the
second derivatives instead of all three it would also have been possible to find three
or two simultaneous partial differential equations by differentiating in different ways.
;

115.

If

f(x, y,

Cv

z,

Cj)

and

F(x,

y, z,

p, q)

(17)

two equations of which the second is obtained by the elimination of

the two constants from the first, the first is said to be the complete solution of the second. That is, any equation which contains two distinct

are

arbitrary constants and which satisfies a partial differential equation of

the first order is said to be a complete solution of the differential equation.

The

A.

complete solution has an interesting geometric interpretation.

F = defines a series of planar elements

differential equation

So does f(x,

through each point of space.

tangent plane is given by
(X

Xn ')

y, z, <7 1?

C2)

= 0.

For the

"T" 7J

ty

With

/(*

C and C2

as the condition that

C C2)
lf

shall be so related that the surface

passes through (XQ , yQ Z Q). As there is only this one relation between
the two arbitrary constants, there is a whole series of planar elements
,

through the point. As f(x, y, z, C v C2) = satisfies the differential equation, the planar elements defined by it are those defined by the differential equation. Thus a complete solution establishes an arrangement of
the planar elements defined by the differential equation upon a family
of surfaces dependent upon two arbitrary constants of integration.

MOBE THAN TWO VARIABLES

271

From
first

the idea of a solution of a partial differential equation of the

order as a surface pieced together from planar elements which

satisfy the equation, it appears that the envelope (p. 140) of any family
of solutions will itself be a solution ; for each point of the envelope is
a point of tangency with some one of the solutions of the family, and

the planar element of the envelope at that point is identical with the
planar element of the solution and hence satisfies the differential equa-

This observation allows the general solution

tion.

to Le

determined from

For if in f(x, y, z, C v C2) =

any relation
C2 = <l>(C 1) is introduced between the two arbitrary constants, there
arises a family depending on one parameter, and the envelope of the
family is found by eliminating C l from the three equations
solution.

any complete
f

/=o.

o,

As the

relation

(18)

C2 = &(C^ contains an arbitrary function $>, the result

may be considered as containing an arbitrary func-

of the elimination
tion even

generally impossible to carry out the elimination

has been assigned and is therefore no longer
except in the case where

though

it is

<

arbitrary.

A family

of surfaces f(x, y, z, C C2)

l9
eters may also have an envelope (p. 139).
ing C 1 and C2 from the three equations

depending on two paramThis is found by eliminat-

/(*, y,

*,

C lf C2)

= 0.

= 0,

= 0,
~^

This surface

tangent to all the surfaces in the complete solution.

called the singular solution of the partial differential
equation. As in the case of ordinary differential equations ( 101), the
* it is
singular solution may be obtained directly from the equation
merely necessary to eliminate p and q from the three equations
is

This envelope

is

dF

dF
F(x,y,*,p,ti=*o,

g^

'

fy^

two equations express the fact that F(p, q) = regarded as

a function of p and q should have a double point ( 57). A reference

The

last

to
67 will bring out another point, namely, that not only are all the
surfaces represented by the complete solution tangent to the singular
solution, but so is any surface which is represented by the general
solution.
* It is hardly
necessary to point out the fact that, as in the case of ordinary equations,
extraneous factors may arise in the elimination, whether of C\, C2 or of p, q.

DIFFERENTIAL EQUATIONS

272

EXERCISES
Integrate these linear equations

1.

+ yzq = xy,
- yp + xq + 1 + & = 0,
2 =
0,
x*p - xyg +
tanx
+ gtaiiy = tanz,
p

(a) xzp
(5)
(17)

(i)
2.

+ q) = z,
yp - oq = x2 -

a (p

(ft)

(e)

2/

z2

(K) (y

for

(a) x

for

(7)y

(f) (x

+ y = 1, z = 0,
= 2x, z = l,
2

2xyq

x*)p

Determine the integrals of the preceding equations

2

+ y*q = za
+ z)p = V,

x2p

(a- x)p + (&- y)g = c- z,

(0)

2/

(7)
2

for

() y

for

(e)

to pass

2x2?

= 0.

through the curves

= 0, x = z,
= z, y = z.

analytically that if .F(x, y, z) = C\ is a solution of (15), it is a solution

State precisely what is meant by a solution of a partial differential equa= Cl satisfies the equation. Show that
tion, that is, by the statement that F(x, y, z)
the equations
**
te
3.

Show

of (14).

pte
dx

+Q dy = B
what

are equivalent and state

two

solutions, then

relation

must

exist

F = $ (G)

and

fa

*+B

+q dy

=o

means. Show that if

and G = C2 are
a solution, and show conversely that a functional

FC^

this

is

'_r
dz

between any two solutions

(see

62).

work in the text along the analytic lines of Ex. 3 to estabthe rules for integrating a linear equation in one dependent and four or n
independent variables. In particular show that the integral of
4. Generalize the

lish

dZ
%z
T>
r*
-n
= P+i
p
i7- + -*- + pnTcx
.

d*i1

j
j
depends on

cXi

F =

dXfi
= ~^
=-z
/n
rn +i
d>

if
Cn are n integrals of the simultaneous system, the
(7 ,
n
,
t
l
0.
n)
,
integral of the partial differential equation is ^(Fv

and that

F =

_
5. Integrate

(a) x

du

-f

dx

(P) (y

du
--

+z
,

+ u)~ +
ex

6. Interpret the general

au

= xyz,

dz

dy

(z

x)

~ + (u + x + y) ~ = x + y
=

equation of the

mining at each point (x , y , z

certain cone, namely, the cone

first order JP(x, y, z, p, q)

as deterof space a series of planar elements tangent to a

found by eliminating p and q from the three simul-

taneous equations

= 0,

7.

(x

Eliminate the arbitrary functions

+ = *(x2 +

(7) z

+y
=

(e) z

= y2 + 2*(x-i +

()

2/2

-f z.

dz

dy

Z 2) 9

logy),

- x )p + (y - y

=z-z

(/3)

4,(X

(f)

*,

^
,

xi

_ xy) =
=0.

MOEE THAN TWO VARIABLES

8.

Find the

273

differential equations of these types of surfaces

(a) cylinders with generators parallel to the line x = az, y

() conical surfaces with vertex at (a, 6, c),
(7 ) surfaces of revolution about the line x y z = a 6 c.

from these equations

9. Eliminate the constants

(a) *
(7)

(x

a)(y

10.

(z-- c )2 = :i,
(5)
^lx 2 + Itey + Cy* + Dzz

2
(z-a) + (y-&)2 +

(c

Show

= 1,

a (x2 + 2/ 2 ) 4- &* 2
X -.a)* + (y(

(ft

fe),

= bz,

+ Eyz = z2

geometrically and analytically that JP(x, y,

z)

a6r

(,

y, z)

=6

is

complete solution of the linear equation.

11.

How many

constants occur in the complete solution of the equation of the

third, fourth, or nth order ?

12. Discuss the complete, general,

first

order F(x,

13.

Show

y, z, u,

u^

u' ,
y

uz )

and singular solutions

of an equation of the
with three independent variables.

that the planes z

ax + by + C, where a and b are connected by the
= 0, are complete solutions of the equation F(p, q) = 0. Integrate

relation F(a, b)

pq
pq

(a)

(5)

and determine

= 1,
=

(ft q

= p + 1,
+ J> = 0,

(7)

(e) fclogg

fc,

P + <P = w,
3p 2 - 2^ 2 - 4 OT
2

(f)

also the singular solutions.

14. Note that a simple change of variable will often reduce an equation to the
type of Ex. 13. Thus the equations

with

take a simpler form.

(a) q
(5) g

15.
z

What

= xp +

e*',

e.

yf

e a/ ,

e^, y

Integrate and determine the singular solutions

= z+ px,
= 27/p 2
,

(ft

(e)

x*p*

- y) 2 +
(p

- *2
((/

ey

7
,

= M,
z= P <r-

(7) *

- x) 2 = 1,

(f)

the obvious complete solution of the extended Clairaut equation

yq + /(p, (/) ? Discuss the singular solution. Integrate the equations :
is

(a) z
(7) 2

= xp +
= xp +

y<l

yg

+ Vp 2 +
+ jpg,

1,

(ft z

(5) 2

= xp + yq +
= xp + yq -

Types of partial differential equations. In addition to the

and the types of Exs. 13-15 above, there are several
types which should be mentioned. Of these the first is the general
116.

linear equation

is the given equation

equation of thefrst order. If F(x, y, z, p, q)
if a second equation 4>(#, ?/, z, p, q,
holds simultanewhich
0,
a)
ously with the first and contains an arbitrary constant can be found,
the two equations may be solved together for the values of p and y, and

and

the results

may

total differential equation of

stant

= pdx + qdy to give a

be substituted in the relation dz

which the integral

a and a second constant of integration

b.

will contain the con-

This integral will then

DIFFERENTIAL EQUATIONS

274

be a complete integral of the given equation ; the general integral may

then be obtained by (18) of 115. This is known as Charpit's method.

To

find a relation

<I>

two equations

differentiate the

with respect to x and y and use the relation that dz be exact.

Ffr
/

+ r,/
|

n
IT?'z q

+ fpv 3

<'
^y

*'z2

[>'^
q

= 0,

dx

J7 7

"
l

dy

+ *p

dx

'

'

-p

= 0,

*&z

= 0,
dy

=A

'^L
dy

dy

^-^ =

'

c?a?

rfy

Multiply by the quantities on the right and add.

Now

this

is

a linear equation for

dp

3>

and

dx

dq

equivalent to

is

integral of this system containing p or q

the simplest integral will naturally be chosen.
y)

+ p (q

d&

dz

dy

Any

As an example take zp (x +

Then

z2

p)

and a

do for <, and

will

= 0. Then

Charpit's equa-

tions are

dp

dx

dq

-zp+p*(x

y)

dz

dv_

-P
How

to

combine these so as

stitution z

= e2/ p =

new

equation.

is

the

dp _&<?__

The

first

e z 'p', q

For

to get a solution is not very clear.

e z 'q'

be

made

in the equation.

this Charpit's simultaneous

dx

dy

is

dz

__

two equations give at once the solution dp'

-fa,

system

Suppose the sub

Then

= dq' or qf = p' +

dz'

a.

Solving

MORE THAN TWO VARIABLES

Then
is

= log(a + x + y) 4-

ay

+&

or

\ogz

275

= log(a + + y) 4-

ay

+6

a complete solution of the given equation. This will determine the general
by eliminating a between the three Equations

integral

= #w+*(a + x + y),

= (y + /'(a))(a + x + y) + 1,

b =/(a),

where /(a) denotes an arbitrary function. The rules for determining the singular

=
but it is clear that the surfaces in the complete solution cannot be tangent to the plane z = and hence the result z = must be not a singular
solution but an extraneous factor. There is no singular solution.
solution give z

The method
than the

of solving a partial differential equation of higher order

to reduce it first to an equation of the first order and

first is

then to complete the integration. Frequently the form of the equation

will suggest some method easily applied. For instance, if the derivatives of lower order corresponding to one of the independent variables
are absent, an integration may be performed as if the equation were
an ordinary equation with that variable constant, and the constant of
integration may be taken as a function of that variable. Sometimes a
change of variable or an interchange of one of the independent variables
with the dependent variable will simplify the equation. In general the
solver is left mainly to his own devices. Two special methods will be
mentioned below.
117. If the equation is linear with constant coefficients and all the
derivatives are of the same order, the equation is
( O

D;

Methods

+ v^- ^, +
1

like those of

a (Dx

+ ^w/w- +

is

J>;)*

= R (*,

y)-

(22)

95 may be applied. Factor the equation.

- <*&) (Dx - aj),)

Then the equation

each of which

(Dx

- anDy) z = R (x,

y).

(22>)

reduced to a succession of equations

linear of the first order (and with constant coefficients).

Short cuts analogous to those previously given may be developed, but
is

will not be given.

If the derivatives are not all of the

same order but

the polynomial can be factored into linear factors, the same method will
apply. For those interested, the several exercises given below will serve
as a synopsis for dealing with these types of equation.
There is one equation of the second order,* namely

* This
tions

is

one of the important differential equations of physics

in Chap. XX.

and methods of treating them are discussed

other important equa-

DIFFERENTIAL EQUATIONS

276

which occurs constantly in the discussion of waves and which has therefore the name of the wave equation. The solution may be written down
by inspection. For try the form

u (x,

y, s, *)

= F(ax + by + cz

Vt)

+ G (ax +by + cz +

Substitution in the equation shows that this is a solution

a
c? a- 1 holds, no matter what functions
j
and G

a2

if

Vt).

(24)

the relation

may be. Note

that the equation

+ by + cz - Vt =

ax

+ tf + c = 1,

a2

0,

the equation of a plane at a perpendicular distance Vt from the origin

along the direction whose cosines are a, b, c. If t denotes the time and
is

if

the plane moves

F(ax + ly +
u will remain

origin with a velocity F, the function

;

of
is

away from the

= F(0) remains constant and if G = 0, the value

J7)
constant. Thus u = F represents a phenomenon which

cz

constant over a plane and retreats with a velocity V, that is, a plane
In a similar manner u
G represents a plane wave approaching

wave.

the origin. The general solution of (23) therefore represents the superposition of an advancing and a retreating plane wave.

To Monge

is

due a method sometimes useful

of the second order linear in the derivatives

Let

Rr

-f

S*

r,

Tt

in treating differential equations

t

it is

known

as Mongers method.

=V

(25)

be the equation, where I?, S, T, V are functions of the variables and the derivatives
p and q. From the given equation and

dp
the elimination of r and
*

and

(Rdy*

rdx

Sdxdy

Tfa*)

this will surely be satisfied if the

Rd\p
can be

Sdxdy

Tdx*

satisfied simultaneously.

dy

- A (x,

dq

sdy,

= sdx +

tdy,

gives the equation

y, *,

Tdxdq

- Vdxdy) = 0,

two equations

Rdydp + Tdxdq

0,

The

P, q) dx

- (Rdydp +

first

may

0,

dy

- Vdxdy =

(25')

be factored as

- /2 (,

y, z, p, q)

dx

0.

(26)

The problem then is reduced to integrating the system consisting of one of these facX
tors with (25 ) and dz =pdx + qdy, that is, a system of three total differential equations.
If two independent solutions of this system can be found, as
"i fa V,

then u t

*,

P, Q)

Ci,

uz (x,

y, z, p, q)

= C2

= * (w2 ) is a first or intermediary integral of

the given equation, the general

integral of which may be found by integrating this equation of the first order. If
the two factors are distinct, it may happen that the two systems which arise may
both be integrated. Then two first integrals u = *
t
(w2 ) and v l =
(u 2 ) will be found,
and instead of integrating one of these equations it may be better to solve both for
p and q and to substitute in the expression dz = pdx -f qdy and integrate. When,

however,

it is

not possible to find even one

first integral,

Monge's method

fails.

MORE THAN TWO VARIABLES

As an example

(x

take (x
(x

2/)d2/

and

(x

-f

y) (r

t)

+ y)dx* =

4 p. The equations are

or

dx

dy

dy

0,

+ dx =

(x + y) dxdg + Apdxdy = 0.

dydp

y)

27T

(A)

dx = may be integrated at once to give y

second equation (A) then takes the form

Now

the equation dy

+ 4 pdx - 2xdq + C^dp - dg) =

= (p + g)dx in this case, we have by

2xdp
but as dz

pdx

-f

qdy

+ pdx)

2 (xdp

Hence
a

first integral.

dx

(xd</

(2x+C 1 )(p-g) + 2 =
(x + y) (p

or

is

This equation

is

g)

22

(x

y)(p

= $ (y

2x

-f

2 dz

- g) + 2z = Oa

(27)

K^

dz

l '

j(2,--x)-2z

-'

combination

x)

an ordinary linear equation in z and

+ y)zef-' +

dx

=
(x

dq)

C^.

The

and may be integrated by

linear

x.

The

*(A%

- 2x) - 2

integration gives

2a

/*

Hence

or

C\ (dp

or

is

(7

dz

dy
x

This

qdx)

= x -f

6^1

/^

i'

c^i*^

2x)dx

JT2

has been replaced by x + y

the general integral of the given equation when
l
after integration,
an integration which cannot be performed until * is given.
The other method of solution would be to use also the second system containing
instead of dy
dx
0. Thus in addition to the first integral (27) a
dy + dx
is

second intermediary integral might be sought. The substitution of dy + dx = 0,

y + x = C l in (A) gives 6\ (dp -f dq) + 4pdx = 0. This equation is not integrable,
because dp -f dq is a perfect differential and pdx is not. The combination with

= pdx + qdy = (p q) dx does not improve matters* Hence it is impossible to

determine a second intermediary integral, and the method of completing the
solution by integrating (27) is the only available method.
dz

Take the equation ps

qdy

pdxdy

qr

= 0.

or

dy

Here

S=p,R=q, T = V = 0.

= 0,

pdx

qdy

Then

=
= pdx +

and

qdydp

are the equations to work with. The system dy = 0, qdydp = 0, dz

qdy,
and the system pdx + qdy
0, qdydp = 0, dz = pdx + gdy are not very satisfactory
for obtaining an intermediary integral u^ = * (w 2 ), although p = <(z) is an obvious
solution of the first set. It is better to use a method adapted to this special
equation. Note that

and

By(ll),p.l24,

and

=-j
w/s

gives

=-

then

=-ff(y)dy

cy

+ *(z)

DIFFERENTIAL EQUATIONS

278

EXERCISES
1.

Integrate these equations

(a)
(d)

+ q* = 2x,
pq=px + qy,

p*

+ 9) = qz,
=
()P (* + ^) 2
(ic)

Show

(p

(e)

&+g

(\)

y (p

= pz,
= x + y,

q*)x

(0)

xp(l

- 1) = x2p 2

(o)pz = l +

2.

and discuss the singular

solution:

(p

(f)

xp

(/*)

* 2 (p 2

qy)

= 1,

- 2zp + xy = 0,
+

(ir)z-pq = 0,

q*,

q)(px

(y)

= c2
1)
=
x
q

(p)

that the rule for the type of Ex. 13, p. 278, can be deduced by Charpit's
about the generalized Clairaut form of Ex. 15 ?

How

method.

For the solution of the type/^x, p)

3. (a)

/1 (x,p)=/2 (y,
= ^(x, a), q = g2 (y,

= /2
= a,

(2/, (?),

the rule

is

Set

</)

and solve for p and q asp

(/3)

For the type F(z, p,

g)

the rule

dz \

dz

is

= * (z

the complete solution

Set JT

=x+
,

for

a)

'

is

ay, solve

av ' andlet

dz

the complete solution is x + ay + 5 =/(z, a). Discuss these rules in the light of
0. Is there any
Charpit's method. Establish a rule for the type JF^x + y, p, q)

advantage in using the rules over the use of the general method

Assort the exam-

ples of Ex. 1 according to these rules as far as possible.

4.

What is obtainable for partial differential equations out of any characteristics

may be present ?

of homogeneity that

5. By differentiating p =/(x, y, z, q) successively with respect to x and y show

that the expansion of the solution by Taylor's Formula about the point (x , y , z )
may be found if the successive derivatives with respect to y alone,

are assigned arbitrary values at that point. Note that this arbitrariness allows the
solution to be passed through any curve through (x , y , z ) in the plane x = x
.

6.

Show

that F(x, y,

z,

__

p, q)

= _^ = J?L =

satisfies Charpit's

equations

dp

dq
'

is an auxiliary variable introduced for symmetry.

Show that the first
three equations are the differential equations of the lineal elements of the cones of
Ex. 6, p. 272. The integrals of (28) therefore define a system of curves which have
= passing through each of their lineal tana planar element of the equation

where u

gential elements.
variables,

with the

and

if

be integrated and the results be solved for the

the constants be so determined as to specify one particular curve
If the equations

initial conditions

= x(w, x

yQ , z

PO, qQ ),

= y(-

),*

then

= *()

j>

=#(),

= ?()

MOKE THAN TWO VARIABLES

279

Note that, along the curve, q =/(p) and that consequently the planar elements
mentioned must lie upon a developable surface containing the curve ( 67). The
curve 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

their lineal tangential elements satisfied the equation ; but here it is only those
planar elements which constitute the characteristic strip that satisfy the equation.
What the complete integral does is to piece the characteristic strips into a family

of surfaces dependent
7.

By

on two parameters.

(d) s

+ pf(x) = g (y),

(e) ar

8. Integrate these equations

(a)
(5)
(f)
9.

Check the answers

simple devices integrate the equations.

(f)

by the method

tfD*) 2

e*W

10. Prove that

(y)

if

(1

[(Dx

= (n - l)p.
:

- D) z = 0,
= 0,
(y) (DXB$
D
(c) (J%-Dx v -61%)z = Xy
- Z + 2DX + 1) Z = e
(,) (2
z

+ axDv + J aWD^ +

- a^y)*

xr

of factoring

- Dv
0,
03) (Dx
=
D
3D
(&x + x v +2I%)z x+ V
(Dl-U*- 3DX + 3Dv)z = 0,
(D

Prove the operational equations

(a)

= xy,

(Dx

(y)

.)

w
a:*Z>2,)' *] 2

<j>(y

0,

az),

then

where the <\s are all arbitrary functions. This givts the solution of the reduced equaaD y p) m z = ?
tion in the simplest case. What terms would correspond to (Dx
11. Write the solutions of the equations (or equations reduced) of Ex. 8.

Integrate R (x, y
ax) with respect to x and
y to y + ax. Apply this to obtaining particular solutions of
with the aid of any short cuts that are analogous to those of

12. State the rule of Ex. 9 (7) as

in the result change

Ex. 8

(5), (c),

(?;)

Chap. VIII.
13. Integrate the following equations:
(a)
(7)

(D|-J)^ + Dy -l)2;=cos(x + 22/)4.ey,

= sm(x + 2y),
(Z^ + D^ + D -l)

(0)
(d)

l/

+ 2 xys + yH* =
r- t- 3p + Sq =
x2 r2

sin(2x
14.
(a)

q*r-2pqs + p*t =

(f) (&
If

Try Mongers method on these equations

+ cg) 2r - 2(6 +

any simpler method

0,

eg) (a

(0)

of the second order

r- a2 * = 0,

+ cp)s +

(a

is available, state

cp)t

what

(7) r

= 0,

it is

(n) r

and apply

+s= + kaH = 2as.

it also.

DIFFERENTIAL EQUATIONS

280

that an equation of the form Rr + Ss + Tt + U(rt

sarily arises from the elimination of the arbitrary function from
15.

sa )

Show

= V neces-

Note that only such an equation can have an intermediary integral.

16. Treat the more general equation of Ex. 15 by the methods of the text and
thus show that an intermediary integral may be sought by solving one of the systems

Udy -f \Tdx + \Udp

Udx + \Rdy + \Udq
dz

= pdx +

where X t and

bs

ci

\Rdy + \Udq =
Udy + X2 Tdx + \Udp =
dz = pd + qdy,
Udx

qdy,

are roots of the equation

17. Solve the equations

(7) ar

= 0,
= 0,

2
(a) s

+ e(rt - 52 = ^,
)

-f

\*(RT + ^F) '+ X^/S

t

ri

(8)

0,

xqr +

17 2

0,
0,

= 0.

rt = a 2
- ri) =
+
ypi
xy(s*

2
(0) s

PART

INTEGRAL CALCULUS

III.

CHAPTER XI
ON SIMPLE INTEGRALS
a parameter. Consider

118. Integrals containing

<

(a)

f(x

a) dx,

(1)

a definite integral which contains in the integrand a parameter

the indefinite integral is known, as in the case
cos

axdx

= - sin ax,
a

jf

cos

axdx

= - sin ax
a

a.

If

seen that the indefinite integral is a function of x and a, and that

the definite integral is a function of a alone because the variable x
disappears 011 the substitution of the limits. If the limits themselves

it is

depend on

a, as in

the case

cos

axdx

= - (sin a

sin ax

sin 1),

the integral is still a function of a.

In many instances the indefinite integral
in (1) cannot be found explicitly and
becomes necessary to discuss the

<

then

conti-

and integration of the

nuity, differentiation,

function

it

(a) defined

by the integral with-

out having recourse to the actual evaluation

of the integral; in fact these discussions

may

be required in order to effect that

Let the limits x and xl be taken

evaluation.

^ ^

x xt
as constants independent of a. Consider the range of values x
for x, and let aQ si a si a1 be the range of values over which the function

<f>

the surface

z=f(x,

The function f(x,

a) may be plotted as
a) over the rectangle of values for (x, a). The
281

(a) is to be discussed.

INTEGRAL CALCULUS

282
value

<f>

of this

(<*;)

=a
=a

when a

of the function

tinuous,

tolerably clear that the area

it is

The function

^()

is

then the area of the section

is

surface made by the plane a

continuous iff(x, #)

If the surface f(x, a) is conwill be continuous in a.

$ (a)

continuous in the two varies

is

lies (x, a)

To

discuss the continuity of

(a

Now

Aa)

(a)

(a) will be continuous

form the difference

(a)

= C *\f(x, a + Aa) - /(x,

JxQ

the difference

if

(a

a)] dx.

Aa)

(or)

(2)

can be made as

small as desired by taking Aa sufficiently small. If /(x, y) is a continuous function of (x, y), it is possible to take Ax and Ay so small that the difference
\f(x

for

all

points

(x,

Ax, y

-f

Ay) -/(x, y)|

y) of the region over

<

in particular if /(x, a) be continuous in (x,

sible to take Aa so small that

Hence

|/(x,

for

values of x and a.

all

|0(a

Aa)

- 0(a)| =

|
I

a + Aa) -/(x,

a)|

(65), p. 25,

f Vfo a

4-

J *t

|Ay|

5,

<

continuous (Ex.
2/)
over
the rectangle,
a)
is

< e,

Hence, by

<

Ax|

which /(x,

it is

pos-

<8

|Aar|

Aa) -/(x, a)]dx

3, p. 92).

< f %<Zx = e(x t - x

).

*>*

It is therefore proved that the function 0(a) is continuous provided /(x, a) is conx ) may be made as small as desired
tinuous in the two variables (x, a); for e(x t

may be made as small as desired.

As an illustration of a case where the

if e

^ v();

adx
I

^
2

Here the integrand

= xtan- 1
,

fails to

condition for continuity

cot-ia

if

be continuous for

(0,

and

9* 0,

0); it

violated, take

is

(0)

becomes

= 0.

infinite

when

a) == (0, 0) along any curve that is not tangent to a = 0. The function (a) is
defined for all values of a i= 0, is equal to cot- 1 a when a 7* 0, and should there(x,

fore be equal to \ir

when a =

if it is

to be continuous,

whereas

it is

equal to

0.

The importance
clear.

of the imposition of the condition that /(x, a) be continuous is

It should not be inferred, however, that the function 0(a) will necessarily

be discontinuous when /(x, a)

dx

fails of continuity.

For instance

= = -(VoTT--Va),
fa + x 2
1

0(0)

1
= i.

This function is continuous in a for all values a^O; yet the integrand is discontinuous and indeed becomes infinite at (0, 0). The condition of continuity
imposed on /(x, a) in the theorem is sufficient to insure the continuity of 0(a)
but by no means necessary ; when the condition is not satisfied some closer examination of the problem will sometimes disclose the fact that (a) is still continuous.

In case the limits of the integral are functions of

a, as

otsaaot,

(3)

ON SIMPLE INTEGRALS

283

will surely be continuous if f(x, a) is continuous

o: , a
a1 and the curves
over the region bounded by the lines a

the function

^ (a)

= g (a), x = ^(tf), and if the functions g (a) and g^a) are continuous.
Q

For

in this case

- 4>(a) =

g.

(a

4-

)d* =

Y(z,
Xo.fa)
()

/(as,

'P

g*(a)

-o()

The

absolute values

grals reduced

where

and

hy

may

he taken and the inte-

(65), (OS"), p. 25.

ft are values of

x between g and

gr

Agr

and

and

+ Ag r By
may be made

gr t

^ (a)
taking Aa small enough, g^(a + Aa)
g^a) and gr (a + Aa)
as small as desired, and hence A0 may be made as small as desired.

To

find the derivative of a function <(#) defined by an integral

a
containing parameter, form the quotient

119.

/0!()

f(X &)dX\,

Jg^oc)

+ tob-ffaa)^

r*

ffr,

<*

Ao:

+
JC

Ao;

The transformation is made by (63), p. 25. A further reduction may

be made in the last two integrals by (65 ), p. 25, which is the Theorem
r

of the

Mean

p. 10).

*=

and the integrand of the first integral may be

Theorem of the Mean for derivatives (p. 7, and Ex. 14,

for integrals,

modified by the

Then
*

jf
*"

examination of this work shows that the derivative <l> (oi)

exists and may be obtained by (4) in case/^ exists and is continuous
critical

INTEGRAL CALCULUS

284

in (x, a) and ^ (a), ff^a) are differentiable. In the particular case that
the limits g^ and gl are constants, (4) reduces to Leibniz* s Rule

da

of a function defined by an integral

by differentiating under the sign of
may
integration. The additional two terms in (4), when the limits are variable, may be considered as arising from (66), p. 27, and Ex. 11, p. 30.

which

states that the derivative

with fixed limits

be obtained

This process of differentiating under the sign of integration is of

frequent use in evaluating the function </> (a) in cases where the indefinite integral of /(,r, a) cannot be found, but the indefinite integral of

For

f'a can be found.

if

Now

as a function of a
an integration with respect to a will give
with a constant of integration which may be determined by the usual
method of giving a some special value. Thus
<

/* 1

<t>(a)=

-7-

da

But

<(0)

Hence

<(#)

lo S*

dx,

da

Jo

t7!

'-:
}

dx

Jo
/! x
I

Jo

<f>(a)

-f- JL

= C
=

dfL

j[

Jo

Hence

<x

il

=
J

Sx

and

dx

= locf

<(0)

Cor

In the way of comment upon this evaluation

fog x

dx

SX

= C
I

x adx.

Jo

= log ( + !) + C.

= log 1 + C.

+ 1).
it

may be remarked

that the func-

a
tions (x*
l)/logx and x are continuous functions of (a, a) for all values of x in
x =i 1 of integration and all positive values of a less than any
the interval

a =i K. The conditions which permit the differenassigned value, that is,

tiation 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
method

of evaluation cannot therefore be applied without further examination.

1 T and it would be
of fact 0(a) = log (a -f- 1) is defined for

a>

As a matter

natural to think that some method could be found to justify the above formal
evaluation of the integral when
l<tt=JT (see Chap. XIII).

To

illustrate the application of the rule for differentiation

functions of a, let

it

when

the limits are

be required to differentiate

logx

da

Ja

log a

-a

<*"-!
_
log

ON SIMPLE INTEGRALS

285

or

da

-ML

or

loga

This formal result is only good subject to the conditions of continuity. Clearly a
must be greater than zero. This, however, is the only restriction. It might seem at
first as though the value x = 1 with log x =
in the denominator of (x*
I)/ log x
would cause difficulty but when x = 0, this fraction is of the form 0/0 and has a
finite value which pieces on continuously with the neighboring values.
;

The next problem would be to find the integral of a function

defined by an integral containing a, parameter. The attention will be
restricted tfo the case where the limits x and x l are constants. Consider
120.

the integrals
&

r
I

<f>

(a)

da

*J ffn

r*i

-I

*J <Xn

/(a?, a)

dx da,

*SJTn

where a may be any point of the interval # s a

which <t>(a) is treated. Let

=i a^ of values

over

rx ra
*

$(<*)=
r*i

Then

*'()=/

-^-

JTO

JaQ

f(x, a)da-dx.

r
I

J*o

f(x, a)da*dx

Jo

rx

f(x, a)dx

= <f>(a)

A>

and by (66), p. 27; and the differentiation is legitimate if f(x> a)

(4'),
be assumed continuous in (,x, a). Now integrate with respect to a. Then

by

But

^>(o:

)=

r
f*' \

*()=

^o

f*
.

Hence, on substitution,

0.

f* a

f(x,a)da-dx=

r* a

4>(a)da=

*^ao

"^o

Hence appears the

*^*o

f*
-

x\

f(x,d)dx-da.

(5)

^o

rule for integration, namely, integrate under the

The rule has here been obtained by a trick from

sign of integration.
the previous rule of differentiation; it could be proved directly by
considering the integral as the limit of a sum.
It is interesting to note the interpretation of this integration
figure, p. 281.

As <()
is

is

on the

the area of a section of the surface, the

the infinitesimal volume under the surface and

product ^(a)da
included between two neighboring planes.

The integral of <(a) is

*
under the surface and boxed in by the four
therefore the volume
* For the " volume of a solid with parallel bases and variable cross section " see
35 with Exs. 20, 23 thereunder.
10, p. 10, and

Ex.

INTEGRAL CALCULUS

286

of
# , a?
ar
a=&a, x
,
r The geometric significance
planes a
of
as
the reversal of the order
integrations,
x
F= C

r*\
f(x, a)da-dx

J*Q

J**

r*i

rx

Ja

f(x, a)dx-da,

J*Q

merely that the volume may be regarded as generated

section
cross
a
moving parallel to the gar-plane, or by one moving
by
is

in this case

parallel to the #-plane, and that the evaluation of the volume may
be made by either method. If the limits x and x l depend on a, the

cannot be found by the simple rule of integration

of
under the sign
integration. It should be remarked that integration
under the sign may serve to evaluate functions defined by integrals.
integral of

As an

<f>(a)

under the sign in a case where the method leads

which may be considered as evaluated by the method, consider

illustration of integration

to a function

C xdx
^
'
0(a)=
V

Jo

/ b

But

t/a

*(a)da

a+

/0

'

Ja

/!/&xda

C f(a)da=
C -^- =
V
Jaa l

dx

/ 1

/war

or

ss b

dx

/0 lOffX <r=a

t/a

log
5

= f
t/o

cfe.

Hence
In this case the integrand contains two parameters a, 6, and the function defined
is a function of the two. If a = 0, the function reduces to one previously found.
It would be possible to repeat the integration. Thus

l^ =
/.I

/.ar

/
Jo

Jo
This

is

g(a +

(a

l)da

= (a + 1) log (a +

1)

or.

/* ix^
x ar_l
da.dx=l

Jo

logx

new

flog
/o

1),

logx

form. If here

be set equal to any number, say

then

(logx)

1,

way there has been evaluated a definite integral which depends on no

parameter and which might have been difficult to evaluate directly. The introduction of a parameter and its subsequent equation to a particular value is of frequent uae
In this

in evaluating definite integrals.

EXERCISES
1.

Evaluate directly and discuss for continuity,

/! a*dx
/!
dx
_.
Jo

-*T*'

=i 1:

<

Jo

2. If /(x, a, j3) is a function containing two parameters and

the three variables (x, a, /3) when x = x
a: =i a: , /3
xt , a
1

/(x, a, /3)dx

0(tf,

/3)

is

continuous in (a,

/3).

is

continuous in

^ ^
j8

/3 t

show

ON SIMPLE INTEGRALS
3. Differentiate

and hence evaluate and

/**

(a)

TT

_2acosx +
4.

tan-*

(ft

Jto,n~ *&

^0

r *x=#*
2

x
dx,

(7)

Jax

(X.

dx.

Extend the assumptions and the work of Ex. 2 to find the partial derivaand 0op and the total differential d0 if xV and x,L are constants.

tives 0't*

6.

)*,

-tanorxdx,

(a)

'

Vl

log

Find the derivatives without previously integrating

x.rfn-1*!

5.

state the valid range for

1 4-

+ a cos x) dx =

log (1

Jo

287

ft

Prove the rule for integrating under the sign of integration by the direct
of treating the integral as the limit of a sum.

method

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 ?

g (x a)

8.

Note that the integral

com-

/(x, a) dx will be a function of

xn

(x,

a).

Derive

formulas for the partial derivatives with respect to x and a.

r ax

9. Differentiate

10. Integrate

(a)

sin (x

da Jo

a) dx,

/*A/JC
I

(ft

x2 dx.

dx Jo

under the sign and hence evaluate by subsequent differentiation

TT

(a)

C x*logxdx,

(ft

Jo

f 2 xsinorxdx,

f xsec2 axdx.

(7)

Jo

Jo

11. Integrate or differentiate both sides of these equations

1

toshow

dx

IT

/**
I

f)

/
/

Jo

e- ax sin raxdx
dx

+x

771

a2 + m2

TT

Va2
~
sin ira

/ oo

to

show

/
I

7r

<*#___

/Sa?

dx

-,

(^

dx = tan- 1

cosx)

log

t/o

cosx

cosx

Jo

/g

?:!

1 -f

j8

-|-m

rv

dx

Jo

1,
= -l

xcscmx

Jo
,

a!

xsecmx

Jo

to find

--

1-3-

TT

/e-_e-0

i
toshow

to find

Jo

cosx

'

T* e-^cosmxdxrr^
a2 +
Jo
I

dx

Jo

Jo

(1 -f *)

tan- 1 -

dx.
r
logx

Note that in (ft-(5) the integrals extend to infinity and that, as the rules of
the text have been proved on the hypothesis that the interval of integration is
this will be
finite, a further justification for applying the rules is necessary
;

treated in Chap. XIII, but at this point the rules

without justification.

may

be applied formally

INTEGRAL CALCULUS

288
12. Evaluate

by any means these

(a)

C
Jo

Va

integrals

x 2 cos-i

- dx =

<r

log

Jo
/

(5)'
V

xe

Jo

cos2 x

2
2 sin 2

- aa? cos flxdx

H

<T

a+
Mog a -

fl

-f

x dx
--=

2 2
/3 )

ir

&

sin- 1 -i

& sin
si x sin a/

/i

= TT lo

dx

x)

& sin

\4

~ -2

2
(

/* 2

(e)

>

Jo

(tf

+ -},
(~
4/
\16
t

cosx
(7)

<x

b<a,

fccosx)

Jo

cosx

/!
((9)

a+l

log/(x)dx=

/
t/0

It is familiar that

121. Curvilinear or line integrals.

= C ydx= C

A
is

/(a?)rfa

*/a

fc/a

the area between the curve y=/(.r), the .r-axis, and the ordinates
b.
The formula may be used to evaluate more complicated
x

= a,

For instance, the area between the parabola y2

8
cubical parabola if = x is

areas.

x^dx

t/O

x^dx

ycfo

P/0

*/0

= x and the

semi-

ydiK,

5/0

and S denote that the

in the second expression the subscripts
semicubical
and
for
the
evaluated
are
parabola. As
integrals
parabola

where

a change in the order of the limits changes the sign of

the integral, the area may be written

r0

xl

ydx

pJo

and

is

/!

/-<)

ydx =

pJi

sJi

ydx

ydx,

sJo

the area bounded by the closed curve formed

of the portions of the parabola and semicubical parabola from

to 1.
In considering the area bounded by a closed curve it is convenient to

arrange the limits of the different integrals so that they follow the curve
in a definite order. Thus if one advances along P from
to 1 and re-

S from

1 to 0, the entire closed curve has been described

in a uniform direction and the inclosed area has been constantly on the

turns along

right-hand side; whereas

if

one advanced along S from

to 1

and

ON SIMPLE INTEGRALS

289

returned from 1 to

along P, the curve would have been described

in the opposite direction and the area would have been constantly
on the left-hand side. Similar considerations apply to more general

and lead to the definition If a closed curve which

nowhere crosses itself is described in such a direction as to keep the
closed curves

inclosed area always upon the left, the area is considered as positive
whereas if the description were such as to leave the area 011 the right,
;

would be taken as negative. It is clear that to a person standing in the

inclosure and watching the description of the boundary, the description would appear counterclockwise or positive in the first case ( 76).
it

In the case above, the area when positive

ydx

LsJo

where in the

last

= ~~

ydx

pJ\

integral the

is

symbol

ytlx

(6)

Jo

denotes that the integral

be evaluated around the closed curve by describing the

curve in the positive direction. That the formula holds

is

Y 4^-\

to

'

for the ordinary case of area under a curve may be

verified at once. Here the circuit consists of the con-

ABB A'A. Then

1

tour

p
I

ydx

The

first

ydx

JA

Jo
because x

pB
I

pR'

ydx

Jn

integral vanishes because

is

constant and dx

p
ydx

It is readily seen that the

J K'

pA
I

J A'

ydx.

second and fourth vanish

ydx

p U'

J A'

ydx.

two new formulas

A =

and

xdy

ydx

= 0, the

p A'
I

J K'

Jo

pA'
I

Hence

0.

Jo
also give the area of the closed curve.

Jo

(jcdy

The

ydx)

first is

proved as

(7)

(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
;

has the advantage of symmetry and is particularly useful in finding

the area of a sector, because along the lines issuing from the origin
the previous form with the integrand
dy dx and xdy ydx
y x
last

xdy

is

advantageous when

to the x-axis so that

when

dy

part of the contour consists of lines parallel

the first form has similar advantages
;

parts of the contour are parallel to the y-axis.

INTEGEAL CALCULUS

290

The connection of the

the area

is

A=

then

A=^

rxdr
J

The unit

vector

merely

rxc?r,

-/o

= xi + yj,

if

175)

(p.

= ^ ixdJr,

dA.

and

third formula with the vector expression for

noteworthy. For

= idx + jdy,

dr

= Jk

(xdy

*/O

calls attention to

in the #?/-plane perpendicular to the 2-axis

the fact that the area

and

is

lies

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

PRSP

JPR

JPQRP

JRSP

JRP J

JpQR

QRSP

since the first

and

site directions

along the same line and must cancel. But

is also the sum of the individual areas and hence the

the total area

last integrals of the four are in oppo-

integral around the contour PQRSP must be the total area. The formulas for determining the area of a closed curve are therefore applicable
to such areas as

may

be composed of a

number of areas each

finite

bounded by an oval curve.

If the

contour bounding an area be expressed in parametric form as x =/(),

may be evaluated as

(), the area

'(Q dt

C<f>(t)f'(t)

(ft

= i f [/(O0'(0

(0/'(01 fy

7/

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
"""

^2

...

X2

the line

+x

tx

cuts the curve in the double point at the origin and in only one other point
coordinates of a point on the curve may be expressed as rational functions

= a (I .

*2

)/(l

),

= at (1 - t2 )/(l +

the

2
)

1 to -f 1 the
by solving the strophoid with the line and when t varies from
1 and + 1.
point (x, y) describes the loop of the strophoid and the limits for t are

of

ON SIMPLE INTEGKALS
122. Consider next the

291

meaning and the evaluation of

'

f \P (x, y)dx +

Q,

where

(x, y) dy],

= f(x).

(8)

Ja,b

This is called a curvilinear or line integral along the curve C or y =/(#)

from the point (a, V) to (#, y). It is possible to eliminate y by the relation y =/(#) and write
(9)

/'
t/a

The integral then becomes an ordinary integral in x alone. If the curve

had been given in the form x = /(?/), it would have been better to convert the line integral into an integral in y alone. The method of evaluating the integral is therefore defined. The differential of the integral
be written as

may

f*>V

(Pdx

+ Qdy) = Pdx + Qdy,

(10)

Ja,b

where either x and dx or y and dy may be eliminated by means of the

123.
equation of the curve C. For further particulars see

To

get at the meaning of the line integral, it is necessary to conas the limit of a sum (compare
sider
16). Suppose that the curve
C between (a, V) and (x, y) be divided into n parts, that A.xt and A */f
it

are the increments corresponding to the ith part,

any point in that part. Form the sum

If,

when n becomes

infinite so that Aas

and that (&, ^)

is

and Ay each

as a limit, the sum <r approaches a

approaches
limit
definite
independent of how the individual

increments A,r and

.

point

(,

fy)

is

Ay approach
-

chosen in

its

0,

and of how the

segment of the curve,

then this limit is defined as the line integral

lim

<r

P \P

(x,

y)dx

+ Q (x,

u
AaFi

y) dy~\.

~X

(12)

cJa,b

which gives
to be evaluated along two curves

It should be noted that, as in the case of the line integral

the area, any line integral which

is

which have in common a portion described in opposite directions may

be replaced by the integral along so much of the curves as not repeated
for the elements of a- corresponding to the common portion are equal
;

and

opposite.

INTEGRAL CALCULUS

292

That <r does approach a limit provided P and Q are continuous functions of (x, y)
and provided the curve C is monotoiiic, that is, that neither Ax nor Ay changes its
for a may be written
sign, is easy to prove. For the expression

= f~

f(x) or x

by using the equation y

f *P (x, /()) dx

(y) of O.

f "Q

and

Now

(/-i

as

(y),

y) dy

t/&

t/tt

are both existent ordinary definite integrals in view of the assumptions as to continuity, the sum <r must approach their sum as a limit. It may be noted that this

proof does not require the continuity or existence of /'(x) as does the formula (9).
In practice the added generality is of little use. The restriction to a monotonic
curve may be replaced by the assumption of a curve C which can be regarded as

made up

of a finite

number

of

monotonic parts including perhaps some portions of

C are admissible, but are not

lines parallel to the axes. More general varieties of

very useful in practice (127).

Further to examine the line integral and appreciate

mathematics and physics consider some examples. Let
F(x, y}
be a complex function

C
c/

F(x, y) dz

73).

= C

=c

cJa,
is

y)

+ iY(x,

y)

[A' (*, y)

+ iY(x,

;//)]

utility for

Then
[_dx

+ My]

Ci/a,b

= f
It

= X(x,

its

s^

(Xdx

Ydy)

cJa,

(Ydx

o\

+ Xdtf).

apparent that the integral of the complex function

the

sum of two

complex plane. The value of the integral can be

the
assumption of some definite path (? of integracomputed only by
line integrals in the

tion

and

By

will differ for different paths (but see

definition the work done by a constant force

124).

F acting

on a

particle,

which moves a distance s along a straight line inclined at an angle 6 to

= Fs cos B. If the path were curvilinear and the force
the force, is
were variable, the differential of work would be taken
as dW = Fcos Ods, where ds is the infinitesimal arc
and 6 is the angle between the arc and the force.
HenC6

W = CdW =
J

C
J a* b

Fcos Ods

= f

$*

F.dr,

JiQ

where the path must be known to evaluate the integral and where
the last expression is merely the equivalent of the others when the

ON SIMPLE INTEGRALS

293

notations of vectors are used (p. 164). These expressions

verted into the ordinary form of the line integral. For

F = Xi

and

Fcos 60s

*/

where

= idx + yiy,

f*XiV

W=

and

di

Fj,

rt,

are

(AUc

tXM,

tlie

= Xdx +

Ydy,

FcZy),

?>

components of the force along the axes.

may be given this same

readily seen that any line integral

pretation.

be con-

S*r,y

&

F.eZr

may

It

is

inter-

If
s*x*y

+ Qdy,

Pdx

F = Pi +

form

Qj.

Ja,b
r>x,y

/=

Then

Ja,

To

of

/"-

u2

\2

and

Hence

is

.dr

F-dr

2 di* dt
-

and

dr

mv$

may now

be

= dW.

d2 r

d 2 r dr

2 d

di 2

di

d (-

miA = d W.

\2

80)

Consider

The change of the

action of the resultant force

dP

1 d r dr
1 dr
-- --= --

di2

- m&

momentum

/7'2

=F

dr\
- -1
dt \2 dt dt)

In words

of

/72r

Fcos0ds.
a, 6

for mechanics.

dr
d /I---

or

work and energy

dt*

Then

f**,V
I

momentum and moment

the principles of

added the principle

+ Qdy =

Pdx

f V.dr

di

= W.

Jr

kinetic energy J mv 2 of a particle moving under the

equal to the work done by the force, that is, to the line

integral of the force along the path. If there were several mutually interacting
particles in motion, the results for the energy and work would merely be added as
S J WI)Q S W, and the total change in kinetic energy is the total work
S J mv 2
all tho forces. The result gains its significance chiefly by the consideration
= Fdr, the
what forces may be disregarded in evaluating the work. As d
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
(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 curves
or surfaces). When more than one particle is concerned, the work done by the
mutual actions and reactions may be evaluated as follows. Let ij r2 be the vectors
to the particles and rt
r2 the vector joining them. The forces of action and rec
r2 ), as they are equal and opposite arid in the line
action may be written as
(tj
the
Hence
particles.
joining

done by

of

dW= dW

dW = c (^ - !,)<&! - c (r - r ).dr
2

= c (r t - r2 ).d (r t - r2 =
)

where r 12

when dr12

is

cd [(^

is,

2
,

Now dW vanishes when and only

when and only when the distance between the particles

the distance between the particles.

vanishes, that

- r,,).^ - r2 )] = J cdr?2

INTEGRAL CALCULUS

294

Hence when a system of particles is in motion the change in the

energy in passing from one position to another is equal to the work done by
the forces, where, in evaluating the work, forces acting at fixed points or normal to the
line of motion of their points of application, and forces due to actions and reactions of
remains constant.

total kinetic

may

particles rigidly connected,

be disregarded.

Another important application is in the theory of thermodynamics. If U, p, v

are the energy, pressure, volume of a gas inclosed in any receptacle, and if dU and
dv are the increments of energy and volume when the amount dll of heat is added
to the gas, then

is

dH = dU + pdv,

and hence JJ

the total amount of heat added.

By taking p and v
'

The amount

of heat absorbed

by the system

r
I

dU -f pdv

as the independent variables,

v)dp

will therefore not

depend merely on

the initial and final values of (p, v) but on the sequence of these values between
those two points, that is, upon the path of integration in the pu-plane.

123. Let there be given a simply connected region (p. 89) bounded by
a closed curve of the type allowed for line integrals, and let P (x, y) and
Q (x, y) be continuous functions of (x, y) over this region. Then if the
line integrals

from

(a, V) to (#, y)
y

Pdx

along two paths

(**,y

+ Qdy =

+ Qdy

Pdx

rJa,b

are equal, the line integral taken around the combined path
y

/*<*,&

+
b
Xar,
.

vanishes.

of a curve

This
is

TUx

= p Pdx +
/

I
y

JQ

Qdy

a corollary of the fact that if the order of description

reversed, the signs of A# and Ayt and hence of the line
is

integral are also reversed. Also, conversely, if the integral around the closed circuit is zero, the integrals

from any point

(a, 6)

of the circuit to any other point

(x, y) are equal when evaluated along the

parts of the circuit leading from (, 6) to

two

different

(x, y).

The

chief value of these observations arises in their application to

the case where P and Q happen to be such functions that the line integral around any and every closed path lying in the region is zero. In
this case if (a, ft) be a fixed point and (x, y) be any point of the region,

the line integral from (&, &) 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 hy;

pothesis.

The value

of the integral will therefore not depend at all on

ON SIMPLE INTEGRALS

295

the path of integration but only on the final point

integration is extended. Hence the integral

'x,

y}

dx+Q (x,

extended from a fixed lower limit

must be a function of
This result

may

y} dy\

(a, V) to

(#,

y) to which the

= F(x, y),

(14)

a variable upper limit

(a?, ?/),

(x, y).

be stated as the theorem

The necessary and

suffi-

cient condition that the Line integral

f
Ja,b
/tt,6

a single valued function of (x, y) over a simply connected region

that the circuit integral taken around any and every closed curve in
the region shall be zero. This theorem, and in fact all the theorems on

define
is

line integrals,

may

be immediately extended to the case of line integrals

in space,

P(x,

y,

z)dx

Q(x, y, %)dy

-f

R (x,

y, z)dz].

(15)

Z>

If the integral about every closed path is zero

a fixed lower limit to a variable upper limit

F(x,y) =

so that the integral from

s***y

P (x,

y)dx

+ Q (x, y) dy

Ja,b
defines a function F(x, ?/), that function has continuous first partial
derivatives and hence a total differential, namely,

8F

SF
(16)

To prove

apply the definition of a derivative.

this statement

S*x,V

Pdx
r- = r
hm

GX

Now

A =

AX

Qdy

Pdx

+ Qdy

Jq, 6

r
Inn

independent of the path, the integral to

(x + Ax, y) may follow the same path as that to (x, y), except for
the passage from (x, ?/) to (x + Acr, y) which may be taken along the
and
straight line joining them. Then Ay =
as the

integral

= TZ
-j

Aaj

is

/^x+Aa?,y

/
**^Jx,
y

P(*,y)**~-r-P(,
***

INTEGRAL CALCULUS

296

by the Theorem of the Mean of (65 ), p. 25. Now when Ax == 0, the

intermediate between x and x + A# will approach x and P ( y)
value
will approach the limit P(;r, y) by virtue of its continuity. Hence
AF/Ax approaches a limit and that limit is P (x, y) = dF/dx. The other
derivative is treated in the same way.
If the integrand Pdx + Qdy of a line integral is the total differential
dF of a single valued function F(x, <y), then the integral about any closed
circuit is zero and
;

dF =

+ Qdy =

C"

- F(n,

F(sr, y)

(17)

I).

-/a, b

isa,
sa, b

If equation (17) holds, it is clear that the integral around a closed path
will be zero provided F(x, y) is single valued; for F(JT, //) must come

back to the value F(a, b) when (.*, y) returns to (a, b). If the function
were not single valued, the conclusion might not hold.

To prove

the relation (17), note that by definition

fdF fPdx + Qdy

and

AF,

= P (fc,

,,.)

=
limjj

Ax/

+ Q (&,

[P(fe,
>?/)

n,)

A* +

A*

A</<

Q(f,,
-f e 3

m)^}

A#,

are (quantities which by the assumptions of continuity for P and Q

be
made
uniformly ( 25) less than e for all points of the curve provided Ar
may
and Ay are taken small enough. Then

where

et

and

e2

and since 2AF,- = F(x,

and that limit is

F(a,

y)

the

6),

limV

^^r

[P.-AA-

+ Q A2/ =
t

'

sum ^P,Ax +
f

*Pdt

Qdy

(^-Aft

= F(x,

y)

approaches a

F(a,

limit,

b).

/a,6

EXERCISES
1.

Find the area of the loop of the strophoid as indicated above.

from (6), (7), the three expressions for the integrand

which give the area of a closed curve in polar coordinates.

2. Find,

grals

of the line inte-

3. Given the equation of the ellipse x = a cos i, 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 minor
axis and cutting the ellipse at a point whose parameter is , also the area of a sector.

4. Find the area of a segment and of a sector for the hyperbola in

form x = a cosh y = 6 sinh t.

its

parametric

5.

3
Express the folium x

-f

3
2/

= Saxy

in parametric

form and

find the area of

the loop.
6.

What

area

closed curve r

is

given by the curvilinear integral around the perimeter of the

in the case of the lemniscate r2 = as cos20

= asin3 i0? What

described as in making the figure 8 or the sign

oo ?

ON SIMPLE INTEGRALS
7.

Write for y the analogous form to

= (w, v), y = ^ (u, v) the area

8.

Compute these
/!,

(a)

x*ydx

y dy,

or

that in curvilinear

is

line integrals along the paths assigned

Show

for x.

(9)

coordinates x

297

=x

or

y8

=x

or

and

= x2

/o,o

/!,!
(/3)

(x

y)dx

(x

-{

y )dy,

=x

or

j/

= x2

/o,o
/

(7)

c, 1 7*

-dx

/i, o

5)

dy,

x sin ydx

/
/o, o

=x

iy)dz,

(x

or

y cos xdy,

4~ *

XI o

= logx

2/

= rax

or

= e,

or

and

and

=1

or

= y,

y
y

and

= 1,

f)

9.

figure

10.

2= i
(

Show

x2 ~~ (1

that

XV

*)

fPdx

that

2
)

quadrant or straight

- C VP2 +

<J*

line.

cos^ds by working directly with the

of vectors.

number

circuit is divided into a

any

if

Q&y

4-

and without the use

Show

of circuits

by drawing

as in a figure on p. 91, the line integral around the original circuit is

equal to the sum of the integrals around the subcircuits taken in the proper order.

lines within

it,

11. Explain the

method

of evaluating a line integral in space

1.1

xdx

Xi,
/ ^t
(ft)

2 ydy

-f

y.

ylogxdx

y*dy

/i, o, i

12.

Show

that

zdz,

fPdx + Qdy

= x,

~dz,

4-

z2

=x

1,

or

= x2

and evaluate

= z = x,

or y

logx,

= x.

=CVl** + y2 + #2 costfds.

IMz

13. A bead of mass

strung on a frictionless wire of any shape falls from one
point (x y z ) to the point (x t , y t , Zj) on the wire under the influence of gravity.
Show that my (z
z t ) is the work done by all the forces, namely, gravity and
,

the normal reaction of the wire.

14. If x

=/(Oi y

= 0(0> and/
V(x,

y)cit

^),

(/'(J)

Q(x,

be assumed continuous, show

2/)d|/

= f YP + Q
J
/*
\

where f(t

a and

gr

6.

(it

Note that this proves the statement made on page 290

a line integral. The theorem is also

in regard to the possibility of substituting in

needed for Exs. 1-8.

15.

d<f>

Extend

to line integrals (15) in space the results of

123.

16. Angle as a line integral. Show geometrically for a plane curve that
cos(r, n)ds/r, where r is the radius vector of a curve and ds the element of

INTEGRAL CALCULUS

298

the angle between the radius produced and the normal to the curve,
(r, n)
the angle subtended at r =
by the element ds. Hence show that

arc and
is

r cos (r,

r -1 dr ,
r d log r
(to=
j2J/ rdn
J
dn

n)
^^(fc=

0= J/

where the integrals are line integrals along the curve and dr/dn is the normal
subtended by the curve at r = 0. Hence infer that
derivative of r, is the angle

r
JQ dn

or

<fe

=o

or

is within the curve or outside the curve or upon

according as the point r =
the curve at a point where the tangents in the two directions are inclined at the
angle
(usually TT). Note that the formula may be applied at any point (, ty) if
2
2
is a point of the curve.
What would the inter8 = ({
x) -f (n
y)' where (#, y)

gral give

17.

if

applied to a space curve ?

Are the

line integrals of

as those in the text, or are they

Ex. 16 of the same type

Compute

(a)

Q(x, y)dy

Cf

165.

/ o, i

(x

-f

more intimately associated with the curve

/ o, i

18.

f P(x, y)dx

y)ds,

xyds along a right

(ft)

/i, o

i,

line,

along a quad-

rant, along the axes.

124. Independency of the path. It has been seen that in case the
integral around every closed path is zero or in case the integrand

Pdx

+ Qdy

is

differential, the integral is

a total

path, and conversely. Hence

*'

Pdx

dF
Qdy.

then

a, 6

d2 F

SQ

ana

Q Q

independent of the

if

-r-

ox

dP

= P,

-r-

vu
t/

dP

dP

dQ

^y

cy

ox

= Q.

provided the partial derivatives P'y and Qfx are continuous functions.*
It remains to prove the converse, namely, that
If the two partial
:

derivatives

P'y and Q'x are continuous and equal, the integral

Qdy

with

P'y

Q'x

(18)

Ja,b
is

independent of the path,

Pdx + Qdy is
To show that
a

if

P'y

is

zero

around a closed path, and the quantity

total differential.

the integral of

Pdx

= Qx, consider first a region R

Qdy around a

closed path
(x, y) of

such that any point

is

zero

it

may

* See 52. In particular observe the comments there made relative to differentials
which are or which are not exact. This difference corresponds to integrals which are
and which are not independent of the path.

ON SIMPLE INTEGRALS
be reached from

(a, b)

by following the

lines

y=

299
b

and x

= x.

Then

define the function F(x, y) as

F(x,

y)=

P(x, fydx

Ja

Now

for all points of that region R.

=Q

>

= p(?> ^ +
L

tf>

~ii;

But

Jb

"

fQ

(Xj

^ dy

This results from Leibniz's rule

since

Qx is

Then

of
119, which may be applied
from
and
the assumption Qx = p'r
by hypothesis continuous,

SF
-^

- P(x,

b)

+P(x,

(4')

y)

- P(x,

1}

= P(x, y).
+

follows that, within the region specified, Pdx

Qdy is the
defined
Hence
by (19).
F(x, y)
along
any closed circuit within that region R the integral of Pdx
Qdy is
the integral of dF and vanishes.

Hence

it

total differential of the function

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
within the region over which P'y and Qx are equal continuous functions of (x, y).
As the path lies wholly within R it is possible to rule R so finely that any little
rectangle which contains a portion of the path shall lie wholly within R. The
reader may construct his own figure, possibly with reference to that of 128, where
a finer ruling would be needed. The path C may thus be surrounded by a zigzag
line which lies within R. Each of the small rectangles within the zigzag line is a
region of the type above considered and, by the proof above given, the integral
around any closed curve within the small rectangle must be zero. Now the circuit
C may be replaced by the totality of small circuits consisting either of the perimeters of small rectangles lying wholly within C or of portions of the curve C and
portions of the perimeters of such rectangles as contain parts of C. And if C be so
replaced, the integral around C is resolved into the sum of a large number of integrals about these small circuits for the integrals along such parts of the small
It

integral

circuits as are portions of the perimeters of the rectangles occur in pairs with oppois any circuit within R.
site signs.* Hence the integral around C is zero, where

Hence the integral of Pdx + Qdy from (a, b) to (#, y) is independent of the path
and defines a function F(x, y) of which Pdx + Qdy is the total differential. As
this function is continuous, its value for points on the boundary of JB may be defined
as the limit of F(a5, y) as (, y) approaches a point of the boundary, and it may thereby
be seen that the line integral of (18) around the boundary is also without any furand Qx be equal and continuous within the boundary.
ther restriction than that P'
y
* See Ex. 10 above. It is well, in connection with
123-125, to read carefully the
44-45 dealing with varieties of regions, reducibility of circuits, etc.
of

work

INTEGRAL CALCULUS

300

It should be noticed that the line integral

fX,lf

/ a, 6

when Pdx

fX

+ Qdy =

Pdx

\Ja

+ Qdy is

an exact

f>y

Q(x,y)dy,
P(sr,V)dx+l
c/6

differential, that

is,

when P'v

(19)

Q'XJ

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

If that path should cut out of R, some other method of evaluation would
be required. It should, however, be borne in mind that Pdx
Qdy
is best integrated by inspection whenever the function F, of which

Qdy is the differential, can be recognized if F is multiple valued,

the consideration of the path may be required to pick out the particular value which is needed. It may be added that the work may be

Pdx

extended to line integrals in space without any material modifications.

It

was seen

73) that the conditions that the complex function

= X (x,

F(x, y}

y)

+ iY(x,

y),

= x + iy,

be a function of the complex variable z are

X'v

= -Y'x

and A^

(20)

Y;.

If these conditions be applied to the expression (13),

'

/F(x,

=
y)

Xdx -Ydy

I
\Ja.)

+i

Ydx
I

Ua^

+ Xdy,

for the line integral of such a function, it is seen that they are precisely the conditions (18) that each of the line integrals entering into

the complex line integral shall be independent of the path.

Hence

the integral of a function of a complex variable is independent of the

path of integration in the complex plane,, and the integral around a
closed path vanishes. This applies of course only to simply connected

regions of the plane throughout which the derivatives in (20) are equal

and continuous.
If the notations of vectors in three dimensions be adopted,

Xdx
I

where

F = Xi +

Yj

Ydy

+ ZVa,

+ Zdz =
dr

= \dx + jdy + \Ldz.

In the particular case where the integrand

the integral around a closed path is zero,

Xdx

Ydy

/EWr,

is

an exact

differential

+ Zdz = F.rfr = dU = dr.VU,

and

ON SIMPLE INTEGRALS
U

vrhere

When F

301

the function defined by the integral (for

interpreted as a force, the function V

is

is

F= -VF

or

y",

X = -^,
vx

VU
U

see p. 172).
such that

Z = - -f
GZ

cy

called the potential function of the force F. The negative of the

slope of the potential function is the force F and the negatives of the
partial derivatives are the component forces along the axes.
is

If the forces are such that they are thus derivable from a potential function,
they are said to be conservative. In fact if

dt

-"o=n-F

or

F!

of the kinetic energy rav 2 and the potential energy

is the same
times or positions. This is the principle of the conservation of energy for the
simple case of the motion of a particle when the force is conservative. In case the

Thus the sum

at

all

force

is

where

not conservative the integration

may

still

be performed as

W stands for the work done by the force F during the motion.

The

result is

that the change in kinetic energy is equal to the work done by the force ; but d
is then not an exact differential and the work must not be regarded as a function
of

(x, y, z),

as in

123

is

it depends on the path. The generalization to any number of particles

immediate.

125. The conditions that P'v and Q',. be continuous and equal, which
insures independence of the path for the line integral of Pdx
Qdy,
need to be examined more closely. Consider two examples

First

fPdx +
dP
cyy

"
(z*

2 2

fa

(x

2 2
2/

It appears formally that P'

Q^. If the integral be calculated
y
side 2 a surrounding the origin, the result is

ady

/.:

<2

adx

f+a

tt

-q

+a a2

ady

around a square

_^

f
-*

adx
X'

of

INTEGRAL CALCULUS

302
The

integral fails to vanish

the derivatives

around the closed path. The reason is not far to seek,

for (0, 0), and cannot be so defined as

P'y and Q^ are not defined

to be continuous functions of (x, y) near the origin.

p*-^
+
X*

Ja,b

_*d^ =

X*

As a matter

f
a, 6

Ja,b

y*

of fact

and tan - 1 (y/x) is not a single valued function it takes on the increment 2 IT when
one traces a path surrounding the origin ( 45).
Another illustration may be found in the integral
;

c fa

/??_~z~~J

*dy ~~
iy

c xdx y&u
J x* + y*

"*"

x*

y*

the origin z =
the integrand \/z
taken along a path in the complex plane.
becomes infinite and so do the partial derivatives of its real and imaginary parts.

At

If the integral

be evaluated around a path passing once about the origin, the

result is
y

= \l l S(* + ^> + Uan-1 -T' = 27ri.

f 2
/O
I_2
OJja,5

(21)

In this case, as in the previous, the integral would necessarily be zero about any
closed path which did not include the origin for then the conditions for absolute independence of the path would be satisfied.
Moreover the integrals around two different paths each encircling
the origin once would be equal for the paths may be considered
as one single closed circuit by joining them with a line as in the
device ( 44) for making a multiply connected region simply connected, the 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 are
therefore equal and opposite. (Compare this work with the multiple valued nature
;

of log*, p. 161.)

Suppose in general that P (x y) and Q (x, y) are single valued funcwhich have the first partial derivatives P'y and Q^. continuous
and equal over a region R except at certain points A, B,
Surround
these points with small circuits. The remaining portion of R is such
that P'y and Q'
but the region
x are everywhere equal and continuous
9

tions

not simply connected, that is,

circuits which cannot be shrunk
is

that the circuit

been cut

out.

may surround

possible to draw in the region

down to a point, owing to the fact

it is

one or more of the regions which have

If a circuit can be shrunk

down

to a point, that

is, if it

not inextricably wound about one or more of the deleted portions,

the integral around the circuit will vanish for the previous reasoning
is

will apply.

But

if

the circuit coils about one or more of the deleted

regions so that the attempt to shrink it down leads to a circuit which

consists of the contours of these regions and of lines joining them, the
integral need not vanish ; it reduces to the sum of a number of integrals

ON SIMPLE INTEGRALS

303

taken around the contours of the deleted portions. If one circuit

can be shrunk into another, the integrals around the two circuits are
equal if the direction of description is the same for a line connecting
the two circuits will give a combined circuit which can be shrunk down
;

to a point.
The inference

from

these various observations is that in a

multiply
connected region the integral around a circuit need not be zero and
the integral from a fixed lower limit
(a, ft) 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
that
the
circuit
of
formed
the
two
regions
paths from (a, V) to (a?, y)

cannot be shrunk

down

to

/#, y

'(*.?)=/
Ja.b

point.

Pdx
i

Hence

+ Qdy,

Pi

= Q'x (generally),

the function defined by the integral, is not necessarily single valued.

Nevertheless, any two values of F(x, y) for the same end point will
differ only

by a sum of the form

F*(?9 V)

where I19 72

- Fi(?> V) =

are the values of the integral taken around the con-

and where m l9 ra2

are positive or
negative integers which represent the number of times the combined
circuit formed from the two paths will coil around the deleted
regions
tours of the excluded regions

in one direction or the other.

126. Suppose that f(s)

X(x9 y)
iY(xy y) is a single valued function of
over a region
the
surrounding
origin (see figure above), and
that over this region the derivative /'() is continuous, that is, the

relations

X'v =

no points of

Y'x and X'x

= Yy

need be cut

out.

over paths lying within R.

are fulfilled at every point so that

Consider the integral

The function /(%)/

will

have a contin-

points of R except at the origin z

0, where the
denominator vanishes. If then a small circuit, say a circle, be drawn

uous derivative at

all

about the origin, the function f(z)/ will satisfy the requisite conditions over the region which remains, and the integral
(22) taken around

which does not contain the origin will vanish.

integral (22) taken around a circuit which coils once and only
once about the origin will be equal to the integral taken around the
circuit

The

INTEGRAL CALCULUS

804

small circle about the origin.

Now

for the circle,

rm*. r/M) &=/(0) r^ + r^

Jo
Jo
Jo
Jo
the
|iy()| < e provided
taken sufficiently small. Hence by (21)

where the assumed continuity of f(z) makes

circle

about the origin

is

rm d = rm
,

Jo

lh

Jo
2l

with

C^dz

Hence the
as desired,

=i

C\*L \d\

=i

rf0

difference between (22) and 2 7rif(ff) can be made as small

as (22) is a certain constant, the result is

and

<*,)

jpfcU-.-w
A

function f(z) which has a continuous derivative f\z) at every

point of a region is said to be analytic over that region. Hence if the
region includes the origin, the value of the analytic function at the
origin is given

by the formula

where the integral

is

extended over any circuit lying in the region and

passing just once about the origin.

any point within the region, then
1

It follows likewise that if z

= a is

f(p\
^
(24)
'

around the point a and lies wholly within

This important result is due to Cauchy.
more convenient form of (24) is obtained by letting == z repre-

where the

circuit extends once

the region.

sent the value of z along the circuit of integration and then writing
a
z and regarding z as variable. Hence Cauchy's Integral

<

26>

circuit be drawn in the region over which

f(z)
the value of f(z) at all points within that circuit may be ob-

This states that if any

is analytic,

tained by evaluating Cauchi/s Integral (25).

Thus f(z) may be regarded

ON SIMPLE INTEGRALS
as defined

305

by an

integral containing a parameter z\ for many purconvenient. It may be remarked that when the values of

poses this is
f(z) are given along any circuit, the integral

be regarded as defining/^) for

within that circuit.

may

all

points

To

is

find the successive derivatives of /(#), it

merely necessary to differentiate with respect

under the sign of integration. The conditions of continuity which are required to justify
to z

the differentiation are satisfied for all points z

actually within the circuit and not upon it. Then

As the

may be performed, these formulas show that an

has
continuous
derivatives of all orders. The definition
analytic function
of the function only required a continuous first derivative.
differentiations

Let a be any particular value of z (see

1
t

=
z

(t

(z

a)

a)

Then

figure).

~z

(-)
t

!,-,
^

(*-)
(^

fr-g)"-

(-a)-^'1- K

1
,

a)

Now

is

the variable of integration and 2

to the integration.

/(*)

This

is

a
a

a
a

is

a constant with respect

Hence

=/() + (* -

)/'()

+ ^TT^/"()

--

Taylor's Formula for a function of a complex variable.

(26)

INTEGRAL CALCULUS

306

EXERCISES
If P'

1.

Pdx +

that

R'y R'x

<&, Q'x

+ Rdz

Qfiy

X.r,
,ft

= P'z

and

if

these derivatives are continuous,

show

a total differential.

is

P (x,

Q (x,

y, or) cZx H-

y,

a) dy, where

(7 is

a given curve,

defines a continuous function of a, the derivative of which may be found by differa

entiating under the sign. What assumptions as to the continuity of P, Q, P^, Q'

do you make

3. if iogz
*

Ji

definition of log

4.

Study

z,

1,

x2

Ji,o

be taken as the

<

z2

X2

Ji,o

draw paths which make log(j

---- with especial

t/o

or both.

?/

3)

= \ T^

2J?n,

IjTri.

reference to closed paths which surround

-f 1?

Draw a closed path surrounding both and making the integral vanish.

5. If /(z) is analytic for all values of z

and

if

\f(z)

<

If,

show that

taken over a circle of large radius, can be made as small as desired.

that/(z) must be the constant /(z) ~/(0).

Hence

infer

6. If G (z) = a + a^z -f- ----\- a nzn is a polynomial, show that/(z) = 1/6? (z) must
be analytic over any region which does not include a root of G (z) = either within
has no roots at all
or on its boundary. Show that the assumption that 6? (z) =
leads to the conclusion that /(z) is constant and equal to zero. Hence infer that
an algebraic equation has a root.

Show

7.

that the absolute value of the remainder in Taylor's

1

f(t)dt

r*

2irp p
all

is

ML

for

Formula

a as center, when p is the radius

a which can be drawn within the circuit about
the maximum value of f(t) upon the circuit, and

points z within a circle of radius r about

of the largest circle concentric with

which the

is

is
integral is taken,
the length of the circuit (figure above).

8.

Examine
(a)

(8)
9.

for independence of path

C x*ydx +
I

(x

xy*dy,

+ xy) dx +

(/3)

(y

and

in case of independence integrate

C xy*dx +

xy) dy,

(e)

x*ydy,

y cos xdy

Find the conservative forces and the potential

X=

(ft)

X=-nx,Y=- ny,

fTP

tl

(a)

C xdy +

(y)

(z

ift

(x*

(0

(7) -*"= !/*

Y=y/x.

ydx,

2
y sin xdx.

ON SIMPLE INTEGRALS

SOT

10. If E (r, <p) and $ (r, <f>) are the component forces resolved along the radius
= Edr + r4>d0 is the differvector and perpendicular to the radius, show that d
ential of work, and express the condition that the forces E, 4 be conservative,

Show

11.

that

if

a particle

acted on by a force

is

E=

f(r) directed toward

is conservative.

the origin and a function of the distance from the origin, the force
12. If a force follows the

Law

of Nature, that

is,

acts

toward a point and varies

2
inversely as the square r of the distance from the point,

is

show that the

- k/r.
13.

that

From

if

is

potential of

potentials

the results

VForF-

F=

f F-dr = C Xdx + Ydy + Zdz show

V= V

equivalent to the parallelogram law for adding forces.

is

Tfjj

dW
is

kv*dr

--

-f

Vydy

(7)

yzdx,

+ xzdy + xydz,

%yz (dx

dy

dz),

vz dz).

show the force

15. Pick out the integrals independent of the path

(a)

I*M

V^Z

k (v^dx

called the dissipative function

proportional to the

fcv

lpn

G^ll

C"0y;

of F2 then
the potential of Ft and
will be the
2
l +
2
-f F2 , that is, show that for conservative forces the addition of

F = Fx

14. If a particle is acted on by a retarding force

2
velocity, show that E = J kv is a function such that

Here

potential

is

not conservative.

and integrate

+ xdy/z

(ft)

ydx/z

(d)

log (xy) dx

xydz/z*,

xdy

+ ydz.

16. Obtain logarithmic forms for the inverse trigonometric functions, analogous
to those for the inverse hyperbolic functions, either algebraically or

by considering

the inverse trigonometric functions as defined by integrals as

taii-iz

z
= r

dz
-,

/o

l-f-2

BIII-IZ

rz

dz

/o

>

Vl

z*

17. Integrate these functions of the complex variable directly according to the
and determine the values of the integrals by

rules of integration for reals

substitution
:

(a)

\e*#dz,

t/O

(ft)

C
*^0

cosSzdz,

(y)

(1

z*)~ dz,

/l

In the case of multiple valued functions mark two different paths and give two values.

Can the algorism of

integration by parts be applied to the definite (or indefia function of a complex variable, it being understood that the
integral must be a line integral in the complex plane ? Consider the proof of
Taylor's Formula by integration by parts, p. 67, to ascertain whether the proof is
valid for the complex plane and what the remainder means.
18.

nite) integral of

INTEGRAL CALCULUS

308

19. Suppose that in a plane at r

according to the law

F = m/r.

there

is

w which attracts
V=m

a particle of mass

Show

that the potential is

log r, so that
p
-VF. The induction or flux of the force F outward across the element ds of
cos (F, n) ds. By reference to Ex. 16,
a curve in the plane is by definition
flux
of
F across the curve is the line integral
induction
or
the
total
that
show
p. 297,

(along the curve)

- CFcoS (F,n)ds = m C^ds= C^ds;

J an
J
J
an
r

m=

and

ir

Jo

F cos (F, n) ds =

dV

2-irJo dn

ds,

where the circuit extends around the point r = 0, is a formula for obtaining the
mass m within the circuit from the field of force F which is set up by the mass.
20. Suppose a
at points

F=

(f t , i^),

F! +

F,

number of masses w t
2,

in the plane.

r? 2 ),

attracting as in Ex. 19, are situated

Let

F= F +

-,

be the force and potential at

(x,

Vt = ro* log [(&-*)

-,
Fj +
due
to
the
Show that
masses.
y)

+ (w-

2ir o
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

127.

and

Some

critical

8
If)

]*

circuit

comments. In the discussion of

in the future discussion of double integrals

it

line integrals
is necessary to speak

frequently of curves. Eor the usual problem the intuitive conception

curve as ordinarily conceived is continuous, has
of a curve suffices.
a continuously turning tangent line except perhaps at a finite number

of angular points, and

is

cut

by a

line parallel to

any given direction

in

number

of points, except as a portion of the curve may

only a
coincide with such a line. The ideas of length and area are also applicable. For those, however, who are interested in more than the intuitive
finite

presentation of the idea of a curve and some of the matters therewith

connected, the following sections are offered.
If

for

all

(t)

and

(t)

\f/

are two single valued real functions of the real variable

t
Si t =s t v the pair of equations

defined

values in the interval

*(*),

will be said to define a curve.

