INTRODUCTION TO rfHE

THEORY OF FOURIER'S
SERIES AND INTEGRALS

BY

H~ s~ ·. CARS LAW
Sc. D. (CAMBRIDGE), D. Sc. (GLASGO\V), F.R.S. E.
PROFESSOR OF MATHEMATICS IN THE UNIVERSITY OF SYDNEY
FORMERLY FELLOW OF E!VIl\IANUEL COLLEGE, CAI\IBRIDGE, AND LECTURER I~ l\IATHEI\IATICS
IN THE UNIVERSITY OF GLASGOW

SECOND EDITION, COMPLETELY REVISED

MACMILLAN AND CO., IJIMITED

ST. MARTIN'S STREET, LONDON
 OOP 1'BJG111'.

First Published, rgo6.

GLASGOW: PRINTED AT THE UNIVERSITY PRESS

J3Y ROBERT ~ACLEHOSE AND CO, LTD,
 PREJTACE

THIS book forms the first volume of the new edition of my book
on Fourier's Series and Integrals and the Mathematical Theory of the
Conduction of Heat~ published in 1906: and now for some time out
of print. Since 1906 so much advance has been made in the Theory
of Fourier'_s Series and Integrals, as well as· in the 1nathematical
discussion of Heat Conduction, that it has seen1ed advisable to
write a completely new work, and to issue the same in tvvo volumes .
The first volume, which now appears, is concerned with the Theory
of Infinite Series and Integrals, with special reference to Fourier's
Series and Integrals. The second volume will be devoted to the
Mathematical Theory of the Conduction of Heat. ·
No one can properly understand Fourier's Series and Integrals
without a knowledge of what is involved in the convergence of
infinite series and integrals. With these questions is bound up
the development of the idea of a limit and a function, and both
are founded upon the modern theory of real numbers. The first
three chapters deal with these matters. In Chapter IV. the Definite
Integral is treated from Riemann's point of view, and special
attention is given to the question of the c~nvergence of infinite
integrals. The theory of series whose terms are functions of a
single variable, and the theory of integrals which contain an arbi-
trary parameter are discussed in Chapters V. and VI. It will be
seen that the two theories are closely related, and can be developed
on similar lines.
rrhe tre~tment of Fourier's Series in Chapter VII. depends on
Dirichlet's Integrals. There, and elsewhere throughout the b'ook,
the Second Theorem of Mean Value will be found an essential part
of the argument. In the same chapter the work of Poisson is
adapted to modern standards, and a prominent place is given
to Fejer's work, both in the proof of the fundamental theorem
v
VI PI~EFACE

and in the discussion of the nature of the convergence of Fourier's

Series. Chapter IX. is devoted to Gibbs's Phenomenon, and the
last chapter to Fourier's Integrals. In this chapter the work of
Pringshein1, vvho has greatly extended the class of functions to
which Fourier's Integral Theore1n applies, has been used.
T\vo appendices are added. The first deals vvith Practical H ar-
Jnon·ic Analysis and Periodogram Analysis. In the second a biblio-
graphy of the subject is given.
The functions treated in this book are '' ordinary '' functions.
An interval (a, b) for vvhich j'(x) is defined can be broken up into a
finite number of open partial intervals, in each of which
.
the
.
function
is monotonic. If infinities occur in the range, they are isolated
and finite in nun1ber. Such functions vvill satisfy most of the
demands of the Applied Mathematician.
The modern theory of integration, associated chiefly with the
na1ne of Lebesgue, has introduced into the Theory of Fourier's
Series and Integrals functions of a far more complicated nature.
Various writers, notably W. H. Young, are engaged in building up
a theory of these and allied series much n1ore advanced than any-
thing treated in this book. These developments are in the meantime
chiefly interesting to the Pure Mathematician specialising in the
Theory of Functions of a Real Variable. My purpose has been to
remove some of the difficulties of the Applied Mathematician.
The preparation of this book has occupied some time, and much
of it has been given as a final course in the Infinitesimal Calculus
to my students. To them it owes much. For assistance in the
revision of the proofs and for many valuable suggestions, I am
much indebted to Mr. E. M. Wellish, Mr. R. J. Lyons and Mr. H.
H. Thorne of the Department of Mathematics in the University
of. Sydney. H. S. CARSI.~A vV.

EMMANUEL CoLLEGE,
CAMBRIDGE, Jan. 1921.
 CONTENTS

1 HE THEORY OF' FOURIER'S SERIES AND IJ.VTEGltALS

1

HISTORICAL lNTRODUCTIO~ 1

CHAPTER I
RATIONAL AND IRRATIONAL NUlviBER.S
SI<:CTION

1-2. Rational N un1bers - 16

3-5. Irrational N nm bers - 17
6-7. Relations of Magnitude for lleal N tun bers 21
8. Dedekind's Theorem - 23
9. ~rhe Linear Continuum. J)edekind'8 Axiorn 24
10. The Developn1ent of the Syste1n of Real N un1 bers 25

CHAPTER II
INFINITE SEQUENCES AND SERIES
11. Infinite Aggregates - 29
12. The Upper and Lower Bounds of an Aggregate 30
1:3. Lirniting Points of an Aggregate 31
14. Weierstrass's Theoren1 32
15. Convergent Sequences 33
16. Diverge.nt and Oscillatory Sequences 37
17. Monotonic Sequences 39
.•
18. A Theorem on an Infinite Set of Intervals 40
19-23. Infinite Series 41
vii
 '•'
Vlll CONTENTS

CHAPTER III
FUNCTIONS OF A SINGLE V ARI.ABLE. LIMITS .AND
CONTINUITY
SECTION PAGE

24. The Idea of a Function 49

25. Lt .f(.rc) 50
x~a

26. Son1e .Theoren1s on Lin1its 52

27. Lt f(.x) 55
x~oo

28-29. Necessary and Sufficient Conditions for the Existence of a

Limit - ·- 56
30-32. Continuous Functions - 59
33. Discontinuous Functions 64
:34. Monotonic Functions - 66
35. Inverse Functions 68
36. The Possibility of Expressing a Function as the Difference of
t\vo Positive and Monotonic Increasing Functions - 69
37. Functions of Several Variables 71

CI-IAPTER IV
THE DEFINITE INTEGRAL
38. Introductory 76
39~ The Snn1s S and s 77
40. Darboux's Theorern 7H
41. The Definite Integral of a Bounded ~__.,nnct.ion - 81
42. Necessary and Sufficient Conditions for Integrability 82
43. Integrable Functions - 84
44. A Function integrable in (a, b) has an Infinite Nurnber of Points
of Continuity in any Partial Interval of (a, b) 86
45-47. Some Properties of the Definite Integral 87
48. The First Theorem of Mean Value - 92
49. The Definite Integral considered as a Function of its Upper
Limit - 93
50. The Second Theorern of Mean Value 94
51-56. Infinite Integrals. Bounded Integrand. Infinite Interval 98
57-58. The Mean Value Theoren1s for Infinite Integrals 109
59-61. Infinite Integrals. Integrand Infinite - 111

Examples on Chapter IV 120

 CONTENTS
.
IX

CHAPTER V
THE THEORY OF INFINITE SERIES vVHOSE TERMS ARE
FUNCTIONS OF A SINGLE VARIABLE
SECTION PAGE

62. Introductory 122

63. The Sum of a Series of Continuous Functions may be Dis-
continuous - 124
64. Repeated Limits 127
65-69. Uniform Con vergence - 12.9
70. Term by Term Integration 140
71. Tern1 by Tern1 Differentiation - 143
72. The Power Series 144
73. Extensions of Abel's Theoren1 on the Power Series 149
74-76. Integration of Series. Infinite Integrals 154
Examples on Chapter V 164

CHAPTER VI
DEFINITE INTEGRALS CONTAINING AN ARBITRARY
PARAMETER

77. Continuity of the Integral f'F(x, y) dx 169

78. Differentiation of the Integral j""' F(x, y) dx 170

79. Integration of the Integral l"' F(.1:, y) dx - 172

80-83. Infinite Integrals .C' F(.r, y)d.r:, Uniform Convergence 173

84. Continuity of the Integral J,,"' F(x, y) dx - 179

85. Integration of the Integral J""' F(x, y)dx - 180

86. Differentiation of the Integral E"' F(x, .Y) dx 182

87. Properties of the Infinite Integral

88. Applications of the Preceding Theorems -

ta F(.x, y) dx 183

184

89. The Repeated Integral i"' dx l"'f(x, y)dy 190

Examples on Chapter VI 193

X CONTENTS

CHAPTER VII
FOURIER'S SERIES
SECTION PAGE

90. Introductory 196

91-92. Dirichlet's Integrals. (First Forn1) 200
93. Dirichlet's Conditions 206
94. Dirichlet's Integrals. (Second Form) 207
95. Proof of the Convergence of Fourier's Series - 210
96. The Cosine Series 215
97. The Sine Series 220
98. Other Forn1s of Fourier's Series 228
99-100. Poisson's Treatment of Fourier's Series 230
101. Fejer's Theoren1 234
102.. Two Theorems on the Arithmetic Means 238
103. Fejer's Theoren1 and Fourier's Series 240

Examples on Chapter VII 243

CHAPTER VIII
THE N.ATURE OF THE CONVERGENCE OF FOURIER'S
SERIES

104-106. The Order of the Terms - 248

107-108. The lTnifor1n Convergence of Fourier's Series 253
109. Differentiation and Integration of F'ourier's Series 261
11 0.. A n1ore General Theory of Fourier's Series - 262-

CHAPTER IX
THE APPROXIMATION CURVES AND GIBBS'S PHENOME·NON
IN FOURIER'S SERIES

111-112. The Approxin1ation Curves 264

113-114. Gibbs's Phenon1enon - 268

115. The Trigonon1etrical Surr1 2~

~
sin(2?·-1)L-r 271
1·=1 2?'- 1

116. Gibbs's Phenornenon for the Series 2 ±sin (2r - 1) X' 277
1·=1 2r -1
117. Gibbs's Phenon1enon for Fourier's Series in generctl ' 280
 CONTENTS XI

CHAPTER X
FOURIER'S INTEGRALS
SECTION PAGE

118. Introductory 283

119. Fourier's Integral Theoren1 for the Arbitrary Function .f(:r)
in its Sin1plest Forn1 284
120-121. More General Conditions for f(x:) 287
122. Fourier's Cosine Integral and Fourier's Sine Integral - 292
123. Sommerfeld's Discussion of Fourier's Integrals 293

Examples on Chapter X . 294

APPENDIX I. Practical Harmonic Analysis and Periodogran1. Analysis 295

APPENDIX II. Bibliography 302

 HISTORICAL INTRODUCTION

IN the middle of the eighteenth century there 'vas a prolonged

controversy as to the possibility of the expansion of an arbitrary
function of a real variable in a series of sines and cosines of
.multiples of the variable. The question arose in connection with
the problem of the Vibrations of Strings. The theory of these
vibrations reduces to the solution of the Differential Equation
a2y- 2a2y
ot 2 - a ox 2 '
and the earliest atten1pts at its solution were made by D' Alein-
bert,* Euler,t and Bernoulli.t Both .D'Alembert and Euler
obtained the solution in the functional form
y = ¢(x+at)+'t(x -at).
The principal difference between then1 lay in the fact that
D'Alembert supposed the initial form of the string to be given
by a single analytical expression, while Euler regarded it as
lying along any arbitrary continuous curve, different parts of
which might be given by different analytical expressions.
Bernoulli, Oil the other hand, gave the solution, when the string
starts fron1 rest, in the form of a tri.gonometrical series
y =A 1 sin x cos at+A 2 sin 2x cos 2at+ ... ,
and he asserted that this solution, being perfectly general, 1nust
contain those given by Euler and D'Alernbert. The impor~ance
of his discovery was immediately recognised, and. Euler pointed
out that if this statement of the solution were correct, an
arbitrary function of a single variable n1ust be developable in
an infinite series of sines of n1ultiples of the variable. This he
* 1lfbn. del' Acacle1nie cle Berlin, 3, p. 214, 1747.
tloc. c·Z:t., 4, p. 69, 1748. +Zoe. cit., 9, p. 173, 175:3.
C. I A
 2 HISTORICAL INTRODUCTION

held to be obviously impossible, since a series of sines is both

periodic and odd, and he argued that if the arbitrary function
had not both of these properties it could not be expanded in
such a series.
While the debate was at this stage a 1nemoir appeared in 17 59*
by Lagrange, then a young and unk:novvn mathen1atician, in
which the problen1 was examined from a totally different point of
view. While he accepted Euler's solution as the Inost general, he
objected to the n1ode of dernonstration, and he proposed to obtain
a satisfactory solution by first considering the case of a finite
number of particles stretched on a -vveightless string. Fron1 the
solution of this problen1 he deduced that of a continuous string by
making the number of particles infinite.t In this vvay he showed
that when the initial displacen1ent of the string of unit length is
given by f(x), and the initial velocity by F(x), the displacen1ent
at time t is given by

J~ (sin n-rrx' sin n-rrx cos n-rrc~t).f(x') dx'

y= 2
1

0 1

2 Jl ~ 1 ( .
+- ,L..J- Sill n7rX I Sill
• F( ') d /
•
117rX Slll n7rat ) X X .
n
Cf/rr· 0 1

This result, and the discussion of the proble1n which Lagrange

gave in this and other memoirs, have prompted some n1athe-
maticians to deny the importance of Fourier's discoveries, and to
attribute to Lagrange the priority in the proof of the developn1ent
of an arbitrary function in trigonometrical series. It is true
that in the formula quoted above it is only necessary to change
the order of summation and integration, and to put t = 0, in order
that we may obtain th.e development of the function f(x) in a
series of sines, and that the coefficients shall take the definite
·integral forn1s with which we are now familiar. Still Lagrange
did not take this step, and, as Burkhardt remarks, t the fact that
he did not do so is a very instructive exa1nple of the ease vvith
which an author omits to dravv an almost obvious c·onclusion
from his results, when his investigation has been undertak:en
with another end in view. Lagrange's purpose was to demon-

*Of. Lagrange, (]JJuvres, T. I., p. 37. t loc. cit., § 37.

t Burkhardt, "Ent'\vicklungen nach oscillirenden ]functionen," Jahrresber. ]) .
.Llfath. Ver., Leipz1:g, 10, Hft. II., p. 32, 1901.
 HISTORICAL INTRODUCTION 3

sttate the truth of Euler's solution, and to defend its general

conclusions against D'Aletnbert's attack:s. When he had obtained
his solution he therefore proceeded to transform it into the func-
tional form given by Euler. Having succeeded in this, he held
his demonstration to be complete.
'rhe further development of the theory of these series was due
to the astronornical problem of the expansion of the reciprocal
of the distance between two planets in a series of cosines of
n1ultiples of the angle between the radii. As early as 17 49
and 1754 D'Alembert and Euler had published discussions of this
question in vV hich the idea of the definite integral expressions
for the coefficients in Fourier's Series may be traced, and Clairaut,
in 1757,"* gave his results in a form which practically contained
these coefficients. Again, Euler, t in a paper written in 1777 and
published in 1793, actually employed the tnethod of multiplying
both sides of the equation
f(x) == a 0 + 2ct1 cos x+ 2a2 cos 2x+ ... 2ancos nx+ ...
by cos nx and integrating the series term by term between the
limits 0 and 7r. In this vvay he found that
1
an==- J7r f(x)cosnxclx.
7r 0

It is curious that these papers seern to have had no effect

upon the discussion of the problem of the Vibrations of Strings
in which; ·as vve have seen, D'Alembert, Euler, Bernoulli, and
7

Lagrange were about the same time engaged. The explanation

is probably to be found in the fact that these results were not
accepted with confidence, and that they were only used in deter-
mining the coefficients of expansions whose existence could be
demonstrated by other means. It was left to Fourier to place
our knowledge of the theory of trigonometrical series on a firmer
foundation, and, owing to the 1naterial ad vance made by him in
this subject the n1ost important of these expansions are now
generally associated with his name and called Fourier's Series.
His treatrnent was suggested by the problems he met in the
Mathetnatical Theory of the Conduction of Heat. It is to be

*Paris, Hist. Acctd. sci., 1754 [59], Art. iv. (tTnly 1757).
t Jletrop. }l. Acta., 11, 1793 [98], p. 94 (May 1777).
4 HISTORICAL INTRODUCTION

found 111 various n1e1noirs, the n1ost i1npo1·tant having been

presented to the Paris Acaden1y in 1811, although it 'vas not
printed till 1824-6. T'hese Ineinoirs are practically contained in
his book, 1"'heorrie n~citlu!?natique de la chaleur (1822). In this
treatise several discussions of the problern of the expansion of a
function in trigonornetrical series are to be found. Some of
them fail in rigour. One is the san1e as that given by Euler.
However, it is a mistake to suppose that Fourier did not estab-
lish in a rigorous and conclusive manner that a quite arbitrary
function (n1eaning by this any function capable of being re-
presented by an arc of a continuous curve or by successive
.portions of different continuous curves), could be represented
by the series vve now associate with his nan1e, and it is equally
'vroug to attribute the first · rigorous demonstration of this
theore1n to Dirichlet, vv hose earliest n1en1oir was published in
1829.* A closer examination of Fourier's work: will sho"\\r that
the importance of his investigations n1~rits the fullest recogni-
tion, and Darboux, in the latest complete edition of Fourier's
mathematical works,l- points out that the method he ernployed in
the final discussion of the general case is perfectly sound and
practically identical vvith that used later by Dirichlet in his
classical memoir. In this discussion Fourier followed the .line
of argument which is. now custo1nary in dealing with infinite
ser1es. He proved that when the values

Cio==
1
27r
Jrr-rrj.(x')d X' I

an == .!_Jrr f (X 1
) cos 'nx' clx 1
,

7r - rr 11 ::>- 1'
bn == !.Jrr f (X 1
) sin rnx' clx 1
,

7r - rr
are inserted in the terms of the series
a 0 + (a 1 cos x + b1 sin x) + (a 2 cos 2x + b2 sin 2x) + ... ,
the su1n of the terms up to cos nx and sin nx is
!_Jrr f( x sin ~(211 + 1) (X
1
1) - x) l I
. 1 , ) ex.
7r - rr" Sill 2 (X - X
He then discussed the li1niting value of this sun1 as 1·~ becomes
-x· Dirichlet, J. Math., Berlin, 4, p. 157, 1829.
t (]J)uvres (le J?ourier, T. I., p. 512, 1888 ..
 5

infinite, and thus obtained the sum of the series now called
Fourier's Series.
Fourier made no claim to the discovery of the values of the
coefficients _ 1 Jrr . 1 . , 1
a 0 - 2 7r -rrj(x )dx,

an= _!_
7r
r
- rr
j( x') cos nx' clx', 1
n =:~ 1.
1 J'Tr J'( X) Sll1 IJ~~:e Gl X, J
lJn ==- 1· • 1 1

7r - 7r

We have already seen that they vvere employed both by Clairaut

and Euler before this time. Still there is an in1portant differ-
ence between Fourier's interpretation of these integrals and
that which was current an1ong the mathen1aticians of the
eighteenth century. rrhe earlier writers by 'vho1n they vvere
employed (with the possible exception of Clairaut) applied then1
to the detern1ination of the coefficients of series whose existence
had been demonstrated by other n1eans. Fourier was the first
to apply them to the representation of an entirely arbitrary
function, in the sense in which we have exp~ained this term.
In this he made a distinct advance upon ·his predecessors.
Indeed Riemann* asserts that when Fourier, in his first paper to
the Paris Academy in 1807, stated that a con1pletely arbitrary
function cou~d be expressed in such a series, his statement so
surprised Lagrange that he denied the possibility in the most
definite terrns. It should also be noted that he was the first to
allovv that the arbitrary function rnight be given by different
analytical expressions in different parts of the interval; also that
he asserted that the sine series could be used for other functions
than odd ones, and the cosine series for other functions than
even ones. Further, he was the first to see that vv hen a function
is defined for a given range of the variable, its value outside
that range is in no way determined, and it follovvs that no one
before hi1n can have properly understood the representation of
an arbitrary function by a trigonometrical series.
~rhe treatment which his work received frorn the Paris Academy
is evidence of the doubt with which his contemporaries vie"\\ ed 7

"'~ Cf. Rien1ann, "Uber die Darstellbarkeit einer :Function durch cine trigono-
nletrischc Rcihc," Gottingen, AlJh. C/es. Tr1:ss., 13, § 2, 1867.
6 HIS'rORICAL INTRODUCTION

his arguments and results. His first paper upon the Theory of
Heat was presented in 1807. The Academy, wishing to en-
courage the author to extend and improve his theory, made the
question of the propagation of heat the subject of the grand
prix cle rr~;athernatiq'Ues for 1812. Fourier sub1nitted his
Memoire sur;~~ la _propagation cle la Chaleur at the end of 1811
as a candidate for the prize. The memoir was referred to
Laplace, Lagrange, Legendre, and the other adjudicators ; but,
while awarding hirn the prize, they qualified their praise with
criticisms of the rigour of his analysis and methods,* and the
paper ·was not published at the time in the JJ!le?noiTes cle
l'Academie des Sciences. Fourier always resented the treatrnent
he had received. \Vh~n publishing his treatise in 1822, he
incorporated in it, practically without change, the first part of
this memoir; and two years later, having become Secretary of
the Academy on the death of Delambre, he caused his original
paper, in the form in which it had been comrnunicated in 1811,
to be published in these ~fer;noir;"es.t Probably this step vvas
taken to secure to himself the priority in his important discoveries,
in consequence of the attention the subject was receiving at
the hands of other mathematicians. It is also possible that he
'vished to show the injustice of the criticisms which had been
passed upon his work. After the publication of his treatise,
when the results of his different tnemoirs had becon1e kno\vn, it
was recognised that real advance had been made by hi1n in the
treatment of the subject and the substantial accuracy of his
reasoning was admitted.t

* Their report is quoted by Darboux in his Introduction (p. vii) to (]JJrttvtt'e8 de

Fourier, T. I. :-" Cette piece renferme les veri tables equations differentielles de la
transmission de la chaleur, soit a l'interieur des corps, soit a leur surface ; et la
nouveaute du sujet, jointe a son importance, a detern1ine la Classe a couronner cet
Ouvrage, en observant cependant que la n1aniere dont l'Auteur parvient a ses
e(tuations n'est pas exen1pte de difficultes, et que son analyse, pour les integrer,
laisse encore quelque chose a desirer, soit relativement a la generalite, soit lllenle
du cote de la rigueur."
t J.Ii-rnoires de l' A cad. des Se., 4, p. 185, and 5, p. 153.
:j: It is interesting to note the follo·wing references to his work in the \Vritings
of n1odern n1at.henutticians :
Kelvin, Coll. 1Yorks;Vol. III., p. 192 (Article on "Heat.," Jtnc ..Brit., 1878).
"Returning to the question of the Conduction of Heat, \VC have first of all to
say that the theory of it 'vas discovered by Fourier, and given to the 'vorld
through the French Acaden1y in his 'l'luJorie ctnalytique cle la Chaleur, \Vith
 HIS'rORICAL INr-rRODUC'riON 7
~rhe next \vriter upon the Theory of Heat was Poisso1i. He
employed an altogether different 1nethod in his discussion of the
question of the representation of an arbitrary function by a
trigonon1etrical series in his papers fron1 1820 on,vards, which
are practically contained in his books, Traite de .J.~fecolnique
(T.I. (2e ed.) 1833),and Theorro·ie ,rnatlu!n~atique cle la Chcileru/r' (1835).
He began with the equation
1- h2 (f)

1. 9./
-
(,
... ~ COS
) h 2 =1+2L.:h"cosn(x'-x),
X - X + . 1

solutions of problen1s n,aturally arising £ron1 it, of which it is difficult to say

·whether their uniquely original quality, or their transcendently intense n1athe-
n1atical interest, or their perennially important instructiveness for physical
science, is n1ost to be praised."
Darboux, Introduction, rEnvres de Fourie1·, T. I., p. v, 1888.
"Par l'in1portance de se.s decouvertes, pelT !'influence decisive qu'il a exercee sur
le developpen1ent de la Physique mathen1atique, Fourier meritait l'homnutge qui
est rendu aujourd'hui a ses travaux et a sa men1oire. Son non1 figurera digne-
nlent a cote des noms, illustres entre tons, dont la liste, destinee a s'accroitre
avec les annees, constitue des a present un veritable titre d'honneur pour notre
pays. La 'Pheorie analytique cle la Chaleur . . . , que l'on pent placer sans
injustice a cote des ecrits scientifiques les plus parfaits de tons les temps, se
recon1mande par une exposition interessante et originale des principes fonda-
mentaux ; il eclaire de la lumiere la plus vi ve et la plus penetrante toutes les
idees essentielles que . nons devons a Fourier et sur lesquelles doit reposer
desormais la Philosophic naturelle; mais il contient, nons devons le reconnaitre,
beaucoup de negligences, des erreurs de calcul et de detail que Fourier a su eviter
dans d'autres ecrits."
Poincare, Theorie analytique cle la propagation de la Chale1.tr, p. 1, § 1, 1891.
"La theorie de la chaleur de Fourier est un des pren1iers exen1ples de !'appli-
cation de l'analyse a la physique; en partant d'hypotheses simples qui ne. sont
autre chose que des faits experimentaux generalises, Fourier en a deduit nne
serie de consequences dont l'ensen1ble constitue nne theorie con1plete et coherente.
Les resultats qu'il a obtenus sont certes interessants par eux-n1emes, mais ce qui
l'est plus encore est la n1ethode qu'il a ernployee pour y parvenir et qui servira
toujours de n1odele a tons ceux qui voudront cultiver nne branche quelconque de
la physique mathen1atique. J'ajouterai que le livre de Fourier a nne in1portance
capitale dans l'histoire des n1athematiques et que !'analyse pure lui doit peut-etre
plus encore que !'analyse appliquee."
Boussinesq, TheoriP- analytique de la Chaleur, T. I., p. 4, 1901.
" Les adn1irables applications qu'il fit de cette n1ethode (i.e. his n1ethocl of inte-
grating the equations of Conduction of Heat) sont, ala fois, assez sin1ples et assez
generales, pour avoir servi de 1nodele aux geon1etres de la pren1iere n1oitie de ce
siecle; et elles leur ont ete cl'autant plus ntiles, qu~elles ont pu, avec de legeres
lllOclifications tout an plus, etre transportees dans d'autres branches de la
Physique 1nathenu1tique, notan1n1ent dans l'Hyclrodynan1ic1ue et dans la Theorie
de l'elasticite."
8 HISTORICAL INTROD-ucrriON

h being numerically less than unity, and he obtained, by

integration,
2
x I) - - 1 - h l I
J7r

_ rr
/(

1 - 2h cos ( X 1
- ~~) + h2 ex
= r;<x')dx' + 2~h"rj(x') cos n(x' -x) dx'.