If

= f(9,

and

\f/

= =
*

(27)

'i,

are continuous functions of

the curve

and ^ ( t ) =. ^ ( ), so that the initial and

If
)
(
(^) =
end points of the curve coincide, the curve will be called a closed curve provided
If there is no other pair of values t and t' which make both
it is continuous.
/
=
and
t(t'), the curve will be called simple; in ordinary language,
\f/(t)
0(J )
<l>(t)
the curve does not cut itself. If t describes the interval from tQ to ^ continuously
and constantly in the same sense, the point (sc, y) will be said to describe the curve
in a given sense the opposite sense can be had by allowing t to describe the interval

will be called continuous.

in the opposite direction.

ON SIMPLE INTEGRALS

309

Let the interval 1 ^ t S5 ^ be divided into any number n of subintervals

An t. There will be n corresponding increments for x and y,
AgJ,
,

A
Then A -c
t

=V

( A,x)

t x,

A2x,

2
(Ay) =i A -x

are obvious inequalities.

A t y, A^,

and

AnX,

+ \y
|

A -x
t

^A

c,

A -y
t

It will be necessary to consider the three

=
For any division

An y

of the interval

from

Q to

V(A,x)

^A

t-c

sums

each of these sums has a definite

positive value. When all possible modes of division are considered for any and
will form an infinite set of numbers which may be
every value of n, the sums
either limited or unlimited above (22). In case the set is limited, the upper

frontier of the set

is

and the curve

called the variation of x over the curve

is

said

to be of limited variation in x; in case the set is unlimited, the curve is of unlimited

variation in x. Similar observations for the sums <r 2
It may be remarked that the
.

geometric conception corresponding to the variation in x is the sum of the projections of the curve on the x-axis when the sum is evaluated arithmetically and not
in y for the curve y = sin x from
to 2 TT is 4.
between these same limits is of unlimited variation in y.
In both cases the variation in x is 2 TT.
If both the sums <r t and <r 2 have upper frontiers 7^ and Z 2 the sum <rs will have
an upper frontier Z, 3
L^ + .L 2 and conversely if <r 3 has an upper frontier, both
and
will
have
o'
<r
upper frontiers. If a new point of division is intercalated in Arf,
l
2
the sum <r l cannot decrease and, moreover, it cannot increase by more than twice
the oscillation of x in the interval A^. For if AnX + A2X = AjX, then

algebraically.

The curve y

Thus the variation

sin (1/x)

|A lt-x|

Here

Airf

|A H x|

1= A/x|,

-f |A2fjj|

and A2 rf are the two intervals

oscillation in the interval

the interval from

show that

if

will differ

by as

little

+ |A2l-x|

into, which A/< is divided,

similar theorem

to

as desired

is

is

true for

divided sufficiently

<r

2.

fine,

and MI
It

m,- is

the

now remains

the sums

^ and

to
(T

their frontiers L^ and

.
The proof is like
2
i
the
that
is
the
frontier
fact
of <r t shows
First,
x

from

that of the similar problem of 28.

that some method of division can be found so that

<r^

<

e.

Suppose the num-

ber of points of division is n. Let it next be assumed that <f>(t) is continuous; it

must then be uniformly continuous ( 25), and hence it is possible to find a 8 so
m < e/4 n. Consider then any
small that when Aj < d the oscillation of x is Mi
method of division for which \ < 5, and its sum <TJ. The superposition of the former
2 ne/4 n = Je,
n points upon this gives a sum a-^ i= v{. But <r'(
<r{ <
L
A
similar
and
e.
demonstration
e
<J
may
cr^ <
l
r Hence L^
be given for <r 2 and L z
To treat the sum <r3 and its upper frontier L s note that here, too, the intercalation
of an additional point of division cannot decrease <r 3 and, as
division with

and

<r'i

=2= <r

<r'i

it

the sum of the oscillations of x and y in

<r
8 by more than twice
Hence if the curve is continuous, that is, if both x and y are conthe division of the interval from
to t 1 can be tiken so fine that <rs shall

cannot increase

the interval At.

tinuous,

INTEGKAL CALCULUS

310

from its upper frontier L8 by less than any assigned quantity, no matter how
In this case 8 = s is called the length of the curve. It is therefore seen that
the necessary and sufficient condition that any continuous curve shall have a length is
that its Cartesian coordinates x and y shall both be of limited variation. It is clear that
if the frontiers Li(t), L 2 (t), L 9 (t) from t to any value of t be regarded as functions
and that L^(t) is an
of
they are continuous and nondecreasing functions of
increasing function of i; it would therefore be possible to take s in place of t as
the parameter for any continuous curve having a length. Moreover if the derivatives x' and y' of x and y with respect to t exist and are continuous, the derivative s'
2
2
This will
exists, is continuous, and is given by the usual formula x' = Vx' + 2/'
be left as an exercise; so will the extension of these considerations to three
differ

small.

dimensions or more.
x = SA/x of the actual, not absolute, values of A/x there may
In the sum x l
be both positive and negative terms. Let TT be the sum of the positive terms and

be the sum of the negative terms. Then

27r = x 1 -x + 1
2 = x - x1 + r
O-^TT+V,
As l has an upper frontier when x is of limited variation, and as xu and x l are con-

xl

-x Q = ir-i>,

<r ,

<r

*>

<r

sums

and

have upper frontiers. Let these be II and N. Considered

as functions of t, neither II (t) nor N(t) can decrease. Write x(t) = x + II (t)
N(Z).
Then the function 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"
x/
of two limited and nondecreasing functions must be a function of limited variation
Furthermore if
follows from the fact that Ax == Ax" + Ax'
stants, the

TT

= x -fn-N

it is

be written

|.

+H

[x

4- |x

+ t-

y -[N +

|x

+ t - y,

seen that a function of limited variation can be regarded as the difference of two

and

positive functions which are constantly increasing,

that these functions are con-

tinuous if the given function x (t) is continuous.

Let the curve C defined by the equations x
<f>(t), y
continuous. Let P(x, y) be a continuous function of (x, y).

P (fc,

nd

^=

*t

w) A*B"

P (fe,

^(),

Form

==

^, be

sum

the

iw) A**',

(28)

are the increments corresponding to A^, A 2 ,

where (&, %)
Atx, AgX,
,
the point on the curve which corresponds to some value of t in A,-, where x is
assumed to be of limited variation, and where x" and x' are two continuous increas-

where
is

ing functions whose difference is x. As x" (or x ) is a continuous and constantly

increasing function of t, 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
x

is

continuous in

and

x" and

also in

x'.

Now

and

lim

let

A$

then

A -x" =
z

and

AfX'-O. Also

P
HmV
*-*

'A t-x"

= C*
J

Pdx"

V P^x = C^Pdx'.
^
J *'

The limits exist and are integrals simply because

Hence the sum on the left of (28) has a limit and

v pA
^

-x

r
CAr

*i

Pdx

is

continuous in x" or in

= r ** Pdx" - r ^
t/a;^

/a

x'.

ON SIMPLE INTEGRALS
may

be defined as the line integral of

along the curve
that y is of limited variation and that

The assumption

lead to a corresponding line integral.

311

C of limited variation in x.
Q (x, y) is continuous would

The assumption that both x and y are of limited

and that P and Q are continuous would

variation, that is, that the curve is rectffiable,

lead to the existence of the line integral

considerable theoiy of line integrals over general rectifiable curves

The subject will not be carried further at this point.

may

be con-

structed.

128. The question of

the area of a curve requires careful consideration. In the

place note that the intuitive closed plane curve which does cut itself is intuitively believed to divide the plane into two regions, one interior, one exterior to the
curve and these regions have the property that any two points of the same region

first

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
of the other must cut the given curve. The first question which arises with regard
to the general closed simple curve of page 308 is Does such a curve divide the plane
into just two regions with the properties indicated, that is, is there an interior and
exterior to the curve ? The answer is affirmative, but the proof is somewhat difficult
not because the statement of the problem is involved or the proof replete with
advanced mathematics, but rather because the statement is so simple and elemen-

may

tary that there is little to work with and the proof therefore requires the keenest
and most tedious logical analysis. The theorem that a closed simple plane curve
has an interior and an exterior will therefore be assumed.

As the functions x(t), y(t) which define the curve are continuous, they are limd so
ited, and it is possible to draw a rectangle with sides x = a, x = b, y = c, y
as entirely to surround the curve. This rectangle
ber of lines parallel to its sides, and thus be
divided into smaller rectangles. These little rec-

next be ruled with a num-

may

tangles may be divided into three categories, those

outside the curve, those inside the curve, and
those upon the curve. By one upon the curve is

meant one which has

much

so

of its perimeter or interior

A,

A A A
i,

lt ,

denote the area of the large rec-

sum

tangle, the

as a single point
upon the curve. Let

of the areas of the small rectan-

to the curve, the sum of

the areas of those upon the curve, and the sum of
= Ai + u
those exterior to it. Of course
e

gles,

which are interior

Now

if

A +A

methods of ruling be considered, the

quantities A t will have an upper frontier L^ the quantities A e will have an upper
frontier Le and the quantities A u will have a lower frontier lu If to any method
of ruling new rulings be added, the quantities A{ and A e become A\ and A'e with
A e and hence A'u =5 A u From this it follows that
the conditions A\ 2= A^ A'e
A = Li + lu -f Le For let there be three modes of ruling which for the respective
cases Ai, A e A u make these three quantities differ from their frontiers Li, L e lu
all

than Jc.

Then

the superposition of the three systems of rulings gives rise

to a ruling for which A'{ A'e , A'u must differ from the frontier values by less than

by

less

INTEGRAL CALCULUS

312
-J

and hence the sum Li + l,t + L e which is constant,

than e, and must therefore be equal to it.

e,

from the constant

differs

less

by

now

It is

Li

possible to define as the (qualified) areas of the curve

= inner

area,

area on the curve,

Li

lu

= total

area.

In the case of curves of the sort intuitively familiar, the limit lu is zero and
= A Le becomes merely the (unqualified) area bounded by the curve. The
question arises Does the same hold for the general curve here under discussion ?

Li

This time the answer is negative; for there are curves which, though closed and
simple, are still so sinuous and meandering that a finite area lu lies upon the curve,
that is, there is a finite area so bestudded with points of the curve that no part of
it is free from points of the curve. This fact again will be left as a statement without proof. Two further facts may be mentioned.
In the first place there is applicable a theorem like Theorem 21, p. 61, namely
:

It is possible to find a

number

5 so small that,

when

the intervals between the

e differ from their frontiers

rulings (both sets) are less than 5, the sums A u y|/,
by less than 2 e. For there is, as seen above, some method of ruling such that these
sums differ from their frontiers by less than e. Moreover, the adding of a single
,

new
val

ruling cannot change the sums by more than AD, where A is the largest interI) the largest dimension of the rectangle. Hence if the total number of

and

method is
and if 6 be taken less than c/JVAD,
the ruling obtained by superposing the given ruling upon a ruling where the intervals are less than d will be such that the sums differ from the given ones by less
and hence the ruling with intervals less than 5 can only give rise to sums
than
intervals (both sets) for the given

which

differ

from their frontiers by

In the second place

it

less

than 2 c.

should be observed that the limits

,-,

lu

have been obtained

by means of all possible modes of ruling where the rules were parallel to the x- and
y-axes, and that there is no a priori assurance that these same limits would have
been obtained by rulings parallel to two other lines of the plane or by covering the
plane with a network of triangles or hexagons or other figures. In any thorough
treatment of the subject of area such matters would have to be discussed. That
is not given here is due entirely to the fact that these critical comments are given not so much with the desire to establish certain theorems as with
the aim of showing the reader the sort of questions which come up for considera-

the discussion

tion in the rigorous treatment of such elementary matters as

' f

the area of a plane

knew all
curve," which he may have thought he
It is a common intuitive conviction that if a region like that formed by a square
be divided into two regions by a continuous curve which runs across the square
about. "

ff

of the boundary to another, the area of the square and the sum of
the areas of the two parts into which it is divided are equal, that is, the curve
(counted twice) and the two portions of the perimeter of the square form two

from one point

simple closed curves, and it is expected that the sum of the areas of the curves is
the area of the square. Now in case the curve is such that the frontiers l u and l'u
formed for the two curves are not zero, it is clear that the sum Li + L\ for the

two curves

will not give the area of the square but a smaller area, whereas the
*M i ye a greater area. Moreover in this case, it is not
(L'i -f
(Li
lu)
easy to formulate a general definition of area applicable to each of the regions and
such that the sum of the areas shall be equal to the area of the combined region.

sum

But

if

lu

and

l'

both vanish, then the sum Li

L\ does give the combined area.

ON SIMPLE INTEGRALS
It is therefore

customary to

closed curves as have

lu

0,

313

of the term "area" to such simple

say that the quadrature of such curves is possible^

restrict the application

and

to

but that the quadrature of curves for which ^ ?

is impossible.
It may be proved that If a curve is rectffiable or even if one of the functions x (t)
or y (t) is of limited variation, the limit l^ is zero and the quadrature of the curve is
in
possible. For let the interval tQ =i t =i ^ be divided into intervals A t
\t,
:

Then the portion of

y v ^2
the curve due to the interval A may be inscribed in a rectangle etiy,-, and that
portion of the curve will lie wholly within a rectangle 26,--2i? t concentric with
this one. In this way may be obtained a set of rectangles which entirely contain
which the

oscillations of

x and y are

e t , e2 ,

The

the curve.

total area of these rectangles

must exceed

lu .

For

if all

the sides

of all the rectangles be produced so as to rule the plane, the rectangles which go
to make up
u for this ruling must be contained within the original rectangles,
and as u > lu , the total area of the original rectangles is greater than t. Next
suppose x(t) is of limited variation and is written as X Q + II (t)
N(t), the differ-

ence of two nondecreasing functions.

Then

Se;

^ n(^) -f -ZV(^), that

of the oscillations of x cannot exceed the total variation of x.

as y

(t)

is

A^ could have been taken

continuous, the divisions

On

is,

the

sum

the other hand

so small that in

<

17.

Hence

The quantity may be made as small as desired, since it is the product

and the quadrature is possible.
quantity by 17. Hence lu =
It
all

may

be observed that

if

(t)

of a finite

or y (t) or both are of limited variation, one or

of the three curvilinear integrals

Cxdy,

Cydx,

Cxdy

ydx

be defined, and that it should be expected that in this case the value of the
integral or integrals would give the area of the curve. In fact if one desired to
deal only with rectifiable curves, it would be possible to take one or all of these

may

and thus to obviate the discussions of the preshowever, advisable at least to point out the problem of
quadrature in all its generality, especially as the treatment of the problem is very
similar to that usually adopted for double integrals ( 132). From the present
viewpoint, therefore, it would be a proposition for demonstration that the curviintegrals as the definition of area,

ent article.

It seems,

linear integrals in the cases where they are applicable do give the value of the
area as here defined, but the demonstration will not be undertaken.

EXERCISES
1.

For the continuous curve

(27)

prove the following properties:

(a) Lines x = a, x = b may be drawn such that the curve lies entirely between
them, has at least one point on each line, and cuts every line x = , a < < 6, in at
least one point similarly for y.
From p = x cos a 4- y sin a, the normal equation of a line, prove the prop(/3)
;

ositions like those of (a) for lines parallel to

(7) If (f , 17) is any point of the xy-plane,

the curve has a

minimum and a maximum

any direction.
show that the distance of (,

value.

17)

from

INTEGRAL CALCULUS

314

(6) If w(, TJ) and .M"(, 17) are the minimum and maximum distances of (, 17)
are continuous functions of (, 17).
from the curve, the functions w({, 17) and
(f, 17)
Are the coordinates x (, 17), y ( 17) of the points on the curve which are at minimum (or maximum) distance from (, if) continuous functions of (, 77) ?
are an infinite set of values of t in the interval
=i =i ^
<*>,
( e ) If ', ",
is a point of condensation of the set, then x =
and if
(), y = (t) is a point

\f/

of condensation of the set of points (x , y'), (x", |/"),

....
, #*>,
sponding to the set of values t\ t"

(x<*>,

2/

*>),

corre-

... are an
if (x',
(*) show that
(x<*>, y<*>),
y'), (x", y"),
on the curve and have a point of condensation (x, ?/ ), then
the point (x, y) is also on the curve.
= cuts the curve in a set of points y', y",
(17) From (f) show that if a line x
then this suite of y's contains its upper and lower frontiers and ha a maximum or

(f ) Conversely to

infinite set of points

minimum.
2.

Define and discuss rectifiable curves in space.

3.

Are y

= x2 sin x

and y

= Vx sin -

rectifiable

4. If x(<) in (27) is of total variation II

where
5.

is

the

maximum

between x

value of

Consider the function 0(f,

P (x,
t)

97,

y)

(^

-f

0,

=1?

N(^), show that

on the curve.

= tan- 1

"""

'

which

is

the inclination of

f-x(J)
the line joining a point (f , 17) not on the curve to a point
the notations of Ex. 1 (8) show that

|Al|

= \0(S,

,, t

(x, y)

on the curve. With

M)-0&

where 8 > Ax| and 8 >\Ay\ may be made as small as desired by taking At sufficiently
small and where it is assumed that
^ 0.
|

6.

From Ex.

interval

=s

through any

5 infer that
(f , 97, t) is of limited variation when t describes the
:s
the curve. Show that
(, 17, ) is continuous in (f , 17)
t defining
> 0.
region for which
t

vary from

and suppose the curve (27) is closed so

that the initial and final values of
(x,
(f 17, t) differ by an integral multiple of 2 TT. Hence infer that this difference is
constant over any region for which m > 0. In particular show that the constant is
over all distant regions of the plane. It may be remarked that, by the study of
as t describes the curve, a proof may be given of the theorem that
this change of
the closed continuous curve divides the plane into two regions, one interior, one
7.

Let the parameter

y) returns to

that

its initial

value.

to

Show

exterior.
8.

Extend the

last

theorem of

123 to rectifiable curves.

CHAPTER

XII

ON MULTIPLE INTEGRALS
Double sums and double integrals. Suppose that a body of
matter is so thin and flat that it can be considered to lie in a plane.
129.

any small portion of the body surrounding a given point P (#, y) be

and if its mass be denoted by Am and its area by A^t, the
average (surface) density of the portion is the quotient Am/A.4, and the
If

considered,

actual density at the point

when A-4 == 0, that is,

is

defined as the limit of this quotient

^m

The density may vary from point to point. Now conversely suppose
is a known function of
that the density
and
(a?, y)
(x, y) of the body
that it be required to find the total mass of the

body.

Let the body be considered as divided

up into a large number of pieces each of which

is small in every direction, and let A^4 t be the
-

area of any piece. If (, rj ) be any point in

A^4 { , the density at that point is D(&, 17,-) and
the amount of matter in the piece is approxit

mately Z>(, ifc) A^J provided the density be regarded as continuous,

Then the sum
is, as not varying much over so small an area.

that

extended over

and may be

all

the pieces,

is

an approximation to the

sufficient for practical

purposes

if

total mass,
the pieces be taken

tolerably small.
The process of dividing a body up into a large number of small pieces
of which it is regarded as the sum is a device often resorted to ; for the

properties of the small pieces may be known approximately, so that

the corresponding property for the whole body can be obtained approx-

imately by summation. Thus by definition the moment of inertia of a

2
is the mass
small particle of matter relative to an axis is wr where
,

of the particle and r its distance from the axis. If therefore the
moment of inertia of a plane body with respect to an axis perpendicular
315

INTEGRAL CALCULUS

316

to its plane were required, the body would be divided into a large
number of small portions as above. The mass of each portion would

be approximately /)(;, vj^)^A t and the distance of the portion from

the axis might be considered as approximately the distance r{ from
the point where the axis cut the plane to the point
tion. The moment of inertia would be

(, ^)

in the por-

or nearly this, where the sum is extended over all the pieces.
These sums may be called double sums because they extend over

To pass from the approximate to the actual values of

moment of inertia or whatever else might be desired,

two

dimensions.

the

mass or

the

underlying idea of a division into parts and a subsequent summation

is kept, but there is added to this the idea of passing to a limit. Com16-17. Thus
pare

would be taken as the

divisions

is

limits are indicated

=
The use

inertia,

of the limit

as the

number of

and each becomes small

by

in every direction.
a sign of integration, as

CD(X, y)dA,
is

where the sum over n

sum

replaced by the limit of that

divisions becomes infinite

The

mass or

total

lim^ !>(, ^rf^A,

of course dependent

011

= f

the fact that the limit

actually approached, and for practical purposes it is further dependent on the invention of some way of evaluating the limit. Both these

is

questions have been treated when the sum is a simple sum (

28-30, 35) they must now be treated for the case of a double
;

16-17,

sum

like

those above.
130. Consider again the problem of finding the mass and let D{ be
of the density
used briefly for />(&, 17,-). Let
{ be the maximum value
minimum
Then
in the piece A^- and let
be
value.
the
{

In this way any approximate expression D l^A i for the mass is shut in
between two values, of which one is surely not greater than the true
mass and the other surely not less. Form the sums
i

extended over

all

the same limit

the elements

when

&A

A^^O,

the

Now

if

sum

'St

=S

the sums s and

D ^A
i

which

is

S approach
constantly

ON MULTIPLE INTEGRALS
included between

how

of

317

and S must

also approach that limit independently

are chosen in the areas A^ t

the points

(, ^)
and S do approach a common limit in the usual case of a
continuous function 7>(cr, y) may be shown strikingly if the surface
The
2 = 7)(,r, y) be drawn.
That

D ^A

term

-.

then

is

repre-

sented by the volume of a

small cylinder upon the base

&A and with an altitude equal

t

of the surface

to the height

=D

(cr,

of A-df.

some point
The sum ^ J) ^A of

y) above

these cylinders will be approximately the volume under

all

the

surface

=D(,r

over the total area A

The term

M &A;

?/)

and

= SA/1,-.

is

represented
of
small cylina
volume
the
by
and cirder upon the base
{

A^

cumscribed about the surface

the term w^A^ by a cylinder
;

When

inscribed in the surface.

the

number

of elements A/l

is

increased

without limit so that each becomes indefinitely small, the throe sums s,
limit the volume under the surface
S, and $7) A,'l all approach as their
-

and over the area A. Thus the notion of volume does for the double
sum the same service as the notion of area for a simple sum.
Let the notion of the integral be applied to find the formula for the center of
of the center
gravity of a plane lamina. Assume that the rectangular coordinates
of gravity are (if, y). Consider the body as divided into small areas A.A;. If (ft, w)

any point in the area A/l,, the approximate moment of

the approximate mass D/A/1 / in that area with respect to
the line x = x is the product (ft
x)DiAA{ of the mass
The
total exact moment
the
line.
from
its
distance
by
would therefore be
is

lim^T
^y

(ft

x)

Di&Ai

= C (x
/

x)

D (x, y) dA = 0,

and must vanish if the center of gravity

x = x as assumed. Then

CxD (x,

y)

dA - CxD (x,

y)

lies

dA =

on the

or

line

CxDdA =

xj*D (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 D

INTEGRAL CALCULUS

318

the product of the constant by the integral of the function. It should be immediately apparent that as these rules are applicable to sums, they must be applicable
to the limits of the sums. The equation may now be solved for x. Then
is

-CxDdA

Cxdm

CyDdA

fDdA

ydm

just,

as

Am

Di&Ai
may be written down from symmetry.
As another example let the kinetic energy of a lamina moving in
culated. The use of vectors is advantageous. Let r be the
vector from a fixed origin to a point which is fixed in the
body, and let TI be the vector from this point to any other
;

(1)

fDdA

m stands for the mass of the body and dm for DdA

where

--------

might replace

the result for y

its

plane be cal-

point of the body so that

=r +

r,

The

dii

rlt,

is

2
i?

Awi or better the

= v.Vt = VO-VQ +

2
VifVit = r^w

Y^Y. + YK.

or

^-

-^

kinetic energy
v?

= d*Q + din

VH-VU

2 VoVii

=v +
2

Now

v 2 dm.

integral of

r^w

+ 2v

-Vi{.

TU =

where
\iu\ and w is the angular velocity of the body
about the point TO, follows from the fact that r^ is a vector of constant length r\i
and hence |dri t-| = rudO, where dO is the angle that r\i turns through, and consequently w = dO/dt. Next integrate over the body.

That

C^vPdm

-C^v^dm + f ^rfcAZra +

= J v*M +

Iw

fvo-

Crfdm + YO . C Vidm

(2)

for VQ and w2 are constants relative to the integration over the body.

V
But V

Ji^dm

if

holds only

when

or

if

JTv^m

dt

the point r is at rest, and

In the last case

ra

dm =
dt
rt

dm =

Note that

Ji^dm
is

0.

the condition

that r be the center of gravity.

T = f| v*dm = i v*M +
As I is

|w

the integral which has been called the

/,

moment

Cr 2<Zm.

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 J .Mfc2,, which would be the kinetic energy if all the mass were
concentrated at the center of gravity, and of \ /w 2 which is the kinetic energy of
rotation about the center of gravity in case r indicated a point at rest (even if
,

39) the whole kinetic energy would reduce to the

kinetic energy of rotation Iw 2 In case r indicated neither the center of gravity
nor a point at rest, the third term in (2) would not vanish and the expression for

only instantaneously as in

the kinetic energy would be

more complicated owing

to the presence of this term.

ON MULTIPLE INTEGRALS
131.

To evaluate the double integral

parallel

to

in case the region is

the axes of coordinates, let the division be

by drawing lines parallel to the

rectangles
axes. Let there be

319
a rectangle

made

m columns

equal divisions on one

side and n on the other. There will then be

into small

i**i ,2.

,m

y^

jth

mn

small pieces. It will be convenient to introduce a double index and denote by A/l,7 the

area of the rectangle in the ith column and yth

row. Let (,7 ^ <7 ) be any point, say the midt

dle point in the area A/l

Now

the terms in the

/;/

= Asr Ay
f

first

in the
^- of the rectangles

Then the sum may be written

row are the sum of the contributions

row, and so on. But

to

first

=f f

and

L/r
That
from

sufficiently large so that the individual

by taking
are
t
sufficiently small, the sum can be made to differ
the integral by as little as desired because the integral is by

is to say,

increments

Ar

definition the limit of the sum.

In fact

be the maxinmiu variation of D(x, ?,) over one of the little rectangles.
After thus summing up according to rows, sum up the rows. Then
if e

= C

J*

^r

C
J.r

If

+ *(,,)%, +

then

/.(>?)%

/,
I

Jv

4>(y)dy

+ K + \,

K,

X small.

INTEGRAL CALCULUS

320
Hence *

lim

T Dy&Ay

==

7j

DdA

J/

D(x,y) dxdy.

Jyn Jr

(3)

It is seen that the double integral is equal to the result obtained by

first integrating with respect to x, regarding y as a parameter, and then,

after substituting the limits, integrating with respect to y. If the summation had been first according to columns and second according to
rows, then by symmetry

rx

/rvi
DdA =

rx

JyQ JxQ

This

is

really nothing but

sign

120).

D (x,

=
y) dxdy

rvi

/
Joc
Q

JyQ

D(x, y) dydx.

(3')

an integration under the

If the region over which the summation is extended

is not a rectangle parallel to the axes, the method
could still be applied. But after summing or rather
o
integrating according to rows, the limits would not
X
be constants as X Q and x v but would be those functions x = ^ (y) and x = ^(y) of y which represent the left-hand and
right-hand curves which bound the region. Thus

/f*
DdA=

*s

And

if

f* </>!(y)

//i

!/Q

*s

D fay) dxdy.

(3")

<f00/)

the summation or integration had been

first

with respect to columns, the limits would not have

been the constants y and yl9 but the functions
y = Q (x) and y = ^ 1 (^ ) which represent the lower
1

\f/

and upper bounding curves of the

DdA =1
//*!
J

region.

Thus

sc

dx

(*, !/)<J!/<1*-

a?!

(3'")

ya

The order

of the integrations cannot be inverted without making the

corresponding changes in the limits, the first set of limits being such
functions (of the variable with regard to which the second integration is
to be performed) as to sum
of the region to the other,

up according to
and the second

which determine the extreme

strips reaching

from one side

set of limits being constants

limits of the second variable so as to

sum

the strips/ Although the results (3") and (3' ff ) are equal, it frequently happens that one of them is decidedly easier to evaluate than the

up

all

other.

Moreover,
*

it

The

has clearly been assumed that a line parallel to the

result

may

also be obtained as in Ex. 8 below.

ON MULTIPLE INTEGRALS

321

bounding curve in only two points

the area must be divided into subareas

axis of the first integration cuts the

not fulfilled,
for which it is fulfilled, and the results of integrating over these smaller
areas must be added algebraically to find the complete value.
if this

condition

To apply
finding the
one vertex.

is

these rules for evaluating a double integral, consider the problem of

of inertia of a rectangle of constant density with respect to

moment
Here

CDr^dA =

=D

D J(x + y*)dA = D J f" (x* + y*)dxdy

2

3
fTiaJ +

Z2/

T<fy

= I>

(i

ay*)dy

= Dab (a* +
\

problem had been to find the moment of inertia of an

density with respect to the center, then

If the

//*
(x

P+a

= Df
J

+
/

y*)dA

+ - Va 2

vf ~ "v
j

Ct

=D

tt

a-

CC

/ -f -

v6

J-b J_-V6

ellipse of

uniform

w2

62 ).

-Z/

(x

+y

|^)(lw|y.

Either of these forms might be evaluated, but the moment of inertia of the whole
the simpler results
ellipse is clearly four times that of a quadrant, and hence

= 41) f* C b

a*~ X
\x*

Jo Jo
It is highly advisable to

make

use of symmetry, wherever possible, to reduce the

is extended.

region over which the integration

132* With regard to the more careful consideration of the limits involved in the
sufficient. Consider the
definition of a double integral a few observations will be
sums S and s and let N^Ai be any term of the first and m^Ai the corresponding
term of the second. Suppose the area AAi divided into two parts A^lif and AJ.2t',
and let MU, MM be the maxima in the parts and WH, ra^* the minima. Then since
the maximum in the whole area A^U- cannot be less than that in either part, and
the minimum in the whole cannot be greater than that in either part, it follows
that raii
m, W2t 2= mt-, MU == 3ft-, 2 t =i 3fi, and

Hence when one

sum

s decrease.

of the pieces A^U is subdivided the sum S cannot

Then continued inequalities may be written as

mA ^

m^Ai ^

If then the original divisions

A^

approach limits (
21-22) and
approach that common limit as
are chosen in the areas
;

#(&, in)*Ai
-

if

its

-MiA4<

increase nor the

^ MA.

he subdivided indefinitely, both 8 and s will

those limits are the same, the sum 21){A4j will
limit independently of

how

the points (&,

i?)

INTEGRAL CALCULUS

322

has not been shown, however, that the limits of S and s are independent of
method of division and subdivision of the whole area. Consider therefore not
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
below by mA they must have a lower frontier .L, and as the sums s are limited
above by MA they must have an upper frontier 1. It must be shown that I ss L.
To see this consider any pair of sums S and s corresponding to one division and
any other pair of sums S' and $' corresponding to another method of division also
the sums <8" and s" corresponding to the division obtained by combining, that is,
by superposing the two methods. Now
It

the

S'

-S'"

^ s" ^

tf

s,

^ S" s s" ^

s',

^ L,

S'

^l,

s'

/.

seen that any S is greater than any a, whether these sums correspond
It therefore
to the same or to different methods of subdivision. Now if L < /, some S would
have to be less than some s for as L is the frontier for the sums /S, there must be
some such sums which differ by as little as desired from L and in like manner
is

there

must be some sums

S can be

Now

if

which

differ

by as

little

as desired

from L Hence as no

the supposition L < Hs untrue and L === L

for any method of division the limit of the difference

than any

less

lim (8

8,

- s) = lim

(M - rm) AA =
{

lirn

O^Ai =

two sums corresponding to that method is zero, the frontiers L and I must be
same and both S and s approach that common value as their limit and if the
s approaches zero for every method of division, the sums S and
difference S
s will approach the same limit L = I for all methods of division, and the sum
ZD{AAj will approach that limit independently of the method of division as well
as independently of the selection of (/, m). This result follows from the fact that
s s s, and hence if the limit of S s is
L I 8 s, 8 L ^ S s, I
= L One case, which
zero, then L = I and S and s must approach the limit L
covers those arising in practice, in which these results are true is that in which
continuous over the area A except perhaps upon a finite number of
J)(sc, y) is
of which may be inclosed in a strip of area as small as desired and
each
curves,
or let the curves
upon which D(x, y) remains finite though it be discontinuous.
over which D(x, y) is discontinuous be inclosed in strips of total area a. The cons cannot exceed (M
tribution of these areas to the difference 8
ra)a. Apart
from these areas, the function D(x, y) is continuous, and it is possible to take the
divisions A^4 t so small that the oscillation of the function over any one of them
s is less than
is less than an assigned number e. Hence the contribution to 8
s is therea) for the remaining undeleted regions. The total value of S
e(A
c
and
can
a
be
made
as
fore less than (M
small
as
desired.
+
certainly
rn)
(A
a)
The proof of the existence and uniqueness of the limit of SD/A^l t is therefore
obtained in case D is continuous over the region A except for points along a finite
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 the
previous work ( 128). Instead of dividing the area A into elements AA, one may
rule the area with lines parallel to the axes, as done in 128, and consider the sums
2JlfAzA^, SraAxAy, S7>AxAy, where the first sum is extended over all the rectangles which lie within or upon the curve, where the second sum is extended over
all the rectangles within the curve, and where the last extends over all rectangles
of the

the

,s

f f

ON MULTIPLE INTEGKALS

323

within the curve and over an arbitrary number of those upon it. In a certain
sense this method is simpler, in that the area then falls out as the integral of the
outside the curve,
special function which reduces to 1 within the curve and to

and to either upon the curve. The reader who desires to follow this method through
may do so for himself. It is not within the range of this book to do more in the
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

the function
(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

above offers some

(y)

difficulties in case

= C XlD (x,

y)

<lx,

JV

Jjr

(y)

dy

= f* f
J

Jx

(e, y)

dxdy.

(4)

was seen (118) that 0(y)

is a continuous function of y if D(x, y) is a conSuppose 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
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 and as each can be taken as short as desired, their total contribution to
(y)
or
(y + A?y) can be made as small as desired. For the remaining portions of the
interval x =i x == x t the previous reasoning applies. Hence the difference A0 can
still be made as small as desired and
(y) is continuous. If D(x, y) be discontinuous
along a line y = ft parallel to the x-axis, then (y) might not be defined and might
have a discontinuity for the value y =
But there can be only a finite number of such values if D (x, y) satisfies the conditions imposed upon it in considering
the double integral above. 1 1 once (y) would still be integrable from y to y l Hence

It

tinuous function of

(x, y).

</>

<j>

jfr.

JV

m (x - x

and

(y v

Vl

Xl

J -r

D (x, y) dxdy

exists

- y ^ f * f ^D (x, y) dxdy ^ M(x - x

J
JX
l

VQ

(y l

-y

under the conditions imposed for the double integral.

Now let the rectangle x ^= x =s= x x y =s y rs y x be divided up as before. Then
,

r*

2_
m#Az,-A2fr

mg&a&Vj

and

^^

Now

if

the

A jti

Jy

Jx

s ^JP J/y

+ A >"

^y

v f

X+

a*

+ AJ

D(x, y)dxdy =s

+ Ayy
six+^jX
3
J)(*,y) dxdy

^D(X

y)dxdy

number

pp

/y

^as

of divisions

is

/a;

multiplied indefinitely, the limit

is

f f* l>(x, y)dxdy = lim ^m^Ay = lim V Jlf^A^ =fl>(x, y)dA.

yi

Thus the previous

proved with proper allowance for posdid not form a rectangle, a rectangle
and the function D(x, y) could be defined for the

rule for the rectangle

In case the area

sible discontinuities.

is

could be described about it

whole rectangle as follows: For points within

the value of D(x, y)

is

already

INTEGRAL CALCULUS

324

0. The discontake D(x, y)

defined, for points of the rectangle outside of
which are thus introduced are of the sort
boundary of

tinuities across the

allowable for either integral in (4), and the integration when applied to the rectangle would then clearly give merely the integral over A. The limits could then

be adjusted so that
/a\l

x,

Xtfi
~
'TO

The

rule for evaluating the double integral

y)dxdy

/
//

D(x, y)dA.

by repeated integration

therefore

is

proved.

EXERCISES
The sum

1.

moments of inertia of a plane lamina about two perpendicular

equal to the moment of inertia about an axis perpendicular to

of the

lines in its plane is

the plane and passing through their point of intersection.

2.

of the

The moment of inertia of a plane lamina about any point is equal to the sum
moment of inertia about the center of gravity and the product of the total

mass by the square of the distance

3. If

tance

upon every

from a point O

line issuing

of gravity.

of a lamina there is laid off a dis-

OP such that OP is inversely proportional

inertia of the lamina about the line

4.

from the center

of the point

OP,

to the square root of the moment of

is an ellipse with center at 0.
the locus of

Find the moments of inertia of these uniform laminas:

(a) segment of a circle about the center of the circle,

rectangle about the center and about either side,

(/3)

(7) parabolic segment bounded by the latus rectum about the vertex or diameter,
d ) right triangle about the right-angled vertex and about the hypotenuse.
(

Find by double integration the following areas

2
8
(a) quadrantal segment of the ellipse,
() between y = x and y
2 =
2 =
between
25
and
5x
x
3*/
9#,
(7)
2
2
2x = 0, x2 + y2 2y = 0,
(d) between x + y
2 = 4
4 bx + 4 52
ox + 4 a 2 y 2 =
( e ) between y

5.

(f ) within (y

- x - 2) 2 = 4 - x 2

between x 2
2
2
(0) y = ax, x

4 ay, y

(17)

6.

Find the center

7.

between xi

(x

a'

= y% +

x4

ai, x

x6

4 a2)

- 2ax = 0.

of gravity of the areas in

2
(a) quadrant of a*y

(7)

a,

Ex. 6

8 a8 ,

(a:), (/3), (7), (5),

x$

(ft)

quadrant of

(d)

segment of a

(/3)

(7)

(5)
( e)
(

f)

(17)

(0)

and
L

ys

2
2/

2
2
= Va
ox = 0,
x2
y and circle x + y
2
2
2 and
2
= 0,
2
ax
x
circle
+
cylinder z = V4 a
y
y
paraboloid z = fccy and rectangle O^x^a, 0:sy==b,
2
2
2 ay = 0,
2 ox
paraboloid z = fcxy and circle x 4- y
=
=
l
and
plane x/a + y/b + z/c
1)
triangle xy (x/a + y/6
2
2
=
=
1
2
x
the
above
z
paraboloid
/4
/9
0,
plane
2
2
2
paraboloid z = (x + y) and circle x + y 2 = a

sphere z

aJ,

circle.

Find the volumes under the surfaces and over the areas given
2
2
2
x2
y and square inscribed in x +
(a) sphere z = Vo
2

= x,

a2

|/

0,

ON MULTIPLE INTEGEALS

325

8. Instead of choosing (ft, iy) as particular points, namely the middle points, of
the rectangles and evaluating
(ft, ay) Axt-A^ subject to errors X, K which vanish in
the limit, assume the function 2) (x, y) continuous and resolve the double integral

SD

sum by repeated

into a double

= f

use of the

X*

dx

I} fa, y)

^o

f\
^

(y)

dy=V<f> () *yj

S
*7
=V V
T r
=

I;

of the

1) (ft,

Mean, as

? B Pr P erl y

(& 0) A*"

[
L

"r

Theorem

;)

VD

Az -l Aft
t

chosen,

9. Consider the generalization of Osgood's Theorem ( 35) to

and sums, namely If y are infinitesimals such that
:

f^-

is

uniformly an infinitesimal, then

Hi2
i7

</

= f *>(*,
J

2/)

d^

Discuss the statement and the result in detail in view of

10.

Mark

the region of the scy-plane over

//#
(a)

apply to double

integrals

where

tf

/
f
/0
i/O

34.

which the integration extends *

:

/l/y

/2/a:2

Ddydt,

(ft

C Ddydx,
f t/a;

(y)

/l

\ z
JO Jy

Ddxdy,

density of a rectangle varies as the square of the distance from one

Find the moment of inertia about that vertex, and about a side through

The

11.
vertex.

the vertex.
12.

Find the mass and center of gravity in Ex.

13.

Show

that the

moments

of

momentum (80)

and about the point at the extremity

TrxvcZfli

or the difference between the

about
14.

P of

the total

Show

=r

of the vector r
x

moments

momentum

11.

Cvdm
of

-f

of a

lamina about the origin

satisfy

/Vxvdw,

momentum about P and Q is the moment

considered as applied at Q.

that the formulas (1) for the center of gravity reduce to

a

xyDdx
r-

/0

yyDdx
or

\yi -

* Exercises
involving polar coordinates may be postponed until
the student is already somewhat familiar with the subject.

134 is reached, unless

INTEGRAL CALCULUS

326
when D(x,

y) reduces to a function D(x), it being understood that for the first

two the area

is

bounded by x

= 0,

a,

y =/(j), y

= 0,

and for the second two

15. A rectangular hole is cut through a sphere, the axis of the hole being a
diameter of the sphere. Find the volume cut out. Discuss the problem by double
integration and also as a solid with parallel bases.

16. Show that the moment of momentum of a plane lamina about a fixed point
or about the instantaneous center is /, where o> is the angular velocity and / the
moment of inertia. Is this true for the center of gravity (not necessarily fixed) ?
Is it true for other points of the lamina ?
17. Invert the order of integration in Ex. 10

and

in

Ddydx.

18. In these integrals cut down the region over which the integral must be
extended to the smallest possible by using symmetry, and evaluate if possible:

D = y* 2x2 y,
D = (z - 2 V5) *y or D = (x - 2 Vs) y
with D = r(l + cos0) or I> = sin cos <.

(a) the integral of Ex. 17 with

(0) the integral of Ex. 17 with

(7) the integral of Ex. 10 (c)

2
,

<f>

19. The curve y=:f(x) between x = a and x = b is constantly increasing.

Express the volume obtained by revolving the curve about the x-axis as
2
a) plus a double integral, in rectangular and in polar coordinates.
ir[/(a)] (&

20. Express the area of the cardioid r = a (I

cos</>) by means of double intewith
the
for
coordinates
limits
both orders of integration.
in
rectangular
gration

133. Triple integrals

and change

In tho extension from

of variable.

double to triple and higher integrals there is little to cause difficulty.

For the discussion of the triple integral the same foundation of mass

and density may be made fundamental. If 7>(,r y/, #) is the density of

a body at any point, the mass of a small volume of the body surrounding the point (&, rj h ,) will be approximately />(,
&)AK,., and will
7
the
limits
and
where
and m are
lie
between
M^Vi
m^AJ
surely
the maximum and minimum values of the density in the element of
volume AFj. The total mass of the body would be taken as
?

17,-,

,-,

lim

V D (, ^, &) AF =

AFi=5= 0'*-'

CD (x,
J

y,

z)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
(ft, rjj, &)
AF provided D(x, y, z) is continuous and the elements AF approach
zero in such a manner that they become small in every direction, is
-

tolerably apparent.

ON MULTIPLE INTEGRALS

327

The evaluation
tion

is

of the triple integral by repeated or iterated integrathe immediate generalization of the method used for the double

If the region over which the integration takes place is a rectangular parallelepiped with its edges parallel to the axes, the integral is
integral.

(*D(x,

y,

z)dV =

'

Vl

f C C
JZQ

JI/Q

D(x,

y,

z)dxdydz.

(5')

JSCQ

The integration with respect to x adds up the mass of the elements in

the column upon the base dydz, the integration with respect to y then
adds these columns together into a lamina of thickness dz, and the
integration with respect to z finally adds
together the laminas and obtains the mass
in the entire parallelepiped. This could
be done in other orders ; in fact the inte-

gration might be performed first with regard to any of the three variables, second

with either of the others, and finally with

the last. There are, therefore, six equivar

So

-::^j:j
//!*
\..l
// h/JHw
/ /

r-r!^

methods of integration.
If the region over which the integration
is desired is not a rectangular parallelepiped, the only modification which must be introduced
lent

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 = ^ (y z) on the side nearer the yz-plane and

by a surface x = ^(y, 2) on the remoter side, the integration
y

D(x,

y,

z)dxdydz

',

z)dydz

c/rrss

add up the mass in elements of the column which has the cross
section dydz and is intercepted between the two surfaces. The problem
of adding up the columns is merely one in double integration over the
region of the y#-plane upon which they stand this region is the projection of the given volume upon the yz-plane. The value of the
will

integral is then

//!
DdV=

/y<M*)

Qdydz=

J*Q */y=6

()

Ddxdydz. (5")

*A>

Here again the integrations may be performed in any order, provided

the limits of the integrals are carefully adjusted to correspond to that
order.

The method may

best be learned

by example.

INTEGRAL CALCULUS

328

Find the mass, center of gravity, and moment of inertia about the axes of the
2 ox =
volume of the cylinder x2 + y 2
which lies in the first octant and under
2
2
paraboloid x + y = z, if the density be assumed constant. The integrals to evaluate are

mm

xdm

x=-

m=\MV,

izdm

iydm

=-

(6)

how the figure looks shows that the limits for z are 2 = and
2
y )/a if the first integration be with respect to z then the double integral
in x and y has to be evaluated over a semi-

The
z

consideration of

= (x2 +

circle,
if

and the

made with

first integration is more simple

respect to y with limits y =

and y = V2 ax
x 2 and final limits x =
and x = 2 a for x. If the attempt were made
,

to integrate first with respect to y, there

would be difficulty because a line parallel to

the y-axis will give different limits according

as it cuts both the paraboloid and cylinder or
the a&s-plane and cylinder the total integral
would be the sum of two integrals. There
would be a similar difficulty with respect
to an initial integration by x. The order of
;

integration should therefore be

/2a /tVaMr

=D

a*

dzdydx

Jz =

=D

dydx

Jjc^QJy

2"

Jo

= Da3

a (1

\/2 ax

f *[ (1

Jo

2 ax

wx =

cos 0) 2 sin 2
J

u.

2
(.r

2
j/

cos 9)

x2

a sin

?
- sin4
0\ (W - 4 ira*D
3
J

)/a

xdzdydx

^lc5

Hence x

/2a

/(ar +j/)A
\

Jx^Qjf/^Q

=?a

z, y, x.

=D

/ 2
/

V2

cue

- sc ^3
58

-f

XV 2

+ -x(2 ax -

= 4 a/3. The computation of the other integrals may be left as an exercise.

134. Sometimes the region over which a multiple integral is to be

evaluated is such that the evaluation is relatively simple in one kind

of coordinates but entirely impracticable in another kind. In addition

to the rectangular coordinates the most useful systems are polar coordinates 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

= r* sin 0drdOd<f>,

dV

(7)

ON MULTIPLE INTEGKALS

329

except for infinitesimals of higher order. These quantities

substituted in the double or triple integral and the evaluation

made by
be made

may
may

be
be

successive integration. The proof that the substitution can

34-35. The proof that
is entirely similar to that given in

the integral may still be evaluated by successive integration, with a

proper choice of the limits so as to cover the region, is contained in
the statement that the formal

work

of evaluating a multiple integral

independent of what the coordinates actually
by repeated integration
represent, for the reason that they could be interpreted if desired as
is

representing rectangular coordinates.

Find the area of the part of one loop of the leraniscate r2 = 2 a2 cos 2 which is
exterior to the circle r = a also the center of gravity and the moment of inertia relative to the origin under the assumption of constant density. Here the integrals are
;

Ax =CxdA,
The

may be performed first with respect

add up the elements in the little radial
so as to add the
sectors, and then with regard to
so as to combine the
sectors or first with regard to
elements of the little circular strips, and then with regard to r so as to add up the strips. Thus
integrations

to r so as to

"

A=

r
"21
/<J,

r aV2ca*t

/;b

rdrd<t>=

J/'=
-

Ax-^C

&

Vt2 C

C"

=0/r =

Jo

(2a cos2</

\2

2^

rcos^-nZttfy

t/ < >=
/

2 sin 2 0) 1 d sin

/I ,- a2 )cfy = (-V3-

ft

(2

V2 a3 cosi 2

cos 0cty>]

Jo

of the figure

along the diameter through that point be assumed,

the equation of the sphere reduces to r = 2 a cos 6

the radius. The center of gravity from

symmetry will fall on the diameter. To
cover the volume of the sphere r must vary from r =
at the origin to r = 2 a cos
upon the sphere. The
=
= J TT, and the
must
from
to
range
polar angle
=
=
to
2
Then
from
TT.
angle
longitudinal

where a

is

reasons of

)a'

.343a 2

O/

3/0

3im/(l2 Vs
4?r) = 1.16 a. The symthat y = 0. The calculashows
metry
tion 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

Hence x

7r\

- a8 =
8

a3 ) cos^d^
.393

a8

INTEGRAL CALCULUS

330

m= C
mz ~ C
J

2ir

2ir
27r

==0

* ae

f*

/5"
C^

/r=2acos0
C

'kr

r2 sin

OdrdBd^

J =0 J r
^4.
-

The center

of gravity

Sometimes

is

or

<(?/,

*?,

85

J/o
o

therefore

make a change

= <0, v),
= \j/(u, v
w),

a
x =

SvAia4

36

= 8 a/7.

necessary to

it is

=f

ka*d<l>

?/

of variable

y^iff(u
y

w),

v)

(D(^, v, w;)

(8)

in a double or a triple integral. The element of area or of volume has

been seen to be ( 63, and Ex. 7, p. 135)

or

Hence
and

CD(X, y)dA

fl>(^

y,

*'

'''

M,

'^,

*)\dudvdw.

'^/l

(8
v

)
y

z)dV= C D(<f>,

dudvdw.

if,

should be noted that the Jacobian

may be either positive or negative

the difference between the case of positive and
the case of negative values is of the same nature as the difference
between an area or volume and the reflection of the area or volume.
It

but should not vanish

As the elements

of area or

volume are considered as positive when

the increments of the variables are positive, the absolute value of the

Jacobian

is

taken.

EXERCISES
1.

Show

2.

Show that Ix

that (6) are the formulas for the center of gravity of a solid body.

formulas for the

C(y*

moment

+ z*)dm,

Iy

f(x

-f

z*)dm, Iz

C(x*

+ y*)dm are the

of inertia of a solid about the axes.

3. Prove that the difference between the moments of inertia of a solid about
any line and about a parallel line through the center of gravity is the product of the
mass of the body by the square of the perpendicular distance between the lines.

4.

Find the moment of

direction determined

inertia of

by the cosines

a body about a line through the origin in the

m, n, and show that if a distance OP be laid

2,

along this line inversely proportional to the square root of the

is an ellipsoid with
as center.
inertia, the locus of
off

moment

of

ON MULTIPLE INTEGKALS
5.

Find the moments of inertia of these

331

uniform density

solids of

(a) rectangular parallelepiped o&c, about the edge a,

2
2
2
2
2
2 =
1, about the z-axis,
(ft) ellipsoid x /a + 2/ /& + * /c
(7) circular cylinder, about a perpendicular bisector of its axis,
5 ) wedge cut from the cylinder x 2 -f y 2 = r2 by z =
(
rax, about
6.

Find the volume of the

solids of

Ex. 6

and of the

(0), (5),

its

edge.

and x/a + y/b + z/c

1,
(a) trirectangular tetrahedron between xyz =
2
2
4 ox, y* = ox, x = 3 a,
(ft) solid bounded by the surfaces y + z
2
2
2
2
2
(7) solid common to the two equal perpendicular cylinders x + y = a , x + z

(/3)

o<

<

!,

7.

Find the center of gravity in Ex. 5

Find the area

between r2

2
(S) r

9.

(5),

Ex. 6

(or), (/3), (a), (e),

density uniform.

and r = J a.
(a) between r = a sin 2
=
and r si a,
and r = 6 cos 0,
(7) between r = a sin
= J Vi a,
= a(l + cos#), r = a.
(c) r

in these cases

= 2 a2 cos 2

= 2a2 cos20,

o,

(.,

8.

= a2

r cos

Find the moments of inertia about the pole for the cases

in

Ex.

8,

density

uniform.
10.

Assuming uniform
2
(a) r

(5)

11.

density, find the center of gravity of the area of one loop

= 2 a2 cos2 0,
r = a sin 8 j
(small

asin2 0,
eos</>),
a(l
(ft)
(7) r
(e) circular sector of angle 2 a.
loop),
r

Find the moments of inertia of the areas in Ex. 10

about the

(a), (0), (7)

initial line.

12. If the density of a sphere decreases uniformly from Do'at the center to
mass and the moment of inertia about a diameter.

at the surface, find the

13.

Find the

total

(a) (x

14.

volume of

y*

spherical sector

2 2
)

= axyz,

(x

(ft)

2/

= 27 a*xyz.

z2 ) 8

bounded by a cone

of revolution; find the center of

of inertia about the axis of revolution if the density
is

gravity and the moment

varies as the nth power of the distance from the center.

15. If a cylinder of liquid rotates about the axis, the shape of the surface
paraboloid of revolution. Find the kinetic energy.
16.

Compute

(/3)

/C X
/(

pf

/0

=/

const., v

const.

= MI?,

/C

x 1

y) dzcZy

/(u

MI?, ut?)

ududv,

if

= y -f x,

dwdw

if

= XM,

35

f(x,y)dxdy

t/y =E

= f f
Jo

(7)'
VT

/(

Jo

or= f r
Jo

and hence verify (7).

j(^}>
j(^^]
j(^~]
V, W
\r, 0, zl
\r, 0, Bl

17. Sketch the region of integration and the curves u

hence show:

XC

is

J0/

\l
^

(1

+ M) 2

dudt?

>

Ja

+ u/
f

(1

Ju-1

-dudv.

/
^

(1

=
1

w)

M)

+w

INTEGRAL CALCULUS

332
18.

Find the volume of the cylinder r

the plane z
19.

= 2 a cos

between the cone z

and

= 0.

Same

as

inertia about r

and find the

for cylinder r2 = 2 a2 cos 20
the density varies as the distance from r = 0.

Ex.18

if

moment

of

20. Assuming the law of the inverse square of the distance, show that the
homogeneous sphere at a point outside the sphere is as though all

attraction of a

the mass were concentrated at the center.

21. Find the attraction of a right circular cone for a particle at the vertex.
22. Find the attraction of (a) a solid cylinder,
assume homogeneity.
its axis

point on

(p)

a cylindrical shell upon a

23. Find the potentials, along the axes only, in Ex. 22.
Sr-^dm or as the integral of the force.

The

potential

may

be

defined as

24. Obtain the formulas for the center of gravity of a sectorial area as

and explain how they could be derived from the fact that the center of gravity of
a uniform triangle is at the intersection of the medians.
25. Find the total illumination upon a circle of radius a, owing to a light at a
The illumination varies inversely as the square of the
Ji above the center.
distance and directly as the cosine of the angle between the ray and the normal
distance

to the surface.

26. Write the limits for the examples worked in

grations are performed in various other orders.

133 and 134

when

the inte-

27. A theorem of Pappus. If a closed plane curve be revolved about an axis

which does not cut it, the volume generated is equal to the product of the area of
the curve by the distance traversed by the center of gravity of the area. Trove
either analytically or by infinitesimal analysis. Apply to various figures in which
two of the three quantities, volume, area, position of center of gravity, are known,
to'find the third.

Compare Ex. 3,

p. 346.

Average values and higher integrals. The value of some special

interpretation of integrals and other mathematical entities lies in the
concreteness and suggestiveness which would be lacking in a purely
135.

For the simple integral

analytical handling of the subject.

f(x)dx

=/(#) was plotted and the integral was interpreted as

would have been possible to remain in one dimension by
interpreting f(x) as the density of a rod and the integral as the mass.
the curve y

an area;

it

In the case of the double integral

sity
it is

f(x, y) dA the conception of den-

and mass of a lamina was made fundamental as was pointed out,

possible to go into three dimensions and plot the surface z =f(oc y)
;

ON MULTIPLE INTEGEALS

333

and interpret the integral as a volume. In the treatment of the

z)dV

integral //(#, y,

triple

the density and mass of a body in space were

made fundamental

here it would not be possible to plot u =f(x, y, z)

;
as there are only three dimensions available for plotting.
Another important interpretation of an integral is found in the con-

ception of average value. If q^ q^

the numbers is the quotient of their

q n are n numbers, the average of

sum by

n.

n
If a set of

q2

is

numbers is formed of wl numbers q l9 and t#2 numbers

numbers q n so that the total number of the numbers

wn

and

w + w^

(
^

-----h

-\

wn

the average

u\

'

is

----h

Wn q n =

'

"'

'

w v w 2 -,?/>, or any set ol numbers which are proto

These defi-, q n
them, are called the weights of q^ q^
portional
nitions of average will not apply to finding the average of an infinite

The

coefficients

numbers because the denominator n would not be an arithHence it would not be possible to apply the definition
to finding the average of a function f(x) in an interval XQ ^ x ^ # r
A slight change in the point of view will, however, lead to a definition for the average value of a function. Suppose that the interval
XQ =i x =i .T I is divided into a number of intervals Aa%., and that it be
imagined that the number of values of y = /(**) in the interval Ao*,

number

of

metical number.

proportional to the length of the interval.

Air,- would be taken as the weights of the values
is

would be

Then the quantities

/() and the average

^^
I

orbetter

y=

f(x)dx
r

(10)

dx

by passing

to the limit as the Aos/s approach zero.

/"/<*>*

Then

r /^)^=(^-^

c/a-

In like manner if z =/(^, y) be a function of two variables or

u =/(#, y, z) a function of three variables, the averages over an itrea

INTEGRAL CALCULUS

334

or volume would be defined by the integrals

Cf(x,y)dA

z^^

ff&y,
u=^=V

and

JdA^A

(10)

jdV

It should be particularly noticed that the value of the average is defined with reference to the variables of which the function averaged is a