While it 1s true that b~y proceeding to the limit vve rr1ay

deduce that
f(x) or ~[f(x-O)+f(x+O)J
is equal to

Lt [~2! .Jrn-- /(x') dx' + !_ ~1 h"J'n-- /( x') COS'n ( x' -

h-+ 1 7r 7r 7r 7r
X) d:.c'] '

we are not entitled to assert that this holds j'or the value h == 1,
unless we have already proved that the series converges· for this
value. This is the real difficulty of Fourier's Series, and this
limitation on Poisson's discussion has been lost sight of in some
presentations of Fourier's Series. rrhere are, however, other
directions in vvhich Poisson's method has led to most notable
results. rrhe importance of his vvorl{ cannot be exaggerated.*
After Poisson, Cauchy attacl{ed the subject in different rnemoirs
published from 1826 onvvards,t using his 1nethod of residues, but
his treatment did not attract so much attention as that given
about the same time by Dirichlet, to 'vhich we now turn.
Dirichlet's investigation is contained in t\vo memoirs which
appeared in 1829 t and 1837. § The Inethod which he employed
we have already referred to in speaking of Fourier's work. He
based his proof upon a careful discussion of the limiting values
of the integrals
a sin fJ.X
f(x) . dx ... a>O,
Jo Sln X

b · sin p.X
f(x) . dx ... b>a>O,
JCf- Slll X

*For u, fnll treatrncnt of Poisson's method, reference n1ay be n1ade to Bocher's

paper, "Introduction to the Theory of Fourier's Series," Ann. Math., P·rirr"cet011,
~Y. J. (Ser. 2), 7, 1906.

·i· See Bibliography, p. 303. t J. jJ[ath., Be1·lin, 4, 1829.

§_none's Repertoriun~ cler PhyBil:, Bel. I., p. 152, IR37.
 HISTORICAL IN'rRODUC'J1ION 9

as p. increases indefinitely. By this means he showed that the

surn of the series
a 0 + (a 1 cos x + b1 sin x) +( a, 2 cos 2x+ b2 sin 2x) + ... ,
where the coefficients ct0 , etc., are those given by Fourier, is
k [f(x- 0)+ f(x+ 0)] ... -7r<x< 7r,
! [j'( -7r+0)+f(7r-O)J ... X== +7r,
provided that, while -7r<x< 7r, f(x) has only a finite nurnber
of ordinary discontinuities and turning points, and that it does
not become infinite in this range. In a later paper,* in which he
discussed the expansion in Spherical Harn1onics, he showed that
the restriction that f(x) n1ust rernain finite is not necessary,
provided that J£<x) dx converges absolutely.
The work of Dirichlet led in a few years to one of the rnost
irnportant advances not only in the treatment of trigonometrical
series, but also in the Theory of :B-,unctions of a Real Variable;
indeed it may be said to have laid the foundations of that theory.·
T'his advance is to be found in the mernoir by R,iernann already
referred to, vv hich forn1ed his H abilitation,sschr~ift at Gottingen
in 1854, but \Vas not published till 1867, after his death.
Riemann's aim vvas to determine the 1~ecessary conditions vvhich
.t'(x) rnust satisfy, if it can be replaced by its Fourier's Series.
Dirichlet had shown only that certain conditions were suj)icient.
The question which Riemann set himself to ans"rer, he did not
cornpletely solve: in~eed it still remains unsolved. But in the
consideration of it he perceived that it was necessary to widen
the concept of the definite integral as then understood.
Cauchy, in 1823, had defined the integral of a contiTI/tt01ts
function as the lirnit of a sum, rnuch in the vvay in vvhich it is
still treated in our elernentary text-book:s. The interval of in-
tegration (a, b) is first eli vided into parts by the points

'fhe sum
S ==(xi- Xo)f(xl) + (x2- xl)f(x2) + ···+ (x-n- ~r;n -1)/(xn)
is formed. And the integral J>(x) clx is defined as the limit of

*.!. 1llath., Berlh1, 17, 1R:~7.

10 Hitrrol~ICAL IN'rRODUC'fiON

this surn when the nurnber of parts is increased indefinitely and

their length diminished indefinitely. On this understanding
every continuous function has an integral.
For discontinuous functions, he proceeded as follows:
If a function f(x) is continuous in an interval (a, b) except at
the point c, in the neighbourhood of which f(x) rnay be bounded
or not, the integral of f( x) in ( c~;, b) is defined as the surn of the
two lirnits
Lt
- dx, Lt· Ju f(x) clx,
Jc-hj'(x)
h~O a h~O c+h

'vhen these limits exist.

Riemann disn1isses altogether the requirement of continuity,
and in forming the sum FJ multiplies each interval (xr- xr_ 1) by
the value of j(x), not necessarily at the beginning (or end) of the
interval, but at a point fr arbitrarily chosen between these, or by
a number intern1ediate bet-vveen the lower and upper bounds of
j~(x) in (x ._u xr)·
1 The integral J" f(x) dx is defined as the limit
((.

of this surn, if such exists, ·w· hen the nurn ber of the partial
intervals is increased indefinitely and their length tends to zero.
Riemann's treatment, given in the text in a ~lightly rnodified
form, is now generally adopted in a scientific treatrnent of the
Calculus. It is true that a n1ore general theory of integration
has been developed in recent years, chiefly due to the writings
of Lebesgue,* de la \T allee Poussin and Young; that theory is
mainly for the specialist in certain branches of Pure Mathe-
nlatics. But no mathematicia.n can neglect the concept of the
definite integral which Riemann introduced.
One of the immediate advances it brought was to bring within
the integrable functions a class of discontinuous functions vY hose
discontinuities were infinitely nun1erous in any finite interval.
An example, now classical, given by Riernann, vvas the function
defined by the convergent series:
1 + [1x2] + [22:i.j J+ ... [11~
1~i.j

vvhere [1~x J denotes the positive or negative difference betvveen

1~x and the nearest integer, unless 11x falls n1id,vay between tvvo
consecutive integers, when the value of [1~x} is to be tak_en as
.,~ Ree footnote, p. 77.
 HISr-rORICAL IN1,RODUCTION 11

zero. The sum of this series is discontinuous for every rational

value of x of the form JJ/2n, where p is an odd integer prime
to n.
With Riemann's definition the restrictions which Dirichlet had
placed upon the function f(x) were considerably relaxed. To
this Riemann contributed much, and the numerous writers who
have carried out similar investigations since his time have still
further widened the bounds, while the original idea that every
continuous function admitted of such an expansion has been
shown to be false. Still it remains true that for all practical
purposes, and for all ordinary functions, Dirichlet's investigation
established the convergence of the expansions. Simplifications
have been introduced in his proof by the introduction of the
Second Theoren1 of Mean \T alue, and the use of a modified form
of Dirichlet's Integral, but the method which he employed is still
the basis of rnost rigorous discussions of Fourier's Series.
The nature of the convergence of the series began to be ex-
amined after the discovery by Stok:es (1847) and Seidel (1848) of
the property of Uniforn1 Convergence. It had been known since
Dirichlet's time that the series "\vere, in general, only conditionally
convergent, their convergence depending upon the presence of
both positive and negative terms .. It was not till 1870 that
Heine showed that, if the function is finite and satisfies
Dirichlet's Conditions in the interval (- 7r, r. ), the Fourier's
Series converges uniformly in any interval lying within an
interval .in which f(x) is continuous. 'l'his condition has, like
the other conditions of that time, since been so1newhat modified.
In the last thirty or forty years quite a large literature has
arisen dealing with Fourier's Series. The object of many of the
investigations has been to deterinine sufficient conditions to be
satisfied by the function /( x ), in order that its Fourier's Series
1nay converge, either throughout the interval ( -;r, 7r ), or at
particular points of the interval. It appears that the convergence
or non-convergence of the series for a particular value of x really
depends only upon the nature of the function in an arbitrarily
small neighbourhood of that point, and is independent of the
general character of the function throughout the interval, this
general character being lin1itecl only by the necessit~y for the
existence of the coefficients of the series. 'rhese n1e1noirs-
 12

associated chiefly with the names of Du Bois-Reymond, Lipschitz,

Dini, Heine, Cantor, Jordan, Lebesgue, de la \T allee Poussin,
Hobson and Young-have resulted in the discovery of sufficient
conditions of wide scope, which suffice for the convergence of the
series, either at particular points, or, generally, throughout the
interval. ~rhe necessary and sufficient conditions for the con-
vergence of the series at a point of the interval, or throughout
any portion of it, have not been obtained. In view of the general
character of the problen1, this is not surprising. Indeed it is not
improbable that no such necessary and sufficient conditions may
be obtainable.
In many of the worl{s referred to above, written after the
discovery by Lebesgue (1902) of his general. theory of integra-
tion, series whose terms did not exist under the old definition of
the integral are included in the discussion.
1,he fact that eli vergent series may be utilised in va.rious
ways in analysis has also widened the field of investigation, and
indeed one of the most fruitful advances recently made arises
fro1n the discussion of Fourier's Series \vhich diverge. The word
"sum," when applied to a divergent serieR, has, of course, to be
defined afresh; but all n1ethods of treatment agree in this, that
when the same process is applied to a convergent series the
"sum," according to the new definition, is to agree vvith the
"su1n" obtained in the ordinary way. One of the most important
methods of "sum1nation" is due to Cesaro, and in its simplest
forrn is as follows :
Denote by sn the ·suin of the first 1~ terms of the series
1t1 + u 2 + 1(;3+ ....

Let S == 81 +s2+ ... +sn.

n n
When Lt Sn == S, we say that the series is "sum1uable,'' and
that its "sum" is S.
It is not difficult to sho\v that if the series
ul + 1(;2+~L-3+ · ··
is convergent, then Lt Sn== l.Jt Sn,

RO that the "condition of consistency" is Ratisfied. [Cf. § 102.]

 HISTORICAL INTRODUCTION 13

Fejer "\Vas the first to consider this sequence of Aritlnnetic

l\Ieans,
81 +82+~:3
3
for the Fourier's Series. He established the remark:able theoren1 *
that the sequence is convergent, and its lin1it is
~(f(x+ 0)+ f(x-
0))
at every point in ( -r., r.) vvhere .f(x+O) and f(x-0) exist, the
only conditions attached to f(x) being that, if bounded, it shall
. be integrable in ( -?r, 7r ), and that, if it is unbounded,
shall be absolutely convergent.
r -rr
f(x) clx

I_.ater, Hardy sh9vved that if a series

1~1 +u2+u3+
...
is summable by this method, and the general terrr1 Un is of the
order 1/n, the series is convergent in the ordinary sense, and thus
the SUll1 s ( = Lt s1~) and the SUnl 8 ( == Lt sn) will be the same.
n~oo n~oo

[Cf. § 102.]
IIardy's theorem, combined with Fejer's, leads at once to a_
new proof of the convergence of Fourier's Series, and it can also
be applied to the question of its uniforrn convergence. Many of
the results obtained by earlier investigators follovv directly from
the application to Fourier's Series of the general theory of
summable series. t
Recent investiga~ions show that the coefficients in Fourier's
Series, now frequently called Fourier's Constants, have irn-
portant properties, independent of whether the series converges
or not. For example, it is now known that if f(x) and ¢(x)
are two functions, bounded and integrable in (- r., r. ), and a 0 ,
arrP bn are Fourier's Constants for f(x), and a 0', an', bn' those
for ¢ (x ), the series
00

2aoao' + 2: (C(,ncin' + bnbn')

1

1
converges, and its· su1n is -Jrr f(x) ¢(x) clx. To this theorem,
7r -rr
* lJ!Jat h.
Ann., Leipzig, 58, 1904.
tOhapnutn, (J. J . .il!ath., London, 43, 1912; Hardy, London, .l~1·oc . .1lfath. Soc.
(Ser. 2), 12, 1913.
14 HISTORICAL INTRODUCTION

and to the results which follo'v frotn it, 1nuch attention has
recently been given, and it n1ust be regarded as one of the most
important in the vv hole of the theory of Fourier's Series.*
The question of the approxin1ation to an arbitrary function by
a finite trigonon1etrical series was examined by Weierstrass in
1885.t He proved that if Jf!(x) is a continuous and periodic
function, given the arbitrary small positive quantity e, a finite
Fourier's Series can be found in a variety of ways, such, that the
absolute value of the difference of its sun1 and f(x) will be less
than e for any value of x in the interval. This theorem was
also discussed by Picard, and it has been generalised in recent
memoirs by Stekloff and l(neser.
In the san1e connection, it should be noted that the application
of the method of least squares to the determination of the
coefficients of a finite trigonometrical series leads to the Fourier
coefficients. This result was given b~y Topler in 1876.t As
rnany applications of Fourier's Series reall~y· only deal with a
finite number of terms, these results are of special interest.
From the discussion of the Fourier's Series it was a natural
step to turn to the theory of the Trigonometrical Series
a 0 + (a 1 cos x + b1 sin x) + a 2 cos 2x + b2 sin 2x) + ... ,
where the coefficients are no longer the Fourier coefficients.
The most important question to be answered was whether such an
expansion vvas unique; in other \vords, whether a function could
be represented by more than one such trigono1netrical series.
This reduces to the question of whether zero can be represented
by a trigonotnetrical series in which the coefficients do not all
vanish. The discussion of this and similar problen1s was carried
on chiefly by Heine and Cantor,§ from 1870 on"\vards, in a series
of papers which gave rise to the modern Theory of Sets of Points,
another instance of the remark.able influence Fourier's Series have
had upon the development of 1nathematics. I! In this place it will
* Cf. Young, London, Proc. R. Soc. (A), 85, 1911.
tJ. Jlfath., Berlin, 71, 1870.
tTopler, JVien, Anz. Ak. fViss., 13, 1876. §Bibliography, p. 305.
II Van Vleck, "The Influence of Fourier's Series upon the Development of Mathe-
n1atics," An~erican Association for the Advancernent of Science (Atlanta), 1913.
See also a paper with a similar title by Jourdain, Scientia, Bologna (Ser. 2), 22,
1917.
 HISTORICAl_. INTRODUCTION 15
be sufficient to state that Cantor showed that all the coefficients
of the trigonon1etrical series rnust vanish, if it is to be zero for
all values of x in the interval (- 7r, 7r ), with the exception of
those vvhich correspond to a set of points constituting, in the
language of the rrheory of Sets of Points, a set of the 1~th order,
for \vhich points \Ve know nothing about the value of the series.

REFEB,ENCES.
BuRKHARDT, "Ent·wicklungen nach oscillirenden Functionen," Ja.lzresber.
D. Jv!ath. TTer., Le£pzig, 10, 1901.
GIBSON, '·'On the History of the Fourier Series," Edinburgh, Proc. Math.
Soc., 11, 1893.
RIEMANN, " Uber die ])arstellbarkeit einer Function durch eine trigono-
nletrische Reihe," Gottingen, .Abh. Ges. JY~'ss., 13, 1867 ; also JYerke, pp.
213-250.
SAcHsE, Yersuch einer Geschichte der Darstellung willkiirl1'che1' Functionen
d~wch t?·igononwtrische lleihen, Diss. Got.tingen, 1879; also Zs. Math., Lm:pz1'g,
25, 1880, and, in French, Bul. sc1·. 1nath., l)aris (Ser. :3), 4, 1880.
 RATIONAL AND IRI~ATIONAL NUMBERS
THE SYSTEM OF REAL NUMBERS

1. Rational Numbers. The question of the convergence of

Infinite Series is only capable of satisfactory treat1nent when
the difficulties underlying the conception of irrational nurnber
have been overco1ne. For this reason we shall first of all give a
short discussion of that subject.
The idea of number is forn1ed by a series of generalisa-
tions. We begin with the positive integers. 'The operations
of addition and n1ultiplication upon these numbers are always
possible; but if a and b are tvvo positive integers, we cannot
determine positive integers x and y, so that the equations
a= b + x and a= by are satisfied, unless, in the first case, a is
greater thari b, and, in t~e second case, ct is a multiple of b.
'fo overcon1e this difficulty fractional and negative numbers are
introduced, and (he system of rcdio11al n1~1nbers placed at our
disposal.*
. 'fhe systen1 of rational nun1bers is orclerred, i.e. if we have two
different nu1nbers a and b of this system, one of· them is greater
> >
than the other. Also, if C(; b and b c, then ct c, when a, b >
and c are numbers of the syste1n.
Further, if two different rational numbers a and b are given,
we can always find another rational number greater than the
one and less than the other. It follows from this that between

*The reader who 'vishes an extended treatment of the systen1 of rational

nun1bers js referred to Stolz und Gmeiner, ~Pheoretische Arithrnetilc, Leipzig,
1900-1902, and Pringshein1, Vorlesungen iiber Zahlen- 'ltnd .Funktionenlehre,
Leipzig~ 1916.
16
 RATIONAL AND IRRATIONAL NUMBERS 17

any two different rational nurnbers there are an infinite nurnber

of rational n tun bers. *
2. ,.rhe introduction of fractional and negative rational nurn-
bers n1ay be justified fron1 two points of view. The fractional
numbers are necessary for the representation of the subdivision
of a unit magnitude into several equal parts, and the negative
numbers forrn a valuable instrurnent for the n1easurement of
magnitudes which may be counted in opposite di~ections. This
may be taken as the argument of the applied n1athematicjan.
()n th·e other hand there is the argun1ent of the pure mathe-
matician, with whom the notion of number, positive and negative,
integral and fractional, rests upon a foundation independent
of measurable 1nagnitude, and in whose eyes analysis is a
scheme which deals with numbers only, and has no concern
per se with rneasurable quantity. It is possible to found mathe-
matical analysis upon the notion of positive integral number.
Thereafter the successive definitions of the different kinds of num-
ber, of equalit~y and inequality among these nun1bers, and of the
four fundamental operations, may be presented abstractly.t
3. Irrational Numbers. The extension of the idea of number
from the rational to the irrational is as natural, if not as easy, as
is that from the positive integers to the fractional and negati:ve
rational numbers.
Let a and b be any t\vo positive integers. ~rhe equation xb ==a
cannot be solved in terms of positive integers unless cL is a perfect
bth power. To maize the solution possible in general the irrational
numbers are introduced. But it will be seen below that the system_
of irrational numbers is not confined to numbers vvhich arise as
the roots of algebraical equations whose coefficients are integers.
So much for the desirability of the extension from the abstract
side. From the concrete the need for the extension is also evident.
1
\ \ e have only to consider the measure1nent of any quantity to

*When 've say that a set of things has a finite number of men1bers, we n1ean
that there is a positive integer n, such that the total number of men1bers of the
set is less than n.
When we say that it has an infinite number of .nletubers, \Ve n1ean tha,t it has
not a finite nun1ber. In other words, ho,vever large n n1ay be, there are more
1nen1bers of the set than n.
t Cf. Hobson, London, Proc . .ilfath. Soc. (Ser. 1), 35, p. 126, 1913; also the san1e
author's r_pheory of Functions of a Real Variable, p. 13.
C. I B
lt-S RATIONAL AND IRR,ATIONAL NUMBERS

which the property of unlin1ited divisibility is assigned, e.g. a

straight line L produced indefinitely. 'I,ak_e any segu1ent of this
line as unit of length, a definite point of the line as origin or
zero point} and the directions of right and left for the positive
and negative senses. To every rational nun1ber corresponds a

-2 -1 0 2

FIG. 1.

definite point on the line. If the nu1nber is an integer, the point

is obtained by takjng the required number of unit segments one
after the other in the proper direction. If it is a fraction +pjg,
it is obtained by dividing the unit of length into q equal parts
and taking p of these to the right or left according as the sign is
positive or·negative. These numbers are called the 1neciJsures of
the corresponding segn1ents, and the segments are said to be
C011?/Jnenst~1"able '\vith the unit of length. The points correspond-
ing to rational nu1nbers 1nay be called rrational poi1~ts.
:I'here aT·e, however, an infinite 1~t~1nbe1~ of' p·oi1~ts on the li1~e
L which et1"e not ?Yitiontil poi1~ts. Although we Inay approach
them as nearly as '\Ve please by choosing 1nore and n1ore
rational points on the line, we can never quite reach them in
this way. The sin1plest example is the case of the points coin-
ciding with one end of the diagonal of a square, the sides ·of
vvhich are the unit of length, vvhen the diagonal lies along the
line L and its other end coincides vvith any ration~l point.
'fhus, without considering any other case of incommensur-
ability, we see that the li1~e L 1:s i1~jinitely ?'"iche?~ i1~ points thar;~
the 8ysten1 of 1~atio1~al T~u1n.be1~s in nu1nbers.
Hence it is clear that if we desire to follow arithmetically all
the properties of the straight line, the rational numbers are
insufficient, and it '\vill be necessary to extend this system by the
creation of other nu1n bers.
4. Returning to the point of view of the pure mathernatician,
vve shall novv describe Dedek:ind's method of introducing the
irrational number, in its :t:nost general forn1, into analysis.*
* Dedekincl (1831-1916) published his theory in Stet·iyl·e1:t und h"rationale
Zcthlen, Braunschweig, 1872 (English tranRlation in Dedekincl's Es8ays on N1tmber,
Chicago, 1901).
 THE SYSTE1VI OF REAL NUMBERS 19
J_jet us suppose that by son1e rnethod or other \Ve have divided
}111 the rational nun1 bers into two classes, a lo\ver class A and an
upper class B, such that every nu1nber a of the lower class is less
than every nu1nber 8 of the upper class.
1

When this division has been made, if a nutnber a belongs to

the class A, every number less than a does so also; and if
a nurnber (3 belongs to the class B, every nutnber greater than (3
does so also.
Three different cases can arise :
(I) The lower class can have Ci greatest 1~~~1nbe111 a1~cl the upper
clciss no srrnallest 1~~~1nber.
This 'vould occur if, for exarnple, 've put the nurnber 5 and
every nun1ber less than 5 in the lower class, and if vve put in the
upper class all the nutnbers greater th·an 5.
(II) The 'Lt]J]Jer class ca1~ hcive a srnallest 111~1nbe1" ct/ncl the
lo'uJe1 class no greatest n'L~?nber.
11

This would occur if, for example, we put the nun1ber 5 and
all the numbers greater than 5 in the upper class, vvhile in the
lower class we put all the nutnbers less than 5.
It is in1possible that the lovver class can have a greatest
nutnber 11t, and the upper class a sn1allest nun1ber n, in the
san1e division of the rational numbers~ for between the rational
numbers ?11 and n there are rational nutnbers, so that our hypo-
thesis that the tvvo classes contain all· the rational numbers is
contradicted.
But a third case can arise :
(III) The lower clciss ca11 have. 1~0 g1 eatet-Jt n u1nber a'nd the
11

ttpper class 1~0 sn1.allest 11 u rnbeT·.

For exa1nple, let us arrange the positive integers and their
squares in two rows, so that the squares are underneath the
nutnbers to vvhich they correspond. Since the square of a frac-·
tion in its lovvest tertns is a fraction whose nun1erator and deno-
nlinator are perfect squares,* vve see that there are not rational
numbers whose squares are 2, 3, 5, 6, 7, 8, 10, 11, ... ,
1 2 3 4 ...
1 2 :3 4 5 6 7 8 9' 10 11 12 13 14 15 16 ....
*If a formal proof of this staten1ent is needed, see Dedekind, lac. c1:t., English
translation, p. 14, or Hardy, Course of I->ure 1lirxthematics (2nd Ed.), p. 6.
 20 RATIONAL AND IRRATIONAL NUMBERS

Hovvever, there are rational nu1nbers whose squares are as near

these nun1bers as vve please. For instance, the numbers
2, 1·5, 1·42, 1•415, 1•4143, ... '
1, 1·4, 1·41, 1·414, 1·41~2, ... '
form an upper and a lower set in which the squares of the tern1s
in the lower are less than 2, and the squares of the terms in the
upper are greater than 2. We can find a nun1ber in the upper
set and a number in the lower set such that their squares differ
frorn 2 by as little as we please.*
Now form a lower class, as described above, containing all
negative rational numbers, zero and all the positive rational
numbers whose squares are less than 2; and an upper class
containing all_the positive rational numbers whose squares are
greater than 2. Then every rational number belongs to one class
or the other. Also every nun1ber in the loV\rer class is less than
every nu1nber in the upper. r_rhe lower class has no greatest
number and the upper class has no sn1allest number.
5. When by any means vve have obtained a division of all the
rational nun1bers into two classes of this k:ind, the lower class
having no greatest nu1nber and the upper class no smallest
nun1ber, we create a neV\r nu.rnber defined by this division. We
call it an i1"1 ational 1~u1nbe11 , and vve say that it is greater than
1

all the rational numbers of its lower class, and less than all the
rational numbers of its upper class.
Such divisions are usually called sections. t The irrational
number ~2 is defined by the section of the rational numbers
described above. Si1nilar sections would define the irrational
numbers ~3, :J5, etc. The systen1 of irrational nun1bers is
· given by all the possible divisions of the rational numbers into a
lovver class A and an upper class B, such that every rational
nurnber is in one class or the other, the nun1bers of the lower
class being less than the numbers of the upper class; while the
lower class has no greatest nurnber, and the upper· class no
sn1allest nurnber.
In other vvords, every irrational nu1n ber is defined by its
section (A, B). It may be said to "correspond" to this section.

* Cf. Hardy, loc. cit., p. 8.

t l1.,rench, conpnre; Gern1an, 8chn1'tt.
 THE SYSrrElVI OF REAL NUlVIBERS 21
The system of rationctl numl:ers and irtrational numbers
together lnak:e up the systen1 of rreal nurnbers.
The rational nun1bers then1selves "correspond" to divisions of rational
nun1bers.
For instance, take the rational nun1ber 1n. In the lo\ver class A put
the rational numbers less than 1n, and 1n itself. In the upper class B put all
the rational nun1bers greater than 1n. Then 1n corresponds to this division
of the rational nun1bers.
Extending the n1eaning of the tern1 section, as used above in the definition
of the irrational nurnber, to divisions in \vhich the lower and upper classes
have greatest or sn1allest nun1bers, we rna.y say that the rational nurnber 1n
corresponds to a rati.onal sect£on (A, B),* and that the i1~rational nun1bers
correspond to irrat1:onal sections. When the rational and irrational nurnbers
are defined in this way, and together forn1 the syste1n of real nutnbers, the
r·eal nurnber which corresponds to the rationalnun1ber 1n (to save confusion
it is sornetirnes called the rational-1·eal nun1 ber) is conceptually distinct fron1
nz. However, the relations of rnagnitude, and the fundan1ental operations
for the real numbers, are defined in such a way that this rational-real nun1ber
has no properties distinct frorn those of 1n, and it is usually denoted by the
san1e syn1bol.

6. Relations of Magnitude for Real Numbers. We have extended our

conception of nutn ber. We n1ust no\v arrange the systen1 of t·eal nun1 bets
in order; i.e. \Ve 1nust say \Vhen t\vo nun1bers are equal or unequal to,
greater or less than, each other.
In this place \Ve need only deal \vith cases \vhere at least one of the
nurnbers is irrational.
An_ irrational nun1ber is never equal to tt rational nu1nber. They are
always d~fferent or unequal.
Next, in § 5, we have seen that the 1·rrational nurnber given by the section
(A, B) is said to be g1·eater than the rational nun1ber 1n, vvhen rn is a 111ernber
of the lo\ver class A, and that the rat£onal nurnber 1n is said to be greater than
the I'rrational nutnber given by the section (A, B), when m is a n1en1ber of
the upper class B.
Two irrational nun1bers are equal, \vhen they are both given by the satne
section. They are clHferent or 'ltnequal, \vlien they are given by different
sections.
The irrational nurnber a given by the section (A, B) is g1·eate1· than the
Z:rrational nun1ber a' given by the section (.A. ', B'), \vhen the class A contains
nurubers of the class B'. Now the class A has no greatest number. But if
a certain nun1ber of the class A belongs to the class B', all the numbers of .A.