function ; a change of variable will in general bring about a change in

the value of the average.
IT
11

II
y

but

if

and there

is

//

~~~*~-

For

jri'T*!
\^jy

J-

7/ 1*
y
v*^/

KO = 7TT7 f

= /(<KO)>

\
T//
( fTT\

/
I

i.

V **V

i
ft"*
If/ *

/(*(0)

>

no reason for assuming that these very different expressame numerical value. Thus let

sions have the

y (*) =

The average

];

^ = 3i

_^

2
.*-

>

=s

fw

si

values of # and y over a plane area are

=~

xcZ,4,

7^

y^,

when

the weights are taken proportional to the elements of area but

the area be occupied by a lamina and the weights be assigned as
proportional to the elements of mass, then
;

if

mj

xdm.

y
J

'

mj

ydm.'
*

and the average values of x and y are the coordinates of the center of
gravity. These two averages cannot be expected to be equal unless the
density is constant. The first would be called an area-average of x and
y; the second, a mass-average of x and y. The mass average of the
square of the distance from a point to the different points of a lamina
would be
__
r
r*

and
it is

= k* =

*\

i*dm=I/M

(11)

defined as the radius of gyration of the lamina about that point

the quotient of the moment of inertia by the mass.

is

ON MULTIPLE INTEGRALS

335

As a problem in averages consider the determination of the average value of a

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
equal to 1. Let x be the proper fraction. Then in the first case
;

_
x

= -1
1

/!
I

xdx

Jo

In the second case let y be the other fraction so that x + y =s 1. Now if (x, y) be
taken as coordinates in a plane, the range is over a triangle, the number of points
be taken as proportional to the area of
(x, y) in the element dxdy would naturally
the element, and the average of x over the region would be
1

CxdA

Jo Jo

"V
xdxdy

f \1- 2y

Jo

-f

y*)dy
'

~3*

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, 2, u) subject to the
relation x-fy + z-fu^=l. From the analogy with the above problems, the result
would be
_ _
*

xdxdydzdu

i'

= o Jz

The evaluation

of the quadruple integral gives x

= 1/5.

136. The foregoing problem and other problems which may arise
lead to the consideration of integrals of greater multiplicity than three.
It will be sufficient to mention the case of a quadruple integral. In the
first

place let the four variables be

yQ sySyv

x^SxSxv

u9 SuSu v

z^z^z v

included in intervals with constant limits.

This

is

(12)

analogous to the

case of a rectangle or rectangular parallelepiped for double or triple

integrals. The range of values of x, y, z, u in (12) may be spoken of
as a rectangular volume in four dimensions, if it be desired to use geometrical as well as analytical analogy. Then the
would be an element of the region. If

the point (&,

The formation

of

,-,

ft)

would be said to

lie

in the element of the region.

a quadruple sum

could be carried out in a manner similar to that of double and triple

sums, and the sum could readily be shown to have a limit when

INTEGRAL CALCULUS

336

Ay A A?f approach zero, provided / is continuous. The

sum could be evaluated by iterated integration

limit of

Aa?,-,

this

t-,

u)dudzdydx

(#, y, 2,

where the order of the integrations

immaterial.

is

It is possible to define regions other

F(x
where

may

it

y, z,

than by means of inequalities

Consider

such as arose above.

?/)

and

when

be assumed that
of F =

y, z, ?/) =E 0,

F(x,

three of the four variables are

more than two values for the

u
which
F < are separated from
make
y, z,
F
the
make F = 0. If the sign
values
which
make
those which
> by
of F is so chosen that large values of x, ij, z, u make F positive, the
will be said to be outside the region and those
values which give F >
which give F < will be said to be inside the region. The value of the
gives not

given the solution

fourth. The values of x }

integral of /(.r, y,

z, ?/)

S*^ />y = <f>!(^)

II
c/r

over the region

/^M=o> 1 (cr,

S*z=\lii(r,y)

<f>

(ar)

= ^^r, y) Ju = o

could be found as

y, z)

f(jr,y,z 9 u)dndzdydx,

Jy =

F^

Cr, y, z)

and u = o> (#, y, z) are the two solutions of F =

for u in terms of x, y, z, and where the triple integral remaining after
the first integration must be evaluated over the range of all possible
where u

= ^(x, y, z)

By first solving for one of the other variables, the

be
could
arranged in another order with properly changed
integrations
values for

(x, y, z).

limits.
If

a change of variable

0(z',y',z>')>

the integrals in the

(*, y, 2,

effected such as

is

f(x ,y

new and

u)dxdydzdu

/
,

,u

),

x(* ,y

/
,

old variables are related

,M

(x

,y

,2;

,u

(13)

by

'du'. (14)

The

result may be accepted as a fact in view of its analogy with the results (8) for
the simpler cases.
proof, however, may be given which will serve equally well
a way which does not depend on the
as another way of establishing those results,
somewhat loose treatment of infinitesimals and may therefore be considered as

more

In the

satisfactory.

first

involving Jacobians, and from

place note that from the relation (33) of p. 134

generalization to several variables, it appears

its

that if the change (14) is possible for each of two transformations,

for the succession of the two. Now for the simple transformation

',

= y',

=z

7
,

= w (z',

y', z', u')

u>

it is

(z, y, z,

ux),

possible

(13')

ON MULTIPLE INTEGRALS
which involves only one variable,

J=

Su/Su',

33T

and here
fu',

and each side may be integrated with respect

case. For the transformation
x

(x',

2,', z',

1*0,

which involves only three

^ (x

y', z',

J/

variables,

u 7),

to x, y,

x (x',

y z U \
; \

>

*'

>

")******

= u',

tO,

z',

?/',

(14) is true in this

= ,/ 1^^\
VM y', z7

\x', ?/, z', w'/

ffff(x

Hence

z.

(13")

and

ffff ^ *> *' u)\J\dx'dy'dz',

and each side may be integrated with respect to u. The rule therefore holds in
this case. It remains therefore merely to show that any transformation (13) may
be resolved into the succession of two such as (13'), (13"). Let

Solve the equation M t

(J5 t , 2/ t ,

Now by

w(Xj, y t , z v

z p w,),

^ (x t

virtue of the value of

x v y^ z v K! in

it

wt

u')

2/ t ,

for

zx,

it

wl

w t ),

(x v

y t z t w t ) and write
,

(ar^

this is of the type (13"),

2t ,

2/ 1?

w t ),

= w,

and the substitution

of

gives the original transformation.

EXERCISES
1.

Determine the average values of these functions over the intervals:

2
(a) x ,

n
(7) x ,

2.

^ x ^ 10,
^ x =s n,

(p) sin
(5)

a-,

cosnx,

Determine the average values as indicated

^xsJ
^x^J

?r,
TT.

2
2
2
(a) ordinate in a semicircle x + y = a y > 0, with x as variable,
(j8) ordinate in a semicircle, with the arc as variable,
as variable,
(y) ordinate in scmiellipse x = acos<, y = 6sin0, with
,

(5) focal radius of ellipse, with equiangular spacing about focus,

(e) focal radius of ellipse, with equal spacing along the major axis,

(f ) chord of a circle (with the most natural assumption).

3.

Find the average height of so much of these surfaces as lies above the xy-plane

(a) x?

y*

z*

2
,

(ft)

= a*- p*x* - ?2 y2

man's height is the average height of a conical

space can he stand erect ?

4. If a
floor

(y) e*

tent,

- x2 - y2

on how much

of the

Obtain the average values of the following:

ditto from vertex,
(ft)
(a) distance of a point in a square from the center,
from
a
in
a
the
of
circle
distance
point
center,
(8) ditto for sphere,
(y)
on
from
the surface.
a
in
a
a
fixed
of
c
distance
point
sphere
point
)
(

5.

6. From the S.W. corner of a township persons start in random directions

between N. and E. to walk across the township. What is their average walk ?

Which has

it?

INTEGRAL CALCULUS

338
On

7.

joining
line is

each of the two legs of a right triangle a point is selected and the line
Show that the average of the area of the square on this
is drawn.
J the square on the hypotenuse of the triangle.

them

What

line joins two points on opposite sides of a square of side a.

8.
ratio of the average square on the line to the given square ?

9.

What

is

the

Find the average value of the sum of the squares of two proper fractions.
are the results for three and for four fractions ?

10. If the

sum

of

n proper fractions cannot exceed

value of any one of the fractions

11.

The average value

12.

Two

is

l/(n

show that the average

1,

1).

of the product of k proper fractions is 2-*.

random within a

points are selected at

Find the

circle.

ratio of the

average area of the circle described on the line joining them as diameter to the
area of the circle.
13.

Show

x = r cos 0,

and prove that

by the range
cover

all

J=

that

r8 sin 2

y = r sin
all

values of x,

^r

a,

for the transformation

sin

cos 0,

=i

= r sin

sin

2
z, u defined by x

y,

positive values of x, y,

TT,

z,

cos ^,
-f

= r sin

z 2 -f

0^0^ w, ^ ^ =

sin

2 TT.

What

The same

as Ex. 14

range will

14. The sum of the squares of two proper fractions cannot exceed
average value of one of the fractions.
15.

sin ^,

u 2 =s a2 are covered

1.

Find the

where three or four fractions are involved.

16. Note that the solution of w t

^(Xj, y, z x , u') for u'

^(a^, y t , z t , u t )
shall
not
vanish.
that the hypothesis that J does not vanthat
Show
dw/du'
requires
ish in the region, is sufficient to show that at and in the neighborhood of each point
(x, y, z, u) there must be at least one of the 16 derivatives of 0, ^/, x,
by x, y, z, u
which does not vanish and thus complete the proof of the text that in case / ^
and the 16 derivatives exist and are continuous the change of variable is as given.
;

17. The intensity of light varies inversely as the square of the distance. Find
the average intensity of illumination in a hemispherical dome lighted by a lamp
at the top.
18. If the data be as in Ex. 12, p. 331, find the average density.

137. Surfaces

and surface

integrals.

Consider a surface which has

at each point a tangent plane that changes continuously from point to point of the surface. Consider
also the projection of the surface upon a plane, say
the ay-plane, and assume that a line perpendicular
to the plane cuts the surface in only one point.

/
Over any element dA of the projection there will
be a small portion of the surface. If this small
portion were plane and if its normal made an angle y with the 2-axis,
the area of the surface (p. 167) would be to its projection as 1 is to

ON MULTIPLE INTEGRALS

339

cos y and would be sec ydA. The value of cos y may be read from
on page 96. This suggests that the quantity

fsocydA

Jj[l -H (|)'

dxdy

(I)]

(9)

(15)

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 defi;

This definition

nition will be adopted.

really dependent on the

is

particular plane upon which the surface is projected that the value of
the area of the surface would turn out to be the same no matter what
;

plane was used for projection

is

tolerably apparent, but will be proved

later.

Let the area cut out of a hemisphere by a cylinder upon the radius of the
hemisphere as diameter be evaluated. Here (or by geometry directly)

0.0,0
+ y* + z* = a

x*

= Ch +
J
L

This integral

rr 2

7/ 2

o
z
,

--=--,

d*

fa

dx

&y

+ L *<Lt =
^
z
* J
~~\

be evaluated directly, but

may

y
=_:%

coordinates in the plane.

it is

better to transform

it

to polar

Then
* Tr If

a 2 (1

- sin 0) <ty = (IT - 2) a2

which lies in the first octant could be projected upon

the zz-plane and thus evaluated. The region over which the integration would
extend is that between x 2 -f z 2 = a 2 and the projection
a 2 of the curve of intersection of the sphere
z 2 4- ax
It is clear that the half area

and cylinder. The projection could also be made on the

and
yz-plane. If tne area of tne cylinder between z
would be
the sphere were desired, projection on z
would be involved owing to
useless, projection on #

the overlapping of the projection on

itself,

but projection

would be entirely feasible.

To show that the definition of area does not depend,
except apparently, upon the plane of projection consider
any second plane which makes an angle Q with the first. Let the
tion be the y-axis then from a figure the new coordinate x' is
on y

line of intersec-

x'

= x eos0 +

z sintf,

= y,

and

J^L^- = ?*~ =
(x, y)

dx dV
y
y) cos 7

_ rrdxdy = CCj(x ^\
JJ

cos 7

/ /

x
(x

'

cos0

dx

dx

sintf,

= CC
JJ

cos y (cos

-f

p sin 9)

It remains to show that the denominator cos 7 (cos

+ p sin 0)
to the original axes the direction cosines of the normal are

=
p

Referred

cos 7'.
:

1,

and of

INTEGRAL CALCULUS

340
the z'-axis are

sin

The

cos 0.

cos 7'

= -p sin 6 -f +

Hence the new form

The integrand <7S=

p- sin 6 +

cos 9

sec

is

*\
= cos 7 (cos 6 + p sin 6).
/

/>

the integral of sec y'dA' and equals the old form.

yd A

dS =

are other forms such as

cos 6

'

of the area

cosine of the angle between these lines is

--

therefore

called the element of surface. There

sec (r, ri) r* sin BdOdfa where (>, n) is the
is

angle between the radius vector and the normal but they are used
comparatively little. The possession of an expression for the element
of surface affords a means of computing averages owr surfaces. For if
;

=u

y, z)

(a?,

be any function of

(.r, //,

),

and

=/(/,

y)

any

surface,

the integral

<>, y, *)

will be the average of

of a hemisphere

2ira

s
A

(', y,

u over the surface

+^//

/)
*S.

(16)

Thus the average height

(for the surface average)

is

If

<w =

2f/S

f f2

2ira*JJ

a
-

-<*

>

whereas the average height over the diametral plane would be 2/3.
This illustrates again the fact that the value of an average depends
on the assumption made as to the weights.
138. If a surface z =/(.*, y) be divided into elements AS and the
of the element,
(>, ;//, z) be formed for any point (., 77,-,
and the sum 2*/,-Atf be extended over all the elements, the limit of

function u

the

sum

,-)

as the elements

become small in every direction is defined

and may be

as the surface integral of the function over the surface

evaluated as

That the sum approaches a limit independently of how (f/? rf i9 f/) is

chosen in A*S and how A>S,. approaches zero follows from the fact that
the element ?<(
r/ f
^)A*S't of the sum differs uniformly from the
y

integrand of the double integral by an infinitesimal of higher order,

provided u (x, y, z) be assumed continuous in (x ?/, z) for points near
9

the surface and

Vl +f* +/F

/a

be continuous in

(x, y)

over the surface.

For many purposes it is more convenient to take as the normal

form of the integrand of a surface integral, instead of udS, the

ON MULTIPLE INTEGRALS
R cos yds

product

of a function

R (x,

clination of the surface to the #-axis

Then the

341

by the cosine of the inby the element dS of the surface.

y, z)

integral may be evaluated over either side

for
(x, y, z) has a definite value
;

of the surface

surface, dS is a positive quantity, but cos y

positive or negative according as the normal is
drawn on the upper or lower side of the surface.

on the
is

The value

of the integral over the surface will be

'

os y (ls

=
/ /

JM'-rdy

or
/

Rdxdy

(18)

according as the evaluation is made over the upper or lower side. If

the function R (x, y, z) is continuous over the surface, these integrands

even when the surface becomes perpendicular to the

which
might not be the case with
#?/-plane,
an integrand of the form u (x, y, z) dS.
will be finite

An integral of

this sort

may

Let

over a closed surface.

it

be evaluated
be assumed

cut by a line parallel to

the 2-axis in a finite number of points, and
that the surface

is

for convenience let that

number be two. Let

the normal to the surface be taken constantly as the exterior normal (some take
the interior normal with a resulting change

of sign in some formulas), so that for the

and for
upper part of the surface cos y

>

<

=f

the lower part cos y

0. Let z
?/)
1 (;r
be
the
and z
upper and lower values of z on the surface.
(#, y)
the exterior integral over the closed surface will have the form
j

=/

H cos ydS

=R

[x,

y,/x (;r, y)]

-JJli

[x,

Then

y)] dxdy, (18')

where the double integrals are extended over the area of the projection
of the surface on the avy-plane.
From this form of the surface integral over a closed surface
appears that a surface integral over a closed surface may be expressed as a volume integral over the volume inclosed by the surface.*
it

* 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
if the functions and derivatives remain finite and continuous, but such extreme conditions
are by no means necessary.
infinite

INTEGRAL CALCULUS

342

For by the rule for integration,

~~

'

iii
III
jJJz^fQ{x

flR

VZ

y)

Hence

dzdxdy =

R cos yds

R (x,

JJ
= C SR
I

*/o

^-

j j

dxdy.

y, z)
*

rfF

(19)
or

be used to designate a closed surface, and if the double

the symbol
integral on the left of (19) be understood to stand for either side of
if

the equality (18').

IP cos adS

In a similar manner

iipdydx

CQ cos fidS = CC Qdxdz =

^ dxdydz = j

fff^ dydxdz

Then f(Pcosa + Qcos/J + Rcos y)dS

Jo

/T
or

Jf (^
\ x

CCCI'dP

(P^y^

+ Qrf^x + Rdxdy) =1/1

follows immediately

("a^

~-

dV,

= C dV.
^

+ ^+ -jj) dv
y

SQ

*/

dR

+ gf+gr

by merely adding the three

equalities.

one of

Any

these equalities (19), (20) is sometimes called Gauss's Formula, sometimes Green's Lemma, sometimes the divergence formula owing to the
interpretation below.

The

From

interpretation of Gauss's Formula (20) by vectors is important.

the viewpoint of vectors the element of surface is a vector dS

directed along the exterior normal to the surface

vector function

76).

Construct the

= IP (a, y, z) + jQ(x, y, z) + kR(x, y, z).

dS = (i cos a + j cos + k cos y) dS = idSx + jdSy + VidS
F(z,

Let

y, z)

ft

z,

where dSx dSy dSz are the projections of dS on the coordinate

,

P cos adS + Q cos fidS + R

Then
and

il(Pdydz

Qdxdz

cos

yds

+ Rdxdy) =

planes.

= F.dS
|F.rfS,

where dSx dSy dSz have been replaced by the elements dydz, dxdz, dxdy,
which would be used to evaluate the integrals in rectangular coordinates,
,

ON MULTIPLE INTEGRALS

343

implying that the projections dSx , dSy dSx are actually

rectangular. The combination of partial derivatives
without at

all

the symbolic scalar product of V and

called the divergence of F. Hence (20) becomes

where V.F

is

(Ex. 9 below),

f div dV = f V.FdF= f F.dS.

Now

F (x,

is

(20 )

such that at each point (x, y, z) of space a vector

seen in the velocity in a moving fluid such as air or
water. The picture of a scalar function u(x, y, z) was by means of the surfaces
u = const. the picture of a vector function F (x, y, z) may be found in the system
is

the function

y, z) is

Such a function

defined.

is

of curves tangent to the vector, the stream lines in the fluid

if F be the velocity. For the immediate purposes it is better

F (x, y, z) as the flux Dv, the product of the density in the fluid by the velocity. With this
interpretation the rate at which the fluid flows through an
to consider the function

element of surface dfS is DvcZS = F-dS. For in the time

advance along a stream line by the amount

dt the fluid will

vcft

and the volume

volume of fluid which advances through the

Hence SDv<2S will be the rate of diminution of the amount

of the cylindrical

surface will be vdSeft.

of fluid within the closed surface.

an element of volume dV is DdF, the rate of diminution

volume is
dl)/dt where dD/dt is the rate of increase
at a point within the element. The total rate of diminution of the
within the whole volume is therefore
2dD/dtdV. Hence, by

As the amount of

fluid in

of the fluid in the element of

of the density Z)
amount of fluid

virtue of the principle of the indestructibility of matter,

= f z>v.ds = ~ f

f F.ds

Now

if Ua;,

vy

vs be the

Jo

Jo

components

of

so that

av.

(w)

dt

P = Dvx Q = D%, R = Dvz

,

are

the components of F, a comparison of (21), (20 ), (20") shows that the integrals of
dD/dt and div F are always equal, and hence the integrands,
aZ)
dt

are equal
density

that

is,

the

_ gP

dQ

d_R

dx

dy

dz

sum P'x

when IP + j Q + k#

is

dx

'

+ Ez

represents the rate of diminution of

the flux vector ; this combination is called the

-f

Q'v

divergence of the vector, no matter what the vector

Not only may a

dz

dy

really represents.

surface integral be stepped up to a volume

integral, but a line integral around a closed curve may be stepped up
into a surface integral over a surface which spans the curve. To begin
139.

INTEGRAL CALCULUS

344

with the simple case of a line integral in a plane, note that by the
same reasoning as above

=~

Lpdx

dxdy>

dxdy>
(22)

This

is

+ Q(x,

y)dx

sometimes called Green's

Lemma

for the plane in distinction

Lemma for

space. The oppoto preserve the direction

of the line integral about the contour. This result
may be used to establish the rule for transforming a

to the general Green's

site signs

must be taken

= <j>(u,

double integral by the change of variable x

y=

$(ut

v~),

For

v).

F-

/ dv

00

(The double signs have to be introduced at first to allow for the case
where J is negative.) The element of area dA = \J\dudv is therefore
established.

To

obtain the formula for the conversion of a

in space to a surface integral, let

be
given and let z =/(#, y) be a surface
P(x, y, z)
spanning the closed curve O. Then by virtue of
line

integral

=f(x,

y), the function

P(x,

y, z)

= P (x,

where O' denotes the projection of

y)

and

on the ay-plane.

Now

the final

double integral may be transformed by the introduction of the cosines

of the normal direction to z =/(#, y).
cos

j8

cos y

1,

dxdy

= cos ydS,

qdxdy

cos fidS

dxdz.

ON MULTIPLE INTEGRALS

and those obtained by permuting the

If this result

C(Pdx

This

Qdij

known

345

letters

be added,

+ Rdz)

as Stokes' s

Formula and

of especial importance in
hydromechanics and the theory of electromagnetism. Note that the
line integral is carried around the rim of the surface in the direction
is

is

which appears positive to one standing upon that side of the surface
over which the surface integral is extended.
Again the vector interpretation of the result is valuable. Let

(aj,

y, 2)

= IP

f F.dr

Then

(a?, ?/,

==

+ JQ (x,

z)

;//,

z)

+ k7? (x,

y, z),

f curl F.</S = f V*F.r/S,

(23')

where V><F is the symbolic vector product of V and F (Ex. 9, below),

that is, the line integral of a vector
is the form of Stokes's Formula
around a closed curve is equal to the surface integral of the curl of the
vector, as defined by (24), around any surface which spans the curve.
;

zero about every closed curve, the surface inte0.

For
vanish over every surface. It follows that curl F

If the line integral

gral

must

if the-

face

failed to vanish at

perpendicular to the vector

the integral

would

any point, a small plane surmight be taken at that point and

over the surface would be approximately [curl
\dS and

vector curl

dS

is

thus contradicting the hypothesis.

vanish,
F requires the vanishing
curl
of
the
vector
vanishing
fail to

of each of

its

Pdx
If

Qdy

Now

the

components. Thus may be derived the condition that

Rdz be an exact differential.

be interpreted as the velocity v in a

fydr =

ivyjdx

fluid,

the integral

Vjfly -f vcte

component of the velocity along a curve, whether open or closed, is called

the circulation of the fluid along the curve; it might be more natural to define
of the

INTEGRAL CALCULUS

346

the integral of the flux Dv along the curve as the circulation, but this is not
Now if the velocity be that due to rotation with the angular veloc-

the convention.

about a line through the origin, the circulation in a closed curve

computed. For

ity a

= axr,

vefr

/o

The

circulation

is

= /axrdr = a-rxdr = a*
Jo
Jo
|

rxdr

is

readily

= 2aA.

AD

therefore the product of twice the angular velocity and the area
by the curve. If the circuit be taken indefinitely small, the

of the surface inclosed

2adS

and a comparison with (23') shows that curly

2 a; that is, the
integral is
curl of the velocity due to rotation about an axis is twice the angular velocity and
is constant in magnitude and direction all over space.
The general motion of a
not one of uniform rotation about any axis in fact if a small element of
be considered and an interval of time dt be allowed to elapse, the element
will have moved into a new position, will have been somewhat deformed owing to
the motion of the fluid, and will have been somewhat rotated. The vector curl v,
as defined in (24), may be shown to give twice the instantaneous angular velocity
of the element at each point of space.
fluid is

fluid

EXERCISES
Find the areas of the following surfaces

1.

x 2 -f y*
ax = included by the sphere x 2 -f y 2 -f z 2 = a2
2
2 = 2
in first octant,
a above r = a cos n#,
+
+
z/c=l
x/a y/b
(7) x + y* -f z
2
2
2
2
sphere x + y + z = a above a square |x| ^ 6, \y\ ^ 6, b < jV2a,
2
2
2
z = xy over z 2 + y 2 = a2
y* over r = a cos0,
(f) 2az = x
2
2 =
2
a
sin
=
cos
in
a
first octant,
z + (x
-f y
xy over r2 = cos 2 0,
a)
(9) z
2
2 = a2
2
2
x
+
y
cylinder
intercepted by equal cylinder y -f z = a 2

(a) cylinder

(p)
(d)

(e)
(17 )

2.

Compute the following

superficial averages:

Ans.
(a) latitude of places north of the equator,
2
2
2
2
(ft) ordinate in a right circular cone ^ (x + y )
0,
a?(z
A)
(7) illumination of a hollow spherical surface by a light at a point of it,
(8) illumination of a hemispherical surface by a distant light,

(e) rectilinear distance of points north of equator

3.

A theorem of Pappus:

If

from north

pole.

a closed or open plane curve be revolved about an

axis in its plane, the area of the surface generated is equal to the product of the
length of the curve by the distance described by the center of gravity of the curve.

The curve

shall

not cut the axis.

Prove either analytically or by infinitesimal

to various figures in which two of the three quantities, length of

area
of
curve,
surface, position of center of gravity, are known, to find the third.
Compare Ex. 27, p. 332.

analysis.

Apply

The surface integrals are to be evaluated over the closed surfaces by

them
as volume integrals. Try also direct calculation
ing
4.

express-

(a)

CC(x*dydz

(0)

f(x*dydz

-f

xydxdy

+ xzdxdz) over the spherical surface x 2 + y2 + z 2 = aa

+ y*dxdz + z*dxdy),

2
cylindrical surface x

+ y* =

aa ,

6,

ON MULTIPLE INTEGRALS
(7)

fi [(x2

(5)

Cixdydz

yz) dydz

2 xydxdz

= jlydxdz =

-f-

dxdy] over the cube

Cjzdxdy

Ci(xdydz

347
3=5

x, y, 2

ydxdz

-f

= a,

zdxdy)

F,

formed by
and evaluating the result-

(e) Calculate the line integrals of Ex. 8, p. 297, around a closed path

two paths there given, by applying Green's

Lemma

(22)

ing double integrals.

x = t (w, ) y = 2 (M v )> 2 = 0s(M v ) are tne parametric equations of a

the
direction ratios of the normal are (see Ex. 16, p. 136)
surface,
5. If

if

Show

that the area of a surface

may

J<

=J

* 1 **+*
'

be written as

*"

^=

where

du
ds2

and

Show

= Edu* +

2 Fdudu

2 that the surface integral of the

first

Gdv*.

type becomes merely

and determine the integrand in the case ot the developable surface of Ex. 17, p. 143.
Show 3 that if x =/t (f, i?, f), y =/2 (f, 1, i), 2 =/s(^ *? f) is a transformation of
space which transforms the above surface into a new surface { = ^(w, v), i; = ^ 2 (
^

= ^ 8 (u,

then

v),

U,

Show 4

that the surface integral of the second type becomes

//-- //"(H
Show 6
Green's

that

Lemma

now

terms of the new variables f , 17, f in place of x, y, z.

the double integral above may be transformed by
in such a manner as to establish the formula for change of variables

where the integration

is

when

in

R=z

in triple integrals.
6.

Show

that for vector surface integrals

CudS = CvUdV.

as a surface integral. The area cut out from the unit sphere by a
vertex at the center of the sphere is called the solid angle o> subtended
at the vertex of the cone. The solid angle may also be defined as the ratio of the
7. Solid angle

cone with

its

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

INTEGRAL CALCULUS

348

in radians). Show geometrically (compare Ex. 16, p. 297) that the infinitesimal solid
angle dw of the cone which joins the origin r = to the periphery of the element dS
of a surface is dw = cos(r, n)d/S/r2 , where (r, n) is the angle between the radius

produced and the outward normal to the surface. Hence show

ri* d8 = _r*_l d8 = _ f^vl,

J
J dn r
r dn
r

rco^jr,)
J

r*

r8

where the integrals extend over a surface,

by that surface. Infer further that

d8
Q dn r

= 4*

is

the solid angle subtended at the origin

--dS =

or

Jo dn

Or

--

dS

/o dn r

is within the closed surface or outside it or upon it,

according as the point r =
where the tangent planes envelop a cone of solid angle (usually 2?r).
Note that the formula may be applied at any point (f, 17, f) if

at a point

where
8.

which

(aj,

y, z) is

a point of the surface.

Suppose that at

Gauss's Integral
attracts

according

to

F=

V=

Newtonian

the

there

is

a particle of mass

Law F = m/r2

Show

that

the

The induction or flux (see Ex. 19,

VT
m/r so that
potential is
p. 308) of the force F outward across the element dS of a surface is by definition
.

JPcos(F, n)dS = J?*d&. Show that the total induction or flux of

surface is the surface integral

f F.e*S

m=

and

= - CdS.VV = - f
J
J

~-^ f F.dS

4 TT t/o

TT

dS
dn

C dS-VT =
Jo

= m fdS-V 1

~l
4

TT

across a

-dS,

t/o d?i r

where the surface integral extends over a surface surrounding a point r = 0, is the
formula for obtaining the mass m within the surface from the field of force F
which is set up by the mass. If there are several masses m t w2
situated at
,

points

(f t ,

^,

ft), (?2 ,

97 2 ,

f2 ),

be the force and potential at

.,

let

(x, y, 2)

due to the masses. Show that

-fF.dS = 4 IT CdS.VV =
47rJo
Jo

V m = Jf

~ ~ dS =
f
**
iTrt-fJodnn

- -i-

v
(25);

where S extends over all the masses and S x over all the masses within the surface
within the surface. The integral (25)
(none being on it), gives the total mass
which gives the mass within a surface as a surface integral is known as Gauss's
Integral. If the force were repulsive (as in electricity and magnetism) instead of
attracting (as in gravitation), the results would be V = m/r and

47T./O

(25')'

ON MULTIPLE INTEGRALS
9. If

V=

--h

ax

+k

ox

dz

dy

that

= V (V-F) -

(VV)

3F

cos

dy

#k. Show further that

(write the Cartesian form).

0*
3F
dF
-cos o H-- cos 7 =

fl

ds

az

ay

dx

dx/

a constant unit vector, show

is

ax

the directional derivative of

\dz

o,

(V-V)

If

V(V{7).

(uV) F
fs

+ Qj +

Pi

WXF =

= o,
Vx(VxF)

dz

\dy

F=

by formal operation on

Show

be the operator defined on page 172, show

dz

dy

349

in the direction u.

Show

(dr-V)

F=

dF.

Let .F(x, y, z) and 6?(x, y, z) be two functions

become two vector functions and FVG and GVF two other

10. Green's Formula (space).

so that

VF

and

VG

Show

vector functions.

V.(FV6?)

= VF'VG + FV.VG,

V.(GVF)

or
dy

^^^4.^^4.^^4.
F(^
az az
ax
\ax
ay ay

~";ax

+
ay

az 2 /

and the similar expressions which are the Cartesian equivalents of the above vector
forms. Apply Green's Lemma or Gauss's Formula to show

J FVG'dS =

CvF'VGdV + CFV.VGdV,

(26)

f GVF*dS = CvF*VGdV + fGV.VFdF,

= C(FV.VG - GV.VF)
8x 8x

dF\

8y ay
/

/8^G

82

(26

(f

v,

(26")

8z

++
8^G

The formulas (26), (26r), (26X/) are known as Green's Formulas; in particular the first
two are asymmetric and the third symmetric. The ordinary Cartesian forms of
2
2
2
2
2
2
(26) and (26") are given. The expression a F/ax + a F/ay + a F/az is often
written as

AF for brevity

the vector form

is

VVJP.

11. 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
vanishes and that the integral of VVxF over a volume vanishes. Infer that
is

V-VxF

= 0.

INTEGEAL CALCULUS

350
12.

Reduce the

integral of

VxVU

over any (open) surface to the difference in

the bounding curve. Hence infer VxVZJ = 0.

U at two same points of

the values of

13. Comment on the remark that the line integral of a vector, integral of Fdr,
around a curve and along it, whereas the surface integral of a vector, integral
of FdS, is over a surface but through it. Compare Ex. 7 with Ex. 16 of p. 297. In
particular give vector forms of the integrals in Ex. 16, p. 297, analogous to those of
Ex. 7 by using as the element of the curve a normal dn equal in length to dr,
is

instead of dr.

F = Pi +

Qj + JRk, the functions P, Q depend only on x, y and the

0, apply Gauss's Formula to a cylinder of unit height upon the
xy-plane to show that
14. If in

function

JK

becomes

ff(

where dn has the meaning given in Ex. 13. Show that numerically Fdn and Fxdr
are equal, and thus obtain Green's Lemma for the plane (22) as a special case of (20).
Derive Green's Formula (Ex. 10) for the plane.

fFdr = f G*dS, show

15. If

that

VxF)dS =

f (G

Hence

0.

infer that

if

these relations hold for every surface and its bounding curve, 'then G = VxF.
Ampere's Law states that the integral of the magnetic force H about any circuit is
equal to 4?r times the flux of the electric current C through the circuit, that is,

through any surface spanning the circuit. Faraday's Law states that the integral
E around any circuit is the negative of the time rate
of flux of the magnetic induction B through the circuit. Phrase these laws as
of the electromotive force

integrals

and convert

into the

4 ?rC

form

B=

curl H,

curl E.

By formal expansion prove V-(ExH) = H-VxE E*VxH. Assume VxE=

VxH = E and establish Poynting's Theorem that

16.

and

J (ExH)-dS =
17.

The " equation

oD
I

ai

dDVf_
dx

(E.E

H-H)dF.

of continuity " for fluid motion is

dDVu
I

dy

dDv~*

Q]

dz

dD J.
dt

_
JJ

/Su-r
*

\dx

dVu
I

dy

5w\
*

.-.

==

Q'

dz/

D is the density, v = ivx + jvy + kt?z is the velocity, dD/dt is the rate of
change of the density at a point, and dD/dt is the rate of change of density as one
moves with the fluid (Ex. 14, p. 101). Explain the meaning of the equation in view
of the work of the text. Show that for fluids of constant density V-v = 0.
where

18. If f denotes the acceleration of the particles of a fluid,

and

if

is

the

external force acting per unit mass upon the elements of fluid, and if p denotes
the pressure in the fluid, show that the equation of motion for the fluid within any

surface

may

be written as
or

ON MULTIPLE INTEGRALS

351

where the summations or integrations extend over the volume or its bounding surface and the pressures (except those acting on the bounding surface inward) may
be disregarded.
19.

By

(See the

first

half of

80.)

the aid of Ex. 6 transform the surface integral in Ex. 18 and find
or

as the equations of motion for a fluid,

20. If

is

where

r is the vector to

derivable from a potential, so that

function of the pressure, so that

Sv

after multiplication

by

The

dr.

first

particle.

Prove

V17, and if the density is a

that the equations of motion are

form

any

F=

dp/D = dP, show

is

Helmholtz's, the second

is

Kelvin's.

Show
/ x. y. z
6,

/?

ft

:l(v.dr)
dt

/,

=-

/ x. y, z

y z

"I x.

v .dr=-h7+P-it?2

dt Ja,

6,

and f vdr

= const.

/O

J o, 6, c

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 interchangeable. Interpret the final equation as stating that the circulation in a curve
which moves with the fluid is constant.
-

T,

21. If

d*U
dx*

22.

d*U
dy*

d*U /T/d0Y /^\2 /^^Vl^TT

U dS.
dF= ITrr^^^o
-=0, show J (
+(
) +(
dz 2
JQ dn
[_\dxj
\ dz / J
\dy /
,

Show

tiability,

that, apart from the proper restrictions as to continuity and differenthe necessary and sufficient condition that the surface integral

CCpdydz + Qdzdz + Rdxdy = f pdx + qdy +

rdz

i^ that P'
x + Qy + R'z = 0. Show
further that in this case the surface integral reduces to the line integral given above,
= P, PZ TX^ Q,
^
provided p, #, r are such functions that ry
q'
z

depends only on the curve bounding the surface

QxPy

Show

finally that these differential equations for p,

</,

may

be satisfied by
r

and determine by inspection alternative values

of

jp,

g, r.

= 0;

CHAPTER

XIII

ON INFINITE INTEGRALS
140. Convergence and divergence. The definite integral, and hence
for theoretical purposes the indefinite integral, has been defined,

F(x) =

f(x)dx,

%J a

the function f(x) is limited in the interval a to b, or a to x the

proofs of various propositions have depended essentially on the fact

when

that the integrand remained finite over the finite interval of integration
16-17, 28-30). Nevertheless problems which call for the determina(
tion of the area between a curve

and

its

asymptote, say the area under

the witch or cissoid,

Sa*dx
"^
i~~i
x 2 + 4a*

= 4a
.

2 ,

tan

_!1

x
^
2a

have arisen and have been treated as a matter of course.*

The

inte-

grals of this sort require some special attention.

When the integrand of a definite integral becomes infinite within or
at the extremities of the inter Dal of integration, or when one or both of

the limits of integration become infinite, the integral is called an infinite

integral and is defined, not as the limit of a sum, but as the limit of an

integral with a variable limit, that

f(x)dx

f(x) dx

lim F(x)

*=L

i/a

is,

as the limit of a function.

f(x)dx

*/

lim \F(x)

\,

infinite

Thus

upper

limit,

integrand f(b)

= oo.

f(x) dx

be illustrated by figures which show the connecbetween a curve and its asymptote. Similar
definitions would be given if the lower limit were
oo or if the inte-

These definitions

may

tion with the idea of area

infinite at x
a. If the integrand were infinite at some
intermediate point of the interval, the interval would be subdivided
into two intervals and the definition would be applied to each part.

grand became

Here and below the construction of figures

352

is left to

the reader.

ON INFINITE INTEGRALS

353

Now

the behavior of F(x) as x approaches a definite value or becomes

infinite may be of three distinct sorts
for F(x) may approach a definite
;

may become

finite quantity, or it

quantity or

..

r*SaMx =

fife =

..

approaching any
examples

Ji
cos

xdx

lun [

f^x =

inn [

becoming

log x

^=^[^1

lim

cos

4 a^tan

without

The

;~

.... no v ..
becomes innnite,
limit,

,
,

xdx

= sin

,r

oscillates,

no

limit,

in the case of an infinite upper

where the limit exist*, the infinite integral is
converge; in the other two cases, where the limit does not exist,

In the

to

oscillate

modes of behavior

illustrate the three

limit.

may

definitely infinite.

^^LJo

Jo

said

infinite, or it

finite

first case,

the integral is said to diverge.

If the indefinite integral can be found as above, the question of the
convergence or divergence of an infinite integral may be determined

and the value of the

integral may be obtained in the case of convergence.

If the indefinite integral cannot be found, it is of prime importance to
know whether the definite infinite integral converges or diverges ; for

use trying to compute the value of the integral if it does

As the infinite limits or the points where the integrand
becomes infinite are the essentials in the discussion of infinite integrals,

there

is little

not converge.

the integrals will be written with only one limit, as

To

discuss a

more complicated combination, one would write

r*
JQ

and

(r*dx

__

-Vx B \OgX

r*
JQ

rl

r*
Ji

J$

r*

e~ x dx

J n V?logX

treat all four of the infinite integrals

r
Vo^ logx
Je~*dx

Now

by

e-*dx

Va?log#

definition a function

E(x)

e~ x dx

Vx-3 logx
is

called

e~ x dx

"Voflogx

an ^-function in the

a when the function is continuous in

neighborhood of the value x
a and approaches a limit which is neither zero
the neighborhood of x
nor infinite (p. 62). The behavior of the infinite integrals of a function

INTEGKAL CALCULUS

354

which does not change sign and of the product of that function by an
E-function are identical as far as convergence or divergence are concerned.
Consider the proof of this theorem in a special case, namely,

(*) dx,

/(*) E (x) dx,

(1)

where f(x) may be assumed to remain positive for large values of x

and E (x) approaches a positive limit as x becomes infinite. Then if K
be taken sufficiently large, both f(x) and E (x) have become and will
remain positive and finite. By the Theorem of the Mean (Ex. 5, p. 29)
X

< f
JK

f(x} dx

JK

f(x)E(x)dx

Now

oo.

let

x become

xoo

JK

As

infinite.

the integrals must increase with

I

m and M are the minimum and maximum values

where

K and
if

<MJf f(x)dx,

x.

Hence

(p.

y^QO

f(x)dx converges,

JK

of

E (x)

between

the integrands are positive,

f(x)E(x)dx

<

35)
^00

JK

f(x)dx converges,

XQO

if

JK

/(V) E (x) dx converges,

~oo
I

JK

~co

f(x) dx

<m
JK
I

f(x) E (x) dx converges

in the same way. Hence the integrals

or
diverge together. The same treatment could be given
(1) converge
for the case the integrand became infinite and for all the variety of

and divergence may be treated

hypotheses which could arise under the theorem.

This theorem is one of the most useful and most easily applied for determining
the convergence or divergence of an infinite integral with an integrand which
does not change sign. Thus consider the case
/"

_ /!"

xdx

x2

"|idx

L^T^J

&'

x2
(X)

"[%

|"

~L^T^J

r
J

dx

__

tf~~x

Here a simple rearrangement of the integrand throws it into the product of a funcwhich approaches the limit 1 as x becomes infinite, and a function 1/x2
the integration of which is possible. Hence by the theorem the original integral
converges. This could have been seen by integrating the original integral but
the integration is not altogether short. Another case, in which the integration is
tion J(x),

not possible,

is

r1
*

dx

Vl-x*

__

rl
J Vl

dx

+ x Vl +
2

Vl-x'

ON INFINITE INTEGRALS
=

Here .(!)

The

integral is again convergent.

dx

(2x-x2)*

/0

dx

855

A case of divergence would be

(2~x)Sx5

(2-x)t

141. The interpretation of a definite integral as an area will suggest

another form of test for convergence or divergence in case the integrand does not change sign. Consider two functions f(x) and \l/(x)

both of which are, say, positive for large values of x or in the neighborhood of a value of x for which they become infinite. If the curve

= \f/(x)

remains above y = f(x), the integral off(x) must converge if

the integral of ty (x) converges, and the integral of ^ (x) must diverge if
the integral off(x) diverges. This may be proved from the definition.

< \l/(x)

For/(z)

and

i f(x)dx
JK

< i

JK

or

\l/(x)dx

Now as x approaches b or oo, the functions F(x)

If ty(x) approaches a limit, so
out limit, so must ty(x).

must F(x)

<

F(x)

and

and

if

*(x).
<&(x) both increase.

F(x) increases with-

As

the relative behavior off(x) and \f/(x) is consequential only near

particular values of x or when x is very great, the conditions may be

If \js(x) does not change sign and

if the ratio f(x)/\j/(x) approaches a finite limit (or zero), the integral of
f(x) will converge if the integral of *j/(x) converges; and if the ratio
f(&)/$(&) approaches a finite limit (not zero) or becomes infinite, the
integral off(x) will diverge if the integral of\j/(x) diverges. For in the
expressed in terms of limits, namely

possible to take x so near its limit or so large, as the

that
the ratio f(x)/\l/ (x) shall be less than any assigned
may be,
G
number
greater than its limit; then the functions f(x) and G\ff(x)

case

first

it

is

case

/<

satisfy the conditions established above, namely

gral off(x) converges if that of \f/(x) does. In like

case

<7</r,

manner

and the

inte-

in the second

possible to proceed so far that the ratio /(#)/i/r(#) shall have

to remain greater than any assigned number g less than its

it is

become
limit

then f

>

and the

g\l/,

the integral of f(x) diverges

For an

infinite

J
Now

if

the

k
test

if

that of

may

be applied to show that

(x) does.

upper limit a direct integration shows that

1

r*dx^-\
x

result above

lx*' 1

or log

function ^(x) be chosen as

k

converges

if

> 1,

diverges

if

=i 1.

1/sc*

= ar*,

becomes x f(x), and if the limit of the product

(2)

the ratio

ot?f(x) exists

INTEGRAL CALCULUS

356

as x becomes infinite for any

choice of k greater than 1, the integral off(x*) to infinity will converge ;
but if the product approaches a finite limit (not zero} or becomes infinite
for any choice of k less than or equal to 1, the integral diverges. This

and may

may

shown

be

The

integral of f(x) to infinity will converge if f(x)

infinitesimal of order higher than the first relative to 1/x as x

be stated as

an
becomes
is

but will diverge iff(x)

infinite,

or lower order.

In

Jfc-1

and

to be finite (or zero)

it

may

is

an

/(?)
approaches

or

A:

The

but will diverge

As an example,

is left

let

first

log (A

x)

converges

if Jfc<l,

diverges

if /ci^l,

(3)

integral of f(x) to A will converge if

1
x
first relative to (A
tf)" as

than the

infinite of order less

The proof

order.

an infinitesimal of the

manner

like

be stated that

A,

is

if /(*') is

an

infinite of the first or

higher

as an exercise. See also Ex. 3 below.

ft

the integral

/o

00

x u e- xdx be tested for convergence or diver-

n>

0, the integrand never becomes infinite, and the only integral to

has also to be considthe integral from
that to infinity ; but if n <
ered. Now the function e~ x for large values of x is an infinitesimal of infinite
x
k n
order, that is, the limit of x + e~ is zero for any value of k and n. Hence the
integrand &er* is an infinitesimal of order higher than the first and the integral
to infinity converges under all circumstances. For x = 0, the function er* is finite

If

gence.

examine

is

and equal to 1 the order of the infinite x n e~ x will therefore be precisely the order
1 and diverges when n =
Hence the integral from converges when n >
1.
Hence the function
a > 0,
T(a) = f "ztf-^-z-dc,
;

n.

*/o

defined by the integral containing the parameter , 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 iu which the
integrand does not change sign. There is a general test, not particularly
useful for practical purposes, but highly useful in obtaining theoretical
results.

F(x) =

It will

JfK

be treated merely for the case of an infinite limit. Let

f(z)dx,

F(x)-F(x') =

f(x)dx,

x\ x

11

>

K.

(4)

Jx'

Now

(Ex. 3, p. 44) the necessary and sufficient condition that F(x)

approach a limit as x becomes infinite is that F(x")
F(x') shall
limit
the
when
x
as
and
approach
x", regarded
independent varia1

bles,

and

become

infinite;

by the

definition, then, this is the necessary

sufficient condition that the

converge. Furthermore

integral of f(x) to infinity shall

ON INFINITE INTEGRALS

357

XCO

/OO

f(x) dx

converges, then

must converge and

is

important theorem

is

f(x) dx

(5)

The proof

said to be absolutely convergent.

contained in the above and in

of this

r MX)***
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

^ f
x*

cosatfx

/"

-T2
a

00

Idx
-_2
a

+
;

for example,

...
which converges,

x 2_

therefore appears that the integral on the left converges absoWhen the convergence is not absolute, the question of conlutely.
vergence may sometimes be settled by integ ration by parts. For

and

it

suppose that the integral

be written as

may

by separating the integrand into two factors and integrating by parts.

Now if, when x becomes infinite, each of the right-hand terms approaches
a limit, then

/f(x)dx=

lim

<(>)

*={_

and the integral of

lim I
x=*>J

i^(x)^c
J

<'(.*')

\j/(x)dxdx,

/(.r) to infinity converges.

.,

_
an example
As

r*>xcosxdx

_.

consider the convergence of

TT
.

Here

r 00 xlcosxldx
I

does not appear to be convergent for, apart from the factor (cos x\ which oscillates
and 1, the integrand is an infinitesimal of only the first order and the
between
of
such an integrand does not converge the original integral is therefore
integral
apparently not absolutely convergent. However, an integration by parts gives
;

x cos xdx

/* ~a2 + x2
..

li

Now

___

x sin x x

~~a2

'

the integral on the right

r x x2
ar
J (x^Ta^ 2
:)

r**-<*

5^=0,
+x

x2

J
is

(x

a2 ) 2

^ xdx< Jr<*
x2

seen to be convergent and, in fact, absolutely

convergent as x becomes infinite. The original integral therefore

a limit and be convergent as x becomes infinite.

must approach

INTEGRAL CALCULUS

358

EXERCISES
Establish the convergence or divergence of these infinite integrals:

1.

dx

(a)

f x- 1 (l

l
x)P~ dx

Jo

(to

x2adx

,^

^^__,

have an

(y)

infinite integral,

x2 dx

F
r*

a must

be

less

than

1),

dx

~x2 )(l-A:2x2
2.

Point out the peculiarities which make these integrals infinite integrals, and
convergence or divergence

test the integrals for

(a)

ApgiVete,
Jo\x/

conv.

if

n>

- 1,

div.

if

^-

1,

(/3)

f ^5
Jol x

rr

iy\

logx) dx,

Jo

(5)

fMogsinxdx,

e~ xdx

Vxlog(x

1 -f

(X)

/0

00

dx?

(,)

I
Jo

xlogsinxdx,

log x tan

J-

dx,

x^-idx

w J.

^.-f

r ^!

Jo

r
(K)

Jo

(c)

Jo

oTl?

sin 2 x ^

and differences of the method of J-functions and

work of this section the remark that the
Compare
determination of the order of an infinitesimal or infinite is a problem in indeterminate forms (p. 63). State also whether it is necessary that /(x)/^ (x) or x*/(x)
should approach a limit, or whether it is sufficient that the quantity remain finite.
Distinguish "of order higher" (p. 356) from "of higher order" (p. 63); see Ex. 8, p. 66.
3. Point out the similarities

also with the

of test functions.

4. Discuss the convergence of these integrals

absolute in all cases

where

possible

and prove the convergence

* sin a

dx,

(>

Jo

/Q
dx,

() rV^cos/Sate,
Jo

(f)

Jo

cosVx

is

ON INFINITE INTEGRALS

fV-ie-co./Sco^sin^,
Jo

/t (x) and /2 (x)

859

(X)

/o

are two limited functions integrable (in the sense of

x
28-30) over the integral a
&, show that their product /(x) =/i(x)/2 (x)
is integrable over the interval.
Note that in any interval $,-, the relations
=i -M* =s Jfit-Jf^i and jlfijjlfgj
rnnrnzi =j
wiiitf&2<
5. If

^ s

mi t-m2

= MnO^t + m2 iOi,-

/t(x)/,(x)cb

Show

hold.

further that

= lim

or

= Mm v/^fe) r r /a (x)cto - r
LV*.

/.(^

^. +1

or

,(&)

-/,(&- 1)] jT

The Second Theorem of the Mean. If /(x) and #(x) are two limited functions
integrable in the interval a == x = 6, and if
(x) is positive, nondecreasing, and
less than K, then
/.ft
/&
/
a
6.
f
(x)f(x) dx = 7f I /(x) dx,
6.

And, more

generally,

^ ^

vi

/a

if

oo<A:^0(x)^X"<oo and

satisfies

(x)

is

either

nondecreasing or nonincreasing throughout the interval, then

C<t>(x)f(x)dx

=k

/a

In the
0(x)/(x)

first

may

C*f(x)dx

/a

tf

/(as) cto,

^f^

6.

*/^

case the proof follows from Ex. 5 by noting that the integral of
be regarded as the limit of the sum

- *(&-!>] r Vwcto + [jr- ^(fn)i r /(x)dx,

rV(z)dx +][#(&)
*(w /a
^^
/ar

t/of

<

where the restrictions on (x) make the coefficients of the

zero, and where the sum may consequently be written as
<f>

if /A

be a properly chosen

cients

mean

integrals all positive or

value of the integrals which multiply these coeffi/6

form I /(x) dx where f = a, x 1
xn , it follows
,

as the integrals are of the

JS

INTEGRAL CALCULUS

360
that

fji

must be

of the

same form where a

follows by considering the function

7. If

(x) is

=s

The second form

6.

k or k

of the theorem

0.

a function varying always in the same sense and approaching a

will

/oo <f>(x)f(x)dx

if

converge

f(x)dx converges. Consider

X

x")
8. If 0(x) is a function varying

a limit

when x

oo,

/CO

and
</>

if

"f(x)dx.

always in the same sense and approaching as

when x = oo,

the integral F(r) of /(x) remains finite

(x)/(x) dx

is

convergent.

Consider

~x"

J&
*

This test is very useful in practice

where

(x)

for many integrals are of the f urni

constantly decreases or increases toward the limit

(x) sin xtZx

when x

= oo

all

these integrals converge.

142. The evaluation of infinite integrals. After an infinite

integral
has been proved to converge, the problem of calculating its value still
remains. Xo general method is to be had, and for each integral some
special device has to be discovered

which

will

lead to

the desired
frequently be accomplished Iy choosing a function
x
F(z) of the complex variable z
iy and integrating the function
around some dosed path in the z-plane. It is known that if the points
result.

This

may

= +

where F(z)
X(x, y) + iT(./-, ?/) ceases to have a derivative F'(z),
that is, where X(x, y) and Y(jr,
y) cease to have continuous first partial derivatives satisfying the relations X' = Y' and X' =
f
F^, are cut
y
y
out of the plane, the integral of
F(z) around
any closed path which does not include any of
the excised points is zero (
124). It is sometimes possible to select such a function
F(z)
and such a path of integration that part of

the integral of the complex function reduces

to the given infinite integral while the rest of
the integral of the complex function
be

may

arises an equation

sin x

1-5J?

JJ o

fa which

x
/>

cZx=|
Jo

eix

e- to

2ix

is

known

dx=lr

Jo

computed. Thus there

infinite integral.

to converge.

e**

r
I

2i'x

dz-idy

-A

which determines the value of the

Consider the integral

'

dz+idy

Jo

e.-

Now

*'*

dx

2/x

suggests at once that the function eiz/z be examined. This function has a definite
derivative at every point except z
0, and the origin is therefore the only point

ON INFINITE INTEGRALS

361

of the plane. The integral of tf*/z around any path such

is large,
in the figure * is therefore zero. Then if a is small and

which has to be cut out

marked

as that

(>ix

** Jor
p
e

/>

+ C

But

~-a eix

p-Apix dx
I
J-a X

dx

J-A X

AA

JB

fA

-f ly

e- ixdx

~ + a eiz

and

a6
piz

-f-

-dx+C
J-a
x

J-A

dz

J-a

Ja

a pix

+ C

pix

-dz.
z

/.

dz

J-a

first by the ordinary rules of integration and the second by Maclaurin's

Formula. Hence

the

piz

JQ

0=1

dz

pix

ix

+ a dz

f*
1-

--h four other integrals.

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
which may be evaluated.

r
C

Jo

pi

A -y

<

2.---

A+

l_i<ty
y

/*

"Jo

iy

pi A \p-y
e
e

\A +

y
\i\dy<
l]
iy\

1
-

Jo

These changes involve the facts that the integral of the absolute value is as great
as the absolute value of the integral and that eiA v = eiA e~ *,\& A = l,\A + iy\>A,
e~y<l. For the relations |e '^| = l and \A -f iy\>A, the interpretation of the
\

71-74) that the integral of the absolute value is

quantities as vectors suffices (
as great as the absolute value of the integral follows from the same fact for a sum
;

(p. 154).

The

absolute value of a fraction

enlarged or that of
i

-A

pijc
e

-B

r A p- B

dx
C J-A B

+ IB

Furthermore

where

e is

may

its

numerator

is

A-

-A +

<

2~

B
iy

>dz
Z

iri

Ja

R,

\E\

TT*,

the greatest value of \ij\ on the semicircle. Now let the rectangle be
A = Be^ B then E\ < 4 e~ % B + ire. By taking B sufficiently large
be made as small as desired and by taking the semicircle sufficiently

so chosen that

e" i

= C -dz = r^2i^efcz

that of

if

r
Jo

enlarged

C
^ J-a

C "^dz

\J-a

Then

is

denominator diminished. In a similar manner

_ _ ---

A
\JA

its

* It is also
to
A, or to come hack
possible to integrate along a semicircle from
directly from IB to the origin and separate real from imaginary parts. These variations
in method may be left as exercises.

INTEGRAL CALCULUS

362
small, e

made

be

may

ciently large

This amounts to saying that, for A suffiis negligible. In other words, by taking

as small as desired.

and for a

sufficiently small,

may be made to differ from - by

enough and a small enough Jf
x
2
as little as desired. As the integral from zero to infinity converges and may be
regarded as the limit of the integral from a to A (is so defined, in fact), the integral
from zero to infinity must also differ from \ it by as little as desired. But if two
constants differ from each other by as little us desired, they must be equal. Hence

large

00

As

sin

ic

2
iz
integrating e /(z* -f fc ) over
=
denominator will vanish when z
ik and there are

a second example consider what

may be had by

an appropriate path. The

two points to exclude in the

2-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

= JRe**

= Rie

and dz

Moreover

{
<t>d<f>.

12

= f

by
J elementary

Jo

rules.

Hence

Now
Moreover

B2 e2 **

A:

-f

2
1

if
Now by Ex. 28,

p. 11, sin

Ja-

E2

fc

and can equal

it

only

when

is

R*

Jo

#>

2 ^>/TT.

Hence the

efe(fz

fc

e*

Jaa'a 2

ft

Z-

integral

it

may

--

(e~*

be further increased.

dz

=_

27n,'

e(f2

and

Jaa'a2 a

s 2 TTC if e is the largest value of

1\ |.

ft>

Hence

dz

i?)

/ *

Jaa'a \2fci

uniformly infinitesimal with the radius of the small

C v Re**^

2
A:

- --

Joa/aZ-iA:

= e~ * 8in *.

*
|

cannot possibly exceed

Moreover,

where f

'* co

Hence

if.

where 9

e- ^ e
|

circle.

2 ire-*

\-

2 A:

finally

ifc

fc

f,
*'

But

ON INFINITE INTEGRALS

By

363

taking the small circle small enough and the large circle large enough, the last
may be made as near zero as desired. Hence

two terms

cos a;
(7)

It

may be

-etz

noted that, by the work of

126,

JJaa'a
aa'a
,

dz

TT
kl Z

=2

.6-*.

ki

ire

-is exact
2kl

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 eiz/(z -f ki) = e~ k/2ki -f vj and a direct integration about the circle.
As a third example of the

method

let

Jo

^j

1 -f

dx be evaluated. This integral

if
< a < 1, because the infinity at the origin
than the first and the integrand is an infinitesimal of order higher than the first for large values

will converge

is

then of order less

The function z*- l /(I

-f z) becomes infinite
and these points must be
excluded. The path marked in the figure is a
closed path which does not contain them. Now
here the integral back and forth along the line

of x.

at z

aA

and z

1,

cannot be neglected

fractional or irrational

for the function has a

power z*- 1 in the nu-

merator and
fact,

is therefore not single valued. In

l is deterz is given, the function
as far as its absolute value is concerned, but its angle

z~

when

may take on any

with k integral. Whatever value of the function
is assumed at one point of the path, the values at the other points must be such
as to piece on continuously when the path is followed. Thus the values along the
A a inward because
line aA outward will differ by 27r(a
1) from those along
the 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
mined

addition of the form 2 irk (a

origin is

made

1)

in describing cdc.

Hence, remembering that

0=

=:

Now

f
Jo

-+

re

(fy

.f.

r
>pOC
r

2irt

/oft6a

dr

^^

1,

(*

i
Ja

|
Jo

l/>2ir(<r
e

t/al +

eni

J.tfe01**'

dz +
TT~
f 7-r- d*/cdc 1 + Z
1+2

/a

(1

2 v A"

^fa
1 + ^le*
U2ir ,^

A -I

INTEGRAL CALCULUS

364
z "~ l

Jcrfcl

dz== /V-i-^-=--27rt(--- i)-i

= (1 -

Hence
If ^1 be

as desired.

= (1

/*Art

e"""')

1-

f
Ja

%ira*
+ ---

*>,irA*

dr

2 irie--

< -^
-A

taken sufficiently large and a sufficiently small, f may be made as small

Then by the same reasoning as before it follows that
*
= sin ira f
dr -f 2 irfc tf % or
dr + TT.
e27""') f

*~

Jo

+r

t/o

<r

One

IT

Xo 1 + X 4te
143.

= .^_.
Sin

(8)

HTTT

integral of particular importance

is

e~**dx.

The

evalu-

*/o

ation

may

pA
I

be made by a device which

r

6-^0;=

pA
I

is

rarely useful.

-ji

pA
e~*dx

e-*dy

pA pA
I

Write

e- x

*~ v

Tj

*dxdy

The passage from the product of two integrals to the double integral
may be made because neither the limits nor the integrands of either
depend on the variable in the other. Now transform
coordinates and integrate over a quadrant of radius A.
integral

C
%/0

e -*-*jxdy=s

*/0

to polar

C* C
c/0

*/0

denotes the integral over the area between the quadrant and
*
A* over which e~ r
e~ A *. Then
square, an area less than

where

r rv
i/o

.-A*

t/o

Now A may

be taken so large that the double integral differs from TT

and hence for sufficiently large values of A the
by
from VTT by as little as desired. Hence *
will
differ
simple integral
as little as desired,

(9)

* It should be noticed that the proof

just given does not require the theory of infinite
double integrals nor of change of variable the whole proof consists merely in finding
a number } V^ from which the integral may be shown to differ by as little as desired.
This was also true of the proofs in 142 no theory had to be developed and no limiting
processes were used. In fact the evaluations that have been performed show of themselves that the infinite integrals converge. For when it has been shown that an integral
with a large enough upper limit and a small enough lower limit can be made to differ
from a certain constant by as little as desired, it has thereby been proved that that
integral from zero to infinity must converge to the value of that constant.
;

ON INFINITE INTEGRALS

365

When

some infinite integrals have been evaluated, others may be

obtained from them by various operations, such as integration by parts
and change of variable. It should, however, be borne in mind that the
rules for operating with definite integrals were established only for
finite integrals and must be reestablished for infinite integrals. From
the direct application of the definition it follows that the integral of
a function times a constant is the product of the constant by the
integral of the function, and that the sum of the integrals of two
functions taken between the same limits
of the functions.

may be

But

it

sum

resolved into a

sum

C
<J

of the limits

the integral of the

as

=
when one

is

cannot be inferred conversely that an integral

is

infinite or

one of the functions becomes

For, the fact that the integral on the left

no guarantee that either integral upon the right will
converge; all that can be stated is that if one of the integrals on the
The
rifjht converges, the other will, and the equation will be true.
same remark applies to integration by parts,
infinite in the interval.

converges

is

Cf(x)+'(x)dx

U
If,

a.

f
[/(aO-K^TJa <J a
\_

in the process of taking the limit

which

is

required in the defi-

nition of infinite integrals, two of the three terms in the equation

approach limits, the third will approach a limit, and the equation will

be true for the infinite integrals.

The formula for the change of variable

where

it

is

is

<'(f) is continuous and does

(although either of these con-

assumed that the derivative

not vanish in the interval from

to

violated at the extremities of the interval). As these

two quantities are equal, they will approach equal limits, provided
they approach limits at all, when the limit
ditions

may be

f(x)<!x

/'!

JtQ
required in the definition of an infinite integral is taken, where one of
the four limits a, b y tQ ^ is infinite or one of the integrands becomes
,

INTEGRAL CALCULUS

366
infinite at the

The formula for

extremity of the interval.

to

of variable is therefore applicable

noted that the proof applies only to

the change

infinite integrals.

It should be

and

infinite values

infinite limits

of the integrand at the extremities of the interval of integration

in

within the interval, the change of

case the integrand becomes
variable should be examined in each subinterval just as the question
of convergence was examined.
infinite

^^ fa = - and take x = ax'.

As an example of the change of variable consider f

Jo

fsmo*^ =*E^
r+

t/ar0

X'

/*'

according as

is

dx > or

r*
r"!i^d*'==
X'
X

X'
X

<)

Jx'=Q
x'=Q

J.r'
.r'

Hence the

positive or negative.

r^?dx=+-

a>0

if

results

--

and

a<

if

0.

(10)

Sometimes changes of variable or integrations by parts will lead back to a given

integral in such a way that its value may be found. For instance take
A

/*>

1=1/0

/*

log sin xdx

log cos ydy

Jir

(*

2"

log cos ydy,

JO

2
rr

ir

Then

21

(log sin

Jo

-f

log cosx) dx

Jo

log

W
= -x.
2

efx

IT

=2

log sin xdx

-- log 2=
2

/o

logsinx(ix

-- log 2.
2

/o

7T

Hence

= f 2 log sin xdx = - - Iog2.

(11)

t/o

x. The new integral and the original one

Here the first change was y = J ?r
were then added together (the variable indicated under the sign of a definite integral is immaterial, p. 26), and the sum led back to the original integral by virtue
of the substitution y = 2 x and the fact that the curve y = log sin x is symmetrical
with respect to x = J TT. This gave an equation which could be solved for I.

EXERCISES
*e
1.

as for the case of

Integrate

/QO

2.

By direct integration show that

(7), to

>

and the integral

is

extended along the line y

----

/o

a2

Along what

lines issuing

-|-

= 0.

Jo

dc

= ~ e~ k
&i)~ *,

Thus prove the

rr:-

ft

e~ < - M >dfz converges to (a

/o

8mZ

show f

-,

when

relations

a>0.

from the origin would the given integral converge

ON INFINITE INTEGRALS
Show

3.

Jo

To

integrate about z

use the binomial

sin air

x)

s-i = [-

expansion
17

(1

367

= (- l)-i[l +

z]*~*

(1

a)

(1

z)

17(1

*)],

small.

and bounded by
show

4. Integrate e-* around a circular sector with vertex at z

the real axis and a line inclined to it at an angle of J TT. Hence

ei

7"'

(cosr

- i shir2

x eo

cosx2 dx

p
secag

<

z"-^-*,

cr,

B, x

and show

dh .4,

e~ * sin 2 axdx

= 0.

<

show

oo

along a sector of angle q

to

ir

''

x2

Jo

(rj)

/*oo

x ar ^ 1 e- rrco8 9sin(xsmg)dx=

x"- l er-*dx.

Jo

*
e- *

7\

ak

2&

*/o

Vir,

-h

ft

sin air

dx

e-

> 0,

a>

0,

(f)

integration
ir

ax

dx

TT

= -ifr
,

losrxdx
.

X2

"v 1

1\
)
x/

+ x2

/
t/O

...

if or

(e);
v

a8

dx
1

?r

^
l<nr<l, or^

X
+

logx

ax
/*
r"sin

,~.

~,

r1
/

= -0IT

TT

log 2,

by virtue

-6

or

1,

rVe-

of x

IT

*"

(,)J[

rt

..

if

tan y.

|a|>l,

Jo

x-ie-^,

X-*

f~x*e-**dx=z

log ( x
\

//K

(0)

(/3)

Jo

00

1
01
^
2
= ~-7r
log2,

Jo

Jo

by parts or other devices show 'the following

xlogsinxdx
sin x cos

dx

/* 1

<**

/sinx,
/TT
-dx=/ "v X=r dx = +-,
^^
"V X
=r

/*

/3

()J

"v 7T6

^ cos &xdx =

^""cosx,

(/3)

x-*dx = wp- 1

r<*>

a > A0,

t/O

= ire~

f
(a)

dx

Jo

By

8.

2
A;

e-wax =

\2

x*- 1 e~ a:c08 cos(xsm(/)dx

Jo

-+

)Jo

(e)

Up

00

r^coKax

(a)
v
;

Establish the following results by the proper change of variable

7.

0,

?/

= J vVe~

Xoo

e-* around a rectangle

Jo
6. Integrate

sinx2 dx

Jo

e- * cos 2 axdx

= f "V^dx =

dr

xi oo

Jo
5. Integrate

a5

x
sin xox
xsinxdx

w*

j^^^-f

INTEGRAL CALCULUS

368

dx
x

/*

9.

Suppose

fix)

J*

//(!) -/() a, =

llm

JQ

where a

> 0,

converges.

Then

p>

if

>

0,

rm

te = rmatrf/(i")-/(q)
X
Jpa
Jqa
\_Ja

--

/0

Hence

JQ

r l %p

(?)

r* sinpx
-

(a)

~l

x^- 1

k=& Ja

and/

(x)

/ov

(0)

log^,

--

e-~*

/<*>e-/>*
/

JQ

,_ v

T^

(5)

= log -q
.

dx

cos ax

cosx
x

JQ

are continuous, show by integration by parts that

/

= 0.

/(x) sin fcxdx

Hence prove

lim
*=<

sin kx

/(x)

/o

dx

= TT
-/(O).
2

[ write
L

Joo

Apply Ex.

/* ^

jfc

lim lim

k = <x>

aQ

/o

prove these formulas under general hypotheses.

that lim

= oo

Jo

6, p. 359, to

Show

11.

dx

logx

x6

lim

= 0,

dx

Jo

10. If /(x)

singx

t/a

rV(*)

J<*

sin

/(x)

dx^

fcr

dx

if

lim lim

a = Q k = <x>

b> a > 0.

Hence note that

fV(x)^?dx,
Ja
X

unless

/(O)

= 0.

by infinite integrals. If the integrand of an

a
contains
parameter ( 118), the integral defines a function of
integral
the parameter for every value of the parameter for which it converges.
144. Functions defined

The continuity and the

differentiability

tion have to be treated.

Consider

*/

and

integrability of the func-

the case of an infinite limit

SIX

/+*>
I

first

f(x,

a)dx=

*/

If this integral

the remainder

is

/QO

f(x, a) dx

+ R (x,

a\

to converge for a given value a

# it is necessary that
can be made as small as desired by taking x large

f(x,

R (x, # )

enough, and shall remain so for

c/a

f(x, a) dx.

*/a?

all larger

a)dx =

f(x,

a)dx + R(x,

In

values of x.

the integrand becomes infinite for the value x

/#
/6
I

R=

a),

= J, the

like

manner

if

condition that
s*b

R=

*J a,

*J

f(x, a)dx

converge is that R (x, # ) can be made as small as desired by taking x

near enough to b, and shall remain so for nearer values.

Now for
R (ce, a) =s

different values of a, the least values of

x which

will

make

when c is assigned, will probably differ. The infinite intej

grals are said to converge uniformly for a range of values of a such as
|

ON INFINITE INTEGRALS

369

^ a si a when it is possible to take x so large (or x so near i) that

R (x, a) < holds (and continues to hold for all larger values, or values

cr

nearer b) simultaneously for all values of a in the range # si a =i

r
The most useful test for uniform convergence is contained in the

theorem

If a positive function

<

(x)

dx

<

can be found such that

(x)

converges

and

</>

(x) 25

ybr all large values of x and for all values of a in the interval tf ^ == a^
the integral of f(x, a) to infinity converges uniformly (and absolutely}
for the range of values in a. The proof is contained in the relation
:

/-*

f(x,a)<lx

Xco

Jx

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 are * Over any interval # ^ a =s a^ where
an infinite integral converges uniformly the integral defines a con:

tinuous function of

a.

This function

may be

integrated over any finite

where the convergence is uniform by integrating with respect

a under the sign of integration with respect to x. The function may
be differentiated at any point a$ of the interval # si cc = al by differentiating with respect to a under the sign of integration with respect
to x provided the integral obtained by this differentiation converges
uniformly for values of a in the neighborhood of a$. Proofs of these
interval
to

theorems are given immediately below,

To prove

that the function

$(a)

= f */(,
Ja

$ (a
|

&

/"[/(*,

if

= f */(
Ja

<r)<to

= C

a+

<*)(to

-f

continuous

is

Aa)

+A

Ja
)

/(x,

-/(

the convergence

R(x, a),

Aa)cto

)]*

-f

E(x,

a
a+

is

uniform

let

^ a ^ av
Aa),

+!(,

* It is of course assumed
that/(, a) is continuous in (a;, a) for all values of a; and a
under consideration, and in the theorem on differentiation it is further assumed that
fa (*! a ) * s continuous.
t It should be noticed, however, that although the conditions which have heen

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
the chance of getting an erroneous result would be tolerably small.
under discussion,
;

INTEGRAL CALCULUS

370

Now

let x be taken BO large that |#|<e for all or's and for all larger values of x
the condition of uniformity. Then the finite integral ( 118)
is

/(x, a)dx

continuous in

a and hence

[/(x,

taking

c by taking Ac* small enough.

small enough the quantity A^ may be
8c. The continuity is therefore proved.

number

/(x, a)~\dx

Hence A^|<3e; that is, by

less than any assigned

can be made less than

Aa

a + Aa)
|

made

To prove the integrability under the sign a like use is made of the condition of
uniformity and of the earlier proof for a finite integral ( 120).
V(<*)<te

= f

"l

= f f "'/(x,

f */(x, a)dxda + C" Rdx

Ja Q

a)dadx

Ja JaQ

Ja

J<x

f.

Now

can approach no other limit than

let x become infinite. The quantity
a ) independently of a. Hence
by taking x large enough R < e and f < e (a l
as x becomes infinite, the integral converges to the constant expression on the
left and
;

for

f V(a)dcr=

JaQ

Moreover

if

/(x, a)dcrcfc.

= C
Ja

<r,

C"f(x, a)dadx
J&
&Q

then

= fV(x,
Ja

a)dx.

f* C"f(x,a)dadx =1 f* Cf(x,a)dxda <e(a-a

CF(x,a)dx =\ /x
/a;
/or
/<r

\Jx

Hence

/r

the integration be to a variable limit for

(a)da
Also

/a

it

).

or )
appears that the remainder for the new integral is less than e(a 1
a the convergence is therefore uniform and a second integration

for all values of

may be performed if

desired.

Thus if an infinite integral

converges uniformly,

it

may

be integrated as many times as desired under the sign. It should be noticed that the
proof fails to cover the case of integration to an infinite upper limit for a.

For the case

of differentiation

(x,

dx

<j>'

it is

(#).

necessary to show that

Consider

f
/

As

the infinite integral

theorem,

it is

f*(a)da=

t/or>

is

assumed

to converge

/^ (x, a) dx

= u (a)

uniformly by the statement of the

ex under the sign. Then

possible to integrate with respect to

r f"f'

Ja

Joe*

a (x,

a)dadx= Ja
f[/(x,

a) -/(x,

a^dx -

0(a)

- 0(^).
*

The

integral on the left may be differentiated with respect to or, and hence
0(a) must be differentiate. The differentiation gives w (a) = tf (a) and hence
= x (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 /(x, 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

of integrating or differentiating under the sign of

be applied to evaluate infinite integrals when the condi-

integration may
tions of uniformity are properly satisfied, in precisely the same manner as
the method was previously applied to the case of finite integrals where

ON INFINITE INTEGRALS

371

the question of the uniformity of convergence did not arise (

119-120).
The examples given below will serve to illustrate how the method works

and in particular to show how readily the test for uniformity may be
applied in some cases. Some of the examples are purposely chosen identical with some which have previously been treated by other methods.
Consider

/ao
i

an integral which

first

- ax cos frxdx

for

values of

be found by direct integration, namely,

^00

a2

Jo

The integrand e-

may

Compare

b2

e~ ax dx

= -^

Jo

a positive quantity greater than or equal to e-*** cos fix

is

Hence, by the general test, the first integral regarded as a

function of 6 converges uniformly for all values of 6, defines a continuous functo 6. Then
tion, and may be integrated between any limits, say from
all

b.

/5/oo
I

e~ ax cosbxdxdb

Jo Jo

x 00

e~ ax cosbxdbdx

Jo Jo
= jr e -ax sin&x
Jo
x

r b e*"* sin&x dbdx

^^

Integrate again.

Jo Joo

r* er ax i

e~ ax

cos&x
cos
bx

dx

- - log (a 2 +

ft

&2

Jo

Jo

adb

Jo a 2

= b tanCompare

--rr-

rh

(fo

/1

,
dx

2t

and

cos&x
dx.

X2

Jo

x*

Now as the second integral has a positive integrand which is never less than the integrand of the first for any positive value of a, the first integral converges uniformly
for all positive values of a including 0, is a continuous function of a, and the value
of the integral for a
may be found by setting a equal to in the integrand. Then
r

cos bx

1
'

/
JQ

The change of

/sin

Jo

6a;,

x2

dx

dx

x*2

= oL

&

llnl

the variable to x

tan-ia

2
- a,
~log(a +

&

...TT
= M--

x and an integration by parts give respectively

IT

or

70
2 .~|

/sin&,dx=+ TT
2
x

= TT,,.
\b\.
h
2

f,

..

as

2'

Jo

&>0
rt

or

rt

6<0.

This last result might be obtained formally by taking the limit

r *>

lim
im /
i^oJo

e-

sin bx

dx

Jo

sin ox

dx

02
o

TT

A
1 - =
=tan~

after the first integration ; but such a process would be unjustifiable without first
showing that the integral was a continuous function of a for small positive values of a
and for 0. In this case x - 1 e - * sin bx = x - 1 sin x ], but as the integral of x- 1 sin 6x
does not converge, the test for uniformity fails to apply. Hence the limit would not
|

be justified without special investigation. Here the limit does give the right result,
is not the limit of the integral is

but a simple case where the integral of the limit

TT\

~)
2/

TT

sin fix
dx
* r Km
150

1.

Jo

&=o

r0,
-dx =

Jo

~
0.

INTEGRAL CALCULUS

372
As a second example

r 00 ~(x--V

consider the evaluation of

*/ dx. Differentiate.

Jo

must be shown to converge unithat

the
note
integrand does not become infinite at the
place
origin, although one of its factors does. Hence the integral is infinite only by virthen for large values of x
tue of its infinite limit. Suppose a

To

justify the differentiation this last integral

formly. In the

first

-fa--V/
\
xJ M

a\

-\^e'2ae- x

and

e-^dx

Hence the convergence is uniform when a ^ 0, and the

a/x, when a > 0,
But, by the change of variable x' =
/ oo

j,

0(a)

_
e

x^

a:'

dx'

143).

*'

dx

Jo
is

zero

dx

and

0'(a)

= const. =

*'

differentiation is justified.

/ oo

Jo

derivative above found

i3

x2

Jo

Hence the

x oo

(iclx,

x/

converges

Jo

cc

= J VTT;

e~ x *dx

Jo

and its constant value may be

for the integral converges uniformly when a
obtained by setting a = 0. As the convergence is uniform for any range of values
of a, the function is everywhere continuous and equal to J VTT.

As a

third example calculate the integral

xe

sin taic

(b)

/t CO

* *
e~ a x cos bxdx.

2a 2 L

Now

Jo

e~ a2* sin bx

e~ "*** cos bxdx.

Jo

a2

Jo

step is obtained by integration by parts. The previous differentiation

r2
which is greater than the inteby the fact that the integral of xe~ a2

The second
is justified

The

grand of the derived integral, converges.

Hence

(b)

_
(0)

6*

e~ 4^*

= C

oo

e~

differential equation

A cos bxdx =

may

be solved.

Jo

In determining the constant O, the function 0(6)

(6) obviously converges uniformly for

integral for

is

all

assumed continuous, as the

values of

6.

146. The question of the integration under the. sign is naturally

connected with the question of infinite double integrals. The double
integral
if

f(x, y)

dA

over an area

that area extends out indefinitely in

is

said to be an infinite integral

any

direction or if the function

/(#, y) becomes infinite at any point of the area.

The

definition of

ON INFINITE INTEGRALS

373

analogous to that given before in the case of infinite

simple integrals. If the area A is infinite, it is replaced by a finite
area A which is allowed to expand so as to cover more and more of

convergence

is

the area A.

If the function f(x, y) becomes infinite at a point or along

replaced by an area A from which the

singularities of f(x, y) are excluded, and again the area A is allowed to
expand and approach coincidence with A. If then the double integral

a line in the area A the area

,

is

'

how

approaches a definite limit which is independent of

A approaches A, the double integral is said to converge. As

extended over

jjf(x, y) dxdy

/<>, f) dudv,

where x = <(M, v), y = $(u v), is the rule for the change of variable
and is applicable to A\ it is ctear that if either side of the equality
approaches a limit which is independent of how A approaches A, the
other side must approach the same limit.
The theory of infinite double integrals presents numerous difficulties,
the solution of which is beyond the scope of this work. It will be sufficient to point out in a simple case the questions that arise, and then
state without proof a theorem which covers the cases which arise in
9

Suppose the region of integration is a complete quadrant so

and oo. The first question is, If the
that the limits for x and y are

practice.

double integral converges,

may

it

be evaluated by successive integra-

tion as

Cf(x,

y)dA=C= f=
*/y

U
And conversely,

f(x, y)dydx

= C

f(x, y)dxdy?

t/j/==0 */XT=Q

tyar

one of the iterated integrals converges so that it may

be evaluated, does the other one, and does the double integral, converge
to the same value ? A part of this question also arises in the case of a
if

function defined by an infinite integral.

xoo

*(*)=/
c/y =

/"ao

f(x >y) dy

an(1

I
t/a:

For

let
/"ao

4>(x)dx=\

xoo
I

/a:=0 */v =

f(x,y)di/dx,

being assumed that (x) converges except possibly for certain values
and that the integral of <f> (x) from to oo converges. The question
under the
arises, May the integral of
(x) be evaluated by integration
it

<

of #,

<

sign ? The proofs given in 144 for uniformly convergent integrals integrated over a finite region do not apply to this case of an infinite integral. In any particular given integral special methods may possibly be

devised to justify for that case the desired transformations. But most
cases are covered by a theorem due to de la ValWe-Poussin If the
:

INTEGBAL CALCULUS

3T4

function f(x, y) does not change sign and is continuous except over a finite
number of lines parallel to the axes of x and y, then the three integrals

cannot lead

Cf(x,y)dA,

c/aj=0 */y =

t/

to different

f(x,y)dydx,

c/y =

determinate results

f(x,y}dxdy,

(12)

/jr=0

that

is,

if

any two of them

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-

formity and is very simple.

As an example of the use of the theorem

Jo

/o

Multiply by

e~ a*

consider the evaluation of

and integrate from

to oo with respect to a.

'

Jo

Jo

Jo

t/o

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
xoo

xtoo

is

Jo

Jo

a */(l + y_i\
?>dadx

ae

/*
\

Jo

seen also to lead to a definite value.

dx
x2 2

-tan~ 1 oo

Hence the values

TC

I2

and J ir are equal.

EXERCISES
1. Note that the two integrands are continuous functions of (x, a) in the whole
=
x < ao and that for each value of a the integrals converge.
region 0^=<r<ao,
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

gence

is

such that < a == a. Hence infer that the conver= 0, but uniform elsewhere. Note that the functions

satisfied for all a's

nonuniform about a

defined are not continuous at

(a)

t/O

but are continuous for

ae~ ax dx, R(x,a)=

~~
t/O

0,

dx

'

X ><*)=

<xe~ ax dx

all

e~ ax

Ja

other values.

1,

c^~^<ix=
c^.dx.
x
X
X
ax

*J

*f

2. Repeat in detail the proofs relative to continuity, integration, and differ6.

entiation in case the integral is infinite owing to an infinite integrand at x

* The theorem

may be generalized by allowing /(a:, y) to be discontinuous over a

of curves each of which is cut in only a finite limited number of points
lines parallel to the axis. Moreover, the function may clearly be allowed to change

finite

by

number

sign to a certain extent, as in the case where / > when x > a, and / < when < x < a,
etc., where the integral over the whole region may be resolved into the sum of a finite
number of integrals. Finally, if the integrals are absolutely convergent and the integrals
y)\

lead to definite results, so will the integrals of /(, y).

ON INFINITE INTEGRALS
Show

3.

that differentiation under the sign

results that are given

and hence derive the

f*e-*'dx =

(a)

allowable in the following cases,

is

fx

a>0,

-../?[,

Jo

376

\a

Jo

>

() JoC" xe-x*dx = 2 a ar>0,

f ^x^+i

>

dx

/*

Jo
/ i

f x"dx
Jo
/><*>

(e)

JQ
'o

'

dx

- +

(x

7T

x
X

r1

<

<

cr

f\

Jo
y,

Jo

<a

er ax sin mxdx,

fe

Evaluate

^ a,
^ a,

r
\P/

_a;i

(a)'

"~ cos<arx

__

,7

^
X

t/0

< a < 6,

6. If

obtain from

oo

r
Jo

?in!:

dr= _L

-y/y

-y^Tr

Jo

= -J log ^2
2

bx

sin Tnxax

Jo

^a

bjr

ax

(>

a*

= tan- 1

_**

_?L*

e~3?

1&

dx

~ dx = tan-

e- a;r

= (b

a)

j_ |yj2

-,

+ m?

ft

tan- 1

Vw.

x
2

e~ rx*dx

=-

/?j.
1

/0

-%/- and justify the relations

-^ s n ^ ax

\7

^*

00

fVV^T,zir=4= Jf
Ja J

r
Jo

-y/^

/
e-ax^dx
f.
= sin a
Jo
1 + x4
VirL

r'*er**x*d

sin 6

fa

-rdr=-v/

Vr

6,

cos rwxdx

sinr,
-

6,

+ x*
r ^e-^dx

Jo

-fcosal
Jo
/ r

1
>

crA/j
&

oar

>

b -f 1

Jo

Jo

log

<x.ir

ft

log

log x

0<o- ^a, f
Jo

-,

2a

.,

dx

>

Jo

dx

C*e~ a*x*dx

(c)

bx

ft

Jo

7T

co 2
cos

1 4-

ox

oo

1)

2n!

and hence evaluate these

a,

oo

Jo
/o

Jo

<a

e~ aa: cosmxdx,

5)

^ a,

oo

xi

x*dx,

(7)

<a

e-*dx,

() Jo

.8--(2n

A:)+i""2

1
/* X*logX
-------^- eZx =

0<a<l,

sin air
aTr

GO

**
I

Jo

_TT

f x(/o

4. Establish the right to integrate

(a)

/ i

n>-l,

*-!

Jo

dx

/*>

_?r

+ A:~2 V&'

x2

Jo

^^

/
f.
lainrl

VwL

Jo

e~

1-hx4

/eI

Jo

dx
/* e-^da
~
r~ + cosrl
l
x*
Jo

*x2

ra!

coso

1+x4

+ x*

INTEGRAL CALCULUS

3T6
r r cos-r

Similarly,

vo

A/

t*

/sinr,dr= /
Jo
Jo ^1
I

A1
Also

/*

cosmos

+ x2

cosr

IT,,

-(l
v
2

and, /r

e~ m);
x

Jo

?r

TT

sm-r2dr=|
.

dx~\
-

x J

-}

cos~r2dr

1
= -.

Jo

show that

cos/wx
-

TT

x2

m > 0.
..

~sin ax dx, by integration by parts and also by substi-

or-

X"^-

form that the uniform convergence for a such that

shown. Hence from Ex. 7 prove

is

--

X*xsiiiax
1 + x2
Show

<^

ax, in such a

tuting x' for

==

c~~ rx

smr

UJ

r 00
J

fir

ore- *U + * )dto,

Jjc

< aQ

l~i~

dr~\-,
\2
V^

rx *x^dx

e~~

*^o

/o

,
dc

Express E (x, a)

8.

+ x2

Jo

QO

cosr

"*L

Given that

7.

2 r

/7T

dr=\\2

die

= TT e-

a>

/,_!
...
v
(by differentiation)

that this integral does not satisfy the test for uniformity given in the text
a = the convergence is not uniform and that the integral is also
;

also that for

discontinuous.
9. If /(x, a,

ft)

is

continuous in

and

of a region in the a/9-plaiic,

(x,
if

a,

ft)

=s x

for

the integral

<

ao

(a, 0)

and for

all

points (a,

ft)

*<*>

/(x, a,

(Zx

con-

t/O

verges uniformly for said values of (a, /3), show that <f> (<*, /3) is continuous in (or, /3).
Show further that if /^(x, a, 0) and/^(x, or, )8) are continuous and their integrals

converge uniformly for said values of (a,

and 0^, 0^ are continuous in

10. If /(x, 7)

=a+

ift

which

=/(x, a
is

(a,

ift)

/3).

is

continuous in

7-plane, etc., as in Ex.

9,

and

if

ft),

then

The proof

in the text holds almost verbatim.

a function of x and the complex variable

(x, a, /3), that is, in (x, 7) over a region of the

satisfies the
/y(x, 7)

same conditions, show that

x00

0(7)

11.

Show

/o

that

/(x, y)dx defines an analytic function of

Jo
tion of

Prove

e-**

cZx,

=a+

ift,

2=

<T

>

0,

in said region.

defines an analytic func-

7 over the whole 7-plane to the right of the vertical

<x

Hence

infer

ON INFINITE INTEGRALS

377

2
2
f - e~**?x cos /3x dx of Ex. 11 by parts with,,< o&cos0x dx = du
J* x
2
to show that the convergence is uniform at a = 0. Hence find I
cos/9x dx.

12. Integrate

Jo

*
13.

From f
J

coax*dx

= C
J

QO

+ a) 2 dx = \\2

cos (x
oo

sin x2 sin 2 crxdx

cosx 2 sin 2 crxdx = C
J 00
Jf 00
an odd function, establish the relations

the results
sin x is
/*

ao

cosx 2 cos 2 axdx

Jo

V7T

14. Calculate:

and

(a)

-- a \

/7T

cos

a2 \

vTT

xe~

(j8)

sin

-- a \

/7T
I

/x 2

a2 \

(-

1 .

dx.

sin

(5)

\4

cos fcxdx,

Jo

r 00

*,

cos

(^

f "V^cosh&xdx,
/x 2

+ a) 2dx, with

due to the fact that

Jo

Jo

7)

sin x2 cos 2 crxdx

) ,

/*>

(together)

/*

\4

sin (x

/-co

jf

15. In continuation of Exs. 10-11, p. 368, prove at least formally the relations:

~.~
= TT
-~/(0),

r^./vSinfcx,
dx

lim I /(x)
fc=aoJ-a

x>

Jo

7T

/^

J-tt

,.,

/(*) cos AajdxdA:

/(x)

//Ar

J~aJo
/

/ a

,.

Inn-/
*=<7rJ-a

cos kxdxdk

/(x)
XJt/a
J-a

/(x) cos fcxdfcdx

/ a

lim
Ar

/m

dx=/(0),

= //a / (x) sin ]rx dx,

X
J-a

^^? dx =/(0),
oiii A*3*

/(x)

sin kx

= oo7rJ-a

<X>

- f
7T Jo
The

C
J-oo

last

if"
f /(x)cosA:(x- *)<**** =/(0JO J-oo

f(x)coskxdxdk=f(Q),

form

is

known

7T

as Fourier's Integral

it

represents a function f(t) as a

possible, justify the

Wherever

double infinite integral containing a parameter.

steps after placing sufficient restrictions on/(x).

16.

From

p QO
/

Jo

e~ f v dy

=-

f xw-ie-^dx Jo
f

/\ oo

prove

Jo

oa;

_g

6x

dx

= log-^

Prove also

x m ~ l e- x dx

Jo

r 2n + 2m-2 e -r2 (f r2

17. Treat the integrals (12)

Jo

Jo

S i n 2n-10

COS 2

-1

^^.

by polar coordinates and show that

(r

cos

r sin *)

^^

2 - * as r becomes infinite. If
converge if |/| < r/(x, y) becomes infinite at the
2
+
Generalize
*, the integral converges as r approaches zero.
origin, but |/| < r~
these results to triple integrals and polar coordinates in space the only difference

will

is

that 2 becomes 3.

18. As in Exs. 1, 8, 12, uniformity of convergence may often be tested directly,

without the test of page 369 treat the integrand x-V-^sin 6x of page 371, where
;

that test failed.

CHAPTER XIV
SPECIAL FUNCTIONS DEFINED BY INTEGRALS
147.

The

T(n)

Gamma

= f

xn

and Beta functions. The two

~l

e- dx,

B(m,

ri)

> and
n
and ?/&
n
or
parameters
when n

Other forms

may

P() =

ra

> 0,

x"~ l (l

- x) n ~ dx
l

(1)

JQ

/o

converge

integrals

and hence define functions of the

for all positive values, zero not included.

be obtained by changes of variable. Thus

fy*
Jo

= y\

by

by

e-*

by

= 1 - y,

(4)

by

= sin

(6)

e-*dyt

W,
r()=jf^ogij
- VT'^V = B ( w)>
B(m, n) = f yXl

(2)

= y,

(3)

/0

B (w,

n)

=2

sin2 "1

-1

^ cos

2 "-

^^,

2
<^.

/o

If the original

r
F(n)=
V ^

form of

xn - 1 e~ I

F(ra)

be integrated by parts, then

i
e^ = -a!
n

a:

Jo

30

Jo

r*

xw e~ *cte

+-|
n Jo

= -i T ^(n + 1).'
>

resulting relation T(n

1)
wr(w) shows that the values of the
F-function for n
1 may be obtained from those for n, and that con-

The

sequently the values of the function will all be determined

over a unit interval are known. Furthermore

= nT(n) == n(n = n(n - 1) (n is

found by successive reduction, where k

n is an integer and k = n

If in particular

P(n + 1) = tt(tt - 1)

2 1 T(l)
-

378

if

the values

^ ;

is

1,

any integer

less

than

n.

then

=n

T(l)

=n

(8)

FUNCTIONS DEFINED BY INTEGRALS

379

when n =

1 a direct integration shows that T(l)

1. Thus/or integral lvalues ofn the T-function is the factorial ; and for other than integral
values it may be regarded as a sort of generalization of the factorial.
since

Both the

and B-f unctions are continuous

T-

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

The two

xoo

>*oo

/^

xn-\ e -xdx

=s

x no-l e -xdx,

integrals converge

Xn ~ l e~ xdx

and the general

X N ^Q"xdx.

test for uniformity (

144)
the application at the lower limit is not necessary
Similar tests apply to B (m, n). Integration with
1.
except when n
respect to the parameter may therefore be carried under the sign. The
therefore applies

<

derivatives

;*

r,

^P==
may

also be

integrals

<*>

&-

e-*(lagx)*dx

(9)

had by

differentiating under the sign ; for these derived

likewise be shown to converge uniformly.

may

multiplying two F-functions expressed as in (2), treating the

product as an iterated or double integral extended over a whole quadrant, and evaluating by transformation to polar coordinates (all of

By

which

is

justifiable

146, since the integrands are positive

by

the processes lead to a determinate result), the B-function

expressed in terms of the F-function.
StOO

/"*

= 4:l
JQ

a**~ l e-*dx

y"*-

r*n + * m -l e -r*dr

be

f* 00 ^*00
n- l
m - l eI x*
y*

e-*dy^

c/o

*/o

and

may

JQ

r 2 si n2m-l^ cos 2-l^^ _ p^ + W) B (W

fl).

c/0

c/0

x/ = ^(m r W = B

B (m,

Hence

ri)

(n,
\ >

m).
'

(10)
\
/

symmetric in m and n, as must be the case inasmuch

as the B-function has been seen by (4) to be symmetric.
That r() == VTT follows from (9) of 143 after setting n = in (2);
it may also be deduced from a relation of importance which is obtained

The

result is

from (10) and

(5),

and from

w/

(8) of
.

B(n,
v ' 1

142, namely,
.

n)'

if

C*y*~ j
?dy
y
l

+y

<

1,

=~
sinner
si

INTEGRAL CALCULUS

S80

As

was seen that

it

all

values of T(n) could be had from those in a

to 1, the relation (11) shows that the interunit interval, say from
n 1 and that the values for the
val may be further reduced to

^ ^

<

interval

<

then be found.

may

suitable changes of variable a great many integrals may

be reduced to B- and T-integrals and thus expressed in terms of

148.

By

F-functions. Many of these types are given in the exercises below;

a few of the most important ones will be taken up here. By y
ax,

n~l

xm ~ l (a

dx

x)

= am + n ~

Jo

Jo

n~

/"^(l

y)

ldV

r^'>-)"" ^ = am + "" |^T^v'

1

or

Next

let it

""*"

n"1

B(m, n)

<*>-

12 >

be required to evaluate the triple integral

-l m ~l n -l
z

dxdydz,

+ y + z ^ 1,

+ + # = 1,

over the volume bounded by the coordinate planes and x

z
that is, over all positive values of x y, z such that x
y

+ +

nl
= -i r r
1

H Jo Jo
1

By

s*\

~l m-l n~l
z

?/

* 1.

Then

dzdydx

*/0
l

~x

-l m-l
i/

(l

y) dydx.

"

(12)
-

/-

Then

This result

may

*
'(1v

be simplified by (7) 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
of positive values such that x/a + y/b + z/c
h, the change x = aftf y = &foy,

= cAf

1=

gives

= a bmch
l

++CCC&-

l'

-it"-iddvidf,

17

1,

FUNCTIONS DEFINED BY INTEGRALS

381

The value

of this integral extended over the lamina between two parallel planes
determined by the values h and h 4- dh for the constant h would be

r
Hence

if

(I

+m+

n)

the integrand contained a function f(h), the reduction would be

T
if

-f

(I

m H- n)

Jo

the integration be extended over all values x/a -f y/b -f z/c s H.

Another modification IKS to the case of the integral extended over a volume

which

is

the octant of the surface (x/a)v

rt.

-)
a/
(rt.\

(y/b)v

l?\
? r

/
A/X*?

-f

=
7^=(^), ^=(-),dte
Vv
\t>/

(z/c)

h.

The reduction

to

fl

This integral is of importance because the bounding surface here occurring is of a

type tolerably familiar and frequently arising it includes the ellipsoid, the surface
= n = 1 the
xi -f yl -f- z% = a%, the surface xt + yi + %\ = cil. By taking i =
volumes of the octants are expressed in terms of the r-f unction by taking first
;

3,

m = n = 1,

and then

3,

=n=

1,

and adding the

results,

the

moments

of inertia about the 2-axis are found.

Although the case of a triple integral has been treated, the results for a double
integral or a quadruple integral or integral of higher multiplicity are made obvious.

For example,

f f *-

JJ

V-

(I

-f

m + 1)

pq

-4--

382

INTEGRAL CALCULUS

pqrs

(;)'+(!)+'+1 2
w 1
formed for each of n n
n
the results be multiplied and reduced by Ex. 19 below, then

be
149. If the product
(11)
r
v
/

>

The logarithms may be taken and the

>

>

result be divided

if n be allowed to become infinite, the sum on the

formed in computing an integral if dx = 1/n. Hence

n-<

V
^

log

log

T (a

lim

Then

T (x ) Aff
{

= f

and

n.

by

Now

>

left is that

log T (#) <fo == log V2lr.

(15)

^y o

+ x)dx = a (log a

1)

+ log V2^

(15 )

t/O

may be evaluated by differentiating under the sign (Ex. 12 (0), p. 288).

By the use of differentiation and integration under the sign, the
expressions for the first and second logarithmic derivatives of T(ri)
and for log T(n) itself may be found as definite integrals. By (9)
and the expression of Ex. 4 (a), p. 375, for log x,
/"*

00

x-

e-*logxdx

xn

Jo

~l

/1<x'/>

e~ x

/o

_
a

dadx.

If the iterated integral be regarded as a double integral, the order of

the integrations may be inverted ; for the integrand maintains a posi-

l<#<oo, 0<#<oo,

and a negative sign in

tive sign in the region
to oc in x
the
and
the region
0<o:<oo,
integral from
may be considered as the sum of the integrals from to 1 and from

0<#<1,

to each of which the inversion is applicable ( 146) because

1 to oo,
the integrand does not change sign and the results (to be obtained)
are definite. Then by Ex. l(a),
xoo

()=
W
Jo
I

Jo

ft

af-'e

__

fgx

dxda

= Y(ri)\/*
Vo

FUNCTIONS DEFINED BY INTEGRALS

This value
value

may

be simplified by subtracting from

- y = r'(l)/r(l)= r'(l)

= 1.

found for n

383

the particular

it

Then

___

1
\ rfa
_ r (n) +y /"" / 1
_ r'(l) ~
a
(1 + a)-/ a
r(n)
T(l)
~J \l +
r(n)
The change of 1 + to 1/eu or to e* gives
-*n
r'l-a
f* 6-*- e
F'(n)
=
=
+
r
" da
TTTT
ii-*
ii-*=r~
r O)
Jo
Jo
f

r'(n)

a;

Differentiate

To

^2 log&

-7-^

T \(w)/

since r(l)

=1

rfcr

= f
J^

from n

find logT(n) integrate (16)

= 0.

and log T(l)

'

( 17 )

^
H

As T(2)

i-^

**

_ e-or

=1

to

rfcr.

(18)
V
/

= n.

Then

= 1,

--a

^
and

r* FI-:.~ 1r:--(1

T,/ x

logr()=

Jo

-a

LO- +

+ a)- - (1 +
1

'-

by subtracting from (19) the quantity (n

if

+ a be changed to

1) log

)
'

cfa

1
:

1
J los C

T (2)

= 0.

Finally

The details of the reductions and the justiand integration will be left as exercises.

e~ *.

fication of the differentiation

An

approximate expression or, better, an asymptotic expression,

is, an expression with small percentage error, may be found for
F (n
1) when n is large. Choose the form (2) and note that the inte*
2
n +l
y rises from
to a maximum at the point y = n +
and
e~~
grand y*
that

falls

away again to

= n + J,

or

Now

0.

Make

+ 1) = 2

T(n

+ 1) = 2

^QO

T(n

J - -Va

2 a log (1
\

+ ^7=)

VV

y = Vo; + w, where
maximum. Then

the change of variable

so as to bring the origin under the

*-

+ w^
r
2Wl

Vtf

J- V
2

Vow s

0,

Va < w <

oo,

INTEGRAL CALCULUS

384

The integrand is therefore always less than e~ w except when w =

and the integrand becomes 1. Moreover, as w increases, the integrand falls off very rapidly, and the chief part of the value of the
*,

integral may be obtained by integrating between rather narrow

3.
3 to
limits for ?/;, say from
As a is large by hypothesis,
for small values of
the value of log(l
be
obtained
may
w/~\a)

from Maclaurin's Formula.

Then

C
J

an approximate form for T(n + l), where the quantity

is about
w/ V# and where the limits c of the integral are small relative to VS.
But as the integrand falls off so rapidly, there will be little error made
is

extending the limits to

in

oo after

dropping

Hence approximately

e.

s*<

r(n

+ 1) =

2 a"e- a

/
or

r(n

where

17

is

+ 1) =

-V2^r(n

+ |)"+i e'(n + i)(l +

a small quantity approaching

as

(20)

77),

n becomes

infinite.

EXERCISES
1. Establish

(a) T(n)

the following formulas by changes of variable.

= a n C"xn - l e-

a>0,

dx,

/o

(7) B(n, n)

/la;
Jo

= 2i-B(n,

1)

by

(6),

6 (1

x)]

m+

a m ^r (m

i/o

6 4- cx

&&

i(l

vO
1

an (l

o)

\2

~,

-V

2/

- a^)-i(te =

r (m) F (n)
T (m + n)
a (1

n)

B(J m,

r
'

y)

a;

n),

+a

+a

by

/ 1

riv*-i(l-xy-*dx^ B(m,n)

'

f^

(5)

OT

/o

i(l-)-i (fa= B(m,n) =

m+
an (l + a)
(x + a)

[ax

C*am*xdx = -B (- +

(p)

c"*'

/o

2. From F (1) = 1 and r (J) = VTT make a table of the values for every integer
and half integer from to 5 and plot the curve y = r (x) from them.

the aid of (10) and Ex.

prove the relations

3.

By

4.

V*T (2 a) = 22-ir (a) r (a + J),

Given that T (1.75) = 0.9191, add

every quarter from

to 3

1 (7)

V^T (n) =

2-r (i n) T (J n +

to the table of Ex. 2 the values of

and add the points

to the plot.

J).

(n) for

FUNCTIONS DEFINED BY INTEGRALS

5.

r1

With the

(a)'

aid of the F-f unction prove these relations (see Ex. 1)

/"!

smn xdx =

IT
l-3-5--.(n-l)
'2
2-4.0...n

cosn xdx=
7

Jo

Jo

(a\

__l'36"'(2n

Jo
(

'-

x zn+l dx

is

even or odd.

2-4-6-"2n

__

16

f ) Find

6.

u^ f

1)ir

2.4.6..-(n-l)
i
1.3-5...n

or

as

x2n^x

385

-__;

to four decimals,

Find the areas of the quadrants of these curves

(a)

xi
2

(8) x /a

y%

42

a*,

# /&

1,

= a!,

(0)

z#

(e)

the evolute (ax)l

y^

4-

(7)

z2

y* = 1,
= (a2

(ft//)?

7.

Find centers of gravity and moments of inertia about the axes in Ex.

8.

Find volumes, centers

(a) xi

+ yi + zi =

of gravity,

a*,

x*

(p)

and moments of

y*

*%

= ol,

6.

inertia of the octants of

x2

(7)

2
i/

z*

1.

9. (a) The sum of four proper fractions does not exceed unity find the average
value of their product. (0) The same if the sum of the squares does not exceed
unity. (7) What are the results in the case of k proper fractions ?
;

10. Average

e-*

-&y 2 under the supposition ax2

11. Evaluate the definite integral (15")

12.
is

From

and

(18)

<
1

e~~

about l/n for large values of

13.

From Ex.

and Ex.

12,

2 =

_)

for

log

under the

sign.

D2 log T (n)

the magnitude of

n.

show that the error

23, p. 76,

Jn

H.

differentiation

<l + a show that

by

/n + i

n+
2/
(1\

in taking

dx

(x)

/n -f 1

is

24 n
/i

about
-f

1%

log

F (n

1\

)
2/

Show

that

logr(x)dc

logr(n+ x)dx and hence compare

Jn
Jo
and Ex. 13 to show that the small quantity 17 is about (24 n + 12)- l

14.
(20),

by

(15

),

15. Use a four-place table to find the logarithms of 5! and 10!. Find the
logarithms of the approximate values by (20), and determine the percentage errors.

11 in (17) and evaluate the first integral. Take the logarithmic

16. Assume n
x
derivative of (20) to find an approximate expression for r (n)/r (n), and in particular compute the value for n = 11. Combine the results to find 7 = 0.578. By more

accurate methods

it

17. Integrate (19

may
X

be shown that Euler's Constant 7

from n
J

the integrals and add - log n

2

to

ffttn

-f 1

oc

0.577,215,665

to find a definite integral for (15

g<r cicz

Hence

logr(n)-n(logn-l)-logV2^+ilogn= f
t

t/

oo

find

L^

1- - - + J
~~"

).

Subtract

INTEGRAL CALCULUS

386

V27rnnne-, either by compaiv

18. Obtain Stirling's approximation, T (n 4- 1)
ing it With the one already found or by applying the method of the text, with the
substitution x
***

m
The
*

19.

= n + V^Tiy,
S

relation

%V
TT

to the original

-for

sin

obtained from the roots of unity

= hm X n_l- =
The

TT

= sin
.

72)

*-!/
c

VI

TT

(n

1)

TT Vx

*iri

-^

*-.-l C lT
TT

/,

'"- 1

2i

may be

_s*\

= (x

2*- 1

n
1

I)w
'
=

(n
sin -

f or

1).

sin

(1) of

27T

jt=i

form

iri

21

2i

Suppose that measurements to determine

mn be a
the magnitude of a certain object be made, and let m l9 m^
set of n determinations each made independently of the other and each
150.

error function.

worthy of the same weight. Then the quantities

ql

=m

-m,

72

=w

w,

qn

= mn - m,

which are the differences between the observed values and the assumed
value TW, are the errors committed their sum is
;

-----H In

'

It will be taken as a

H-----h

^) -

fundamental axiom that on the average the errors

in excess, the positive errors, and the errors in defect, the negative
errors, are evenly balanced so that their sum is zero. In other words it
will be

assumed that the mean value

nm =

w.
t

+w +
2

mn

or

in

= - (m^ + m +
2

ft

+ w>w )

(21)

ra w
ra 2
is the most probable value for m as determined from ra
1?
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 q should be made is 0, and the chance that an error lie
within infinitesimal limits, say between q and q + dq, is infinitesimal
let the chance te assumed to be a function of the size of the error, and
write <t>(t/)dq as the chance that an error lie between q arid q + <lq> It
-

may

be seen that

<f>

(>/)

may

be expected to decrease as q increases

for,

under the reasonable hypothesis that an observer is not so likely to be

far wrong as to be somewhere near right, the chance of making an
error between 8.0 and 8.1 would be less than that of making an error
between 1.0 and 1.1. The function <(</) is called the error function.

making an error q is (y,-) to put it

means simply that $(q^)dq is the chance of making
between q i and q + dq.

It will be said that the chance of

more precisely,
an error which

this
lies

</>

FUNCTIONS DEFINED BY INTEGRALS

387

fundamental principle of the theory of chance that the

chance that several independent events take place is the product of
the chances for each separate event. The probability, then, that the
It is a

errors y l9

q^

<K r/i)

qn be
'

<K?2)

'

made

*('/)

The fundamental axiom

when

is

the product

is

is

(21)

the arithmetic

-m

<Km i

mean

<Km 2

"0

<(mn

that this probability

of the measurements

is

m). (22)

maximum

mv ra

2,

measured from the mean value, are on the whole less

than if measured from some other value.* If the probability is a maximum, so is its logarithm and the derivative of the logarithm of (22)
with respect to m is
for the errors,

when

7j

+?

H-----h

'/

= (H

It remains to determine

from these

<

w) H-----h

In particular

if

J'fai)

Then
Next

?1

is

the ratio

+ ?,

there are only two observations, then

+ *"('/*) =

7^)
if

when

2)

1)

== 0.

relations.

For brevity let F(y) be the function F

which
</>'/<^
of <'(</) to <(</). Then the conditions become

^/ + ^(7. + -- + n^) =

w)

(w*

aild

+/<X~

'/!>

<>

7i

+7 =

or

or

F(-

)=-

there are three observations, the results are

and ^ + ^ + ^ = 0.
^(^ + ^(y + ^(7 =
- - F(yJ = F(- /a = F(?l + ?a
Hence
*(,/,) + F(,/2
Now from
F(x) + F(y) = F(.r +
the function F may be determined (Ex. 9, p. 45) as F(x) = Cx.
8)

a}

).

/y)

Then

and
This determination of

<^

contains two arbitrary constants which may

first place, note that C is negative, for

be further determined. In the

<f>

(q) decreases as y increases.

Let %

C=

k*.

In the second

place, the

* The derivation of the expression for

is physical rather than logical in its argument. The real justification or proof of the validity of the expression obtained is a posteriori and depends on the experience that in practice errors do follow the law (24).

INTEGRAL CALCULUS

388
error q

must

within the interval

lie

all possible values.

<

oc

< + oo

= 1.

which comprises

Hence
(23)

<

For the chance that an error lie between q and q + dq

an interval a ^ q ^ b be given, the chance of an error in

is <^dq y

and

if

it is

s*

r > better >

*/

and
is

finally the

denoted by

=1
VTT/A;

chance that
1.

The

and G

==

oo

< q < + oo

integral (23) may

*
&/ VTT. Hence

represents a certainty and

be evaluated ( 143). Then

(24)

The remaining constant k

k

is

essential

it

measures the accuracy of

large, the function <(</) falls very rapidly from

to very small values, and it appears
the large value &/ VTT for q
that the observer is far more likely to make a small error than a large

the observer.

If

is

one

but

if

is

small, the function

<

very slowly from its value

is almost as
likely to

falls

k/ VTT for q = and denotes that the observer

make reasonably large errors as small ones.

151. If only the numerical value be considered, the probability that

the error

lie

numerically between q and q

9 I"
9 Z
2
2k
...
.

+ <lq
/

and

TT
is

fe-*

'vj*

the chance that an error be numerically less than

2k
is

is

r*

Now

r*t

a function defined by an integral with a variable upper

limit,

and the

problem of computing the value of the function for any given value of
reduces to the problem of computing the integral. The integrand may
be expanded by Maclaurin's Formula
e

-. =

f
Jo

_x +
|!_|! + |!
,

10

42

^,
X
216

<*<i,
'

*
X
R<^ 1320

(26)

* The reader
may now verify the fact that, with 4 as in (24), the product (22) is
maximum if the sum of the squares of the errors is a minimum as demanded by (21).

FUNCTIONS DEFINED BY INTEGRALS

For small values of x

this series is satisfactory

for

**

389
J

it

will be

accurate to five decimals.

The probable

error is the technical

term used to denote that error

which makes

J; that is, the error such that the chance of a

\j/(g)
This is
smaller error is J and the chance of a larger error is also
found by solving for x the equation
.

The

"""""

"

'

'

42

10

216

term alone indicates that the root is near x = .45, and a trial
three terms in the series indicates the root as between
=
.48. With such a close approximation it is easy to fix
.47 and x
first

with the

2~- 44311 ~J

first

the root to four places as

= k( =

0.4769

= 0.4769 Ar

or

(27)

That the probable error should depend on k is obvious.

For large values of x = k the method of expansion by Maclaurin's
Formula is a very poor one for calculating i^(); too many terms are
required. It is therefore important to obtain an expansion according
to

Now

descending powers ofx.

s*:

r-Vx =

/0

oo

limits

may

*), '*

first

e -*Va;

^
^/*
f

^^J*

QO

T^
*

term and the method of

in-

be applied again. Thus

= *"7i
91
Ja;
\

indefinitely.

/
is

be substituted in the

may

= - VTT _

JC

c/o:

tegration by parts

and so on

e-*\lx

ITX

The

t/U

Ja;

s*<x>

'Vte

1
9
-y 2
Jo:

1-8
1

9 a v4
J^

1
\
/
/

It should be noticed,

_ = 1.3.5...(2n-l)-'

3"
9
Js

however, that the term

"2JB"

,.

dlverges as

In fact although the denominator is multiplied by 2 x3 at each step, the

numerator is multiplied by 2
1, and hence after the integrations by
z
have
so
been
many times that n > x the terms in the
parts
applied
parenthesis begin to increase. It is worse than useless to carry the
integrations further. The integral which remains is (Ex. 5, p. 29)

INTEGEAL CALCULUS

390
1 3- 5

(2

+ 1)

T" e-*dx

1 3 5

(2

- 1)

<T

C/3P

integral is less than the last term of the parenthesis,

possible to write the asymptotic series

Thus the
is

and

it

with the assurance that the value obtained by using the series will differ
from the true value by less than the last term which is used in the series.
This kind of series

is

of frequent occurrence.
error, the average numerical error

In addition to the probable

and the

mean square

error, that is, the average of the square of the error, are
important. In finding the averages the probability <}> (q) dq 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 probabilities, is 1 if an average over the whole range of possible values is
desired. For the average numerical error and mean square error

n = ~-

f" e-#*d =

5643

0.7071

(29)

k
It is seen that the average error is greater

than the probable error, and

that the square root of the mean square error is still larger. In the
case of a given set of n observations the averages may actually be

computed as

;2

Moreover,

TT
|

rt

=2q

5
2
.

It cannot be expected that the two values of k thus found will be precisely equal or that the last relation will be exactly fulfilled; but so
well does the theory of errors represent what actually arises in prac-

two values of k are nearly equal and the relation

nearly satisfied there are fair reasons for suspecting that the observar
tions are not bona fide.
tice that unless the

152. Consider the question of the application of these theories to

the errors made in rifle practice on a target. Here there are two

FUNCTIONS DEFINED BY INTEGRALS

errors,

one due to the fact that the shots

fall to

may

391

the right or left

of the central vertical, the other to their falling above or below the
central horizontal. In other words, each of the coordinates (x, y) of

the position of a shot will be regarded as subject to the law of errors

independently of the other. Then

VTT

Jr'

Jr

e~**dx,,

VTT

will be the probabilities that a shot fall in the vertical strip

between

+ dx,

x and x

in the horizontal strip between y and y

dy, or in the
small rectangle common to the two strips. Moreover it will be assumed

that the accuracy is the same with respect to horizontal and vertical
k'.
deviations, so that k

These assumptions may appear too special to be reasonable. In particular it

might seem as though the accuracies in the two directions would be very different,
owing to the possibility that the marksman's aim should tremble more to the right
and left than up and down, or vice versa, so that k & &'. In this case the shots would
not tend to lie at equal distances in all directions from the center of the target,
but would dispose themselves in an elliptical fashion. Moreover as the shooting is
done from the right shoulder it might seem as though there would be some inclined
line 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
disposition of the shots would not only be elliptical but inclined. To cover this
general assumption the probability would be taken as

Ge- *2*2 - 2A*y - kVdxdy,

G C

with

+*

as the condition that the shots lie somewhere.

With

V* *

- AW Wdxdy

See the exercises below.

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

the special assumptions,

distance,

and the most probable

carefully between

it is

distance.

It is necessary to distinguish
the probable distance, which is by definition the dis-

fall nearer the center and half fall farther

the
most
and
probable distance, which by definition is that disaway,
tance which occurs most frequently, that is, the distance of the ring
between r and r + dr in which most shots fall.
The probability that the shot lies in the element rdrdf is

tance such that half the shots

and

e- *?r*rdrd<j>,

7c

&*rdr,

obtained by integrating with respect to <f>, is the probability that the

shot lies in the ring from r to r
dr. The most probable distance rp is

INTEGRAL CALCULUS

892
that wnich

makes