*The rational nu1nber 1n could correspond to two sections : the one nan1ed in
the text, and that in 'vhich the lower class A contains all the rational nnn1bers
less than 1n, and the upper class B, 1n and all the rational numbers greater than nz.
'To save an1biguity, one of these sections only n1nst be chosen.
22 l=tArriONAL AND IRRATIONAL NUJ\1BERS

greater than this nutnber also belong to B'. The class A thus contains an
infinite nun1ber of 1nen1bers of the class B', \vhen a> a'.
If a real nun1ber a is greater than another real nun1ber a', then a' is less
than a.
It \Vill be obser\red that the notation >, =, < is used in dealing with real
nun1bers as in dealing \vith rational nun1bers.
The real nun1ber f3 is said to lie bet1veen the real nutnbers a and y, when
one of then1 is greater than f3 and the other less.
With these definitions the systen1 of real nun1ber·s is ordered. If \Ve have
t\vo different real nu1nbers, one of then1 is greater than the other ; and if \Ve
have three real nurubers such that a> f3 and f3 > y, then a> y.
These definitions can be sirnplified \vhen the r-ational ntnnbers thmuselves
are given by sections, as explained at the end of § 5.

7. Between any t\vo different rationalnurnbers there is an infinite nu1nber

of rational nun1bers. A sin1ihu· property holds fol' the systern of r·eaJ
ntunbers, as will no\v be shown :
(I) Between any two d~flerent real n'lwnbers a, a' tlwre a1·e an infinite nu?nbm·
of rational n'l~.;n~be?'S.
If a and a' are rational, the property is kno\vn.
If a is rational and a' irrational, let us assun1e a> a'. Let a' be given by
the section (A', B'). Then the rationalnurn ber a is a Inetuber of the upper
class B', and B' has no least nurnber. Therefo1·e ctn infinite nurnhe1· of
tnern bers of the class B' are less than a. It follo\vs fron1 the definitions
of S 5 that there ar·e an infinite nutnber of rational nun1bers greater than u'
and less than a.
A sitnilar proof applies to the case \vhen the irrational nurnber a' is greater·
than the rational n Lllll ber a.
There ren1ains the case when a and a' are both irrational. Let a be
given by the section (A, B) and u' by the section (A', B'). Also let
a> a'.
Then the class A of a contains an infinite nun1 ber of n1e1nbers of the
class B' of a' ; and these nurnbers are less than a and greater than a'.
A sirnilar proof applies to the case ·when a< a'.
The result \vhich has just been proved can be n1ade n1ore general:-
(II) Between any two d1:fj'erent real nuntbers there are an i1sfinite nuntber of'
irrational nuntbers.
Let a, a' be the t\vo given nurnbers, and suppose a< a'.
Take any two rational nun1bers f3 and {3', such that a<f3<{3' <a'. If \Ve
can sho\v that between f3 and (3' there rnust be an irrational nun1ber, the
theoren1 is established.
Let i be an irrational nun1ber. If this does not lie bet,veen f3 and (3', by
adding to it a suitable rational nurnLer \Ve can 1nake it do so. ~F·or \Ve
can find two rational nun1oers 1n, n, such that ?n<i<n and (n:__1n) is
less than ((3'-{3). The nurnber {3-1n-t-i is irrational, and lies between
f3 anclf-J'.
 rrHE SYSTEJ\1: OJT REAL NUlVIBEl=tS 23
8. Dedekind's Theorem. \7\l e shall now prove a very iln-
portant property of the systen1 of rreal * numbers, which will be
used frequently in the pages which follow.
If the systen1. of 'real 17/U?nbers is divided into two classes A
a11d B, i11 S'LLCh a 1vay that .
(i) each class co11tain,s at least 01~e ·n1L1nberr,
(ii) e~vcry 1~u11~beT belo11gs to one class or the otherr·,
(iii) Ct'ery 11U111berr i11 the lo'Lverr· class A ris less thaTi every
'YiU?I~ber· i11 the 'LLTJlJerr· class B;
ther~; therre is a 1111.;1·nberr· a such that
e~very n U111ber less than a belorrzgs to the lo'LUe?" class .il, arnd
e·uery 1t'LL1nbe?~ greate?~ than a belo11gs to the 'LL1Jperr· class B. ·
rrhe separating number a itself lnay belong to either class.
Consider the rational nurnbers in A and B.
rrhese forrn two classes-e.g. A' and B'-such that every
rational nu1nber is in one class or the other, an~l the nun1bers in
the lower class A' are all less than the numbers in the upper
class B'.
As vve have seen in § 4, three cases, and only three, can arise.
(i) '_[he lower class A' can, h(J/Ue a grecttest 1~''LL?nber ?n ccnd the
'LL]Jpe~;~ elass B' 110 s1nallest 1t1L?nberr·.
rr he rational l1UID ber 111 is the nunlber a of the theoreln. For
1

it is clear that every real nun1ber a less than nt belongs to the

class A, .sin~e ?n is a member of this class. Also every real
nun1ber b, greater than ?It, belongs to the class 13. ~rhis is evident
if b is rational, since b then belongs to the class B', and B' is part
of B. If b is irrational, we can tak~e a rational number 11 between
?It and b. rrhen 11 belongs to B, and therefore b does so also.
(ii) '_[he 1Lpper clctss B' ca11 ha·ve a s?nallest nuTnbe?~ 111 a?td
the lotver class A' ,no greatest 11'LL1nber.
It follows, as above, that the rational number 111 is the nurnber
a of our theore1n.
(iii) The lower clas8 A' CC(;11 have no greatest n 'LL?nbe?" cuncl the
~upper clas8 B' 1LO sntallest ?Ltuntbe1~.
Let 111 be the irrational number defined by this section (A', B').
Every rational nun1ber less than 111 belongs to the class A,

*It will be observed that the systmn of rational nutnbers docs not possess this
property.
24 RATIONAL AND IRRATIONAL NUMBERS

and every rational number. greater than 11~ belongs to the

class B.
We have yet to show that every irrational nun1ber less than ?11
belongs to the class A, and every irrational number greater than
1n to the class B.
But this follovvs at once from § 6. For if rrn' is an irrational
nu1nber less than rrn, vve know that there are· rational numbers
betvveen 11~ and 1n'. r_rhese belong to the class A, and therefore
111' does so also.

A similar argun1ent applies to the case "rhen 11~'>rn1.

In the above discussion the separati1~g number a belongs to
the lower class, and is rational, in case (i); it belongs to the
upper class, and is again rational, in case (ii); it is irrational,
and n1ay belong to either class, in case (iii).
9. The Linear Continuum. Dedekind's Axiom. ~We return
now to the straight line L of § 3, in \vhich a definite point 0 has
been tak~en as origin and a definite segment as the unit of length.
We have seen how to effect a correspondence between the
rational num hers and the "rational points" of this line. The
"rational points" are the ends of segments obtained by mark~ing

0 A
JTIG. 2.

off from 0 on the line lengths equal to rnultiples or sub-1nultiples

of the unit segn1ent, and the numbers are the 1neasures of the
corresponding segments.
Let OA be a seg1nent incom1nensurable 'vith the unit segment.
The point A divides the rational points of the line into tvvo
classes, such that all the points of the lower class are to the left
of all the points of the upper class. The lower class has no last
point, and the upper class no first point.
We then say that A is an i~i?nat~orLal point of the line, and
that the measure of the segment OA is the irrational number
defined by this section of the rational n u 1n bers.
Thus to any point of the line L corresponds a real nurnber, and
to different points of the line correspond different real nun1bers.
There remains the question-To everr·y reul 111.L?nber does therr·e
corr•1neszJo11d ct 1Joi,11t o.f the line ?
 'THE SYSTElVI OF REAL NUMBERS 25

For all rational nurnbers we cau answer the question in the

affirmative. When we turn to the irrational numbers, the
question amounts to this: If all the rratio1~al points of the li1te
ctre divided into two classes, a lower Ci?1 d a1L upper, so thcit the
lower class has no last ]Joi1tt ancl the ~tppe111 class no first poi1~t,
is there one, and only one, point 011; the line which b,rings cibottt
this separation ?
The existence of ~uch a point on the line cannot be proved.
The assumption that there is one, and only one, for every section
of the rational points is nothing less than an axiorn by rneans of
which we assign its continuity to the line.
'rhis assumption is Dedel\:ind's Axiom of Continuity for the
line. In adopting it we 1nay now say that to eve?'Y zJoint P of'
the line cor1 esponds a nurnbe~r, 1"ational 01" irrcitio1~al, the
11

measurr·e of the seg11~ernt OP, ancl that to eve1·y real 1~u1nber

cor1"esponds a }?Oint P of the li1~e, such that the 1neasu1"e of OJJ
is that 1~u11~ber.
The correRpondence between the points of the line L (the linecer
continu1tn1) and the systen1 of real n urn bers (the a~rithn~etica1
co?~tin~iunL) is novv perfect. The points can be taken as the
in1ages of the numbers, and the numbers as the signs of the
points. In consequence of this perfect correspondence, we rnay,
in future, use the tern1s nu1r1 ber and point in this connection as
identical.

10. The Development of the System of Real Numbers. It

is instructive to see ho\v the idea of the syste1n of real numbers,
as vve have described it, has grown.* The irrational nu1nbers,
belonging · as they do in n1odern arithn1etical theory to the
realm of arithmetic, arose from the geometrical problems which
required their aid. They appeared first as an expression for the
ratios of inco1nmensura ble pairs of lines. In this sense the Fifth
Bool\: of Euclid, in vvhich the general theory of Ratio is
developed, and the Tenth Bool\:, which deals \vith Incom-
mensurable Magnitudes, may be tak:en as the starting point of
the theory. But the irrationalities vvhich Euclid examines are
only definite cases of the ratios of incommensurable lines, such

~~.- Cf. Pringsheim, "Irrationalzahlen u. 1\.onvergenz nnendlicher Prozesse,''

En c. d. rmath. 1Yiss., Bd. I., Tl. I., p. 49 et seq., 1898.
as rnay be obtained vvith the aid of ruler and cornpass; that
is to say, they depend on square roots alone. 'The idea that
the ratio of any t~wo such incommensurable lines determined
a definite (irrational) nurnber did not occur to him, nor to any
of the mathen1aticians of that age.
Although there are traces in the writings of at least one of
the rnathernaticians of the sixteenth century of the idea that
every irrational nun1ber, just as rnuch as every rational nurnber,
possesses a determinate and unique place in the ordered sequence
of numbers, these irrational nurnbers vvere still considered to
arise only fron1 certain cases of evolution, a lin1itation \Y hich is
partly due to the commanding position of Euclid's n1ethods in
Geometry, and partly to the belief that the ·problern of finding
the 11th root of an integer, which lies between the ,nth powers of
two consecutive integers, was the only proble1n whose solution
could not be obtained in terrns of rational nurnbers.
The introduction of the 1nethods of Coordinate Geornetry by
Descartes in 1637, and the discovery of the Infinitesirnal Calculus
by Leibnitz and Newton in 1G84-7, n1ade 1nathen1aticians regard
this question in another light, since the applicability of nurnber
to spatial n1agnitude is a fundarnental postulate of Coordinate
Geonletry. "rrhe view l10'N prevailed that nun1ber and quantity
vvere the objects of mathernatical investigation, and that the tvvo
vvere so sirnilar as not to require careful separation. '11 hus
nutnber was applied to quantity vvithout any hesitation, and,
conversely, where existing numbers vvere found inadequate to
rneasurement, new ones were created on the sole ground that
every quantity must have a nurnerical measure."*
It was reserved for the rnathematicians of the nineteenth
century-notably Weierstrass, Cantor, Dedek:ind and Heine-. to
establish the theory on a proper basis. Until their vvritings
appeared, a nun1ber was lool~ed upon as an expression for the
result of the n1easuren1ent of a line b~y· another \vhich was
regarded as the unit of length. rro every segn1ent, or, with the
natural ~odification, to every point, of a line corresponded a
definite number, which vvas either rationaJ or irrational; and by
the tern1 irrational nurnber V\ras rneant a nun1ber defined by an

~... Cf. Russell, I~1'inciple8 of 11Iathe1natic~, Ch. XIX., p. 417, 1903.

 'THE SYS'rEM OF REAL NUMBEl~S 27
infinite set of arithrnetical operations (e.g. infinite decin1als or
continued fractions). The justification for regarding such an
unending sequence of rational numbers as a definite number was
considered to be the fact that this system was obtained as the
equivalent of a given segment by the aid of the san1e n1ethocls of
rneasurernent as those which gave a definite rational nun1ber for
other segn1ents. However it does not in any way follow fron1
this that, conversely, any arbitrarily given arithrnetical represen-
tation of this k:ind can be regarded in the above sense as an
irrational nurnber; that is to say, that we can consider as evident
the existence of a segment vvhich vvould produce by suitable
n1easuren1ent the given arithmetical representation. Cantor *
has the credit of first pointing out that the assurnption that a
definite segrnent must correspond to every such sequence is
neither self-evident nor does it admit of proof, but involves an
actual axiom of Geometry. Aln1ost at the sarne tirne Dedek:ind
sho"\\ ed that the axion1 in question (or n1ore exactly one which is
7

equivalent to it) first gave a n1eaning, vvhich we can cornprehend,

to that property vvhich, so far without any sufficient definition,
had been spoken of as the continuity of the line.
'fo mal(e the theory of nurnber independent of any geometrical
axiom and to place it upon a basis entirel.Y independent of
rneasurable n1agnitude was the object of the aritlunetical theories
associated with the narnes of v\r eierstrass, ])edel(ind and Cantor.
'rhe theory of Dedekind has been followed in the previous pages.
rrhose of weierstrass and Cantor' vV hich regard irrational
numbers as the lirnits of convergent sequences, may be deduced
fron1 that of Del(ekincl. In all these theories irrational nu1nbers
appear as new nun1bers, to each of which a definite place in
the domain of rational numbers is assigned, and 'vith 'v.hich we
-can operate according to definite rules. The ordinary operations
of arithrnetic for these nurnbers are defined in such a way as to
be in agreen1ent vvith the ordinary operations upon the rational
numbers. rrhey can be used for the representation of definite
quantities, and to then1 can be ascribed definite quantities, ac-
cording to the axion1 of continuity to 'vhich vve have already
referred.

'' 1lfath. Ann., Leipzig, 5, p. 127, 1872.

28

HEFERENCES.
BRoM·wrcH, Tileor,y of [?~finite Series, App. I., London, 1908.
DEDEKIND, 8tet£gkeit rund irrationale Zalden, Braunsch \Veig, 1872 (English
translation in Dedekind's Essa,ys on ..._Vnrnber, Chicago, 1901 ).
DE LA v ALLEE PoUSSIN, Gours d' Analyse, T. I. (3e ed. ), Introduction, § 1,
Pa1·is, 1914.
DINI, Fondanwnti per la 1 1heorica delle Fun.zioni di Variabili ReaU, §§ 1-D,
Pisa, 1878.
(}OURSA'r, Gours cl'Analyse, T. I. (3e ed.), Ch. I., Paris, 1917.
RonsoN, Tlwor.~t of Ftttnctions of a I-leal lTariable, Ch. I., Catnbridge, 1907.
PRINGSHEIM, Vorlesungen iiber Zahlen- tend Fnnktionenlehre, Bd. I.,
Abscb. I., Kap. I.-III., Leipzig, 1916.
R.ussELL, PriTwiples o.f J1fathernatics, Vol. I., Ch. XXXIV., Carnb1·idge, 1903.
SToLz n. ({MEINER, 'Piworetisclw A1·ithn~et~·k, Abth. II., Abscl1. VII., Leipzig,
1902.
TANNERY, Introduction (t la 1?uforie des Fonctions, T. I. (2e ed.), Ch. I.,
Paris, 1914.
A.ncl
PRINGSHEnvr, '' I1Ta tionalzahlen u. Kon vergenz unendlicher Prozes8e "
l!}nc. d. 1nath. H'iss., Bel. I., Tl. I., Leipzig, 1898.
 CH_APTER II
INFINil,E SEQUENCES AND SERIES

11. Infinite Aggregates. We a~e accustoined to speak: of the

positive integral numbers, the prime nun1bers, the integers which
are perfect squares, etc. These are all examples of infinite sets
of numbers or sets which have more than a finite number of terms.
In mathematical language they are termed aggregates, and the
theory of such infinite aggregates for1ns an important branch of
modern pure mathematics.*
The terms of an aggregate are all different. Their number
ma~y be finite or infinite. In the latter case the aggregates are
usually called infinite aggregates, but son1etin1es we shall refer to
them simply as aggregates. After the discussion in the previous
chapter, there will be no confusion if \Ve speak of an aggregate
of points on a line instead of an aggregate of numbers. The
t'vo notions are identical. We associate with each number the
point of V\rhich it is the abscissa. It may happen that, however
far we go along the line, there are points of the aggregate further
on. In this case we say that it extends to infinity. An aggregate
is said to be bot~11Clecl on the rright, or b01l/nded above, when
there is no point of it to the right of so1ne fixed point. It is
said to be bort~nclecl 01~ the left, or bot~ndecl below, when there
is no point of it to the left of some fixed point. The aggregate
*Cantor n1ay be taken as the founder of this theory, which the Germans call
.flfeng~:~ehre. In· a series of papers published fron1 1870 onward he showed its
in1portance in the 'l'heory of Functions of a Real Variable, and especially in
the rigorous discussion of the conditions for the develop1nent of an arbitrary
function in trigonon1etric series.
Reference mny be n1ade to the standard treatise on the subject by ,~v. H. and
Grace Chisholn1 Young, Theory of Set.s of Point8, Cam bridge, 1906.
29
30 INFINITE SEQUENCES AND SERIES

of rational nnrnbers greater than 7:ero is bounded on the left.

rt'he aggregate of rational nu1n bers less t11an zero is bounded on
the right. r['he aggregate of real positive numbers less than
unity is bounded above and bel,ovv; in such a case we sirnply
say that' it is bot{;1tded. The aggregate of integral numbers is
unbounded.
12. The Upper and Lower Bounds of an Aggregate. lVhe1~
an ttggregate (E)* is bo·uncled on the Tight, there is a 1?/L{;1Tt;ber JJ{
which possesses the jollo~vi11g pToperrties:
110 11~(ln1berr• of (E) ~is great err· than ~f;
hotveverr· srrnall the positive 11~{;?nberr· € ?nay be, theTe is a 1?AJ/Ynberr·
of (E) gTeate1, thofn ]}f- £.
VV e can arrange all the real nun1bers in two classes, A and B,
7

relative to the aggregate. A nun1ber x will be put in the class A

if one or more numbers of (E) are greater tha~ x. It will be put
in the class B if no number of (E) is greater than x. Since the
aggregate is bounded on the right, there are rnernbers of both
classes, and any nun1ber of the class A is sn1aller than any
number of the class B.
By ])edek:ind's Theorern (§ 8) there is a nurnber .Jk[ separating
the two' classes, such that every nun1ber less than Jl!l belongs to
the class A, and every number greater than JJ{ to the class B.
\\1e shall novv sho'vv that this is the nurnber M of our theoren1.

In the first place, there is no nurnber of (E) greater than JJf.

For suppose there is such a number lVI+h (h>O). Then the
number M + ~h, vvhich is also greater than JJf, would belong. to
the class A, and JVJ would not separate the two classes A and B.
In the second place, whatever the positive number € may be, the
n1nnber M- € belong~ to the class A. It folloV\rs fron1 the vvay
in which the class A is defined that there is at least one nun1ber
of (E) greater than M- €.
r_rhis nurnber Jl!I is called the 1tp]Jer bo~u11d of the aggregate (E).
It may belong to the aggregate. This occurs when the aggregate
contains a finite nurnber of ter1ns. But -vvhen the aggregate
contains an infinite nun1ber of terms, the upper bound need not
belong to it. For example, consider the rational numbers whose
* This notation is conYenient, the letter E being the first letter of the French
tern1 ensemble.
 INFINITE SEQUENCES AND SERIES 31

squares are not greater than 2. 'l'his aggregate is bounded on

the right, its upper bound being the irrational nurn ber ,.)2, -vv hich
does not belong to the aggregate. On the other hand, the aggre-
gate of real numbers -vvhose squares are not greater than 2 is
also bounded on the right, and has the san1e upper bound. But
,.)2 belongs to this aggregate.
If the upper bound JJ1 of the aggregate (E) does not belong to
it, there must be an infinite nurnber of terms of the aggregate
bet,veen JJ1 and llf- e, ho-vvever sn1all the positive number e n1ay
be. If there "\Vere only a finite number of such terms, there
-vvould be no tern1 of (E) between the greatest of thern and 1lf,
-vvhich is contrary to our hypothesis.
It can be shown in the san1e -vvay that ~vhe11 an agg~regate (E)
is bo1JJJ1clecl 01~ the left, the1·e is a 1vn1nbe1/) 1r~ possessi11 g the follow-
ing pToperties :
110 11tfJ?nber of ( JC) is sntc~ller tha11 1n ;
ho~veruer S1JLall the 1Jositive 11lL 1nber e 1n ay be, there is a 1~1~ra.be1"
of (E) less than 111 + €.
The nun1ber ?n defined in this way is called the lowerr bou11cl
of the aggregate (E). As above, it may, or rnay not, belong to
the- aggregate -vvhen it has an infinite nurnber of ternts. But
when the aggregate has onl~y a finite nurn ber of terrns it must
belong to it.

13. Limiting Points of an Aggregate. Consider the aggregate

1 1 1
1' 2' 3' ... ??/ ....
There are an infinite number of points of this aggregate in any
interval, however small, extending fron1 the origin to the right.
Such a point round 'vhich an infinite nun1ber of points of an
aggregate cluster, is called a limiti1tg point* of the aggregate.
lVIore definitely, a will be a li~n~iti11g point of the agg?"egate (E)
1~{, however s1nall the J?ositive 11t~Tnbe1" e 111ay be, there is i11 (E)
a point other thct11 a 'ivhose clistance /1"0?11 a is less than E. If
there be one such point -vvithin the interval (a-e, a+e), there
will be an infinite number, since, if there vvere only 11 of thern,

* Ron1etimes the terrn point of condensation is used; French, p01:nt-linzite, point

d'accurnulation; Gern1an, I1/h~fung8pnnkt, Venlichtunyspunkt.
32 INFINITE SEQUENCES AND SERIES

and un were the nearest to a, there \vould not be in (It) a point

other than a vv hose distance fron1 a vvas less than Ia- an I·* In
that case a vvould not be a limiting point, contrary to our
hypothesis.
An aggregate may have more than one lirr1iting point. The
rational numbers between zero and unity form an aggregate vvith
an infinite nun1ber of limiting points, since every point of the
segment (0, 1) is a limiting point. It vvill be noticed that some
of the limiting points of this aggregate belong to it, and son1e,
namely the irrational points of the segment and its end-points,
do not.
In the exan1ple at the beginning of this section,
1 1 1
1' z' 3' ... 11 ' . Q • '

the lower bound_, zero, is a limiting point, and does not belong to
the aggregate. The upper bound, unity, belongs to the aggregate,
and is not a limiting point.
The set of real numbers from 0 to 1, inclusive, is an aggregate
which is identical with its limiting points.
14. Weierstrass's Theorem. A 11 infinite aggregate, bortt'Ji,decl
above and belo1.v, has at least 011e lirn~iting 1Joi11t.
Let the infinite aggregate (E) be bounded, and have M and ?f1,
for its upper and lower bounds.
We can arrange all the real numbers in two classes relative to
the aggregate (E). A number x will be said to belong to the
class A when an infinite number of terms of (E) are greater than
x. It will be said to belong to the class B in the contrary case.
Since n1 belongs to the class A and 1lf to the class B, there are
men1bers of both classes. Also any nun1ber in the class A is less
than any number in the class B.
By Dedekind's Theorem, there is a nun1ber fJv separating the
two classes. However sn1all the positive number € may be, fJv- e
belongs to the class A, and fJv + e to the class B. 11 hus the
interval (f.lv- e, fJv + €) contains an infinite nuin ber of terms of the
aggregate.

-)(-It is usual to denote the difference between two real nun1bers a and b, taken
positive, by Ia- bl, and to call it the absolute value or 'inoclulus of (a-- b). ''Tith
this notation jx + Yl < lxl + IYI, and jxyl = !x!lyj.
 INFINITE SEQUENCES AND SERIES 33

Hence fl.- is a litniting point.

As will be seen fron1 the exan1ple of § 13, this point rnay
coincide with JJI or n1.
An infinite aggregate, when unbounded, need not have a limit-
in·g point; e.g. the set of integers, positive or negative. But if
the aggregate has an infinite number of points in an interval of
finite length) then it must have at least one lin1iting point.
15. Convergent Sequences. We speak of an infinite sequence
of numbers ul, 1J.~2, 1({;3, ••• i({;n' •••

when some law is given according to vvhich the general term 1Ln
may be written down.
The seqrt~.;ence
is said to be convergent and to have the lirn~it A, when_, by
indefinitely increas·i1~g n, the cl~f!erence between A and Un
becon~es, Ci?~d thereajtert• rre111ai1~s, as S1nall CiS 1Ve please.
This property is so fundamental that it is \Yell to put it more
preci'sely, as follows : The sequence is said to be convergent ancl
to have the lin1it A, when, Cf/ny positive 1~1{;?nber E hciving been
chose11., as small ClS we please, the~re is a positive i-ntegerr· v S1.tch that
IA -1{;nl < e, pro·videcl that n > v.

For example, the sequence

1 1 1
1, 2' 3' ··· n' · ··
has the lin1it zero, since 1/11 is less than E for all values of· 1~
greater than 1/E.
The notation that is en1ployed in this connection is
Lt rt{;n ==A,
n~oo

and we say that CiS n te11cls to infi/ltity, un has the lirnit A.*
The letter E is usually employed to denote an arbitrarily small
positive number, as in the above definition of convergence to a
limit as n tends to infinity. Strictly speaking, the words as
s1nall as ~ue please are unnecessary in the definition, but they are
inserted as rnaking clearer the property that is being defined.
We shall very frequently have to employ the form of words
which occurs in this definition, or "'. ords analogous to them, and

*The phrase "Un tends to the lin1it A as n tends to infinity" is also used.
C. I C
34 INFINITE SEQUENCES AND SERIES

the heginuer is ad vised t~ 1nak:e hi1nself farniliar vvith then1 by

forrnally testing \Vhether the follovving sequences are convergent
or not:
1 1
(a) 1,
2'
'):2'
... .~
(c) 1,

1 1
(b) 1, -2, '(cl) 1, -1, 1, -1, ....
;) '

A se<IUence cannot converge to t\vo distinct limits A and B.

If this were possible, let E < IA : i-J
B 1. Then there are only
a finite number of tern1s of the sequence outside the interval
(A- €, A+ €), since the sequence converges ·to the val~e A. rrhis
contradicts the state1nent that the Aequence has also the lin1it 15,
for \Ve would only have a finite number of terms in the intervai
of the san1e length with B as centre.
The application of the test of convergency contained in the
definition involves the k_novvledge of the lin1it A. Thus it 'Nill
frequently be in1possible to use it. The required criterion for
the convergence of a sequence, when vve are not simply aslted to
test vvhether a given nun1 ber is or is not the lin1it, is contained
in the fundan1ental geTieTal p1"-'inci]Jle o.f con/lJerrgence :-*
A necessc~TY rvncl sufjic~iernt co'nclition~ jo1" the existe1~ce of a
lin11:t to the seq1.~e1~ce
is thcit Ci positi~ue
i11tegerr v exists S'ttch that 11Ln+z)- lLn I beco'rnes as
1

sn~;all as we please ~vhen, n, > v, j(yr· eve1"JI positive i11tegeT ]J.

~lore exactly :
A necesso/ry a11cl s~{;jjicie11t con_,rlitio?t .fo?" the ex1:ste11Ce of a
l1>n1it to the sequence
is that, ~f ccny ].JOsitive 111t1nbe1" E has been, chose11, as s1nall as
~v~ ]Jle(u;e, there shall be c~ positive irutege1" v S1.,~ch that
l'l~n+p-~{;nl < E, ~vhen 11 >- ll, .for eve?"Y ]J08it-ive i11tegerr• p.

*This is one of the rnost important theoren1s of analysis. In the \Vords of

Pringsheim, "])ieser Satz, n1it seiner Ubertragnng auf beliebiue (z.B. stetige)
Zahlenn1engen-von du Bois-Reyrnond als das 'allgenwine Conreryen!:.prin-;:.ip'
bezeichnet (Allg. Fnnct.- Theorie, pp. 6, 260)-ist der eigentliuhe ]funclan~entalsatz
der ge.samten A naly8is nnd sollte n1it genii.gender Betonnng seines fundamentalen
Characters an der Spitze jedes rationellen Lehrbuches der Analysis stehen, ~~
loc. c1·t., Enc. d. nzath. Jriss. p. 66.
 INFINITE SEQUENCES AND SERIES

\Ve shall firf-lt of aJl sho-vv that the condition is 'nece8SUir·y ;

'i.e. if the sequence converges, this condition is satisfied; secondly
that, if this condition is satisfied, _the sequence converges; in
other words, the condition is s~~ffic'ie11t.
( i) The conclitio?l iB 'necessairy.
Let the sequence converge to the limit A.
Having chosen the arbitrary positive nun1ber E, then take }E.
\Ve know that there is a positive integer v such that
lA -~~nl < !€, \vhen n~ v.
But (Un+p -'l~n) == ( ~{;n+p- .A)+ (A - ~~n)·
Therefore l'i~n+p- ~~n I <:: IUn+p- A I+ j..ti -'l~n I
< }€ + 1€,
if n ~ v, for every positive integer p,
<€.
( ii) The co'nclitio11 iB S'nfficieTLt.
\Ve n1ust exan1ine t-vvo cases; first, when the sequence contains
an infinite number of tern1s equal to one another; second, V\rhen
it does not.
(a) Let there be an infinite number of ternls equal to A.
rrhen if
'
<
I

11~n+p-'l~nl E, -vvhen 11> v, and pis any positive integer,

''re n1ay take 1Ln+p ==A for son1e value of p, and "re have
IA -1{;-nl < E, when 11 > v.
Therefore the sequence convergeR, and has A for its lin1it.
(b) I.Jet there be only a finite number of terl11S equal to -one
another.
Having chosen the arbitrary positive nurnber E, then tak:e -'}€.
\~Ve k.novv that there is a positive integer N such that

l't{;n+p-1-Lnl < .~€, vvhen '1"t ::>- ll, for every positive integer JJ.
It follovvs that we have
j1t;n-~~NI < t€, when 11 > }l.
rrherefore all the .terms of the sequence

lie -vvithin the interval 'vhose end-points are 'l~.i.y-·}E and ~tx+·~E.
 INFINITE SEQUENCES AND SER,IES