0'

this

a maximum, that

(*-,)'
V

is,

or

,
"

The mean distance and the mean square distance

5

'

= f

are respectively

'

-77^- >

8862
>

2*

Jo

(30)'

V2/C

*
(3()()

=
Jo

The probable distance

is

Hence

found by solving the equation

r;>

The

<

?^

< < Vr

T>

chief importance of these considerations lies in the fact that,

owing to Maxwell's assumption, analogous considerations may be applied

be the compoto the velocities of the molecules of a gas. Let u, v,

nent velocities of a molecule in three perpendicular directions so that

V=

w)
2

made that
The probabetween the respective limits u and u + du,

the actual velocity. The assumption

the individual components ?r, /;, w obey the law of errors.
(u*

-f-

bility that the

and

+ dv,

is

components lie
w and w + dw

is

is

-=
7.8

k*

e- *** - "*>** &

" l^C&U UUUIAJ

***dudvdw,
j

and

CfcLJlU.

TTVTT

7T

e- *

^ V'2 sin

0<l

VdOd<t>

V7T

the corresponding expression in polar coordinates. There will then

be a most probable, a probable, a mean, and a mean square velocity.
Of these, the last corresponds to the mean kinetic energy and is subject
is

to measurement.

EXERCISES

0.04475, find to three places the probability of an error

1.

If k

2.

Compute

e~ x*d

to three places for (a)

0.2,

(ft)

<

12.

0.8.

*/o

3. State

how many terms

the integral to x

How

4.

of (28) should be taken to obtain the best value for

2 and obtain that value.

accurately will (28) determine

e-^dx

VTT? Compute.

t/O

5.

Show

Obtain these asymptotic expansions and extend them to find the general law.
tnat the error introduced by omitting the integral is less than the last term

retained in the series.

comes

infinite.

Show

further that the general term diverges

when n

be-

FUNCTIONS DEFINED BY INTEGRALS

twM = -^- +

(a)

393

COS* 2

1-3
'

-ga
/ r sin 4c

(7)

/0

de,

a;

large,

(5)

as

/sinx\
(

2
,

dx,

large.

(/a)

1 of the error
6. (a) Find the value of the average of any odd power 2 n
also for the average of any even power ; (7) also for any power.

7.

The observations

195, 225*, 100, 210, 205, 180*, 170*, 190, 200, 210, 210, 220*,

were obtained for deflections of a galvanometer. Compute k from the

mean error and mean square error and compare the results. Suppose the observations marked *, which show great deviations, were discarded
compute k by the
two methods and note whether the agreement is so good.
175*, 192

8. Find the average value of the product </r/' of two errors selected at random
and the average of the product |</|. |r/'| of numerical values.

9.

Show

Vp =

are
that the various velocities for a gas
"
1.2247

Vt

=
k

(at 0C. and 76cm. Hg.) the square root of the mean square
462.2 meters per second. Find k and show that only about 13 or 14
molecules to the thousand are moving as slow as 100 m./sec. What speed is most

10.

For oxygen

velocity

is

probable

11. Under the general assumption of ellipticity and inclination in the distriis
bution of the shots show that the area of the ellipse Ac2 x 2 + 2 \xy + k"2 y*

Trll (k*k'*

12.

X2 )~

J,

From Kx.

11 establish the relations

13.

Find 7/

y> ,

and the probability may be written Ge~ '% (& 2 A; /2

//^

X'-

'

'

2 (tfft*

0.693,

U, H*

(a)

G=-

x2 )

\/W
'

X 2 )~

dH.

X2 ,

"

(A;

2 A: /2

X2 )

in the above problem.

14. Take 20 measurements of some object. Determine k by the two methods

and compare the results. Test other points of the theory.

153. Bessel functions. The use of a definite integral to define functions wlii(ih satisfy a given differential equation may be illustrated by

the treatment of xy"

+ (2 n + l)v/' + xy = 0,

which

at the

same time

new

investigation of some functions which have prebeen

viously
briefly discussed (
107-108). To obtain a solution of
this equation, or of any equation, in the form of a definite integral, some
will

aiford a

special type of integrand

is

assumed in part and the remainder of the

INTEGRAL CALCULUS

394

integrand and the limits for the integral are then determined so that
the equation is satisfied. In this case try the form

y (x)

= Ce

ixt

Tdt,

y'

ite

ixt

= f

y"

Tdt,

xt

t*ef

Tdt9

is a function of t, and the derivatives are found by differenthe sign. Integrate y and y by parts and substitute in
under
tiating

where

11

Then

the equation.
(1

TV*]

fV<[r'(l

- f) + (2 n - l)tT]dt = 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 integral may be made to vanish by so choosing T that the
bracket vanishes this calls for the integration of a simple differential
;

The

equation.

result then

T = (1 The
t

integral vanishes,
1 or e**'
0. If

nential will approach

is

- ^" + *6

)"-*

(1

fcrt

= 0.

and the integrated term will vanish provided

a? be assumed to be real and
positive, the expowhen t = 1 + IK and A' becomes infinite. Hence
*

-* ) n -^
2

{xt

(l

and

(x)=f

are solutions of the differential equation.

infinite integral

The

is

when n

<+^

and

In the

fails to

>

is

examination of the integrals for uniformity

Consider

e"(l

2 w
)

%dt with

+1

r V'(l - *2 ) n Idt = f
J-l

t/_l

From

first

the integral

converge

therefore defined only when n

always an infinite integral because one limit

solution

tegral

e**(l-f)*~*dt (31)

J+i

-i

considerations of

(l

n
n

<%

is

symmetry the second

an

found below.

so that the integral

-icosxfctt

is

when n =s
^.
The second inis infinite.
The

+iC

\1

is infinite.

- *2

n
)

/-.!

integral vanishes.

Then

This last integral with a positive integrand converges when n >

J, and hence the
a continuous
of
x
and
defines
for
all
values
given integral converges uniformly
function. The successive differentiations under the sign give the results

FUNCTIONS DEFINED BY INTEGRALS

- f

395

+1

Ji

(l-

These integrals also converge uniformly, and hence the differentiations were
The second integral (31) may be written with t = 1 + w, as

justi-

fiable.

f
t/M
M=0

This integral converges for all values of x > and

gral converges uniformly for all values of x |= x

n>

\.

Hence the given

>0, and

inte-

defines a continuous

when x
it is readily seen that the integral diverges and could not
define a continuous function. It is easy to justify the differentiations as before.

function

The

form of the solution may be expanded in

first

x)= f

series.

^(l- *)**= J-i

f

J-i

=2 f
Jo

(1

n~ %
t*)

1
1

cos xtdt
/

T2/2

(32)

T4 /4

T6/6

T 8 /8\

X a-^-y-lr+iT-lT+'lT)^
The expansion may be
the terms separately

carried to as

may

many

<i

terms as desired.

tf
i

<1

Each

of

be integrated by B- or r-functions.

22 *r(A;

*+

1)

then taken as the definition of the special function Jn (x\ where the
expansion may be carried as far as desired, with the coefficient 6 for
the last term. If n is an integer, the T-functions may be written as
is

factorials.

154.

The second

solution of the differential equation,

namely

+ ioo

/l

-2^(1-0"-*^

(31')

where the coefficient

2 has been inserted for convenience, is for some
purposes more useful than the first. It is complex, and, as the equation
is real and x is taken as real, it affords two solutions, namely its real part
and its pure imaginary part, each of which must satisfy the equation. As
y(x) converges for sc = and z(x) diverges for = ; so that yx (#) 01

INTEGRAL CALCULUS

396

it follows that
y(x) and
y^(x) diverges,
the
and
as
equation can
independent ;

tions,

y^x) OY y(x) and y.2 (ar) must bo

have but two independent soluone of the pairs of solutions must constitute a comIt will

plete solution.
tion of x?j"

now

+
+ (2 n + 1) // +

and that Ay(x)

is

/?//.,(.*.*)

be shown that

//1 (,r)

= 2/(x)

therefore the complete solu.///

0.

Consider the line integral around the contour 0, 1

e,
1 + ei, 1 + oo i, ooi, 0, or OPQ/tS. As the integrand has a
continuous derivative at every point on or within the
contour, the integral is zero ( 124). The integrals along
the little quadrant PQ and the unit line RS at infinity may be

made

as

small as desired by taking the quadrant small enough and the line far

enough away. The integral along SO

pure imaginary, namely, with

is

= iu,

CJ so
The

M
(l

OP

integral along

f -2c to (l-<

=
Hence

11

21
Jo

)
1

f)*~*dt

is

C >''"(! +

"^
*T~ J cos ^^

(1

rp

+ C _2

(1

Jo
07

w~*

sin ar^.

i
w~'

cos

2*1

a:^

*/o

(1

n"

sin xtdt

+^

*/o
to

(l

2
*'

-^ + ^ + 2
2

f V(1 + w )""
8

lj

</",

*/0

*/0
2

complex, namely

p
= - 2 C (1

where fx and

*)"-

Jo

are small.

Equate

real

and imaginary parts

to zero

separately after taking the limit.

(l-^"-*cQBafcft = y(j-):=/f

c/O
/O

*/l

(1

- ^*sinarf* - 2 f V*(l + wy-icZtt

-/0

fc/O

= c/ r
The

and

"

used to denote respectively real and imaginary

of
parts.
identity
y(x) and y^x) is established and the new solution y%(x) is found as a difference of two integrals.
signs /p

The

<J are

FUNCTIONS DEFINED BY INTEGRALS

It is

now

y(x) and
/*!+

possible to obtain the important expansion of the solutions

y2 (x) in descending powers of x. For
/!

-2

<*(1- <*)"-*<& =

iA

- 2 to"

(w- 2

)"-*<*,

i/O

Since
2-

397

a; =

+ i/'_
"

0,

+
i)"

the transformation ux

i*ar"-J

=v

i.j

permissible and gives

Jo

The expansion by the binomial theorem may be

carried as far as de-

but as the integration is subsequently to be performed, the

to oo and the use of
values of v must be allowed a range from

sired.

Taylor's Formula with a remainder is required

converge. The result of the integration is

Q (.)( r)

^i
2aj

the series would not

+ iQ(x)],
- (*'-*)(-'- tX* V) +
3!
.

(34)

'

(2 a;)

- -v)
i

Take

real

and imaginary parts and divide by

C S

~Q

cos

/i

+p

2".r-

''

"

vwT ( +

^).

Then

Sin

sin

are two independent Bessel functions which satisfy the equation (35)
107. If n
of
$ is an integer, P and Q terminate and the solutions

are expressed in terms of elementary functions (108); but if n

%
is not an integer, P and Q are merely asymptotic expressions which do
not terminate of themselves, but must be cut short with a remainder

term because of their tendency to diverge after a certain point; for

of Jn (x)
tolerably large values of x and small values of n the values
and KH (#) may, however, be computed with great accuracy by using
the

first

few terms of

and

Q.

INTEGRAL CALCULUS

398
The

f
Jo

P and Q offers no particular difficulty.

V-1 + kdv = T(n + \ + k) = (n + k - \)(n + k- \) ... (n +

integration to find

J)T(n

I).

factors previous to T (n + i) combine with n

J,n |,---,n A: + J, which
occur in the Arth term of the binomial expansion and give the numerators of the
terms in P and Q. The remainder term must, however, be discussed. The integral
form (p. 67) will be used.

The

Let

it

Then (1 +
Hence

k~ i
is
m/2x)*~

numerically greatest

Ui

when

and

is

0.
1.

(^-

/ n.

!\
4/

|/ n
V

"-

'

It therefore appears that

der

<

then equal to

be supposed that the expansion has been carried so far that n

when

A:

>n

J the error

made

in neglecting the

remain-

than the last term kept, and for the maximum accuracy the series for
tQ should be broken off between the least term and the term just following.

is less

P+

EXERCISES
Solve xy"

1.

A C
/

+1

(1

2 n

+ 1) y'

xy

Expand the

3.

Try T(l

first

+B JC

*e*dt

by trying

V-

TCP* as integrand.

nl)

n>-

x > 0,

ie^cft,

J.

ao

solution in Ex. 1 into series

compare with y (fa) above.

- (a + + l)x] tf -

on x(l

- x)y" +

[7

f\3-i(l-

t)v-^-i(l

- tx)-dt,

- tx)

solution is

=
~

2.

One

(2

/3

/3

>

0,

apy
7

>

= 0.
/3,

|x|<l.

/o

4.

Expand the

solution in Ex. 3 into the series, called hypergeometric,

*'

5. Establish these results for Bessel's /-functions

(a)

Jn (x) =

2V7rr(n +
</3)

J(a;)

=i

i)

8 6 ..T2n
.

sin2 "

cos (x

cos<f>)d<ft,

n>

*,

l/0

_ 1) fj sin2

"

cos (z os*)d0,

= 0, 1, 2, 3

FUNCTIONS DEFINED BY INTEGRALS

"

/**

6.

1
Show -

7.

Find the equation of the sf ccnd order satisfied by f

x sin 0) d0

cos (n0

399

satisfies

""

)*

i sin xtdt.

/o
4

/6

>1Q

0*8

8.

9.

= 0.7652 J (2) = 0.2239 J

Compute JQ (l)

J: (x) and

10. Prove, from the integrals, JQ(X)

11.

Show

(2.405)

[x~

= 0.0000.
Jn =

x~ w 7n +i.

~]'

that four terms in the asymptotic expansion of

+ iQ when
when x = 2 and that the error may be about 0.002.

the asymptotic expansions compute

be.

give the best result

12.

From

13.

Show

form

e7 (3)

as accurately as

may

are nearly of the

that for large values of x the solutions of Jn (x)
and
mr
the
the
solutions
of
form
kir
of
-f- i
+ i TT + irwr.
n (x)
J

IT

Jfor

14. Sketch the graphs of y = JQ (x) and i/ = J^x) by using the series of ascending powers for small values and the asymptotic expressions for large values of x.
15.

From

e7ft (x)

TT

16.

Show

/*
/

Jo

r^

show

cos (x cos 0)d0

^'JJbx^dx

QO

e- ax JQ (x)dx converges uniformly

Va + 62

/o

when a

^ 0.

/o

/QO

17. Evaluate the following integrals

(j8)

(7)

(5)
V/

i
/o

rsin axJ

= VxJn(ax),
[

L
19.

With the

(a)

bJn (a)Jn+1 (b)

(/3)

aJt (a)

rt

20.

*5
<to

= a2 f

-r

>

as a 2

or

^+

show

(a
\

CiX

_ M JT =

&2

b2 or 62

>

as 62

or

V&2 -a2

> a2

a 2 or a2

=
^~^W
X

0.

> 62
If v

= VxJn (bx),

_ a2)

dxjo

- aJn (b)Ja +

J(a)/B+1 (a) +
^

(ax)

dx

1 (a)

igJu (

^o

(- a

2
)

f
/0

= f "xJ^x) dx,
^o

a[/.(o) j; +1 (o)

8howJ (x)- /
vJi
,

b~ l ,

aid of Ex. 18 establish the relations:

/o

(7)

= -rr==
Va2 - &2

(bx)dx

rcosax JQ (bx)dx u

JQ (bx)dx =

= - or sin- ~asa>6>0or6>a>0,
6
2

/o

18. If

Jo

sin ctxJQ (bx)

Jo

(a)

sinxidi
,
f

2_

-J

-^

J+i(a)]
/

(x)

=~

/
/

r/i

= 2 a f 'x [JH (ax)]*dx.

/0

CHAPTER XV
THE CALCULUS OF VARIATIONS
The treatment
*n

155.

1=

of the simplest case.

integral

s*n

F(x,y,

The

y')

dx

4>

cJA

C.JA

(x, y, dx,

dy) 9

(1)

homogeneous of the first degree in dx and dy, may be evaluated along any curve C between the limits A and B by reduction to an
ordinary integral. For if C is given by y =/(.r),
where

<

is

= f
cJ A

and

if

is

F(v,

y, y')

dx=C

*F(x, f(x), /'(a-)) dx

JJ-Q

given by x

<(0? V

f"
>J>

~~r.L

iJL

= <A(0>
f'

>

(
*

J^

The ordinary line integral

O = Pdx + Qdy and F = P

merely the special case in which

In
+ Qi/.
general the value of / will depend
on the path C of integration the problem of the calculus of variations
is to find that path which will make I a maximum or minimum relative
122)

is

to

neighboring paths.

If a second path C 1 be
tity which vanishes at x
f

=f(x) + rj(y), where TJ (x) is a small quanand x l9 a whole family of paths is given by

;//

and the value of the integral

taken along the different paths of the family, be- ~Q

comes a function of a\ in particular 7(0) and /(I)
are the values along C and C
Under appropriate assumptions as to
the continuity of F and its partial derivatives F'x F'y9 F',, the function
I (a) will be continuous and have a continuous derivative which may
.

be found by differentiating under the sign

400

119)

lf

then

CALCULUS OF VARIATIONS
If the curve

to give

is

the curves of this family,

i '(0)

and

if

to

is

JrQ

make

/ a

/()

maximum

or

minimum

value for

all

necessary that

it is

W,(*>

401

y, i/}

(*, y,

v ')] dx

=o

maximum or minimum relative to all

(2)

neighboring

curves,
necessary that (2) shall hold for any function -q (x) which is
is
more usual and more suggestive to write 77 (x) 8//, and to
small. It
it is

say that By

is

the variation

to the neighboring curve

the curve

y =/(.r) +

From

or

77

(./).

C or y f(x)
the relations

ofyin passing from

C with

the slope of C v it is seen that the variation

the derivative of the variation. In differential nota-

connecting the slope of

of the derivative
is d&y = 8dy, where it should be noted that the sign 8 applies
to changes which occur on passing from one curve C to another curve C 19
is

tion this

and the sign d applies

With

to changes taking place along a particular curve.

these notations the condition (2) becomes

C \F$y +

= C

F^y^tlx

*SFdx

= 0,

(3)

Jy

t/r

where 8F is computed from F, 8y, 8y by the same rule as the differential

tJF 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 a minimum or to insure the existence of either neither
in elementary calculus sufficient to answer
is the condition #'(.r) =
f

these questions relative to a function </ (.**); in both cases additional conditions are required (9). It should be remembered, however, that
these additional conditions were seldom actually applied in discussing
maxima and minima of g (x) in practical problems, because in such cases

the distinction between the two was usually obvious ; so in this case
the discussion of sufficient conditions will be omitted altogether, as in
58 and 61, and (3) alone will be applied.

An integration by parts will convert (3) into a differential equation

of the second order. In fact

v
"

Hence

(Ffiy

F;%') dx

"

F'y

uo

dx

~ F, }&ydx =

0,

(3')

INTEGRAL CALCULUS

402

since the assumption that 8y

y(x) vanishes at
integrated term [^,8y] to drop out. Then

V -

'

For
that

__

fady'

'~~dij

dx

dydy'

is

and

small,

of the interval X Q

if

F'y, in (3

F'v

^x^

""

dy'*

must be remembered that the function 8y

it

# and x l causes the

ry

(x) is

any function

did not vanish at every point

the arbitrary function 8y could be chosen

to agree with it in sign, so that the integral of the product would necessarily be positive instead of zero as the condition demands.
t,

The method of rendering an

156.
is

O5

therefore to set

The

up

integral (1)

a 'minimum or maximum

the differential equation (4) of the second order

two arbitrary constants of inteso

determined
that
one particular solution shall
be
which
may
gration
pass through the points A and J5, which are the initial and final points
of the path C of integration. In this way a path C which connects A
and B and which satisfies (4) is found under ordinary conditions the integral will then be either a maximum or minimum. An example follows.

and

solve

it.

solution will contain

Let

it

Hence
is

be required to render I

yT* + ~

the desired equation

It is exact

0,

y'--

(4).

WY +1 =

X.TJ I

y^ +

y'^dx a

- -^"
-

maximum

and the integration

x

= cv

or

is

or minimum.

yy" +

tf*

+1=

immediate.

2
y* + (x - e^) = c 2

circles with their centers on the x-axis. From this fact it is easy
by a geometrical construction to determine the curve which passes through two
given points A(x Q yQ) and B(x l9 y^\ the analytical determination is not difficult.
The two points A and B must lie on the same side of the z-axis or the integral I
will not converge and the problem will have no meaning. The question of whether
a maximum or a minimum has been determined may be settled by taking a curve
Cl which lies under the circular arc from A to B and yet has the same length.
The integrand is of the form ds/y and the integral along C^ is greater than along

The curves are

the circle
integral

is

C if

is positive,

rendered a

but less

minimum

if

if

is

negative. It therefore appears that the

are above the axis, but a maximum if

A and B

they are below.

For many problems it is more convenient not to make the choice of x

y as independent variable in the first place, but to operate symmetrically with both variables upon the second form of (1). Suppose that the
or

integral of the variation of

&

be set equal to zero, as in

(3).

CALCULUS OF VARIATIONS

= f

8*

JA

JA

403

= 0.

[$;&r

Let the rules Sdx

dSx and 8dy = dSy be applied and let the terms
which contain dSx and d&y be integrated by parts as before.
*

As A and B

are fixed points, the integrated term disappears.

variations Sx

and 8# may be

As

= o.
the

arbitrary, reasoning as above gives

If these two equations can be shown to be essentially identical and to

reduce to the condition (4) previously obtained, the justification of the
second method will be complete and either of (4') may be used to deter-

mine the solution of the problem.

Now

the identity

<(,

*;=*:*.

*i -

F(x,

?/,

- <;, =

F;OX

dy/dx)dx, gives, on differentiation,

^ +F

^-=- F

**=*;,

partial derivatives.

w=
,

Substitution in each of

(F;

-A

^&=

(4')

gives

* = Fx^ -d(F- F'y,y') = F'x dx - dF +

F^dx

Hence each

*;=*;*",

by the ordinary rules for

*;

y, cte, dy)

of (4

F'v dy

reduces to the original condition

/day
/dft
y

- F'y,dy' +

r Vdx 2 + dy 2
J
y

J L

(4),

was

as

---

2
= r Vdx +

r fdxddx

F'y ,dv'

dy

to be proved.

2
.

Then

y
-f

dyddy

ds

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
.

eie
-

yds

= 0,

dy
d~JL
,

yds

ds
-_:=:0;

and

dx
-

= -I

yds

ct

is the obvious first integral of the first*. The integration may then be completed to
find the circles as before. The integration of the second equation would not be so

In some instances the advantage of the choice of one of the two equations
by this method of direct operation is marked.

simple.
offered

INTEGRAL CALCULUS

404

EXERCISES
The

1.

Treat

2.

Vdr2

-f

r' d<f>

Ml +

Treat

shortest distance.

dx for a minimum.

/2

)2

for a iiiinimuin in polar coSrdinates.

to jK, the
3. The brachistochrone. If a particle falls along any curve from
is v
v2gh regardless of the path folvelocity acquired at a distance h below

lowed.

Hence the time spent

in passing

from

to

is

T=

quickest descent from A to B is called the brachistochrone.

is a cycloid. Take the origin at A.

The minimum surface

4.

of revolution

is

dx/v.

Show

The path

of

that the curve

found by revolving a catenary.

,5. The curve of constant density which joins two points of the plane and has a
minimum moment of inertia with respect to the origin is Cjr3 = sec (30 + c 2 ). Note

that the

two points must subtend an angle of

minimum

6.

Upon

the sphere the

7.

Upon

the circular cylinder the

8.

Find the minimum

9.

Minimize the integral C f -

line

157. Variable limits

less

than 60 at the origin.

line is the great circle (polar coordinates).

minimum

line is the helix.

on the cone of revolution.

m (\* +

n*x s lctt.

and constrained minima. This second method

of operation has also the advantage that it suggests the solution of the
problem of making an integral between variable end-points a maximum

minimum. Thus suppose that the curve C which

some point A of one curve FQ to some
of
B
another curve F1? and which shall make
point
or

shall join

a given integral a
In the first place
or (4

or

maximum,

is

desired.

C must

satisfy the condition (4)

for fixed end-points because C will not give

maximum

all

minimum

or

minimum

value as compared with

does as compared merely with all other curves

end-points. There must, however, be additional condi-

other curves unless

it

which join its

tions which shall serve to determine the points A and B which
nects. These conditions are precisely that the integrated terms,
'

/X

8x

*
:=

<D;/y

S//j

0,

for

A and

for B,

con-

(5)

which vanish identically when the end-points are fixed, shall vanish at
each 2*>int A or B provided &r and 8y are interpreted as differentials
along the curves F and Fr

CALCULUS OF VARIATIONS

--

r \dx2 + dy^_

ds

/dsy

treated above, the integrated

405

which were discarded, and the resulting conditions arc

terms,

\dxdx

dydy'l'*

L yds

yds J A

dx8x

dy8y~\

dxdx

*_

yds

dydy~\

'

JA

yds

Here de and tty are differentials along the circle G and dx and 5y are to be interpreted as differentials along the curves F and V l which respectively pass through
A and J3. The conditions therefore show that the tangents to C and T at A are
perpendicular, and similarly for C and T l at B. In other words the curve which
renders the integral a minimum and has its extremities on two fixed curves is the
its center on the uxixis and cuts both the curves orthogonally.
the rule for finding the conditions at the end points it will be sufficient to prove it for one variable point. Let the equations

which has

circle

To prove

r (*<>)

* ft>)

0(Q,

r (*i)

(y =

&

**

*y

r (0.

= * (0,

determine C and C^ with the common initial point A and different terminal points
B and B' upon r r As parametric equations of r 17 take

where
m(.s)

- BJ +

al (*),

= yB +

Zw* (*)

^=

? = ^ W>

r W'

0S

d^f

represents the arc along F x measured from J^, and the functions
at B to 1 at 7>". Next form the family

.s

and

(s)

vary from

which

(0

all

pass through

(,s)

= ^ (Q + m (s)

f(0,

for

r,

x'

(Q,

= ^ + m,,',

<j>'

If,

describe the curve

and which for

y'

Ta

Consider
g (s)

= f '^ (x +
J

(s) f,

m (s)

*,,

x'

/r,

tin f )

(G)

ctt,

'o

which
%>

2/

to I\ along the curves of the family, where

the integral taken from
the
are
on
curve
(7
y'
corresponding to .s = 0. Differentiate. Then

is
7

where the accents mean differentiation with regard to s when upon gr, Z, or m, but
with regard to t when on x or y, and partial differentiation when on <, and where
the argument of
8

= 0,

is

as in

(C).

Now if

y(s) has a

maximum

or

minimum when

then

= C

*
l

f
J 'o p' (0) *;(x,
-f

The change

* (x,

m'(0)

is

y,

made
',

'
1

as usual

10 ^

w'(0)

Z'(0)

f *;

y, x', 2/0

= * (*>

^+

by integration by
y, dx, dy),

so

r (0) r*l>

parts.

*'jdt

m'(0)

m'(0) ,

Now

= *;

*i

V*^] # =

dt

as
*;,

= *^

etc.

0.

INTEGEAL CALCULUS

406

Hence the parentheses under the integral sign, when multiplied by eft, reduce U
(4^ and vanish they could be seen to vanish also for the reason that f and ^ are
arbitrary functions of t except at t = t and t = t v and the integrated term is a
constant. There remains the integrated term which must vanish,
;

*'* '+

~ *;/

*s

[*i,

^ tyJ

= 0.

The condition therefore reduces

to its appropriate half of (5), provided that, in

the
and
&c
dy be regarded not as a = f (tj and b
ij (j)
quantities
interpreting it,
but as the differentials along r t at B.

In many eases one integral is to be made a maximum or minimum

subject to the condition that another integral shall have a fixed value,
158.

= TVO, y, y')dx
Jjr

,
'

J = f \' (x,

y, y')dx

= const.

(7)

*/JT O

For instance a curve of given length might run from A to B, and the
form of the curve which would make the area under the curve a maxi-

mum or minimum might be desired

minimum without the restriction of

to

make the area a maximum

or

constant length of arc would be

by taking a curve which dropped sharply from A, inclosed a large area below the cr-axis, and rose sharply to B the area
could be made as small as desired. Again the curve in which a chain
would hang might be required. The length of the chain being given,
the form of the curve is that which will make the potential energy a
useless, because

The probis, will bring the center of gravity lowest.

lems in constrained maxima and minima are called isoperimetrlc prob-

minimum, that

so frequently the perimeter or length of the curve

as
constant.
given
If the method of determining constrained maxima and minima

lems because

which

it is

is

by means of undetermined multipliers be

recalled

(58,

61),

it

will

appear that the solution of the isoperirnetric problem might reasonably

be sought by rendering the integral

+ XJ = f

+ \G (x, y, y )] dx
r

\F(x,

y, y')

(8)

^o
a

maximum

or

minimum. The solution of

this

problem would contain

three constants, namely, X and two constants c l9 c^ of integration. The

constants c v c2 could be determined so that the curve should pass through

A and B and the value of X would still remain to be determined in such

a manner that the integral / should have the desired value. This is
the method of solution.

CALCULUS OF VARIATIONS
To

justify the

method

407

in the case of fixed end-points, which is the only case

is like that of
156. Let C be given b$

that will be considered, the procedure

y =/(#) ; consider

+ ay (x) + /3f (z),

V =/(x)

=^=

i,

ft

= 0,

a two-parametered family of curves near to C. Then

0(a,

/3)

*F(x,

at\

+ /3f,

y'

0:9?

+ /3f,

2/

a^

<x.i{

+ ^f^cZz,

gr(0, 0)

/a?

^(a,

/3)

r xi^
(? (x,

+ Pf)dx =

= const.

*TV

would be two functions of the two variables a and /3. The conditions for the mini-

mum or maximum of g (a,

are required.

at

ft)

subject to the condition that h (cr,

(0, 0)

/5)

= const.

Hence

+ u;(0,

?;((), 0)

or

jf

0)

= 0,

% (F' + \G'

V)

n '(F;,

0)

^(0,

X^(0,

0)

= 0,

+ \G^) dx = 0,
= o.

By

integration

by parts either of these equations gives

(F+XG);-1(F+XG);, = 0;

(9)

and will be applied to an example.

the
curve
which, when revolved about an axis, will generate a given
Required
volume of revolution bounded by the least surface. The integrals are

the rule

is justified,

Xatj
o

Make

C^yds +

/x

2/ds,

\y' dx)

min.

a^

J *o

S (yds

2
cLc,

const.

\y*dx)

= 0.
=

r^-

Jx

Xd(y

or

/
TT

/a-

Hence

J=

min.,

2
)

as

d=0
ds

or

ds- d
ds

2\ydx

= 0.

of computation has been used and the vanishing integrated

terms have been discarded. The first equation is simplest to integrate.

The second method

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 oc-axis, the

INTEGBAL CALCULUS

408
values
tion can

or a^,

0, y'Q

become

0,

y\

infinite, Cj

must satisfy the equation and, as no term of the equamust vanish. The integration may then be performed.
2J

^2

In this special case the curve is a circle. The constants c x and X may be determined from the other point (a^, y^ through which the curve passes and from the
value of J = v the equations will also determine the abscissa X Q of the point on
= and leave x l to be determined. With this
the axis. It is simpler to suppose
;

procedure the equations are

= 7T~ 5 [(3 u + Vu u 2 +

xl

and

ir

TT

^) +
a

(3 u

A/9

Tr

^ ) i]

EXERCISES
their

Show that (rr) the ininimum line from one curve to another in the plane ia
common normal (/3) if the ends of the catenary which generates the mini-

mum

surface of revolution are constrained to

1.

lie on tAvo curves, the catenary shall

be perpendicular to the curves (y) the brachistochrone from a iixed point to a
curve is the cycloid which cuts the curve orthogonally.
;

2. Generalize to

gral of the

form

show that if the end-points

-^(x,

y)ds a

maximum

of

or a

t'.ie

curve which makes any inte-

minimum

are variable upon two

curves, the solution shall cut the curves orthogonally.

3.

Show

that

the integrand 4>(c, y, dx, dy, X T ) depends on the limit a^, the

if

condition for the limit

4.

Show

strained to

on one curve T
to

.dx -f

lljL

that the cycloid which

lie

where the tangent

5.

B becomes ^

is

tlie

*'/y/ 5y

-f

dx

V).

0.

brachistochronc from a point A, con-

to another curve r, must leave T at the point

is parallel to the tangent to
1\ at the point of arrival.
,

Prove that the curve of given length which generates the minimum surface

of revolution

is still

the catenary.

under a curve of given length is to be a maximum or minimum,

must be a circular arc connecting the two points.

6. If the area

the curve
7.

In polar coSrdinates the sectorial area bounded by a curve of given length

or minimum when the curve is a circle.

ia

maximum
8.

curve of given length generates a

The elastic curve

revolution.

V"

maximum

or

minimum volume

oi

CALCULUS OF VARIATIONS
A

9.

chain

lies in

a central

field of force of

If the constant density of the

V(r).

chain

10. Discuss the reciprocity of

or

minimum when J is

which the potential per unit mass is

show that the form of the curve is

is p,

dr

= f-

mum

409

I and J, that is, the questions of making / a maxiand of making J a minimum or maximum when

fixed,

is fixed.

11.

A solid of revolution

attraction

on a point at

and uniform density exerts a maximum

+ y2 )^ + x = 0, if the point is at the

of given mass

its axis.

Ans. 2 X (x2

origin.

159.

Some

generalizations.

Suppose that an integral

^/*
/

JA

F(x,

y, y', z, z>,

-}dx

= ^#*(,*,
I

JA

dx, y, dy, z, dz,

(10)

which the integrand contains two or more dependent variables

with respect to the independent
and their derivatives y', z',
y, z,
variable x, or in the symmetrical form contains three or more variables
and their differentials) were to be made a maximum or minimum. In
case there is only one additional variable, the problem still has a geo(of

metric interpretation, namely, to find

=>

= y*)>

OP

x^

a curve in space, which will make the value of the integral greater or
less than all neighboring curves. A slight modification of the previous
reasoning will show that necessary conditions are

*-5*^
*;-i, = o,

or

where of the
(11)

is

and

*-* =

*;-ii, = o,

last three conditions

(ii)

;-rf^=:0,

only two are independent. Each of

and the solution of

a differential equation of the second order,

the two simultaneous equations will be a family of curves in space

dependent on four arbitrary constants of integration which may be so
determined that one curve of the family shall pass through the endpoints

A and

B.

Instead of following the previous method to establish these facts, an

older and perhaps less accurate method will be used. Let the varied
values of y,

+ fy,

z, y', z',

+ &,

be denoted by
y'

y,

*'

+ &',

y'

= (y)

INTEGRAL CALCULUS

410
The

difference between the integral along the

A/ =

\F(x, y

+ Sy, y' + By', * + &*,

*'

two curves

is

+ & - F(x, y, y', *,

1

**)]dx

J*o

= C\Fdx = C\F$y + F;,Sy' + Ffr + F& ) dx +

9

J*6

J*o

F has been expanded

by Taylor's Formula* for the four variables

" ---- "
refers to the remainder or the
-\
y, y\ z, z* which are varied, and
contain the higher powers
in
the
which
terms
development
subsequent
where

of

y, 8y', a*, fe

For
order

sufficiently small values of the variations the terms of higher

may be neglected. Then if A/ is to be either positive or nega-

order which change

the signs of the variations are reversed must vanish and

tive for all small variations, the

terms of the

first

in sign when
the condition becomes

F;&

+ F&*)dx =

C' BFdx

= 0.

(12)

t/r

Integrate by parts and discard the integrated terms.

Then

5
* In the

simpler case of

and with the expansion

155 this formal development would run as

A/=

5/H-- 52/H-- 58 /H---2

3J =

\F'y 8y + fyrfdz,

3!

it

would appear that

**

The terms 51, 52 /, 5 8 /,

are called the first, second, third,
variations of the integral
/ in the case of fixed limits. The condition for a maximum or minimum then becomes
81= 0, just as dff
is the condition in the case of g (x). In the case of variable limits
there are some modifications appropriate to the limits. This method of procedure suggests the reason that to, 5y are frequently to be treated exactly as differentials. It also
and S2!
would be criteria for distinguishing between maxima
suggests that 8*1

>

<

and minima. The same results can be had by differentiating (!') repeatedly under the
No emphasis
sign and expanding I (a) into series; in fact, 81 = I'(0), 8*1- /"(O),
.

has been laid in the text on the suggestive relations

81=

8$

mentary

for variable limits (variable in

results

modernity.

aj,

y,

SI= idFdx

but not in

t)

for fixed limits or

because only the most

ele-

were desired, and the treatment given has some advantages as to

CALCULUS OF VARIATIONS
As 8y and

in particular be taken equal to

assigned the same sign as its coefficient in the

Sz are arbitrary, either

while the other

is

411

may

parenthesis and hence the integral would not vanish unless that coefficient vanished. Hence the conditions (11) are derived, and it is seen
that there would be precisely similar conditions, one for each variable
no matter how many variables might occur in the integrand.
y, z,
Without going at all into the matter of proof it will be stated as a
;

-,

maximum

fact that the condition for the

<(#, dXj

y, dy, z, dz,

which may be transformed into the

^?x

of which

d^^j
dx

^"""

^1?

--

i/(&

-f-

&dyfy

is

.)

^P z

"""""

d^b
i
^tlz

as dependent on the rest

+ &dz$z +

= 0,

8<

of

set of differential equations

r~~

ffy

any one may be discarded

^'dx^v

minimum

or

at

0>

where the variations are to be interpreted as

upon which A and B are constrained to lie.

^4

and

and

at B,

differentials along the loci

It frequently happens that the variables in the integrand of an integral which is to be made a maximum or minimum are connected by an

equation.

For instance
(x, dx, y, dy, z,

It is possible to eliminate

means of

dz) min.,

S(x, y, z)

one of the variables and

S=

= 0.

(14)

its differential

is usually
and proceed as before but
From
introduce an undetermined multiplier (58, 61).

S(x, y,z)
if

it

=Q

follows

S'x 8x

+ S'y 8y + S' 8* =
Z

the variations be treated as differentials.

no matter what the value of

annul the coefficient of

&?.

A.

by

better to

Hence

if

Let the value of X be so chosen as to

Then

as the

two remaining variations are

independent, the same reasoning as above will cause the coefficients of

&c and 8y to vanish and
o,

*;-^, + \6v = o
,

(15)

INTEGRAL CALCULUS

412

These equations, taken with S = 0, will determine y and z

as functions of x and also incidentally will fix X.
Consider the problem of determining the shortest lines upon a surface
will hold.

S(x, y, z)

0.

These

lines are called

Then

the geodesies.

fMo -

rf^
as

+ A.s;==rff
+ A^,/^
+ A,S- = 0,
ds
as

and

In the

geodesies.

$'x

X has been eliminated and the equations,

last set of equations

taken with S

JE = JE
= II?
S'
S'

0, may be regarded as the differential equations of the

The denominators are proportional to the direction cosines

of the normal to the surface, and the numerators are the components of
the differential of the unit tangent to the curve and are therefore proportional to the direction cosines of the normal to the curve in its osculating plane. Hence it appears that the osculating plane, of a geodesic
curve contains the normal to the surface.

The integrated terms dxdx + dy$y + dzdz = show that the least geodesic which
connects two curves on the surface will cut both curves orthogonally. These terms

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
will also suffice to prove a

circle) cuts the geodesic lines orthogonally.

f*p
\

ds

Jo
The

const.,

(*r
/

ds

Jo

,*r
0,

Jo

ds

To

see this write

//>

0.

dds

P
dxdx

Jo

dytiy

dzdz

integral in (16) drops out because taken along a geodesic. This final equality
establishes the perpendicularity of the lines. The fact also follows from the state-

ment

that the geodesic circle and its center can be regarded as two curves between
which the shortest distance is the distance measured along any of the geodesic
radii, and that the radii must therefore be perpendicular to the curve.

160.

The most fundamental and important

single theorem of mathe-

matical physics is Hamilton's Principle, which is expressed by means

of the calculus of variations and affords a necessary and sufficient con-

studying the elements of this subject. Let T be the kinetic

energy of any dynamical system. Let Xi9 Y{ Z i be the forces which
dition

for.

any point xi9 y

z { of the system, and let &e,, 8yf

{,
of
that
displacements
point. Then the work is

act at

8%t

represent

CALCULUS OF VARIATIONS

413

Hamilton's Principle states that the time integral

l

f*
\

+ 8W)dt =

(8T

f**\

[S7

+ V (XSx +

YSy

vanishes for the actual motion of the system.

a potential function F, then SW
SV and

+ Z*z)~]dt =

(17)

If in particular there is

r 8(r~F)^ =

AC\T-

(170

0,

and

the time integral of the difference between the kinetic and potential
energies is a maximum or minimum for the actual motion of the system
as compared with any neighboring motion.

Suppose that the position of a system can be expressed by means of n independ</ 2

qn Let the kinetic energy be expressed as

ent variables or coordinates g u

a function of the coordinates and their derivatives with respect to the time. Let
work done by displacing the single coordinate q r be 6
Qr &/r, so that the total

the

work, in view of the independence of the coSrdinates,

Then

is

Q 1 5g 1 + Q2dg2 +

+ Qndqn

= f \dT+ dW)dt=f
+ T^fqn + Tfa + T'.tq*
7>i + ^>2 +
o
+ QnSqn )dt.
+
+ T^qn + Q 5g 1 -f Q2 5g2 +
17

*o

'

Perform the usual integration by parts and discard the integrated terms which
= t r Then
t
vanish at the limits t
Q and t

In view of the independence of the variations Sq^ 57 2

dar_ar =
dtdi^

Vl

<L^_?L =

'

dtdq 2

dq l

Q2
^

**L_w = ^

...
'

dq n ^

'

dt dq n

dq2

n'

These are the Lagrangian equations for the motion of a dynamical system.*
there is a potential function V (q^ g2
q n ), then by definition
,

__

Hence

d ZL
dL
dL
dL
------=
=
^

^i

dtdq 2

If

0,

dq 2

d ZL
dL
---=

dtdq n

0,

JL=r

T
F.

3q*

motion have been expressed in terms of a single function L, which

the difference between the kinetic energy T and potential function V. By

The equations
is

0,

ctt84 t

dqn

of

Compare Ex.

19, p. 112, for

a deduction of

(18)

by transformation.

INTEGRAL CALCULUS

414

comparing the equations with (IT)

it is

seen that the dynamics of a system which

has a potential function, may be stated

may be specified by n coftrdinates, and which

as the problem of rendering the integral f Ldt a

kinetic energy

T and

potential function

maximum or

F may

minimum both the

;

contain the time

without chang-

ing the results.

For example,
lying in a plane

be required to derive the equations of motion of a lamina

in the plane. Select as coordinates

let it

and acted upon by any forces

the ordinary coordinates (x, y) of the center of gravity and the angle
through
which the lamina may turn about its center of gravity. The kinetic energy of the
z
2
Now if the lamina be moved a
(p. 318) will then be the sum %Mv -f JIw
dedistance 8x to the right, the work done by the forces will be JT5x, where
notes the sum of all the components of force along the x-axis no matter at what

lamina

points they act. In like manner Ydy will be the work for a displacement dy. Suppose next that the lamina is rotated about its center of gravity through the angle
50 ; the actual displacement of any point is rd<f> where r is its distance from the

center of gravity. The work of any force will then be Brd<f> where E
ponent of the force perpendicular to the radius r but Rr = $ is the
;

y*)

+ JI02

*-*

the com-

moment

of

Hence

the force about the center of gravity.

T = i3f (x2 +

is

5W = X8x +

Y8y

+ $50

'%=*

*3-'<

and T are the total

by substitution in (18), are the desired equations, where
is the total moment about the center of gravity.
components along the axis and
A particle glides without friction on the interior of an inverted cone of revolution determine the motion. Choose the distance r of the particle from the vertex and the meridional angle
as the two coordinates. If I be the sine of the
the
of
the
and the elements, then ds2 = dr2 + r2 M02 and
between
axis
cone
angle
v 2 = r2 + r2 ^0 2
The pressure of the cone against the particle does no work it is
normal to the motion. For a change 50 gravity does no work; for a change 8r it
<

does work to the amount

Then
dt*

mg Vl

2 5r.

-^V,

The remaining

\dt/

integrations cannot

all

Hence

dt\

or

r*

C.

dt

dt/

be effected in terms of elementary functions.

161. Suppose the double integral

(*>y, *>P> <l)dxdy,

JP

g~>

?==
dy'

extended over a certain area of the iry-plane were to be made a maxior minimum by a surface z = z (x,
which shall pass through a
ij),
curve
the
which
stands upon the bounding curve
given
upon
cylinder

mum

of the area.

This problem

is

analogous to the problem of

155 with

CALCULUS OF VARIATIONS

415

the procedure for finding the partial differential equation

Which z shall satisfy is also analogous. Set
fixed limits

Write

JJllFdxdy
=
Sp ==
-~

fiP

8*7

A and

+ F&) <tedy = 0-

and integrate by

>

The

=(F& + F

|5 dxdy

=JV>

"dy

parts.

which the first term is taken are points upon

the bounding contour of the area, and 8z = for A and B by virtue of the
limits

/*

for

assumption that the surface

that contour.

The

to pass through a fixed curve above

of
the term in Sy is similar. Hence the
integration
is

condition becomes

=o

<*
0#

by the familiar reasoning.

P.

dx op

The

dy fy

total differentiations give

-F-F- F^p - F-q - Fr -

F> - F# = 0.

this point is the minimum surface,

the surface which spans a given contour with the least area and
which is physically represented by a soap film. Tlie real use, however,

The stock illustration introduced at

that

is,

of the theory is in connection with Hamilton's Principle. To study the

motion of a chain hung up and allowed to vibrate, or of a piano wire
stretched between two points, compute the kinetic and potential energies

and apply Hamilton's Principle. Is the motion of a vibrating elastic

body to be investigated ? Apply Hamilton's Principle. And so in
electrodynamics. In fact, with the very foundations of mechanics sometimes in doubt owing to modern ideas on electricity, the one refuge of
many theorists is Hamilton's Principle. Two problems will be worked
in detail to exhibit the method.

Let a uniform chain of density p and length I be suspended by one extremity

and caused to execute small oscillations in a vertical plane. At any time the shape
of the curve is y = y (x), and y
y (x, t) will be taken to represent the shape of the
curve at all times. Let y' = dy/dx and y = dy/ct. As the oscillations are small,
the chain will rise only slightly and the main part of the kinetic energy will be in
the whipping motion from side to side the assumption dx = ds may be made and
;

the kinetic energy

may

be taken as

INTEGRAL CALCULUS

416
The

potential energy is a little harder to compute, for it is necessary to obtain the

due to the bending of the chain. Let A be the

slight rise in the center of gravity

shortened length. The position of the center of gravity

is

r
t/O

Here ds

= Vl +

y'

dx has been expanded and terms higher than

y'

have been

omitted.

= \+ C^-^dx,
Jo 2

i-x =
2

X)y*dx,
f^(i2

V=lpg(\2-l-x)/

Xt/o

provided X be now replaced in V by I which differs but slightly from it.

Hamilton's Principle states that (21) must be a maximum or minimum and the
integrand is of precisely the form (19) except for a change of notation. Hence
or

O
Sx

dx[_

dt\

gdt*

dt/

i-x)-.
ax
'ax
2

x = w 2 which brings the origin to the end of the chain

of variable I
and reverses the direction of the axis, gives the differential equation

The change

IdP -4n
----P=A
du*
udu
2

aw

u au

g W

or

..

if

_
=P

As the equation is a partial differential equation the usual device of writing the
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 (2 ng~ *u) is finite at the origin u = 0, while the
is infinite and must be discarded as not representing possible motions. Thus

other

y (x,

t)

- AJ

(2

with

ng~ I u) cos nt,

y (I,

= AJ

(2

ng~ W)

as the condition that the chain shall be tied at the original origin, is a possible
mode of motion for the chain and consists of whipping back and forth in the peri-

odic time 27r/n.

The condition J^(2ng~^l^)

limits

from the roots of J

Let there be found the equations for the motion

of values obtained

to one of

an

infinite set

of a

medium

in

which

r= l
are the kinetic and potential energies, where

f-*,
dy

dz

4.y

and

*-S,
dx

dz

B are constants and

4rt =

?S_*
dx

dy

CALCULUS OF VARIATIONS
are relations connecting/,

Then

</,

h with the displacements {,

17,

417

f along the axes of x, y,

z.

(22)

the expression of Hamilton's Principle. These integrals are more general than
and four independent variables
17, f
(19), for there are three dependent variables

is

of

x, y, 2,

which they are functions.

It is therefore necessary to

apply the method

of variations directly.

After taking the variations an integration by parts will be applied to the variaand the integrated terms will be discarded.

tion of each derivative

ffff 8

^ (f +
2

2
)

tedydzdt

=-

ffff* (# +

W+

\ay

827

dxdydzdt

ffff A (#f + Wl + ftfldw*ltftt.

5f/

4-

frf)

m) dxdvdzdt

ex

ac/

aa;

-wM
&

After substitution in (22) the coefficients of 8, 5r?, 5f may be severally equated to

zero because $, 5iy, 5f are each arbitrary. Hence the equations

at2

Vey

e/

</,

/i,

Vaz

ax/

ei a

Vax

of
and B and the proper interpretation of
these are the equations of electromagnetism for the free ether.

With the proper determination

/,

ar2

a?y

{,

17,

f,

EXERCISES
1. Show that the straight line is the shortest line in apace and that the shortest
distance between two curves or surfaces will be normal to both.

2. If at

each point of a curve on a surface a geodesic be erected perpendicular

to the curve, the locus of its extremity is perpendicular to the geodesic.

3. With any two points of a surface as foci construct a geodesic ellipse by taking the distances FP -f F'P = 2 a along the geodesies. Show that the tangent to
the ellipse is equally inclined to the two geodesic focal radii.

4.

Extend Ex.2,

locus of

make

rp
p. 408, to space.

If

F(x,

?/,

z)ds

const.,

show that the

is

a surface normal to the radii, provided the radii be curves which

maximum or minimum.

the integral a

5.

Obtain the polar equations for the motion of a particle in a plane.

6.

Find the polar equations for the motion

of a particle in space.

7. A particle glides down a helicoid (z = k$ in cylindrical coSrdinates). Find

the equations of motion in (r, 0), (r, z), or (z, 0), and carry the integration as fai
as possible toward expressing the position as a function of the time.

INTEGRAL CALCULUS

418

2
by H---- , with a > 0, 6 > 0, is the Maclaurin expansion of a
at (0, 0), find and solve the equations for the
surface tangent to the plane z =
motion of a particle gliding about on the surface and remaining near the origin.

8, If z

cue

Show that r (1 + g2 ) + t(l + p2 ) 2pqs

minimum surface test the helicoid.

9.

tion of a

the partial differential equa-

is

10. If p and S are the density and tension in a uniform piano wire,
the approximate expressions for the kinetic and potential energies are

'

\&/

Obtain the differential equation of the motion and try for solutions y
11. If f ,

_#
=

_0*
=

fc
o

fare the displacements in a uniform

i?,

ax

>

df

/, =

>

dz

dy

/df.M
-- --

V=

IIIFdxdydz,

with constant

where

coefficients.

cos nt.

\dz

*_/^,^\
= -- --

/i

)>

\dx

dx/

3y/

assumed that

quadratic function of a,

6,

c,/, 0, ^,

Establish the equations of the motion of the medium.

_

dxda

first partial derivatives, it is

F is a homogeneous

_
~
dtz

= P (x)

medium, and

a
-*^f\
= /--

dz/

\dy

are six combinations of the nine possible

elastic

show that

dydh

dzdg'

-;
!fi~ dxdh

_
~'
12. Establish the conditions (11)

13.

By

the method of

points for a

minimum

of

of the text in

155.

159 and footnote establish the conditions at the end

iF(x,

y, y')

Formula I

14. Prove Stokes's

by the method

dx in terms of

Tp-dr

F instead of $.

= CC VxF.dS of

p.

346 by the calculus

of variations along the following lines First compute the variation of

ing from one closed curve to a neighboring (larger) one.
:

81

f Fdr
t/o

where the

I on

pass-

= f (5F-eZr - dF-5r) + C d(F.3r) = C (VxF).(Srxdr),

/o
JQ
JQ

integral of d (F.5r) vanishes.

Second interpret the

last expression as

VxFclS over the ring formed by one position of the closed curve
and a neighboring position. Finally sum up the variations dl which thus- arise on
passing through a succession of closed curves expanding from a point to final cointhe integral of

cidence with the given closed curve.

15. In case the

integrand contains y" show by successive integrations by

parts that

where

Y=,
dy

Y'

Sy'

Y" =

Sy"

PAET

THEORY OF FUNCTIONS

IV.

CHAPTER XVI
INFINITE SERIES
162. Convergence or divergence of series.*

= U + u^ + u
Q

H----

Let a series

+ un _i + un

----

-\

(1)

the terms of which are constant but infinite in number, be given. Let the
sum of the first n terms of the series be written

Then

S1? ^, S8 ...,SM Sw+1 ...

of numbers which may approach a
,

form a definite suite

definite limit
lim Sn = S when n becomes infinite. In this case the series is said to
converge to the value S, and S, which is the limit of the sum of the first
n terms, is called the sum of the series. Or Sn may not approach a limit
when n becomes infinite, either because the values of Sn become infinite
or because, though remaining finite, they oscillate about and fail to
settle down and remain in the vicinity of a definite value. In these
cases the series

is

said to diverge.

The necessary and sufficient condition that a series converge is that a

value of n may be found so large that the numerical value of Sn + p
Sn
shall be less than

any assigned value for every value of p. (See 21,

and
3,
compare p. 356.) A sufficient condition that a series
terms un do not approach the limit when n becomes
is
the
that
diverge
infinite. For if there are always terms numerically as great as some
number r no matter how far one goes out in the series, there must
always be successive values of Sn which differ by as much as r no
matter how large ny and hence the values of Sn cannot possibly settle
down and remain in the vicinity of some definite limiting value S.

Theorem

*It will be useful to read over Chap. II,

18-22, and Exercises. It is also advisable
compare many of the results for infinite series with the corresponding results for
infinite integrals (Chap. XIII).

to

419

THEOEY OF FUNCTIONS

420

A series

in whicli the terms are alternately positive and negative is

called an alternating series. An alternating series in which the terms

when n becomes

as a limit

approach

infinite,

each term being

less

than

predecessor will converge and the difference between the sum S of the
series and the sum Sn of the first n terms is less than the next term u n
its

',

This follows

(p. 39,

Ex. 3) from the fact that

For example, consider the alternating

1 - x2 +
1,

and the

series diverges.

lim nz2 "

And

un and u n =

0.

series

3x +

I)

n nx2w

the individual terms in the series do not approach as n becomes infinite

If |x| < 1, the individual terms do approach
for
;

If |x ==
|

2x

Sn + p - Sn <

-=

lim

lim

--

= 0.

2x~ 2w logx

for sufficiently large* values of n the successive terms decrease in magnitude

since
(n

l)z

n-1

2 '*- 2

gives

> x.2

Hence the series is seen to converge for any value

and to diverge for all other values.

THE COMPARISON

of

or

>

1-x2

x numerically

less

than unity

If the terms of a series are all positive (or all

numerically less than the corresponding term
negative)
of a series of positive terms which is known to converge, the series conSn is less than the corresponding difference
verges and the difference S
the
series
known
to
for
converge. (Of. p. 355.) Let
TEST.

and each term

is

+ + "2 H-----h u n-l + Un +

< + u{ + u*-\-----h <_i + < ---'

^0

and

'

'

?'l

-\

be respectively the given series and the series known to converge.

Since the terms of the first are loss than those of the second,

s+ p - sn = u n +
Now as the

+ un+p ^
/

second quantity Sn+p

quantity Sn+p

so can the

first

converge.

The remainders

+ < +p -i = A; +P - S;.

<< +
S^ can be

Sn which
,

made

is less

as small as desired,
series must

and the

00

R n = S - Sn = u n + un+l

H----

=5

u,

It should be remarked that the behavior of a series near its beginning is of no conterms may be added
sequence in regard to its convergence or divergence the first
and considered as a finite sum SN and the series may be written as SN + u y -f w jv+i -\---;

the properties of U N -f
of the series.
it is

UN +I -\---- which are important, that is, the ultimate behavior

INFINITE SERIES

<

421

R'n The series which is most

clearly satisfy the stated relation R n
frequently used for comparison with a given series is the geometric,

+ ar

which

is

-f-

ar*

known

ar"

'

<

1-r

< 1,

(3)

to converge for all values of r less than 1.

For example, consider the

series

11

PLH d

"I

*)

+JL +

____ _ _J-

o^oo

mLm

JL _____

2 9

2i "~"1

two terms

of the first and the first term of the second, each

greater than the corresponding term of the first. Hence the
series converges and the remainder after the term l/n is less than

Here, after the

first

term of the second

first

is

<

A better estimate

of the remainder after the term l/n

1.1.

(n

163.

may
I

_,.,.

be had by comparing

witli

(n

As

the convergence and divergence of a series are of vital imadvisable to have a number of tests for the convergence

it is

portance,
or divergence of a given series. The test
by comparison with a series known to con-

verge requires that at least a few types of

convergent series be known. For the estab-

lishment of such types and for the test

of many series, the terms of which are
positive,

CtutrJufs Integral test

is

useful.

Suppose that the terms of the series are

decreasing and that a function /(//-) which decreases can be found such
that >u n ~f(ti). Now if the terms n n be plotted at unit intervals along
the

?i-axis,

the value of the terms

certain rectangles.

the area under the curve

Hence

if

may

The curve //= /(/*,)

be interpreted as the area of

above the rectangles and

lies

is

the integral converges /which in practice means that if

Cf(ri)dn

= F(n),

then

f(ri)

= F(oo) -

F(l)

is

finiteV

THEORY OP FUNCTIONS

422
it

follows that the series

must converge. For

instance, if

+++++
be given, then u n

provided

p>

1.

=f(n)

1/n?,

Hence the

and from the

integral test

series converges if

also very useful for comparison with others

p>
it

1.

This series

diverges

if

is

si 1

(see Ex. 8).

THE RATIO

TEST. If the ratio of two successive terms in a series ofposi-

terms approaches a limit which is less than 1, the series converges;

the ratio approaches a limit which is greater than one or if the ratio

tive
if

becomes

infinite,

That

the series diverges.

-^ = y <

is

7/

lim

if

n=

lim

if

n^oo

For
sible to

u
-JL ^
Un

= y' >

1,

the series converges,

the series diverges.

in the first case, as the ratio approaches a limit less than 1, it must be posgo so far in the series that the ratio shall be as near to 7 < 1 as desired,

and hence

and

1,

Wn

shall be less than r

un

u n +i

1^ + 2

if

is

an assigned number between 7 and

<

Wn(l

1.

Then

1-r

The proof of the divergence when wn +i/w becomes infinite or approaches a limit
greater than 1 consists in noting that the individual terms cannot approach 0. Note
that if the limit of the ratio is 1, no information relative to the convergence or
divergence is furnished by this test.
If the series of numerical or absolute values

of the terms of a series which contains positive and negative terms

converges, the series converges and is said to converge absolutely. For
consider the two

sums

The first is surely not numerically greater than the second; as the
second can be made as small as desired, so can the first. It follows
therefore that the given series

must converge. The converse proposition

INFINITE SERIES

423

that if a series of positive and negative terms converges, then the series
of absolute values converges, is not true.

As an example on convergence
i

+ mg+

mm
<

7 >^ +

consider the binomial series

m m ^^
(

^ L^,
=

where

\U n

Mm^ =

x| ,
'

=oo \Un

|s|.
'

'

It is therefore seen that the limit of the quotient of two successive terms in the
series of absolute values is |x|. This is less than 1 for values of x numerically less
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
that for values of n greater than ra -f- 1 the series alternates and the terms approach

than

the proof above holds equally for negative values.) For values of x numerically
greater than 1 the series does not converge absolutely. As a matter of fact when
for as the ratio of successive terms ap|x| > 1, the series does not converge at all
;

proaches 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 therefore that for values of |x|<l the binomial series converges absolutely, for values
of \x\>l

it

diverges,

word about

and for

series

|x|

the question remains doubtful.

with complex terms. Let

The sum to n terms is Sn = S'n + iS%.

The series is said to converge if Sn approaches a limit when n becomes
infinite. If the complex number Sn is to approach a limit, both its real
part S'n and the coefficient S% of its imaginary part must approach limits,
and hence the series of real parts and the series of imaginary parts
must converge. It will then be possible to take n so large that for any
be a series of complex terms.

value of p the simultaneous inequalities

|^H-p-^|<i
where

e is

Hence

if

any

and

assigned number, hold.

K+p-STI^c,
Therefore

the series converges, the same condition holds as for a series

Now conversely the condition

of real terms.

|S.+,-'S.|<

Hence

if

implies

\S'n+p

s;|

<

|^ +J,-^|<c.

the condition holds, the two real series converge and the com-

plex series will then converge.

THEORY OF FUNCTIONS

424

164. As Cauchy's integral

when

the ratio test fails

not easy to apply except in simple cases and

is 1, other sharper tests for conver-

test is

the limit of the ratio

gence or divergence are sometimes needed, as in the case of the binomial series
1. Let there be given two series of positive terms
when x =
MO

MI

11*

and

+ Vi +

VQ

n 4-

t>

which the first is to be tested and the second is known to converge (or diverge).
If the ratio of two successive terms u n + \/u n ultimately becomes and remains less (or
greater) than the ratio v n + i/v n the first series is also convergent (or divergent). For if
of

.,

-n ^

l/lltJIl

!*

*
'

+2

Vn

Hence

if

un

= pvn

and

As

ww
the v-series

is

then

MM + I

-f

known

a comparison series

to converge, the pv-series serves as

must then converge. If u n + \/u n > vn + i/vn and the

diverges, similar reasoning would show that the w-series diverges.
This theorem serves to establish the useful test due to Raabe, which is
for the u-series which

if

1 )>
limn(-^-l

n = oo

Again,

if

\Wn +

the limit

except when

1,

Sn converges;

is 1,

n=x>

no information

the ratio test gives a limit

--

dn
f
_
J n (log n) l +
i

is

This

11

= -----I

00
.

1S

a (log ?t)*J

log n

test

=n+1

w +i

/log (n
\

4L

logn

._

hnite

~|
I

is infinite,

=L+

l)y
/

n/

two respective

cases.

Let these be

test.

n)\

logn

1\ /log(l

n/\

logn

Next consider Raabe's expression.

then ultimately

n(

- 1\ >y>l

Xlin + i

=1
logn

tried

simple. For

is

and
in the

diverges.

need never be

are respectively convergent and divergent by Cauchy's integral

taken as the v-series with which to compare the w-series. Then
n

Sn

The proof

fails.

dn
---= log logn

\^i + l

given.

and

-- l) < 1,

limn ( -

if

u-series

andultimately
\

logn

If first

and

Un

INFINITE SERIES
where

Hence ultimately

arbitrarily small.

e is

if

>

425
1,

n
U n + !/M

Or

and the

w-series converges.

-- 1

lim n (
\U n + i

w = oo

and

-)

or

u n +i

logn
Flence as the u-series

Suppose

now

if

-^- <

then ultimately

1,

+1

Mn + l

+ -<(! +

<

In like manner, secondly,

<~

n + 1
~ __J_
m

...
l

im n
=:x>

/n-fl

,\
1

\?i

must diverge.

diverges, the w-series

<

or

this test applied to the binomial series for x

un
_,^L.

Then

..

li

1.

> 0, but diverge if < 0. If x + 1,

converge if
the binomial series becomes alternating for n >
+ 1. If the series of absolute
values be considered, the ratio of successive terms \un/un + \\ is still (n + l)/(n
m)
and the binomial series converges absolutely if
but when
>
< the series
It follows that the series will

of absolute values diverges and it remains an open question whether the alternating series diverges or converges. Consider therefore the alternating series

(m-l) + m(m-l)(m-2)
+...+ m(m:
This will converge
in 2

1,

..

the limit of u n

if

is 0,

1).

(m- n +

1)

fTgT-^

+..
t

but otherwise it will diverge. Now if

n + 1 \/n |= 1 and
by a factor \m

the successive terms are multiplied

they cannot approach

nth term in the series

and

0.

When

<m<

0, let 1 -f

m = 0,

a fraction.

Then

the

is

- log| Wn =- log(l - 0) -

-----

log

log(l

(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.

0(2n

= f- nlog/1-

^+

B log (n

series of logarithms therefore diverges and lim|Mn |= e"-* = 0. Hence the

1 the
terms approach as a limit. The final results are therefore that when x =
binomial series converges if
> but diverges if < ; and when x = + 1 it con-

The

verges (absolutely)

< m < 0.

if

m > 0,

diverges

if

m<

1,

and converges (not

absolutely)

if

THEORY OF FUNCTIONS

426

EXERCISES
number

State the

1.

obtain the

of terms

sum accurate

23 _ 4

(7)

2.

Find the values

'

From

(e) sinl

(17)

..,

2^

lx + 2
4-

n terms

how many terms are required to compute the

two decimals and make the computation, carrying three figures.

tan- 1

23

sin-

sin-

tan- 1 ~

\
'

4.

tan- 1 ^
3

Apply Cauchy's

2
(f) sin !

+ ---,

(0)

tanl

23

sin2 -

sin 2 - 4-

+ -^tan 2

/ \
()

'

S-l + S-8
4.

-Ltan \ +

-y/2

4. ...

2+V2

.,

4.

the estimate of error state

Test for convergence or divergence

""'

that these series converge and estimate the error after

series accurate to

^'x

'

X4-3

...

series converge or diverge

T
T
+ 2.._. +

j.2

1
1

i-

_1
log 4

logS

x for which these alternating

of

lx +

1_

_1
Iog2

11

Show

3.

!_ +

8,

work

4 24

8 28

2 22

11

Vf/

)i-x^^-^ + ..,

not greater than

/mi_JL + _!

...

4 34

!_ +

8 38

8*

is

series to three decimals, carrying four figures in the

i_JL + _J
8

in these alternating series tu

number

If the

to three decimals.

compute the value of the

(a \'

which must be taken

L
l

>-8

integral to determine the convergence or divergence

'"'

4.
+

3(log3)p

.,

...
'

+
2(log2)P

-y/3

4(log4)P

'

"'

INFINITE SERIES

427

1
'

'

n log n log log n

N/

'

Apply the

5.

'

^-y

'

'

22

n log n (log log w)^

32

2!

3!

4!

22

5!

(e) Ex. 3 (a), 03), (y),

x2

<<>*-2

x8

6.

Where

7.

Prove that

ratio test to determine convergence or divergence

1234

42

+2

Ex. 4<a),

(fl,

2a

<f )

2io
310
410
fL
+ 5L + !_ +

x4

3-T + -"'

the ratio test

fails,

24

28

,. %

(6)

4*

<'>5

...

+ 5 + lT +

discuss the above exercises by any method.

a series of decreasing positive terms converges, lim nun

if

&2 x

bx

38

= 0.

8. 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.

9.

Show

that

the ratio test indicates the divergence of the series of absolute

no matter what the distribution of signs may be.

if

values, the series diverges

10.

Show

that

if

\/Un approaches a limit less than

terms) converges; but

if

the series (of positive

1,

^/un approaches a limit greater than

11. If the terms of a convergent series

-f

wt

-f

w2

1, it

diverges.

of positive terms be
all of which are

multiplied respectively by a set of positive numbers a a u a2 ,

less than some number (r, the resulting series aQu Q + a^u\ -f a2 u2
,

State the corresponding theorem for divergent series.

terms of opposite signs, but converges absolutely

10

12.

01

Show

A xi

XT,

that the series

---- ------,

l2

sin3x

sin4x

32

42

22

any value of x, and that the series 1 + x sin 6

converges absolutely for any x numerically less than
,

a t a2
,

if

+
converges.
the given series has

lutely for

13. If a

What

4. ...

converges abso-

x 8 sin 3

x* sin 2

1,

no matter what

H----

may be.

are any suite of numbers such that vfa^| approaches a

limit less than or equal to 1, show that the series a -f e^x -f a 2 x 2

absolutely for any value of x numerically less than 1, Apply this to
following series converge absolutely when |x| < 1

converges

show that the

(a)

l+ix* +

(7) 1

i^x*+^|^x' + ...,

+ x + 2*x2 +

3i>x8

4Px*

08)

l-2x + 3x*-4x' + ...,

()

- xlogl + x2 log 4 - x8 log 9 -f

THEOEY OF FUNCTIONS

428
Show

be sufficient for convergence if "v^Wn becomes

without approaching a limit, and sufficient for divergence if there are an infinity of values for n such that -\/un > 1. Note a similar
generalization in Ex. 13 and state it.
14.

and remains

that in Ex. 10

<

than y

less

it will

a + a,x -J- a2 x
converges absolutely for any x such that
15. If a

series

power

as x B

-f

|x| < X, and

converges for x
the series

X>

0, it

obtained by integrating and differentiating term by term, also converge absolutely

for any value of x such that |x| < X. The same result, by the same proof, holds if
the terms a

a x X, c^X2

remain

less

than a fixed value G.

16. If the ratio of the successive terms in a series of positive terms be regarded

as a function of 1/n and

be expanded by Maclaurin's Formula to give

may
-I

2
u
- /1\
-I
I
2 \n/

4-

A*

finite as

remaining

== 0,

the series converges if a > 1 or a = 1, ft > 1, but diverges if a < 1 or a = 1, /3 == 1.

This test covers most of the series of positive terms which arise in practice. Apply
it to various instances in the text and previous exercises. Why are there series to

which

this test is inapplicable ?

17. If p
that
|

Sn

a decreasing suite of positive numbers approaching a

any limited suite of numbers, that is, numbers such

is

p t p 2 ,-

and S

limit X

S^ S2 ,-

is

show that the

series

~ Pi) So + (Pi - P2> s +

(Po
i

(p 2

- Ps) #2 +

'

'

'

converges absolutely,

and
o

18.

UQ

Apply Ex. 17

+ ui + M2 +

'

'

show

to

that,

19.

Apply Ex. 18

20. If a t , a 2 , a 8

and

(i

p 1? p 2
-f

^1 (Po

""

p
,

-f

pl

being a decreasing suite,

p tu t

Pi)

to prove Ex. 15 after

if

(1

p w

converges,

=
converge absolutely

(1

fll )

(1

a,)-

(1 -f On)

>

1 4-

at

a2 )

(1

On)

>

aj

2 )-

an)

On)

(a t -f

a2

Pn)

showing that p w

a n are n positive numbers less than

fll )

(pw-l

-f

+ pn^n-f

p 1w l

l-

must

converges.

-f

1 -f

1
t

will converge also.

-f

4" *Sn

~t~

by induction or any other method. Then since

- (a + a2 +

p 2u2

if

(1

a2

1,

show that
4-

a2
at

<

a,,)

an

1/(1

>

a t ) show that
(a,

+ a2 +

On),

INFINITE SEEIES
if

at

-f 0-2 -f

----\- On

21. Let TT

<

Or

1.

(1 -f MI) (1 4-

TT be the symbol for a product,

if

M2 )

429

(1

+un ) (1 +u n +\)

be an infinite product and

Pn be

the product of the first n factors. Show that Pn + p

P| < e is the necesn approach a limit when n becomes infinite.
sary and sufficient condition that
Show that un must approach as a limit if n approaches a limit.

let

22. In case Pn approaches a limit different from 0, show that

a value of n can be found so large that for any value of p

-1

-! <e

or

-T

(1

=1+

Wt )

if c

be assigned,

h|<e.

i?,

n-fl

Conversely show that if this relation holds, Pn must approach a limit other than 0.
in
infinite product is said to converge when Pn approaches a limit other than
all other cases it is said to diverge, including the case where lim Pn = Q.

The

23.

By combining

Exs. 20 and 22 show that the necessary and sufficient con-

dition that

Pn =

(1 -f

at)

(1

a2 )

converge as n becomes
verge. Note that

Pw

diverges to

(1

o n)

and

Qn =

infinite is that the series

(1

ax

Pn is increasing and Qn decreasing.

GO

and Qn

to

1)

a2

(1

a2 )

(provided ultimately a*

<

+<*

Show that in

an )

(1

case

shall con-

Sa

diverges,

1).

24. Define absolute convergence for infinite products and show that
it converges in its original form.

if

a product

converges absolutely

25. Test these products for convergence, divergence, or absolute convergence

u
~-i

- 2
^
or - u 2 < u
log (1 + u) < u or
according as u is a posi2
2
l-f*n
tive or negative fraction (see Ex. 29, p. 11). Prove that if SuJ converges, then

26. Given

Wn +l

Wn + 2

-f-

Un + p

- log (1

can be made as small as desired by taking n large enough regardless of p. Hence

prove that if SuJ converges, TT (1 -h Wn) converges if Su,, does, but diverges to oo
oo
whereas if SuJ
if S^ diverges to -f oo
and diverges to if Su diverges to
;

diverges while Sw* converges, the product diverges to

0.

THEORY OF FUNCTIONS

430

27. Apply Ex. 26 to :

(a)

+
l)(l

l)(l

(l

^(l

1)

28. Suppose the integrand /(x) of an infinite integral oscillates as x becomes inWhat test might be applicable from the construction of an alternating series ?

finite.

If the terms of a series

165. Series of functions.

S(x)

tt

+HI (x)+

(a)

+ un (r) +

(6)

are functions of x, the series defines a function S(x) of x for every

value of x for which it converges. If the individual terms of the series

some

are continuous functions of x over

interval a si

sum

=i i, the

n (#) of ft terms will of course be a continuous function over that interval.

Suppose that the series converges for all points of the interval. Will it

then be true that S(x), the limit of Sn (x), is also a continuous function
over the interval ? Will it be true that the integral term by term,
/&

x6

Ja
Will

it

uQ (x)dx

/&

u^x^dx

converges to

Jo.

S(x)dx?

Jo.

be true that the derivative term by term,

'o

(B)

+ UI(B)~\----

>

converges to

S* (x) ?

no a priori reason why any of these things should be true for

the proofs which were given in the case of finite sums will not apply
to the case of a limit of a sum of an infinite number of terms (cf.
144).
There

is

These questions may readily be thrown into the form of questions concerning
the possibility of inverting the order of two limits (see 44).

For integration

For

derivatives

Is

a,

lim

n = oo

Sn (x) dx

Sn (x)

Sn (x)

lim

dXn = x>
lim lim

Is

and

of a double limit

rb

Is

differentiation

For continuity

As

x = 0^71 = oc

lim

rb
I

n=oot/a

lim

n = x>dX

lim

n=

8n (x) dx ?

Sn (x)

limSn (x)?

definite integrals are themselves defined as limits, the existence

That all three of the questions must be answered in the

is clear.

negative unless some restriction is placed on the way in which

is clear from some examples. Let
=i x =ss 1 and

Sn (x) converges

to

S(x)

Sn (x) = xn2e- "*,

then

lim

Sn (x)

= 0,

or

8 (x)

= 0.

n::ao

No

matter what the value of

x,

therefore continuous in this case

the limit of
;

Sn (x)

is 0,

The

limiting function is

but from the manner in which

Sn (x)

converges

INFINITE SERIES
to

8 (x)

tinuous.

431

apparent that under suitable conditions the limit would not be con= from to 1 is of course ; but the

it is

The area under the limit S (x)

the area under Sn (x) is
'

limit of

C xn^e-^dx
= oo/0

lim
im

The

e~ wa; (

lim
n = oo

wx

1)

derivative of the limit at the point x

of course

1.

JO

is

but the limit,

lim

lim

nV-^l -

nx)\
Jai=0

n=oo L

of the derivative

is infinite.

lim n2

n = <x>

Hence

= oo,

~O

in this case

two of the questions have negative

answers arid one of them a positive answer.

If a suite of functions such as ^(x), S (a?),

Sn (x),
,
converge to a
2
x
limit S(x) over an interval a
the conception of a limit requires
/>,
that when c is assigned and x is assumed it must be possible to take n

<

Sn (x )|
so large that |7? n (.r )| == |S(x Q)
c for this and
any larger n.
The suite is said to converge uniformly toward its limit, if this condition
can be satisfied simultaneously for
if

when

c is

assigned

for every value of

all

values of x in the interval, that is,

n so large that \R n (x)\< c

possible to take

it is

x in the interval and for

this

and any

larger n.

In

the above example the convergence was not uniform the figure shows
that no matter how great n, there are always values of x between
and
;

Sn (x) departs by a large amount from its limit 0.

The uniform convergence of a continuous function Sn (x) to its limit is
sufficient to insure the continuity of the limit S(x). To show that S(x) is
continuous it is merely necessary to show that when c is assigned it
is possible to find a Ax so small that
\S(x + Ax)
S(x)\ < e. But
=
7?
|5n (a + A^)-5 (x) + n (^ + A,x)~^ n (x)|; and
|^(^ + Aa-)-^(^)|
as by hypothesis R n converges uniformly to 0, it is possible to take n
so large that \R n (x + Ax)| and |^ n (#)| are less than J c irrespective of x.
1 for which

tt

Moreover, as S H (x)

is

continuous

possible to take
irrespective of x. Hence S (x
it is

Ax

so small that

SH (x + Ax) Sn (x) < e

+ Ax) S (x)
and the theorem is proved. Although the uniform convergence of Sn
is

sufficient condition for the continuity of S, it is

dition, as the

rfc

lim
n==

to its limit

insures that

x6

Sn (x)dx=l S(x)dx.
Ja
Ja
/

<

to S

not a necessary con-

above example shows.

The uniform convergence of Sn (x)

THEOEY OF FUNCTIONS

432

must be continuous and therefore integrable.

And in the second place when e is assigned, n may be taken so large
that R n (x) \< /(b - a). Hence
For in the

first

place S(x)

and the

i Sn (x)dx =

S(x)dx
result

uniformly

is

proved.

Similarly if S'n (x)

a limit T(x), then T(x)

to

R n (x)dx <
is

= S'(x).

dx

j^

continuous

c,

and converges

For by the above result

011 integrals,

(*T(x)dx

Hence T(x)

liin

S'n

*=./a

Ja

(x)dx

liml SH (x)
L

Sn (a)

W=SCO

S(x)

S(a).

It should be noted that this proves incidentally

continuous and converges uniformly to a limit, then
S(x) actually has a derivative, namely T(x).
In order to apply these results to a series, it is necessary to have a

that if S'n (x)

'(#).

is

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
test

M-test :

The

series
(a!)

+ 1^(3) + ... +

.(*)

...

(7)

will converge uniformly provided a convergent series

A/

;i/
1

+ ... + ^n + ---

(8)

of positive terms may be found such that ultimately \u { (x)\

proof is immediate. For
|*.(s)|

and

= !"(*) + "n + iO) + ~-]SMn + Mn+l +

as the M-series converges, its remainder can be

made

The

as small as

desired by taking n sufficiently large. Hence any series of continuous

functions defines a continuous function and may be integrated term by

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 .M-test.
;

To apply

the

work

to

an example consider whether the

defines a continuous function

series

and may be integrated and

differentiated term

term as

and

_ 5(x)
___
8(x\-

8inMa;
_
-------

8in3a!

by

INFINITE SERIES
As
an

cos

x\^

1,

Jf-series for S(x).

Hence 8(x)

and the integral of S(x)

is

---h

the convergent series 1

433

+ -r: +

be taken as

may

22
32
w2
a continuous function of x for

all real

values

be taken as the limit of the integral of <Sn (x),

that is, as the integral of the series term by term as written. On the other hand,
an Jlf-series for (7'") cannot be found, for the series 1 + J + J +
is not convergent. It therefore appears that S' (x) may not be identical with the term-by-term
derivative of S (x) it does not follow that it will not be,
merely that it may not be.
of x,

may

166.

Of

/(*)

series

with variable terms, the power

= a + ai(* o

(*

'

'

'

series

+ an (z - *) +

(9)

a, and the coefficients a t may

perhaps the most important. Here
be either real or complex numbers. This series may be written more
is

simply by setting x

f(x
is

a series which

=z

then

= <J>(V) = a + a lX + a.^ + + *n & +

surely converges for x = 0. It may or may

(9

not con-

verge for other values of x, but from Ex. 15 or 19 above it is seen

that if the series converges for X, it converges absolutely for any x
that is, if a circle of radius
of smaller absolute value
be drawn

around the origin in the complex plane for x or about

the point a in the complex plane for z, the series (9)

and

respectively will converge absolutely for all

complex numbers which lie within these circles.
Three cases should be distinguished. First the
(9')

series

may

great

its

converge for any value x no matter how

The circle may then have

--~

<

absolute value.

an indefinitely large radius the series converge for all values of x or z

and the function defined by them is finite (whether real or complex)
for all values of the argument. Such a function is called an integral
;

function of the complex variable z or x.

or z
verge for no other value than x

Secondly, the series may cona, and therefore cannot define

Thirdly, there may be -a definite largest value for the

radius, say R, such that for any point within the respective circles of
radius R the series converge and define a function, whereas for any point

any function.

outside the circles the series diverge.

the circle of convergence of the series.

As

The

circle of radius

is

called

the matter of the radius and circle of convergence is important, it will be

Consider the suite of numbers

well to go over the whole matter in detail.

Kl,
Let them be imagined to be located as points with coftrdinates between and + oo
on a line. Three possibilities as to the distribution of the points arise. First they

THEORY OF FUNCTIONS

434

be unlimited above, that

may
of

less

oo

be possible to pick out from the suite a set

Secondly, the numbers may converge to

limit.

Thirdly, neither of these suppositions is true and the numbers from

may be divided into two classes such that every number in the first class is

the limit
to

may

is, it

numbers which increase without

0.

than an infinity of numbers of the suite, whereas any number of the second
by only a finite number of the numbers in the suite. The two

class is surpassed
classes will then

have a frontier number which will be represented by l/R

(see19ff.).
In the

first

what x may be

case no matter

it is

possible to pick out

members

with i <j < k

increases
]^a|, "i^a/l, A/jo*],
will increase without limit the
without limit. Hence the set V| a t x V|o/| x j,
as their limit, and the series
of the series (9') do not approach
terms a&f ajxi,
than
In
of
the
second
values
x
other
0.
case the series converges
all
for
diverges
It is possible to go so
for any value of x. For let c be any number less than l/|x|
far in the suite that all subsequent numbers of it shall be less than this assigned e.

from the

suite such that the set

Then
and

|x|+ e+i|z|+i

e|z|

serves as a comparison series to insure the absolute convergence of

<

(9').

1,

In the

third case the series converges for any x such that|a;|< R but diverges for any
x such that \x\> R. For if |x| <fl, takee<#
e. Nowproceed
|x)so that|x| < R
in the suite so far that all the subsequent

which

is

will do as a comparison
approach the limit 0.

Let a

numbers

be

shall

less

than 1/(R

e),

Then

greater than 1/R.

If (x|

series.

> #,

it is

easy to show the terms of (90 do not

be drawn concentric with the

than

circle of radius r less

Then within the circle of radius r < 72 the power

uniformly and defines a continuous function; the
the
function may be had by integrating the series term by
of

circle of convergence.
f

series (9 ) converges

integral

11

term,

/*

<j>(x)dx

= a x + - a#* + - ap* +

and

the series of derivatives converges uniformly

derivative of the function,

+ - a,.^" +
and

represents t/w

3 ajt? H-----h nanx n ~ l

To prove

these theorems

it is

merely necessary to set up an jlf-series

series of derivatives. Let X be any

and for the

number between r and R. Then
for the series itself

\a,\

+ \a

\X

+ \at\X*+...+\an \X + ...

(10)

INFINITE SERIES

X<

435

<

n
R and furthermore \n nxn
converges because
n \X holds for any
x such that \x\
X, that is, for all points within and on the circle of
;

<

radius

r.

Moreover as

\x\

<

X,

holds for sufficiently large values of n and for any x such that \x\
r.
Hence (10) serves as an Jlf-series for the given series and the series of
derivatives and the theorems are proved. It should be noticed that it
;

incorrect to say that the convergence is uniform over the circle of

radius R, although the statement is true of any circle within that circle
is

R r. For an apparently slight but none the

extension
to include, in some cases, some points upon
important
the circle of convergence see Ex. 5.

no matter how small

less

An

immediate corollary of the above theorems is that any power

complex variable which converges for other values than
and hence has a finite circle of convergence or converges all over

series (9) in the

= a,

an analytic function f(z) of z in the sense of

differentiate within any circle within the
of convergence and thus the function has a definite finite and

the complex plane, defines

73, 126 ; for the series
circle

is

continuous derivative.
167. It is now possible to extend Taylor's and Maclaurin's Formulas,
which developed a function of a real variable x into a polynomial plus
a remainder, to infinite series known as Taylor's and Maclaurin's Series,
which express the function as a power series, provided the remainder
as n becomes infinite. It
after n terms converges uniformly toward
to
treat
one
Let
case.
will be sufficient

/(a-)

=/

lim
n = oo

where the

R n (x) =

uniformly in some interval

A,

first line is Maclaurin's Formula, the second gives differnet

of
forms
the remainder, and the third expresses the condition that the
remainder converges to 0. Then the series

THEORY OF FUNCTIONS

436

converges to the value f(x) for any x in the interval. The proof consists merely in noting
R n (x) Sn (x) is the sum of the first
that/(x)
n terms of the series and that #(#)!
c.

<

In the case of the exponential function

mainder, taken in the first form, becomes

n (X)

As n becomes

e* the

is e*,

and the

re-

Jl^

nl

Rn

infinite,

nth derivative

ttV

clearly approaches zero

no matter what the value of h

* = ! + , + *.,.* + ... + *+...

2

n!

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 e* for complex
is

values. This definition

For the expansion

may be shown to coincide with that obtained otherwise ( 74).

may be taken in the second form.

of (1 -f x) m the remainder

m (m
Hence when h <

V+
is

1)

the limit of

&=

(m

Rn (x)

is

-f 1)

zero and the infinite expansion

!S^* + ~("-V<-*>* +

+ ** +

valid for (1 -f x) m for all values of x numerically less than unity.

If in the binomial expansion x be replaced by
xz and
by

vnrs

= +

**

"*"

2*

2-4

**

2-4.6

..

J,

"*"

2.4.6-8

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|

23
This series

is

...

2.462.4.672-4.6.89

valid for all values of x numerically less than unity.

converges f or x

The

and hence by Ex. 5 is uniformly convergent when

series also
1 =s

x sj

l.

But Taylor's and Maclaurin's series may also be extended

directly to
functions f(z) of a complex variable. If
is single valued and has
f(z)
a definite continuous
derivative/'^) at every point of a region and on
the boundary, the expansion

has been established

!*.()!

126) with the remainder in the form

1

=
27T

TT

i*

ML

p" p

-r

INFINITE SERIES

437

for all points 2 within the circle of radius r (Ex. 7, p. 306). As n becomes
infinite, R n approaches zero uniformly, and hence the infinite series

() (JL

(12)

valid at all points within the circle of radius r and upon its circumference. The expansion is therefore convergent and valid for any *

is

actually within the circle of radius p.

Even for real expansions (11) the significance of this result

is great
in
it
is
to
the
because, except
compute (n) (x]
impossible
simplest cases,
and establish the convergence of Taylor's series for real variables. The

result just found shows that if the values of the function be considered
for complex values z in addition to real values x, the circle of conver

gence will extend out to the nearest point where the conditions imposed
on f(z) break down, that is, to the nearest point at which f(z) becomes
infinite or otherwise ceases to have a definite continuous derivative/ (2)
1

For example, there

nothing in the behavior of the function

is

+ x*y = 1 - x + x* - x + x
2

(1

'

as far as real values are concerned,

<

---,

which should indicate

why the expan

sion holds only when \x\

1 but in the complex domain the functior
2
l
infinite
2 )~ becomes
and hence the greatest circh
at z
i,
(l
;

about 2

radius.

Hence by considering

in

which the

converge has a unil

complex values, it can be

series could be expected to

(1 + z )"
2

for

predicted without the examination of the nth derivative that the Mac
2
1
x'
laurin development of (1
)" will converge when and only when a

is

a proper fraction.

EXERCISES
1.

(/3)

(a)

Does x

Does the

+ x (1

series (1

x)

+ x (I

x)'

converge uniformly when

1 -

2 *)
fc)
C1
t
+
2
3
the derivation of the limit e of

+ k)l = 1 + 1 +

for small values of k ?

rigorous

Can

and the value be found by

2. Test these series for

setting k

converge uni

uniform convergence

4 thus be made

in the series ?
;

also the series of derivatives

(a) l

*<-

(e)

=s

f ormly

=E x

Consider complex as well as real values of the variable.

THEORY OF FUNCTIONS

438
3.

Determine the radius of convergence and draw the circle. Note that in pracmore convenient than the theoretical method of the text:

tice the test ratio is

(a)

x-lx* + $x*-lx* +

(i>)

(6)

X9

Xs '+ X 8

+ X*

...,

03)

+ Z 12

x-

X 18

+ K!B-l)-l(*- !)

(*_ l)i_ J(as-i)

(m-l)(m-8m

2
,

X8
22

(m

+ 1)
/
a

2*(2

!)

2 (m

2*
1

\1

+ 1) (w + 2)

+ ^ + -^-2
2/

2(3

!)

3 (w

1)

+ -4-^
2

\1

2(4 !)

3/

(m

2)

(m

+ 3)

4/
2)

4. Establish the Maclaurin expansions for the elementary functions:

(a) log(l
ax

(>
5.

x),

AbeVs Theorem.

(j8)

sinx,

(f)

tan- 1 ^,

(7)

cosx,

($)

coshx,

(rf)

sinh-ia:,

(0)

tanh-ix.

If the infinite series a

+ a^ +

for the value JT, it converges uniformly in the interval

showing that (see Exs. 17-19, p. 428)
|

when p

a2 x 2

= x

a3 x 8

JT.

converges
Prove this by

<

rightly chosen. Apply this to extending the interval over which the
uniformly convergent to extreme values of the interval of convergence
wherever possible in Exs. 4 (a), (f), (0).
is

series is

6. Examine sundry of the series of Ex. 3 in regard to their convergence at extreme points of the interval of convergence or at various other points of the circumference of their circle of convergence. Note the significance in view of Ex. 6.

7.

Show that/(x)

=e

laurin series

_!
*?,

/(O)

by showing that
uniformly toward
(see Ex.9,
complex values of
8.

From

= 0,

En =

cannot be expanded into an

e^*

p. 66).

5
,

infinite

Mac-

and hence that Rn does not' converge

this also from the consideration of

Show

x.

the consideration of complex values determine the interval of con-

vergence of the Maclaurin series for

tan x

= sin x
C/Oo

JO

INFINITE SERIES
Show

9.

in

that

if

From

power series represent the same function

must be equal (cf
32).

infinite

coefficients in the series

any interval the

10.

two similar

+ 2r cosx + r2 = (1 + re**)(l +

439

= r2 (l +

re-**)

(r23

r8

r cos

Xx
and

log(l

2 (

a cos x) dx =

4- sin

log (1

I
Jo

+ 2r cosx + r2 = 21ogr +

log(l

11
Prove
11. t>

r 1 fa
J Vl+x4
I

r2
- sin

/
+ r2 )dx = 2(rsinx
V

2 r cosx

-f

cos 2 x ^

2 x log cos

-f

2 /tan

32

sin

3x

-.);
/

)
/

tan 2

F-

2i

!-3

1-3-6

2-4-9

2-4- 6-13

T*

2-5

=1

2^05
3

1*

sin

r8

cos 3 x

- 25i5 +

2i

2x

\ (l

= r^

dx

Ji

VF+1?

12. Evaluate these integrals by expansion into series (see Ex. 23, p. 452)

e-^sinrx

(a)

Jo
ir

r lg(l

cosx)

A:

__
~

rc-

^cos2j8xdx

By

formal multiplication

a cos x + a2
asinx

14. Evaluate,

r
)

Jo

a cos x + a2

by use of Ex.

cosmxdc

a"c^T^

'

a
(

168)

Jo

_7r
""

cos2 x

f ''log (1 +

(c)

xsinx

/*""

,r
tan-i~,
q

'

2 r cos x

-f

Jo

r2 ) dx.

show that

= 1 + 2 a cos x -f 2 a2 cos 2 x H

= a sin x + a2 sin 2 x +

13, these definite integrals,

iram

nS

rv
(7)
v 7

5V//

-e~W

t/o

13.

3V//

cosx

Jo

(5)

1 /r\
1 /r\
r
= ---(-)+-(-)

dx

W
/Q

m an integer

sinxsin?wxdx
si

Jo

l- 2 a cos x + a2

sin 2 xdx

a cos x + a2 )(l

cosx

+ ft2 )

15. In Ex. 14 (7) let a = 1

h/m and x = z/m. Obtain by a limiting
and by a similar method exercised upon Ex. 14 (a)
:

r
Jo

Can the use

z sin zdz __

A2

4-

IT

""2

_h

r
Jo

cos dz __

A2

z2

TT

~2

of these limiting processes be readily justified ?

_A

process,

THEORY OF FUNCTIONS

440
and x be

16. Let h

than

f(x, h)

less

Assume the expansion

1.

=1+

hP^x)

&2 P

(x)

+ hPn (x)

Obtain therefrom the following expansions by differentiation

f'
h

-H-

Hence

=P

(l-2A +

7i

)a

and consequent

establish the given identities

2ar// =

or

h(2x)

and

np.^xp-.-p;.!
xPn = /^ +1 - ( + 1)P

Hence

relations

- pn =
-l)P; = n(xPH - PB _i).

p; +1 + p; _,
2

and

(x

__ __

results with Exs. 13

Compare the

and

17, p. 252, to identify the functions

with the

Legendre polynomials. Write

- 2 xh +
(1

- 2 A cos +
(1

A )*

7i

- he*) J (1 (1

)*

4-

and show
168.

Pn (cos

tf)

= 2 ~~f"' (2 "'"
2'4---2w,

Manipulation of

1)

If an

series.

| cos n(? +

-^
l(27i

cos(n

- 2) 6 +

1)

infinite series

+ un _ + un +

(13)

converges, the series obtained by grouping the terms in parentheses without altering their order will also converge. Let

S
and

'

=U +

U,

+U

n,

_1

+ Un +

(13')

SI,^,---,^,-..

new

and the sums of its first n terms. These sums are

of the set S19 S2
ones
Sn
and as n < n it
merely particular
follows that n becomes infinite when n does if n be so chosen that
Sn = S'n/ As Sn approaches a limit, S^ must approach the same limit.
be the

series

As a

corollary it appears that if the series obtained by removing parentheses in a given series converges, the value of the series is not affected

by removing the parentheses.

INFINITE SERIES
If two convergent
S

==

UQ

then

441

infinite series be given as

+u
(\u

H----

T=

and

VQ

+ (A^ + /ivj

/it; )

+V

----

I -\

H----

will converge to the limit XS

pT, and will converge absolutely provided
both the given series converge absolutely. The proof is left to the reader.

If a given

same

series converges absolutely, the series formed

by rearranging

any order without omitting any terms will converge

Let the two arrangements be

the terms in
value.

= U + u^ + u H-----h ^n -i + ^ H---S=
+ uv + 11^ H-----h wn,-i + un,-\---S

and

to

the

it,,,

As S converges

absolutely,

n may be taken so

large that

and

as the terms in

are identical with those in

order, n may be taken so

Sn The other terms in S'H
1

As

<

SH
it follows that S
e,
\S
as a limit when n' becomes infinite.
\

except for their

large that S'n, shall contain all the terms in

, will be found
among the terms u nj wn4 a ,

<

Hence S'n approaches S

may easily be shown that S' also

s;,|

It

c.

converges absolutely.
The theorem is still true if the rearrangement of S is into a series some
of whose terms are themselves infinite series of terms selected from S.
r

Thus

let
ff

= ^+ ^+

^+

^^ +Un

+ ...

U may

be any aggregate of terms selected from

infinite series of terms selected from S, as

where

U*

= "<o + UH + UK H-----h W M H----

S.

If

be an

the absolute convergence of U{ follows from that of S (cf. Ex. 22 below).

It is possible to take n so large that every term in SH shall occur in one
1

of the terms

J7

Uv

Un,_i. Then

if

from

S-D,-^ -----

U^

(14)

there be canceled all the terms of Sn , the terms which remain will be

Hence as n
found among uny un+1
and (14) will be less than
becomes infinite, the difference (14) approaches zero as a limit and the
theorem is proved that

THEORY OF FUNCTIONS

442

is convergent, but not absolutely, the number of posiof negative terms is infinite, the series of positive terms and
the series of negative terms diverge, and the given series may be so rearranged as

If

tive

a series of real terms

and the number

comport itself in any desired manner. That the number of terms of each sign
cannot be finite follows from the fact that if it were, it would be possible to go so
far in the series that all subsequent terms would have the same sign and the series
JVm
would therefore converge absolutely if at all. Consider next the sum 8n = PI
I + ra = n, of n terms of the series, where PI is the sum of the positive terms and
m that of the negative terms. If both PI and m converged, then PI + m would
also converge and the series would converge absolutely; if only one of the sums
PI or m diverged, then S would diverge. Hence both sums must diverge. The
series may now be rearranged to approach any desired limit, to become positively
to

or negatively infinite, or to oscillate as desired. For suppose an arrangement to

approach L as a limit were desired. First take enough positive terms to make the

L, then enough negative terms to make it less than -L, then enough
to bring it again in excess of i, and so on. But as the given series
terms
positive
as a limit and as the new arrangement gives a
converges, its terms approach
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
the other ways mentioned would be possible.

sum exceed

If two absolutely convergent

series be multiplied, as

= + w + w H-----h un H---T = v + v + v H----- vn H---W = ?.v>o + *Vo + ^o H-----h Vo H---S

and

+ u^ + n^

and if the terms

UQVQ

in

f-

H-----h

Vi H----

W be arranged in a simple series as

+ U*V1 + U*V* + U 1V2 + ? 2) H---Vl) +

manner whatsoever, the series is absolutely convergent

+ (U V + M V +
1

or in

OW

any other
and converges to the value of the product ST.

In the particular arrangement above, S^T^ S^T^ Sn Tn is the sum of

first, the first two, the first n terms of the series of parentheses. As
lim Sn Tn = ST, the series of parentheses converges to ST. As S and T
are absolutely convergent the same reasoning could be applied to the
series of absolute values and
the

NKI + KIKI+WKI + KIKI + HKI +

would be seen

UQVQ

...

Hence the convergence of the

to converge.

series

+ uj + up + u v + n. v + up + u v^ -f u^ + U V^ H---9

t2

INFINITE SERIES

443

ST when the parentheses are omitted.

other
Moreover, any
arrangement, such in particular as
is

absolute and to the value

"0*0

would give a

+ ("A + Vi) + OA +

V'i

+ V) +

'

'

'

>

converging absolutely to ST.

The equivalence of a function and its Taylor or Maclaurin infinite

series

series

(wherever the series converges) lends importance to the operations

and so on, which may be performed on the

of multiplication, division,
series.

Thus

if

= a + a^ + a#? + a x* H---g(x) = S + \x + If? + bj* +

f(x)

< A\,
<R

\x\

.,

the multiplication

f(x)g(x)

may

|*|

2,

be performed and the series arranged as

= afa + (afa + a^x + (afa + a fa + afa)x* +

according to ascending powers of x whenever x is numerically less than

the smaller of the two radii of convergence R l9 7t 2 because both series
will then converge absolutely. Moreover, Ex. 5 above shows that this
,

form of the product may

be applied at the extremities of its interx provided the series converges

still

val of convergence for real values of

for those values.

As an example

in the multiplication of series let the

product sinx cosx be found.

The product

will contain only

odd powers of

x.

The

few terms are

\I

The law

first

5 !2

3 !4

of formation of the coefficients gives as the coefficient of x2 * +1

1
i

3 1(2 A;

-a)
2!

But

22*+i

= (1 + l)2*+i = 1 + (2 k + 1) +

4!

-2)!

(2k)\
(2fc

+ l)1

1!

+ (2jfc + 1) +

1.

Hence it is seen that the coefficient of x2 ** 1 takes every other term in this symmetsum of an even number of terms and must therefore be equal to half the sum.
The product may then be written as the series

rical

THEORY OF FUNCTIONS

444

169. If a function f(x) be

= a + ap + a^ + ajc* +

f(x)

and

if

=a

expanded into a power

-

any point within the

is

series

-,

\x\

circle of

<

R,

(15)

convergence,

it

may

be

desired to transform the series into one which proceeds according to powers
a. Let t
x
a.
of (x
a) and converges in a circle about the point x

= a + t and hence
x* = o* + 2
# =
+
+ 3 eft
+ ) + (a + 2
(
/(x) = * +
Since |# < 72, the relation
+ < It will hold for small
and the series (15') will converge for x = || +
Since
+ (H + KI) + ,(H' + 2 HM + N + -Then x

<rf

tf

rt

fll

|rr|

\t\

values of

t,

\t\.

absolutely convergent for small values of

may be removed and the terms collected as

is

the parentheses in (16*)

t,

3a

or

/(as)

where

-4

= t(x - a) = A^ + A^(x - a) + A
+A

^4

1?

^.

=/(),
The

are infinite series

about x

=a

it

(x

- a)

(x

-)" +

re

but

it

(16)

in fact

A, =/'(),

series (16) in

a:
|

of fact

will surely converge within a circle of radius

may converge in a larger circle. As a matter

will converge within the largest circle

whose center

is

at

within which the function has a definite continuous derivative.

2

a and

Thus

Maclaurin's expansion for (1 + a? )" has a unit radius of convergence;

but the expansion about x = J into powers of x
\ will have a radius
1

of convergence equal to \ V5, which is the distance from x

\ to either
of the points x
If the function had originally been defined by
i.

its

development about x

over the unit

circle.

= 0,

the definition would have been valid only

will therefore

The new development about x

extend the definition to a considerable region outside the original

domain, and by repeating the process the region of definition may be
extended further. As the function is at each step defined by a power
series, it remains analytic. This process of extending the definition of
a function is called analytic continuation.

INFINITE SERIES

445

Consider the expansion of a function of a function. Let

= a + ^x + ajt? + ajc? +
x = t (y) = * + b y + b^ + Itf +
let |6
< 72 so that, for sufficiently small
Q

and

|y

.,

a>

values of y, the point x

the theorem on multiplication, the
and the series for # 2, x 8,
may

|a?|

R r By

will still lie within the circle

< Rv
<*

f(x)

x may be squared, cubed,

be arranged according to powers of y. These results may then be substituted in the series for f(x) and the result may be ordered according
to powers of y. Hence the expansion for /[<(?/)] is obtained. That
series for

the expansion

is

valid at least for small values of

y may be seen by

considering

which are

The

series of positive terms.

series for /[<(?/)]

may

radius of convergence of the

be found by discussing that function.

For example consider the problem

= 1 + y + J2/2 + \y* + T&2/4 +

4 ---9
2
2
y =1
y = 1-x + |
= 1 + (1 - j x + A X* ---- +
ev

expanding

-,

2
fx

elf

of

=1-

x4 ---- ,

- X2 +
1 (1

e co * x to five terms.

cosx

^X ---- ) +
4

+ A** +
= 1 - 2* + If x4 ----

J x*

i (1

'

f X2

X4 ---- )

ey

It

should be noted that the coefficients in this series for e cosar are really infinite
and the final values here given are only the approximate values found by

eeosx

-.

2J J

IJx

4
|?X ----

series

taking the

=b +

b vx

first

few terms

This will always be the case when

expansion about a new
In the latter case the difficulty cannot be

of each series.

begins with 6

it is

also true in the

origin, as in a previous paragraph.

avoided, but in the case of the expansion of a function of

a function

it is

some-

times possible to make a preliminary change which materially simplifies the final
result in that the coefficients become finite series. Thus here
ee z ,

ee a

cos x

e (l

x2

X4

-f

coefficients are now exact and the computation to x6 turns out to be easier
than to x2 by the previous method the advantage introduced by the change would
be even greater if the expansion were to be carried several terms farther.

The

THEORY OF FUNCTIONS

446

The quotient of two power

series

f(x) by

ff(x),

if ^(0)

=#=

0,

be

may

obtained by the ordinary algorism of division as

+ a^x + a<p?

For in the

first

borhood of x

----

-\

place as g (0)

0,

the quotient

is

analytic in the neigh-

and may be developed into a power series. It thereare those

fore merely remains to show that the coefficients c c 1? c2
that would be obtained by division. Multiply
,

and then equate

coefficients of equal

powers of

Then

x.

The terms in f(x) and

a set of equations to be solved for c Cj, c2
n
x
no
of
have
effect
values
c ,
cn) and hence
the
,
upon
x
^(,T) beyond
is

these would be the same

^n+n

+2?

as would

'>

a+n--- by such values

make the

were replaced by

if 6
n+1? J n+2 ?

and

a'n + l9 a'n + 2 , -.-, a' 3fl , 0,

come out even the

division

0, 0,

coefficients c

^,

rJ

are therefore precisely those obtained in dividing the series.

If y is developed into a power series in x as

y =/(*)
then x

+ a x + af* +

'

>

i*>

be developed into a power series in y

may

For since a A

=#=

0,

the function

/()

aQ as

has a nonvanishing derivative for

aQ) is analytic near x =

and hence the inverse function /- 1 (y
or y = a and can be developed (p. 477). The method of undetermined

coefficients

(18)

may

from (17)

is

be used to find b l9 #2?

This process of finding

---.

For the actual work

called the reversion of (17).

o Q)/a l by t so that

it is

simpler to replace (y

and

= t + V/> + b' + b'J* H---8 t*

l\

ft^aj.

Let the assumed value of x be substituted in the series for t rearrange

the terms according to powers of t and equate the corresponding coef;

Merits. Thus
f

=f+^+
+
(ft;

or

*i =

+^+

INFINITE SERIES

447

some few purposes, which are tolerably important, a formal

operational method of treating series is so useful as to be almost indispensable. If the series be taken in the form
170. For

with the factorials which occur in Maclaurin's development and with

unity as the initial term, the series may be written as

^ = l + fa + ^tf + 6
Zi

+.&
+
n

*+
1

>

i
provided that a be interpreted as the formal equivalent of at
product of two series would then formally suggest

+ 6)V +
setting a*V = ajbj, then
j

and

if

the coefficients be transformed by

(a

A+

This as a matter of fact

*a"

The

(19)

x2

the formula for the product of two series

is

and hence justifies the suggestion contained in (19).

For example suppose that the development of

were desired.

may

As the development begins with

be applied and the result

^j--

is

+ I) - & = 0,
2^ + 1 = 0, 3
2

or
Or

""*'*

Jj
"^1

(20)

+ 1)-B = 0,..., (B + 1)*-B* = 0,...,

= 0, 47? +6^
.,+ 3.8, + 1
(B

JL M

Aj

2*

m^ J

/)

,
*

"^8

Z^

\J

X5j.

"""

TT7S
o U /*

leads to a set of equations from

quickly be determined. Note that

The formal method

cessive 2?s

may
X

i:

method

-e**,

(B

the formal

1,

found to be

+ 2 = 2 prEi = 2
i

JL

X
2

=~X

which the

*E>

2)

suc-

^
/oo\

THEOEY OF FUNCTIONS

448

an even function of

is

indices except

x,

and that consequently

are zero.

This will

all

the

.B's

with odd

facilitate the calculation.

The

eight even B's are respectively

first

-&>

*,

The numbers

An

numbers.
culation

may

when

true

is

-&, A, -#&,

?V>

-i-

f,

(23)

or their absolute values, are called the Bernoullian

independent justification for the method of formal calJ5,

readily be given. For observe that ePe**

B is regarded as an independent variable.

(5+1)a?

of (20)

Hence

if this

identity be arranged according to powers of B, the coefficient of each

power must vanish. It will therefore not disturb the identity if any

numbers whatsoever are substituted

Bv

set

J5

2,

B^

may

for JB

J9

therefore be substituted

#8

the particular
the series may be rear,

ranged according to powers of x, and the coefficients of like powers of

as in (21) to get the desired equations.
x may be equated to 0,

an

If

without the factorials as

infinite series be written

+ a#? -f

^x

tf-

x8 H-----h

a possible symbolic expression for the series

is

ax

If the substitution

= x/(l + x)

1 - ax
1

Now

'

or

= y/(l

1-y

~~

-y

y) be made,

- (1 + a)y'

(24)

i-y

the left-hand and right-hand expressions be expanded and a be

regarded as an independent variable restricted to values which make

ax
|

if

<

1,

the series obtained will both converge absolutely and

may

be

arranged according to powers of a. Corresponding coefficients will then

be equal and the identity will therefore not be disturbed if a t replaces
of.

Hence

provided that both series converge absolutely for a t

1

+ ap + a#? + a x

or

2
a^ + a^ +

H----

a*.

Then

= 1 + ay + a(l + a)y + a(l + a) y +

H----

= a$ + (a + a )y
t

---.

(25)

INFINITE SEEIES

449

This transformation is known as Eulei^s transformation. Its great

advantage for computation lies in the fact that sometimes the second
series converges much more rapidly than the first. This is
especially

when

true

the coefficients of the

coefficients in the

new

Thus from

2/

To compute
several

the

(25)

- % x* + J x - I ^ + x* - x +
log (1 + x) = x
= y + i + i y* + i y + * + * y +
2

make

are such as to

first series

series small.

z/

log 2 to three decimals from the first series would require

eight terms are enough with the second series.

hundred terms

An

additional advantage of the new series is that it may continue to

converge after the original series has ceased to converge. In this case

the two series can hardly be said to be equal but the second series of
course remains equal to the (continuation of the) function defined by
the first. Thus log 3 may be computed to three decimals with about a
;

dozen terms of the second

series,

but cannot be computed from the

first.

EXERCISES
1

By

the multiplication of series prove the following relations

(a) (1
(ft)

2.

cos2 x

x*

-f

3.

= (1 + 2x + 3x2 +

2
-)

e x sinx,

(/3)

(7) e^ev

Find the Maclaurin development

(a) e^cosx,

cos

sin2

+
= 1,

x8

to

(7)

e x + *,

4x8 +
(5)

= (1 - x)-*,

2 sin 2 x

=1

cos 2 x.

terms in x6 for the functions:

(1

x)log(l

x),

cosx sin- l x.

(5)

Group the terms of the expansion of cosx in two different ways to show that
and cos 2 < 0. Why does it then follow that cos f = where 1 < f < 2 ?

>

developments (Peirce's Nos. 785-789) of the functions:

~~
~ lac
fiin
tan la:
tan

4. Establish the

(a)
5.

Show

/(X) __

that

if

e'fax,

()

g(x)

= bmxm

fljS -f

fl

x2

'

-f-

'

*,

6m

'

(7) e

+ix+ 1 +

_ c -m

(5)

and/(0)

C-m + 1

0,

zl

then

4.

4-

g(x)

and the development of the quotient has negative powers

6.

6
Develop to terms in x the following functions

(a) sin (A; sin x),

7.

(p) log

cosx,

series to

Carry the reversion of these

(a) y

(7) y

= ** = l + x +

sinx

$x +

(7)

ix

-f...,

Vcosx,

terms in the

(/3)

(5)

of x.

(&)

fifth

= tan-ix = x
=

(1

fc

power

sin2x)~ 1.
:

Jx +

THEORY OF FUNCTIONS

450
8.

Find the smallest root of these

by the method of reversion:

series

9. By the formal method obtain the general equations for the coefficients in the
developments of these functions and compute the first five that do not vanish
:

sinx

/n

() :=-T'

20*

x8

10. Obtain the general expressions for the following developments:

8

x
2x
= -1 + x--+

L
,

(a)cothx

#2n(2z)

945

45

(2n)!x

,.,Bg
------- -....-K-iy-

2xs

x8

2n

11. The Eulerian numbers

2n are the coefficients in the expansion of sechx.
Establish the defining equations and compute the first four as
1, 5,
61, 1386.

121---

12. Write the expansions for sec x and log tan (\tr
13.

From

the identity
J

4- i x).

derive the expansions:

(7)

=
() logCOSX
*
v

'

(f)

logtanx

(,) cscx

X2

X4

= logx +

=i
(cot?

(0) log cosh x,

12

45

3*2

(_l)n'
V

rr 4

"

00

=i+

+ tan

(t)

X2n

X6

|)

logtanhx,

^ +... + (- l)-i
(K)

cschx,

a
(X) sec x.

n 2n

INFINITE SERIES

451

Observe that the Bernoullian numbers afford a general development for all the
trigonometric and hyperbolic functions and their logarithms with the exception of
the sine and cosine (which have known developments) and the secant (which re-

The importance

quires the Eulerian numbers).

numbers

of these

is

therefore

apparent.
14.

The

coefficients

t (y),

Ps (y),

1t

(y) in

are called Bernoulli's polynomials. Show that (n

and thus compute the first six polynomials in y.
15. If y

= N is a positive integer,
n

is

easily

shown. With

(or)

(7) 1
1 fi

24

From

a tx

bx

e-C 1 -*>'(#

a 2 x2

Show

y)

w+1

Hence

simple.

1)

25

35

(8)

28

2^(w)

+
+
I

ax

b)\_l

95 ,

+ (tf-

ax

establish formally

r*c-'F(jcQd

= 1 + a^ +

that the integral will converge

a2 w2
!

when

18. If in a series the coefficients at

a3w8

C" e~*F(u)du,

/0

-f

<x<1
*/() eft,

provided |at-| ==

1.

show

t/O

Jo

xt

19. Note that Exs. 17 and 18 convert a series into an integral.

r<6)

I)