rfhere l11USt be an infinite l1lllnber of distinct tern1S 111 this

sequence. Othervvise vve vvoulcl have an infinite nu1ub<1r of
terms equal to one another.
Consider the infinite aggregate (]f)) forn1ed by the distinct
tern1s in
This aggregate is bounded and rnust have at least one
limiting point A -vvithin, or at an end of, the above interval.
(Cf. § 14.)
There cannot be another lin1iting point A', for if there were,
\Ve could choose € equal to i 1..~.1-A'l say, and the formula
~~~n+p-unl < E, vvhen ?~ > v, for every positive integer )J,
shows that all the tern1s of the sequence
~~1 ' u2' 1_,~3 ' ••• '

except a finite nun1 ber, \Vould lie vvithin an interval of length

11 A -A' I· This is impossible if A, A' are lin1iting points of the
aggregate.
Thus the aggregate (E) has one and o:nly one lin1iting point A.
\Ve shall now shovv that the sequence
ul ' ~~2 ' 1L3 ' • • •

converges to A as n tends to oo.

We have ~~,n-A ==(1~n-~~N)+(1.~N-A).

Therefore l·un-A I< ~~~n-1/~-0Tl + I1LN-A I

< ~-€ + 1€, when n> N,
< €, \vhen n,> N.
Thus the sequence converges, and has A for its limit.
\~Ve have therefore proved this theorem :
. .4 -~necessary a?~cl s1tffic·ie?~t con,clitio?1 for the conveTge11ce of
the seque?~ce
is that, to the ctrbit1"ary positive 111L?nbe-r e, there shall coT'1"eS]JO??cl
a _1Jositive irntege?" v such that
l'nn+p-Unl < e, whern 1~> v,jOT' every poBitive intege-r p.
It is easy to sho\v that the above condition 1nay he replaced by the
following:
In order tlla.t the sequence
 INFINirrE SEQUENCES AND SERIES 37
n~ay emvverge, it 'lS neces::5a1'.1J and 8~tjficient that, to the arbitrary positive
n~~n~ber E, there shall correspond a positive integer n S'UCh that

I~ln+p- Un I < E for ever;lj posit£ve integer p.

It is clear that if the sequence converges, this condition is satisfied Ly n= v.
}-..,urther, if this condition is satisfied, and E is an arbitrary positive ntnnber,
to the nun1ber !E there corresponds a positive integer n such that
lnn+p-~~nl < iE for every positive integer p.
But I'l~n+p''- Un+p' I <I ~ln+p" .:.__ Un I+ I~l 11 +p' - Un I
< 1
2E + 1
2€,
when p', p'' a1·e any positive integers.
Therefore the condition in the text is also satisfied, and the sequence
converges.

16. Divergent and Oscillatory Sequences.* When the

sequence 2 ~~_; 3 , .••
'll/ ,
1
~~_; ,

does not converge, several different cases arise.

(i) In the first place, the terms n1ay have the property that
if any positive number A, however large, is choRen, there is
a positive integer v such that
un·> A, when 1~ :::>- v.
In this case we say that the sequence is d~iveTge'nt, and that it
diverrges to + oo , and we write this
Lt- Un= + 00.
(ii) In the second place, the tern1s rnay have the p:eoperty that
if any negative nun1ber -A is chosen, however large A n1ay
be, there is a positive integer v such that
Un <-A, when n :::>- v.

In this case we say that the sequence is dive'rgen,t, and that it

diverges to - oo, and we write this
Lt Un= -00.

The tern1s of a sequence rnay all be very large in absolute

value, v.rhen n is very large, yet the sequence may not diverge
to + oo or to - oo. A sufficient illustration of this is given by
the sequence "'hose general ter1n is ( - 1 )nn.
In the first edition of this book, the ter1n divergent "\vas used as n1eaning
-x-
rnerely not convergent. In this edition the tern1 is applied only to the case of
divergence to + oo or to·- oo, and sequences "\Vhich oscillate infinitely are placed
arnong the oscillatory sequences.
 38 IN:B~INITE SEQUENCES AND SERIES

After sorne value of 11 the tern1s n1ust all have the sarne sign,
if the sequence is to diverge to + oo or to - oo , the sign being
positive in the first alternative, and negative in the second.
(iii) When the seque·nce cloes 'Jtot co·n verge, C(;ncl does rnot cliverrge
o + x, or to - oo , it is said to oscillate.
An oscillato?"Y seque'nce is said to oscillate finitely, if there is
C(; positi1Je n.uYnber A such that j?..(;11 I< . .4, joy· all vcLl1t;es of 11;

a?~d it is said to oscillate, infinitely when there is 1LO s1Lch ?~ttt;?nber.

For example, the sequence vvhose general term is ( -I)n oscillates
finitely; the sequence whose general term is ( -1 y~?~ oscillates
infinitely.
We n1a y distinguish between convergent and divergent se-
quences by saying that Ci co'nverge?tt seqttt;e1Lce hcts a ji1Lite li1nit,
i.e. Lt Un == ...4, where A is a definite nun1ber; C(; cliverge1Lt seque?Lce
has C(;n i1~jinite lin~it, i.e. Lt 'Un == + oo or Lt 1tn == - oo .
But it must be ren1en1bered that the sy1nbol oo, and the tern1s
infini.te, i1~jiTL.ity and te1~d to ·infinity, have purely conventional
n1ean1ngs. There is no number infinity. Phrases in which the
term is used have only a meaning for us when we have previously,
by definition, attached a n1eaning to them.
When we say that n t~Tt£ls to i?~fi?'~;ity, we are using a short
and convenient phrase to express the fact that 11 assumes an
endless series of values which eventually becon1e and remain
greater than any arbitrary (large) positive number. So far -vve
have supposed 1~, i11 this connection, to advance through integral
values only. This restriction will be removed later.
A similar re1nark: applies to the phrases diverge11ce to + oo or
to - oo, and oscillc(;t~ifng i1~ji1~itely, as well as to our earlier
use of the ter1ns an inji1~ite 1tu1n.ber, infinite seqrt~.;e'J?.Ce and
inji1tite aggregates. In each case a definite 1neaning has
been attached to the term, and it is employed only with that
1nean1ng.
It is true that n1uch of our work might be sin1plified by the
introduction of nevv numbers + oo , - oo, and b;y· assun1ing the
existence of corresponding points upon the line which vve have
used as the don1ain of the nu1nbers. But the creation of these
nu1nbers, and the introduction of these points, vvould be a n1atter
for separate definition.
 INJTINITE SEQUENCES AND SEltiES 39
17. Monotonic Sequences. If the ter,n~_;s of the seq1~cr~ce
1~
'lL 1 , 'lL 2 , 3 , •••
sati,sfy either· o.f the follo~virng 1·elatio,ns
-<::::::: -<::::::: -<:::::::
1~1 == 1~2 == 1~3 .•. == Un, ...
> > > U
U rp
'
nt
{A./1 == n
d 2 == w3
1
nt
••• == n' · · · '
the ::3eq1~ence ~is &aid to be monotonic.
In the first case) the terrns never decrease, and the sec1uence
1nay be called 1nonotornic ii~C1"easi'ng; in the second case, the
tern1s never increase, and the sequence rnay be called ?J101~oton,ic
rlecreasi(ng. ~~
Obviously, \vhen \ve are concerned ":ith the convergence or
divergence of a sequence, the n1onotonic property, if such exist,
need not enter till after a certain stage.
rrhe tests for convergence or divergence are extrernely sirnple
in the case of monotonic sequences.
If the seque11ce 1 L1 , 1~ 2 , ~~:3 , •••
is rrnonoton.ic in.creasi'ng, ancl its teTr;ns are all less than, so?ne fixed
11/iLinber 11, the seq1~e11ce is con'VeTge11t a11Cl hcts fur its lin1it a,
11tt~n1berr· (3 S'Ltch that 1~n < (3 < B for eve~ry 1Jositi?Je i?~tegeT' n,.
Consider the aggregate formed by distinct terrns of the
sequence. It is bounded by u 1 on the left and by 13 on the
right. ~rhus it rnust have an upper bound (3 ( cf. § 12) e<lual to or
less than B, and, hovvever small the positive nurnber E n1ay be
there vvill be a tern1 of the sequence greater than {3- E.
Let this tern1 be 1~v· Then all the terms after 'Ltv _ 1 are to the·
right of (:3- E and not to the right of (3. If any of then1 coincide
vvith (3, fron1 that stage on the tern1s n1ust be equaJ.
r_ehus vve have sho\vn that
If3 -1~11 I< E, vV hen 1~ :::>- v,
and therefore the sequence is convergent and has ,8 for its lin1iL
r_rhe follo-vving test n1ay be proved in the st'tme \vay :
If the seque-nce u 1 , 1i2 , ·u3 , •••
·is 1YI-onoto?~ic dec? . . easiny, ancl its terTns are all greaterr· tlut11 sor;ne
.fixecl 1'~U?nbeT' A, the1~ the seq1~e11ce is con'Vergent ancl has jo1~

~:-The 'vords stectdily increasinu and steacl1:ly rlecrea81:nu rrre sometirncs muployed
in this connection, and 'vhen none of the terms of the sequence are equal, the
'\Vords in the stricte?' sense are added.
40 IN_B'INI~'E SEQUENCES AND 8:bjRlES

·its li1nit a 11u1nber a s~~_;ch that ~(;n > a > A for every zJositive
integerro 11.
It is an irn1nediate consequence of these t.heoren1s that a
1nonotonic sequence either tends to a limit or diverges to + n or
to-~.

18. Let A 1 , A 2 , A 3 , ••• be an infinite set of i1'&tervals, each lying

entiTely ~vithi1.1 the p J~ecedi'ng, or lyi1~g within it and haviT~g
with it a co?n1n011 e?1d-po~ir;~t; also let the length of An tend to
zero as n tends to infinity. Then there is one, a·ncl only 011e,
zJoi·nt which belongs to all the in terrvals, eithe'l'' as Ci11 inte1n1'&al
zJoint of all, or fro?11 a11cl after a definite stage, as a. con1111011
end-JJOi?? t of all.
Let the representative interval An be given by
r(
~ jn
<x<:::b
===
L === n •
~rhen we have
ancl :,:::::> b > 7,
b1 ::=::: 2 === u 3 ••• >a -
1.

Thus the se(-1uence of end-points

a1 , a2, a3 ••• . •..••.......•..••.•...•.... .• (1)

has a limit, say a, and an~ a for every positive integer 'n (§ 17).

FIG. 3.

Also the sequence of end-points

bl, b2, b3 ... ' .............................. (2)
has a lirnit, say {3, and bn > {3 for every positive integer 11~
(§ 17).
Now it is clear that, under the given conditions, (3 cannot be
less than a.
Therefore, for every value of rn,
bn- C~n > (3- a> 0.
But Lt (bn-Cln) == 0.
n~w

It follows that a== {3.*

*This result also follows at once fron1 the fact that, if Lt an== a and Lt bn == (3,
then Lt (an- bn) ==a- (3. (Cf. § 26, Theorem I.)
 41

Therefore this co1nn1on lin1it of the sequences (1) and (2)

satisfies the inequalities
an< a< bn for every positive integer n,
and thus belongs to all the intervals.
:b_,urther, no other point (e.g. y) can satisfy c~n < y <:::: bn for
all values of 11~.
Since vve would have at the san1e tirne
Lt an<::: y and Lt bn > y,
n~oo

which is irnpossible unless y ==a.

19. The Sum of an Infinite Series.

]jet ~1 , 1~ 2 , t~ 3 , ...
be an infinite sequerr~ce, a1~d let the S1Lccessive s~n~s
sl == 1~1,
8 2 == 1(;1 + 'U'2,

be jor1necl.
Ij' the .seqt~ence 81 , S2 , 83 , •••

is con'verge~nt and has the Z.inLit S, then S is called the 81~'/n oj:! the
i?~fi'nite series 1~ 1 + 1~ 2 + u 3 + ...
and this se1roies is saicl to be converge11t.
It rnust be carefully noted that \vhat vve call the sun1 of the
infinite series is a li1nit, the lin1it of the sum of n tern1s of
~1 + 1~2+ 1~3+ ... '
as n tends to infinity. rrhus we have no right to assume vvithout
proof that fan1iliar properties of finite sums are necessarily true
for surns such as S.
\\Then Lt Sn == + oo or Lt Sn == - oo , \Ve shall sa~y that the
n~oo

infinite series is d·iverge'nt, or diverges to + oo or - oc , as the case

may be.
If Sn does not tend to a lin1it, or to + oo or to - w , then it
oscillates finitely or infinitely according to the definitions of these
terms in § 16. In this case we shall say that the series oscillates
finitely or· i~nfinitely.*

*_Cf. footnote, p. 37.

42

The conditions obtained in § 15 for the convergence of a

sequence allow us to state the criteria for the convergence of the
series in either of the following vv-ays :
(i) 'I?~e series conve'tges Ci?1cl has S for ~its s1~rn, 'if: cf/ny
positive nur;nbeT € hav·irr~g been chosen, as srnc~ll cu3 tue 1Jlease,
therr·e 'iS (~ lJOsiti?Je ir~teger;" JJ Sttch that
IS- Snl < e, tuhe-n n > v.
(ii) A neces.sci?"Y ancl sufficient conclitio1~ j'oT the con/vergence
of the series is that, if any }Jositi?J·e 1?/nTnber € hus been chosen,
as sTnall as tue plectse, theTe shall be a posit-ive integer v such
thctt
I Sn+p- Snl < e, 1uhe11 11 > ever;"y po.sitive i'ntege1" l'·*
v, joT'

It is clear that, if the ser;"ies con.veTges, Lt tun== 0. This is con-

tained in the second criterion. It is a necessc~TY condition for
convergence, but it is not a sttj}icien_t condition; e.g. the series
1 +t+-:1-+ ...
is divergent, though Lt U.n== 0.
n~lf.J

If 've denote
un+l + 1Ln+2 + ... + 1~n+1J'
or sn+JJ- Sn, by ]JRn
the above necessary and sufficient condition for convergence of
the series may be written
lpRnl < E, vvhen 11 > v, for every positive integer 1J.
Again, if the se1"ies u 1 + 1~ 2 + 1[ 3 + ...
"
con,veTges and has S for;" its su1n, the ser;"ies
+ 'l(;n+2 + 1 ~n+3 + ···
1~n+l
co11·veTges a1ul has S- Sn for its s1~1n.
For 've have
Also k:eeping 11 fixed, it is clear that
Lt Sn+p==S.
p~w

~rherefore Lt (pRn)==S-Sn.
p-----+ 'l)

*As renutrked in § 15, this condition cau be replaced hy : To the arln'trar?J

positi·ue nurnber E there 1n1u-;t cmTesponcl c~ positive integer n such that
ISn+p- Sn I < E for every positive integer p.
 Thus if we \Vrite Rn for the sum of the serie~

1~n+l + 1-~n+2 + · ·· '

we have S==Sn+Rn.
The first criterion for convergence can now be put in _the forn1
!Rnl < E, \Vhen 11> L'·
Rn is usually called the rerrnai11cler of the series after 'n terrns,
and PRn a partial TeTnc~i11cle1''.

20. Series whose Terms are all Positive.

Let
be a series tuhose tern~s a1"e all 1Jositive. 'l"'l~e S1.l/i11 of 11 terrms of
tluis series eithe1" te11cls to a lin1it, or it cliverges to + oo .
Since the terms are all positive, the successive sums
sl == ul_,
82 == ul + 1~2'
s3 == ul + 1~2 + u3,
.................. '
form a rnonotonic increasing sequence, and the theorein stated
above follows fron1 § 17..
1¥heT~ a series tuhose te?"'1ns Cf/te all positi~·e is conve1"ge11t, the
se?"ies we obtain. whe11 we take the te?"?ILS i1~ ct/ny orcler tue 1Jlease
is also converge11t ancl has the scu1ne su1n.
~rhis change of the order of the terrns is to be such that
there \vill be a one-one correspondence betvveen the terrns of the
old series and the new. The tern1 in any assigned place in the
one series is to have a definite place in the other.
Let sl == 1(Jl,
s2 == 1~1 + i~2'
83 == i~l + U2 + 'U3,

1'hen the aggr·egate ( U), which corresponds to the sequence

Sl, S2, S3, ... '
is bounded and its upper bound S is the sun1 of the series.
Let ( U') be the corresponding aggregate for the series ob-
tained by tak:ing the terrns in any order vve please, on the
understanding we have explained aJbove. Every nu1nber in
44 IN:E'INITE SEQUENCES AND SEJtlES

( U') is less than S. In addition, if A is any number less than

S, there 1nust be a number of ( U) greater than A, and Ci j'cxrtiori
a nurnber of ( U') greater than A. The aggregate ( U') is thus
bounded on the right, and its upper bound is S. The sun1 of
the new series is therefore the san1e as the sum of the old.
It follows that if the se,r·ies
u~l +~i2+rzt3+ ... ,
whose ter?ns eire ull positi,ve, dive'tges, the se?~ies ~ve Qbtain by
chang~i'ng the O'tclerr· of the tern~s rrnltst also di~uerge.
The following theorems 1nay be proved at once by the use
of the second condition for con vergence (§ 19):
If the series
1 tl + u + u + ...
2 3

is convergent Ci'nd all its terrrns are positive, the series we obtoJi'n
fron~J this, either

(1) by keeping o'nly Ci part of its te?~nv:-J,

or (2) by TClJlaci'ng certai1~ of its tern1s by others, eitherr
positive O'r zerr·o, which are respectively eq~tal or ~n
ferrior to the1n,
or (3) by chci?~gi?~g the s~igrns o.f so?ne of· ~its ternts,
eire cilso convergent.

21. Absolute and Conditional Convergence. rrhe trigono-

n1etrical series, whose properties we shall investigate later, belong
to the class of series vvhose convergence is due to the presence of
both positive and negative terrns, in the sense that the series
would diverge if all the terms were tal{en with the same sign.
A se?~ies ~uith positi~ve ancl 'negative ternts is saicl to be
absol~itely C0?1Ve?~gent, tuhe11 the series i1~ which all the tern~s
tire talce~n tuith the sarnLe sign co'nverges.
In other words, the ser.ies
u 1 +u 2 +~t 3 + ...
is absolutely convergent when the series of absolute values
lull+ l~i2l + fu31 + ···
is convergent.
It is obvious ~hat an absolutely convergent series is also con-
vergent in the ordinary sense, since the absolute values of the
partial re1nainders of the original series cannot be greater than
 INFINITE SEQUENCES AND SERIES 4.5
those of the second series. 'fhere are, ho,veve1·, convergent
series vvhich are not absolutely convergent:
e.y. 1-}+-?3- ... is convergent.
1 +-! + -h ... is divergent.
Serries i1~ tvhich the converger;~ce depe1~d.s tt~pon the JJT'eseTiCe
of both positive and ?~egative teT'?n.8 are said to be conditionally
convergent.
The re~son for this nan1e is that, as we shall now prove, an
absolutely converge'nt series ren1ains convergent, and has the
same sum, even although we alter the order in which its terms
are tak:en; vvhile a co1~ditionally co11vergent .series n1ay con-
verge for one arrangement of the terms and diverge for another.
Indeed "\Ve shall see that we can make a conditionally convergent
series have any sum we please, or be greater than any nurnber
we care to nan1e, by changing the order of its terms. There is
nothing very extraordinary in this state1nent. The rearrange-
ment of the tern1s introduces a new function of 'n, say S'n,
instead of the old function sn' as the sum of the first 1~ terrns.
There is no a prriori reason why this function S'n should have
a litnit as rn~ tends to infinity, or, if it has a lin1it, that this
should be the same as the lin1it of Sn.*

22. Absolutely Convergent Series. The sum of an absolutely

co11vergent series rernains the sa1ne whe11, the orcler of the
terrms is changed.
Let (S) be the given absolutely convergent series; (S') the
series formed with the positive ter1ns of (S) in the order in
which they appear; (S") the series forrned with the absolute
values of the negative terms of (S), also in the order in which
they appear.
If the number of terms either in (S') or (S") is limited, the
theorem requires no proof, since we can change the order of
the terms in the finite sum, vvhich includes the terms of (S) up to
the last of the class 'vhich is lin1ited in number, vvithout altering
its sum, and we have just seen that when the ter1ns are of the
same sign, as in those which follow, the alteration in the order
in the convergent series does not affect its sum.
*Of. Osgood, Introdnct·ion to Infinite Series, p. 44, 1897.
46 INFINITE SEQUENCES AND SERIES

J_jet 2: be the surn of the infinite series forrned by the absolute

values of the tern1s of (S).
Let Sn he the surn of the first 'n tern1s of ( S):
In this surn let 'n' tern1s be positive and 'n" negative.
Let sn' be the sum of these 'n' tern1S.
Let sn" be the SUll1 of the absolute values of these ~n" tern1S,
takjng in each case these terms in the order in -vvhich they
appear in (S).
Then Sn == Sn' - Sn'',
Sn,<L_,
Sn,<L.
Now, as n increases Sn,, So/' never diminish. Thus, as n
increases V\ ithout lin1it, the successive values of sn'' sll'' fornl two
7

infinite n1onotonic sequences such as we have exarnined in § 17,

whose tern1s do not exceed the fixed nurnber L. ~rhese sequences,
therefore, tend to fixed lirnits, say, S' and S".
rrhus
Lt (Sn) == S'- S".
n-+w
Hence the sun~ of the absol1ttely co1~vergent serries _(S) is: eq~tal
to the cl-~f/'err-e1Lce bet1veen the 8U111S of the t1vo injiinite 8err-ies
.fo?~ntecl one 1vith the po8iti1)e ter111s i11 the o?~cler 1~11 1vhich they
Ct]JpeCi1\ an,cl the othe1~ with the absol1tte values of the rn egati1H3
ter1ns, also i1L the o?~der i17., which they Ci]J)Jea?~ i1L (S).
Now any alteration in the order of the terrns of (S) does
not change the values of S' and S"; since vve have seen that in
the case of a convergent series -vvhose tern1s are all positive -vve do
not alter the sun1 by rearranging the terms. It follows that
(S) re111Cii1ts co1tverge11t a1~cl has the sa111e suntrtvhen the OT>cle?~ of
its te1~n1s is cha1tgecl i11 Ci1£,y 1vay we ])lease, p1"'oviclecl that a o?te-
one corrPspo?tcle1tce exists bet1vee11 the ter1ns of the oltl 8erries
an,cl the ne1v.
'\Ve add so~11e other results with regard to absolutely con-
Ycrgent series 'vhich adn1it of sirnple demonstration :
A 1~y se?~ie8 whose te?"11ts are either eq~tal o1(J i11fe1~·io1~ i11
absolttte value to the correspo1Lcli11g te?"'11LS of a11 absol1ttely
co1tverge11t se1"'ies is also absolrt~tely co?tVeT·,cje1tt .
..tl n absol1~tely con,1Je?(Jgent series rr,e1nains absolutely converge11t
ruJhe?t we S~tp)J1ness a Ce1"tai11 n1t11tUe·r 0,{ its teTT11S.
 INFINITE SEQUENCES AND SER,JES 47

!l 1~1 +~n~+ ... '

Ul +·v2+ 0. 0'
1

li?'e t~VO absol1~tely ean~veTge?tt 8e?'·~ie8 1.vhose

the series

ancl
(Yr'e also absolt~tel y con,vergen t an.cl theirr 81L?n8 atte equal to
u + v rre8]Jecti 1Jely
0

23. Conditionally Convergent Series. The s~~n1 of a col~di­

tionally co11veTge1t.t se1"ies clepe~ncls essentially on. the or;·clerr• o.f its
terr?J18.
Let (l3) be such a series. 1~he positive and negative tern1s
1nust both be infinite in nun1ber, since otherwise the series
vvould converge absolutely.
Further, the series formed by the positive tern1s in the order
in vvhich they occur in (S ), and the series forrned in the san1e
vvay by the negative tern1s, n1ust both be cliver;·gent.
Both could not co11ver;"ge, since in that case our series would
be equal to the difference of tvvo absolutely convergent series,
sorne of \vhose terms might be zero, and therefore vvould be
absolutely convergent (§ 22). Also (S) could not converge, if
one of these series converged and the other diverged.
We can therefore take sufficient terrns frorn the positive
terrns to n1ak:e their sun1 exceed any positive number \Ve- care
to nan1e. In the same way vve can tak:e sufficient tern1s fron1
the negative terrns to mak-e the sun1 of their absolute values
exceed any nun1ber V\Te care to nan1e.
J_let a be an:y- positive nun1ber.
First take positive nun1bers fron1 (S) in the order in which
they appear, stopping whenever t,he sun1 is greater than a.
Then tak:e negative terrns £ron1 (S), in the order in which theJr
appear, stopping vvhenever the con1bined sun1 is less than a.
Then add on as rnany frorn the remaining positive tern1s as
\vill n1ake the sun1 exceed a, stopping when the sun1 first exceeds
a ; and then _proceed to the negative tern1s ; and so on.
In this vvay we form a new series (S') composed of the same
terrns as (S), in vvhich the sun1 of 17.. terrns is son1etin1es greater
than a and son1etin1es less than a.
48 INFINIT E SEQUEN CES AND SERIES

N ovv the Heries (S) converge s. Let its tertns be 1L1 , 1.c , 1l';), ....
2
1'hen, vvith tho tu~ual notation ,
when 11,;> v.
j1Lnl. < e,
Let the points B and A (Fig. 4) correspo nd to the sums
1, 1
,
1
obtained in (8 as describe d above, when v gro~ups of positive
),

tern1s and v groups of negative tern1s have been talcen.

Av a Bv
FIG. 4.

Then it is clear that (a-Av) and (Bv-a) are each less than
luvj, since each of these groups contains at least one term of (S),
and (a-A 11 ), (B 1,-a) are at 1nost equal to the absolute value of
the last term in each group.
Let these 2v groups contain in all v terms. 1

The tern1 tt~ n' in (/3 vvhen ·1~

1 1
v', is less in absolute value
),
1
_::

than e. Thus, if vve proceed frorn A 11 , the snn1s l~ n' lie vvithin 1

the interval (a-e, a+ e), vvhen n > v'. 1

In other vvords, IoCf' n'-a I e, vV1en

1 n ==V· < I> I

Therefo re Lt S n'==a.
1

l\. sirnilar argun1e nt holds for the case of a negative nun1 ber,
the only difference being that novv we begin ,vith the negative
terms o£ the series.
We have thus establish ed the followin g theoren1 :
If a co?·"iditionally conveTge11t serries is gi vern, we ca
arrrcl/nge the O?YleT CJ.f the te?"1/18 ((;8 to ?J1ctlce the 81~1n ~f the 'h
.se1~ies converge to a11y 'Uctl1.~e 'LVe carre to ?1-Cf/JT~e.

REFER.E NCES.
BROM\VICH, Zoe. cit., Ch. I.-IV.
DE LA V'ALLgE PoUSSIN, Zoe. c?'t., T. I. (:3e eel.), Introduct ion, § 2, Ch. XI.,
§~ 1, 2.
GoURSAT, loc. cit., rr. I. (:3e eel.), Ch. I. and VIII.
HARDY, Course of P-ure J1fatlwnuttics (2nd. Eel), Ch. IV. and VIII., Cain-
bridge, 1914.
PRINGSHEIM, loc. cz't., Bd. I., Abscl1. I., Kap. III., V. Absch. II., Kap.
I. -III.
STOLZ u. GMEJNER, lo~. cit., Abth. II., A bsch. IX.
And
PRINGSHEIM, "Irration alzahlen u. Kon vergen7: unendlich er Prozesse," E'nc.
d. 1nath. 1Viss., Bel. I., Tl. I., Leipzig, 1898.
 CI-I~4_PTER III
FUNCTIONS OF A SINGI_JE VARIABLE
I-1IMITS AND CONTINUITY

24. The Idea of a Function. In Elementary Mathen1atics,

when we speak of a function of x, we usually 1nean a real
expression obtained by certain operations, e.g. x 2, ..jx, log x,
sin - l x. In some cases, from the nature of the operations, the
range of the variable x is indicated. In the first of the above
examples, the range is unlirnited; in the s~cond, x >- 0; in the
third x > 0 ; and in the last 0 < x < 1.
In Higher Mathen1atics the terrn " function of x" has a rnuch
rnore general meaning. Let a cvncl b be any two rreal 1?/t~r;nberr's,
>
wherr·e b a. ~f to everr'y valtte of x i11) the interr'val a< x < b
· :, cor'r·e~po'ndB a (rreal) 11 u1J~be1" y, the1~ 1oe say that y is a
~Stio11 of x 1: n the i1~te rvc~l (a, b), and we write y == .f (x ).
·)Someti1nes the end-points of the interval are excluded fron1
the domain of x, vvhich is then given by a< x <b. In this case
the interval is said to be ope1~ at both ends;. 'vhen both ends
are included (i.e. a< x <b) it is said to be cloBed. An interval
rnay be ope11 at one end and closed at the other (e.g. a< x <b).
Unless otherwise stated, vvhen vve speak: of an interv.al in the
rest of this 'vorl{:, we shall refer to an interval closed at both
ends. And vvhen we say that x lies in the interval (a, b),
vve n1ean that a< x < b, but -vvhen x is to lie between a and b,
and not to coincide \vith either, we shall say that x l1:es in
the ope1~ i1tterrval (a, b).*
-r.- In Ch. II., "-'hen a point x lies between a and b, and does not coincide with

either, we have referred to it as within the interval (a, b). This forn1 of ·words is
conYenient, and not likely to give rise to confusion.
C. I 49 D
50 FUNCTIONS OF A SINGLE VARIABLE

Consider the aggregate forrned by the values of a function

j(;JJ ), given in an interval (a, b). If thiH aggregate is bounded
( cf. § 11 ), \Ve say that the function .l(x) is lHJ1~1~ded in the interval.
rrhe nurnbers llf and 1n, the ~~]-Jper and lowerr• bou1~ds of the
aggregate ( cf. § 12), are called the 1~ppe1" and lo1ver bo'Ltn,ds of
the function in the interval. And a function can have an upper
bound and no lower bound, and vice ve'rscc
rrhe difference (]1- rn) is called the oscillatio1~ of the J1~1~ction
in the interval.
It should be noticed that a function n1ay be detern1inate
in an interval, and yet not bounded in the interval.

E.g. let j(O)==O, and f(x)== x1 'vhen x > 0.

'l'hen f(x) has a definite value for every.,. x in the interval
0 < x <a, vvhere a is any given positive nun1ber. But f(x) is
not bounded in this interval, for we can n1al~e .f'(x) exceed an~y
nu1nber we care to nan1e, by letting x approach sufficientl,y near
to zero.
Further, a bounded function need not attain its upper and
lower bounds; in other vvords, JJ[ and n~ need not be men1bers of
the aggregate forn1ed by· the values of f(x) in the interval.
E.g. let .f(O)==O, and f(x)==l-x vvhen O<x<l.
This function, given in the interval (0, 1 ), attains its lovver
bound zero, but not its upper bound unity.

25. Lt f(x). In the previous chapter vve have dealt vvith the
li1nit when n-+oo of a sequence ~£ 1 , t~ 2 , ~~ 3 , • •. • In other words,
vve have been dealing with a function ¢(11), vvhere n is a positive
integer, and vve have considered the li111it of this function as
1L~JJ.

We pass novv to the function of the real variable x and the

limit of f(x) when x-+a. The idea is fa1niliar enough. The
Differential Calculus rests upon it. But for our purpose vve
n1ust put the matter on a precise arithrnetical footing, and a
definition of \vhat exactly is n1eant by the limit of a function
of x, as x tends to a definite value, n1ust be given.
j'( X) is SCtid to ha,ve the lin1it b as X tern,cls to a, rwhe1~, any
positive n.1~1nbe1" € having been chose1~, as s?nnll as we .Please,
 LIMITS AND CONTINUITY 51
the~r·e <
is a posit,i~ue 1?/LUJnber;" 17 such tlu(;t lf(x)- bI £, for;" all
~va.ltt~es of x for;" 1vhich 0 < I~-c- a I < 17.
In other words Lf(x)- b!rnust be less than£ for all points in