~~~

6xJ

cut*

(0)

/0

where

is

x(a

+ (N-

I)

r~~

ax

Jo

1 4-

Pn (y) = (B +

the quotient in Ex. 14

x00

17.

+ 104
+ (N-

Intfirorpt
1

1)1

the aid of the polynomials found above compute:

+ 3* +
+ 22 + 32 +

Pn (N) = 1 + 2" + 3* +

the development

Show

8.

THEORY OF FUNCTIONS

452

20. In case the coefficients in a series are alternately positive and negative show
may be written

that Euler's transformed series

-f

where Aai

21.

Add

03 ,

a\

Aa2

Aai

2 02

a\

as

i^

+ A 8 ai$/4

-f

are the successive

differences of the numerical coefficients.

second,

first,

A2 ai

A2

Compute the values of these series by the method of Ex. 20 with x = 1, y = J.

first few terms and apply the method of differences to the next few as

the

indicated

a)

-- + ___+...= 0.69315,

add 8 terms and take

(ft)

--

add 5 terms and take

7 more,

234
-v/2

(y)

(
V

a)'

JL

----_ +

V3

=i-I+1_1+

357

prove

...

= 1.01

0.6049,

= 0.78539813,

A+1 +1+1+
SP
4P
2P

and compute forp

V4

..\

add 10 and take

.J^

/i_
2^-1- 1\

more,

11 more,

! + !_! + ..A

2*

8*

4P

with the aid of five-place tables.

22. If an infinite series converges absolutely, show that any infinite series the
terms of which are selected from the terms of the given series must also converge.

What

if

the given series converged, but not absolutely

23. Note that the proof concerning term-by-terin integration (p. 432) would not
if the interval were infinite. Discuss this case with especial references to

hold

justifying

if

possible the formal evaluations of Exs. 12

(cr), (5),

24. Check the formula of Ex. 17 by term wise integration.

1

Jo

xjo(bu) du =

- i 6 ** 2 +

by the inverse transformation. See Exs.

7Ar 4
1

and

TT

----

15, p. 399.

= (l

p. 439.

Evaluate

CHAPTER XVII
SPECIAL INFINITE DEVELOPMENTS

The trigonometric functions. If m is an odd

I)e Moivre's Theorem ( 72) gives

171.

integer, say

m = 2 n + 1,

m sin

<

where by virtue of the relation cos 2

ber

is

=1

<

a polynomial of degree n in sin

seen that the value of the polynomial

n roots of the polynomials are
2

sin 2 2

<f>.

is

sin m<t>

_A_

msiu^

sin

If the substitutions
/.
= 11

ms\\\'X/m

msmhx/'fti

Now
odd

m*
A-

/i \

Gifi
011J

III, \

-r~

sin

.,

sur^Tr/m/

A1 H

sinh2 a;///A
-|

Ivn
ill, \
\

A'
of

sinh2 y/?M\
,
sin 20
ATr/nij

) (

ir/mj\

and that the

sin 2

^>

sin* HIT /m/'

= -ix/m be

I/

<

A_

sirPZir/m)
<

sin

form

<j>

the right-hand memthe left-hand side it is

<

sin2 mr/m.

in the
2

From
when

__ sin

snr7r/m/\

= A1

= x/m and

r-g

sinho? -

<

cnn
0111

*L

<fr

sin 7r/////\

'Y1

TT/?/;,

Hence the polynomial may be factored

QiYi
&1I1

sin

sin TT/W,

made,
Q1T1 f I vn \\
0111
AjflH,

/
I.
I

7-7;
^7
)? (3)
v '
2
sin
n7r/m/

A1

sinh2 a;/m\
r;
^ J (o
sin

nTT/'ffij

be allowed to become

infinite, passing through successive

true and it would appear that the
remain
these
integers,
equations
if

7/1

limiting relations would hold

*('-)
smo
since

"" 2

A VI
'

mao

<

\?/l

,.

lim
m=x<x>

W = lim
/

'^"

--

5
453

/
1

^"

*&

THEORY OF FUNCTIONS

454

In this way the expansions into

infinite products

"**

(6)

would be found. As the theorem that the

limit of a product is the product of the limits holds in general only for finite products, the process
here followed must be justified in detail.

For the justification the consideration of sinhx, which involves only positive
quantities, is simpler. Take the logarithm and split the sum into two parts

K7J.JUULA

log
,

wsmh
As

log (1

a)

-f

< a,

=>

'X. A 1

<

log

^T*

^^

the second

sum may be

"^.

n K7T
sin-'

"*

^log

-f

i 4.

ml

further transformed to

sinh 2

m __

^\

m
Now

as

Ex. 28,

n<

p. 11.

w, the angle ATT/W

R < smh102

Hence

log

V^
> m2-

x-

smhx
,

wismh
let

m become infinite.

than

102
smh
.

XT* I,

XI 1 +
~l
!

and

\ TT,

/n

-AC7T
sin2

sin f

>

2 /jr for

sum on

p become

<

m2 smh2 x r*dk

is

simply

TT,

by

m42

< - smh2n

the left

infinite.

is

finite,

Hence the

sinh x

the limit

justification of (4

(6),

/.

x*

the expressions of cot x and coth x in series of fractions

1

2x

the differentiation of the series of logarithms of

sin

<

m/

the

^
>

As

then follows easily by letting

By

=m

-.

Now

is less

Hence

).

SPECIAL INFINITE DEVELOPMENTS

are found.

And

the differentiation

455

these series converge

uniformly. For the hyperbolic function the uniformity of the convergence follows from the M-test
,

<

is

and

-5,

if

legitimate

converges.

The accuracy of the

tution of ix for

series for cot x may then be inferred by the

x instead of by direct examination. As

"
_Y_J_
*x-

substi-

'

kir

In this expansion, however, it is necessary still to associate the terms

for k == + n and k =
n for each of the series for k >
and for
;

<

diverges.

172. In the series for cothse replace x by \x.

Then, by (22),

If the first series can be arranged according to powers of x,

sion for B% n will be found. Consider the identity

derived by division and in which

xa/4 yfcV2 then
positive. Substitute t

which

447,

an expres-

a proper fraction

is

is

p.

if t is

^ V

=1+

Let

* The ^ is still a proper fraction

summation is legitimate because the
since

fc~"

*p

is

convergent.

'

'

'

(_

* V

6k is. The interchange of the order of

would still converge if all signs were positive,

since each
series

fi

THEORY OF FUNCTIONS

456

As 5an approaches 1 when n becomes

if

<

TT,

and the

the last term approaches

infinite,

identical expansions are

A P = (-l)p -

Hence

- 1.

-th

Sif

(10)

(11)

and

The desired expression

for B.2n

is

thus found, and it is further seen

can be broken off at any term with

that the expansion for x coth J a?

an error less than the first term omitted. This did not appear from the
formal work of 170. Further it may be noted that for large values of
n the numbers B2n are very large.
It was seen in treating the F-function that (Ex. 17, p. 385)
log

F (n)

where

= (n

o>

(n)

J) log

+ log V2 TT +

| coth |

<o

(ri),

1 ew * -f
J

f W<z* - f W--a*
J
J

AS

the substitution of (12), and the integration gives the result

n" 1

n~ 8
'''

n~ 2p * 9

OB

n~~

For large values of n this development starts to converge very rapidly,

and by taking a few terms a very good value of o> (n) can be obtained
but too many terms must not be taken. Compare
151, 154.

EXERCISES
1.

Prove cos a;

=
2sinz

2.

On

the assumption that the product for sinhx

show that

collected according to powers of x,

may

be multiplied out and

SPECIAL INFINITE DEVELOPMENTS

By

3.

aid of Ex. 21

4. Prove:

v '
(a)

/ J

(7)
'
v

show:

(8), p. 452,

1-z2

From

tan x

+1+1+I+

= --

d*

cot

..

(8)
V '

>

--z

log
fe

Jo

. .

^,

12
+z
2
1 + x dx
=w

2
ir

5.

x,

z
log
-

Jo

()

457

l-z

H-

-- TT =

w-1

From

6.

1-|-X

show

Jol +

7. If

v
(a)'

~* a +

is

x)*

+ (-

w-1

* = yi=-

4 a-k?= r* +

is

V (~

=
X

= - by

Ji

Ex.

21, p. 452.

a proper fraction, show

Jo

+ (-

x)*

and compute for a

a proper fraction so that

-?

1)

>

dx

(-

f ^ildz^^
+z

(A
v '

dz,

Jo

sin
si

air

\2w

approximately (Ex. 13)

ire/
(vi

9.

Expand

the terms of

and rearrange according

10. Find w'(n)

by

From

^-^ +
T

coth 7
^

= 1 + ]X

^f 4 /C

powers of

to

= 10 and

12. Prove log

(n

2?i2

Jo

-f*

^7

division

= n (log n

when x <

**!!

da of

using the necessary

1)

IT

Is it easy to justify this derivation of (11) ?

x.

149 show that,

and

by taking n

7T

-A_A
______*P4n

= f

(n)

r~s

under the sign and substituting. Hence get

differentiating

2n
11.

x
-

number

dx

^TirT*

=-

if

is integral,

= 0.5772166649...

of terms of Ex. 10.

log \/2 TT

"l(n)

(n),

where

= w(n) ~ w(2n)t

THEORY OF FUNCTIONS

458

13.

Shown! = V2vn(-)

results of

now

14.

18n

or

V2w (-^^l
e

24n + 12

*e

Note that the

obtained rigorously.

VA

of

149 are

e-

= > e-^-f
From=
l-e-x
1-e-*

V
^

*\

c ~(n-l)a:
e -**+

and the formulas

149, prove the expansions

__
173. Trigonometric or Fourier series.

*.

If the series

00

f(x)

+ V (aj. cos kx + bk sin Jcx)

= i #o + c^ cos x + a cos 2 # + a cos 3

& sin 3
+ sin + # sin 2
+
2

a;

a; -{-

'

'

a?

2 TT or
si #
converges over an interval of length 2 TT in x, say
x =i TT, the series will converge for all values of x and will deTT
fine a periodic function f(x + 2
TT)
f(x) of period 2 TT. As

<

<

cos Aa; sin Ixdx

f*OS

and

Jo

according as k

or

IfCf
_

sin

f*O^
.

/"T*
,

the coefficients in (14)

formally by multiplying /(a;) and the series by
1

= cos

/c

I,

cos x,

x,

=~
t

r2"
I

By

TT.

or

IT

(15)>
v

be determined

sin 2 x 9

virtue of (15) each of

and from that one

\

f(x)wskxdx,

*s$

to 2

may

cos 2 x,

sin x,

successively and integrating from

the integrals vanishes except one,

dx

sm to

#*==-

r*
I

f(x)smkxdx.

(16)

c/0

Conversely if /(#) be a function which is defined in an interval of

length 2 TT, and which is continuous except at a finite number of points
in the interval, the numbers ak and bk
may be computed according to
(16) and the series (14) may then be constructed. If this series converges to the value of /(#), there has been found an expansion of f(x)
over the interval from
to 2 TT in a trigonometric or Fourier series.*

The question
*

By

of whether the series thus found does

really converge to

special devices

some Fourier expansions were found

in

Ex.

10, p. 499.

SPECIAL INFINITE DEVELOPMENTS

459

the value of the function, and whether that series can be integrated or
differentiated term by term to find the integral or derivative of the

At

function will be left for special investigation.

it

present

will be

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

& be developed in the interval from

C* vk

= Tl-

*=-ir

kirJo

2 IT*

e*/fcsiny

<*coBydy=

Here

TT.

to 2

-|
2

L TT \

fc

-f

or

and

Hence

,*

2ir

=-+

e2 w

-r
I2

12
cosx

+1

sinx

I2

+1

~-

-f

22

cos2x

--

32

-f 1

22

.Ik

sin2x

cos3x

32

-f 1

-f 1

sin3x

This expansion is valid only in the interval from to 2 TT outside that interval the
series automatically repeats that portion of the function which lies in the interval.
or 2 w but gives the
It may be remarked that the expansion does not hold for
;

point

midway

Note further that if the series were differentiated the

terms would be 1 + 1/k2 and would not approach
when
so that the series would apparently oscillate. Integration from

in the break.

coefficient of the cosine

k became
to x

infinite,

would give
ir(eF
i

1)'-

= -1 x +

sin

+
and the term

As

may

its

1
,

+~

cos x

be replaced by

sin2x

cos 2 x

if

Fourier series

sin3x

-7j

cos 3 x

desired.

the relations (15) hold not only when the integration is from
2 TT,
when it is over any interval of 2 TT from a to a

to 2 TT but also

the function may be expanded into series in the interval from a to

and 2 TT as limits in the
2 TT by using these values instead of
a
formulas (16) for the coefficients. It may be shown that a function

may be expanded
for

in only one

If,

trigonometric series (14) valid

but the proof is somewhat intricate and

however, the expansion of the function is

an interval of length 2 TT

will not be given here.

way into a
;

desired for an interval a

<x<

number of developments

(14)

ft

less

which

than 2

TT,

there are an infinite

will answer;

for if ^(cc) be a

THEOEY OF FUNCTIONS

460

<

<

x
function which coincides with f(x) during the interval a
/?,
over which the expansion of f(x) is desired, and which has any value

<

a + 2 TT, the
whatsoever over the remainder of the interval /3 < x
a
a
io
2
TT
of
from
will
to
+
(x)
converge
expansion
f(x) over the
x
interval a
/?.
<

< <

In practice it is frequently desirable to restrict the interval over

which f(x) is expanded to a length TT, say from to TT, and to seek an
expansion in terms of sines or cosines alone. Thus suppose that in the
interval
< x < TT the function (x) be identical with /(#), and that
it be equal to
TT < x <
in the interval
/(#); that is, the func<f>

an even function,
(x)
to TT. Then
in the interval from
tion

(x) is

<

/fir

<

$ (x)

(x) cos

<

+ 1T
(#) sin

=1

Jkccfte

is

equal to f(x)

pit

=2

kxdx

/(x^voskxdx,

Jo

/^7T
</>

which

Jo

re

x),

pit

=2

kxdx

cos

<

^7T

(x) sin

<

fcrrfa?

J(\

<

(x) sin feedfo

= 0.

t/O

TT to
for the expansion of <(#) from
TT the coefficients b t all
vanish and the expansion is in terms of cosines alone. As f(x) coin-

Hence

cides with

<

(#)

from

to

the expansion
O >tW

TT,

00

f(x)

cos
=^k
r

ak

Ao;,

/(^) cos tefce

I
*""

(17)

Jo

off(x) in terms of cosines alone, and valid over the interval from
In like manner the expansion
TT, has been found.
o

sn
in term of sines alone
to TT

and equal

to

may

(18)

be found by taking
x) from

-/(

pn

sin tocfa?
^ Jo /()

to

to

<

f(x) from

(x) equal to

TT.

Let Jx be developed into a series of sines and into a series of cosines valid over
the interval from
to IT. For the series of sines

*!- -._,.-_

(-

1)*
'

Also

= -2
IT

/-"I
i

Jo

-xdx

= -TT

a^

= -2 r-1-x cos fcxcfcc =

I

TT

Jo

fO,fceven
2

2
I

^-.^^

Hence

TT

c\

~x =

2 f
\

cosx

+
*

cosSx
no

cos6x
'

sinfcx

KO

cos7x
'

170

w*
1

'I

!-

fc

_ .

odd.

/T1V

(B)
V /

SPECIAL INFINITE DEVELOPMENTS

461

Although the two expansions define the same function j x over the interval to
TT, as in the figure.
they will define different functions in the interval to
The development for Jx2 may be had by integrating either series (A) or (B).

=1

cosx

TT

cosSx

38

68

cos4x)

cos3x)

cos2x)-f J(l

sin3x

TT,

These are not yet Fourier series because of the terms J TTX and the various 1's. For
may be colJ + \
J irx its sine series may be substituted and the terms 1
lected by Ex. 3, p. 467. Hence

-x2 =

cos x

4
or -x-*

=-

12

- cos 2 x
4

cos 4 x

cos 3 x H

16

I-T
of sines will give a series in which the individual
the differentiation of the series (B) of cosines gives

The differentiation of the series (A)

terms do not approach
J TT

= sin x +

J sin 3 x

J sin 5 x

-f }

sin 7

-f

this is the series for Tr/4 may be verified by direct calculation. The
ence of the two series (A) and (B) is a Fourier series

and that

cos

3x

differ-

_T Mn X ~~ s n 2as 4.
*

~~

'-

(C)

~~2

which defines a function that vanishes when

> > x

<

<

TT

but

is

equal to

x when

TT.

174. For discussing the convergence of the trigonometric series as formally

1 terms may be written as
calculated, the sum of the first 2 n

i
7T

/2irr~1

Jf

i|r

~f
IT

t/0

L2

cos(

(>

_.

- x) +

cos2

(t

- x) +

cosn(

- x)

"I

f(t)dt

+ !)'_

2 sin

^dM,

THEORY OF FUNCTIONS

462
where the

first

step

was

to

combine a k cos kx and

6* sin

kx after replacing x in the

to avoid confusion, then summing by the formula of

The sum Sn is
$(t
x).
Ex.9, p. 30, and finally changing the variable to u
therefore represented as a definite integral whose limit must be evaluated as n
definite integrals (16)

by

becomes infinite.
Let the restriction be imposed upon f(x) that it shall be of limited variation in
the interval
< x < 2 TT. As the function f(x) is of limited variation, it may be
difference P(x)
as
the
N(x) of two positive limited functions which
regarded
are constantly increasing and which will be continuous wherever /(x) is continuous ( 127). If f(x) is discontinuous at x = x it is still true that /(x) approaches
for
a limit, which will be denoted by /(x
0) when x approaches x from below
each of the functions P(x) and N(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^, 6* will
all exist and there will be no difficulty from that source. It will now be shown that
,

OT

\imSn (x

n=oo

= lim I f"; V(* +

n = oo7T/

2w)

(2

"+

l)U du

Sinu

+ 0)-/(z - 0)].

[f(x
\
A

This will show that the

series converges to the function wherever the function is continuous and to the mid-point of the break wherever the function is discontinuous.

Let

then

smu
Sn (*

smu

= f F(u)
^du
U

= i r-?F(u) 8
-4
IT J

^du,- irz<0<&<,r.

TT t/a

As /(x) is of limited variation provided

7r<a==u=i&<7r, so must /(x -f 2 u)
be of limited variation and also F(u) = u//sin u Then F(u) may be regarded as
.

the difference of two constantly increasing positive functions, or, if preferable, of

two constantly decreasing positive functions and it will be sufficient to investigate
;

l
F(u)u- smku under the hypothesis that F(u)
Let n be the number of times 2 ir/k is contained in 6.

the integral of
creasing.

is

constantly de-

du

T~

= /C

As F(u)

+//2ir

/O

++/r
,

M smw du+lJC
W
^
j

/2(n-l)ir

F(-)

Znir

vSinfcu,

T*/

F(u)

du.

a decreasing function, so is u~ l 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
2nw/k to 6 approaches zero as k becomes infinite. Hence for large values of k,
is

/&
|

Jo

.sinfcu,

F(u)

du

>

/ 2 **
I

Jo

/u\ sin u

FI-]
\k/

du,

fixed

,.

and

less

x,

than n.

SPECIAL INFINITE DEVELOPMENTS

r b r,,

Again,

t/O

rv
r Blr
r6"
+ / + I
Jir
Jo
JZ-ir

vSinfctt,

^(u)

463

dw=

sinfcu

(2n-3)ir

~ 1iw*
> Tr

re

tt

Here all the terms except the first and last are negative because the negative elements of the integrals are larger than the positive elements. Hence for k large,

C b JF
^f

sinfcu

(u)

Jo

/< 2P- 1 >*

<

du

/lAsinw
,
eZu,
)
u

Fi

Jo

and

fixed

/" (2/)

^v

~ 1)7r sintt

Although p

there

is fixed,

r b ^,

,.

du<lim

^=00 Jo

is

no limit to the

Hence the inequality may be transformed

i
jfc

^
> F(+ 0)

number

size of the

into

Q from

r^^^

du

n.

du.

Jo
which

at

it is fixed.

an equality

im r()!l
= coJo
U
/*^,/

..

._

Likewise

vSinArw

^^(u)

than

Then u/k

In the inequalities thus established let k become infinite.

above and F(u/k) == F(+ 0). It therefore follows that

F(+0)l
Jo

less

Iim
Jt=oo

Hence

F(M)
V ^

Jo

sinA:u_

ri/
= F(-

du

_v

0)

/*Rinw, = TT- _..

dw
F(V
W
2

Jo

0).
7

= ?[F(+ 0) + F(- 0)]

fV(w)^^du
2
W

Iim

fc=oo /o

Iim

or

/"V

*/(*o

2u)

8in(2m

+ 1)M d =
tt

[/(x

0)

+/(x

- 0)].

Hence for every point XQ in the interval < x < 2 TT the series converges to the
function where continuous, and to the mid-point of the break where discontinuous.
As the function /(x) has the period 2 TT, it is natural to suppose that the conand x = 2 TT will not differ materially from that at any other
vergence at x =
value, namely, that it will be to the value J [/(+ 0) -f-/(2w
0)]. This may be
shown by a transformation. If k is an odd integer, 2 n -f 1,
sin (2

rJ

1Im
w J&

n=

idn
'(

Hence

tt

<

for x

1)

= sin (2 n + 1) (rr

1> u
< ft.

or x

ii

/Sn

= Iim C"+
n=/0

1)

ux

r=~[F
(+ 0) + F(w- 0)].
2

/&

/(2 M)

'
,

L_ d M and the limit

?rJo
sinw
0)] as predicted above.

be ^ [/(+ 0) +f(2ir
The convergence may be examined more
v

sin (2

=- f

will therefore

"2^/
2

Jo

sin(2n + 1)U d
U

= 2 w the sum

u)

r-V

= m
n=oo

fV(M)

n=oo/0

Now

an +

Iim

closely.

sinfcu

Sintl

= ~1

In fact

r &(a?) w/
/

7rJa(x)

vSinA^,
du.
M

F(x,u)

THEOEY OF FUNCTIONS

464

0<a^x^j8<27rso

that the least possible upper limit b (x) is TT

ft
Let n be the number of times
possible lower limit a (x) is
\ a.
2 ir/k is contained in TT
^ ft. Then for all values of x in a: ~i x ~i /8,

Suppose

and the greatest

w \ s i nw

p~i)7r

iqx, -)

X(2

du

k/

r
+ t< /

du

/o

u\ sinu _
du
-) u
kf

pir
/
< /r* .Ffx,

Jo

p<n,

r;,

e and 77 are the integrals over partial periods neglected above and are unisince F(x, u) is everywhere finite. This
formly small for all x's of a = x =f
shows that the number p may be chosen uniformly for all x's in the interval and
yet ultimately may be allowed to become infinite. If it be now assumed that /(x) is
continuous for a == x =i /3, then F (#, it) will be continuous and hence uniformly
and
continuous in (x, u) for the region defined by a =s x
JX^U^TT^X.
Hence F(x, w/&) will converge uniformly to F(x, + 0) as k becomes infinite. Hence

where

F(x,

+0

r^^ + e^
U

/0

b(r)

/0

S
F (x ,u) ^du<F(x,+0)

+
f^du
U

r,'

'O

16

x
where, if 8 > is given, IT may be taken so large that |e < 8 and ?/'| < 5 for k>K\
with a similar relation for the integration from a (x) to 0. Hence in any interval
over which /(x) is continuous Sn (x) converges uniformly
|

0<a^x=<27r
toward

its limit

Over such an interval the

/(x).

series

be integrated term by

may

number

of discontinuities, the series may still be inte=i x = 2 TT because Sn (x) remains

grated term by term throughout the interval
finite
such
and
limited
and
discontinuities
always
may be disregarded in integration.

term. If /(x) has a finite

EXERCISES
1. Obtain the expansions over the indicated intervals.
Also discuss the differentiated series. Make graphs.
t
t

a \'
v

7T<5*

2sinh7r

11 Cos x +
= ---

22

- cos 2 x
5

-- cos 3 x
1

Integrate the series.

--1 cos 4 x
.

17

10

7T

-f

- sin x

-- sin 2 x H-- sin 3 x -- sin 4 x H----

2
(ft)

J TT, as sine series,

.

sirix

_^fl
-~ ~

to

cos2x

cos4x
gTg

(c) cosx, as sine series,

(?;)

X Sin X,

(<c)

sin#x,

(o)

7T

TT

tO
to

log (2sin-j
\
2/

7T,

(y)

TT,

~J7

[~

10

to
(^)

TT,

X COSX,

TT,

B fractional,

cosx

17

J TT, as cosine series,

cosOx

"1

-^

7T

tO

to

TT,

T>

3
(f) e ", as cosine series,

(X)

7T,

(t)

cos0x,

234

TT

7T

to

TT,

X,

to

TT,

7T

to

7T,

^ fractional,

+ -cos2x + -cos3x + ~cos4x +

to

?r,

tO

7T,

SPECIAL INFINITE DEVELOPMENTS

()

it

to |

(p) sin

TT,

Jx,

IT

to f

TT,

cos$ x,

(<r)

465
f

TT

to

TT,

(T) from (a) find expansions for log cos \ x, log vers x, log tan Jx, Note that in
these cases, as in (o), the function does not remain finite, but its integral does.

What

2.

for an

TT to TT
development from
an even function for which

peculiarities occur in the trigonometric

f(ir
x) ? for

odd function for which f(x)

/(X)=/(TT-X)?

Show

3.

that /(x)

^^fc

8"1

&*

f /(x)

s* n

&&

1S

tne trigo-

nometric sine series for /(x) over the interval < 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.

Graph the sum

4. Obtain Nos. 808-812 of Peirce's Tables.

a v cos x
5. Let e (x) =f(x)
\ aQ
be the error made by taking for /(x) the

first

F(a
error

ax

w, &j,

of the square of e(x)

6 X sin x
an cos nx
bn sin nx
+ 1 terms of a trigonometric series.
/*

precisely those given

6.

By

is

27T

(16)

that

is,

[e(x)]

show that

2 dx

and

a function

is

7T

Show

&w ) of the coefficients.

by

~i~

be as small as possible, the constants a

is to

and 810.

2n
1

The mean value

of Nos. 809

ax

that
,

if

this

an 6 t
,

mean square
,

bn

must be

(16) is equivalent to

using the variable X in place of x in (16) deduce the equations

'

^T ^

./A

27T

~~

'27T^J<>

27T"

and hence infer

/(x)

a =

= >.
flfce* ***,
*
<

fc

ll|

oo

7.

Without attempting rigorous analysis show formally that

= Hm

Atf^O
4-

0(0 Aa)Aa

0(1

Aa)Aa +

<(n Aa) Aa

00

is

lim

V0(fc-Aa)Aa=

lim

the expansion of /(x) by Fourier series from

/() = J27T

c to c.

J- V
r /(X)6*U-^Wa= Hm
=

/-oo /-QO

7r

Tao

Hence inter

that,

tt

r/(X)e*S
-'dxf*
c

THEOEY OF FUNCTIONS

466
is

an expression for/(x) as a double integral, which may be expected to hold for

values of x. Reduce this to the form of a Fourier Integral (Ex. 15, p. 377)

all

=- C

f(x)

f(\) cos a (\

f
/_oo

/o

jf

- x) d\da.

1 and + 1 as a
expanding f(x) between
in
the form
Ex.
16, p.440 )
Legendre polynomials (Exs. 13-20, p. 262,

Assume the

8.

f(x)

possibility of

=aP

a^x) + a P

(x)

2 (x)

By the aid of Ex. 19, p. 263, determine the coefficients as ak =

For

this expansion,

form

e (x)

coefficients Oi so as to give

series of

C f(x) P*(x) dx.

2
as in Ex. 6 and show that the determination of the

J1

a least mean square error agrees with the determi-

nation here found.

Note that the expansion of Ex. 8 represents a function f(x) between the
1 as a polynomial of the nth degree in x, plus a remainder. It may be
shown that precisely this polynomial of degree n gives a smaller mean square error
over the interval than any other polynomial of degree n. For suppose
9.

limits

gn (x)

= c + c xx +

+ cnx = 6 +

bn

Pn

be any polynomial of degree n and its equivalent expansion in terms of Legendre

polynomials. Now if the c's are so determined that the mean value of [/(x)
gn (x}]*
a minimum, so are the 6's, which are linear homogeneous functions of the c's.
Hence the &'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
1 to + 1 is considered.
best expansion when the whole interval from
is

10.

Compute

(cf.

Ps = - f x +

Ex.

17, p. 262) the

polynomials

P4 = f - Y x2 +

x,

Compute /f x* sin irxdx

1

= 0, 7T

---

),

W2 /

0,

**

P = x, P2 = J + f x2
ps = V* - V-*8 + --a6
l

when i

= 4, 8,

2, 1, 0.

Hence show

7T

that the polynomial of the fourth degree which best represents sin irx from
to

+1

reduces to degree three, and

sinTrx

2 /

/\2

Ti-V

Show that the mean square error is 0.004 and compare with

11.

if

the term in x4

Expand sin^ irx

2

12.

Expand from

(5)

Vl-x

is

retained or

= ^Pl 7T

7T

(!?

the term in x 8

that due to Maclaurin's

is

retained.

- 1) P8 = 1.663x - 0.662x.
/

\7T

1 to -f 1, as far as indicated, these functions

(/3)

&

to

P6

(7) log(l 4- x)

to

toP4

(*)

cos-ix

toP4

(f)

tan-ix

to

VI

What

if

P4

to

(a) cosine

is

= -x - 1 (^2 = l] (-x - -x) = 2.69x - 2.89x.

TT

expansion

simplifications occur

if

/(x)

is

VI +

x2

odd or

if it is

even

x2

P4
P6

toP8

SPECIAL INFINITE DEVELOPMENTS

175.

The Theta

467

functions. It has been seen that a function with the

be expanded into a trigonometric series that if the

and if, furthermore,
odd, the series contains only sines
the function is symmetric with respect to x
% TT, the odd multiples
period 2
function

TT

may

is

In this case

of the angle will alone occur.

= 2 [a

f(x)

As 2

sin

nx

sin

x
i

aj

sin 3

x -\-----f-

*1
e"*
),
11

(**

the series

let

an sin (2 n

1)

+ 1) x H----

].

be written

may

/(*)=2JP(-l)Xsin(27^^
oo

This exponential form is very convenient for

be added to x. The general term of the series

many
is

purposes.

Let

ip

then

~
an , the new
the coefficients of the series satisfy an-1 2np
is
identical
with
in
the
term
term
the
general
succeeding
given series

Hence

if

e p e~

multiplied by

f(x

The recurrent
in terms of

2xi

Hence

ip-)

= -e'e-***f(x)

relation

between the

For let q = e~ p

-!

If ^

an

^ = a e^.
n

coefficients will

is

= y*, the

thus compatible with the original

series thus

becomes

The function thus defined formally has important

In the
series.

first

Apply

determine them

Then

The new relation 011 the coefficients

relation &_

if

properties.

place
important to discuss the convergence of the
the test ratio to the exponential form.
it is

if q is numerically less
For any x this ratio will approach the limit
than 1. Hence the series converges for all values of x provided \q\ < 1.

Moreover

if

\x\

<

which approaches

J6r,

the absolute value of the ratio

as

n becomes

infinite.

is less

The terms

therefore ultimately become less than those of

than l^l 2 *^,

of the series

any assigned geometric

THEORY OF FUNCTIONS

468
series.

This establishes the uniform convergence and consequently the

continuity of f(x) for all real or complex values of x. As the series for
/'(#) may be treated similarly, the function has a continuous derivative

and

is

By

everywhere analytic.
a change of variable and notation

let

....

The function

H(u

H(iC), called eta of

+ 2K) = -H(u'),

?/,

(20)

has therefore the properties

_tr

H(u

+ 2iK')=-q-

*"#(>

(21)

_iir
~

+ 2 mK + 2 inK') = ( l) m + Y~* K *H(n), m, n integers.

The quantities 2 K and 2 iK' are called the periods of the function. They
H(u

for when
are not true periods in the sense that 2 TT is a period of f(x)
2
is added to u, the function does not return to its original value, but
is changed in sign ; and when 2 iK is added to u, the function takes
;

the multiplier written above.

Three new functions will be formed by adding to u the quantity
or IK or
iK\ that is, the half periods, and making slight changes

K+

suggested by the results.

in the series (20),

First let

(u)

= H(u + K). By substitution

....

By

using the properties of

H^u + 2K)=are found.

Second

//,

/^OOi

let

corresponding properties of

Hi(* + 2

iK be added
1

to

*'*')

(22)

Hv

= + f-^XOOi
Then

in H(u).

the general term in the exponential development of

i.
Hence
apart from the coefficient
is

~~
H(u
_

rt

n2 2 n

iri
=.

H(u

(23)

SPECIAL INFINITE DEVELOPMENTS

= - i e^uHu + iK
l

Let

?/,

The development of

=1

(u)

(w

+ 2 A) =

-^^ + 2q* cos -^^

A + iK

= 1 + 2 y cos -^~ + 2 y

to

?^

A
4

ff cos

-7^

+ 2 iK') = - y- V,~

(w

(w),

Finally instead of adding

^(ti)

and further properties are evidently

(w)

2 q cos

4t>9

in lf(w.),

t\

(24)

"

(25)

(w).

A in

add

(u).

tl MB,

_..

+2
-^
L

cos

Zi J\.

<f cos

Zi t\.

(26)

l
<r e-* Qfii).

(27)

For a tabulation of properties of the four functions see Ex. 1 below.

176. As H (u) vanishes for u =
and is reproduced except for a
finite multiplier when 2 mK + 2 7u*A^' is added to u, the table

=
H^u) =
=
(u)
=
^t/)
H(u)

=2
+ 2 mAM
= (2 w + 1) K + 2 m/C',
w = 2 /M/Y + (2 n + 1) //T
u = (2
+ 1) A' + (2 n + 1)
M

for
for

?>?,A'

?e

for

for

7/1

i/ST',

points of the four functions. Now it is

possible to form infinite products which vanish for these values. From
such products it may be seen that the functions have no other vanish-

contains the

known vanishing

ing points. Moreover the products themselves are useful.

w. Now
It will be most convenient to use the function

Hence

+ ^~ (2w+1)

and

e~*

+ q-*+

0,

two expressions of which the second vanishes for all the roots of
for which n i= 0, and the first for all roots with n < 0. Hence
j(w)

are

00

TT
is

an

2n+1
<7

tV \ /

7TTM\

e*/U + J" +I ^T;

product which vanishes for all the roots of j(?/). The

readily seen to converge absolutely and uniformly. In par-

infinite

product

is

and consequently has no other roots

above
given. It remains to show that the product
1 (w)
identical with ^u) with a proper determination of C.

ticular

it

does not diverge to

than those of
is

= C TT u+

THEORY OF FUNCTIONS

4TO
Let

be written in exponential form as follows, with z

1 (u)

= C-TT

A direct substitution will show that <t>(q*z) = g- 1 *- 1 *^)

and f(q*z)

= g- 1*- ty(z).

In fact this substitution is equivalent to replacing u by u + 2 iET' in 61. Next consider the first 2 n terms of ^(z) written above, and let this finite product be f n (z).

Then by

substitution
(g

Now ^n (2)

is

2n

reciprocal in z in such a
2
02 *

way

that, if multiplied out,

+^ +

a.
n

Then

+ qz) Jj m(flW + -%-*) =

(g-

and the expansion and equation

(1

+iz)

From o =

Now

if

g*

*,

n be allowed

Hence

e^u)

= ^^

to

The

TT

(l

<

^n=i
(i

<f

become

= TT(1 - g2n

provided the limit of ^(z)

terms.

-<),

of coefficients of z i gives the relation

n-l
TT

JJ o,(z +

each coefficient at approaches the limit

-

infinite,

may

TT

U+g

!![

M \/

**^* JU +

g 2n+1 e

n*Iu\
*

be found by taking the series of the limits of the

would be similar to that of 171.

justification of this process

The products

Hv H may be obtained from that for by subfor

K + iK' from u and making the needful slight altera,

tracting K, iK',
tions to conform with the definitions.
into

The products may be converted

trigonometric form by multiplying. Then
JST()

- C72 j

ring ft (l- 3 S--OOB |= +

")

(28)

SPECIAL INFINITE DEVELOPMENTS

471

(29)

()

= C TT
oo

- 2 ?*+' cos

0^) = C TT f 1 + 2 2""

+ ?*+

cos

.^

4n+

|^ + 2

(30)
\

M,

(31)

(32)

= C 2 q* TT (1 + j

")

(0)

C TT (1

JT(0)

The value
Then

C 2 q*~

of #'(0)

is

TT (1

- ?2w)

follows by direct substitution

177. Other functions

1 II U
= r77^x'
(

^(0)

= C TT (1 + j

"* 1

found by dividing H(u) by u and letting

^' (0)

Snw

may

cnu==

2^ H

(0)

t*

==

0.

(33)

i (0)

and cancellation or combination.

be built from the theta functions.

II*,

Let

X^IV"^
dnw==VA; ^bf-

^*JlM/f

^T^7f'

/0^\

( 35 >

functions sn u, en ii, dn u are called elliptic functions* of u. As //

the only odd theta function, sii u is odd but en u and dn u are even.

The
is

All three functions have two actual periods in the same sense that sin x
and cos x have the period 2 TT. Thus dn u has the periods 2 jfiT and 4 ilT
and 2 iK' by (25), (21).
by (25), (27); and sn?* has the periods 4

That en u has 4 JT and 2 K + 2 iK' 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

(u).

If q

is

known, the values of Vfe and Vfe* may be found from their

definitions.

Conversely the expression for

The study

of the elliptic functions is continued in Chapter

XIX.

THEORY OF FUNCTIONS

472

readily solved for q by reversion. If powers of q higher than the

first are neglected, the approximate value of q is found by solution, as
is

11Hence

g
*

For values of k near 1 this series converges with

*
if k
in
fact
^ k' > 0.7, VA' > 0.82, the second term
great rapidity;
of the expansion amounts to less than 1/10 and may be disregarded
in work involving four or five figures. The first two terms here given
is

the series for

q.

are sufficient for eleven figures.

Let ft denote any one of the four theta series H,
z

Hv

r Then

= e~* u

(38)

be taken as the form of development of #2 this is merely the

Fourier series for a function with period 2 K. But all the theta func-

may

multiplier, except for sign, when 2 iK' is added to u\

hence the squares of the functions take the same multiplier, and in par2
2
ticular <l>(q*z)
q~ z~ <l>(z). Apply this relation.

tions take the

same

It then is seen that

a recurrent relation between the coefficients

which will determine all the even

odd in terms of r Hence

coefficients in

is

terms of bQ and

found
all

the

ft

$\u)
is

= Ifi (z) + l^f (z),

the expansion of any

ft*

or of

as (38) and satisfies <fr(q*z)

tical for all such functions,
the constants # , ft r

= g-

6 V constants,

(38')

any function which may be developed

and ^ are idenz~*<l>(z). Moreover

<

and the only difference

is

in the values of

As any

three theta functions satisfy (38 ') with different values of the
constants, the functions $ and ^ may be eliminated and
aft*

where

(u)

+ fit* (u) + yft* (u) =

0,

y are constants. In words, the squares of any three theta

functions satisfy a linear homogeneous equation with constant coefficients. The constants may be determined by assigning particular values
to the argument u. For example, take H,
Then*
v
a,

/?,

*For brevity the parenthesis about the arguments

omitted.

of a function will frequently be

SPECIAL INFINITE DEVELOPMENTS

(u)

H*(u)

By

treating

//,

The function

ft

in a similar

lf

sii

(u)

+ dn

?*

ft

(u

a),

.
>

manner may be proved

1 and A2 + &'2 == 1.

where a

there

is

(40)

a constant, satisfies the relaiira/K. Keasoning like that used

is

= q~ z- C<l>(z) if log C =
& then shows that between

tion <(</ 22)

for treating

473

any three such expressions

a linear relation. Hence

- a)
= 0,
= JT,

- a) = y(u)(u - a),
= y (0) (a),
ftUt (0) 77, (a)
^(0)77, (a) = ^(0)0, (a),
77 (?/,)77 (w - a) _ 00
""
7720
(M
(w)
a)
)
(w) (i
^0 a
= en a.
dri a sn u sn
+ en u en
a)

aH(u)H(u
t*

flH^ujH^u

-|-

</

or

(?

In

this relation replace

a by

(*e

^/)

w.

Then

+ ^) + sn u dn sn + = en v,
en v en (u + v) + sn v dn ^ sn (u + v) = en w,
en w
en
v = sn v
^
sn
sn (u + v) =
aiiv en u dn ^
sn u en v dn
en u en (u

or

and

'

i;

(41)

there results

(?

??)

(42)
x
7

>

t;

by symmetry and by solution. The fraction may be reduced by multiplying numerator and denominator by the denominator with the middle
sign changed, and by noting that

= (sn v
sn u en v dn v + sn
.( + ) =
_

sn2 v en2 u dn2 u

.,

sn2 u en2 v
.

Then
,

and

sn (u
x

and

sn(^
v

The

last result

sn (u

+ A^)

v)x

may

t;

en udnu

k 2 sn2 ?* sn 2 v

v)'

, J

'

ov

43>

sn v en u dn w

sn u en- v dn v

sn(w
v

A2 sn2 u sn2 ?;).

sn2 u) (1

-- -

t;)
x

dn2 v

=q

7^2

7c

>

sn2 u sn 251;

v
(44)7

be used to differentiate sn u. For

sn u

__

Aw

sn J

AM

^A?^

Vd sn w = g en u dn
y

en (w
1

M,

+ ^ A^) dn (^ + j A?/)
+ i AM)
snw
g = hm -^

& 2 sn2 J Awsn2 (w

'

(45)'

THEORY OF FUNCTIONS

4T4
Here g

the multiplier.

is called

SUM and by

definition of

By

(33)

^(0) 0(0)

The periods 2K,2iK' have been independent up to this point. It will,

however, be a convenience to have g = 1 and thus simplify the formula
for differentiating sn u. Hence let

Now

of the five quantities K, K', k, k , q only one is independent.

If q is known, then k' and
may be computed by (36), (46) k is de2
==
and
A
A*
termined by
1,
by irK'/K
log q of (19). If, on the
1

other hand, A'

quantities

is

may

given, q

=-

be computed by (37) and then the other

be determined as before.

may

EXERCISES

H (-n)=- H
TT
xx 1

/
I "

0(
If (u

.\

H(u + 2K)=-H(u),

(u),

TJ"

/..\

fj~ /*,

o Jfv
lyv ^^
+ ^
1
t

c*l

u)

= +0(u),

0(u

+ 2^L)=-f

= + HI (u),

If (u

-K)

"T*

-fJ--t

+ K) = +
=+
B! (u +
Show

series for

\U)m

if
,

0,

1 1

e(u
G! (u

(u),

that

H, JTX

./i

e^u),

:)

= q-*e~^r"

/*

^^

e(u

2.

= g^e"" 5 *",

With the notations X

1.

Tjr

X1 1

H(u
TJ"

/.

-H--\

\Vi

/~.\
1

1* 1.

0(u-

0(w),

i\0 (w),

Jff (u

+ TO = txH(w),
e(u + K + IK') = +
=
+ ilT) + X^ (u), Q l (u + IT + OF) = -f

and q

is real

8lf

iff

~~*

establish:

=ss

J,

the

x^ (u),
iVBT (u).

two trigonometric terms in the

first

Show

give four-place accuracy.

that with q

s 0.1

these

terms give about six-place accuracy.

3.

Use

-- -

= q sin a +
.

4.

7TU

a:

+ a8 sin 3 a +
2lTM

Prove the double periodicity of en u and show that

p.

dnw

-- ^

+ jq = --,
dnu

dn(u

iJT

~ (u
sn
w
.

A:snu
7

dnu
dn(u

a2 sin 2

ft

SlTU

dn M
_

snu

fccnu

fccnu

fcsnu

= -i

to prove

+K+
,

dn(u

+K+

cnu

SPECIAL INFINITE DEVELOPMENTS

5.

Tabulate the values of sn w, en

u,

dn u

at 0,

JK",

iK',

475

K + iK'.

6. Compute Tcf and k2 i or g = J and g = 0.1. Hence show that two trigonometric
terms in the theta series give four-place accuracy if k' 3= J.
7.

sn u sn D dn

en w en v

Prove

fc

8.

Prove

du
9.

cnu=

Prove sn- 1 !*

gr

= 1,

11. If ^

= 1,

10. If

dnu =

snudnu,
i

compute
compute

A;

K, K',

x
fc ,

g, JET,

du

zrr==rirz===i from
k, k',

i?

&2 sn w sn v en u en v

dn u dn v

and

u dn

sn2 u sn2 v

for q

JP, for

fc

= 0.1
2

= ^,

snucnu,

(46)

with g

and g

= 0.01.

= 1.

= 1.

|, J.

12. In Exs. 10, 11 write the trigonometric expressions which give sn u, en u, dn u

with four-place accuracy.

13. Find sn 2 M, en 2 u,

14. Prove

dn 2 u, and hence sn

k fsn u dn

= log (dn u +

k en u)

w,

en \ w, dn

| u,

and show

also

= 2 (a)# 2 (u) - JET 2 (a)02 (w),

6 (0)8(u + a)8(u - a) = e2 (u)6 2 (a) - H*(u)H*(a).

62 (0)lT(u +
a

a)

H(u -

a)

CHAPTER

XVIII

FUNCTIONS OF A COMPLEX VARIABLE

178. General theorems. The complex function u (x, y) + iv (x, t/),
where u (x, y) and v (x, y) are single valued real functions continuous
and differentiate partially with respect to x and y, has been defined
as a function of the complex variable z = x + iy when and only when
v'x are satisfied (73).
In this case
the relations u'x = v'y and u'y =
the function has a derivative with respect to z which is independent
of the way in which A# approaches the limit zero. Let w = f(z) be a

function of a complex variable. Owing to the existence of the derivais an arbitrarily

tive the function is necessarily continuous, that is, if

small positive number, a number 8

I/O)- /(*o)l<

may

be found so small that

when

I*

-*!<.

(i)

and moreover this relation holds uniformly for all points # of the
region over which the function is defined, provided the region includes
bounding curve (see Ex. 3, p. 92).
assumed that the derivatives ?/4, ?/,,, v'x v'v are continuous
and that therefore the derivative
(z) is continuous.* The function
is then said to be an analytic function ( 126). All the functions of a
complex variable here to be dealt with are analytic in general, although
they may be allowed to fail of being analytic at certain specified points
its

It is further

The
The equations

called singular points.

be omitted.

w = f(z)

or

adjective "analytic"

==

u(x, y),

may

therefore usually

= v(x,

y)

define a transformation of the jry-plane into the wv-plane, or, briefer, of

the z-plane into the w-plane; to each point of the former corresponds
one and only one point of the latter ( 63). If the Jacobian

(2)

* It
may be proved that, in the case of functions of a complex variable, the
continuity of the derivative follows from its existence, but the proof will not be
given here.

476

COMPLEX VARIABLE

477

of the transformation does not vanish at a point # , the equations may

be solved in the neighborhood of that point, and hence to each point
of the second plane corresponds only one of the

x
Therefore

ofz = Z

Q,

v),

= y(u,

v)

or

= 4>(w).

seen that if w
f(z) is analytic in the neighborhood
derivative
does not vanish, the function may be
the
if
f'(z^)
where
is
the
inverse function of /, and is like<f>
<(w),

it is

and

solved as z

= x(u,

first:

wise analytic in the neighborhood of the point w

WQ It may readily
be shown that, as in the case of real functions, the derivatives /'(#) and
it may be seen that the
transforma<l>(w) are reciprocals. Moreover,
tion is conformal, that is, that the angle between any two curves is

unchanged by the transformation

63).

For consider the increments

*
As A# and Aw

are the chords of the curves before

and

o.

after transforma-

tion, the geometrical interpretation of the equation, apart from the infinis that the chords A# are magnified in the ratio |/'( )| to 1
itesimal
e chords Aw ( 72).
and turned through the angle of /'(^ ) to obtain
,

In the limit it follows that the tangents to the w-curves are inclined at
an angle equal to the angle of the corresponding ^-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 conformal both become illusory at points
are
for which the derivative /'(#) vanishes. Points where /'() =
called critical points of the function ( 183).
It has further been seen that the integral of a function which is anar
lytic over any simply connected region is independent of the path and
is

124) if the region be not simply conanalytic, the integral about any closed path
be shrunk to nothing is zero and the integrals about any

zero around

any closed path

nected but the function

is

which may
two closed paths which may be shrunk into each other are equal
Furthermore Cauchy's result that the value

of a function, which

is

analytic

125).

upon and within a closed path, may be

found by integration around the path has been derived

126).

By

transformation the Taylor development of the function has been found

whether in the finite form with a remainder ( 126) or as an infinite
series ( Ifi7). It has also been seen that any infinite power series

THEORY OF FUNCTIONS

478
which converges
within

is

differentiate and hence defines an analytic function

of convergence ( 166).
been shown that the sum, difference, product, and quotient
of any two functions will be analytic for all points at which both funcits circle

It has also

tions are analytic, except at the points at

which the denominator, in the

case of a quotient, may vanish (Ex. 9, p. 163). The result is evidently

extensible to the case of any rational function of any number of analytic
functions.

From

the possibility of development in series follows that if two

functions are analytic in the neighborhood of a point and have identical

upon any curve drawn through that point, or even upon any set
of points which approach that point as a limit, then the functions are
identically equal within their common circle of convergence and over all
regions which can be reached by ( 169) continuing the functions analytivalues

The reason

is that a set of points converging to a limiting point

needed to prove that two power series are identical provided 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

cally.
is all

that

is

defined for a dense set of real values, any one extension of the definition, which yields a function that is analytic for those values and for
is

vicinity, must be equivalent to any other such

also useful in discussing the principle of permanence of

complex values in their

extension. It

is

for if the two sides of an equation are identical for a set of

which
values
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 anar

form;

lytic continuation.

For example, the equation sin x = cos ( J TT x) is known to hold for the values
x =i } TT. Moreover the functions sin z and cos z are analytic for all values of z
whether the definition be given as in 74 or whether the functions be considered
as defined by their power series. Hence the equation must hold for all real or
complex values of x. In like manner from the equation && = eF+v which holds
& + w holding for all real and imfor real rational exponents, the equation &ew
if
be
For
be
deduced.
y
given any rational value, the
aginary exponents may
functions of x on each side of the sign are analytic for all values of x real or complex, as may be seen most easily by considering the exponential as defined by its
power series. Hence the equation holds when x has any complex value. Next
consider x as fixed at any desired complex value and let the two sides be considered as functions of y regarded as complex. It follows that the equation must
hold for any value of y. The equation is therefore true for any value of z and w.
:s

179. Suppose that a function is analytic in all points of a region except at some one point within the region, and let it be assumed that

COMPLEX VARIABLE

4T9

the function ceases to be analytic at that point because it ceases to be

continuous. The discontinuity may be either finite or infinite. In case

<

G in the neighborhood of the

the discontinuity is finite let f(z)
2
a
of
Cut
the
point
discontinuity.
point out
with a small circle and apply Cauchy's Integral to
|

a ring surrounding the point. The integral is applicable because at all points on and within the ring
the function

is

analytic.

If the

small circle be

replaced by a smaller circle into which it may be

shrunk, the value of the integral will not be changed.

Now

made

the integral about yi which is constant can be

as desired by taking the circle small enough ; for
~~
I*

z
\

>

a
\

the integral

~~ z "~ r
*>

w^ ere

is less

than 2

and

the radius of the circle yf and hence

rj. As the integral is conG/[_\z
a|

ri

rrri

f(f)

as small

<G

*s

and may be omitted. The remaining integral about C, however, defines a function which is analytic at z = a.
Hence if f(a) be chosen as defined by this integral instead of the
stant, it

must therefore be

original definition, the discontinuity disappears. Finite discontinuities

may therefore be considered as due to bad judgment in defining a
function at some point; and may therefore be disregarded.

In the case of infinite discontinuities, the function may either become

infinite for all methods of approach to the point of discontinuity, or it
may become infinite for some methods of approach and remain finite for
other methods. In the first case the function is said to have a pole at
the point z = a of discontinuity; in the second case it is said to have
an essential singularity. In the case of a pole consider the reciprocal
function

a and remains
analytic at all points near z
a.
in
fact
as
As
0,
0, it is seen
finite,
approaches
approaches
F(a)
that F(z) has no finite discontinuity at z
a and is analytic also at

The function F(z)

is

ss a.

Hence the Taylor expansion

F(z)

= am (z -

<*)

+ am+1 (* -

a)"*

denotes a function neither zero nor infinite at

proper. If
the following transformations may be made.
is

= a,

THEORY OF FUNCTIONS

480

In other words, a function which has a pole at z = a may be written

m
as the product of some power (z
a)~ by an ^-function; and as the
be expanded, the function may be expanded into a
contains a certain number of negative powers of
which
power
The
order
m
tf
of the highest negative power is called the order
(z
).
of the pole. Compare Ex. 5, p. 449.
If the function f(z) be integrated around a closed curve lying within
J^-function

may

series

C + C^z

the circle of convergence of the series

----

a)

-\

then

r
Jo

+ C& - o) +

Jo
or

f(*)d*
1 terms

for the first ra

may

= 2iriC_

.-]dz

(4)

be integrated and vanish, the term

a) leads to the logarithm C_ l log(z

C_i/(z
a) which is multiple
valued and takes on the increment 2iriC_ml9 and the last term vanishes
because it is the integral of an analytic function. The total value of

the integral of f(z) about a small circuit surrounding a pole is thereThe value of the integral about any larger circuit within
fore 2 7rlC_ l
.

which the function

is analytic except at z
a and which may be shrunk
into the small circuit, will also be the same quantity. The coefficient
1
C_! of the term (z
r/)" is called the residue of the pole ; it cannot

vanish

if

the pole

is

of the

but

first order,

may

if

the pole

is

of higher

order.

The
infinite

discussion of the behavior of a function f(z) when z becomes

may be carried on by making a transformation. Let

,1

To

large values of z correspond small values of z' if f(z) is analytic

for all large values of 2, then F(z') will be analytic for values of z near
;

the origin.
if

At

F(z*) remains

so that

it is

the function

finite for

F(

may not

small values of

analytic also at

z'

= 0,

In

z',

be defined by (5) but

may be given
;

a definition

this case JP(0) is said to be the

COMPLEX VAEIABLE

481

value of f(z) when z is infinite and the notation /(oo)

be used. If F(z') does not remain finite but has a pole at

= ^(0)
#' = 0,

may
then

00; and if F(z')

f(z) is said to have a pole of the same order at 2
has an essential singularity at z' = 0, then f(z) is said to have an essen-

tial

singularity at z

= GO.

Clearly if f(z) has a pole at z

of f(z) must become indefinitely great no matter

nite; but

some ways

how

f(z) has an essential singularity at &

if

= co, the value

z becomes

= co,

infi-

there will be

which z may become infinite so that f(z) remains finite,

while there are other ways so that f(z) becomes infinite.
Strictly speaking there is no point of the 2-plane which corresponds
to 2' = 0. Nevertheless it is convenient to speak as if there were such
a point, to call it the point at infinity, and to designate it as z = GO. If
then F(z

in

is

analytic for z

so that f(z)

may be

said to be analytic

at infinity, the expansions

r

F(z )

are valid
ity into
all

Cf'

the function f(z) has been expanded about the point at infinseries in z, and the series will converge for

a descending power

points z outside a circle

\z\

= R.

For a pole of order

m at infinity

Simply because it is convenient to introduce the concept of the point

at infinity for the reason that in many ways the totality of large values
for z does not differ from the totality of values in the neighborhood of
a

should not be inferred that the point at infinity has

finite point, it

all

the properties of finite points.

EXERCISES
1.

Discuss sin (x

y)

sin

x cos y

cos x sin y for permanence of form.

2. If f(z) has an essential singularity at z

a. Hence infer that there
singularity at z
such that /(z)
0.

=
=

3.

By

function

show that l//(z) has an essential

some method of approach to z = a

a,

1
c and [/(z)
c]- show that at an essential singularity a
be made to approach any assigned value c by a suitable method of

treating f(z)

may

approaching the singular point z

4.

is

Find the order

(a) cotz,

a.

of the poles of these functions at the origin

()

esc z log (1

z),

(y) z (sin z

tan z)- 1 .

THEORY OF FUNCTIONS

482
5.

Show that if f(z) vanishes at z = a once or n times, the quotient f'(z)/f(z) has
Show that if f(z) has a pole of the rath order at z = a, the

the residue 1 or n.

quotient has the residue

m.

From Ex.

5 prove the important theorem that If /(z) is analytic and does

not vanish upon a closed curve and has no singularities other than poles within
the curve, then
6.

Z-- f ~7r\ dz
2
/o / (z)

= wi +

number

where

sum

'

'

'

m - m2 ----- m = N ~ M

n*

of roots of f(z)

within the curve and

is

the

of the orders of the poles.

7.

just

the total

is

n2

n
8.

Apply Ex. 6

to l/P(z) to

show that a polynomial P(z)

of the nth order has

roots within a sufficiently large curve.

Prove that

e*

cannot vanish for any

finite

value of

z.

9. Consider the residue of zf'(z)/f(z) at a pole or vanishing point off(z).

particular prove that

and has no

if

f(z) is analytic

In

and does not vanish upon a closed curve

singularities but poles within the curve, then

^r
2mJof(
;

where ax a2
and & 1? 62
,

bi

10. Prove that

a* and 14,

and

m m
1?

9 1 (2),

n2

p. 469,

n* are the positions and orders of the roots,

mi of the poles of f(z).

has only one root within a rectangle 2

11. State the behavior (analytic, pole, or essential singularity) at z

(a) z*

2z,

(/3)

e*,

(7) z/(\

z),

(8)

z/(z*

K by 2iKv
= oo for

+ 1).

= (z

1< fc < 0, the integral of f(z) about

a)*J0(z) with
an infinitesimal contour surrounding z = a is infinitesimal. What analogous theorem holds for an infinite contour ?
12.

Show that if f(z)

180. Characterization of

some functions. The study of the

,

limita-

which are put upon a function when certain of its properties are
is important. For example, a function which is analytic for all
values of z including also z = oo is a constant. To show this, note that
as the function nowhere becomes infinite, |/()| < G. Consider the difference /( )
/(O) between the value at any point z = ZQ and at the
a
and of radius R > |*
Take
circle concentric with z =
origin.
tions

known

|.

Then by Cauchy's

Integral

taking R large enough the difference, which is constant, may be

made as small as desired and hence must be zero; hence /() =/(0).

By

COMPLEX VARIABLE
Any

483

==P()/Q (3), where P(z) and Q(z) are

assumed to be devoid of common factors,

rational function /(s)

polynomials in z and may be

can have as singularities merely poles. There will be a pole at each
point at which the denominator vanishes; and if the degree of the
numerator exceeds that of the denominator, there will be a pole at infinity of order equal to the difference of those degrees.

may

Conversely it
be shown that any function which has no other singularity than a

pole of the mth order at infinity must be a polynomial of the mth order;
that if the only singularities are a finite number of poles, whether at infinity or at other points, the function is a rational function; and finally
that the knowledge of the zeros and poles with the multiplicity or order
of each is sufficient to determine the function except for a constant
multiplier.
For, in the first place, if f(z) is analytic except for a pole of the
function may be expanded as

mth order

at

infinity, the

+ % + ai z~ l + a22 ~ 2 +
+ a_iz] = a + a^-* + a2z~ 2 -f

= a-mF* +
- [a-mZ" +
f(z)

f(z)

or

a-iz

The function on the right is analytic at infinity, and so must its equal on the left
be. The function on the left is the difference of a function which is analytic for
values of z and a polynomial which is also analytic for finite values.
Hence the function on the left or its equal on the right is analytic for all values
Hence
of z including z = oo, and is a constant, namely a
all finite

f(z)

=a +

a_iz

+a_ m w

-!-

In the second place let z^ z2

w*, m. The function
,
x,
,

m w2

2*, oo

is

a polynomial of order m.

be poles off(z) of the respective orders

(z)

= (* -

have no singularity but a pole of order m l -f wi2 +

-f w* -f m
it will therefore be a polynomial, and f(z) is rational. As the
numerator <f>(z) of the fraction cannot vanish at 1 22
z*, but must have
m1 -fma + "-+mj. + m roots, the knowledge of these roots will determine the
numerator <f>(z) and hence f(z) except for a constant multiplier. It should be
noted that if f(z) has not a pole at infinity but has a zero of order m, the above
m.
reasoning holds on changing m to
will then

at infinity;

a of the mth order, the expansion of

has a pole at z
f(z) about the pole contains certain negative powers

When f(z)

(z

m
a)

(z

a)-

= a. The terms
and the difference f(z)
P(z
a) is analytic at z
P(z a) are called the principal part of the function f(z) at the pole a.

THEORY OF FUNCTIONS

484

If the function has only a finite

number

cipal parts corresponding to each pole are

*(*) =/(*)
is

is

prin-

known,

- p& - *,) - -P,(* - *,)

a function which

and the

of finite poles

**(*

everywhere analytic for

~ **)

finite values

= oo just as /() behaves there, since P P

vanish at z = oo. If f(z) is analytic at z = oo, then <(#) is
= oo, then (#) is a polynomial in
if
f(z) has a pole at z

behaves at #

2,

l9

<

of z and
,

Pk all

a constant;

and

all

of

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

determined except for an additive constant.

From the above considerations it appears that if a function has no
other singularities than a finite number of poles, the function is rafunction

is

and

tional;

that, moreover, the function is

except for a constant multiplier,

finite poles

and zeros are known

when
or

is

determined in factored form,

the positions and orders of the

determined, except for an addi-

tive constant, in a

development into partial fractions if the positions

and principal parts of the poles are known. All single valued functions
other than rational functions must therefore have either an infinite

number

of poles or some essential singularities.

The exponential function ez = ^(cos y + isin

y) has no finite
singularity at infinity is necessarily essential. The
function is periodic ( 74) with the period 2 iri, and hence will take 011
all the different values which it can have, if 2, instead of being allowed

181.

singularities

and

its

have its pure imagitwo limits yQ ~i y < y + 2 TT

all values, is restricted to

nary part y
that

is,

bet ween

to consider the values of ez

it is

merely

z + 2 ri

necessary to consider the values in a strip of

the -plane parallel to the axis of reals and of breadth 2

TT

(but lacking

one edge). For convenience the strip may be taken immediately above
the axis of reals. The function ez becomes infinite as z moves out

toward the right, and zero as z moves out toward the left in the strip.
If c = a + bi is any number other than 0, there is one and only one
z
point in the strip at which e = c. For
0*

= Va + #
2

and

cos

+ i sin y =

+i

have only one solution for x and only one for y if y be restricted to an
interval 2 TT. All other points for which e* = e have the same value for
x and some value y
2 mr for y.

COMPLEX VARIABLE
Any

rational function of

e*,

485

as

have the period 27ri. When z moves off to the left in the
R
will approach Can /bm if b m
and will Income infinite if
strip,
(0*)
=
bm
0. When z moves off to the right, R (e
must become infinite if
)
will also

approach C if n = m, and approach

may be factored into terms of the form

> ra,

nator

if

T&

< w.

(e

#)*,

The denomiand if the frac-

in its lowest terms each such factor will represent a pole of the
z
kill order in the strip because e
a
has just one simple root in
tion

is

be shown that

Any function f(z) which

Conversely
may
has the period 2 Tri, which further has no singularities but a finite
number of poles in each strip, and which either becomes infinite or ap-

the strip.

it

proaches a finite limit as z moves off

f(z) = R(e },
z

The proof

to

a rational function of e z

the right or to the

left,

must

be

theorem requires several steps. Let it first be assumed that/(z)

ends of the strip and has no poles. Then f(z) is finite over all
values of z, including z
Next let /(z) remain
GO, and must be merely constant.
finite at the ends of the strip but let it have poles at some points in the strip. It will

remains

of this

finite at the

R (e2)
be shown that a rational function E (e2 ) may be constructed such that /(z)
remains finite all over the strip, including the portions at infinity, and that therefore /(z) = R (ez ) + (7. For let the principal part of /(z) at any pole z = c be
(Z

- C)*

(z

- c)*-i

z-c

(e-6)*

(z-c)*

which remains finite at both ends of the strip and is

such that the difference between it and P(z
c) or /(z) has a pole of not more
than the (k
l)st order at z = c. By subtracting a number of such terms from
is

a rational function of

/(z) the pole at z

ez

= c may

be eliminated without introducing any

new

pole.

Thus all the poles may be eliminated, and the result is proved.
Next consider the case where /(z) becomes infinite at one or

at both ends of the

at one end, consider /(z) + C, which cannot
happens to approach
approach at either end of the strip. Now if /(z) or /(z) + C7, 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
If /(z)

strip.

demonstrated.

If the relation f(z

f(z) is satisfied by a function, the funco>)
The function /(2 TT^/W) will then
is said to have the period o>.

tion

have the period 2 TTI. Hence it follows that if f(z) has the period CD,
becomes infinite or remains finite at the ends of a strip of vector breadth

THEORY OF FUNCTIONS

486

and has no singularities but a finite number of poles in the strip, the
a
function is a rational function of e */<. In particular if the period
>,

is

2 TT, the function

rational in e iz, as is the

and cos

case with sin z

TT,

is

the function

is

z\

and

if

rational in e

the period
as is tan
,

iz/2

is
z.

It thus appears that the single valued elementary functions, namely, rational functions, and

rational functions of the exponential or trigonometric functions, have

simple general properties which are characteristic of these classes of

functions.

182* Suppose a function f(z) has two independent periods so that

/(* + *>') = /(*)

)=/(*),
The function then has the same value at z and at any point of the
form z + m<o + wo>', where m and n are positive or negative integers.
The function takes on all the values of which it is capable in a parallelogram constructed on the vectors CD and co Such

/(*

a function

is

called doubly periodic.

As

the values

of the function are the same on opposite sides of

the parallelogram, only two sides and the one included vertex are supposed to belong to the figure.
It has

been seen that some doubly periodic func(

177); but without reference to these

tions exist

many important theorems concerning doubly periodic

be proved, subject to a subsequent demonstration that

special functions

functions

may

the functions do exist.

If a doubly periodic function has no singularities in the parallelogram,

must be constant; for the function will then have no singularities at
all. 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
theorems (and all those following) it is assumed that the functions
have no essential singularity in the parallelogram. The proof of the
it

theorems

to the reader.

If f(z) is doubly periodic, f'(z) is also

integral of a doubly periodic function taken
doubly periodic.
around any parallelogram equal and parallel to the parallelogram of
is left

The

periods is zero; for the function repeats itself on opposite sides of the
figure while the differential dz changes sign. Hence in particular

COMPLEX VARIABLE

487

integral shows that the sum of the residues of the poles in the
parallelogram is zero / the second, that t he number of zeros is equal to
the number of poles provided multiplicities are taken into account; the

The

first

third, that the

number of zeros off(z)

is

the

same as the number of

zeros or poles off(z), because the poles of f(z) and/(#)

C are the same.
of poles of f(z) or of zeros of f(z) or of roots
The common number

of f(z)

=C

in

any one parallelogram

called the order of the doubly

of the residues vanishes, it is impossible
is

periodic, function. As the sum

that there should be a single pole of the first order in the parallelogram.
Hence there can be no functions of the first order and the simplest

possible functions

'

(a_a)
in the

"o

would be of the second order with the expansions

r^~

+c

'

and

= a of the
order at z = a^ and z = #

second order or of
Let it be assumed

neighborhood of a single pole at z

the two poles of the first

that when the periods o>,

are given, a doubly periodic function g(z, a)

a exists, and similarly
with a double pole at z
'

=
with these periods and
that h(z, a v 2) with simple poles at at and a2 exists.
Any doubly periodic function f(z) with the periods

to,

may

CD'

be ex-

pressed as a polynomial in the functions g(z, a) and h(z, av a2) of the

second order. For in the first place if the function f(z) has a pole of
then f(z)
even order 2 k at z
C\jj(z, a)]*, where C is properly
,

have a pole of order less than 2 k at z = a and will have

no other poles than f(z). Hence the order of f(z)
C[g(z, #)]* is less
of
order
2 k + 1 at z = a,
odd
than that of /(V). And if f(z) has a pole
the function /(#)
C[<7 (z, a)]*A(,
^), with the proper choice of C,
will have a pole of order 2 k or less at z = a and will gain a simple
k
Cg h will generally not be of lower
pole at # = b. Thus although /
order than /, it will have a complex pole of odd order split into a pole
chosen, will

and a pole of the first order; the order of the former

as before and pairs of the latter may be removed. By
be
reduced
may
repeated applications of the process a function may be obtained which
of even order

has no poles and must be constant. The theorem is therefore proved.

With the aid of series it is possible to write down some doubly periodic functions.

^
P fVV
and

In particular consider the series

4.
'

^'2

V'f
s
f

-i
/^

IA-

-,.

f\2

-;

y^^.aj-,

I
YI

f\*2

-;j
(6)

THEORY OF FUNCTIONS

488

where the second S denotes summation extended over all values of

m, n, whether positive or negative or zero, and S' denotes summation
extended over all these values except the pair m = n = 0. As the summations extend over

for

o>

and

all

for #

co

possible values for m, n, the series constructed

must have the same terms as those for z, the

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

Consider

first

o>, <*/.

the convergence of the series p'(z). For z

= raw -f

w', that

is,

at

the vertices of the net of parallelograms one term of the series becomes infinite
and the series cannot converge. But if z be restricted to a finite region R about

= 0,

number of terms
Let a parallelogram P
large enough to surround the region be drawn, and
consider only the vertices which lie outside this parallelogram. For convenience of computation let the
points z = TWO) + nw' outside P be considered as arz

there will be only a finite

which can become

infinite.

P 15 P2
P be

ranged on successive parallelograms

.

Pj,.,

number

If the

number on

Pl

is v

is

P!

8 and on

P*

is

the

y,

&k.

The

nw' from z to any vertex of

the least altitude of the parallelogram of periods.

shortest vector z

-t-

on

of vertices

mo>

to p'(z) is therefore less than (v

vertices

+ 8)- 8

on successive parallelograms

= l~
3
a

>

l/

4-

4.

(2a)

will

be

(3)

is

The

longer than a, where

total contribution of

and the value contributed by

less

all

the

than

This series of positive terms converges. Hence the infinite series for p'(z), when
the first terms corresponding to the vertices within P l are disregarded, converges
absolutely and even uniformly so that it represents an analytic function. The

whole

series for p'(z) therefore represents a doubly periodic function of the third
order analytic everywhere except at the vertices of the parallelograms where it
has a pole of the third order. As the part of the series p'(z) contributed by ver-

is uniformly convergent, it may be integrated from

to z to give
tices outside
the corresponding terms in p (z) which will also be absolutely convergent because
the terms, grouped as for p'(z), will be less than the terms of IS where I is the

to z. The other terms of p'(z), thus far

be integrated at sight to obtain the corresponding terms of p(z).
really the derivative of p (z) and as p (z) converges absolutely ex-

length of the path of integration from

disregarded,

Hence

may

p'(z) is

cept for the vertices of the parallelograms, it is clearly doubly periodic of the
second order with the periods w, w', for the same reason that p'(z) is periodic.

It has therefore

been shown that doubly periodic functions exist,

for such functions are valid. Some

and hence the theorems deduced

further important theorems are indicated among the exercises. They

lead to the inference that any doubly periodic function which has thfl

COMPLEX VARIABLE
periods

co, o>'

and has no other

489

singularities than poles

may be

expressed

and

p'(z), or as an irrational function of

irrationalities being square roots.
Thus by em-

as a rational function of p(z)

p(z) alone, the only

ploying only the general methods of the theory of functions of a
complex variable an entirely new category of functions has been characterized

and

essential properties

its

have been proved.

EXERCISES
1.

Find the principal parts at

2.

Prove by Ex.

3.

How

does

z
482, that e

6, p.

e<e*>

4. If the values II

for the functions of Ex. 4, p. 481.

behave as z becomes
a

(e )

has only one root in the

strip.

infinite in the strip?

approaches when z becomes

infinite in the strip are called

z
exceptional values, show that R(e ) takes on every value other than the exceptional values k times in the strip, k being the greater of the two numbers w, 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 periand n are integers.
odic function is raw
no/, where

Show

6.

tliatp'(

that the terms of p'(z) may be associated in such a

= p'(), and hence infer that the expansions are

z)

p'(z)

and

2 z~ 3

z~ 2

p (z)

+ 4 c2z8 +
4
2
-f ^z + c 2 z -f
2 CjZ

9.

of

By examining
such that p (a)

only even powers.

= p'(\

o>')

= p'(\ w + \

')

= 0.

With the
V

e".

e]

[p (z)

Prove the identity of the

e'~\ [p (z)
e"].

the series defining p(z) show that any two points z = a and
= p (a') are symmetrically situated in the parallelogrtun with

respect to the center z

10.

only odd powers,

as to prove

can p'(z) not vanish for any other points in the parallelogram ?

8. Let p (i w) = e, p (J w') = e', p (\ w + J w')

2
doubly periodic functions [p'(z)] and 4 [p (z)

Examine the series (0) f orp'(z) to show that p'(J w)

7.

Why

way

(w

How

a/).

could this be inferred from Ex. 6

notations g(z, a) and h(z, a x , a2 ) of the text show:

'

'

'

*(*)-!> (a)

D(a)

M-

11. Demonstrate the final theorem of the text of

182.

"

THEOEY OF FUNCTIONS

490

the power series for p(z) and p'(z) show

By combining

12.

[>'(z)]

Hence

- 4 [p(z)] 8 +

20c 1 p(z)

infer that the right-hand side

13.

Combine Ex. 12 with Ex. 8

14.

With

the notations g2

must be

and gB

-g

f (z

-f

w)

f (z) and

(z -f

uZ

f(z)

f (z)

= Az* + higher powers.

identically zero.

0.

28 c 2 show

or

= p (2)

or f(z)

=-

fp(z)eZz,
v

must be merely constants

183. Conformal representation.

w=

28 c 2

to prove e -f ef -f &'

= 20 c x

15. If ffc) be defined by

t\

show that

and ^.

The transformation

178)

or

conformal between the planes of # and w at all points z at which

=
0. The correspondence between the planes may be represented
f'(z)
by ruling the -plane and drawing the corresponding rulings in the
w-plane. If in particular the rulings in the z-plane be the lines x = const.,
is

const., parallel to the axes, those in the w-plane must be two sets
of curves which are also orthogonal in like manner if the #-plane be
ruled by circles concentric with the origin and rays issuing from the
for in both cases
origin, the w-plane must also be ruled orthogonally

the angles between curves must be preserved. It is usually most

convenient to consider the ?v;-plane as ruled with the lines u
const.,

and hence to have a set of rulings u(x, y) = el9 v(x, y) = 2

the #-plane. The figures represent several different cases arising from

= const.,

in

the functions

w-plane

z-plane

= (a + a/) (x + iy),

(1)

w=zaz

(2)

w = log 2 = log V#2 + 2/ +itan2

Consider

w=#

2
,

->

= log V# + y
2

2
,

t;

and apply polar coordinates so that

w = R (cos & + i sin 3>) = r*(cos 2 $ +

sin 2 c),

R = r*,

<

=2

<

COMPLEX VARIABLE
To any

point

w-plane

(A

<) in the s-plane corresponds (R = r

about z
become circles about w

(r,

circles

suing from 2

= 2 <)

<

figure to scale

w' = 2 z

491

in the

and rays isbecome rays issuing from w = at twice the angle.

should be supplied by the reader.) The derivative

only. The transformation is conformal for

At ^
it is clear that the angle between
0.
points except z
two curves in the 2-plane is doubled on passing to the corresponding

vanishes at z

all

curves in the w-plane hence at z

the transformation is not conformal. Similar results would be obtained from w
zm except that the
;

angle between rays issuing from

between the rays at z = 0.

=
m

w=

would be

times the angle

w =

A point

in the neighborhood of which a function

f(z) is anar
is
a
has
called
critical
a
derivative
but
vanishing
lytic
point of
f'(z)
if the derivative
of
a
root
k
has
at
multiplicity
any point,
/'(#)
f(z)
;

that point is called a critical point of order k.

point of order k. Expand f\z) as

Let z

=#

be a critical

= ak (z - * )* + a fc+1 (* - * )*+ +
l

/'(*)

then /(,)

=/(* )

w=w +

or

E is a
w = t0

where
into

tion (7)

On

+ j-Ji

(*
+1

)*

- * )* +1 +

# (V)

or

jf^
w

W =
Q

function that does not vanish at #

For a

- *o)* +a +

<

(z

+1
)*

The point

sufficiently small region about

is sufficiently

'

# (*),

(7)

%
# goes
the transforma-

represented as

comparison with the case

w = zm

it

appears that the angle between

at Z Q will be multiplied by k
1 on passing to the
at
a
at
.
Hence
critical
curves
meeting
point of the
corresponding
Q
kth order the transformation is not conformal but angles are multiplied

two curves meeting

1 on passing from the z-plane to the w-plane.

by k
z* more in detail.
Consider the transformation w

corresponds one and only one point w. To

quadrant correspond the points of the first

To each

point z
the points z in the first
two quadrants in the w-

plane, and to the upper half of the #-plane corresponds the whole w-plane.
In like manner the lower half of the 2-plane will be mapped upon the

whole w-plane.

Thus

in finding the points in the w-plane

which

cor-

respond to all the points of the #-plane, the w-plane is covered twice.
This double counting of the w-plane may be obviated by a simple device.

Instead of having one sheet of paper to represent the w-plane,

THEORY OF FUNCTIONS

492

two sheets be superposed, and

the points corresponding to the

upper half of the 2-plane be considered as in the upper sheet, while
those corresponding to the lower half are considered as in the lower
let

let

Now

consider the path traced upon the double w-plane when z

traces a path in the 2-plane. Every time z crosses from the second to
sheet.

the third quadrant, w passes from the fourth quadrant of the upper
sheet into the first of the lower. When z passes from the fourth to
the first quadrants, w comes from the fourth quadrant of the lower
sheet into the

first

of the upper.

It is convenient to join the

two sheets into a single surface so that

a continuous path on the 2-plane is pictured as a continuous path on

the w-surface. This may be done (as indicated at the right of the

middle figure) by regarding the lower half of the upper sheet as connected 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 along the positive axis of reals, as in the sketch 011
is called the junction line of the surface. The point

the left*; the line

w=

which corresponds to the

is called the branch

point z
point of the surface. Now not only does one point of the g-plane go
over into a single point of the ?0-surface, but to each point of the surface corresponds a single point 2; although any two points of the w-

critical

surface which are superposed have the same value of w, they correspond
to different values of z except in the case of the branch point.

The

which has been obtained as a mere convenience

in mapping the -plane on the w-plane, is of particular value in studying the inverse function z = Vw. For Vw is a multiple valued function and to each value of w correspond two values of z\ but if w be
184.

^-surface,

may be accomplished for two sheets of paper by pasting gummed

which are to be connected across the cut.

Practically this

strips to the sheets

COMPLEX VARIABLE

493

regarded as on the ^-surface instead of merely in the w-plane, there is

only one value of z corresponding to a point w upon the surface. Thus
the function ~vw which is double valued over the w-plane becomes single
valued over the w-surface.
of the function z
Vw.

The ^-surface is
The construction

Eiemann surface
Eiemann surfaces is im-

called the

of

portant in the study of multiple valued functions because the surface

keeps the different values apart, so that to each point of the surface

corresponds only one value of the function. Consider some surfaces.

(The student should make a paper model by following the steps as
indicated.)

w = 28

Sz and plot the wj-surfacc. First solve/' (z) = to find the critical
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
be accomplished by drawing 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 = -f 2 to
junction lines may be taken as the straight lines joining w =
Let

points z

II III
,

I'H'III'

I', II', III'

w-surface

plane

and lying along the axis of reals as in the figure. Next spread the requinumber of sheets over the w-plane and cut them along the junction lines. As

infinity
site

w = z8

is a cubic in z, and to each value of w, except the branch values, there

three
values of z, three sheets are needed. Now find in the z-plane the
correspond
image of the junction lines. The junction lines are represented by v = ; but
2
2
and the hyperbola 3 x2
t? = 3 X y
3 y, and hence the line y =
y = 3 will
yB

3z

be the images desired. The 2-plane is divided into six pieces which will be seen to
correspond to the six half sheets over the w-plane.
Next z will be made to trace out the images of the junction lines and to turn
about the critical points so that w will trace out the junction lines and turn about
the branch points in such a manner that the connections between the different
sheets may be made. It will be convenient to regard z and w as persons walking
along their respective paths so that the terms "right" and "left" have a meaning.

THEORY OF FUNCTIONS

494

Let z start at z

and move forward

to z

tfren, as/'(2) is negative,

w = and moves back to w = 2. Moreover if z turns to

must w turn to the right through the same angle, owing to the

at

starts

the right as at P, so
conf onnal property.

is OA mapped on oa, but the region V just above OA

below oa in like manner OB is mapped on ob.
I'
the
on
just
region
mapped
As ab is not a junction line and the sheets have not been cut through along it, the
regions 1, 1' should be assumed to be mapped on the same sheet, say, the upper7
As any point Q in the whole infinite region 1' may be reached from
most, I, I
without crossing any image of a&, it is clear that the whole infinite region V should
be considered as mapped on I' and similarly 1 on I. The converse is also evident,
for the same reason.
If, on reaching A, the point z turns to the left through 90 and moves along AC,

Thus

it

appears that not only

is

then w will make a turn to the left of 180, that is, will keep straight along ac;
a turn as at R into 1' will correspond to a turn as at r into 1'. This checks with
the statement that all 1' is mapped on a.11 I'. Suppose that z described a sinalj
circuit about

1.

When z reaches D, w

reaches d

when z

reaches E,

reaches

e.

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
points in 1. Hence in crossing ac, w must drop into one of the lower sheets, say

But when

and on reaching e it is still in 11. It is thus seen that 11 correLet z continue around its circuit then II' and 2' correspond. When
z crosses AC' from 2' and moves into 1, the point w crosses ac' and moves from IF
up into I. In fact the upper two sheets are connected along ac just as the two
sheets of the surface for w = z 2 were connected along their junction.
1 and takes a turn about B so
In like manner suppose that z moves from to
that w moves from to 2 and takes a turn about b. When z crosses BF from 1' to 3,
w crosses bf from I' into the upper half of some 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
1
are added to the diagram. When w = 2, the values of z are the critical value
the middle, II

sponds to 2.

2 corresponds to z =
2.
(double) and the ordinary value z = 2 similarly, w =
Hence if z describe the half circuit AE so that w gets around to e in II, then if z
moves out to z = 2, w will move out to w = 2, passing by w = in the sheet II as
;

through z = V3 but as z = 2 is not a critical point, w = 2 in II cannot

be a branch point, and the cut in II may be reconnected.
The w-surf ace thus constructed for w f(z) = z 8 3 z is the Kiemann surface
for the inverse function z =/- 1 (ty), of which the explicit form cannot be given
without solving a cubic. To each point of the surface corresponds one value of 2,

z passes

and

to the three superposed values of

correspond three different values of z ex-

cept at the branch points where two of the sheets come together and give only
one value of z while the third sheet gives one other. The lliemann surface could

equally well have been constructed by joining the two branch points and then
connecting one of them to co. The image of v = would not have been changed.

The connections

of the sheets could be established as before, but

would be

dif-

the point w = 2 has two junctions

into
and
the
connections
of
the
sheets
on opposite sides of the point are
it,
running
not independent. It is advisable to arrange the work so that the first branch point
ferent.

If the junction line

be

2, 2,

oo,

COMPLEX VARIABLE
which

is

495

encircled shall have only one junction running from it. This may be done
circuit in z so that w will describe a large circuit and hence

by taking a very large

cut only one junction line, namely, from 2 to co, or by taking a small circuit about
z = 1 so that w will take a small turn about w =
2. Let the latter method be

= at and move to z = 1 at A then w starts at w =

The correspondence between I' and I' is thus established.
then w turns about w =
2 to
2 at a. As the line
oo or ac

chosen. Let z start from z

and moves

to

w=

Let z turn about A

not now a junction
;

w moves from I'

and the region across

is

into the upper half

AC

from

2.

line,

I,

should be labeled

\ *s

Then 2', 2 and IF, II may be filled

The connections of I-IF and II-F are

spond.
in.

indicated and Ill-Ill

is

llf

to corre-

rTY"

~oH|
Ml

reconnected, as the

\Y/
III

surface

and only two

to z = -I and take a turn about
sheets are involved. Now let z move from 2 =
B then w moves from w = to w = 2 and takes a turn about b. The region next
I/ is marked 3 and I' is connected to III. Passing from 3 to 3' for z is equivalent
to passing from III to III' for w between and b where these sheets are connected.
From 3' into 2 for z indicates I IF to II across the junction from w = 2 to oo. This
leaves I and II' to be connected across this junction. The connections are combranch point

is

of the first order

z to describe a large circuit so that the

are
successively traversed. That I, I', III, III', II, IF, I
regions
is the corresponding succession of sheets is clear from the connections between
w 2 and oo and the fact that from w = 2 to oo there is no junction.
plete.

They may be checked by allowing

1, 1', 3, 3', 2, 2', 1

Consider the function

w=

z6

3 z*

3 22

The

critical points are 2

= 0,

1, 1,

and the corresponding branch points are w = 0, 1, 1, 1, 1. Draw the junc1,

to
oo and from w = 1 to -f- oo along the axis of reals. To
tion lines from w =
on the 2-plane, polar coordinates may be used.
find the image of v =
1

The equation
2

w=u

= r (cos + i sin 0),

= = ^[r 4 sin 6
= r2 sin 2 0[r*(3 -

therefore breaks

-f-

tions.

The

3 r 4 e 4 <M

e 6 **

3r 2 e 2 <K

3 sin 2 0]

4sin 2 0) - 6 r2 cos + 3].

up

into the equation sin 2

sin (60

sin (60

20)

2 0) sin (60

- 2 0)

and
7

v^

2sin(6020)

0^0

90 and the two rectangular hyperbolas inclined at

and
15 are the images of v = 0. The z-plane is thus divided into six porfunction w is of the sixth order and six sheets must be spread over the

Hence the axes

angles of

fi

3 r2 sin 4

_ 3cos20i V3sin20_ V3
3-4sin2 20

w=r

w-plane and cut along the junction lines.

To connect up the sheets it is merely necessary to get a start. The line w =
to w = 1 is not a junction line and the sheets have not been cut through along it.

But when z is small, real, and increasing, w is also small, real, and increasing.
Hence to OA corresponds oa in any sheet desired. Moreover the region above OA
will correspond to the upper half of the sheet and the region below OA to the
lower half. Let the sheet be chosen as III and place the numbers 3 and 3' so as to
correspond with III and III'. Fill in the numbers 4 and 4' around 2 = 0. When

THEORY OF FUNCTIONS

496

z turns about the critical point z

= 0, w turns about w = 0, but as anglos are doubled

must go around twice and the connections III-IV, IV-IIF must be made. Fill
in more numbers about the critical point z = 1 of the second order where angles are
it

tripled.

On the

w-sur-

be a
7-

face there will

triple connection III

II'-I,

manner the

cal point z

be treated.
face

is

In

r-III.

II,

like

criti-

may

The

sur-

.IU1U

*'

'

complete except

for reconnecting sheets

I,II,V,VIalongw>

w=

to

00

as

had never been

if

they

cut.

z plane

surface

EXERCISES
1. Plot

the corresponding lines for

2. Solve for

x and y in

(1)

and

(2) of

3. Plot the corresponding orthogonal

w=

(a)
4.

5.

w=

()8)

7.

for

w=

1 -f z 2 ,

() w = 1
=
w z 2 plot the

V3 -- | _
w = V2 + \/2

w = z8

(j3)

the singular point z

2 i) z,

(7)

i,

near the
(y)

4,

i,

(a)

w=z

(5)

w=

2z

w=

-,
z'

w=

(e)

w=

z
'

V3

*2 ,

4z,

(5)

1,

i,

whether in

w = (z - I) 8

= oo.

(7) w;

(f)

185. Integrals and' their inversion.

W

i,

inJJie z-plane plot the

should be joined by a cut to z

= 1, 1 +

And

w=1+

(y)

z.

sin z.

(j8)

\ i)z.

(1

critical points:

z- 2

2
,

cos

w=

w=

points corresponding to z
J z.

z,

i,

w=

Construct the Riemann surfaces for these functions

4

(/3)

systems of curves in these cases:

z2

the text and plot the corresponding lines.

Construct the ^-surface for these functions

(a)

In

z3

Upon the unsurface

i + jV3t,
$,

points corresponding to
the upper or lower sheet.
6.

(p)

(1

Study the correspondence between z and

(a)

2 i,

(a)

= 2z6

6z2 ,

w=

Consider the function

l-i

defined by an integral, and let the methods of the theory of functions

be applied to the study of the function and its inverse. If w describes

a path surrounding the origin, the integral need not vanish; for the

COMPLEX VARIABLE

497

not analytic at w
0. Let a cut be drawn from w
to
QO. The integral is then a single valued function of w
provided
the path of integration does not cross the cut. Moreover, it is analytic

integrand

is

w=

w = 0,

where the derivative, which is the integrand 1/w,

ceases to be continuous. Let the w-plane as cut be mapped on the
except at

to trace the path labcdefghil,

z-plane by allowing
value of z sufficiently to

by computing the

draw the image, and by

applying the principles of
conformal representation.

When w starts from w = 1

and traces 1 a, z starts from
= and becomes nega-

tively very large. When w

turns to the left to trace ab,

znlane

z will turn also through 90

to the left. As the integrand along ab

idfa z must be changing by an

must
reach B when w reaches 6,
amount which
pure imaginary and
When w traces be, both w and dw are negative and z must be increasing
by real positive quantities, that is, z must trace BC. When w moves along
cdefg the same reasoning as for the path ab will show that z moves along
CDEFG. The remainder of the path may be completed by the reader.
is

is

It is now clear that the whole ?/;-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 TTI bounded upon the right and left by two infinitely distant vertical lines. If w had made a complete turn in the posiand returned to its starting point, z would
tive direction about w =
have received the increment 2 vrL That is to say, the values of z which
correspond to the same point w reached by a direct path arid by a path
which makes k turns about w = will differ by 2 ktri. Hence when w
is regarded inversely as a function of z, the function will be periodic
with the period 27ri It has been seen from the correspondence of

cdefg to CDEFG that w becomes infinite when z moves off indefinitely

to the right in the strip, and from the correspondence of BAIH with

baih that

becomes

a rational function of
for

any

z
point of the strip, it must reduce merely to Ce* with k
w has no smaller period than 2 TT, it follows that k 1.

finite

As
To determine

integral.

when z moves off to the left. Hence w must be

As w neither becomes infinite nor vanishes
e*.

Cez at z
with its
C, compare the derivative dw/dz
l
w~ at the corresponding point w 1; then C 1
reciprocal dz/dw
The inverse function ln~ l z is therefore completely determined as ez

=
.

THEORY OF FUNCTIONS

498

In like manner consider the integral

X
Here the points w

dw
du

rr

i must be eliminated from the

to-plane and the plane rendered simply connected by the proper cuts, say, as in the figure. The tracing of
the figure may be left to the reader. The
chief difficulty may be to show that the

integrals along oa and be are so nearly equal

that C lies close to the real axis; no computation is really necessary inasmuch as the

would be real and hence

on the axis. The image of the
cut to-plane is a strip of width TT. Circuits
i add IT to z, and
around either + i or
hence w as a function of z has the period TT.
integral along oc'

C' must

At

lie

the ends of the strip,

values -f i and

E F G

approaches the

z plane
w plane
The function
w = <f>(z) has a simple zero when z
and
has no other zero in the strip. At the two points z =
\ IT, the function w becomes
infinite, but only one of these points should be considered as in the strip. As the

finite

i.

function has only one zero, the point z = J TT must be a pole of the first order.
is^tlieref ore completely determined except for a constant factor which

The function

may be

fixedjby examining the derivative of the function at the origin.

=
186.

As a

e~

e''*

= Atan z,

Thus

= xtan- 1

third example consider the integral

dw

*=/(),

*(*)=/-'(*).

(8)

is double valued in w and consequently there is

be confusion of the two values in attempting to follow a path
in the w-plane. Hence a two-leaved surface for the integrand will be

Here the integrand

liable to

constructed and the path of integration will be considered to be on the

surface. Then to each point of the path there will correspond only one
value of the integrand, although to each value of w there correspond
two superimposed points in the two sheets of the surface.

As

the radical

Vl

w2

vanishes at

w=

and takes on only the

single value

instead of two equal and opposite values, the points w =

1 are branch points on
the surface and they are the only finite branch points. Spread two sheets over the
10-plane, mark the branch points w =
1, and draw the junction line between them
2
and continue it (provisionally) to w = oo. At w =
1 the function Vl
M> may
be written Vl -f- w E(w), where E denotes a function which does not vanish at

w=

1.

Vu; near

Hence

w=

0.

in the

This

1 the surface looks like that for

neighborhood of w =
be accomplished by making the connections across the

may

COMPLEX VARIABLE

499

At the point w = + 1 the surface must cut through itself in a similar

manner. This will be so provided that the sheets are reconnected across loo as if
never cut if the sheets had been cross-connected along 1 oo, each sheet would have
been separate, though crossed, over 1, and the branch point would
have disappeared. It is noteworthy that if w describes a large

junction line.

branch points, the values of Vl

w2 are
not interchanged the circuit closes in each sheet without passing into the other. This could be expressed by saying that w = co
is not a branch point of the function.
circuit including both

-1

II
O

-f-i

'

Now let w trace out various paths on the surface in the attempt to map the surface on the 2-plane by aid of the integral (8). To avoid any difficulties in the way
of double or multiple values for z which might arise if w turned about a branch
w=

point

1, let

the surface be

marked

in

each sheet over the axis of reals from

of the four half planes be treated separately. Let w start

at w
in the upper half plane of the upper sheet and let the value of Vl
w2
2 near
at this point be + 1 ; the values of Vl
in II' will then be near
io
w
oo to

+1. Let each

and

will be sharply distinguished

to correspond to points in I', II. As
4- 1

from the values near

which are supposed

to
traces oa, the integral z increases from
value of the integral from a to 6 is infinitesimal.

a definite positive number a. The

Inasmuch as w = 1 is a branch point where two sheets connect, it is natural to
assume that as w passes 1 and leaves it on the right, z will turn through half a
straight angle. In other words the integral from 6 to c is naturally presumed to be
a large pure imaginary affected
with a positive sign. (This fact

may easily be checked by examw*

ining the change in Vl
when w describes a small circle
about

w=

function

and

if 1

if

the E1

',

then Vrei**
radical

In fact

1.