the interval (a -YJ, a+ YJ) except the point a.
When this condition is satisfied, we en1ploy the notation
Lt f(x) == b, for the phrase the li1nit of' f(x), as x te'nds to a, is b:
and \Ve say that f(x) conve1"ges to b as x tends to a.
One advantage of this notation, as opposed to Lt j'(x) = b,
x=a
is that it brings out the fact that we say nothing about
what happens when xis equal to a. In the definition it will be
observed that a statement is n1ade about the behaviour of f(x)
for all values of x such that 0 <
lx-al < YJ· The first of these
inequalities is inserted expressly to exclude x =a.
Sornetimes x tends to (J; from the right hand only (i.e. x a), >
or frorn the left hand only (i.e. x a). <
In these cases, instead of 0 <I x- a I< 17, we have O<(x- a)< YJ
<
(right hand) and 0 (a-x)< 17 (left hand), in the definition.
The notation adopted for these right-hand and left-hand lirnits
IS
Lt f(x) and Lt f(x).
:>:-7a+O x-7a- 0

The assertion that Lt . f(x) == b thus includes

Lt f(x)== Lt f(x)==b.
:c-7rt+O x-7-rr- 0

It is convenient to use f(n+ 0) for Lt f(x) when this litnit

:-c-7a+O
exists, and similarly/( a- 0) for Lt f(x) when this lirnit exists.
.:J.:-7-a- 0
vVhen j(x) has not a limit as x~a, it n1ay happen that it
diverges to + oo, or to - oo, in the sense in which these terrns
were used in § 16.. Or, rnore precisely, it Inay happen that if
anJJ positive 11urrnber A, howe,ver large, is chosen, therre CO?"?"e-
sponds to it a positive 1~11Anbe?" YJ s-uch that
f(x) >A, when 0 < lx-aj < YJ·
I11 this case we say that Lt f(x) = + oo.
Again, it n1ay happen that ~f an,y negative nurnbe?" -A is
cho.se1~, howeve?" la1"ge A 1nay be, there cor;~?~espo'nds to it rt positive
?vnn~.;be?" YJ s1~ch that f(x) <-A, whe11 0 <
Ix- a I < 17.
52 FUNCTIONS OF A SINGLE \ 1 AR.IABI_JE

In thi.s case rtue say that Ijt f'(x) = - oo.

~'he1nodifications vvhen j'( a+ 0) ::=: + oo are obvious.
vVhen Lt f(x) does not exist, and when f(x) does not rlive'tge
to + e~:, , or to -YJ, as x--+a, it is said to oscillate as x-+cL It
oscillates Lfi~nitely if f( x) is bounded in son1e neighbourhood of
that point.* It oscillates ,irnji1titely if there is no neighbourhood
of a in "',.hich f(x) is bounded. (Cf. § 16.)
The 1nodifications to be made in these definitions w he11 x--+a
only from the right, or only from the left, are obvious.

26. Some General Theorems on Limits. I. The Limit of a Sum.

If Lt f(x)=a o/r~_;cl Lt g(x)=f3, then Lt Lf(x)+g(x)]=a+{3 .t
x~a x~a x~a

Let the positive number E be chosen, as sn1all as \Ve please.

Then to E/2 there correspond the positive nu1nbers r; 1 , r; 2 such that

\f(x)-a \<~, \vhen O<\x-rt-\<=1h,

\g(x)- 18\<~, vvhen O<[x-aj-----172 •

~

Thus, if 1J is not greater than 1h or 17 2 ,

\.f(x)+g(x)-a-{31 <\J(x)-n[ + \g(x)-(3j,

<
€
-
2 +
€

2'
vvhen 0 < \x-a \ < 17,

< €, \vhen O<\x-a\<17·

Therefore Lt [.f(x)+g(x)]=a+f3 .

This result can be extended to th~ sun1 of any nun1ber of

functions. '"fhe Li1ru:t o.f a S1~Tn is equal to the Sttrrn o.f the
Li11tii8.

*j(a'J)
is said to satisfy a certain condition in the .Jze?:ghbourlwod of x ==a
when there is a positiYe nun1her h such that the condition is satisfied \vhen
0<1 ~r- a l.:=h.
Sometin1es the nei(!hbourhoocl is n1eant to include the point x =a itself. In
this case it is defined by I~r -a I< h.
t The corresponding theorent for functions of thA positive integer n, as n--7-oc,
is proved in the sarrw 'vay, and is useful in the argu1nent of certain sections of
the previous chapter.
 LllVII'_l_1~ AND CON~,INUI'rY

II. The Limit of a Product. If Lt f(x) ==a Ofncl Lt r;(m) == (3,

x---+(~

the11 Lt [f(aJ )g (x)] == a/3.

Let f(x)==a+¢(x) and g(x)==(3+~(x).

Then Lt ¢(x)==0 and Lt ~(x)==O.

Also f(x) g(x) == a{3 + (3 ¢(x) + ao/(x) + ¢(x) o/(x ).

Frorn Theorem I. our result follovvs if Lt [ ¢(x) o/(x)J == 0.
x---+a
Since ¢(x) tends to zero as x~a and y/(x) tends to zero as
x~a, a proof of this might appear unnecessary. But if a forn1al
proof is required, it could run as follows:
Given the arbitrary position number E, we have, as in I.,
I¢ (x)j
'vhen< ~E, lx-ai-<1J 1 , O<
l~(x)I<.../E, vvhen O<lx-ai-<:"_1J 2 •
'rhus, if 11 is not greater than 1] 1 or )7 2 ,
l¢(x)y/(x)I<E, vvhen O<lx-aj<17;
Therefore Lt [ ¢(x) o/(x)] == 0.

rrhis result can be extended to any nulnber of functions. The

Lirn1it of a lJroclt~ct is equal to the Pr·od~nct of' the Li1nit8.

III. The Limit of a Quotient.

(i) If I~t
;;;---+ ((,
f(x) ==a:< 0, then Lt f(l ')= !.
x---+ a X a
rrhis follows easily on putting f( x) == ¢ (x) +a and examining
the expression 1 1
~- ¢(x)+a'

(ii) If Lt J'(x) ==a, and Lt g(;c) == (3 ~ 0, the11 Lt [!'((~))] == ~·

x---+ a ,i;---+ n ,c---+ n g X fJ

rrhis follovvs from II. and III. (i ).

'I,his result can obviously be generalised as above.
IV. The Limit of a Function of a Function. Lt f[¢(x)].
Let Lt ¢(t')=b and Lt f(n)=f(b).
x-+a u-+b

Then Lt /[ ¢(c~')]=/[ J_jt q'J(.r)].

X-+lt x-+a

We are given that Lt f(u)-f'(b).

n-+b
54 :H'UNC1,IONS 0], A SING-LE VARIABLE

Therefore to the arbitrary positive nu1nber E there corresponds a positive

nu1nber 171 such that
I/[¢(.rc)] -f(b) I< E, 'vhen I¢(x)- b I< 17 1 •.••••••••••••••••••• (1)
Also 've are given that Lt ¢(:c)= b.
x~a

Therefore to this positive nurnber 171 there corresponds a positive nun1ber

?] such that l¢(.v)-bj < ?Ju -when 0 < Jx-al <?J . ..................... (2)
Con1bining (1) and (2), to the arbitrary positive nu1nber E there corre-
sponds a positive number ?] such that
If[ ¢(.x)] -.f(b)l < E, when 0 < lx·- aI< 17.
Thus Lt /[ ¢(x')]=.f(b)=.f[ Lt ¢(.x)].
x----? a x----? a

EXAMPLES.
1. If n is a positive integer, Lt xn = 0.
x~o

2. If n is a negative integer, Lt .'Un = + oo ; and Lt .(/~ = - oo or + oo

accor(ting as n 1s odd or even.
l' • x~+O ;c~-0

[If n=O, then .xn= 1 and Lt xn= 1.]

x~O

3. Lt (CloXn + a1.xn-l + ... + an-l•:r +an)= Ctu.

x~O

5. Lt .xn=an, if n is any positive or negative integer.

x~n

6. If
then Lt P(.v)=P(a).

7. Let lJ(x·) = cto:Vm + a,1x·""- 1+, .. + ctm-=lX +am,

and Q(<-v) = b0xn + b1:cn-l + ... + bn-l•X + bn.
Theu Lt !: (~~)- l' (a), if Q(a) =F 0.
x~a Q(.~) Q(a)
8. If Lt f(:c) exists, it is the san1e as Lt .f(:r +a).
x~a x~O

9. If f(:r) < ,q(:v) for ct -I~< ,1; <a+ lt,

and Lt .f(x) = u, Lt g(:v) = (3,
x~a

then
10. If Lt /{~1_;')=0, then Lt 1/(x) I =0, and conversely.
x~a x~a

11. If Lt .f(x)=l~O, then Lt lf(x)J=Ill.

x~a x~a

The con verse does not hold.

 LilVIIT'S AND CONT'INUirry 55
12. Let f(.1:) be defined as follo,vs :
./(:t>) =x sin 1/x, \Vhen ~t' ~ 0\
f(O)= 0 f'
Then Lt f(x)= j(a) for all values of a.
X-)>-(~

27. Lt f(x). A precise definition of the meaning of the term

;t;->-'l)
"the lin1it of f(x) when x tends to + oo (or to - oo)" is also
needed.
/( x) is &aiel to have the lirrnit b as x te1Lcls to + oo , if, a~1~y
zJositive ~~~~r;nber € ha1)i'ng bee,,~ choserr"i, as s1nall c~.;s we please,
there is a ]Jositi1)e 1"i1~J1nber X s'uch that
lf(x)- b! <
E, 1iJhe'n x > .LY.

\Vhen this condition is satisfied, we vvrite

Lt f(x)=b.
,·c~+'l)

A sin1ilar not~ation, Lt j'(x)=b,

is used when j~(x) has the limit b as x teqds to - oo, and the
precise definition of the terrn can be obtained by substituting
" a negative nun1 ber -X " and " x < -X " in the corresponding
places in the above.
When it is clear that only positive values of ,1) are in question the notation
Lt j(tc) is used instead of Lt ./(~~;).
x~':D x~+':f)

Fron1 the definition of the linJit of f(~r:) as :c tends to ± w, it follows that

Lt f(.1J)=b
x~+oo

carries with it Lt
x~+O
f(~)=b.
,);

And conversely if Lt f(:v)=b,

' ' x~+O

then , Lt J ~
x~+':D
-(1) =v..
X

Sirni larly 've have Lt .f(.t')= Lt !(!.).

x~-':D x-+~0 .t
The 1nodifications in the above definitions \vhen
(i) Lt f(:J)) = + 00 or - oc'
x~+oo

and (ii) Lt /(tt')=

x~-oo
+00 or - (J)'

\vi]] be obvious, on referring to § 25.

And oscillation, finite or infinite, as x tends to + oo or to - oo, is treate
as before.
56 :FUNCTIONS OF A SINGLE VARIABLE

28. A necessary and sufficient condition for the existence

of a limit to f(x) as x tends to a. The general principle of
convergence.*
A 'Yiecessary cuncl sujficie1~t co1~clition for the existence of a
li11~it to f(x) as x te,nds to
a, is thcit, when Cf/ny positive number
e has bee1~ chose1~, as srn all as we please, there shall be Ci positive
11~1/Jnber 1J sttLch that lf(x")- f(x')l <
e for all 'Value8 of x', x''
.for ~hich 0 < lx~" -al <
lx'-al < 17.
( i) The co1~ditio11 is '11ecesscl'ry.
Let Lt f(x) ==b.
~et e
be a positive number, as srnall as we please,
Then to e/2 there corresponds a positive number 1J such that

lf(x)-bl<;, when O< x-cti<>J.

Now let x', x" be any tvvo values of x satisfying

0 < l x" - <
ct I I x'- a I < 11·
Then [j.(x")-j(x')f<IJ(x")-b +lf(x')-b\
€ €
< 2 + 2
< e.
( ii) 11he cundit-io1~ is s~Lfficien,t.
Let
be a sequence of positive nurnbers such that
en+l < en and Lt
n~w
en== 0.
Let 171' 172' 173' •••
be corresponding positive numbers such that
lf(x")- f(x')l < when 0 <I x" -a I~~ x'- al < >711 } •••••• ( 1 )
£n,
( 1~- 1' 2, 3, ... ).

Then, since En+ 1 <En, we can obviously assun1e that 1Jn > 1Jn+t·
Now tak:e £ 1 and the corresponding 171 .
In the inequalities (1) put x' =a+ 171 and x'' = x.
Then we have

* See footnote, p. 3'!.

 LilVIITS .A.ND CON'riNUITY 57
Therefore
j(a+171)-e1 <f(x) <J(a+171)+e1 , vvhen 0 < lx-al < 171. (2)
In Fig. 5 f(x) lies within the interval A 1 of length 2e1 , with
centre atj(a+17 1), when O< lx-al <171.
A1

f(a+YJl)
FIG. 5.

N ovv tak~e e2 and the corresponding 17 2 , remen1bering that

<
172 == 1h·
We have, as above,
j(a+1J2)-e2 <f(a:~) <J(a+1J 2)+€2, 'vhen 0 <I x-al < t72. (3)
Since 172 < 17 1 , the interval for x in (3) cannot extend beyond
the interval for x in ( 2), and J( ct + 172 ) is in the open interval A 1 •
Therefore, in Fig. 6, f(x) now lies vvithin the interval A 2,
which lies entirely within A 1 , or lies within it and has with it a
common end-point. An overlapping part of
{f (ct + 172) - e2' f( a + 172) + e2 }
could be cut off, in virtue of (2).
A1
~--------------~--~A·--------------------~
I ~------~~~2------~
J(a+YJ,)-€1 f(a+'YJ2)-€2 j(a+172) f(a+n1) f(a+?J2)+E2
FIG. 6.

In this way we obtain a series of intervals

A1, A2, A3, ... '
.
each lying entirely within the preceding, or lying within it and
having with it a corn1non end-point; and, since the length of
An< 2En, we have Lt An== 0, for V\Te are given that Lt En== 0.
n~(/) n~oo

If we denote the end-points of these intervals by a 1 , a 2 , a 8 , •••

and (31 , {32 , (3 3 , ••• , where f3n >
(ln, then we know from 18 that

Lt an== Lt f3n·
n~oo n~oo

Denote this common limit by a.

We shall now show that a is the li1nit of f(x) as x~o.~.
 58 FUNCr riONS OlT A SING-L E V.A.l~IABLB

We can choose En in the sequen ce £1 , £ 2 , £ , ••• so that 2En < £,

3
where E is any given positiv e nun1ber.
~eben we have, as above in (2) and (::3),

an <f(x) < f3n, vvhen 0 < lx-ctl < 1Jn·

But an-<::::a <f3n·
Theref ore lf(x)- a I < f3n- an
< 2En
< €, "Yvhen 0 < ]x-al < 1Jn·
It follows that I.Jt f(x) ==a.
x~a

As a 1natter of fact, \Ve have not obtained

lf(x}-a l < \vhen 0 < I:J;- al ~'In
E,

in the above, hut \Vhen 0 < 1.1;- a!< YJn·

Howeve r, \Ve need only take 17 s1naller than this "~7n, and \ve obtain the
inequali ties used in our definitio n of a, lin1it.

29. In the previou s section vve have suppos ed that x tends to

a frorr1 both sides. The slight modific ation in the conditi on for
conver gence when it tends to a fro1n one side only can easily
be rnade.
Simila rly, a necessaTy cuncl 81.ljjicier"t co1~ditio'ri for· the existence
of a li1nit to f(x) as x tends to + oo , is that, if the l'osit i,ve
11/timbe?' € has beer;~ chosen, as sntall as 1ue 1Jlease, there shc(;ll be a
]Jositive 1t1i1'nbeT _,Ly such that
<
lf(x") - f(o;') I f, 1vhe1t x'' x' >X. >
In the case of Lt f(x), 've have, in the san1e way, the conditi on
X~-
oo

lf(x")- f(x')l <£,wh en x"<x' < -X.

The conditi ons for the existen ce of a limit to f(~c) as x tends
to + oo or to - oo can, of course, be deduce d fron1 those for the
existen ce of a lin1it as x tends to + 0 or to - 0.
Actual ly the argum ent given in the preced ing section is si1npler
when we deal with + oo or - oo ,* and the case when the variabl e
tends to zero from the right or l~ft can be deduce d from these
1
two, by substit uting x = - · when it tends to a, we rnust sub-
1(; '
. t
st1tu e x ==a+--.1
1.1.;

* Cf.Osgood, Lehrbuch cler J?,nnktionentheo?'ie, Ed. I., p. 27, Leipzig, 1907.

The generul principle of convergence of § 15 can. also be establish ed in this ·way.
 59
30. Continuous Functions. The function j(x) is said to be
continuous when x=x0 , if f(x) has a limit as x tends to x 0 fro1n
either side, and each of these lin1its is equal to f(x 0 ).,
Thus f(x) is conti1~uous when x=x 0 , if, to the arb~itrary posi-
ti~ve n11;1J~ber €' there corrrespo?~ds a pogitirue n'ti?nber 1] S'ttch that
lf(x)-f(x 0 )j <
when jx-x0 j ~ 11·
£,

When f( x) is defined in an interval (cL, b), we shall say that it

is co'nti?~uous in the irnterrvc~;l (a, b), ~if it is co'nti11uotts fo?" every
val'lLe of x between/ a a'nd b (a< x <b), an.cl if f(c~;+O) exists
and is equal to f(a), and f(b-0) exists ancl is eqtl~alto f(b).
In sueh cases it is convenient to 1nake a slight change in our
definition of continuity at a point, and to say that f(x) is con-
tinuous at the end-points a and b when these conditions are
satisfied.
It follows frorr1 the definition of continuity that the sum or
product of any number of functions, which are continuous at a
point, is also continuous at th-at point. The same holds for the
quotient of two functions, continuous at a point, unless the
denominator vanishes at that point ( cf. § 26). A continuous
function of a continuous function is also a continuous function
(cf. § 26 (IV.)).
The polynomial
P(x) = a 0xn+ a1xn-I+ ... +an_ 1x+ci.n
is continuous- for all values of x.
The rational function
R(x)=P(x)jQ(x)
is continuous in any interval which does not include values
of x mak:ing the polynomial Q(x) zero.
The functions sin x, cos x, tan x, etc. and the corresponding
functions sin- 1 x, cos- 1 x, tan- 1 x, etc. are continuous except, in
certain cases, at particular points.
ex is continuous everywhere; log x is continuous for the in-
terval x >0.
31. Properties of Continuous Functions.* \V e shall now
prove several important theorems on continuous functions, to
* This section follows closely the treatn1ent given by Goursat (loc. Git. ), T. I.
(3e ed. ), § 8.
60 FUNCTIONS OF A SINGLE VARIABLE

which reference \vill frequently be 1nade later. It 'viii· be seen

that in these proofs we rely only on the definition of continuity
and the results obtained in the previous pages.
THEOR El\I I. Let j( x) be co1tti11~~o us in the i ntervcil (C(;, b)*,
and let the 1jos itive n'U'lnber € be chose11, as s1nc(;ll as we plec~_;se.
The'n the inteT·val ( ci, b) ca11, al~vays be broken 'itp i'nto Ci fin~ite
?tumbeT' of partial -intervals, such that lf(x')- j(x")l < £, whe11
x' ancl x'' ct,re c~_;ny ttvo poi11ts in the sarne paTt~ial i11te'r·val.
Let us suppose that this is not true. rrhen let c = (a+ b)/2.
At least one of the intervals (a, c), ( c, b) 1nust be such that it
is in1possible to break: it up into a finite number of partial inter-
vals which satisfy the condition nan1ed in the theorem. Denote
by ( a 1 , b1 ) this new interval, which is half of (a, b). Operating
on (a1 , b1 ) in the same way as vve have done with (a, b), and
then proceeding as before, we obtain an infinite set of intervals
such as \Ve have n1et in the theoren1 of § lH. The sequence of
end-points a, a 1 , ct 2 , ••• converges, and the sequence of end-
points b, b1 , b2 , ••• also converges, the lin1it of each being the
same, say a. Also each of the intervals (an, bn) has the property
vve have ascribed to the original interval ( ct, /b). It is iln-
possible to break it up into a finite r1un1ber of partial intervals
vvhich satisfy the condition na1ned in the theore1n.
Let us suppose that a does not coincide \vith a or b. Since the
function f(x) is continuous when X= a, vve k:now that there is a
positive nun1ber 1J such that lf(x)-.f(a)l <
£/2 when lx-al < YJ·
Let us choose ?& so large that (bn- an) is less than YJ· Then the
interval (rLn, bn) is contained entirely within (a -17, a+YJ), for we
ltnow that an< a< bn. Therefore,_ if x' and x" are any t\vo
points in the interval (an, bn), it follo"rs from the above that

1/(x')-/(a) < ~
J and 1/(x")- /(a) I<~·
...

But ]f'(x')- J'(x") I~ lf(x')-f(a) I+ [j(x")- j( a) I·

r_rhus we have lf(x')- f(x'') I<£,
and our hypothesis leads to a contradiction.

*In these theorems the continuity of f(x) is supposed given in the closed
interval (a< x <b), as explained in§ 30.
 LIMITS AND CONTINUITY 61
rrhere re1nains the possibility that a rnight coincide 'Yith either
a or b. ~rhe slight ntodification required in the above argument
is obvious.
l-Ienee the assnrnption that the theorem is untrue leads in
every case to a contradiction, and its truth is established.
COROLLAHY I. Let a, ;X1 , x 2 , ••• xn_ 1 , b be a mode of subdivision
of (a, b) into partial intervals satisfying the conditions of
Theorem J.
Then
lf(x) i < lf(a) l+lf(x)-j(a)l
<lf(c~_;) I+ €, 'vhen 0 <(x-a) -<=(x 1 -a).
Therefore
lf(x1)1<1J'(a) I+ €.

In the same way

lf(x) I<= lf(xl)l+lf(x)-j(xl)l
<lf(x1 )!+ E, whenO<(x-x 1)<(x2 -x1 )
<l.f(a) I-t- 2€, vvhen O<(x-x1 )<(x2 -x1).
T'herefore

Proceeding in the san1e way for each successive partial interval,

we obtain frorn the 1~th interval
1/(x)l<lf(a)l+?~€, when O<(x-xn_1 )<(b-xn_1).
Thus vve see that in the whole interval (a, b)
l.f(x)! <if( a) 1+1~€.
It follo\vs that a jtt~_;nction which is co1Lt·i11/no1u~ in, a gi1~e11
i 1?,terval is lJOV/nded in that inter1)al.
CoROLLARY II. Let us suppose the interval (a, b) divided up
into n partial intervals (a, x 1 ), (x 1 , x 2 ), ••• (xn_ 1 , b), such that
1/(x')- j'(x'')l <
€/2 for any two points in the san1e partial inter-
val. Let 17 be a positive nun1ber srnaller than the least of the
numbers (x1 -a),(x2 -x1 ), •.. (b-xn_ 1 ). No,v·take any two points
x' and x" in the interval (a, b), such that Ix'- x"l < 17· If these
t'vo points belong to the same· partial interval, 've have
l.f(x')- f(x") I < Ej2.
62 FUNCTIONS OF A SINGLE VARIABLE

On the other hand, if they do not belong to the sa1ne partial

interval, they n1ust lie in t\vo consecutive partial interyals. In
this case it is clear that lf(x')-j'(x'')l <£/2+£/2==£.
Hence, the positive 1~un~bett· € having bee1·1 chaser;~, as sn~all as
we please, there is a pogitive 1~u1nber 1J such that lf(x')-f(x")l < £,
tvher;~ x', x'' are cl/ny ttvo val'ties of x in the i11terrval (a, b) for
1vhich lx'- x" I < YJ·
We started vvith the assumption that f(x) was continuous in
(a, b). It follows from this assnn1ption that if x 1 is any point in
this interval, and € any arbitrary positive number, then there is
a positive number 1J such that
lf(x')-f(x)j < £, when lx' -xl < 17 •

To begin with, we have no justification for supposing that the

san1e 1J could do for all values of x in the interval. But the
theore1n proved in this corollary establishes that this is the case.
This result is usually expressed by saying that .f(x) is t~_;n~1jor1nly
contintiOUs in the interval (a, b).
We have thus shown that a function which is cnntin,uous 1>n,
oin i1~te1·val1~s also tinijor1nly continuo1ts in the ~i~rtterval.

THEOREM II. If f(a) andf(b) are U1~eqt~_;al a11cl f(x) is C011-

tintiOtis i1~ the i11terval (a, b), as x passes ~frrom li to b, f(:c) takes
at least once every valtie betrween f( ct) Cind f(b ).
First, let us suppose that f( a) and f(b) have different signs,
<
e.g. f( a) 0 and f(b) > 0. We shall show that for at least one
value of x between a and b, f(x) = 0.
Fron1 the continuity of f(x), we see that it is negative in the
neighbourhood of a and positive in the neighbourhood of b.
Consider the set of values of x between a and b which mak:e
f(x) positive. Let 1\ be the lower bound of this aggregate.
Then a< < 1\ b. Frorn the definition of the lovver bound
f(x) is negative or zero in a <x <
1\. But Lt f(x) exists and
x---+A.- 0

is equal to f(/\). ~l"'herefore f(/\) iR also negative or zero. But

f(A.) cannot be negative. For if f(/\) == -11~, ?J~ being a positive
number, then there is a positive number 1J such that
!f(x)- f(/\)j < 1n, when lx-/\1 < YJ,

since f(x) is continuous vvhen x=/\. The £tinction f(x) would

then be negative for the values oi x in (a, b) between 1\ and A+ YJ
 Lil\1ITS AND CONTINUITY 63
and I\ vvould not be the lo\ver hound of the above aggregate.
v'T e rnust therefore have J'("'A) == 0.
N ovv let N be any nurnber bet,veen .f'( a) and J'(b ), vvhich 1nay
be of the sarne or different signs. The continuous function
¢(~)==.f(x)-.1V has opposite signs vvhen x==a and x==b. By the·
case we have just discussed, ¢(x) vanishes for at least one value
of x bet,veen Ci and b, i.e. in the ope1~ interval (a, b).
~ehus our theorem is established.
Again, if j'( x) is continuous in (a, b), we knovv fron1 Corollary I.
above that it is hounded in that interval. In the next theoren1
vve show that it attains these bounds.
THEOREM III. If j(x) is contin/tiO'LiS i11 the i11te1'·val (a, b), a/n,d
ill, 111 a're its iiZJpeP a1~cl lo1.ver bo't(;?tcls, the,n .f(x) takes the 'L'alt(;e
JJ1 alnd the 't:alue n~ at least once i,n the inteT·val.
\V e shall show first that f( x) == J.l[ at least once in the interval.
Let c == (a +b) /2 ; the upper hound o£ f( x) is equal to JJ[, for at
least one o£ the in t.ervals (a, c),. (c, b). Replacing (a, b) by this
interval, we bisect it, and proceed as before. In this vvay, as in
rrheorenl I., \Ve obtain an infinite set of intervals (a, b), ( al' bl),
( a 2 , b2 ), • • • tending to zero in the limit, each lying entirely
within the preceding, or lying vvithin it and having with it a
cornmon end-point, the upper bound of f(x) in each being 111.
I_.jet I\ he the cornn1on lin1it of the sequences a, a 1 , a 2 , ••• and
b, b1 , b2 , • • • • We shall sho\v that f("'A) == JJ[.
>
For suppose j(A) == .1J1- h, vvhere h 0. Since f(x) is continuous
at x =--= A there is a positive number 1J such that
1

h
lf(x)-f("'A)J< , when \x-"'A\<11·
2
rrhus f(x) < J.l1- (j'h
......
vvhen I X - A I<:::: J] •

Now tak:e 11 so hl;rge that (bn- an) will be less than 11 • The
interval (an, bn) vvill he contained wholly vvithin ('A -17, A+ 17).
1'he upper bound of j(x) in the interval (an, bn) vvould then be
different frorn ilf, contrary to our hypothesis.
Combining this theorern with the preceding vve obtain the
follovving additional result:
THEOREJ\'I 1'\T. Jj j'( X) is COILii11UO'liS i1t the iTrfe1"Val (Ci, b),
a/ncllll, 1r~ arr·p its u,ppeT U/ncl lotve1" bo1i11ds, then, it take8 at leo~st
64 FUNCTIONS OF A SINGLE VARIABLE

once ·i1~ this ·intercoJ the ?'al1u;s JJf, 1n, a1uZ et'UJ'}! ·L'alue bet~vee,n
M a11cl1n.
Also, since the osc·illat-io?~ of a function in an interval was
defined as ·the difference between its upper and lower bounds
(cf. § 24 ), and since the function attains its bounds at least once
in the interval, we can state Theorem I. afresh as follows:
rfj( X) is contri11U01~8 i11 the i?1te?~,val (a, b), the'n 1Ve can divicle
(a, b) i11to a ji11ite 111~mber of partial i11tervals
(a, x1 ), (x 1 , x 2 ), ••. (xn-1' b),
i11 each oj·which the oscillatio11 of f(x) is less tha'n any given
positive 11U?J1berr.
And a si1nilar change can be made in the statement o£ the
property known as uniform continuity~
32. Continuity in an Infinite Interval. Son1e of the results of the last
section can be extended to the case when .f(.x) is continuous in :c ::>- a, \V here
a is some definite positive nurn ber, and Lt f(x) exists.
X--700

J...Aet u = aj.x. When x i2: a, we have 0 < 1t < 1.

vVith the values of n in 0 < ?t < 1, associate the values of .f(.1J) at the corre-
sponding points in .rc >a, and to 1~ = 0 assign Lt f(x).
x-.;..oo

We thus obtain a function of u, \vhich is continuous in the closed interva

(0, 1).
Therefore it is bounded in this interval, and attains its bounds 1l1
Also it takes at least once every value bet\veen 111 and 1n, as 1t passes over 0 ..
interval (0, 1).
Thus \Ve rnay say that .f(.x) is bounded in the range* given by :c >-a and
the ne\v "point" .x= oo, at \vhich f(x) is given the value Lt f(.x).
x-.;..oo

Also f(x) takes at least once in this range its upper and lower boundF
and every value bet,veen these bounds.
2
For exa111ple, the function 'x
,, is continuous in (0, oo ). It does 111
a +.x-- 2 .
attain its upper bound-unity·-\vhen :c?: 0, but it takes this value "'hen
.r= oo, as defined above.

33. Discontinuous Functions. \Vhen j(x) is defined for

x0 and the neighbourhood of x 0 (e.g. 0 <
!x-x0 j <h), and
j(x0 +0)===f(x0 -0)===f(x0 ), then j(x) is continuous at x0 •
On the other hand, when j(x) is defined for the neighbourhood
of x 0 , and it n1ay be also for x 0 , w bile j(x) is not continuous at
7
~.It is convenient to speak of this range as the interval (a, oo ), and to "rrite
j( oo ) for Lt j(x).
{l"--')-':1]
 LIMITS AND CONTINUIT-Y 65

x 0 , it is natural to say that j(x) is (lisco1~ti1~1~01~s at x 0 , and to

call x 0 a lJOiTtt of disco11ti1~1city of f(x).
Points of discontinuity n1ay be classified as follows:
I. j(x0 +0) and f(x 0 -0) Inay exist and be equal. If their
co1nmon value is different frorn j(x0 ), or if j(x) is not defined
for x 0 , then we have a point of discontinuity th~re.
Ex. .f(x)=(x--x0 )sin 1/(x-:c0 ), vvhen x~x0 •
Here f(x 0 + 0) = f(.x 0 - 0) = 0, and if \ve give j'(x0 ) any value other than
zero, or if 've leave f(.r.,· 0 ) undefined, .':Co is a point of discontinuity of f(:c).
II. f(x 0 +0) and j(x0 -0) n1ay exist and be unequal. Then x 0
is a point of discontinuity of j(x), whether j(x0 ) is defined or not.
Ex.

Here .l(.'t'0 + 0) = b and f(x 0 - 0) = 1.

In both these cases f(x) is said to have an ordi1~ary or sin1ple
discontinuity at x 0 • And the same term is applied when the
·point x0 is an end-point of the interval in which j(x) is given,
and f(x 0 +0), or j(x0 -0), exists and is different fro1n f(x 0 ), if f(x)
is defined for x 0 •
Til. f(x) may have the limit + oo, or - oo, as x-+x0 on either
/~; and it may oscillate on one side or ~he other. Take in this
0etion the cases in which there is no oscillation. These may be
arranged as follows :
(i) f(x 0 +0)=f(x0 -0)== +oo (or -oo ).
Ex.
(ii) f(x 0 +0)= +oo (or -oo) and j(x0 -0)== -XJ (or +oo ).
Ex.
(iii) j(x0 + 0) =} oo (or -oo )} or f(x 0 - 0) == :- oo (or -oo )}·
f(x 0 -0) exists · j(x0 +0) exists
Ex. f(x) = 1/(x- .t·0 ), when :c > x 0 t
f(.1J)=.r-x 0 , when x ~ x 0 J ·
In these cases we say that the point x 0 is an infinity of f(x),
and the same term is used when x 0 is an end-point of the interval .
inwhichj(x)isgiven,andf(x0 +0),orf(x0 -0),is +oo or -oo.
It is usual to say that j(x) beco1nes inji11ite at a point x0 of
the k:ind given in (i), and that f(x 0 ) = + oo (or -oo ). But this
C. I E
66 FUNCTIONS OF A. SINGLE VARIABLE

n1ust be regarded as simply a short way of expressing the fact

thatj(x) diverges to +oo (or to -oo) as x-+x0 •
It will be noticed that tan x has an infinity at ~7r, but that
tan !7r is not defined. On the other hand,
tan (~7r-O) = + oo and tan (~7r-0) = - oo.
I\T. When j(x) oscillates at x 0 on one side or the other, x 0 is
said to be a point of oscillatory discon.ti1vuity. The oscillation
is ji1~ite when j(x) is bounded in some neighbourhood of x 0 ; it is
infinite when there is no neighbourhood of x 0 in which j(x) 1s
bounded (cf. § 25).
Ex. (i) j(x)=sin 1/(x-x0 ).l when x~,x0 •
(ii) j(x) = 1/(x- .x0 ) sin 1/(.x- ,x0), 'vhen :.c ~ x 0 •
In both these examples x 0 is a point of oscillatory discon-
tinuity. The first oscillates finitely at x 0 , the second oscillates
infinitely. The same remark would apply if the function had
been given only for one side of x 0 •
The inji1~ities defined in III. and the points at which f(x)
oscillates i~nfinitely are said to be poi11ts of infinite disconti1~1Lity.

34. Monotonic Functions. The function f(x), given in the

intervc~l (c~, b), is said to be monotonic in that interval if
either (i) f(x') < f(x"), ~vhen a< x' < x" < b;
or (ii) f(x') ~- f(x"), when, c~ < x' < x" <b.
In the first case, the function never decreases as x increases
and it is said to be 1nonoto1~ic increasing ; in the second case, it
never increases as x increases, and it is said to be nto?~otonic
decreasing.*
The monotonic character of the function may fail at the end-
points of the interval, and in this case it is said to be 1nonoto1~ic
in the open interval.
The properties of monotonic functions are very similar to those
of n1onotonic sequences, treated in ~ 17, and they may be estab-
lished in precisely the sarne way:
(i) If f(x) is 1nonotonic inc~reasing whe1~ x> _Lr, c~11cl f(x) is
less than so1ne fixecl nu?r&be?,. A whe11 x >X, then Lt f(x ), exists
a~nd is less than or equal to A. :c-++ oo

*The footnote, p. 39, also applies here.

 LIMITS AND CONTINUITY 67
(ii) If f(x) is 1non,otornic ri11CT·eas·i1tg 1VhB1L X<:: Lr, Ci1Ld f(x) i0 1

f)1"eateT thaT~; so1ne .fixed 1Vtf/Jnberr· A. 1vhe11 x < ~r, the1·t Lt f( x)

exists Ci1t·d is f)1/leate1" {/u~1L orl" eq1~.;al to .1i. 00
,e--7--

(iii) If f(x) is rrnonotonic i1tC1"easi11g i11 a1t ope11 inte1 rval 1

(a, b), a11cl f(x) is g1/leater than so1ne fixecZ 11'lt1nber A- i11 that
OJJe17. in-terval, the11 f (a+ 0) ex·ists ancl is grreate1 tha11 01 equal
1 1

to A.
(iv) If f(x) is 111ornoto11ic i1·tc1 easing i·11 a11 O]Je11 inte1 ·val
1 1

( c~J, b), cincl f(x) is less tha11 son1e fixecl n1tntbe1 A in that open
1

in,te1 Vcil, the11 f(b- 0) ea;ists cind is less tha11 or eq1~.;al to A.

1

These results can be readily adapted to the case of n1onotonic

decreasing functions, and it follows at once froin (iii) and (iv)
that iff( x) is bo'lincled a1tcl 111011otonic in an 01Je11 interval, it
can only have orrcli11a1/ly clisco11ti11uities in that inte1/lval, or at
its ends ..
It may be worth observing that if f(x) is monotonic in a closed
interval, the same result follows, but that if we are only given
that it is monotonic in an open interval, and not told that it
is bounded, the function n1ay have an infinity at either end.
E.g. f(x) == 1/x is n1onotonic in the open interval (0, 1), but
not bounded.
At first one might be inclined to think~ that a function which
is bounded and 1nonotonic in an interval can have only a finite
nu1nber of points of discontinuity in that interval.
The follovving example shows that this is not the case :
1
Let f(x)== 1, when -
2 < x<l.
-'
1 1
1
let f "( X ) ==2, vvhen 22 <x<-:
-2 ~

and, in general,
1 1 < 1
let f(x) == 2n' vvhen - <x
2n+l == -
2n'

(n being any positive integer).

Also let /(0) = 0.
Then f(x) is monotonic in the interval (0, 1).
rrhis function has an infinite number of points of discontinuity,
namely at x=;,. (n being any positive integer).
 68 FUNCTI ONS OF A SINGLE VARIAB LE

Obvious ly there can only be a finite number of points of dis-

continui ty at "\vhich the jurnp "\vould be greater than or equal
to lc, where k is any fixed positive number, if the function is
monoton ic (and bounded ) in an interval.
35. Inverse Functions. Ijet the function f(::c), defined in the interval
(a, b), be continuou s and n1onotonic in the stricter sense* in ( ct, b).
For exan1ple, let y= j(.t·) be continuou s and continual ly increase frotn A_
to B ~ts x· passes from ct to b.
Then to every value of y in (A, B) there correspon ds one and only one
value of .v in (a, b). [§ 31, Theorern II.]
This value of x is a function of y-say ¢(y,J, 'vhich is itself continual ly
increasing in the interval (A, B) .
...Y

'Yo-'Y]1 - - - -- - - - - - - - - -- I

oL-----~----------~----~----~------~b~--x
a X 0-E .X0 X 0 f-E
FIG. 7.

The function ¢(y) is called the inverse of the function .f(x).

We shall no\v sho'v that ¢ (y) £s ct conti?nlous jnnction of :lf in the interval
in which it is defined.
For let y 0 be any nu1nber bet-ween A and B, and /Co the correspon ding
value of .v. Also let E be an arbitrary positive nun1ber such that .':Co- E and
.'{,'o + E lie in (a, b) (Fig. 7).

·Let y 0 -YJ 1 and y 0 +YJ 2 be the correspon ding values of p.

Then, if the positive number 1J is less than the srnaller of 1] 1 and17 , it is
2
clear that jx-.v0 < E, when l,y-y0 J ~ 1).
J

Therefore I¢(y)- ¢(y0) I < E, 'vhen Jy- Yo!< YJ·

Thus ¢(y) is continuou s at Yo·
A similar proof applies to the end-point s A and B, and ~t is obvious that
the same argurnen t applies to a function 'vhich is n1onotonic in the stricter
sense and decreasin g.

* Cf footnote, p. 39.
 LilVIIrrs AND CONTINUI'TY 69
The functions sin- 1 J;, cos- 1 x, etc., thus arise as the inverses of the functions
sin x· and cos x, 'vhere 0 <::: ~x < !1r, and so on.
In the first place these appear as functions of y, nan1ely sin -I y, 'v here
0-<:: y <::: 1, cos- 1 y, 'vhere 0 < y < 1, etc. The sy1nbol y is then replaced by
the usual syrnbol .x for the independent variable.
In the san1e \vay log .v appears as the inverse of the function ex.
There is a sin1ple rule for obtaining the graph of the inverse function
f- 1 (:r) when the graph of f(x) is known. f- 1 (x) ~·s the irnage of f(x) in the
l£ne .?1 =~r:. The proof of this n1ay be left to the reader.
The following theoren1 n1ay be con1pared 'vith that of § 26 (IV.) :
Let f( ~t) be a continuous fnnction, rnonotonic in tfte strictm· sense, Gtnd let
.Lt j[ 4>(.~:)] =/(b).
X--*a

Then Lt 4>(x) ex-ists and ~·s equal to b.

A strict proof of this result n1ay be obtained, 1·elying on the property

proved above, that the in verse of the function /( tt) is a continuous function.
The theoren1 is aln1ost intuitive, if we are pern1itted to use the graph
of f( ~t ). The reader is fan1iliar 'vith its application in finding certain
lin1iting values, where logarithn1s are taken. In these cases it is shown
that Lt log u =log b, and it is inferred that Lt 1l =b.*

36. I_.~et the bounded function f(x), given in the interval (a, b), be such that
this interval can be divided up into a finite nurnber of open partial
intervals, in each of ·which y
J'(x) is rnonotonic.
Suppose that the points
x1,.~· 2 , ... .x·n-1 divide this in-
terval into the open intervals
(a, .~v 1 ), (x·u x 2), ... (xn_1 , b),
in \V hich f(~r:) is n1onotonic.
Then \Ve know that f(x) can
only have ordinary discon-
tinuities, \vhich can occur at
the points a, Xu x 2 , ... •Xn-l, b,
and also at any num bet' of
points 'vithin the partial
n tervals. (§ :34.) o~----~----~----~----~----~b-----x
a x1 X2 X3
I. Let us take first the FIG. 8.
case where ~f(r:) IS con-
tinuous at a, .'t'u •.• Xn_ 1 , b, and alternately n1onotonic increasing and
decreasing. To 1nake n1atters cle.arer, we shall assun1e that there are
only three of these points of section, natnely .x1 , .x·2 , x 3 , f(x) being monotonic
i-rwrreasing in the first interval (a, .x1), decreasing in the second, (.x 1 , .x2),
ctnd so on (Fig. 8).

* Cf Hobson, l~lctn'e Triyononzetry, (:3rd Ed.), p. 1:30.

70 FU-NCTIONS OF A SINGLE V AltiABLE

It is obvious that the intervals 1nay in this case be regarded as closed,

the monotonic character of f(x) extending to the ends of each.
Consider the functions F(x), G(JJ') given by the follo·wing schen1e :

F(x) G(x·)

j(:c) 0

x 1<x<x·
- - 2

It is clear that F(.1J) and G(x) are 1nonotonic ~·ncreasing in the closed
interval (a, b), and that.f(x)=F(x)- G(.1:) in (a, b).
If f(x) is decreasing in the first partial interval, 've start 'vith
F(:)J)=f(a), G(x)-f(a)-f(.x), when a <x<x'u
and proceed as before, i.e. 've begin with the second line of the above
diagran1, and substitute a for x 1 , etc.
Also, since the function J(.-v) is bounded in (a, b), by adding sorne nun1Ler
to both F(x) and G(x), \Ve can n1ake both these functions positive if, in the
original discussion, one or both were negative. ·
It is clear that the process outlined above applies equally \vell to n partial
intervals.
We have thus sho,vn that when the bounded .funct-ion f(x), given in the
interval (a, b), is such that tlds interval can be divided up 'into a finite nun~ber
of partial intervals, f(x) being alternately 1nonotonic increasing and 1nono-
tonic decreasin,q in these intervals, and continnous at their ends, then 10e can
exp?·ess f( x) as the dij'erence
y
o.f two (bounded) .f~tA~ctions,
~ ·wh~'ch are posit?:ve and 1nono-

~:
:v v: tonic increasing in the ~·nter­
I

val (a, b).

I
I
I
I
II. There re1nains the case
I
I 'vhen son1e or all of the
points a, X' 1 , X'2, • • • X'n-l, b
are points of discontinuity
of .f(x), and the proviso that
the function is alternately
o L__ _-~. _ _...~...- _ __;___ ___.x___b-;---- x n1onoton ic increasing and
a x1 x2 s
decreasing is dropped.
v\Te can obtain fro1n j(tc)
a ne'v function q)(.r), 'vith the se:u11e n1onotonic properties as .f(.'C) in the open
partial intervals ( ct, .1J1), (x1, .1J2), ••• (.1:n-I, b), but continuous at their ends.
The process is obvious frOlll }--,ig. 9. vVe need only keep the first part of
the curve fixed, n1ove the second up or clo,vn till its end-point (.1J 1 , .f(.x1 +0))
 LIMITS AND CONTINUITY 71
coincides \vith (x1 , f(~~ 1 - 0) ), then proceed to the third curve and n1ove it up
o1· clown to the ne\v position of the second, and so on.
If the values of j(J::) at a, x 1 , x·2 , ••• Xn-b b are not the san1e as
f(ct+O), f(x· 1 +0) or .f(x·1 -0), etc.,
\Ve n1ust treat these points separately.
In this \vay, but arithn1etically,* we obtain the function cp(x) defined as
follo·ws:
In cp(x)=f(x), supposing for clearnessf'(a)=f(a+O).
At ¢(x) = f(x) + a..l.
In .r1 < x < JJ 2 , cp(x) f(x) + a 1 + a2 •
At x2 ¢(x) =f(.x) + a..l + a2 + a3.
And so on,
au a 2 , a 3 , ... being definite nun1bers depending on f(.t~ 1 ± 0), f(x 1 ), etc.
\Ve can no'v apply the theoren1 proved above to the function ¢(a:) and
\Vl'ite cp(x·)=cl>(x)-'l'(x) in (a, b),
cl>(.x-) and 'l'(.x) being positive and monotonic increasing in this interval.
It follows that :
In f(.x) = <P(x)- 'tJ!(x).
At .xl f(x)= <P(x)- 'tJ!(x)- a 1 •
In x 1 < .'C < .x·2 , .f(x)=<P(x)- 'tJ!(.x)- a 1 - a 2 •
And so. on.
If any of the terrns a 1 , a 2 , • • • are negative we put then1 with <I> (:v) :
the positive terrns \ve leave 'vith 'l'(x). Thus finally \Ve obtajn, as before,
that j(x)=F(x)- G(x) in (a, b),
where F(.x) and G(x) are positive and n1onotonic increasing in this interval.
We have thus established the irnportant theoren1 :
I.l the bo~t;nded .f~tnct£on j(:v), given in the interval (a, b), is such that tin's
interval can be div£ded tttp into a finite nnrnber of open partial intervals,
in ectch of wldch f(x) is 1nonotonic, then we can exp?·ess f(x) as the diffe?·ence of
two (bo~tnded) f~tnch'ons, 'lvhich cM·e pos£tive and 1nonotonic £ncreasing in the
interval (a, b).
Also it 'vill be seen fron1 the above discussion that the discontinuities of
F(x) and G(.x·), \Vhich can, of course, only he ordinary discontinuities, can
occur only at the points where .l(x) is discontinuous.
It should, perhaps, also be added that, while the n1onotonic properties
ascribed to f'(x) allo\v it to have only ordinary discontinuities, the nu1nber
of points of discontinuity n1ay be infinite (§ 34).

37. Functions of Several Variables. So far we have dealt

only with functions of a single variable. If to every value of x
in the interval a< x < b there corresponds a number y, then we
-x- It will be noticed that in the proof the curYes and clhtgrams are used si1nply
as illustrations.
72 FUNCTIONS OF A SINGLE VARIABLE

have said that y is a function of x in the interval (C'-', b), and vve
have \vritten y=f(x).
The extension to functions of tv.ro variables is iminediate : -
To every 1Jair of values of x a./ncl y, s-uch that
a -< x -< a' ' b -Y-
< < b'
- '
let there co?"reslJOnLi ct nun1berr> z. 1·'1~e1~ z is said to be a j'unct,io?1
of x a/nd y i11 this clorntai1t, ancl tve W?"ite z = f( x, y ).
If we consider x and y as the coordinates of a point in a
plane, to every pair of values of x and y there corresponds a
point in the plane, and the region defined by a< x <a', b <:::: y < b'
will be a rectangle.
In the case of the single variable, it is necessary to distinguish
between the ope11 interval (a< x <b) and the closed interval
(a< x <b). So, in the case of two din1ensions, it is well to
distinguish between ope11 and closed domains. In the forn1er
the boundary of the region is not included in the don1ain; in the
latter it is included.
In the above definition we have tak~en a rectangle for the
do1nain of the variables. A function of two variables 1nay be
defined in the san1e way for a don1ain of whicl1 the boundary is
a curve a: or again, the domain l11ay 11ave a curve a for its
external boundary, and other curves, 0', 0", etc., for its internal
boundary.
A function of three variables, or any number of variables, will
be defined as above. For three variables, we can still dra\v
upon the language of geometry, and refer to the domain as
contained within a surface S, etc.
We shall now refer briefly to some properties of functions
of t\VO variables.
A function is said to be bo1L11ded in the don1ain in which it is
defined, if the set of values of z, for all the points of this domain,
forms a bounded aggregate. The uppe?" and loweT bou1~cls,
M and ?n, and the oscillatio11, are defined as in § 24.
f( x, y) iB sc'-'icl to httVe the limit l as (x, y) tends to ( x 0 , y 0 ),
whe'fi,, any positive 11/tL?r~ber;" € havi11,q bee11 chosen, as S1YtJl.~ll as we
1Jlease, therr·e is a 1Jositive ?tuntbe?~ 17 stttch that lf'(x, y) -ll < € fo1~

all valtttes of (x, y) fo?" 1vhich

Ia~-Xo I< 1, IY-Yo I< 1J
1 Cl./ncl 0 <I X-Xo 1+1 Y -Yo~·
 73
In other words, I f(x, y) -ll rnust be less than € for all points in
the square, centre· (x0 , y 0 ), "vhose sides are parallel to the co-
ordinate axes and of length 21J, the centre itself being excluded
from the dornain.
A 'necessary and sujficie1~t co'nditio1t joT· the existence of a lirnit
to f(x, y) c~;s (x, y) te1·~ds to (x 0 , y 0 ) ,is that, to the arrbitrarr·y
posit~ive 11u1nber €, there shall corrrespo1t-cl a 1Josit~ive nu1nber
1J such that !f( x', y')- f(x", y") I <
€, whe1"e (x', y') c~;ncl (x", y") a1"e

a1ty two .Poi11Jts otheT tha1t (x 0 , :lfo) i11 the square, ce11tre (x 0 , .y 0 ),
whose sides are pcLrallel to the coorclinate axes and of le11gth 21J.
The proof of this theorern can be obtained in exactly the san1e
way as in the one-dimensional case, squares taking the place
of the intervals in the preceding proof.
A function f(x, y) is said to be continuous "vhen x == x 0 and
y == y 0 , if f(x, y) has the lin1it f(x 0 , y 0 ) as (x, y) tends to (x 0 , y 0 ).
Thus, f(x, y) is co11t~inuous when x == x 0 · CiJ1tcl y == y 0 , iJ: to the
arbit~rary positive nu1nber €, there corresponds c~; positive 1~uTnber
1J such that !f(x, y)- f(x 0 , y 0 ) I< € for all values of (x, y) fo~r
tvhich lx-x 0 1<1J and jy-y 0 ]<1J.
In other words, I f(x, y)- f(x 0 , y 0 ) I must be less than € for all
points in the square, centre (x 0 , y 0 ), whose sides are parallel to
the coordinate axes and of length 21J.*
It is convenient to speak: of a function as continuous at a
poi'nt (x0 , y 0 ) instead of when x == x 0 ancl y ==Yo· Also when a
function of two variables is continuous at (x, ·y), as defined above,
for every point of a domain, we shall say that it is a continuous
function of (x, y) in the don1ain.
It is easy to see that vve can substitute for the square, with
centre at (x 0 , y 0 ), referred to above, a circle "\vith the sarne centre.
The definition of a lin1it "vould then read as follo,vs:
f(x, y) is said to have the li1nit l a,s (x, y) tend to (x 0 , y 0 ), if', to
the arbitrary positive 111(;1/tbe?" E, there correspo11ds a 1Jos·itirve
n1(;1nber 1J such that If (x, y) -ll < € joT· all 1.Jalues of' (x, y) jo1"

wh~ich 0 < 1 (x-x0 ) + (y -y 0 ) < 1J·

2 2
1

If a function converges at (x 0 , y 0 ) according to this definition

(based on the circle), it converges according to the former defini-
*'There are obvious changes to be n1ade in these staten1ents when we are dealing
with a point (x 0 , y 0 ) on one of the boundaries of the don1ain in which the function
is defined.
74 FUNCTIONS OF A SINGLE VARIABLE

tion (based on the square); and conversely. And the limits 1n

both cases are the san1e.
·Also continuity at (x0 , y 0 ) would now be defined as follows:
f(x, y) is co1~f.i1vno~~s
at (x 0 , y 0), if, to the arbitrary positi~ve
n.~~mber e, there cor?"esponds a positive 1~1~rnber 1J such thal
lf(x, y)- f(x 0 , y 0 ) I< € for all values of (x, y) for 1vhich
0 <I (x-xo)2+(y -~yo)21 < 1J·
Every function, which is continuous at (x 0 , y 0 ) under this
definition, is continuous at (x 0 , y 0 ) under the for1ner definition,
and conversely.
It is irnportant to notice that if a function of x· and .?1 is continuous \Vith
respect to the t\vo variables, as defined above, it is also continuous when con~
sidered as a function of x alone, or of ;l} alone.
For exan1ple, let .f(~?::, y) be defined as follows :

:x.Y ')'
/ (x, .~?') = .x. . +y"" -when at least one of the variables is not zero,
{
.f(O, 0)=0.
Then f(x, .?J) is a continuous function of x, for all values of x, \vhen .?1
has any fixed value, zero or not ; and it is a continuous function of .?J, for all
values of y, \vhen .1J has any fixed value, zero or not.
But it is not a continuous function of (x, y) in any don1ain \vhich includes
the origin, since ./(x', y) is not continuous when x=O and y=O.
For, if \Ve put .?;=?'COS a, y=rsin (), \Ve have.f(.v, y)=sin2(), \Vhich is inde-
pendent of 1·, and varies fron1 - 1 to + 1.
Ho,vever, it is a continuous flu1ction of (:.r, y) in any domain \vhich does
not include the origin.
On the other hand, the function defined by
2
.j( ;1:,1/
f .
f(x, .Y)
. X +y2
), when a.t least one of the variables is not zero,
lJ(O, 0)=0,
is a continuous function of (.x:, .Y) in any dornain \vhich includes the origin.
The theoren1s as to the continuity of the sun1, product and, in certain
cases, quotient of t'vo or n1ore continuous functions, given in § 30, can be
readily extended to the case of functions of t\vo or n1ore variables. A
continuous function of one or n1ore continuous functions is also continuous.
In particular \ve have the theoren1:
Let ?t=cp(.x, y), v="{f(:-c, y) be contin1tous at (.~r 0 , y 0), and let u 0 =cp(.'{:0 , y 0 ),
Vo='Vr(.xo, .Yo)·
Let z-f( ?t;, v) be continuGus 1'n (?t, ~') a,t (1t 0 , v0 ).
Then z= f[ cp(x, y), t(.x, y)] £s continuous 1'n (.v, y) at (.'{'0 , .?J0).
Further, the genera1 theore1ns on continuous functions, proved in s:31,
~1olcl, \Vith only verbal changes, for functions of t\vo or n1ore variables.
 LIMITS AND CONTINUITY 75
For exan1pl~ :
If a function of t1vo Vet/riables z's contin~lous at every point of a closed clon7-a-in,
it is 'ltn~f'ornzly cont£nuons in the do1nain.
In otlw1· words, when the positive n1onbe1· E has been chosen, as srnall as we
please, there is a positi·ve nun~be1· YJ s1wh tl2at \f(.x', y') -f(.t;'', y'') \ < E, when
(:.v', y') ctnd c~z/', ,y'') are an:lJ two poi·nts in the do?nain for which
"/{ (.'C'- x")2 + (y'- y'')2} < 1].

REFERENCES.
DE LAvALLEE PousslN, lac. cz't., T. I. (3e ed.), Introduction, § 3.
(JoURSA'r, lac. cit., T. I. (3e eel.), Ch. I.
HARDY, loc. cit. (2nd Ed.), Ch. V.
OsGooD, Leh1·buch cler F'ltnlctz'anentlwarie, Bel. I., Tl. I., Kap. I., Leipzig,
1907.
PIERPON'r, Tlwa1·y of J?,unct~'ons of Real Variables, Vol. I., Ch. VI.-VII.,
Boston, 1905.
And
PRtNGSHEIM, "Grundlagen der ailgeu1einen Funktionenlehre," Enc. d. 1nath.
TViss., Bd. II., Tl. I., Leipzig, 1899.
 CHAPTER IV

THE DEFINITE INTEGR,AL

38. In the usual elementary treatn1ent of the Definite Integral,

defined as the limit of a sum, it is assu1ned that ·the function of x
considered ma~y be represented by a curve. 1,he lin1it is the
area between the curve, the axis of x and the two bounding
ordinates.
For long this demonstration "\Vas accepted as sufficient. To-day,
however, analysis is founded on a more solid basis. No appeal
is Inade to the intuitions of geometry. Further, even among the
continuous functions of analysis, there are many "\vhich cannot
be represented graphically.

E.g. let f(x)==xsin!, when X~ o,l

and /(0)=0. x J
Then f(x) is continuous for every value of x, but it has not a
differential coefficient 'v hen x == 0.
It is continuous at ,x=O, because
l.f(,x) -.f(O)! = lf(.x) I< IxI;
and lf(x)- f'(O) I< E, \Vhen 0 <I x 1<~q, if 17 <E.
Also it is continuous 'vhen ,x ~ O, since it is the product of t·wo continuous
functions [ cf. § 30].
It has not a differential coefficient at ,x=O, because
/(h) -/(0) 1
' Jt. =Sll1 k'

and sin 1/h has not a lirnit as A~O.

It has a differential coefficient at every point \vhere .-r ~ 0, and at such
points ., . 1 1 1
•
f (-'r) = s1n -- ---cos --.
/C ,1; ,'~:

76
 THE DEFINITE INTEGRAI~ 77
More cu1·ions still, \}\T eierstrass discovered a function, 'vhich is
continuous for every value of x, while it has not. a differential
coefficient anywhere.* rrhis function is defined by the sum of
the infinite series oo
~ ancos bn7rX
~
0
'
a being a positive odd integer and b a positive nurnber less than
unity, connected with a by the inequality ab 1 +t1r.t >
Other examples of such extraordinary functions have been
given since Weierstrass's time. And for this reason alone it
would have been necessary to subs~itute an exact arith-
metical treatment for the traditional discussion of the Definite
Integral.
Riemann~~ was the first to give such a rigorous arithmetical
treatment. The definition adopted in this chapter is due to him.
The limitations imposed upon the integrand f(x) will be indicated
as we proceed.
In recent years a more general definition of the integral has
been given by Lebesgue,§ and extended by others, notably
de la Vallee Poussin and W. H. Young, the chief object of
Lebesgue's 'vorlc being to remove the lin1itations on the integrand
required in Riemann's treatment.
39. The Sums S and s.ll Let f(x) be a bounded function,
given in the interval (a, b).

*It seems itnpossible to assign an exact date to this discovery. vVeierstrass

hin1self did not at once publish it, but comn1unicated it privately, as 'vas his
habit, to his pupils and friends. Du Bois-Reyn1ond quotes it in a paper published
in 1874.
t Hardy has shown that this relation can be replaeed by 0 < ct < 1, b > I
and ab > 1 [cf. Trans. Anzer. -11fath. Soc., 17, 1916]. An interesting discussion of
Weierstrass's function is to be found in a paper, "Infinite Derivates," Q. J. 1lfath.,
London, 47, p. 127, 1916, by Grace Chishohn Young.
:!: In his classical paper, "tiber die Darstellbarkeit] einer Function duTch e~ne
trigonmnetrische Reihe." See above, p. 9.
But the earlier work of Cauchy and Dirichlet n1ust not be forgotten.
'T
§Of. Lebesgue, Leqons sur l' lntegr·ation, Paris, 1904;. de la allee Poussin,
Integrates de Lebesgue, Paris, 1916. And papers by Bliss and Hildebrandt in
Bull. A1ner . .lvfath. Soc., 24, 1917.
\lThe argun1ent which follows is taken, 'vith sHght n1oclifications, fron1 Goursat's
Omt1~.s cl'Analyse, T. I. (3e ed.)/pp. 171 et 8efJ.
78 THE DEFINITE INTEGRAL

Suppose this interval brok:en up into 11 partial intervals

(a, x 1 ), (Xu x 2), •.• ( xn-l, b),
where a< < x 1 x 2 ••• < xn_1 <b.
I~et M, ?11 be the upper and lower bounds of f(x) in the whole
interval, and ~., 1111' those in the interval (Xr.-I, Xr), writing a= x 0
and b=xn.
·Let S=M1 (x 1 -a)+1V/2 (x2 -xi)+ .... +M-n(b-xn-I)~\
and 8 = Tni (x 1 - a )+?n. 2 (x 2 - xi)+ ... +n1n (b- xn-I).f ·

'fo every mode of subdivision of (a, b) into such partial

intervals, there corresponds a sum S and a sum 8 such that
s<s.
The sums S have a lower bound, since they are all greater than
m(b-a), and the sun1s shave an upper bound, since they are all
less than M(b-a).
Let the lower bound of the sums S be J, and the upper bound
of the sums 8 be I.
We shall now show that I< J.
Let a, x 1 , x 2 , ••• xn_ 1 , b
be the set of points to "r hich a certain S and 8 correspond.
Suppose some or all of the intervals (a, xi), (xi, x 2 ), ..• ( xn -I, b)
to be divided into srnaller intervals, and let
a., YI, Y2, · · · Y1:-u XI, y,,~, y,,~+I, · · · Yz-I, X2, Yz, · · · b
be the set of points thus obtained.
The second n1ode of division will be called con8ecutil've to the
first, 'vhen it is obtaiued fro1n it in this "\\ray.
Let L, ( j be the surns for the new division.
Compare, for exarnple, the parts of S and L which come from
the interval (a, xi).
Let M'I, 111 1 be the upper and lower bounds of f(x) in (a, YI),
1

1J1'2 , 1n'2 in (yi, y 2), and so on.

'rhe part of L which comes from (a, x 1 ) is then
M I ( y I - ai) + ]Jf 2( y2- y I) . .. + M 7: (XI - y ~~-I).
1 1 1

But the numbers M'1 , M'2 , ... cannot exceed MI.

Thus the part of L which we are considering is at most equal
to MI (xi- ct).·
Similarly the part of L 'vhich comes from (x1 , x 2) is at n1ost
equal to M2 (x 2 -x1 ), and so on.
 THE DEFINITE INTEGRAL 79
Adding these results we have L < S.
Si1nilarly vve obtain () =>- &.
Consider 1:ow any two n1odes of division of (a, b).
Denote them by
a, X1, X 2 , ••• Xm-u b, with sun1s S and s, .... ... (1)
and a, y1 , y2, ••• Yn-u b, with sums l3' and s'. ....... (2)
On superposing these two, ·we obtain a third n1ode of division (3),
cor;~secuti~'e to both ( 1) and (2).
Let the sun1s for (3) be L and a-.
Then, since (3) is consecutive to (1 ),
S>L and a- >s.
Also, since (3) is consecutive to (2),
f.Q,' >- L and > I
G"==S·

But L >a-.
Therefore S >- s' and S t> R
_t.:.

Thus the sum S arising frorn any n1ode of division of ( ct, b) is

not less than the sum s arising fro1n the same, or any other, mode
of division.
It follows at once that I< J.
For we can find a sun1 s as near I as we please, and a sum S
(not necessarily from the same n1ode of division) as near J as we
please. If I>J, this would involve the existence of an sand an
S for which s>S.
The argu1nent of this section will offer less difficulty, if the ·reader follow
it for an ordinary function represented by a curve, 'vhen the sums 8 and s
'vill refer to certain rectangles associated with the curve.

40. Darboux's Theorem. The S1l.llns S ancl s te1~cl T'espectively

to J ar;~d I, whe1~ the points of clivis~ion aT·e mttltiplied inde-
finitely, in sttch a ~vay that all the parrtial i1~tervals teT~cl to ze?'"O.
Stated 1nore precisely, the theorem reads as follows:
If the positive 1~1-~mber e is chosen, as small as we please, there
iB a positive r;~uTnber;'" 1J Buch that, for all ntodes of diviBion in
which all the partial ir;~ter;'"valB aT·e less than or eqttal to 17 , the
sttm S is greater thcin J by ~ess than e, and the S1)/n~ s is sr;naller;"
than I by less than e.
I...~et e be any positive nun1 ber as s1nall as "re please.
80 THE DEFINITE INTEGRAL

Since the sums S and 8 have J and I for lower and upper
bounds respectively, there is a 1node of division such that the
sum S for it exceeds J by less than ~f.
r~et this l110de of division be
((;, ((;1, a2, ... ((;p-1, b, with sums 81 and 81 . . . . . .. (1)
Then < 8 1 J + :}€.
Let 17 be a positive nuinber such that all the partial interval
of (1) are greater than YJ·
Let
C(;=X 0 , x 1 , x 2 , ••• xn_ 1 , b=x1P with sums 8 2 and s2 , ••• (2)
be any Inode of division such that
(x1.-x1'_ 1 )<1J, when rr·=1, 2, ... n.
'fhe mode o£ division obtained by superposing (1) and (2), e.g.
a, x 1 , x 2 , a1 , x 3 , a 2 , x 4 , ••• xn_ 1 , b, -vvith sun1s SH and 8 3 , ••. (3)
is consecutive to (1) and (2 ).
Then, by § 39, we have s1 ::>- 83.
But 81 <J+~€.

rrherefore s3 < J+~€.

Further,
82-83 = ~ [ M(xr-1' Xr) (xr- x1.-1)- M (xr-1, a,.)( a,,~- Xr-1)
- M( ak, xr)(xr- a 7J],
11
M(x', x") denoting the upper bound of f(x) in the interval (x', X ),

and the symbol ~standing as usual for a summation, extending

in this case to all the in.tervals (x1._ 1 , X 1.) of (2) -vvhich have one of
the points al' a 2 , ••• ap_ 1 as an internal point, and not an end-
point. From the fact that each of the partial intervals of (1) is
greater than 17, and that each of those of (2) does not exceed 17 ,
vve see that no two of the a's can lie bet"!een two consecutive x's
of (2).
There are at most ( p -1) terms in the summation denoted
by ~. Let lf(x) I have A for its upper bound in (a, b).
We can rewrite 8 2 -83 above in the form
82- SP> = ~[ {M (xr-1' xr)- Jlf(xr-1' a,)} (a,~- Xr-1)
+ {1J1(x1.-I, x1.) -M(ak, xr)}(x1.-ak)].
But {M (x1._ 1, xr)- M (xr- 1, a,.)} and {M (xr_ 1, X M( a7,~, xr)}