Vl -f w be discarded
w be written as re^
is

which

that value of the

is

is positive.

positive

when

Now when w

z plane

surface

describes the small semicircle,

to
180 and hence the value of the radical along be becomes
the integrand is a positive pure imaginary.) Hence when w traces
oc, z traces 7iC. At c there is a right-angle turn to the left, and as the value of
the integral over the infinite quadrant cc' is J TT, the point z will move back through

changes from

iVr and

the distance J TT. That the point C' thus reached must lie on the pure imaginary
is seen by noting that the integral taken directly along oc' would be pure imaginary. This shows that a = | TT without any necessity of computing the integral
axis

over the interval oa. The rest of the map of I

To map

the rest of the w-surface

is

now

may be filled in at once by symmetry.

relatively simple.

For

I' let

trace

then z will start at C and trace CD" = TT. When w comes in along the lower
side of the cut d'e' in the upper sheet I", the value of the integrand is identical with
the value when this line de regarded as belonging to the upper half plane was de-

cc"d'

not a junction line of the surface. The trace of z is theretraces fo' it must be remembered that I' joins on to II and
hence that the values of the integrand are the negative of those along fo. This
scribed, for the line

fore

D'E\

When w

is

THEORY OF FUNCTIONS

500
makes

z describe the

segment F'tf

the straight angle at the branch point

returns to o' on I', z does not return to

a=
1.

J ir. The turn at WJ?' checks with

It is further noteworthy that when

but takes the value

TT.

This

is

no contra-

the one-to-one correspondence which is being established by the integral

between points on the iw-surf ace and points in a certain region of the 3-plane, and
as there are two points on the surface to each value of w, there will be two points
z to each w. 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
on the z-plane is readily sketched in. The figure is self-explanatory. Thus the
complete surface is mapped on a strip of width 2 IT.
To treat the different values which z may have for the same value of 10, and in
particular to determine the periods of w as the inverse function of 2, it is necessary
to study the value of the integral along different sorts of paths on the surface.
Paths on the surface may be divided into two classes, closed paths and those not
closed. A closed path is one which returns to the same point on the surface from
which it started it is not sufficient that it return to the same value of w. Of paths
which are not closed on the surface, those which close in 10, that is, which return
diction

is

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 classiiied. 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 w-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 wj-plane gives a region at two points of which, namely,
the branch points, the integrand ceases to be analytic. The inference is that the
value of the integral may not be zero and in fact will not be zero unless the integral around a circuit shrunk close up to the branch points or expanded out to
infinity is zero. The integral around cc'dc"c is here equal to 27r; 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 kir. 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
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
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 has opposite
signs, but so has dw around the small circuit the value of the integral is infiniwbaa'b'w.

tesimal.

or

21

Hence the value of the integral around the path which closes in w is 21
if I is the value from the point a where the
path crosses the junction line

COMPLEX VARIABLE

601

The same conclusion would follow if the path were considered to

down around the other branch point. Thus far the possibilities for z corre-

to the point w.

shrink

z. Suppose finally that a path

sponding to any given w are z + 2 kir and 2 mir
turns twice around one of the branch points and closes on the surface. By shrinking the path, a new equivalent path is formed along which the integral cancels out

term for term except for the small double circuit around
1 along which the
value of the integral is infinitesimal. Hence the values z + Zkir and 2 mir
z are
the only values z can have for any given value of w if z be a particular possible

makes two and only two values of z in each

and the function is of the second order.

value. This

It thus

appears that w, as a function of

z,

strip for

has the period 2 TT,

each value of w,
is

single valued,

becomes infinite at both ends of the strip, has no singularities within the strip, and
has two simple zeros at z = and z = TT. Hence w is a rational function of &z with
1 and the denominator e 2 iz + 1. In fact
the numerator e2t s
'

w=

e iz

iz

e iz __

smz.

The

function, as in the previous cases, has been wholly determined by the general
methods of the theory of functions without even computing a.
One more function will be studied in brief. Let

dw
(a - wV
w) Vu>

a>0,

z=f(w),

=f' l (z).

Here the Riemann surface has a branch point at w = and in addition there is the
w = a of the integrand which must be cut out of both sheets. Let
drawn with a junction line from 10 = to 10 =
oo and with a cut
in each sheet from w = a to w = oo. The
map on the z-plane now becomes as indisingular point
the surface be

cated in the figure. The different values

of z for the same value of w are readily

when w turns about the

a in either sheet or when a
path closes in w but not on the surface.
These values of z are z + 2 kwi/Va and
z. Hence w as a function of
2 wiri/Vtt
seen to arise
point

w=

z plane

z has the period 2 via" i , has a zero at

and a pole at z
z
iri/ Va, and approaches the finite value

sarily

w=

surface

a at both ends

must be noted, however, that the zero and pole are both necesdouble, for to any ordinary value of w correspond two values of z in the
The function is therefore again of the second order, and indeed

of the strip.

strip.

It

w=
of determining the function z = f(w) defined by an
=f~*(z) = 0(2), has been dependent first upon the ease
with which the integral may be used to map the w-plane or w-surface upon the
z-plane, and second upon the simplicity of the map, which was such as to indicate that the inverse function was a single valued periodic function. It should be

The

success of this

method

integral, or the inverse

THEORY OF FUNCTIONS

502

if an attempt were made to apply the methods to integrands which

appear equally simple, say to

realized that

w 2 dw,

a2

(a

w)

dw/Vw,

the method would lead only with great difficulty, if at all, to the relation between
and w for the functional relation between z and w is indeed not simple. There

however, one class of integrals of great importance, namely,

is,

dw
J/

for

which

this treatment is suggestive

and

a 2 )-.-(u;

tttHia

ro )

useful.

EXERCISES
1.

Discuss by the method of the theory of functions these integrals and inverses

rw

dw

2dw

rw

dw

X T^*<

M Jr w_Vw;*.
The

results

may

^
2. Discuss

( o)

JQ

a2

>

be checked

r w-

in

Vio(l

dw
.

V2 aw

(0

w*

r
Jl

(w

a*

dw

+ 1) Vw2

each case by actual integration.

dw

Joc

w Vw* +

w)(l

and

w)

nw

J/

<>

dw
-^^^

Vl

w4

182,

and Ex.

10, p. 489).

CHAPTER XIX
ELLIPTIC FUNCTIONS
187. Legendre's integral I

=
The Biemann

and

Consider

its inversion.

dw

f
Jo

AND INTEGRALS

<

<

1.

(I)

surface for the integrand* has branch points at

w=

l/^ and is of two sheets. Junction lines may be drawn between

+ 1, + 1/k and 1, !//<. For very large values of w, the radical
2
2
kw'2 and hence there is no
V(l ?// ) (1 k^w ) is approximately

and

danger of confusing the values of the function.

lines the surface may be connected as indicated,
1 and w =
borhood of w =
\/k it looks like
Let + 1 be the value of the integrand at w =
Further

Across the junction

so that in the neighthe surface for ~*/w.
in the

upper sheet.

let

dw

ffa/f

(i)

Let the changes of the integral be followed so as to map the surface

on the -plane. As w moves from o to a, the integral (I) increases
by K, and & moves
from OtoA. A.SW
continues straight
on, # makes a right-

angle turn and increases

by

pure

imaginary increments to the total

amount

iK'

reaches

b.

when
As w

continues there

another right-angle turn in

z

moves down

zr~plane

to C.

2,

the integrand again becomes real, and

C follows from the facts that the

(That z reaches

The reader unfamiliar with Riemann surfaces ( 184) may proceed at once to identify
and (2) by Ex. 9, p. 475 and may take (1) and other necessary statements for granted.

*
(I)

surface

is

503

THEOEY OF FUNCTIONS

504

integral along an infinite quadrant is infinitesimal and that the direct

is allowed
to ice would be pure imaginary like dw.} If
integral from
to continue, it is clear that the map of I will be a rectangle 2
by K*

on the 2-plane. The image of

indicated.

The conclusion

function of z

The

is

four half planes of the surface is as

reasonably apparent that w as the inverse
all

doubly periodic with periods 4

is

K and 2 iK

'.

may be examined more carefully by considering different possipaths upon the surface.
path surrounding the pairs of branch points
1 and
k~ l will close on the surface, but as the integrand has oppo1 and k~ l or
site signs on opposite sides of the junction lines, the value of the integral is 2iK'.
periodicity

bilities for

A path surrounding

1,

+1

will also close

the small circuit integrals about

+ 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 4.K.
or

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
w may be considered. Such paths may be resolved into those already mentioned

Any

and paths running directly between and w

+ 2 ni K'
any w are therefore 4
4 K and 2 IK', is an odd function of z as w (

The

in the

mK

of z for

z.

z)

two

sheets. All possible values

The function w (z) has the periods

= w (z),

and

is

of the second order.

details of the discussion of various paths is left to the reader.

Let w=f(z). The function /(,?) vanishes, as may be seen by the

map, at the two points # = 0, 2 K of the rectangle of periods, and at
no other points. These zeros of w are simple, as f'(z) does not vanish.
The function is therefore of the second order. There are poles at
2 == iK',
IK which must be simple poles. Finally f(K) = 1. The

2K+

position of the zeros and poles determines the function except for a constant multiplier, and that will be fixed by f(K)
the function is
1

wholly determined. The function f(z) may now be identified with sn z

of
177 and in particular with the special case for which
and
are

so related that the multiplier y

= 1.

For the quotient of the theta functions has simple zeros at 0, 2 K,

where the numerator vanishes, and simple poles at iK 2 K + iK where
the denominator vanishes the quotient is 1 at 2 = A' and the derivative of sn 2 at 2 =
is g en
dn = g = 1, whereas /'(O) = 1 is also 1.
The imposition of the condition g = 1 was seen to impose a relation
between K, K k, k', q by virtue of which only one of the five remained
1

and
as definite integrals also makes
independent. The definition of
them functions (k) and K'(k) of k. But

ELLIPTIC FUNCTIONS

505

dw

/i
and A -f- A'2 = 1. Hence it appears that K may be
computed from k' as K' from A. This is very useful in practice when
A 2 is near 1 and k 12 near 0. Thus let
if

ttf

= (1

-.*
*'

&' t#

'

= -11-Vfc + 2/1-V&V +
2 l + V*
2 \l + VA/

log q log

ff

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 l
188.

+ 2^orl + 2*y' gives K or K

As

in the relation

to four places.

between the Kiemann surface and the 2-plane

the whole real axis of z corresponds periodically to the part of the real
w between 1 and 1? the function sn x, for real #, is real.

+
= sn x has roots at x = 2 ?nK, maxima or minima alternately at (2 m + 1) K, inflections inclined at the angle 45 at the roots,
and in general looks like y = sin (irx/2 K). Examined more closely,
sn K = (1 + /c')~2 > 2~ = sin \TT\ it is seen that the curve sn x has
axis of

The graph

of y

ordinates numerically greater than sin (irx/2 K).

As

= Vl-sn a,
sn a,
dn x = Vl(5)
the curves y = en x, y = dn #, may readily be sketched in. It may be
en x, the curves for sn x and en x cannot
noted that as sn (x + A')
2

be superposed as in the case of the trigonometric functions.

The segment 0, iK of the pure imaginary axis for z corresponds to
1

the whole upper half of the pure imaginary axis for w.

with x real is pure imaginary and

s x < K' and becomes infinite for x

i sn ix is real

=K

Hence

Hence sn ix

and positive
i

for

sn ix looks in

= en ix,

it is seen that the curves for y

general like tan (jrx/2
). By (5)
ix
like
sec
dn
look
much
y
(jrx/2 K'} and that en ix lies above

dn

ix.

These functions are real for pure imaginary values.

It was seen that when k and k interchanged, K and K also interchanged. It is therefore natural to look for a relation between the elliptic functions sn
en (2, k), dn (2, k) formed with the modulus k
(2, A),
1

THEORY OF FUNCTIONS

506

and the functions sn (2, &'), en (#, A'), dn (#, k ) formed with the complementary modulus k' It will be shown that
1

sn

UIl

dn

7N

/
Cn U2.

A!)

(2,
= * sn
on (v

i#,'

cn
cn

sn

1
77T

\z

A? )

(iz, &')
//*,

.(

dn

(2,

A)

77A/

= dn (&,
cn

jfi\I
A/

cxv,

IV

(2,

sn
p
vU

cii ('/2

A:')
.

>

Cn

>

ki

(z

Jf*\I
/'

I'*')

= dn (2,

(i2, A;)

^2

>

A;')
7 ,(

A/

4 jfiT and
(i2, &). This function is periodic with the periods
be the variable, and hence with periods 4 iK and 2 K if 2 be
the variable. With z as variable it has zeros at 0, 2 iK, and poles at
K These are precisely the positions of the zeros and poles
A' , 2 /
Consider sn
2 iK'

if 12

of the quotient H(z, q'}/H^(z, q ), where the theta functions are constructed with q' instead of q. As this quotient and sn (iz, k) are of the
second order and have the same periods,
1

cn

The constant

C may
l

by comparing the derivaThe other five relations may be proved

at z = 0.

two sides
same way or by transformation.

tives of the

in the

be determined as

The

theta series converge with extreme rapidity if q is tolerably

if q is somewhat larger, they converge rather poorly. The
relations just obtained allow the series with q to be replaced by series
small, but

with q and one of these quantities is surely less than 1/20.

In fact if v = irx/2 K and v = 7rx/2 K then
1

__
~~

2 q*
sin 3 v
=

16

16

v'

"'

The second

+ 2 y sin 5 v
_ 2 ^ cos 2 v + 2 ^ cos 4v _ 2 ^ cos 6 v +
---sinh
y' sinh 3 v + q sinh 5 v
h
3
cosh
5
H---+ l' cos v + q
2 sin

v'

series has the disadvantage that the hyperbolic functions

and hence if the convergence is to be as good as for

increase rapidly,

the
q,

first series,

that

is,

the value of

q'

must be considerably

K' must be considerably

arranged for

work

less

to four or five places.

than K.

than that of
This can readily be
less

For

where owing to the periodicity of the functions it is never necessary

x > K'. The term in q'* is therefore less than q'*%. If the term

to take

ELLIPTIC FUNCTIONS
in q m

507

to be equally negligible with that in y 6,

is

= i y^

2 j6

with

log q log ?'

TT*,

determined as about q = .02 and q as about q = .08

the neglected term is about 0.0000005 and is barely enough to effect

from which

y' is

six-place work except through the multiplication of errors. The value

of k corresponding to this critical value of q is about k
0.85.
Another form of the integral under consideration is

sin

<

= am x,
= y = sn x,
= Vl - k = Vl <

cos

= Vl

<

sn 2 x

= en x,

The angle <^ is called the amplitude of x the functions sn x, en x,

dn # are the sine-amplitude, cosine-amplitude, delta-amplitude of x. The
;

half periods are then

==

J
and are known as the complete elliptic integrals of the first kind.
189, The elliptic functions and integrals often arise in problems
2
that call for a numerical answer. Here k is given and the complete
integral

K or the

value of the elliptic functions or of the elliptic inte-

gral F(<j>, k) are desired for some assigned argument. The values of
and F(<, /c) in terms of sin" 1 ^ are found in tables (B. 0. Peirce,
pp. 117-119), and may be obtained therefrom. The tables may be

used by inversion to find the values of the function sncc, cn#, dnse
when x is given for sn x = sn F(<, k) = sin <, and if x = F is given,
may be found in the table, and then sn x = sin <. It is, however,
easy to compute the desired values directly, owing to the extreme
;

<

rapidity of the convergence of the series.

Thus

THEORY OF FUNCTIONS

508

are
elliptic functions

The

To compute

computed from

the value of the elliptic integral

(6) or analogous series.

_ 1 + 2 q cos 2 v + 2 g* cos 4 y

dna;

note that

F(<f>, Jc),

if

----

-|

~~-

.-.'

= cotX

cos 2 v

= 2<

+y

cos 6 v

'

----

-\

and
two approximate equations from which cos 2 v may be obtained
4
neglects y and is generally sufficient, but the second neglects

are

the

first
8

only y

If k*

is

near

1,

the proper approximations are

_dn(r,
~

A;')

_ 1 + 2?'cosh
~

en

- X) =

or tan

Here

8
</'

cosh 8

<

v'

y' is

neglected in the second, but

4
<?'

cosh 4

v'

<q

first, which is not always sufficient for four-place work. Of course

2
k* sn x and
with sn x = sin or if y = sn x is given, dn x = Vl

in the
if

<

<f>

= Vl

en x

sn

as

are readily computed.

00

/*

As an example take J

.== and

find

and VAc^O.9, the first term of (37),

Compute in the form (Lg = Iog10)

JS',

sn f ^, JP(J

p. 472, gives q

TT,

|).

As

fc

/2

accurately to five places.

Lg fc'2 =
Lg VA? =

9.87606
9.96876

VF = 9.93060
-

=
=
1 + VF'
1

VA?

Lg (l - VF) =
Lg (l + VF) =
Lg 2 ? =

0.06940

2q

1.93060

ik

=
=

0.03696

= 0.7982
2 Lg (l + VP) = 0.6714
Lg K = 0.2268
JT = 1.686

0.01797

Check with

8.84136

0.28569
8.

66667

Lg 2 IT

table.

l-2?cos!7r+"JLg 6 =
JLg g =

0.38908

Lg sn f K

9.66366

sn f

= 9.9460

K = 0.8810.

-Lg 1.018 = 9.99226

= Vl-

Jsin j7r

= Vl - J sin J TT Vl +

J sin J

TT.

ELLIPTIC FUNCTIONS
= 0.19134
= 0.80866
1 -f j sin $ TT = 1.19134
= 9.95388
} Lg (1
] sin | TT)
= 0.03802
i Lg (1 + j sin j TT)
- Lg VP = 0.03124
Lg cot X = 0.02314
1

As

\ sin \

IT

J sin |

*r

X
J

TT

-X=

Lg tan =
Lg 2 =
Lg cos 2 ? =
(7

509

= 1.6253
= 0.2268
= 7.7447
= 9.5968
=
x
0.3952

43 28' 28"

Lg 42.20
Lg JT
- Lg 180
Lg x

3V 32"

8.42540
8.55567

9.86973

= 42 12'
180 x = K (42.20)
2

Check with

table.

a second example consider a pendulum of length a oscillating through an

Find the period, the time when the pendulum is horizontal, and its

arc of 300.

position after dropping for a third of the time required for the whole descent.
2
2 ay be the equation of the path and h
a (l -fthe greatest
-f y
height. When y = h, the energy is wholly potential and equals mgh; and mgy is

Let x 2

The

the general value of the potential energy.

m/da\ _
~~
2

jma
2 ay

\dt /
is

AM

kinetic energy

-Jwa

a"

2ay

\dfc/

V(/7a

y)(2ay
sn-i(w,

y' )

k),

\0
w=

fin

Jo

is

/<W,

y* \dt)

Hence

the equation of motion by the principle of energy.

V)

w2

V(l

(1

(Vg/at, k),

2a

fc% 2 )

hsn*(Vg/at,

k),

are the integrated results. The quarter period, from highest to lowest point, is
Va/flr; the horizontal position is y = a, at which t is desired ; and the position

for

Vg/at
fc

is

the third thing required.

= 0.93301,

2 ?'

= in^

If

=_-

V^k)

Lg fc2 =
Lg Vic =

Vk =
VA- =
1 + Vk =
1

Hence Jf

=
y

9.96988
9.99247

0.98280

Lg (l - Vk) =
Lg (l + VSfc) =
- Lg 2 =

Lg^ =
q' =

0.01720
1.98280

8.23553
9.70272

9.69897

7.63722

0.00434

2.768 and the complete periodic time

Lg 2 =
Lg2 g'-i =
- Lg =
2 Lg (l + Vk) =
Lg JiC =

is

0.3010
0.3734
0.3622

9.4034
0.4420.

K Va/g.

a
a,

dnw

Tr-x

Lg 2 =
Lg 4 =
- Lg 3 =

9.52288

Lg cot* X =

0.09482

Lg cot X =

0.02370

fc

9.96988
0.60206

= 43 26 12
TT - X = 1 33 48
J
Lg tan = 8.43603
Lg 2 ?' = 9.93825
X

Lg cosh 2 /

2/ =

=2^ cosh 2 /,

= 0.49778

/=
=
/
Lg

/x

X/

1.813

0.2584

- Lg2 g'-i = 9.6266

Lg
Lg

M = 9.6378
4 = 9 6228
'

'

THEORY OF FUNCTIONS

610
Hence the time f or y
V

Sn 2

= a is t =

0.3333

K Va/g = J whole time of ascent.

/g?

\o3

>'-l-h<

= 9.21241
- Lgr?' = 0.78759
gives y = 1.732 a, which is
J Lgg'

This
at 30

from the

vertical the

= 0.1631
= 6.1319

g'i

<f~*

very near the top at h

pendulum reaches 43

/5^\

In fact starting

1,866 a.

and 90 in another

in a third

is (1 -f k')~$ it
As sn J
the position of the pendulum at half the total time of descent,

third of the total time of descent.

is

easy to calculate

EXERCISES
1

Discuss these integrals by the method of mapping

rw

(a) z

(8) z

= f

(7)

VWl-wrtfl-JPurt

Jo

dw

dio
.

2. Establish these

w=

> b > 0,

w=

sn 2

w=

b sn az,

- z, k
),

\2

=f

cn(z,

= -b

= 2 sn- 1 ( Vx,

&),

sn
~~~==
tn(
(z.

Jfc)

A:),

A:)

Maclaurin developments with the aid of

177:

(a)

^
(

to find

g,

snllT,

jir,

\3

A pendulum

-i=
VlO/

oscillates through an angle of (a) 180, (j8) 90, (7) 340. Find
the periodic time, the position at t
\ K, and the time at which the pendulum
makes an angle of 30 with the vertical.

5.

ELLIPTIC FUNCTIONS
6.

7.

to

= 30,

and the middle point

bead moves around a vertical

velocity at the bottom as l:n.

8. In

Ex.

= 2 a2 cos 2 0.

aid of Ex. 3 find the arc of the lemniscate r2

With the

the arc from

511

The

circle.

Also

of the arc.

velocity at the top is to the

elliptic functions.

Express the solution in terms of

compute the periodic time

if

2, 3,

or 10.

9. Neglecting gravity, solve the problem of the jumping rope. Take the x-axis
horizontal through the ends of the rope, and the #-axis vertical through one end.
Remember that "centrifugal force" varies as the distance from the axis of rotation.

The

first

and second integrations give

-?,*)*
10. Express

JJ

-a*
a

Va

>

1,

in terms of elliptic functions.

cos0

11. A ladder stands on a smooth floor and rests at an angle of 30 against a

smooth wall. Discuss the descent of the ladder after its release from this position.
Find the time which elapses before the ladder leaves the wall.
12.

tom

A rod

of the

is placed in a smooth hemispherical bowl and reaches from the botbowl to the edge. Find the time of oscillation when the rod is released.

190. Legendre's Integrals II

C w Vl -

k*w*

Vi-w*

Jo

dw

and

The treatment

III.

w
= C

of

- &V; ) dw
2

(1

'

Jo

(II)
v
'

V(i-w; )(i-;kV )

by the method of conformal mapping

to determine the function

and

its

inverse does not give satisfactory results, for the map of the Biemann
surface on the -plane is not a simple region. But the integral may be
treated by a change of variable and be reduced to the integral of an
elliptic function.

For with

/-4
l\
( -L

XW V

(1

7 1

w=
2\

sn u, u

k*w

w.

/" U
r***

A'"*7/*l
1/1
AIV ) fl
U,(V
f

w*) (1

= sn"

=1

,*

jn

AT sir u)

(1

T
du

Jo

(12)

=u

A2

sn 2 udu.

Jo

The problem thus becomes that of integrating sn2 u. To effect the in2
tegration, sn n will be expressed as a derivative.
The function sn2 u is doubly periodic with periods 2 K, 2 iK\ and
with a pole of the second order at u = iK But now
1

t'TT

log(w)--Y

- loS(-^

THEORY OF FUNCTIONS

512

It then appears that the second derivative of log

2 K, 2 iK\ Introduce the zeta function

also has the

(?/)

periods

&

du

shows that (V)

2
the expansions of Z'(u) and sn ^ are

The expansion

of

'(w)

A2 sn2 u

Hence

= - Z (w) + Z'(0),

at

'

r"

Z'(0)

v
(13)
x

du

(n)

(w)

= mK.

About u

= K

= 0"(0)/(0),

Jo
U

(1

-A

sn2 w)

<2u

tt

- Z'(0)) + Z

(1

(14)

(te).

4/0

The

derivation of the expansions of Z'(w) and sn 2 u about

8(M)

^ 2n+1 e

CTTvl
log

9 (u) =
&(u)

^7,

log VI

<?e

iTrgr^

__

logG(M)

~-u\
^ y+

^
.

'

0(u)

/(M)

r
J

(^2

- iK )f(iK^ +

liny
_-

du,

6(u)

(u

sn a

= iJT

7
.

-1

-'

= w + cu 8 +

treated the integral

__ _
""

- UTO

Sn

du
sn ^

j_

=9+

'

may be

_^

(**

d e^u)

'"'

Let a be so chosen that sn2 a

= snu = w/'(0) + Ju8/'"(0) +

In a similar manner

iK' are easy.

^n-fl^/f

10g(l

_^

+i
u-iK'

function analytic near w

1-

(u

= a.

The

<*

integral becomes

r 2 sn a en a dn a

2snacnadna J

sn2 w

sn2 a

'

'

ELLIPTIC FUNCTIONS
The integrand
poles at u =

sn^w

2 sn a en a dn a

= H'/IL

Then

C=

sn2 a

The

adn a

rf

a)

//

(u

a)

= Z^

a)

/du
2

sn

?^

+ a)
+ a)
Z (w + a) +
//

to 2

_
"~

let

= 0.

z(l

is

H(a-u)

H(a + u)
substitution w = sn u and thus reduced

2 sn a en a dn a

sn &

C,

To determine C

1.

but

Z (a) and the integral

therefore

(w

is

H'(u

dn

en

log

Hence C reduces

u
w
__mZ|W _

and

h2Z 1V(a),
/?
,

sna

#'(^

__
~~

verification is as above.

2 en

2suacnaa.na

1
a)" in expanding about
be written down. In fact

sn2 ^

with simple

2snwen^dni

coefficient of (u

7^

= vhm

sn^a-

Such a function may

if

find the residues at these poles note

=d=a

The

To

a.

u^a

v
lim

2iK and

a function with periods 2K,

is

513

j_

to the
The integrals here treated by the
integrals of elliptic^ functions are but special cases of the integration of any rational
of w and the radical of the biquadratic
function R(W,
w 2 )(l k*w2 ).
(1
The use of the substitution is analogous to the use of w sin u in converting an

W=

V W)

integral of E(MJ, Vl
tional function
(w,

w2 )

R(w,VW} =

where

into an integral of trigonometric functions.

V W) may be written, by rationalization, as

means not always the same function. The

wR^(w

R (u, V(l

)/

ra-

^^
R^w) which

integral of

R(w,VW)

is

a rational fraction, plus the intewhich by the substitution w2 = u reduces to an integral of

k*u) and may be considered as belonging to elementary calculus,

thus reduced to the integral of

gral of

Any

VW

u)(l

is

plus finally
Jl

By

dw^

#8 (sn2 u) du,

the method of partial fractions

Csii**udu

R s may

n^O,

be resolved and

~w-a)
2

(sn

n>0

are the types of integrals which must be evaluated to finish the integration of the
VW). An integration by parts (B. O. Peirce, No. 667) shows that for

given R(w,

THEORY OF FUNCTIONS

514

first type n may be lowered if positive and raised if negative until the integral
2
expressed in terms of the integrals of sn x and sn x = 1, of which the first is
for
The
above.
second
any value of n may be obtained from the
type
integrated
=
above
for
1
n
by differentiating with respect to a under Jhe sign
integral
given

the
is

of integration. Hence the whole problem of the integration of

be regarded as solved.

With the

191.

E O,

w=

substitution

=
K)

/*
/

Vl .

A 2 sin 2 OdO

may

becomes

sin <, the integral II

Jo

Vw)

R(W,

= u (1 - Z'(0)) + Z (
In particular

and

TT, /c) is

/?(

called the complete integral of the second kind

generally denoted by E.
becomes the complete integral
is

When

<f>

TT,

= F(<,

the integral

A)

Then

A'.

E = K(l - Z'(0)) + Z(A) = A(l - Z'(0)),

(18)
=
E
Z
and
#F(k &)/A: + (V).
(<, A)
(19)
The problem of computing E (<, &) thus reduces to that of computing
K, E, F(<t> k) = u, and Z(n). The methods of obtaining K and JP(<^, k)
}

have been given. The series for Z(u) converges rapidly. The value
of E may be found by computing A'(l
Z'(0)).
For the convenience of logarithmic computation note that

K- E
K - E = ^7T/V/?. (27T/A) 1 j(l - 4</ +
8

or

2
""

sin 2 v

</TT

where

= 7m/2

A^.

These

8
</

series neglect only

barely affect the fifth place

when k

sin 82

(20)

.).

sin 4 v H----

terms in q 8 which will

,

or k*

The

0.98.

series

as written therefore cover most of the cases arising in practice. For instance in the problem which gives the name to the elliptic functions

and

y=

integrals, the
I)

COS <,
ds

problem of finding the arc of the

= Va

cos 2

<

2
ft

sin 2

ellipse

= a Vl - e* sin ^^

= a sin

<f> 9

<t>d<j>

the eccentricity
may be as high as 0.99 without invalidating the
approximate formulas. An example follows.
Let

be required to determine the length of the quadrant of an ellipse of

eccentricity e = 0.9 and also the length of the portion over half the semiaxis
major. Here the series in q' converge better than those in g, but as the proper
it

ELLIPTIC FUNCTIONS

515

expression to replace Z (u) has not been found, it will be more convenient to use
the series in q and take an additional term or two. As k = 0.9, k"2 = 0.19.

= 9.27875
Lg VP = 9.81969
Vic' = 0.66022
1 - VP = 0.33978
1 + Vk' = 1.66022
Lgfc'

Lg(l

- Vk') = 9.53120

= 6.55515
Lg 16 = 1.20412
Lg term 2= 5.35103
term 1 = 0.10233
term 2 = 0.00002
6diff.

Lg (l + Vfc') = 0.22017
diff. = 9.31 103
Lg 2 = 0.30103
Lg term 1 = 9.01000

= 0.10235.
Lgj ir/Vk' = 0.3764
f log 2 Tr/JT = 0.6603
Lg q = 9.0101
Lg (I -4 q 8 = 9.9981
Lg (K - #) = 0.0449.
q

Lgg =

9.0101
Lg27r = 0.7982
- 2 Lg (l 4- VP) = 9.5597
= 7.0303
= 0.0001
4 Lg g = 6.0404
Lg (1 + 2
9 = 0.0011
=
0.3580
q
Lg Ji
4 =
Ii = 2.280
0.0001
Hence If # = 1.109 and E = 1.171. The quadrant is 1.17] a. The point cor= 30. Then dn F = Vl 0.2025.
responding to x = J a is given by
cos2p = 0.7323
i7r-X-831i'
Lgdn F= 9.9509
Hence 4 near 90
Lg tan = 9.1758
Lg VP = 9.8197
=
=
2
1 + 2 ^ cos 4 v = 1.0000
0.1312
9.3111
cot
X
Lg q
Lg
=
=
36 28 J'
X
2 y = 42 55
Lg cos 2 v 9.8647

3 Lg q

</*)

f/

F = K (42.92). The computation for F, Z, E(%TT) is then

Lg K = 0.3580
Lg E/K = 9. 7106
Lg 2 7r/tf = 0.4402
=
=
9.0101
1.6326
42.92
Lg
Lg q
Lg F = 9.7353
- Lg 180 = 7.7447
=
sin
2
v
9.8331
Lg
J^F/Ji = 0.2792
Z = 0.2266 *
Lg (1 2 7 cos 2 v) = 0.0705
Lg F = 9. 7353
F = 0.5436
# (J *) = 0.5048.
Lg Z = 9.3539

Now

180

2 # 8 sin 4 p. The part of the

of Z marked * is corrected for the term
first
half
of
is
a and 0.666 a over the
the
the
therefore
0.5048
axis
over
quadrant
second half. To insure complete four-figure accuracy in the result, five places
should have been carried in the work, but the values here found check with the

The value

table except for one or

two units

in the last place.

EXERCISES
1.

Prove the following relations for Z(u) and Z I (M).

Z(if

u)

=-

Z(u),

z l(M )

=A

Z(M

-f

'

= -i

K) =

Z(w),

Z(u

2 iff

= - z l(u) +

Z(ti)

- iw/JT.

THEORY OF FUNCTIONS

516

An elliptic function with periods 2 K,

2.

with residues

f(u)
fc

c2 ,

cn ,

= CjZ^u -

at)

4. (a)

c ^du
/
J sn 2 V Xu

- a2 +

sn 2 udn

-~

l-fc2 sn 2 asn 2 u

(0)

- On) +

CnZ,(u

^
= -1.log 9(a
to

/-/ /r \
VXZ
( VXM)

__.....

(7)

Jf sn 2 udii 2 u

w)

au a2

a,,

const.

_ //

-- -'-

-f

w)

sn

V XM

9(a
/-c
VX

/7 -n /
-i1 XT \
VX1
(0 = sm- sn vXu)

r
,
dn*udu
J
,

snucnu
--=
dnu

k2

~ ~~ = u-2E(<t> =
d

wZ'(a).

^
+C
.

cn

XT
vX

Tn/

sin- 1 sn u)

= sm.

E(d>

,
1

"^ u ^-n "^^

-^dnu

6. If e is the eccentricity of the

(1

sn a

aeJo

___ J___^_r_

Vl>,

acE (#,

k)

2
2
hyperbola x /a
.

where

k)

ae tan

7.

Find the arc of the hyperbola cut

8.

Show

off

y /b

Vl

by the

70

k2

snu)

5. Find the length of the quadrant and of the portion of

rectum in ellipses of eccentricity e
0.1, 0.5, 0.75, 0.95.

ae

at

- -

= XwZ

and simple poles

2 \K'

be written

1-

^
O,

sn

r k'2du
J dn 2 u
I

Jo

(8)

CjZ^u

= XM
.

= 0, may

sn a cn a dn a sn 2 u

k2 sn a cn a dn a

Sc

it

snwcnu
snwcn

dnw

- 2 dn 2 u).
cut off by the latus

show that

1,

tan 0,

A;

=-

k 2 sin 2 0.

latus rectum

that the length of the jumping rope (Ex.

9, p.

611)

if e

1.2, 2, 3.

is

a(k'K/\ 2 +

flexible trough is filled with water. Find the expression of the shape ol
9.
a cross section of the trough in terms of F(<j>, k) and E(<j>, k).

10. If an ellipsoid has the axes a

find the area of one octant.

11.

Compute the area

of the ellipsoid with axes 3, 2,

12.

is

hole of radius 6

perpendicularly to the axis.

is

> 6 > c,

1.

bored through a cylinder of radius a

Find the volume cut

>6

centrally

and

out.

13. Find the area of a right elliptic cone, and compute the area
3 and the semiaxes of the base are 1 J and 1.

if

the altitude

ELLIPTIC FUNCTIONS

517

192. Weierstrass's integral and its inversion. In

studying the
general theory of doubly periodic functions ( 182), the two special
functions p (u), p'(u) were constructed and discussed. It was seen that

dw

=f
=

dw

f
J.

where the fixed limit oo has been added to the integral to make
and z =
correspond and where the roots have been called

w = oo
eg

?,

19

2,

Conversely this integral could be studied in detail by the method of

mapping but the method to be followed is to make only cursory use
;

map sufficient to give a hint as to how the function

be expressed in terms of the functions sn z and en z. The
discussion will be restricted to the
of the conformal

p (z) may

'

case which arises in practice, namely,

when g^ and g^ are real quantities.

w ,^ r

^S-^.

2'

-oo~~

e^^o

^-y.

..

e/'^Tco

There are two cases to consider, one

when

three roots are real, the other when one is real and the other
two are conjugate imaginary. The root e l will be taken as the largest
all

real root,

sum

and

as the smallest root if all three are real.

of the three

Note that the

is zero.

In the case of three real roots the Riemann surface

may be drawn
with junction lines e^ e8 and ev oo. The details of the map may readily
be filled in, but the observation is sufficient that there are only two
,

essentially different paths closed on the surface, namely, about e2 , eg

(which by deformation is equivalent to one about ev oo) and about e , e
a

equivalent to one about e2 ,

oo).
real and will be denoted by 2 co that about
1?

(which

will be denoted

with
at z

co

The

is

=2

= 0.

by 2

=2

o>

e?

8,

e is
l

integral about e2 , #8 is

pure imaginary and

182

If the function p (z) be constructed as in

the function will have as always a double pole

tOj,
2
As the periods are real and pure imaginary, it is natural to
to'

co

p (z) in terms of sn z. As p (z) depends on two constants

sn z depends on only the one 7c, the function p (z) will
whereas
9v ffv
be expressed in terms of sn ( Vx^, 7c), where the two constants X, k are
try to express

to be determined so as to fulfill the identity

p*

= 4^>

g^p

particular try

p(z\
^ '

=A

77=

sn2 (VX*, k)

A,

A,

k constants.

</8

In

THEORY OF FUNCTIONS

518

with the expansion l/

This form surely gives a double pole at z =
The determination is relegated to the small text. The result is

2
.

.V

=e

>

e,

k)

Wj VA.

0,

o>

A',

V\ =

(23)
//t '.

In the case of one real and two conjugate imaginary roots, the
Riemann surface may be drawn in a similar manner. There are again
two independent closed paths, one about e^ e^ and another about e^ e r
Let the integrals about these paths be respectively 2 c^ and 2

o>

That

is real

cuj

may

.b

r-

rT

be seen by deforming the path until

00

consists of a

it

very distant portion along which the integral is infinitesimal and a path
in and out along e 1 ,oo, which gives a real value to the integral. As
2

o>

is

not

known

it is

complex,
one period

is

to be pure imaginary

and may indeed be shown

,.
"

~~"4

l
,

+ cn(2 V^s,

^l-cn(2
This form surely gives a double pole at
The determination is relegated to the small
1

+ en (2 V^g,

k)

VJi*, *)"

z =

/ \

to be

natural to try to express p (z) in terms of en z of which

real and the other complex. Try

with the expansion 1/z2

The

text.

k)

__

result is

^
"
(23')

JT,

To

verify these determinations, substitute in

sn 2 (V\z,

p /2

4jp

8
gf2

!,*),

sn

A;)

( V\z, k)

sn

Equate

sn 2

coefficients of corresponding

2
powers of sn

A2 2

sn4
.

= 12 A* - g.2\

sn6 /

M -_
^

sn 2

Hence the equations

- X(l +

A;

2
)

8 A.

ELLIPTIC FUNCTIONS
The

first

shows that

by virtue

To

is

a root

of the relation e l

Let

e.

A=

e2 .

= 0. The

is

verify the second determination, the substitution

is

AA

..

ez

ea

1 -f
-T-

en 2 -VfjLZ
r-

cn 2 Vo2

,.

= 16 M*
t

(I

cn)/(l

en).

-ya =
Here

A = er
=
& 3 e2 +

The

let

Cl e2

^/^j

e 1 es

e2 e8 .

immediate as given.
similar.

4^
jj$ sn dn
.

(1

- cn) 2

2(1-

en)

The

identity

p /2 = 4p 8

gr 3

is

therefore

4 M2

solution then appears at once

__

(1

0,

e ie3

= e^ +

g$

solution

/\

where

Note

519,

e2 e 8

(e t

from the forms

- e,)^ - e,),

p (1

-2

A:

2
)

The expression of the function jt? in terms of the functions already

studied permits the determination of the value of the function, and by
inversion permits the solution of the equation p (z)
The function
c.

p (z) may

readily be expressed directly in terms of the theta series.

In fact the periodic properties of the function and the corresponding

properties of the quotients of theta series allow such a representation

made from

the work of

175, provided the series be allowed comfor

practical purposes it is desirable to have the
q.
expression in terms of real quantities only, and this is the reason for a
different expression in the two different cases here treated.*
to be

plex values for

But

from (23) and

(23 ) or from the correspondence between the w-surface and the g-plane.
They are indicated on the figures. The functions p and p' may be used

The

values of z for which p (z)

is real

may be

read

off

to express parametrically the curve

y*^x*-gp-gi

by

=.?'(*),

=!>(*)

desired, to transform the given cubic 4 w*

g% with
g$w
is, however, possible,
two complex roots into a similar cubic with all three roots real and thus avoid the duplicate forms. The transformation is not given here.

*It

if

THEORY OP FUNCTIONS

520

The

two cases the shape of the curves and the

figures indicate in the

range of values of the parameter. As the function p is of the second

c has just two roots in the parallelogram,
order, the equation p (#)
and as p (z) is an even function, they will be of the form z = a and

=2

coj

+2

o>

a and be symmetri-

cally situated with respect to the center of the figure except in case a lies

on the sides of the parallelogram so

that 2 cuj + 2 <o2 - a would lie on one
of the excluded sides.

The value

gs(tf

of

the odd function^' at these two points

equal and opposite. This corresponds precisely to the fact that to

c of x there are two equal and opposite values of y on

is

=
= 4 x*

one value x
the curve y2

Conversely to each point of the parallelogram corresponds one point of the curve and to points symmetrically
situated with respect to the center correspond points of the curve sym-

gB

g^c

metrically situated with respect to the ar-axis. Unless z is such as to

make both jp(#) and^/(#) real, the point on the curve will be imaginary.
193.

The curve y2

= 4x8

of doubly periodic functions.

g2 x

gB

may

be studied by means of the properties

For instance

Ax + By + C = Ap'(z) +

Bp(z)

+ C=

the condition that the parameter z should be such that its representative point
on the line Ax + By + C = 0. But the function Ap'(z) + Bp (z) + C is

is

shall lie

doubly periodic with a pole of the third order the function is therefore of the
third order and there are just three points z t , z 2 , z 8 in the parallelogram for which
the function vanishes. These values of z correspond to the three intersections of
;

the line with the cubic curve.

Now

the roots of the doubly periodic function sat-

isfy the relation

+Z +Z

= 2m

3 X

be observed that neither l nor 2 can be as great as 3. If conversely Zj, z 2 z8

are three values of z which satisfy the relation z l + z 2 + ^3 = 2m,wj + 2m 2 w2 , the
three corresponding points of the cubic will lie on a line. For if J be the point in
It may

which a

line

through z v z2 cuts the curve,

and hence 2 8 Zg 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 z be the point from which and z' that to which the tangent
is drawn. The condition then is z + 2z'
2m 1 cj 1 + 2m2 w2 and hence
,

Z'=-J3,

Z'=--JZ +

Wl ,

z'rr-Jz-f W2

are the four different possibilities for

w =
2

m = 0, ma = 1
l

=
wij

1,

z'

w2 = 1.

=- \ Z +
w

ft^

W2

= w2 = ; ?n t = 1,
corresponding to
t
To give other values to l or ra 2 would

ELLIPTIC FUNCTIONS

521

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
a real point of the curve. If the point lies on the infinite portion, < z < 2 w v and
first two points z' will also satisfy the conditions
< z' < 2 Wj except for the
possible addition of 2u> r Hence there are always two real tangents to the curve
from any point of the infinite branch. In case the roots e v e2 , es are all real, the

the

z' will correspond to real points of the oval portion and all four
f
are
in the case of two imaginary roots these values of z give imagreal
tangents
inary points of the curve and there are only two real tangents. If the three roots
are real and z corresponds to a point of the oval, z is of the form w2 + u and all

last

two points

four values of

z'

are complex,

and none of the tangents can be real. The discussion is complete.

As an inflection point is a point at which a line may cut a curve in three coincident points, the condition 32 = 2 m l a) l -f 2 w2 o>2 holds for the parameter z of such
points. The possible different combinations for z are nine
:

Of these nine inflections only the three in the first column are real. When any
two inflections are given a third can be found so that z l + Z2 + Z8 is a complete
period, and hence the inflections lie three by three on twelve lines.
If p and p' be substituted in Ax 2 + Bxy + Cy* + Dx + Ey + F, the result is a
doubly periodic function of order 6 with a pole of the 6th order at the origin.
The function then has 6 zeros in the parallelogram connected by the relation
Zi

Z2

*3

z*

*s

= 2m

*6

w1

+ 2m2 w2

which connects the parameters of the 6 points in which

= 0. One applicacut by the conic -4x2 + Bxy + Cy* + Ite + Ey +
the
is
to
the
which
be
interest
discussion
of
conies
of
tion
may tangent to the cubic at

and

this is the condition

the cubic

is

()
w
three points Zj, z 2 , z 3 The condition then reduces to z l + z 2 + z 8 =
l l +
2 2.
even
are
or
this
the
condition
fact
that
the
If
expresses
any
numbers,
,
2
l

m w

three points lie on a line and is therefore of little interest.

apart from the addition of complete periods, are

The other

possibilities,

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
the cubic at any two assigned points and at some other point. Another application
of interest is to the conies which have contact of the 6th order with the cubic.

= 2m

is

values from

to 5, there are 36 points

then 6z

o;

As w^ w2 may have any of the 6

on the cubic at which a conic may have

+ 2m2 u2

The condition

contact of the 5th order. Among these points, however, are the nine inflections
obtained by giving t , 2 even values, and these are of little interest because the
conic reduces to the inflectional tangent taken twice. There remain 27 points at
which a conic may have contact of the 5th order with the cubic.

m w

THEOBY OF FUNCTIONS

522

EXERCISES
The

1.

function

defined

(z) is

by the equation

=- f
Show by Ex.

that the value of

4, p. 516,

XT/
= -e z+ VX.#(0,

(z)

TV
A:)

/r
+ VX
,

cn

- ~<

in the

two cases

is

Vxzdn
sn

"*
sn V/AZ

where

and

AC

el

e2 ,

A:

e2 )(e 1

V(e t

= (e3

e3 ),.

- -

e2 )/(e 1
A:

r-cnz
-cnVxz
- e = VX
l

e2

3.

Letp(z

Compute p (I
p(z; 18,0)

in case there is only

2 , g%)

1, 0),

denote the function

p (J

0, J),

p (f

---

/,

snVX2

one real root

a square.

e; is

Vx

sn VX^;

What happens

3 ej/4 /A,

--

7-7

Vp(z)~

= sin- 1 sn
= sin- sn

e2 ),

In case the three roots are real show that p (z)

2.

dn Vpi

Vp(a)-

e8

/-n
= VX
sn

corresponding to the radical

13, 0).

Solve

p (z

1, 0)

= 2, p (z

0, J)

= 3,

10.

4. If 6 of the 9 points in which a cubic cuts y 2

the other three are in a straight line.

= 4x 8

(/ 2 a5

</ 3

are on a conic,

a conic has contact of the second order with the cubic at two points, the
lie on a line through one of the inflections.

5. If

points of contact

How many

6.

7. If

which a conic may have contact of the 6th order

Locate the points at least roughly.

of the points at

with the cubic are real

a conic cuts the cubic in four fixed and two variable points, the line join-

ing the latter two passes through a fixed point of the cubic.
8. Consider the space curve x = sn , y = cn t, z = dn t. Show that to each
by iK' corresponds one point of the curve and conpoint of the rectangle
2
2
versely. Show that the curve is the intersection of the cylinders a + y = 1 and

fc

2 2

z2

relation

= 1. Show

that a plane cuts the curve in 4 points

and determine the

between the parameters of the points.

9. How many osculating planes may be di*awn to the curve of Ex. 8 from any
point on it? At how many points may a plane have contact of the 3d order with
the curve and where are the points ?

10. In case the roots are real

show that

(z)

has the form

V\

ELLIPTIC FUNCTIONS
Hence

log

<r

= f f (z) dz =

(z)

or

cr(z)

11.

By

Ce 2

- 51 z 2
2 Wj

[f (*

_J-*

and

./

log

JET

( Vxz)

+O

*i

general methods like those of

=~

523

190 prove that

a)

' f (z ' a) ~ 2 f (a)]

'

p'()

<r(z

a)

12. Let the functions 9 be defined by these relations

P'(a)
:

with g = e w i
Show that the 0-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. Let

Prove

<r(a

+ 2 wj =

T
.

Prove

e 2rj i(

T/ 2

+ 2 w2 ) =

3!

=2

ft

Let

<r(

W = ..^
+w
i)(r(2)

^ W 2*

77,

--

relations for

TTl
,

w
2

and similar

+w
a)<r(2;)

or

^jWg

and similar

^a?!

Show

that

16.

With

the determination of -^ as in Ex. 15 prove that

2)

<r(

~ log

<r

(z)

<r(z)

f (),

a (z).

7TI

relations for

15.

<r

<r

a (z).

and develop (r() as

log ,

(z)

= - n*) = P (*)

by showing that p(z) as here defined is doubly periodic with periods 2j, 2o>2 ,
and with no constant term in its
with a pole 1/z 2 of the second order at z =
with
the function of the text.
identifies
State
this
p (z)
why
development.

CHAPTER XX
FUNCTIONS OF REAL VARIABLES
194. Partial differential equations of physics. In the solution of
physical problems partial differential equations of higher order, particularly the second, frequently arise. With very few exceptions these
equations are linear, and if they are solved at all, are solved by assum-

ing the solution as a product of functions each of which contains only

one of the variables. The determination of such a solution offers only
a particular solution of the problem, but the combination of different
particular solutions often suffices to give a suitably general solution.
For instance

8T

^
is

&V

+ aF_ A
3/,

IdF

~W + ^Tr +

102 F

7W~

Laplace's equation in rectangular and polar coordinates.

()
For a

solu-

F= X

tion in rectangular coordinates the assumption

(x) Y(y) would be
R (r) $>(<) for a solution in polar coormade, and the assumption V

dinates.

The equations would then become

X'

F"

Now each equation as written

is

a sum of functions of a single variable.

But a function of x cannot equal a function of y and a function of r

cannot equal a function of unless the functions are constant and have
the same value. Hence
<j>

X"
Y"
_
= +m3
_,_

or

^R""

R
+r _ =TO

(2*)
V

'

These are ordinary equations of the second order and may be solved
as such.

The

The second

case will be treated in detail.

solution corresponding to

any value of

$ = am cos m<
and

m is

R = A m w + Bmr~ m
+ bm sin w<,
V = R& = (A mr* + Bmr~ m)(am cos m<f> + bm sin m<f>)
?'

524

REAL VARIABLES
V=

or

525

+ Bmr~ m) (am cos m< + &

r"

(A m
2)
m

ro

sin m$).

(3)

That any number of solutions corresponding to different values of m

may be added together to give another solution is due to the linearity
of the given equation ( 96). It may be that a single term will suffice
as a solution of a given problem. But it may be seen in general that
A solution for V may be found in the form of a Fourier series which
shall give V any assigned values on a unit circle and either be conver:

gent for

all

outside the

values within the circle or be convergent for all values

In fact let /(<) be the values of V on the unit circle.

circle.

Expand /(<)

into its Fourier series

>

V=

Then

cos

m$ + b

sin

+ ^) ** (am cos m $ + bm g n
i

<)

(3')

will be a solution of the equation which reduces to /(<) on the circle

and, as it is a power series in r, converges at every point within the
circle.

In

like

manner a

V=

ff-o

solution convergent outside the circle is

+2

?*~

(^m cos w<

+ &w sin m<).

(3")

The infinite series for V have been called solutions of Laplace's equation. As a
matter of fact they have not been proved to be solutions. The finite sum obtained
by taking any number of terms of the series would surely be a solution but the
limit of that sum when the series becomes infinite is not thereby proved to be a solution even if the series is convergent. For theoretical purposes it woukl be necessary
to give the proof, but the matter will be passed over here as having a negligible
;

bearing on the practical solution of many problems. For in practice the values of
/(0) on the circle could not be exactly known and could therefore be adequately
represented by a finite and in general not very large number of terms of the development of /(0), and these terms would give only a finite series for the desired
function V.

In some problems it is better to keep the particular solutions separate, discuss each possible particular solution, and then imagine them
compounded physically. Thus in the motion of a drumhead, the most
is not so instructive as the particular solution
to
corresponding
particular notes ; and in the motion of the surface of
it
is
ocean
the
preferable to discuss individual types of waves and compound them according to the law of superposition of small vibrations

general solution obtainable

(p. 226).

For example
1 &&

if

c*z

7'"

A'"

Y"

THEOBY OP FUNCTIONS

526

be taken as the equation of motion of a rectangular drumhead,

x __

fsin ax,

\cos ax

fsin

fix,

I cos

fix,

y=

T_

fsin c Va;2

\cos

Vcr

+
+

are particular solutions which may be combined in any way desired

As the edges of the drumhead are supposed to be fixed at all times,

if

0,

= a,

= 0,

where the dimensions of the head are a by

z

^^ m = sm
= XYT

<

b.

= b,

Then the

nir

sin

^ cos CTT\Ma

solution
...

+ 75
i
,

= anything,

(4)
v y

a possible type of vibration satisfying the given conditions at the

perimeter of the head for any integral values of m, n. The solution is
periodic in t and represents a particular note which may be omitted.
is

A sum of

such expressions multiplied by any constants would also be

a solution and would represent a possible mode of motion, but would
not be periodic in t and would represent no note.
195. For three dimensions Laplace's equation becomes
8
a-

8F\_i_
/^
r*
+
1

or /

dr \

in polar coordinates.

*
sin

1 d /

dR\

*/

sin

d<j>*

8
l
^
( sm *<>V\ = A
+ -T:
-^r
sm ^ ^T
30
80
(

d0V

Sm

/KN

(5)
v
y

V = R (^)(^)^(<^)

Substitute

rfr

8' v

-r-j-r
^-75
2

then

^0\
rfe

Here the first term involves r alone and no other term involves
Hence the first term must be a constant, say, n(n + 1). Then

Next consider the last term after multiplying through by

l
m2 Hence
pears that &~ &" is a constant, say,

sin

0.

It

ap

<|>

Moreover the equation for

= dm cos

now

wi<f> -f-

bm sin

m<f>.

reduces to the simple form

d
d cos0

The problem

is

now

separated into that of the integration of three

which the first two are readily integrable. The

differential equations of

third equation

is

a generalization of Legendre's (Exs. 13-17,

p. 252),

EEAL VARIABLES
and in case

n,

527

m are positive integers the solution may be expressed in

terms of polynomials

(Aj

n>

m (cos

in cos

0)

0.

Any

expression

+ Bnr-~*)(am cos m<f> + bm sin mj) Pw m (cos

,

ff)

therefore a solution of Laplace's equation, and it may be shown that

by combining such solutions into infinite series, a solution may be
obtained which takes on any desired values on the unit sphere and
is

all points within or outside.

particular simplicity and importance is the case in which V is supand the equation for
is soluble
posed independent of <f> so that
in terms of Legendre's polynomials Pn (cos 0) if n is integral. As the

converges for

Of

m=

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
respect to revolution about the polar axis
may be expressed if
potential

its

expression for points on the axis is known. For instance, the potenof a mass
distributed along a circular wire of radius a is

tial

lr2

JlfA

v _______
""^
'

l-3r4
4

2-4- 6 w

l-3

L3.5

"

M.(a_la?
a \r

at a point distant r

2r*'

1.3.5)*

2-4

"I

1*

>

^9

r>a

2^l7~2^T6r + '"'
,

'

from the center of the wire along a perpendicular

The two series

to the plane of the wire.

'M( ^

Ir

l-3r4 _

1-3-5

F=<
are then precisely of the form ^A^-n Pn , ^A nr" n
solutions of Laplace's equation and reduce to the

'~ l

along the axis (9=0 since

points of space.

To

this point the

Pn (l) = 1. They

method of combining

Pn

admissible for

known

value of

give the values of

at all

solutions of the given differ-

ential equations was to add them into a finite or infinite series. It is

also possible to combine them by integration and to obtain a solution

as a definite integral instead of as

in this case, too, that a limit of a

an

infinite series. It

should be noted

sum has replaced a sum and that it

would theoretically be necessary to demonstrate that the limit of the
sum was really a solution of the given equation. It will be sufficient
at this point to illustrate the method without any rigorous attempt to

THEORY OF FUNCTIONS

528
justify

Consider

it.

(2')

The

in rectangular coftrdinates.

solutions for

X, Fare

X =_m
_
X
n

where

Y"

=m

Y may

= lim "V
the limit of a

e~ m i y [a (ra,.) cos m^x

sum

my
,

+ b (ra) sin race] dm

mx

[a (ra) cos

e~~

Now

be expressed in terras of hyperbolic functions.

s~ my

is

X = am cos mx + bm sin mx, Y = A m emy + Bm

(6)

+ b (ra

of terms each of which

sin rat-#] Arat

t-)

a solution of the given

are constants for any given value ra = ra,.,
is

equation for a (???,-) and b (ra,)

no matter what functions a (ra) and b (m) are of ra. It may be assumed
that F is a solution of the given equation. Another solution could be
;

found by replacing e~ mu by e my
It is sometimes possible to determine a (ra), b
reduce to assigned values on certain lines. In fact
.

f(x)

=1 C C
*/

t/O

Hence

if

the limits for

a(m)

m be

/(A) cos

and

oo

and

if

and reduces

to

466)

(7)

&(ra)

raArfA,

the choice

f
I

/(A) sin raAdA

^J-oo

taken for a(m), b(m), the expression (6) for

F=-

shall

- x) d\dm.

/(A) cos ra (A

^J-oo
is

(p.

oo

i
I

(ra) so that

F becomes

e~ mvf(X)wsm(\-x)d\dm

= 0.

f(x) when y

Hence a

solution

is

(8)

found which

takes on any assigned values f(x) along the x-axis. This solution clearly
becomes zero when y becomes infinite. When f(x) is given it is some-

times possible to perform one or more of the integrations and thus

simplify the expression for V.
For instance

if

f(x)
the integral from

= 1 when

>

IT

/
I

Jo

-r
a

i/dX
^

when x <

0,

drops out and

oo to

F=-irJof* Jof^e-roy. l-cosm(X

= -1

and f(x)

+ (\-X) 2

/7T
= -1 (-

7T\2

x)d\dm

=- f

tan- 1 -)

wJo
wo

f^-^cosmtX

Jo

1 -.
= 1 --l xtan- -y
,

7T

x)dmd\

EEAL VARIABLES

529

may readily be shown that when y > the reversal of the order of integration
is determined completely, it is simpler to substitute the
permissible ; but as
'
value as found in the equation and see that V^x + V'y y = 0, and to check the fact

It

is

reduces to f(x) when y = 0. It may perhaps be superfluous to state that

the proved correctness of an answer does not show the justification of the steps by
which that answer is found but on the other hand as those steps were taken
that

solely to obtain the answer, there is

answer

is

no practical need of justifying them

if

the

clearly right.

EXERCISES
1.

Find the indicated particular solutions

(a) c*

V=

ex*

ot

V Am
***

V=
ax 2
2.

+
ay

e- ** (a m cos

x=

of these equations

cos crn*

cmx

+B

+ bm sin crox),

sin

cw)(am cos *

*>m

sin wx),

fs

\coscax,

\cosc/3y,

Determine the solutions of Laplace's equation in the plane that have

T = 1 f or TT < < 2 TT on a unit circle.

V=

< ^ < TT and

f or

3. If

F=

Show

0| on the unit circle, find the expansion for V.

ITT

V= Sam sin mirx/l

coscmirt/l is the solution of Ex. 1 (/S) which

the
and x = J. Determine the coefficients am so that f or t =
value of V shall be an assigned f unction /(x). This is the problem of the violin
string started from any assigned configuration.

4.

that

vanishes at x

5. If the string of
t

Ex. 4

started with

is

any assigned velocity dV/dt =/(x) when

sin crmrt/l and make the proper deter-

= 0, show that the solution is Sam sin mm/I

mination of the constants am

6. If the

drumhead

-4 m n
,

is

4
= -~
aJb

7.

In hydrodynamics

started with the shape z =/(x, y),

/0

/o

it is

/o

7M7TX

/(x,

y)sm

shown that

T17T2/
sin- ^
.

show that

=o

dt*

dx\

/i6

is

the differential equa-

dx/

an estuary or on a beach of breadth 6 and depth

h measured perpendicularly to the x-axis which is supposed to run seaward. Find
tion for the surface of the sea in

(a)

= AJQ (kx) cos

rtf,

&2

= n*/gh,

(ft)

= AJ (% Vfcx) cos n,

= n2/grm,

as particular solutions of the equation when (a) the depth is uniform but the
breadth is proportional to the distance out to sea, and when () the breadth is uniform but the depth is mx. Discuss the shape of the waves that may thus stand on
the surface of the estuary or beach.

THEORY OF FUNCTIONS

530

8. If a series of parallel

waves on an ocean of constant depth h

is

cut perpen-

dicularly by the icy-plane with the axes horizontal and vertical so that y
the ocean bed, the equations for the velocity potential <f> are known to be

Find and combine particular solutions to show that

<f>

9.
,
f

a\'

= A cosh k(y +

h) cos (kx

n),

is

= gk tanh

A.

Obtain the solutions or types of solutions for these equations.

-- --as 2

1-

ar 2

---^ _.
r

_
a0 2

r2

ar

= Ao,

'

Ans.

***{

>-

\smm0J

V
~*

4ns.
i*

OT

(0^0087710 + Zfesintii*) J"m

cos

the form

may have

<f>

^
~~

'

zt*

()

'

ax 2

ct

m0
a2

__
""
c2

a^ 2

ax

a?/

10. Find the potential of a homogeneous circular disk as (Ex. 22, p. 68

Ex.

23, p. 332)
6 +
2-4.6.8^ 6

where the negative

11.

sign before

Find the potential

of a

Pl

holds for ^

< J TT

and the

homogeneous hemispherical

positive for

>

ir.

shell.

12. Find the potential of (a) a

the hemisphere, and

(ft)

n
13.

Assume

cos- 1

homogeneous hemisphere at all points outside

a homogeneous circular cylinder at all external points.

a2

x2

a2
ing disk of radius a charged with

196.

2a

x2

is

Q units of electricity. Find the potential anywhere.

Harmonic functions;

satisfies Laplace's

equation

the potential at a point of the axis of a conduct-

A
V"x + V'^ +

general theorems.

V^x + V'^ =

or

function which

= 0, whether

in the plane or in space, is called a harmonic function. It is assumed

that the first and second partial derivatives of a harmonic function are

continuous except at specified points called singular points. There are

many similarities between harmonic functions in the plane and har-

monic functions in space, and some differences. The fundamental theorem is that: If a function is harmonic and has no singularities upon
or within a simple closed curve (or surface), the line integral of its normal derivative along the curve (respectively, surface) vanishes and conversely if a function V(x y), or V(x, y, z), has continuous first and second
;

REAL VARIABLES

531

partial derivatives and the line integral (or surface integral) along every
closed curve (or surface) in a region vanishes, the function is harmonic.

For by Green's Formula, in the respective cases of plane and space

(Ex. 10, p. 349),

rdv. = rdv.
-%-dy
d!s

Jo dn

Jo

dx=s

-5

8x

rr/w + 8 F\
-5-? dxdy,
JJ \ Sx
w/
2

dv

fy

-5-5-

(9)

Now

if

the function

must the

is

harmonic, the right-hand side vanishes and so

if the left-hand side vanishes for all

and conversely

left;

closed curves (or surfaces), the right-hand side

region, and hence the integrand must vanish.

must vanish

for every

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 8 V/dr and the result is
2ir

dv

ld+^O

r*

or

r* dv
I

~~si

where the constant a or a2 has been discarded from the element of arc

ad$

or the element of surface

ct

sin QdOdifr. If these equations be inteto a, the integrals may be evaluated by

grated with respect to r from

reversing the order of integration.

ra
0==

dr
/

4/0

and

r*" dv

a7^

/
Jo

Vl

Vad<f>

c/0

c/0

where

Va

is

the value of

Thus

r a dv

zir

t/0

07***

= r

or

"
(

/
Jo

Vl

d<t>,

?.

F - FO)^,
(10)

*/0

F on

the circle of radius a and

is

the value

and Fa is the average value along the perimeter of the

Similar analysis would hold in space. The result states the
important theorem: The average value of a harmonic function over a

at the center
circle.

equal to the value at the center.

This theorem has immediate corollaries of importance.

circle (or sphere) is

A harmonic
maxino
which
has
a
cannot
within
become
singularities
region
function
mum or minimum at any point within the region. For if the function
were a maximum at any point, that point could be surrounded by a
sphere so small that the value of the function at every point
of the contour would be less than at the assumed maximum and hence
the average value on the contour could not be the value at the center.

circle or

THEORY OF FUNCTION'S

532

harmonic function which has no singularities within a region and is

constant on the boundary is constant throughout the region. For the
maximum and minimum values must be on the boundary, and if these
have the same value, the function must have that same value throughout the included region. Tiro harmonic functions which have identical
values upon a closed contour and have no singularities within, are identical throughout the included region. For their difference is harmonic
on the boundary and hence throughout
and has the constant value
the region. These theorems are equally true if the region is allowed to
grow until it is infinite, provided the values which the function takes
on at infinity are taken into consideration. Thus, if two harmonic
functions have no singularities in a certain infinite region, take on the
same values at all points of the boundary of the region, and approach
the same values as the point (#, y) or (/, y, z) 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

Jo

dn

*={**-"*>
Jo
dx

<*y

v*> dxdy

iudS-VV= I^V^VVdv + ivU'VVdv

or

in the plane or in space.

In this relation

let

(11)

be harmonic without

and upon the contour, and let U = V. The first inteon

vanishes
and the second is necessarily positive unless
the
right
gral
or V^ = V'v = V'z = 0, which is equivalent
the relations V'x = V'y =
singularities within

V V 0, are fulfilled at all points of the included region. Suppose

further that the normal derivative dV/dn is zero over the entire bound-

to

ary.

must

The

integral on the left will then vanish and that on the right
vanish. Hence V contains none of the variables and is constant.

If the normal derivative of a function harmonic and devoid of singularities at all points on and within a given contour vanishes identically
If two
contour, the function is constant. As a corollary
functions are harmonic and devoid of singularities upon and within a

upon the

given contour, and if their normal derivatives are identically equal

upon the contour, the functions differ at most by an additive constant.

In other words, a harmonic function without singularities not only is

determined by its values on a contour but also (except for an additive
constant) by the values of

its

normal derivative upon a contour.

EEAL VARIABLES

533

Laplace's equation arises directly upon the statement of some problems in

physics in mathematical form. In the first place consider the flow of heat or of
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
proportional to the rate of decrease. As
gives the direction and magnitude of the most rapid decrease of temperature, the flow of heat may be represented

VT

is

by
fcVr, where k is a constant. The rate of flow in any direction is the component 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
is said to be steady if there is no increase or decrease of heat within any closed

flow

boundary, that

is

r
I

tfS-VT

or

T is

harmonic.

Hence the problem of the distribution of the temperature in a body supporting

a steady flow of heat is the problem of integrating Laplace's equation. In like
manner, the laws of the flow of electricity being identical with those for the flow

of heat except that the potential

replaces the temperature T, the problem of the
distribution of potential in a body supporting a steady flow of electricity will also
be that of solving Laplace's equation.

Another problem which gives rise to Laplace's equation is that of the irrotational
motion of an incompressible fluid. If v is the velocity of the fluid, the motion is
called irrotational

when Vxv

= 0,

that

is,

when

the line integral of the velocity

about any closed curve is zero. In this case the negative of the line integral from
a fixed limit to a variable limit defines a function 4>(x, y, z) called the velocity
V<. As the fluid is incompotential, and the velocity may be expressed as v =
pressible, the flow across

any closed boundary

f cZS*V< =
and the velocity potential $

or
is

stated without vector notation

Cv.V&dv

is

necessarily zero.

or

V.V<J

Hence

0,

a harmonic function. Both these problems may be

by carrying out the ideas involved with the aid of

ordinary coordinates. The problems may also be solved for the plane instead of
for space in a precisely analogous manner.

197.

The conception of the

flow of electricity will be advantageous

in discussing the singularities of harmonic functions

eral conception of steady flow. Suppose

and a more gen-

an electrode is set down on a sheet of zinc

of which the perimeter is grounded. The
equipotential lines and the lines of flow
which are orthogonal to them may be
sketched

in.

Electricity

passes

steadily

from the electrode to the rim of the sheet

and off to the ground. Across any circuit
which does not surround the electrode the
flow of electricity is zero as the flow is steady, but across any circuit
surrounding the electrode there will be a certain definite flow; the
circuit integral of the

normal derivative of the potential

F around

such

THEORY OF FUNCTIONS

534

be compared with the fact that the

circuit integral of a function of a complex variable is not necessarily
zero about a singularity, although it is zero if the circuit contains 110
singularity. Or the electrode may not be considered as corresponding

This

circuit is not zero.

may

from the sheet so that the

sheet is no longer simply connected, and the comparison would then
be with a circuit which could not be shrunk to nothing. Concerning
the facts are readily seen.
this latter interpretation little need be said
It is the former conception which is interesting.
For mathematical purposes the electrode will be idealized by assuming its diameter to shrink down to a point. It is physically clear that
the smaller the electrode, the higher must be the potential at the electo a singularity but to a portion cut out

trode to force a given flow of electricity into the plate. Indeed it may
C log r, where r is the distance
be seen that V must become infinite as
in
For
note
the first place that log r is a solufrom the point electrode.
tion of Laplace's equation in the plane

V= U

where

U is

log r,
at the electrode. The flow across
electrode

is

and

U= V+ C

let

log r or

a harmonic function which remains

-Ir**%y rd<t>=U

finite

any small circle concentric with the

r 2 *dU
I

rd<l>

+ 2irC = 2irC,

*/o

and is finite. 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

as C/r. The particular solutions

log r and 1/r of Laplace's equation
in the respective cases may be called the fundamental solutions.

The

physical analogy will also suggest a method of obtaining higher singularby combining fundamental singularities. For suppose that a powerful positive
electrode is placed near an equally powerful negative electrode, that is, suppose a
strong source and a strong sink near together. The greater part of the flow will be
nearly in a straight line from the source to the sink, but some part of it will spread
out over the sheet. The value of V obtained by adding together the two values for
source and sink is
ities

= -J

cos

4-

- 2rJcos0) +

higher powers

Clog(r

cos <f>

-f

2rJcos0)

the strength C be allowed to become infinite as the distance 2 1 becomes

if
denote the limit of the product 2 f 0, the limiting form of V is

Thus

if

zero,

and

Mr~ l cos

and

than

G'log(r

logr.

is itself a solution of the equation, becoming infinite more strongly

In space the corresponding solution would be Jfr~ 2 cos 0.

EEAL VARIABLES

585

was seen that a harmonic function which had no singularities on or

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
V
the function U = V
K ---- is harparticular solutions V F
It

2,

19

monic without
the values of

singularities

Vv F2

or their normal derivatives

and may be determined as

before. Moreover,

may be

considered as

known upon the contour inasmuch as these are definite particular soluHence it appears, as before, that the harmonic function V is deter-

tions.

mined by

values on the boundary of the region or (except for an additive

constant) by the values of its normal derivative on the boundary, provided
the singularities are specified in position and their mode of becoming infinits

given in each case as some particular solution of Laplace's equation.

Consider again the conducting sheet with its perimeter grounded and

ite is

with a single electrode of strength unity at some interior point of the

The potential thus set up has the properties that 1 the poten-

sheet.

zero along the perimeter because the perimeter is grounded ; 2 at

the position P of the electrode the potential becomes infinite as
log r ;
and 3 at any other point of the sheet the potential is regular and sattial is

Laplace's equation. This particular distribution of potential is

denoted by G(P) and is called the Green Function of the sheet relative
isfies

In space the Green Function of a region would still satisfy 1 and

in 2 the fundamental solution
but
3,
log r would have to be replaced
by the corresponding fundamental solution 1/r. It should be noted
to P.

that the Green Function

(P)=

G(a,

only
If

is

really a function

b\ x, y)

of four or six variables

trode

is

if

or

G(P)

G(a,

b,

c; x, y, z)

the position P(a, b) or P(&, b y c) of the elecis considered as known

considered as variable. The function

when it is known for any position of P.

now the symmetrical form of Green's Formula

~
where

Jj (UA

"

denotes the

~
sum

of the second derivatives, be applied to the

entire sheet with the exception of a small circle concentric with P and
if the choice u
G and v
V be made, then as G and V are harmonic

the double integral drops out and

THEORY OF FUNCTIONS

6a6

Now let

the radius r of the small circle approach

tion that V is devoid of singularities and that
log

r,

and the

the middle integral approaches

final integral

0.

because

Under the assumpbecomes

its

infinite as

integrand does,

approaches 27rF(P). Hence

V at any interior point of the sheet

the contour and of the normal deriva-

This formula expresses the values of

V upon

in terms of the values of

tive of

G along the contour.

It appears, therefore, that the determination

of the value of a harmonic function devoid of singularities within and

upon a contour may be made in terms of the values on the contour provided the Green Function of the region is known. Hence the particular
importance of the problem of determining the Green Function for a

given region. This theorem

is

analogous to Cauchy's Integral

126).

EXERCISES
that any linear function ax + by + cz
conditions that a quadratic function be harmonic.
1.

Show

2.

Show

that the real

and imaginary parts

able are each harmonic functions of

3.

Why is

any constants
4.

Show

the

sum

itself

of

is

harmonic. Find the

any function

of a

complex

vari-

(x, y).

or difference of any two harmonic functions multiplied

? Is the power of a harmonic function harmonic

harmonic

that the product

and only when U'X V^.

U'y V'v

UV
=

of

or

are called conjugate or orthogonal.

by
?

two harmonic functions is harmonic when

0. In this case the two functions

Vtf.VF =

What

is

the significance of this condition

geometrically?
5.

Prove the average value theorem for space as for the plane.

6.

Show

for the plane that

TT =
U

if

V is harmonic, then

r dv
* = r -dv *
-r- ds
dy
y

J dn

dx

*
-r- dx
dy

independent of the path and is the conjugate or orthogonal function to F, and

U is devoid of singularities over any region over which is devoid of them.
Show that
+ iU is a function of z = x + iy.

is

that

7. State the problems of the steady flow of heat or

nary coordinates for the case of the plane.

electricity in

terms of ordi-

8. Discuss for space the

problem of the source, showing that C/r gives a finite

called the strength of the source. Note the presence of the
in the place of 2 TT as found in two dimensions.

flow 4 TrO, where

factor 4 IT
9.

is

Derive the solution

Mr- 2 cos

for the source-sink combination in space.

EEAL VARIABLES

537

10. Discuss the problem of the small magnet or the electric doublet in view of
9. Note that as the attraction is inversely as the square of the distance, the
potential of the force satisfies Laplace's equation in space.

Ex.

11. Let equal infinite sources and sinks be located alternately at the vertices
of an infinitesimal square. Find the corresponding particular solution (a) in the
case of the plane, and (ft) in the case of space. What combination of magnets does
this represent if the point of

combination used
12. Express

view of Ex. 10 be taken, and for what purpose

is

the

V(P)

in terms of

G(P) and the boundary values

of

V in space.

13. If an analytic function has no singularities within or on a contour, Cauchy's

Integral gives the value at any interior point. If there are within the contour certain poles, what must be known in addition to the boundary values to determine

the function ?

Compare with the analogous theorem

harmonic functions.

for

104 as series the only possible solutions

14. Why were the solutions in
provided they were really solutions? Is there any difficulty in making the same
inference relative to the problem of the potential of a circular wire in 195 ?
15. Let G(P) and G(Q) be the Green Functions for the same sheet but relative
two different points P and Q. Apply Green's symmetric theorem to the sheet
from which two small circles about P and Q have been removed, making the choice
u = G(P) and v = G(Q). Hence show that G(P) at Q is equal to G(Q) at P. This
to

may be

written as

<7(a, 6; x, y)

G(x, y; a,

b)

or

G(a,

6,

c; x, y, z)

G(x, y, z;

a, 6, c).

16. Test these functions for the harmonic property, determine the conjugate
functions and the allied functions of a complex variable
:

x*y - } y\

(a) xy,

(ft)

(8) e*sinx,

(e) sin x cosh y,

(y)

i log (x

(f)

tan-^cotx tanhy).

),

198. Harmonic functions ; special theorems. For the purposes of

the next paragraphs it is necessary to study the properties of the geometric transformation known as inversion. The definition of inversion
will be given so as to be applicable either to space or to the plane.

The transformation which

that

OP

OP'

= k* where

by a point P such
k a constant, and P
and the radius k.
center

replaces each point

is a given fixed point,

on the line OP, is called inversion with the

Note that if P is thus carried into P then P will be carried into P
and hence if any geometrical configuration is carried into another, that
is

other will be carried into the

off to

first.

Points very near to

are carried
itself the definition breaks

a great distance; for the point

down and O

corresponds to no point of space. If desired, one may add

to space a fictitious point called the point at infinity and may then say
that the center O of the inversion corresponds to the point at infinity

A pair of points P, P' which go over into each other, and another
Q' satisfy the equation OP OP = OQ OQ

(p. 481).

pair Q,

THEORY OF FUNCTIONS

538

OP

an angle r is carried into a

T. For by the relation
curve which cuts the line at the angle T' == TT
OP- OP' = OQ- OQ', the triangles OPQ, OQ'P' are similar and
curve which cuts the line

at

Z OPQ = Z OQ'P' = TT - Z - Z OP'Q'.

Q = P and Q' = P', then Z O d= 0, Z OPQ = Z OP'Q'

Now

if

it is

seen that T

T,

= TT

r or

= TT

T'

r.

An

T and

immediate extension of

the argument will show that the magnitude

of the angle between two intersecting curves
will be

unchanged by the transformation

the

is

transformation
therefore conformal.
(In
the plane where it is possible to distinguish between positive and negative angles, the sign of the angle is reversed by the transformation.)
If polar coordinates relative to the point
be introduced, the equations
2
rr'
k
with the understanding that
of the transformation are simply

the angle
locus r

<

in the plane or the angles ^,

= k, which

is

circle in the

= k and is therefore unchanged.

of inversion.

inverse points
r*

Relative to this locus a simple construction for a pair of

P and P' may be made as indicated in the figure. The locus

+ W = 2 Vtt + &r cos

and

The

in space are unchanged.

plane or a sphere in space, becomes

This is called the circle or the sphere

becomes

<

A2

+ r n = 2 Va + /cV cos
2

<f>

therefore unchanged as a whole. This locus represents a circle

or a sphere of radius a orthogonal to the circle or sphere of inversion.

is

construction

ries

may now

be

made

a given

circle into itself

of the circle into

the center

for finding

an inversion which

car-

and
any

assigned point P of the circle the

construction holds for space by re1

volving the figure about the line OP.

To find what figure a line in the plane or a plane in space becomes
on inversion, let the polar axis
0or0 0be taken perpendicular
<

to the line or plane as the case

r

r=:^>sec<,

r sec<

may

= & /j?
2

be.

or

Then

rpsec0,

r'sec0

= & /jp
2

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.

circle in the

plane or any sphere in space inverts into a circle or

into a sphere, unless it passes through the center of inversion and

any

becomes a

line or

a plane.

REAL VARIABLES
If d be the distance of
from the center is k
from the circle or sphere

539

P from
d,
it

the circle or sphere of inversion, the distance of

the distance of P' from the center is k z/(k
d), and
7
is d = dk/(k
d). Now if the radius k is very large

comparison with d, the ratio k/(k

d) is nearly 1 and d' is nearly equal to d.
If k is allowed to become infinite so that the center of inversion recedes indefinitely
and the circle or sphere of inversion approaches a line or plane, the distance d'
approaches d as a limit. As the transformation which replaces each point by a
point equidistant from a given line or plane and perpendicularly opposite to the
in

point

is

the ordinary inversion or reflection in the line or plane such as is familiar

may be regarded as the limit-

in optics, it appears that reflection in a line or plane

ing case of inversion in a circle or sphere.

The importance of inversion in the study of harmonic functions lies

two theorems applicable respectively to the plane and to space.
First, if V is harmonic over any region of the plane and if that region

in

the function F'(/ )f )

V(P) formed by assigning the same value at P in the new region as the function had at the
which inverted into P' is also harmonic. Second, if V is harpoint

be inverted in

any

circle,

monic over any region in space, and if that region be inverted in a sphere
of radius k, the function F'(P') = k V(P)/r' formed by assigning at P

the value the function had at P multifjlied by k and divided by the disr of P from the center of inversion is also harmonic. The
tance OP
1

significance of these theorems lies in the fact that if one distribution

of potential

is

known, another may be derived from

it

by inversion;
and conversely it is often possible to determine a distribution of potential by inverting an unknown case into one that is known. The proof
of the theorems consists merely in making the changes of variable
r

= k*/r'

or

r'

= k*/r,

$'

<!>,

0'

in the polar forms of Laplace's equation (Exs. 21, 22, p. 112).

The method

of using inversion to determine distribution of potential in electromethod of electric images. As a charge e located at a

statics is often called the

point exerts on other point charges a force proportional to the inverse square of
the distance, the potential due to e is as 1/p, where p is the distance from the
it may be taken as e/p), and satisfies Laplace's
to
due
potential
any number of point charges is the sum of the
equation.
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,

charge (with the proper units

The

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 conducting surface in an electrostatic field must everywhere be at a constant potential or
there would be a component force along the surface and the electricity upon it
would move, and 2 there is the phenomenon of induced electricity whereby a
variable surface charge is induced upon the conductor by other charges in the
neighborhood. If the potential V(P) due to any distribution of charges be
inverted in any sphere, the new potential is kV(P)/r*. As the potential V(P)

THEOEY OF FUNCTIONS

540
becomes

infinite as e/p at the point

charges

e,

the potential kV(P)/r' will become

As the ratio ds' : ds of the in-

infinite at the inverted positions of the charges.

verted and original elements of length is r^/fc2 , the potential kV(F)/r will become
2 that
Hence it appears that the charge e
infinite as fc/r' e/p' r'Vfc
is, as r'e/kp'.
e' is called the electric image of e.
inverts into a charge ef = r'e/k the charge
,

new

As

the

tial

surface

unless

potential is kV(P)/r' instead of F(P), it appears that an equipotenconst, will not invert into an equipotential surface F'(P')
const.
7
or r is constant. But if to the inverted system there be added the

charge e

V=

V=
=

kV at

the center

of inversion, the inverted equipotential surface

becomes a surface of zero potential.

With

these preliminaries, consider the question of the distribution of potential

due to an external charge e at a distance r from the center of a conducting spherical surface of radius k which has been grounded so as to be maintained at zero
If the system be inverted with respect to the sphere of radius &, the
potential of the spherical surface remains zero and the charge e goes over into a
f
r'e/k at the inverse point. Now if />, p are the distances from e, ef to
charge e'

potential.

the sphere,

it is

a fact of elementary geometry that p p'

:

= const. = r'

k.

Hence

the potential

and to its image

and
e', actually vanishes upon the sphere
harmonic and has only the singularity e/p outside the sphere (which is the
same as the singularity due to e), this value of V throughout all space must be
precisely the value due to the charge and the grounded sphere. The distribution
due

as

to the charge e

it is

of potential in the given system is therefore determined. The potential outside

e' left alone.
the sphere is as if the sphere were removed and the two charges e,

By Gauss's

Integral (Ex. 8, p. 348) the charge within any region may be evaluated
integral around the region. This integral over a surface surrounding

by a surface
the sphere

is

the

and hence the

same as

total

if

over a surface shrunk

charge induced on the sphere

is

down around
ef

the charge

e',

r'e/k.

199. Inversion will transform the average value theorem

into

a form applicable to determine the value of V at any point of a circle

in terms of the value upon the circumference. For suppose the circle
with center at P and with the set
of radii spaced at angles d$, as
implied in the computation of the

average value, be inverted upon an

orthogonal circle so chosen that P
shall go over into P'.

The given

the series of lines goes over into a series

of circles through P and the center O of inversion. (The figures are
drawn separately instead of superposed.) From the conformal property

circle goes over into itself ,and

1

REAL VARIABLES

541

the angles between the circles of the series are equal to the angles between the radii, and the circles cut the given circle orthogonally just

Let V along the arcs 1', 2 3',

be equal to F along
the corresponding arcs 1, 2, 3,
and let V(P) = F'(P') as required by
the theorem on inversion of harmonic functions. Then the two integrals 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 d\l/, strictly speaking, have
1

as the radii did

opposite signs, but in determining the average value F'(P'),

positively.) The derived form of integral may be written

as a line integral along the arc of the circle.

from the

center,

and

if

If P'

is at

d\f/

is

taken

the distance r

a be the radius, the center of inversion O

is

at

the distance a?/r from the center of the circle, and the value of k is
2
2
2
r2)^ //'
seen to be 7c2
Then, if Q and Q! be points on the circle,
(a

*~ 2

cos

Now
ds'

may be obtained, because of the equality of

be written as ad$. Hence

d\l//ds*

may

dip

and d$, and

Finally the primes may be dropped from F and P , the position of

may be expressed in terms of its coordinates (r, <), and
f

is

the expression of

The

F in

terms of

its

boundary values.

is called Poisson's Integral. It should be noted parform

of Poisson's Integral first obtained by inversion
that
the
ticularly
the
average value of F along the circumference, provided that
represents

integral (15)

average be computed for each point by considering the values along the
circumference as distributed relative to the angle $ as independent variable. That F as defined by the integral actually approaches the value on
the circumference

from the

when

the point approaches the circumference

figure, which shows that

all

is

clear

except an infinitesimal fraction of

the orthogonal circles cut the circle within infinitesimal limits when the
point is infinitely near to the circumference. Poisson's Integral may be

THEORY OF FUNCTIONS

542

obtained in another way. For if P and P are

relative to the circle, the equation of the circle
9

p/p'

== const.

= r/a,

and

G (P) =

log p

now two

may

inverse points
be written as

+ log p' + log (r/a)

then the Green Function of the circular sheet because

(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
infinite at P as
log p. Hence
is

It is not difficult to reduce this

it

form of the integral to

(15).

defined in a region abutting upon a segment

of a straight line or an arc of a circle, and if the function vanishes along
the segment or arc, the function may be extended across the segment
If a harmonic function

is

or arc by assigning to the inverse point P' the value F(P')

which is the negative of the value at P; the conjugate function

takes on the same values at

and

It will be sufficient to prove

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
.

this

inversion at any point of the arc or the arc produced. As the Laplace
operator DJ
D$ is independent of the axes (Ex. 25, p. 112), the line
taken
be
as
the ar-axis without restricting the conclusion.
may

Now

the extended function F(P') satisfies Laplace's equation since

0x'2

Therefore
that

V(P )

is

By the definition F(P') =

V(P) and the assumption

appears that the function V on the two sides
in a continuous manner, and it remains merely to show

harmonic.

V vanishes along the segment

it

of the line pieces on to itself

that it pieces on to itself in a harmonic manner, that is, that the function
and
its extension form a function harmonic at points of the line. This follows from
Poisson's Integral applied to a circle centered on the line. For let

H(x,
because

y)

= C
Jo

*Vd\l/

then

H(x,

0)

V takes on equal and opposite values on the upper and lower semicircum-

= V(P) along the

Hence II = V(P) = F(P/) = along the axis. But
= V(P') along the lower arc because Poisson's Integral takes on
upper arc and
the boundary values as a limit when the point approaches the boundary. Now as
is harmonic and agrees with V(P) upon the whole perimeter of the upper semicircle it must be identical with V(P) throughout that semicircle* In like manner
ferences.

REAL VARIABLES

543

identical with F(P') throughout the lower semicircle. As the functions V(P)
identical with the single harmonic function If, they must piece
together harmonically across the axis. The theorem is thus completely proved.
it is

and V(P') are

The statement about the conjugate function may be

verified

by taking the integral

along paths Asymmetric with respect to the axis.

200. If a function

w = f(z) = u +

iv

of a complex variable becomes

real 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
inverse point

the value

w=u

This

iv conjugate to that at P.

merely a corollary of the preceding theorem.

harmonic function v vanishes on the line and

For

if

be

real,

is

the

be assigned equal
and opposite values on the opposite sides of the line; the conjugate
function u then takes on equal values on the opposite sides of the
line.

The

case of the circular arc

may

would again follow from inversion

as before.

The method employed

to identify functions in

185-187 was to

map the halves of the w-plane, or rather the several repetitions of these
halves which were required to complete the map of the ^-surface, on a
region of the z-plane. By virtue of the theorem just obtained the conmay often be carried out and the function w =/(#)
which maps a given region of the z-plane upon the half of the w>-plane
may be obtained. The method will apply only to regions of the g-plane
which are bounded by rectilinear segments and circular arcs for it is
only for such that the theorems oh inversion and the theorem on the
extension of harmonic functions have been proved. To identify the
verse process

function

it is

necessary to extend the given region of the #-plane by

The
its boundaries until the ^-surface is completed,

inversions across

method is not satisfactory if the successive extensions of the region in

the 2-plane result in overlapping.
The method will be applied to determining the function (a) which
maps the first quadrant of the unit circle in the #-plane upon the upper
half of the w-plane, and (/3) which maps a 30-60-90 triangle upon the
upper half of the w-plane. Suppose the sector ABC mapped on
the w-half-plane so that the perimeter ABC corresponds to the
real axis abc.

When

the perime-

ter is described in the order written

and the

interior is

on the

left,

the real axis must, by the principle of conformality, be described in

such an order that the upper half-plane which is to correspond to the
interior shall also lie on the left. The points a, b, c correspond to points

THEORY OF FUNCTIONS

544

At

these points the correspondence required is such that the

conformality must break down. As angles are doubled, each of the
points A, B, C must be a critical point of the first order for w~f(z)

A, B, C.

branch points. To map the triangle, similar considerations apply except that whereas C is a critical point of the first
order, the points A' It' are critical of orders 5, 2 respectively. Each

and

a, b, c

must

l)e

case

may now be

treated separately in detail.

Let it be assumed that the three vertices A, J3, C of the sector go into the
points* w = 0, 1, oo. As the perimeter of the sector is mapped on the real axis,
the function u>=/(z) takes on real values for points z along the perimeter.
Hence if the sector be inverted over any of its sides, the point P* which corre-

P may be given a value conjugate to w at

P, and the image of P' in the w-plane is symmetrical
to the image of P with respect to the real axis. The

sponds to

three regions 1', 2', 3' of the z-plane correspond to

the lower half of the w-plane ; and the perimeters
of these regions correspond also to the real axis.
These regions may now be inverted across their

boundaries and give rise to the regions 2, 3, 4 which

must correspond to the upper half of the to-plane.
Finally by inversion from one of these regions the
region 4' may be obtained as corresponding to the
lower half of the w-plane. In this manner the inversion has been carried on until the entire z-plane is covered. Moreover there is no
overlapping of the regions and the figure may be inverted in any of its lines without producing any overlapping it will merely invert into itself. If a Riemann surface were to be constructed over the to-plane, it would clearly require four .sheets.
;

The surface could be connected up by studying the correspondence but this is not
necessary. Note merely that the function /(z) becomes infinite at O when z = i
i by inversion
and at no other point. The
by hypothesis and at (7' when z =
;

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
z =
by hypothesis and at z = oo by inversion. These will be assumed to be zeros of
the second order because the points are critical points at which angles are doubled.
values

will therefore

The function

=f(z)

Cz*(z

- i)- 2 (z + {)- =

Cz2 (z2

I)-

has the above zeros and poles and must be identical with the desired function when
C is properly chosen. As the correspondence is such that /(I) = 1 by
hypothesis, the constant C is 4. The determination of the function is complete as

the constant

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

may be observed that the linear transformation (yw -f 8) w' = aw + ft (Ex. 15,
has three arbitrary constants a ft y 5, and that by such a transformation any
three points of the to-plane may be carried into any three points of the to'-plane. It is
therefore a proper and trivial restriction to assume that 0, 1, oo are the points of tha
to-plane which correspond to A, -B, C.
* It

p. 157)

REAL VARIABLES

545

region falls into absolute coincidence with one previously obtained. To cover the
whole 3-plane the inversion would have to be continued indefinitely ; but it may
be observed that the rectangle inclosed by the heavy line

repeated indefinitely. Hence w = /(z) is a doubly periodic

function with the periods 2 IT, ZiK' if 2K, 2K' be the
is

length and breadth of the rectangle. The function has a

and at the points,
pole of the second order at C or z =
marked with circles, into which the origin is carried by
the successive inversions. As there are six poles of the

second order, the function is of order twelve. When z =

at
or z = iK' at A' the function vanishes and each of
these zeros is of the sixth order because angles are increased
6-fold. Again it appears that the function is of order 12.

It is very simple to write the function

down

efa)U*(z

jK",

- a)0?(* - a)W(z -

For this function is really doubly periodic, it vanishes

and has poles of the second order at the points
0,

in terms of

the theta functions constructed with the periods 2

to the sixth order at Ji , iK',

K + iK', a = \K+\iK', a + K + iK', = 2!T->,

= 2 K - a the reduction H\z - 0) = H*(z + a), 8 - p) = e

As

ft

ft

X (*

K + iK'.

t (z

a)

may

be made.

(z)

eftz)

(z

- a) jQT2 (z +

a) eftz

- a) eftz +

a)

The constant C may be determined, and the expression for f(z) may be reduced
further by means of identities it might be expressed in terms of sn (z, k) and
;

with properly chosen

or in terms of p (z) and p'(z). For the purposes of
computations that might be involved in carrying out the details of the map, it
would probably be better to leave the expression of /(z) in terms of the theta
functions, as the value of q is about 0.01.
en

(z, fc),

Jfc,

EXERCISES
1.

Show

inversion,
2.
circle
3.

geometrically that a plane inverts into a sphere through the center of

line into a circle through the center of inversion.

and a

Show

geometrically or analytically that in the plane a circle inverts into a

and that

Show

in space the
4. If

(is,

in space a sphere inverts into a sphere.

that in the plane angles are reversed in sign by inversion.

magnitude of an angle between two curves is unchanged.
dS, dv are elements of arc, surface, and volume,
y'

p'2

y'2

r'4

that

show that
p>8

Note that in the plane an area and its inverted area are of opposite
is true of volumes in space.

the same

Show

f'6

sign,

and that

THEORY OF FUNCTIONS

546
Show

5.

-.

that the system of circles through any point and its inverse with respect

to a given circle cut that circle orthogonally. Hence show that if two points are inverse with respect to any circle, they are carried into points inverse with respect to

the inverted position of the circle if the circle be inverted in any manner. In parshow that if a circle be inverted with respect to an orthogonal circle, its cen-

ticular

ter

carried into the point which

is

6.

inverse with respect to the center of inversion.

Obtain Poisson's Integral (15) from the form

/

7.

is

From

the equation p/p'

,,
=

cos (P, n )

= r/a

const.

r p'

d&

Note that

(16').

-- c s

(p'-

a2

__ r

w)

of the sphere obtain

= J- f
J
*
[a*

+ r*-2ar cos (r,

a)]l

the Green Function and Poisson's Integral for the sphere.

8.

Obtain Poisson's Integral in space by the method of inversion.

9. Find the potential due to an insulated spherical conductor and an external

charge (by placing at the center of the sphere a charge equal to the negative of
that induced on the grounded sphere).

10. If two spheres intersect at right angles, and charges proportional to the
diameters are placed at their centers with an opposite charge proportional to the
diameter of the common circle at the center of the circle, then the potential over
the two spheres is constant. Hence determine the effect throughout external space
of

two orthogonal conducting spheres maintained

at a given potential.

11. A charge is placed at a distance h from an infinite conducting plane.

Determine the potential on the supposition that the plane is insulated with no

charge or maintained at zero potential.

12.
C, -4,

Map

the quadrantai sector on the upper half-plane so that the vertices

B correspond to

1, oo, 0.

13. Determine the constant C occurring in the map of the triangle on the plane.
Find the point into which the median point of the triangle is carried.
14.
0, 1,

<x>

With various selections of correspondences of the vertices to the three points

of the w-plane,

map the following

configurations

upon the upper half-plane

(a) a sector of 60,

(0)

an

(y) a sector of 46,

(8)

an equilateral

isosceles right triangle,

triangle.

201. The potential integrals. If p(x, y, z) is a function defined at

different points of a region of space, the integral

evaluated over that region

is called the potential of

p at the point
of
the
be
seen
integral may
significance
by considering
((9 y>
)
the attraction and the potential energy at the point (, ^ ) due to a

^^e

EEAL VARIABLES

547

distributioh of matter of density p (x, y, z) in some region of space.

If /i be a mass at (, y, ) and
a mass at (x, y, 2), the component

forces exerted

by m upon a are

am x ~~

Z=

(19)

= -c//,~ + C

and

are respectively the total force on a and the potential energy of the
two masses. The potential energy may be considered as the work done
or X, Y, Z on a in bringing the
by

mass a from a fixed point to the

point (, rj, ) under the action of m
at (#, y, z) or it may be regarded
as the function such that the negative of the derivatives of

F by

x, y, z

give the forces X, F, Z, or in vector

V F. Hence if the
notation F

= 1, and if
and potential at (, y, )
be measured per unit mass by dividing by

units be so chosen that c

the forces

a, the results are (after dis-

regarding the arbitrary constant C)

X = mx
-r
ir
Now

>

y
_m
-r

-~.

7)
)

<>

(19')

ir

there be a region of matter of density p(x, y, z), the forces and

potential energy at ( y, ) measured per unit mass there located may
be obtained by summation or integration and are
if

x=

rrr
Ill

Qdxdydz
z)(x
,(*.*>(,

'

/y\2

__

(19")

defined by (18) is the negative

It therefore appears that the potential
of the potential energy V due to the distribution of matter.* Note fur-

ther that in evaluating the integrals to determine X, F, Z, and U

F,
the variables #, y, z with respect to which the integrations are performed will drop out on substituting the limits which determine the
region,
eters ,

and
r),

will therefore leave X, F, Z,

as functions of the
in the integrand. And finally

param-

which appear
~~
x*

fit'

Y-,

~"

'

SL*

*In electric and magnetic theory, where like repels

energy have the same sign.

7-~~
^

like, the potential

(M\
^ U/
and potential

THEOEY OF FUNCTIONS

548

are consequences either of differentiating Sunder the sign of integration

or of integrating the expressions (19 ) for X, F,
expressed in terms of
the derivatives of U, over the whole region.

THEOREM. The

potential integral

+
,

~w

W=

U satisfies

~de

+
,

or

the equations

~w

W =~

p'

respectively as Laj)lace's and Poisson's Equations, according as

the point (, 77, ) lies outside or within the body of density p(x, y, z).

known

In case

17,

lies

is very simple. For

be obtained by differentiating with

outside the body, the proof

the second derivatives of

U may

under the sign of integration, and the sum of the

results is then zero. In case ((, rj, ) lies within the body, the value
for r vanishes when (, 17, ) coincides with (#, y, z) during the integration, and hence the integrals for U, X, F, Z become infinite integrals
for which differentiation under the sign is not permissible without justification. Suppose therefore that a small sphere of radius r concentric
with (, 17, ) be cut out of the body, and the contributions F' of this
respect to

17,

the remainder of the body to the force F be considered

For
convenience
suppose the origin moved up to the point
separately.

F* of

sphere and

r,

Then

= f pV-t
r
J*

Now as

the sphere is small and the density p is supposed continuous,

the attraction F of the sphere at any point of its surface may be taken
8
as 1 7rr p /7^, the quotient of the mass by the square of the distance to the
1

center, where p Q is the density at the center. The force

to
J 7rp r in magnitude and direction. Hence

V-F

V.Vtf

then reduces

= V-F* + V-F' = r pV V - do + V.F

r
'

*/

The

integral vanishes as in the first case,

if

the suffix

is

proved.

be

now dropped, VVJ7 =

Gauss's Integral

(p.

and
TTp,

VF' = 4 trpQ Hence

and Poisson's Equation
.

348) affords a similar proof.

and the forces X, F, Z and their derigorous treatment of the potential

rivatives requires the discussion of convergence and allied topics.
detailed treatment will not be given, but a few of the most important facts may be pointed out.

Consider the ordinary case where the volume density p remains finite and the body
does not extend to infinity. The integrand p/r becomes infinite when r = 0.
But as dv is an infinitesimal of the third order around the point where r = 0, the
itself

term pdv/r in the integral U will be infinitesimal, may be disregarded, and the
integral U converges. In like manner the integrals for JT, F, Z will converge

EEAL VARIABLES

549

= to only the second order. If

x)/r*, etc., become infinite at r
8
aY/a{ were obtained by differentiation under the sign, the expressions p/r and
6 would become infinite to the third
order, and the integrals
P(
xJVr
because p (f

= CCC

dv

r 2 sin

drd<f>d0, etc.,

as expressed in polar coordinates with origin at r = 0, are seen to diverge. Hence

the derivatives of the forces and the second derivatives of the potential, as ob-

tained

by

differentiating

under the

sign, are valueless.

Consider therefore the following device

a i

The

d p
"

I
dp
-!--

ax r

ax r

last integral

/*

=1
J

dl-

It should be

dU __ r
9

+p

ai

Ip

may be transformed
1

do

/*

dv

a i

af

ax r

r dx

a 1

..

dv

dx r

d i

p
J

__

af r

'

ax r

r -I dp
,
~
dv
I
J r dx

/*ap,

I
"dv.
J dx r

into a surface integral so that

if

r dx

/* /* o
dydz.
JJ r

dp

/*/*/*!
= ill
JJ

cos cxdS

remembered, however, that

dxdydz

(22)

within the body, the transforma-

made

after cutting out the singularity r

0, and the surface inteextend over the surface of the excised region as well as over the surface

tion can only be

must

ai
dx r

af r

gral
of the body. But in this 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
when r == and the equation is valid for the whole region. In vectors

dS.

(220

noteworthy that the first integral gives the potential of Vp, that is, the inteformed 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 with
respect to x, y, z, whereas in V U it is with respect to f, 17, f. Now differentiate
It is

gral is

(22)

a2

under the

sign.

(Distinguish

as

formed for

f,

17,

f and

x, y, z

by V$ and

Vx .)

or again

V^.Vj

This result

is

U= ~

C Vx - .Vxpdv + C pVx i

valid for the whole region.

is

Now by Green's Formula (Ex. 10,

(23)

p. 349)

must again be excised and the surface integral

be taken as a sphere, the normal dn,
directed along
dr. Thus for the sphere

Here the small region about r

must extend over its surface.
being exterior to the body,

.dS.

If the region

c ^LiLdti= r c p i r a
J p an r
JJ
r~
.

sill

sin
0fyM - Jrr
J p

&& = 4 wp,

THEORY OF FUNCTIONS

550

where o is the average of p upon the surface. If now r be allowed

and V'Vr- 1 be set equal to zero, Green's Formula reduces to

f V* - .Vx pdv = C PVX - >dS +

J

to approach

4 irp,

integrals extend over the whole volume and the surface integral
extends like that of (23) over the surface of the body but not over the small sphere.
Hence (28) reduces to V.VU =
4irp.
Throughout this discussion it has been assumed that p and its derivatives are

where the volume

continuous throughout the body.

In practice

it

frequently happens that a body

consists really of several, say two, bodies of different nature (separated by

ing surface & 12 ) in each of which p and its derivatives are continuous.
suffixes 1, 2 serve to distinguish the bodies.

The

discontinuity in p along a surface

Here the

first

/S

12

a boundLet the

Then

does not affect a triple integral.

surface integral extends over the boundary of the region 1 which

S 12 between the regions. For the interface 812 the direction

includes the surface

of

dS

is

from

1 into 2 in

the

first case,

but from 2 into

1 in the second.

Hence

be noted that the first and second surface integrals are entirely analogous
first may be regarded as extended over the surface separating a body
of density p from one of density 0. Now V*VU may be found, and if the proper
modifications be introduced in Green's Formula, it is seen that VVf7 =
4twp
It

may

because the

holds provided the point lies entirely within either body. The fact that p
comes from the average value p upon the surface of an infinitesimal sphere shows
that if the point lies on the interface S 12 at a regular point, VV U =
4 w ( \ p 1 -f p 2 )
The application of Green's Formula in its symmetric form (Ex. 10, p. 349) to
the two functions r- 1 and Z7, and the calculation of the integral over the infinistill

tesimal sphere about r

0,

gives

f 1V.VI7-Z7V.V
J (\r

r]

\r

dn

dn

where S extends over all the surfaces of discontinuity, including the boundary of
4 vp and if the
the whole body where the density changes to 0. Now VV U =
definitions be given that

REAL VARIABLES
then

17

551

= C^dv+ C-dS+ fr-^-idS,

J
J
J

(26)

dnr

where the surface integrals extend over all surfaces of discontinuity. This form of
U appears more general than the initial form (18), and indeed it is more general,
for it takes into account the discontinuities of U and its derivative, which cannot
arise when p is an ordinary continuous function representing a volume distribution
of matter. The two surface integrals may be interpreted as due to surface distributions. For suppose that along some surface there is a surface density cr of matter.

Then the

first surface integral represents the potential of the matter in the surface.
Strictly speaking, a surface distribution of matter with <r units of matter per unit

surface

is

cal fiction

a physical impossibility, but it is none the less a convenient mathematiwhen dealing with thin sheets of matter or with the charge of electricity

upon a conducting surface. The surface distribution may be regarded as a limiting 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
__

ff fts

---1\

/1

\r2

ry

....

,
ff ftg

d I
---

dn

.
fl

_.

ff fl

d 1
--

dn

= r, the potential takes the form rdir- l /dndS. Just this sort of dismagnetism arises in the case of a magnetic shell, that is, a surface
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.
Hence

if trdn

tribution of

some

The

potentials may be used to obtain particular integrals of

differential equations. In the first place the equation

202.

fdv

as

its

solution,

out which f

is

when

extended over the region throughdefined. To this particular solution for U may be added
the integral

is

any solution of Laplace's equation, but the particular solution is frequently precisely that particular solution which is desired. If the
functions

and

and

were vector functions so that

the results would be
8

= i/i + j/ + k/
2

U = it/j + j7, + kZ7

>

U=

TT

and

where the integration denotes vector summation, as may be seen by

VVC72
VV(78
after multiadding the results for V-V^
1
2
g

=/

plication by i, j, k. If
and f , the potential

it is

=/

=/

desired to indicate the vectorial nature of

U may be

called a vector potential.

THEORY OF FUNCTIONS

552

In evaluating the potential and the forces at (, y, ) due to an element dm at (#, y, 2), it has been assumed that the action depends solely
r. Now suppose that the distribution
p (#, y, #, ) is a
function of the time and that the action of the element pdv at (x, y, z)
does not make its effect felt instantly at (, 77, ) but is propagated

on the distance

toward (,
(t + ar).

17,

from

The

(x, y, 2) at

a velocity I/a so as to arrive at the time

potential and the

forces at (,

as calculated

by (18)

ar instead of at the
will then be those there transpiring at the time t
time t. To obtain the effect at the time t it would therefore be necessary

from the distribution p (x y Z)t

to calculate the potential

time

ar.

The

potential

'

?(*>*>*>*

- t\U(x
v "*
y
(
}

form,
t

to

~J

where for brevity the variables

is

ar) at the

#, y, z

have been dropped in the second

been set back from

called a retarded potential as the time has

ar.

The retarded potential

satisfies the

equation

or

according as (, if, ) lies within or outside the distribution

really no need of the alternative statements because if ( ,
side, p vanishes.

Hence a

(27)
p.
i),

There
)

is

is

out-

solution of the equation

is

The proof

of the equation (27) is relatively simple.

r
r

==

*-/*
VV
/

P ^(0

dv

+ VV

/*
/

P(

^-^

For

in vector notation,

aT\

^~

first reduction is made by Poisson's Equation. The second expression may

be evaluated by differentiation under the sign. For it should be remarked that
p(t
ar)
p (t) vanishes when r = 0, and hence the order of the infinite in the
integrand before and after differentiation is less by unity than it was in the cor-

The

responding steps of

201.

Then

REAL VARIABLES
r

=
(- a)p'Vfr.Vf ~

4-

But

V^

Hence
andi
It
is, if

(--

a)p'V.V^

Vx and Vr =

r/r

and Vr~ 1

V^r-V^r

V^r-V^r-

1,

TT TT

V.V

was seen

VXF =

a)V

f (-

0,

553

r/r

r~ 2 ,

r a !dv
7
J
r
I

[/>(*- or)
8

VWr- 1 =

and

V^.V^r

0.

= 2 r- 1

r
I
J

dt2

dt*

345) that if F is a vector function with no curl, that

then Frfr is an exact differential d<fe and F may be ex-

(p.

pressed as the gradient of <, that

V<. This problem

may also

For suppose

be solved by potentials.

F = V<,

is,

F=

as

V-F

then

= VV<,

<

dv.

(28)

may be expressed as a potential. This soluthan

the former because it depends on the
general
shall converge. Moreover as
fact that the potential integral of
= VV^,
thus found is only a particular solution of
the value of
It appears therefore that

tion for

<

is less

<

VF

VF

<

should be proved that for this </> the relation F = V< is actually satisfied. The proof will be given below. A similar method may now be

it

to

employed
that

is, if

show

VF =

function G, that

as

F = V*G,
As G

is

if

then

0,

is,

F is a vector function with no divergence,

F may be written as the curl of a vector
F = V X G. For suppose

that

V*F

then

to be determined, let it be

Then

F = VxG

= VV-G - V-VG.
supposed that VG = 0.
VxV*G

G=

gives

dv.

(29)

Here again the solution is valid only when the vector potential integral
of V X F converges, and it is further necessary to show that F = V*G.
The conditions of convergence are, however, satisfied for the functions
that usually arise in physics.

To amplify

the treatment of (28) and (29), let

it

be shown that

4?r
it is possible to pass the differentiations under the sign of integraand apply them to the functions V.F and VxP, instead of to 1/r as would be
required by Leibniz's Rule ( 119). Then

By

use of (22)

tion

fVV-F,dv

47r/

1
,

fV-F,dS.
c

4?r

THEORY OF FUNCTIONS

554
The surface

integral extends over the surfaces of discontinuity of VF, over a large

0. It will be
and over an infinitesimal sphere surrounding r

(infinite) surface,

assumed that VF is such that the surface integral is infinitesimal. Now as VxF = 0,
VxVxF = and VV.F = V-VF. Hence if F and its derivatives are continuous, a
<**
reference to (24) shows that
1

v>=:-

In like manner
_ -

VxG =

lir

fVxVxF dt>

7rJ

/VxF
I

4irJ

xdS

=-

4ir

fV-VF di? = F.

Questions of continuity and the significance of the vanishing of the neglected surface integrals will not be further examined. The elementary facts concerning
potentials are necessary knowledge for students of physics (especially electromagnetism) the detailed discussion of the subject, whether from its physical or
;

mathematical

side,

may

well be left to special treatises.

EXERCISES

VU

and

its derivative
for the case of a uniform
Discuss the potential
external
and
both
at
and
internal
the
surface.
upon
points,
sphere,

1.

2. Discuss the second derivatives of the potential, that

a surface of discontinuity of density.

is,

the derivatives of the

forces, at

3. If a distribution of matter

external to a sphere, the average value of the

the value at the center if it is internal, the
the value obtained by concentrating all the mass at the center.
is

potential on the spherical surface

average value
4.

What

is

density of distribution

sity of distribution gives

is

is

indicated by the potential e- r ?

a potential proportional to

What

den-

itself ?

5. In a space free of matter the determination of a potential which shall take

assigned values on the boundary is equivalent to the problem of minimizing

6. For Laplace's equation in the plane and for the logarithmic potential
log r,
201 for
develop the theory of potential integrals analogously to the work of
Laplace's equation in space and for the fundamental solution 1/r.

BOOK LIST
A short list of typical books with brief comments

is

given to aid the

student of this text in selecting material for collateral reading or for

more advanced study.

1.

Some standard elementary

and

differential

integral calculus.

For reference the book with which the student is familiar is probably preferable.
added that if the student has had the misfortune to take his calculus under
a teacher who has not led him to acquire an easy formal knowledge of the subject,
he will save a great deal of time in the long run if he makes up the deficiency soon
and thoroughly practice on the exercises in Granville's Calculus (Ginn and Company), or Osborne's Calculus (Heath & Co.), is especially recommended.
It may be

2. B. O. PEIRCE, Table of Integrals (new edition). Ginn and Company.

This table is frequently cited in the text and is well-nigh indispensable to the
student for constant reference.

3.

mit

JAHNKE-EMDE, Funktionentafeln

Formeln

und

Kurven.

Teubner.

very useful table for any one

analysis of advanced calculus.

and the previous one.

who has numerical

There

is

very

little

results to obtain

4.

WOODS and BAILEY,

5.

BYERLY, Differential Calculus and Integral Calculus.

Company.
6 TODHUNTER,

Course in Mathematics.

Differential Calculus

from the

duplication between this table

Ginn and Company.

Ginn and

and Integral Calculus.

Mac-

millan.
7.

WILLIAMSON,

Differential Calculus

and Integral

Calculus.

Long-

mans.
These are standard works in two volumes on elementary and advanced calculus.
sources for additional problems and for comparison with the methods of the

As

text they will prove useful for reference.

8.

C. J.

DE LA VALLEE-POUSSIN, Cours d

analyse.

Gauthier-Villars.

There are a few books which inspire a positive affection for their style and
beauty in addition to respect for their contents, and this is one of those few.
My Advanced Calculus is necessarily under considerable obligation to de la Valle'ePoussin's Cours d analyse, because I taught the subject out of that book for several
years and esteem the work more highly than any of its compeers in any language.
9

655

BOOK LIST

556

GOURSAT, Cours d* analyse. Gauthier-Villars.

GOURSAT-HEDRICK, Mathematical Analysis. Ginn and Company.

9.

10.

The

latter is a translation of the first of the

two volumes of the former. These,

like the preceding five works, will be useful for collateral reading.

11.

BERTRAND, Calcul

differentiel

and Calcul

integral.

This older French work marks in a certain sense the acme of calculus as a
means of obtaining formal and numerical results. Methods of calculation are not

now

so prominent,

fore.

Whether

inspiration to

12.

It

VIII-X
13.

all

who

of the theory of functions are

lasts or

tendency
consult

coming more

to the

does not, Bertrand's Calculus will remain an

it.

FORSYTH, Treatise on Differential Equations. Macmillan.

As a
best.

and methods

this

text on the solution of differential equations Forsyth's is probably the

may be used for work complementary and supplementary to Chapters
of this text.

PIERPONT, Theory of Functions of Real Variables. Ginn and

Company.
In some parts very advanced and difficult, but in others quite elementary and
readable, this work on rigorous analysis will be found useful in connection with
Chapter II and other theoretical portions of our text.
14.

GIBBS -WILSON, Vector Analysis. Seribners.

Herein will be found a detailed and connected treatment of vector methods

mentioned here and there in this text and of fundamental importance to the
mathematical physicist.
15. B. 0.

PEIRCE, Newtonian Potential Function. Ginn and Company.

A text on

the use of the potential in a wide range of physical problems. Like

it is adapted, and practically indispensable, to all who

for the use they may make of it in practical problems.
mathematics
study higher

the following two works,

BYERLY, Fourier
Company.
16.

Series

and Spherical Harmonics. Ginn and

Of international repute, this book presents the methods of analysis employed

in the solution of the differential equations of physics. Like the foregoing, it gives
an extended development of some questions briefly treated in our Chapter XX.
17.

WHITTAKER, Modern

Analysis.

Cambridge University Press.

This is 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.

OSGOOD, Lehrbuch der Funktionentheorie. Teubner.

For the pure mathematician this work, written with a grace comparable only
18.

to that of de la Vallge-Poussin's Calculus, will be as useful as

it is

charming.

INDEX
(The numbers refer to pages)
a*, a*, 4, 46, 162
Abel's theorem on uniformity, 438
Absolute convergence, of integrals, 367,
369 of series, 422, 441
Absolute value, of complex numbers,
164; of reals, 35; sum of, 36
Acceleration, in a line, 13 in general,
174 problems on, 186
Addition, of complex numbers, 164; of
operators, 151; of vectors, 164, 163
Adjoint equation, 240
;

Algebra, fundamental theorem

306, 482 laws of, 163
Alternating series, 39, 420, 462
am = sin- 1 sn, 607
Ampere's Law, 350

of, 169,

188
Analytic continuation, 444, 643
Analytic function, 304, 435. See Functions of a complex variable
Angle, as a line integral, 297, 308 at
critical points, 491; between curves,
9 in space, 81 of a complex number,
154 solid, 347
Angular velocity, 178, 346
Approximate formulas, 60, 77, 101, 383
Approximations, 69, 195; successive, 198.
See Computation
Arc, differential of, 78, 80, 131; of ellipse,
77, 514 of hyperbola, 516. See Length
Area, 8, 10, 25, 67, 77; as a line integral,
288 by double integration, 324, 329
;

directed, 167; element of, 80, 131, 175,

340, 342 general idea, 311; of a surface, 339
real velocity, 175
Argument of a complex number, 154
Associative law, of addition, 153, 163 of
;

and

series,

Axes, right- or left-handed, 84, 167

Axiom of continuity, 34
B. See Bernoulli numbers, Beta function
Bernoulli's equation, 206, 210
Bernoulli's numbers, 448, 456
Bernoulli's polynomials, 461
Bessel's equation, 248
Bessel's functions, 248, 393

Beta function, 378

Binomial theorem, finite remainder
60 infinite series, 423, 425
Binonnal, 83
Boundary of a region, 87, 308, 311

in,

values, 304, 641

Brachistochrone, 404
Branch of a function, of one variable,
40; of two variables, 90; of a complex variable, 492
Branch point, 492

Boundary

Cn

See Cylinder functions

Calculation. See Computation, Evalua.

tion, etc.

Calculus of variations, 400-418

Cartesian expression of vectors, 167
Catenary, 78, 190; revolved, 404, 408
Cauchy's Formula, 30, 49, 61
Cauchy's Integral, 304, 477
Cauchy's Integral test, 421, 427
Caustic, 142
Center, instantaneous, 74, 178; of inversion, 638
Center of gravity or mass, motion of the,
176 of areas or laminas, 317, 324 of
points or masses, 168 of volumes, 328
Central force, 175, 264
Centred e, fixed or moving, 74
Chain, equilibrium of, 186, 190, 409;
motion of, 415
;

lines

multiplication, 150, 153

Asymptotic expansion, 390, 397, 456
Asymptotic expression for n!, 383

Asymptotic
Asymptotic

Amplitude, function, 507; of complex

numbers, 154; of harmonic' motion,

Average value, 333 of functions, 383

of a harmonic function, 631; over a
surface, 340

directions, 144

Change of

variable, in derivatives, 12,

98, 103, 106; in differential
equations, 204, 235, 245 ; in integrals,
16, 21, 54, 66, 328, 330
Characteristic curves, 140, 267
Characteristic strip, 279

390

14, 67,

Attraction, 31, 68, 308, 332, 348, 647;

Law of Nature, 31, 307; motion under,
190, 264. See Central Force and Potential

657

INDEX

558
Charge, electric, 639
Charpit's method, 274
Circle, of curvature, 72

of convergence,
438, 437; of inversion, 638
Circuit, 89 equivalent, irreducible, reducible, 91
Circuit integrals, 294
;

Circulation, 346
Clairaut's equation, 230 extended, 273
Closed curve, 308; area of, 289, 811;
integral about a*295, 344, 360, 477,
636 Stokes's formula, 346
Closed surface, exterior normal is posi;

Gauss's formula, 342;

Green's'formula,349,631 integral over
a, 341, 636 vector area vanishes, 167
en, 471, 606, 618
Commutative law, 149, 166
Comparison test, for integrals, 367; for
tive, 167, 341;

series, 420
Complanarity, condition

of,

Complete elliptic integral, 607, 614, 77

Complete equation, 240
Complete solution, 270

Convergence, absolute, 367, 422, 429;

asymptotic, 466 circle of, 433, 437
of infinite integrals, 362 of products,
429 of series, 419 of suites of numbers, 39; of suites of functions, 430;
nonunif orm, 431 radius of, 433 uniform, 368, 431
;

Coordinates, curvilinear, 131 ; cylindrical, 79 ; polar, 14

spherical, 79
;

cos, cos-i, 165, 161, 393,

cosh, cosh-*, 6, 6, 16, 22

466

Cosine amplitude, 607. See en

Cosines, direction, 81, 169 series of, 460
cot, coth, 447, 460, 454
Critical points, 477, 491 order of, 491
esc, 550, 557
Cubic curves, 619
Curl, yx, 345, 349, 418, 553
Curvature of a curve, 82 as a vector,
171; circle and radius of, 73, 198;
problems on, 181
Curvature of asurface, 144 lines of, 146
mean and total, 148; principal radii,
144
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, 181
Curvilinear integral. See Line
Cuspidal edge, 142
Cuts, 90, 302, 362, 497
Cycloid, 76, 404
*
Cylinder functions, 247. See Bessel
Cylindrical coordinates, 79, 328
;

Complex: function, 167, 292

Complex numbers, 163

Complex plane, 167, 302, 360, 433
Complex variable. See Functions

of a

Components, 163, 167, 174, 301, 342, 60Z

Computation, 69 of a definite integral,
77; of Bernoulli's numbers, 447; of
;

functions and integrals, 476,

607, 614, 622; of logarithms, 69; of
the solution of a differential equation,
196. See Approximations, Errors, etc
elliptic

Concave, up or down, 12, 143

Condensation point, 38, 40
Condition, for an exact differential, 106
of complanarity, 169 of integrability,
266 of parallelism, 166 of perpendicularity, 81, 166. See Initial
;

Conf ormal representation, 490

Conformal transformation, 132, 477, 638
Congruence of curves, 141
Conjugate functions, 636
Conjugate imaginaries, 166, 643
Connected, simply or multiply, 89
Consecutive points, 72
Conservation of energy, 301
Conservative force or system, 224, 307
Constant, Euler's, 386
Constant function, 482
Constants, of integration, 16, 183; physvariation of, 243
ical, 183
Constrained maxima and minima, 120,
404
Contact, of curves, 71 order of, 72 of
conies with cubic, 621 ; of plane and
curve, 82
Continuation, 444, 478, 642
;

169
Complementary function, 218, 243

Continuity, axiom of, 34 ; equation of,

360 generalized, 44 of functions, 41,
88, 476; of integrals, 62, 281, 368; of
series, 430; uniform, 42, 92, 476*
Contour line or surface, 87

D, symbolic use, 152, 214, 279

Darboux's Theorem, 61
Definite integrals, 24, 52; change of
variable, 64, 65 computation of, 77
Duhamel's Theorem, 63 for a series,
451 infinite, 352 Osgood's Theorem,
64, 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, 346, 349

Delta amplitude, 607. See dn

De

Moivre's Theorem, 165

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;

Dense

INDEX
logarithmic, 5; normal, 97, J37, 172;
of higher order, 11, 67, 102, 197; of
integrals, 27, 52, 283, 870 ; of products,
11, 14, 48 of series term by term, 430 ;
of vectors, 170; ordinary, 1, 45, 158;
partial, 93, 99 right or left, 46; Theorem of the Mean, 8, 10, 46, 94. See
Change of variable, Functions, etc.
;

Derived units, 109

Determinants, functional, 129; Wronskian, 241
Developable surface, 141, 143, 148, 279
Differences, 49, 462
Differentiable function, 45
Differential, 17, 64 exact, 106, 254, 300
;

of arc, 70, 80, 131 ; of a-rea, 80, 131 ;

of heat, 107, 294 ; of higher order, 67,
104; of surface, 340; of volume, 81,
330; of work, 107, 292; partial, 95,
104; total, 95, 98, 105, 208, 295; vector, 171, 293, 342
Differential equations, 180, 267 ; degree
of, 228; order of, 180; solution or

integration of, 180 complete solution,

270 ; general solution, 201, 230, 269
infinite solution, 230 ; particular solution, 230; singular solution, 231, 271.
See Ordinary, Partial, etc.
Differential equations, of electric circuits, 222, 226 of mechanics, 186, 263
;

Hamilton's, 112 Lagrange's, 112, 224,

413; of media, 417; of physics, 524;
of strings, 185
Differential geometry, 78, 131, 143, 412
of
Differentiation, 1
logarithmic, 5
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, 852 of a series, 419 ; of a vector,
843 653
;

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,
604, 517; order of, 487.
en, dn

Duhamel's Theorem,

28,

Dupin's indicatrix, 145

63

See p, sn,

559

= 2.718-. -,5,

EI complete

437

elliptic integral, 77,

514

J-function, 62, 353, 479

second elliptic integral,

160, 447, 484, 497

&),

(4>,

e*,e*, 4,

514

Edge, cuspidal, 142

Elastic medium, 418
Electric currents, 222, 226, 533
Electric images, 539
Electromagnetic theory, 860, 417
of arc, 70,
Element, lineal, l&j., 231
80 of area, 80, 131, 344 of surface,
340 of volume, 80, 330 planar, 254,
267
Elementary functions, 162 characterized, 482, 497 ; developed, 460
Elimination, of constants, 183, 267 of
functions, 269
Ellipse, arc of, 77, 514
Elliptic functions, 471, 604, 607, 611, 617
Elliptic integrals, 603, 607, 611, 612, 617
dimenEnergy, conservation of, 801
sions of, 110
kinetic, 13, 101, 112,
of a gas, 106, 294, 892
178, 224, 413
of a lamina, 318 potential, 107, 224,
301, 413, 647 principle of, 264 work
and, 293, 301
Entropy, 106, 294
Envelopes, of curves, 136, 141, 231 ; of
lineal elements, 192; of planar elements, 264, 267 ; of planes, 140, 142 ;
of surfaces, 139, 140, 271
Equation, adjoint, 240; algebraic, 159,
306,482; Bernoulli's, 205, 210 Clairaut's, 230, 273 complete, 240 intrinsic, 240 Laplace's, 524 ; of continuity,
350; Poisson's, 548; reduced, 240;
Riccati's, 250; wave, 276
Equations, Hamilton's, 112 Lagrange's,
112, 225, 413. See Differential equations, Ordinary, Partial, etc.
Equicrescent variable, 48
Equilibrium of strings, 186, 190, 409
Equipotential line or surface, 87, 683
Equivalent circuits, 91
Error, average, 890 functions, ^, 888
mean square, 390, 465; in target
practice, 390; probable, 389; probability of an, 386
Errors, of observation, 386 small, 101
Essential singularity, 479, 481
Euler's Constant, 385, 457
Euler's Formula, 108, 169
Euler's numbers, 460
Euler's transformation, 449
Evaluation of integrals, 284, 286, 360,
371. See Computation, etc.
Even function, 30
Evolute, 142, 234
Exact differential, 106, 254, 300
Exact differential equation, 207, 237, 264
;

INDEX

560

Expansion, asymptotic, 390, 397, 456;

by Taylor's or Maclaurin's Formula,
67, 306; by Taylor's or Maclaurin's
Series, 436, 477 ; in ascending powers,
433, 479 in descending powers, 390,
397, 466, 481; in exponentials, 466,
467 in Legendre's polynomials, 466
in trigonometric functions, 468, 466;
;

of solutions of differential equations,

198, 260, 626. See special functions
and Series

Exponential development, 466, 467

Exponential function. See a*, e*
complete elliptic integral, 607, 614
JF(0, A;) = sn-i sin 0,607,614
Factor, integrating, 207, 240, 264
Factorial, 379
Family, of curves, 136, 192, 228 of surfaces, 139, 140. See Envelope
Faraday's Law, 350
Finite discontinuity, 41, 462, 479
Flow, of electricity, 553 steady, 653
Fluid differentiation, 101
Fluid motion, circulation, 345 curl, 346
divergence, 343 dynamical equations,
351; equation of continuity, 350; irrotational, 633; velocity potential,
633 waves, 629
Fluid pressure, 28
Flux, of force, 308, 348 ; of fluid, 343
Focal point and surface, 141
Force, 13, 263; as a vector, 173, 301;
central, 175 generalized, 224 problems on, 186, 264. See Attraction
;

Form, indeterminate, 61, 89; permanence of, 2, 478; quadratic, 116,

145

Functions defined by functional equaextions, cylinder or Bessel's, 247

ponential, 46, 387 Legendre's, 262
Functions defined by integrals, containing a parameter, 281, 368, 376 their
differentiation,
continuity, 281, 369
283, 370
integration, 285, 370, 373 ;
evaluation, 284, 286, 371; Cauchy's
integral, 304 Fourier's integral, 377,
466 ; Poisson's integral, 541, 546 potential integrals, 646; with variable
;

limit, 27, 53, 209, 255, 295, 298; by

inversion, 496, 503, 517; conjugate
function, 536, 642 special functions,
Bessel's, 394, 398 Beta and Gamma,
378; error, f, 388
(0, k), 614 ; F(0, fc>,
607 logarithm, 302, 306, 497 p-f unc1
tion, 617; sin-i, 307, 498; sn- , 436,
603; tan- 1, 307, 498
;

Functions defined by mapping, 643

Functions defined by properties, condoubly periodic, 486 rastant, 482
tional
fraction, 483;
periodic or
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,
159; branch point, 492; center of
gravity of poles and roots, 482
Cauchy's integral, 304, 477; conformal representation, 490 continuation of, 444, 478, 542; continuity,
158, 476 critical points, 477, 491 defines conformal transformation, 476;
derivative of, 158, 476 derivatives of
determines harmonic
all orders, 305
functions, 536 determines orthogonal
trajectories, 194 doubly periodic, 486
elementary, 162 ; essential singularity,
expansible in series, 436
479, 481
expansion at infinity, 481 finite discontinuity, 479 integral, 433 integral
if raof, 300, 360 if constant, 482
inverse function, 477 intional, 483
version 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 deRiemann's surfaces,
rivative, 482;
493 roots of, 168, 482 singularities
of, 476, 479; Taylor's Formula, 305;
uniformly continuous, 476 vanishes,
;

Fourier's Integral, 377, 466, 628

Fourier's series, 458, 465, 625
Fractions, partial, 20, 66. See Rational
Free maxima and minima, 120
Frenet's formulas, 84
Frontier, 34. See Boundary
Function, average value of, 333; ana-

304; complementary, 218, 243;

complex, 157, 292; conjugate, 636;
dissipative, 226, 307 ; doubly periodic,
486 ^-function, 62 even, 30 Green,
636; harmonic, 630; integral, 433;
odd, 30 of a complex variable, 167
periodic, 458, 485; potential, 301. See
lytic,

also

for

.F,

see under their names or symbols

special types see below

most of these entries themselves,

and others under Functions

Functional dependence, 129
Functional determinant, 129
Functional equation, 46, 247, 252, 387
Functional independence, 129
Functional relation, 129
Functions, series of, 430; table of elementary, 162. For special functions

158.

See various special

functions

and

topics
Functions of

one real variable, 40;

average value of, 333 branch of f 40 ;
Cauchy's theorem, 30, 49 ; continuous,
;

INDEX

561

41; continuous over dense sets, 44;

Darboux's Theorem, 61 derivative of,
45 differentiable, 45 differential, 64,
67; discontinuity, 41, 462; expansion
by Fourier's series, 462 expansion by
Legendre's polynomials, 466 expansion by Taylor's Formula, 49, 55;
expansion by Taylor's Series, 435 ex-

Gradient, v, 172, 301. See Del

Gravitation. See Attraction
Gravity. See Center

pression as Fourier's Integral, 377,

466; increasing, 7, 45, 310, 462; infinite, 41 infinite derivative, 46 inte-

Green Function, 635, 642

Green's Formula, 349, 531
Green's Lemma, 342, 344

grable, 52, 64, 310 ; integral of, 16, 24,

62 inverse of, 45 ; limited, 40 ; limit
of, 41, 44 ; lower sum, 61 ; maxima and

Gudermannian function,

minima,

Half periods of theta functions, 468

Hamilton's equations, 112
Hamilton's principle, 412
Harmonic functions, 530 average value,
631; conjugate functions, 636 extension of, 642; fundamental solutions,
634; Green Function, 635; identity
inversion of, 539 maximum
of, 534

7, 9, 10, 12, 40, 43, 46, 75;

multiple valued, 40; not decreasing,
of
limited variation, 54, 309,
64, 310 ;
462 oscillation, 40, 60 Rolle's Theorem, 8, 46; right-hand or left-hand
derivative or limit, 41, 46, 49, 462;
single valued, 40; theorems of the
mean, 8, 26, 29, 46, 61, 62, 359 uniformly continuous, 42 ; unlimited, 40
upper sum, 61; variation of, 309, 401,
410. See various special topics and
functions
Functions of several real variables, 87;
average value of, 334, 340; branch
;

90; continuity, 88; contour lines

and surfaces, 87; differentiation, 93,
117; directional derivative, 97; double
limits, 89, 430 expansion by Taylor's
Formula, 113; gradient, 172; harmonic,
630; homogeneous, 107 implicit, 177;
integral of, 315, 326, 335, 340; integration, 319, 327 inverse, 124 maxima
of,

and minima, 114, 118, 120, 125; nrinimax,115; multiple-valued, 90 normal

;

derivative, 97 ; over various regions,

91; potential, 547; single-valued, 87;
solution of, 117; space derivative, 172 ;
total differential, 95; transformation

by, 131;

Theorem

of the

units, 109

Gamma

function, 378; as a product,

458 asymptotic expression, 883, 466
beta functions, 379 integrals in terms
of, 380; logarithm of, 383; Stirling's
Formula, 386
Gas, air, 189 molecules of a, 892
Gauss's Formula, 342
Gauss's Integral, 348
gd, gd-i, 6, 16, 460
General solution, 201, 230, 269
Geodesies, 412
;

all special topics

6, 16,

450

Gyration, radius of, 334

and minimum, 531, 654; Poisson's Integral, 541, 546; potential, 648; singularities, 534

Helicoid, 418
Helix, 177, 404

Helmholtz, 351
Higher dimensions, 335
differentials, 67, 104 ; infinitesimals, 64, 356 ; infinites, 66

Higher order,

Homogeneity, physical, 109; order

of,

107

Homogeneous

differential

equations,

204, 210, 230, 236, 259, 262, 278

Homogeneous functions, 107; Euler's
Formula, 108, 162

Hooke's law, 187

Hydrodynamics. See Fluid
Hyperbolic functions, 5. See cosh, sinh,
etc.

Hypergeometric

series,

398

Mean, 94;

uniformly continuous, 91; variation

of, 90
Fundamental solution, 534
Fundamental theorem of algebra, 159,
306

Fundamental

Geometric addition, 163

Geometric language, 33, 336
Geometric series, 421
Geometry. See Curve, Differential, and

Imaginary, 153, 216 conjugate, 166

Imaginary powers, 161
Implicit functions, 117-135. See Max;

ima and Minima, Minimax,

etc.

Indefinite integral, 15, 53. See Functions

Independence, functional, 129; linear,
245; of path, 298
Indeterminate forms, 61 L' Hospital's
Rule, 61 in two variables, 298
Indicatrix, Dupin's, 145
Indices, law of, 160
Induction, 308, 348
Inequalities, 36
Inertia. See Moment
;

Infinite, 66 become, 35
Infinite derivative, 46
Infinite integral, 352. See
Infinite product, 429
;

Functions

INDEX

562
Infinite series, 39, 419
Infinite solution, 230
Infinitesimal, 63 ; order of, 63

Laplace's equation, 104, 110, 526, 530,

533, 548
Law, Ampere's, 350; associative, 160,
165 commutative, 149, 165 distributive,
160, 165;
Faraday's, 360;
Hooke's, 187; of indices, 160; of
Nature, 307 parallelogram, 154, 163,
307 of the Mean, see Theorem
Laws, of algebra, 163; of motion, 13,

higher

order, 64 ; order higher, 356

Infinitesimal analysis, 68
Infinity, point at, 481
Inflection point, 12, 76

of cubic, 621
Instantaneous center, 74, 178
Integrability, condition of, 266 ; of functions, 62, 368
Integral, Cauchy's, 304; containing a
parameter, 281, 305 definite, 24, 51
double, 316 ; elliptic, 503 Fourier's,
377 Gauss's, 348 higher, 335 ininverinfinite, 352
definite, 15, 53
sion of, 496; line, 288, 311, 400;
surPoisson's, 541
potential, 546
face, 340
triple, 326. See Definite,
;

Functions, etc.
Integral functions, 433
Integral test, 421
Integrating factor, 207, 240, 254
Integration, 15 along a curve, 291, 400
by parts, 19, 307 by substitution, 21
constants of, 15, 183 ; double, 32, 320
of functions of a complex variable,
307 ; of radicals of a biquadratic, 513
of radicals of a quadratic, 22 of ra;

a surface,
term by term, 430 under the
285, 370. See Differential equa-

tional fractions, 20; over

340

sign,
tions,

Ordinary, Partial, etc.

Intrinsic equation, 240
Inverse function, 45, 477 derivative
;

173, 264
Left-hand derivative, 46
Left-handed axes, 84, 167
Legendre's elliptic integrals, 603, 511
Legendre's equation, 262 (Ex. 13 8) generalized, 526
Legendre's functions, 252
Legendre's polynomials, 252, 440, 466
generalized, 627
Leibniz's Rule, 284
Leibniz's Theorem, 11, 14, 48
Length of arc, 69, 78, 131, 310
Limit, 35; double, 89; of a quotient,
of a rational fraction, 37 of a
1, 45
sum, 16, 50, 291
Limited set or suite, 38
Limited variation, 54, 309, 462
;

Line, direction of, 81, 169; tangent,

81 ; normal, 96
perpendicular, 81,
;

165

Line integral, 288, 298, 311 400 about a

closed circuit, 295, 344 Cauchy's, 304
for angle, 297
differential of, 291
for area, 289 for work, 293 in the
complex plane, 360, 497 independent
of path, 298 on a Riemann's surface,
499, 603
,

of,

2,14

Inverse operator, 150, 214

Inversion, 637 ; of integrals, 496
Involute, 234
Irrational numbers, 2, 36
Irreducible circuits, 91, 302, 500

Lineal element, 191, 228, 231, 261

Linear dependence or independence,
^
245
Linear differential equations, 240
Bessel's, 248; first order, 205, 207;
Legendre's, 252 of physics, 624 partial, 267, 275, 624; second order, 244;
variation of consimultaneous, 223
stants, 243 with constant coefficients,
214, 223, 275
Linear operators, 161
Lines of curvature, 146
log, 4, 11, 161, 302, 449, 497; log cos, log
sin, log tan, 450
logr, 636
Logarithmic differentiation and derivative, 5; of functions of a complex
of gamma function,
variable, 482
382 of theta functions, 474, 612
Logarithms, computation of, 69
;

Isoperimetric problem, 406

Iterated integration, 327

Jacobian, 129, 330, 336, 476

Jumping rope, 611
Junction line, 492

Kelvin, 351
Kinematics, 73, 178
Kinetic energy, of a chain, 415; of a
lamina, 318 of a medium, 416 of a
particle, 13, 101 ; Of a rigid body, 293 ;
of systems, 112, 226, 413
;

Lagrange's equations, 112, 225, 413

Lagrange's variation of constants, 243
Lamina, center of gravity of, 317;
density of, 316 energy of, 318 kinematics of, 78, 178; mass of, 32, 316;
;

moment
motion

of inertia of, 32, 315, 321;

of,

414

M-test, 432

Maclaurin's Formula, 67. See Taylor's

Maclaurin's Series, 436
Magnitude of complex numbers, 164
Mapping regions, 543
-

INDEX
Mass, 110; of lamina, 316, 32; of rod,
28; of solid, 326; potential of a,
308, 348, 627. See Center of gravity

Maxima and minima,

constrained, 120,
404 free, 120 of functions of one variable, 7, 9, 10, 12, 40, 43, 46, 75 of functions of several variables, 114, 118, 120,
126 of harmonic functions, 631 ; of
implicit functions, 118, 120, 126; of
integrals, 400, 404, 409 of sets of num;

38 relative, 120
Maxwell's assumption for gases, 390
Mayer's method, 268
Mean. See Theorem of the Mean
Mean curvature, 148
Mean error, 390
Mean square error, 390
Mean value, 333, 340
Mean velocity, 392
Mechanics. See Equilibrium, Motion,
bers,

etc.

elastic, 418; ether, 417. See

Fluid
Meusnier's Theorem, 146
Minima. See Maxima and minima
Minimax, 116, 119
Minimum surface, 415, 418

Medium,

Modulus, of complex number, 154; of

elliptic functions, fc, &', 605
Molecular velocities, 392

Moment, 176;

of

momentum, 176^264,

325

Normal line, 8, 96
Normal plane, 181
Numbers, Bernoulli's, 448;

complex,

153; Euler's,460; frontier, 34 ; interval of, 34 irrational, 2, 36

sets or suites of, 38
;

real,

33

Observation, errors of, 386; small errors, 101

Odd

function, 30

Operation, 149
Operational methods, 214, 223, 275, 447
Operator, 149, 155, 172 distributive or
inverse, 150, 214 invollinear, 151
utory, 152 vector-differentiating, 172,
;

260, 343, 346, 349

Order, of critical point, 491 of derivatives, 11; of differentials, 67; of

differential equations, 180; of doublyperiodic function, 487 of homogene107; of infinitesimals, 63; of
ity,
of pole, 480
infinites, 66
;

Ordinary differential equations, 203;

approximate solutions, 195, 197; arising from partial, 534 Bernoulli's, 205,
210; Clairaut's, 230; exact, 207, 237;
homogeneous, 204, 210, 230, 236 inte;

grating factor for, 207 lineal element

of, 191; linear, see Linear; of higher
degree, 228; of higher order, 234; problems involving, 179; Riccati's, 260;
systems of, 223, 260 variables separable, 203. See Solution
;

Moment

of inertia, curve of minimum,

404; of a lamina, 32, 315, 324; of a
particle, 31 ; of a solid, 328, 381

173; moment of, 176,

264, 325; principle of, 264

Momentum,

563

13,

Monge's method, 276

Motion, central, 176, 264; Hamilton's
equations, 112; Hamilton's Principle,
412 ; in a plane, 264 Lagrange's equaof a chain, 415
tions, 112, 225, 413
of a drumhead, 526 of a dynamical
system, 413 of a lamina, 78, 178, 414
of a medium, 416 of the simple pendulum, 609; of systems of particles,
175; rectilinear, 186; simple harmonic,
188. See Fluid, Small vibrations, etc.
Multiple-valued functions, 40, 90, 492
;

"

Multiplication, by complex numbers,

155; of series, 442 ; of vectors, 164
Multiplier, 474 ; undetermined, 411
Multipliers, method of, 120, 126, 406.

411
Multiply connected regions, 89

Newton's Second

Law of Motion, 13, 173,

186

Normal, principal, 88

to

a closed sur-

face, 167, 841

Normal derivative, 97, 137, 172

Orthogonal trajectories, plane, 194, 234,

266 space, 260
Orthogonal transformation, 100
Osculating circle, 73
Osculating plane, 82, 140, 145, 171, 412
Osgood's Theorem, 64, 65, 325
;

p-f unction, 487, 617

Pappus's Theorem, 332, 346
Parallelepiped, volume of, 169
Parallelism, condition of, 166

Parallelogram, law of addition, 164, 163,

307; of periods, 486; vector area of,
165
Parameter, 135 integrals with a, 281
;

Partial derivatives, 93; higher order,

102
Partial differentials, 95, 104
Partial differential equations, 267; characteristics of, 267, 279; Charpit's
method, 274; for types of surfaces,

269 Laplace's, 526 linear, 267, 275,

524 ; Monge's method, 276 ; of physics,
624; Poisson's, 648
Partial differentiation, 93, 102 ; change
of variable, 98, 103
Partial fractions, 20, 66
Particular solutions, 230, 524
;

INDEX

564

Path, independency of, 298

Pedal curve, 9
Period, half, 468 ; of elliptic functions,
471, 486; of exponential function, 161;
of theta functions, 468
Periodic functions, 161, 458, 484
Permanence of form, 2, 478
Physics, differential equations of, 624
Planar element, 254, 267
Plane, normal, 81; tangent, 96; osculating, 82, 140, 145, 171, 412
Points, at infinity, 481 consecutive, 72
inflection, 12, 75, 521 of condensation,
38, 40 sets or suites of, 380 singular,
119, 476
Poisson's equation, 648
Poisson's Integral, 541
Polar coordinates, 14, 79
Pole, 479; order of, 480 residue of, 480
principal part of, 483
Polynomials, Bernoulli's, 451
Legendre's, 262, 440, 466, 627 root of, 159,
482
;

Potential, 308, 332, 348, 527, 530, 639,

647 ; double surface, 551
Potential energy, 107, 224, 301, 413
Potential function, 301, 547
Potential integrals, 546 ; retarded, 512 ;
surface, 651
Power series, 428, 433, 477 ; descending,
389, 397, 481
Powers of complex numbers, 161

Pressure, 28
Principal normal, 83
Principal part, 483
Principal radii and sections, 144
Principle, Hamilton's, 412; of energy,
264 ; of momentum, 264 ; of moment
of momentum, 264; of permanence
of form, 2, 478 ; of work and energy,

293
Probability, 387

Probable error, 389

Product, scalar, 164; vector, 165; of
complex numbers, 155 of operators,
149 of series, 442
;

Products, derivative of, 11, 14, 48; infinite,

429

Projection, 164, 167

Quadratic form, 115, 145

Quadrature, 313. See Integration
Quadruple integrals, 335
Quotient, limit of, 145; of differences,
30, 61; of differentials, 64, 67; of power
446; of theta functions, 471

series,

Rates, 184

Ratio test, 422

Rational fractions, characterization of,
483 decomposition of, 20, 66 integration of, 20 limit of, 37
Real variable, 35. See 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
Remainder, in asymptotic expansions,
390, 398, 456; in Taylor's or Maclaurin's Formula, 65, 306, 398
of logarithmic deResidues, 480, 487
rivatives, 482
Resultant, 154, 178; moment, 178
Retarded potential, 552
Reversion of series, 446
;

Revolution, of areas, 346; of curves,

332 ; volume of, 10

Rhumb

line,

84

Riccati's equation, 250

Riemann's surfaces, 493
Right-hand derivative, 46
Right-handed axes, 84, 167
Rigid body, energy of a, 293; with a
fixed point, 76
Rolle's Theorem, 8, 46
Roots, of complex numbers, 165 ; of
polynomials, 156, 159, 306, 412; of

unity, 156

Ruled surface, 140

Saddle-shaped surface, 143
Scalar product, 164, 168, 343
Scale of numbers, 33

an integral, 451 ; asymptotic,

390, 397, 456; binomial, 423, 426;
Fourier's, 416; infinite, 39, 419; manipulation of, 440 ; of complex terms,
423 ; of functions, 430 ; Taylor's and

Series, as

Maclaurin's, 197, 435, 477; theta,

467. See various special functions
Set or suite, 38, 478 dense, 39, 44, 60
Shortest distance, 404, 412
Sigma functions, <r, <r, 523
Simple harmonic motion, 188
;

Simple pendulum, 609

Simply connected region, 89, 294
Simpson's Rule, 77
Simultaneous differential equations, 223,
260
sin, sin-i, 3,

21, 165, 161, 307, 436,

453, 499

Raabe's test, 424

Radius, of convergence, 433, 437; of curvature, 72, 82, 181; of gyration, 334;
of torsion, 83

Sine amplitude, 507. See sn

Single-valued function, 40, 87, 295
Singular points, 119, 476
Singular solutions, 230, 271

INDEX
Singularities, of functions of a complex
variable, 476, 479 ; of harmonic functions,

534

270 general, 269 infinite, 230 ;

particular, 230,^624 ; singular, 230, 271
Solution of implicit functions, 117, 133
;

Speed, 178
Spherical coftrdinates, 79
Sterling's approximation, 386, 458
Stokes's Formula, 345, 418
Strings, equilibrium of, 185
Subnormal and subtangent, 8
Substitution. See Change of variable
Successive approximations, 198
Successive differences, 49
Suite, of numbers or points, 38 of functions, 430; uniform convergence, 431
Sum, limit of a, 36, 24, 51, 419; of a
series, 419. See Addition, Definite in;

tegral, Series, etc.

Superposition of small vibrations, 226,

525
Surface, area of, 67, 339; closed, 167,
341; curvature of, 144; developable,
141, 143, 148, 279; element of, 340;
geodesies on, 412 minimum, 404, 415

normal

604 logarith612 periods and

elliptic functions, 471,

mic derivative,

474,.

half periods, 468

relations between
squares, 472 ; small thetas, 0, 0*, 523 ;
;

sinh, sinh- , 5, 463

Slope, of a curve, 1 ; of a function, 301
Small errors, 101
Small vibrations, 224, 415
sn, sn-i, 471, 475, 603, 507, 611, 617
Solid angle, 347
Solution of differential equations, complete,

565

Riemann's, 493;
ruled, 140; tangent plane, 96; types
of, 269; vector, 167; w-, 492
Surface integral, 340, 347
Symbolic methods, 172, 214, 223, 260,
275, 447
Systems, conservative, 801; dynamical,
413
Systems of differential equations, 223,
260
96, 341;

to,

zeros,

469

Torsion, 83 radius of, 83, 175

Total curvature, 148
Total differential, 95, 98, 105,
;

209,

295
Total differential equation, 254
Total differentiation, 99
Trajectory, 196; orthogonal, 194, 234,
260
Transformation, conformal, 132, 476;
Euler's,449; of inversion, 537; orthogonal, 100; of a plane, 131; to polars,
14, 79

Trigonometric functions, 3, 161, 453

Trigonometric series, 458, 465, 625
Triple integrals, 326 element of, 80
;

Umbilic, 148

Undetermined
Undetermined

coefficients,

199

multiplier, 120, 126, 406,

411

Uniform continuity, 42, 92, 476

Uniform convergence, 369, 431
Units, fundamental and derived, 109;
dimensions of, 109
Unity, roots of, 156
Unlimited set or suite, 38
Valtee-Poussin, de la, 373, 555
Value. See Absolute, Average, Mean
Variable, complex, 157; equicrescent,
48 real, 35. See Change of, Functions
Variable limits for integrals, 27, 404
Variables, separable, 179, 203. See
;

Functions
Variation, 179; of a function, 3, 10, 54;
limited, 54, 309 of constants, 243
Variations, calculus of, 401 ; of integrals,
;

401, 410

Vector, 154, 163; acceleration, 174; area,

tan, tan-i, 3, 21, 307, 450, 457, 498

Tangent line, 8, 81, 84

Tangent plane, 96, 170
1
6, 6, 460, 601
taiih, tanh-

components of

a, 163, 167,

curvature, 171

moment,

moment of momentum,
momentum, 173 torsion, 83,
176;

Taylor's Formula, 65, 112, 162, 305, 477

Taylor's Series, 197, 436, 477
Taylor's Theorem, 49
Test, Cauchy's, 421; comparison, 420;
Raabe's, 424; ratio, 422; Weierstrass's
Jf-, 432, 455
Test function, 355
Theorem of the Mean, for derivatives,
8, 10, 46, 94; for integrals, 26, 29, 52

359

Thermodynamics, 106, 294

Theta functions, fl", fl,, 0, Gj, as Fourier's
series, 467; as products, 471

167, 290
174, 342

define

176;
171
;

velocity, 173

Vector addition, 154, 163

Vector differentiation, 170, 260, 342, 345

force, 173

Vector functions, 260, 293, 300, 342, 345,

551

Vector operator v, see Del

Vector product, 165, 168, 345
Vectors, addition of, 164, 163; coinplanar, 169; multiplication of, 155,
168 ; parallel, 166 ; perpendicular, 166
products of, 164, 166, 168, 846; projections of, 164, 167, 842
;

INDEX

566

Velocity, 18, 173; angular,- 846 ; areal,

175 ; of molecules, 892
Vibrations, small, 224, 526; superposition of, 226, 524
Volume, center of gravity of, 328 ; element of, 80 ; of parallelepiped, 169 ;
of revolution, 10 ; under surfaces, 82,
817, 381 ; with parallel bases, 10

Volume ^integral, 341

Wave

equation, 276
water, 629

Waves on

Weierstrass's integral, 617

Weierstrass's Jlf-test, 482

Weights, 338
107, 224, 292, 801
293, 412

Work,

and energy,

Wronskian determinant, 241

s-plane, 157, 802, 860, 483;
the, 490, 497, 508, 617, 643
Zeta functions, Z, 612 ; f, 622

mapping

Zonal harmonies. See Legendre's polynomials