1. ) -

are both positive or zero, and they cannot exceed 2A.

 THE DEFINITE INTEGRAL 81

rrherefore 82- s3-<= 2AL(Xr- Xr-1),

the sumination having at 1nost ( p- 1) tern1s, and ( Xr- Xr_ 1 ) being
at most ec1ual to 11·
rrhps 8 2 -83 ~ 2 (p -1 )AlJ.
Therefore < J + i€+ 2(JJ -l)ArJ,
82
since vVe have seen that 8 < J + ~€.
3

So far the only restriction placed upon the positive number r;

has been that the partial intervals of (1) are each greater than YJ·
We can thus choose YJ so that
€
< 4(p -l)A.
r;

\Vith such a choice of r;, 8 < J +f. 2

Thus we have show-n thctt forr any rn~ode of d~ivision such that
the grecttest of the pctrtictl intervals is less tha11, or equal to a
certain positive 1?/U/Jnbe?" r;, dependent on E, the S1L?Yi 8 exceeds J
by less than E.
Si1nilarly for s and I; and it is obvious that 'Ne can n1ak:e the
same l7 satisfy both S and s, by taking t.he s1naller of the two to
which we are led in this argument.

41. The Definite Integral of a Bounded Function. We now

come to the definition of the definite integral of a bounded
function f(x), given in an interval (a, b).
A bo1tncled f11/n ction f ( x ), given i1~ the i1~tervctl (a, b), is sctid
to be integ?Ytble in that interval, when the lower bo1tncl J of the
S1L?ns S anrZ the upper bound I of the su11~s s o.f § 39 ctre eq1.~Lctl.
1 he co1n1no1~ val1~;e of these bounds I ctnd J is called the
1

.defi'nite irntegral of f(x) between the lirnits a ancl b, ancl1:s writte1~

(f(x) dx. *

It follows from the definition that Jb j(x)clx cannot be greater

a,

than the sum S or less than the sum s corresponding to any

* The bound J of the sun1s S is usually called the upper integral off (x)
and the bound I of the sums s the lower integral.
C. I F
82 THE DEFINITE INTEGRAL

n1ode of division of (a, b). ~rhese forrn approxin1ations by excess

and defect to the integral.
We can replace the surns
S = JJ11 (x1- a)+ 1lf2 (x 2- x 1) + ... + lYin ( b- xn_1), l
s = n~ 1 (x1- a )+11~ 2 (x 2 - x 1) + ... + 1nn(b- xn_1), J
by more general expressions, as follows :
Let f 1 , f 2 , ••• f 1., ••• fn be any values of x in the partial intervals
(a, x 1), (x1, x 2), ... (xr-u Xr), ... (xn_1, b) respectively.
'rhe sun1
f(f1)(x1- a)+ f(f2)(x2- xl) + · · · + f(fn)(b- Xn-1) · · • · · .. (1)
obviously lies between the su1ns S and s for this rnode of division,
since we have ?1~1 • <J(t1.) < M 1• for each of the partial intervals.
But, when the number of points of division (x1.) increases in-
definitely in such a "vay that all the partial intervals tend to
zero, the sums sand 8 have a common limit, namely f(x)clx.
Therefore the sun1 (1) has the sa1nelin1it. a
r
Thus we have shown that, for an integrable function .f(x),
the sun1 f(f1)(x1- a) +.f(f2)(x2- x1) + ··· +~f(fn)(b- Xn-1)

hcts the definite integral J: j( x) dx for its limit, when the n1t1nbe1·
of points of divisio1~ (x 1.) increases incleji11itely i11 st~.;ch a ~vay
that all the partic~l inte1·val8 te11d to zeT·o, f 1 , f 2 /. • • being ctny t:n
values o.f x in these paT·tial inteT·vals. *
In particular, we may tak:e a, x 1, x 2, ... o~n-l, or x 1, x 2, ... X 11 _ 1 , b,
for ~he values of f 1 , f 2 , ••• fn·

42. Necessary and Sufficient Conditions for Integrability.

Any one of the following is a necessary and sufficient condition
for the integrability of the bounded function f(x) given in the
interval ( ct, b):
I. When any positive ntt~.;?nber € has been chos~l'n, as sn1all as
~we please, there shall be a positive ~nt~.;n1be?'"' 17 srttch that S- s € <
fa?~ every mode of division of (c~, b) i1~ which ctll the 1Jartial
intervals are less tha·n or equctl to YJ·

*We may substitute in the above, for /(~ 1 ), j(t,2 ), ... f(tn), any yalues !-'-1 , !-'-2 , ... 1-'-n
intermediate bet-ween (M 1 , 1n1 }, (.Ll£2 , 1n 2 ), etc., the upper and lo,ver hounds of j(x}
in the partial intervals.
 THE .DEFINITE INTEGRAL 83

We have <
S- s E, as stat,ed above.
But l-3 > J and s < I.
Therefore J-I <€.
And. J must be equal to I.
Thus the condition is ·sufficient.
Further, if I= J, the condition is satisfied.
For, given €, by Darboux's rrheore1n, there is a positive .nu1nber
r; such that S- J < <
if and I-s if for every n1ode of division
in which all the partial intervals are less than or equal to YJ·
But S-s=(S-J)+(I -s), since I =J.
Therefore
II. Whe1~ an.y positive ntt~?nbe?" f has been chosen, as s?nall as
U'e please, there shall be a ?J~ode of division of (a, b) such that
S-s <f.
It has been proved in I. that this condition is sufficiernt. Also
it is necessary. For we are given I._J, asf(x) is integrable, and
we have shown that in this case there are any number of modes
of division, such that S- s €. <
III. Let w, a be any pair;· of positive nun~bers. There shall be a r;node of
di-t:ision o.l (a, b) such that the sura of the lengths o.l the partial //ntervals in
1.ol~1:ch the osm'llation is gr;·eater thrtn or eq~tal to w sludl be less than a-.*
This condition 1s sz~tficient. For, having chosen the arbitrary positive
number E, take E E
a-= 2(J}/- m) and w= 2(b- a)'

'vhere M, r;n are the upper and lower bounds respectively of f(x) in (a, b).
Then there is a n1ode of division such that the stun of the lengths of the
partial intervals in \vhich the oscillation is greater than or equal to w
shall be less than a-. Let the intervals (.xr-l, .X1.) in which the oscillation
is greater than or equal to w he denoted by Dn and those in which it is
less than w by d1., and let the oscillation (.1~. -?n1.) in (:r1._1 , .xr) be denoted
by w1••
Then we have, for this n1ocle of division,
S- s = '2(u 1.Dr + "2w 1.d?.
. E E
<(M- m) 2(-Lll-r;n) + 2(b- a) (b- a)
E E
< 2 + 2
< E,

and, by II., f(.r) is integrable in (a, b).

* Cf. Pierpont, 'Pheory of Fttnctions of Rectl Variables, Vol. I., § 498.

84 THE DEFINITE INTEGRAI.J

Also the condition is necessar,y. For, by II., if f(.:r) is integrable in (a, b),
there is a n1ode of division such that S- s < Wif. 1J Ring 1) dr as above, 1.,

S- S= ~W 1 .Dr+ ~(u,.dr
>'-'
==...:.JWI. D ·r
> w~_D?..
Therefore (uU"> w~Dn
and "21)1. < (J',

43. Integrable Functions.

I. If f(x) is contir;tuous in (a, b), it is in (a, b). i1~tegrable
In the first place, ,,ve l{now that f(x) is bounded in the interval,
since it is continuous ~n (a, b) [cf. § 31].
Next, we l{no'v that, to the arbitrary positive number €, there
corresponds a positive number YJ such that the oscillation of f(x)
is less than € in all partial intervals less than or equal to 17
[cf. § 31].
N O\V we ·w. ish to show that, given the arbitrary positive
number €, there is ct mode of division such that S- s € <
[§ 42, II.]. Starting with the given €, we know that for E/(b- a)
there is a positive number r; such that the oscillation of f(x) is
less than E/(b- a) in all partial intervals less than or equal to YJ·
If we talce a mode of division in which the partial intervals
are less than or equal to this 17, then for it we have
€
S-s<(b-ct)b --==€.
-a
Therefore j(x) is integrable in (a, b).
II. If f( x) is r;nonotorr~ic i11 (a, b), ~it is i11tegrable in, ( ci, b).
In the first place, we note that the function, being given in the
closed interval (a, b), and being monotonic, is also bounded. We
shall talce the case of a monotonic increasing function, so that
we have
for the mode of division given by
a, x1 , x2 , ••• xn-l, b.
rrhus we have
S==f(x1)(x1 -a)+.f(x2)(x2 -x1 ) ••• +f(b)(b-xn_1), l
s==f((~) (xl-a)+f(xl)(x2-xl) ··· + f(xn-l)(b-xn-I).J
Therefore, if all the partial intervals are less than or equal to 17 ,
S- s < r;[f(b)- f( a)],
 rrHE DE~FINITE INTEGRAL 85

f (x1)-J'(ct),
1

since f(x 2 ) - f(x 1), •.• f(b)- f(xn_ 1)

are none of them negative.
€
If vve take
17 <f(b)- f(a)'
it follo,vs that S-s <f.
Thusf(x) is integrable in (a, b).
T'he same proof applies to a monotonic decreasing function.
We have seen that a monotonic function, given in (a, b), can
only have ordinary discontinuities, but these need not be finite in
s
nun1ber ( cf. 34 ). We are thus led to consider other cases in
which a bounded function is integrable, vvhen discontinuities
of the function occur in the given interval. A simple test of
integrability is contained in the following theorem:
III. A bou1~ded j'u?~ctiiOYi is ~i1~tegrctble i'n (a, b), 1vhen all ,its
poin~ts of cliscontiTI/lLity i1i ( ct, b) ccLn be e1~closed i'n a ji11ite
1~ttn1berr of ir;~tervctls the surn of ~vhich is less tha?i a11y arbitrary
positive ?l urnber.
Let f be any positive nurnber, as sn1all as vve please, and let
the upper bound of lf(x) I in (a, b) ~eA.
By our hypothesis we can enclose all the points of discontinuity
of f(x) in a finite nurnber of intervals, the su1n of which is
less than E/4A.
The part of S- s coming fron1 these intervals is, at 1nost, 2A
multiplied by their sum.
On the other hand, j'(x) is continuous in all the remaining
(closed) intervals.
We can, therefore, breal<: up this part of ( ct, b) in to a finite
number of partial intervals such that the corresponding portion
<
of S -s !f (cf. I.).
r_rhus the con1bined mode of division for the whole of (a, b)
is such that for it S- s < f.

Hence j'(x) is integrable in (ct, b).

In particular, ct bouncled jtL?1ction, with 01ily C(; jiTI/ite n1tmber
of' discontinuities in (a~ b), is integrrable ,in this irnterval.
The discontinuities referred to in this theorem III. need not
be ordinary discontinuities, but, as the function is bounded, they
cannot be infinite discontinuities.
86 THE DElTINirrE INTEGRAL

IV. If, c~_; bou.1~ded f~~_;11ctio1~ is i1~teg'rable i1~ each of the partial
intervals (a, a 1 ), ( a 1 , a 2), ..• ( ap_1 , b), it is i1~tegro.~ble in the ~vhole
interval (a, b).
Since the function is integrable in each of these p jnter-
vals, there is a rnode of division for each (e.g. ar_ 1 , a.r), such
that S- s for it is less than E/p, \vhere E is any given positive
number.
Then S-s for the con1bined n1ode of division of the whole
interval (a, b) is less than E.
rrherefore the function is integrable.
From the above results it is clear that if a bo~~_;1~decl function
is s1tch thcit the i1~terval (a, b) ca1~ be btt·oken U]J i1~to a ji1~ite
nvJrnber of ope1~ pa'r·ticil iTitervals, i1~ each of tvhich the fu'nctio1~
~is rrnonoton~ic OP conti1~tt01~S, the1~ it is in.tegTable in ( C(;, b).

V. If the. bou1~clecl funct·io1~ f(x) is i1~teg1"able i1~ (c(;, b), then

if(x) I is also i1~tegrable i1~ (a, b).
r_rhis follows at once, since S- s for I/( x) I is not greater than
S- s for /(x) for the same n1ode of division.
It Inay 1e renrarked that the converse does not hold.
E.g. let f(x) = 1 for rational values of x in (0, 1),
and f(x) = - 1 for irrational values of ~{; in (0, 1).
Then 1/(.:t·) \ is integ1·able, but f(,x) is not integr·able, for it is obvious that
the condition II. of ~ 42 is not satisfied, as the oscillation is 2 in any
interval, ho,vever s1nall.

44. If the bounded function f(x) is integrable in (a, b), there are an
infinite number of points in any partial interval of (a, b) at which f(x)
is continuous.*
Let w1 > w2 > w3 ••• be an infinite sequence of positive nurnbers, such that
Lt Wn=O.

Let (a, {3) be any interval contained in (a, b) such that a------ a< (3 <b.
Then, by§ 42, III., there is a nrode of division of (a, b) such that the sunr
of the partial intervals in ·which the oscillation of .f(x) is greater than or
equal to w1 is less than (/3- a).
If 've renrove fron1 (a, b) these partial intervals, the 1'ernainde1· rnnst cover
at least part of (a, {3). We can thus choose 'vi thin (a, {3) a new inte1·val
( c~v 1 , {31) such that (/31- a 1) < ~ ({3- u.) and the oscillation in (au {31) is less
than w1 •
Proceeding in the Raine 'vay, we obtain \Vithin (a 1 , {3 1) a ne·w interval

.;(- Of. Pierpont, loc. cit., Vol. I., § 508.

 THE DEFINITE INTEGI~AL 87
( a 2 , /3 2 ) such that ((3 2 - a 2 ) < ~ (/3 1 - a 1 ) and the oscillation in (a 2 , {3 2 ) is less
than w 2 • And so on.
Thus we find an infinite set of intervals Au A 2 , ••• , each eon tained entirely
witkin the preceding, \vhile the lengt.h of An tends to zero as n,-7rx;, and the
oscillation of f(x) in An also tends to zero.
By the theorern of ~ 18, the set of intervals defines a point (e.g. c) which
lies \Vithin all the interval~.
Let E be any positive nurnber, as sn1all as \Ve please.
Then we can choose in the sequence wu w2 , ••• a nurnber (ur less than E.
Let A 1• be the corresponding interval ( ar, {3 1.), and 17 a rositi ve nun1ber
sn1aller than (c-ar) and (/3r- c).
rrhen lf(x) -f(c) I< E, when IX-- c I< 1],
and therefore \Ve have sho,vn that f(.'t') is continuous at c.
Since this proof applies to any interval in (a, b), the interval ( u, {3) contains
an infinite nun1ber of points at which f(.x') is continuous, for any part of
(a, (3), however sn1all, contains a point of continuity.

45. Some Properties of the Definite Integral.

establish some of the properties of
bounded in (a, b) and integrable.
r lt
We shall now
f(x) clx, the integrand being

I. If f(x) is ~i?~tegTc~ble ~irri (a, b), it ·is also integ'rable in, c~11y
interval (a, (3) contc~i necl ·i'n ( ct, b).
From §42, I. we k:now that to the arbitrary positive number e
there corresponds a positive nu1nber 1J such that the difference
<
S- s e for every mode of division of (a, b) in which all the
partial intervals are less than or equal to fJ·
We can choose a mode of division of this k:ind with (a, {3) as
ends of partial intervals.
Let L, (]" be the sums for the mode of eli vision of (a, (3)
included in the above.
· T l 1en we }1ave ~ <~
0==-t..;-(J"== <s e.-s<
Thus j(x) is integrable in (a, (3) [§42, II.].
II. If' the value of the integTable J~~Tu;tion j'( x) is altereel
at CL finite 11U111ber of JJOi'nts of (a, b), the junct'io1~ ¢(x) th/us
obtc~i1~ed ~is ~integrable ~in (a, b), c~nd its integral is the sante as
that of j~( x).
\V e can enclose the points to which reference is n1ade in a
finite nurnber of intervals, the sum of which is less than e/4A,
"\vhere e is any given positive number, and A is the upper
bound of: ¢(x) I in (a, b).
88 T'HE ~DEFINITE INrrEGRAL

The part of S -s for ¢(x), arising frorn these intervals, is at

rnost 2A rnultiplied by their sun1, i.e. it is less than !E.
On the other hand, j(x) and ¢(x), vvhich is identical with f(x)
in the parts of (a, b) vvhich are left, are integrable in each of
these parts.
'l"'hus we can obtain a mode of division for ·the whole of them
which vvill contribute less than ~E to S- s, and, finally, we have
a mode of division of (a, b) for which S-s <E.
Therefore ¢ ( x) is integrable in (a, b).

Further, J:<j>(x) dx= J:/(x) dx.

For we have see.n in 41 that s Jb <j>(x) dx is the limit of
a

¢(fl)(xl- a)+ <P(f2)(x2- xl) + · · · + ¢(fn)(b- Xn-1)

when the intervals ( ct, x1), (x1, x 2), ... (xn-l, b) tend to zero, and
f1 , f2 , ••• fn are any values of x in these intervals.
We may put /(fl), ~f(f2), · · · /(fn) for ¢(fl), ¢(f2), · · · ¢(fn) in
this sun1, since in each interval there are points at which ¢(x)
and j'(x) are equal.
In this way we obtain. a sun1 of the forn1 Lt ~/(fr)(xr-X·r- 1 ),
which is identical with [f(x) clx.

III. It follovvs imn1ediately frorn the definition of the integral,

that if f'(x) ~is integrc~ble irr~ (a, b), so also is Cf(x), ~vhere 0 ~is any
co?~sta11.t.
Again, ·if' / 1 (x) etfnd / 2 (x) are i1~tegrable i1L (a, b), the·ir S1J/n~ is
al-so ·integrr·able.
For, let S, s ; S' s'; and L, O" be the sun1s corresponding to the
same mode of division forf1 (x),f~(x) and/1 (x)+J~(x). ·
rrhen it is clear that
L- (j-<= (S -s) +(S'- s'),
and the result follovvs.
Also it is easy to show that

JOf(x) dx= aJb f(x) clx,

b
((, a

and J: {f1 (x) +j 2 (x)} clx = J> 1 (x) clx+ J>

2 (x) dx.
 89
IV. 'l"he procluct of ttuo i1~teg~rnble functions j~ (x), f 2 (x) is
integrable.
To begin with, let the functions f 1 (x), f 2 (x) be positive in (a, b).
Let 1J11., 1111. ; M'1., rn~'·r; Mn ID1• be the upper and lower bounds of
/ 1 (x), / 2 (x) and / 1 (x)j2 (x) in the partial interval (x1._ 1 , Xr)·

Let S, s ; S ', s' and L, a- be the corresponding sums for a certain

1node of division in which (x.r_1 , Xr) is a partial interval.
Then it is clear that
M1. - mr < M1.M'1. - 'tn.r?n'1' == M1 .(~1'1 .- m'r) + n1'1.(JJ;Ir- ?r&1').
A fortiori, . Mr - m'). == 7Lr(M
< J..Y.l ~
1
1' - ?n.,1' ) + M'(M 1' - m'). )'
where M, M' are the upper bounds off1 (x),/2 (x) in (a, b).
Multiplying this inequality by (x 1.--x.r_1) and adding the corre-
sponding results, we have
L-a-< 1VJ(S'- s') + M'(S- s).
It follows that L-a- tends to zero, and the product of / 1 (x), / 2 (x)
is integrable in (a, b).
If the two functions are not both positive throughout the
interval, we can always add constants c1 and c2 , so that f 1 (x)+c 1 ,
/ 2 (x)+c 2 ren1ain positive in (a, b).

The product
( /1 (x) + c1 ) ( /2 (x) + c2 ) == / 1 (x )j~(x) + c 1 j~(x) + c2 / 1 (a;)+ c1c2

is then integrable.
But c1/ 2 (x) + c2/ 1 (x) +c1c2 is integrable.
It follows that ,{1 (x)/2 (x) is integrable.
On combining these results, we see that if .f1 (x), j~(x) ... fn(x)
are integrable ju~nctions, every poly'no?r&ial i1·~;
/ 1 (x), j 2 (x) ... /n(x)
is c~lso an i1~teg'rable function.*
46. Properties of the Definite Integral (conti11/tted).
I. J:!(x)dx=- J>(x)clx.
In the definition of the sums S and s, and of the definite
integral J:!(x) dx, we assumed that c~ was less than b. This
restriction is, however, unnecessary, and will now be re1noved.
*This result can be extended to any continuous function of the n functions
[cf. Hobson, loc. cit., p. 345].
90

If a> b, "\Ve tak:e as before the set of points

a b,
'
and we deal with the sums
S == M1 (x1 - a)+ J112 (x2 - x1 ) + ... + Mn(b- xn __ 1 ),t ....... (1)
s == 1n1 ( x 1 - Ci) + 1r1.- 2 ( x 2 - x 1 ) :+- ... + 1nn (b- J~n- 1 ). f

The new sum S is equal in absolute value, but opposite in sign,

to the sum obtained from
b, xn-1' xn-2' ... x1, a.
The existence of the bounds of S and s in ( 1) follows, and the
definite integral is defined as the comrnon value of these bounds,
"'Then they have a comn1on value.
It is thus clear that, vvith this extension of the definition
of§ 41, we have Ju f(x)dx==- Ja. f(x)clx,*
a b

ti,b being any points of an interval in vvhich .f'(x) is bounded and

integrable,
II. Let c be cuny point of a/n i11teT·val (ti, b) i11 ~vh·ich f(x) is
bo1l/ndetl tL 11d integrable.

Then [f(x)= fJ(x) d:c+ J>(x) clx.

Consider a mode of division of ( Ci, b) which has not c for a
point of section. If we now introduce c as _an additional point
of section, the sum S is certainly not increased.
But the surns S for (a, c) and ( c, b), given by this mode of
division, are respectively not less than Jc f(x) dx and J" f(x) clx.
a c
rrh US every 1i1ode of division of (Ci, b) gi YeS a Slllll S not less than

J:!(x)clx+ J:!(x)clx.
It follows that

Jbf(x) clx > Jc J'(x) dx + Jb f(x) clx.

a a. c

But the rnodes of division of (ct, c) and ( c, b) together form a

possible rnode of division of (a, b). And we can obtain n1odes

*The result.s proved in §§ 42-45 are also applicable, in son1e cases with slight
verbal alterations, to the Definite Integra.! thus generalised.
 THE DEFINITE INr.rEGRAL 91

of division of (a, c) and (c, b), the sun1s for which differ from
J:!(x) clx and J>(x) clx, respectively, by as little as we please.
It follows that the sign of inequality in the above relation
n1ust be deleted, so that we have

J>(x) dx = J:f(x) clx+ J>(x) clx.

If c lies on (a, b) produced in either direction, it is easy to
show, as above, that this result remains true, provided that j'(x)
is integrable in (a, c) in the one case, and (c, b) in the other.
47. If f(x) > g(x), and both functions are integrable in (a, b),
then J: f(x) dx > J: g (x) dx.
Let ¢(x)=f(x)-g(x)>o.
rrhen ¢(x) is integrable in (c~, b), and obviously, from the
sums,
J:¢(x)dx>o.
Therefore J><x)dx- J>(x)dx>o.

CoROLLAUY I. If f(x) is i1~tegrable i1~ (a, b), then

l
IJ:f(x) dx < J: lf(x) Iclx.
We have seen in§ 43 that if f(x) is integrable in (c'-', b), so also
is lf(x)!.
And -lf(x)j<j(x)<jj'(x)l.
The result follows from the above theorem.
CoROLLARY II. Let f(x) be i?tteg'rc£;ble and never rrtegative
rin ((£;, b). If j'( X) is contin~~ous at c i?t (a, b) C(;11ct /(c)> 0' then
rf(x)dx>O.
We have seen in§ 44 that if j'(x) is integrable in (a, b), it n1ust
have points of continuity in the interval. What is assutned here
is that at one of these points of continuity f(x) is positive.
Let this point c be an internal point of the interval (C'-', b), and
not an end-point. Then there is an interval (c', c"), where
92 rl'fiE DElTINIT'E INTEGl{J\.L

ci<c'<c<c"<b, such that f(x)>lc for every point of (c', c"),

lc being some positive number.
Thus, since f(x) > 0 in (a, c'), J:~ f(x) clx > 0.

And, since j(x) > lc in (c', c"), r j(x) clx--- k( c"- c') > 0.
Also, since f(x) > 0 in (c", b), Ju f( x) clx > 0.
c"

Adding these results, we have J: f(x) clx>O.

rrhe changes in the argument when cis an end-point of (a, b)
are slight.
CoROLLARY Let f(x) ~ g(x), cuLcl both be ,i,ntegrable i'n
III.
( t~, b). At a poi'nt e i11 (a, b), let f( x) etfncl g ( x) both be C011-
ti111(;01iS, cind J'(c)>g(c). '.I'he11 J" j(x) clx>Jb g(x) clx.
a a
rrhis follows at once fro1n Corollary II. by writing
¢(x) == j'(x) -g(x).
By the aiel of the theoren1 proved in S44, the following si1npler result
n1ay be obtained :
If f(:L') > g(x), and both are £ntegrable in (a, b), then
b

j
~b

t
.f(JJ') dJv· > j a
g(x) dJv·.
For, if JC:c) and g(:t/') are integrable in (a, b), we kno"\V that f(J;)- g(.(/') is
integrable and has an infinite ntun her of points of continuity in (a, b).
At any one of these points f(::t.·)- ,q(x) is positive, and the result follo"\vs
fron1 Oorollary II.

48. The First Theorem of Mean Value. Let ¢(x), ~(x) be

two bounded functions, integrable in (a, b), and let ~(x) keep
the same sign in this interval; e.g. let ~ (x) > 0 in (ct, b). -
Also let JJf, 1n be the upper and lower bounds of ¢(x) in (ct,, b).
Then we have, in (a, b),
111-<= ¢ (x) < JYI,

and rnultiplying by the factor ~ (x), which is not negative,

1n~(x) < ¢(x) ~(x) -c:::: Mo/(x).
It follows from § 47 that

m J: -f(x) clx < J:¢(x) 1f/(x) dx < MJ:-f(x) clx,

since ¢ (x)~(x) is also integrable in (a,, b).
 THE DEFINITE INTEGRAL 93

'Therefore
Ja
b¢(:e) y/ (a;) clx ===fA Jb
a
"f (x) clx
'vhere fA is soine nu1nber satisfying the relation nt -<::fA -c: 111.
It is clear that the argument applies also to the case when
'V/ (x) < 0 in (ct, b).
If ¢(x) is continuous in (a, b), 've know that it ta1ces the value
fA for some value of x in the interval (cf. § 31).
We have thus established the important theorem :
J.f ¢(x), y_r(x) are two botf/nded jt~11ctions, i1~teg1"able in (a, b),
¢(x) being co11tint~ott~.;s ancl 'f(x) lceepi~ng the 8Ci1J~e sign i11 the
i11te1~val, the1~ Jb Ju
a¢ (x) ¥r (x) clx ==¢(f) (t~ (x) clx,

wherte f is so1ne definite valtt~e of x i11 Ci-< x-< b.

Further, if ¢(x) is 11ot co11ti1~uott~.;s i11 (ci, b), tue 1"eplace ¢(f)
by fA, where fA sati~fies the 1"elatio1i 1n <:::fA-< M, nt, ll:f bei1~g the
bo1t11ds of ¢(x) in (a, b).
This is usually called the Fi1"st Theo1"en~ of Mea11 Value.
As a particular case, when ¢ (x) is continuous,

J:¢(x)dx=(b-a)¢(f), where c~-<::t<b.

It ·will be seen frorn the corollaries to the theoren1 in § 4 7 that in certain
cases "\Ve can replace a -< ~ -< b by a< ~<b.*
However, for n1ost applications of the theoren1, the n1ore general state-
nlent in the text is sufficient.

49. The Integral considered as a Function of its Upper Limit.

Let f(x) be bounded and integrable in (a, b), and let

F (x) == J:c j(x) clx,

a

\Vhere x is any point in (a, b).

~ehen if (x +h) is also in the interval,

F(x+h) -F(x) = r:+hf(x) dx.

Thus F(x+h)- F(x) == fth,
where 11~-< fA<:::: M, the numbers lU, n~ being the upper and lower
bounds of .f(x) in (x, x+h).
It follows that F(x) is Ci co11i'1:1vuot~s ju11ctioTi of x i11 (a, b).
-1:- Cf. Pierpont, loc. cit., Vol. I., pp. 367-8.
94 THE DEFINITE INTEGRAL

Further, if ,f(x) is continuous in (a, b),

1/(x+h) -F(x) ==hj'(~), vvhere x ~ t: x+h.
When h tends to zero, f(~) has the lin1it .f(x).
Therefore Lt F(x+ h)- F(x) = j(x).
h--+0 h
Thus 'When .f(x} is continuous in (a, b), J:J(x) dx is continuous
i1~ (a, b), ancl hc~s a cl~fferential coeffic·ient jo1;) every vc~lue o.f x i1~
(a, b), this cl~(fe1;)ential coefficient bei1~g equal to f'(x).
This is one of the most important theorems of the Calculus.
It shows that every continuous function is the differential co-
efficient of a continuous function, usually called its primitive, or
indefinite integral.
It also gives a means of evaluating definite integrals of con-
tinuous functions. If f(x) is continuous in (a, b) and

F(x) = J:J(x) clx,

cl
then we k:no'N that clx F(x) = f(x). Suppose that, by so1Iie means
or o~her, we have obtained a continuous function ¢ (x) such that
cZ
clx cp(x) == f(x).

We must then have F(x}=¢(x)+C, since fx(F(x)-¢(X)}=0 in

(a, b).*
'ro deterrnine the constant 0, "\ve use the fact that F(x)
vanishes at x ==a.
Thus vve have
J.i~ f(x) clx == ¢ (x)- ¢(a).
[{

50. The Second Theorem of Mean Value. We now come to

a theorem of which frequent use will be made.
I. Let ¢ (x) be 1no1~otonic,
and there,fo're i11tegrable, in (a, b)
and let ~(x) be bounded and integrable, ancl not charnge 8ig11-
?nore thc~n a finite nun~ber of tin1es in (c~, b).t

*Of. Hardy, Zoe. cit., p. 228.

t This restriction on tj;(x) can be ren1oved. For a proof in \vhich the only
condition in1posed upon tf;(a~) is that it is bounded and integrable in (a, b), see
Hobson, Zoe. cit., p. 360, or Goursat, Zoe. cit., T. I., p. 182.
 r_rHE DEFINITE INTEGRAL 95

where f is sorne cleji11ite valttte of x i11 a-< x <b.

For clearness we shall take ¢ (x) monotonic i?1C?"easing in
(a, b). The modifications in the proof for a n1onotonic clec?"ea.s-in,g
function will be obvious.
Since we assume that -f(x) does not change sign more than a
fini~e number of ti1nes in (tL, .b), vve can tak:e

such that ~(x) k:eeps the same sign in the partial intervals
(a,o, a,l), (al, a2), ··· (t~n-1' an)·

Then J: <j> (x) '/F(x) dx = ~ J::._, (/> (x) y/ (x) dx.

Now, by the First 1..,heorem of Mean Value,

J:::_, <j> (x) ~(x) clx = ll•J::·_, y/ (x) clx,

where ¢(a1._ 1) <:.: fJ.r ~---- ¢(a1').

J:~- </> (x) Y/ (x) dx =

Therefore
1 JL,.[ F( a,.)- F(a.r_ 1) ],

where vve have written F(x) == J.'C y/(x) dx.

{(,

rfhus vVe have

Jba </> (x) 1/ (x) clx = ~JL,.[F(n,.)- F(ar_,)].

1
........ ( 1)

Since F(tt) == 0, vve may add on the term ¢(a) F(a), and rewrite
(1) in the forrn:

................. (2)
+ .............. .
+F(b) [,un- ¢(b)]
+F(b) ¢(b).
The n1ultipliers of F(a), F(a1), •.• F(b) in all but the last line
n1ust be negative or zero.
96 THE DEFINITE INTEGRAL

v\T e rnay therefore replace the SUl11 of these (n + 1) ternlS by

M{[¢(c~)- J11J+Lu1 -.M2J+ · ·· +[Jln -qJ(b)]},
·i.e. by M[qJ(tt)- ¢(0)],
where M is so1ne definite nun1ber interrnediate between the
greatest and least of F(a), F(a1), ••• F(an_ 1), F(b), or coinciding

r
with one or other.
But, since F(x) = '-Y(x) dx, we know that F(x) is continuous
in (a, b). a

Therefore M tnay be taken as F(f), where f is some definite

value of x in a ~x ~ b (c£. § 31).
It follows fron1 (2) that

J>>(x) Y/(x) clx = F(f)[<j>(a)- ¢(b)] +F(b) ¢(b)

==¢(a) F(t) + 1) (b) [ F(b)- F(f)]

== J'
¢ (a) ~ \jf (x) dx + ¢ (b) )y/ (x) dx,
J .
a ~

where f is some definite value of x in c~ ~ x <b.

~hus the theoren1 stated above is proved.
We have seen in § 45 that J>(x) dx is unaltered if we chihi;
the value of f(x) at a finite number of points in (a, b).
Now ¢(x) is monotonic in (a, b), and therefore ¢(a+0), ¢(b-O)
exist. Also 've .may give ¢(x) these values at x==ct and X==~
respectively, without altering its monotonic character or changin ·

J: ¢ (x) y/ (x) (Lc.

We thus* obtain the result:
II. Let ¢ (x) be 7nonotonic, a/ncl therr~fore integ1Ytble, in (a, l
and let 1/ (x) be bo1tntled o./ncl integrrable, a/ncl rnot change its sig1e
?T~ore than -c~ jiTl.ite nu11~ber of times ·in (a, b).
The1~

x) '-Y (x) dx = ¢ (a + 0) J~ '-Y (x) dx + ¢ (b - 0) Jb '-Y (x) dx,

J1> (
b
a a ~

~uhere f is so1ne definite val1te of x in a< x <b.

*This and the other theorems which follovv could be obtained at once by
n1aking suitable changes in the tern1s ¢(n) and ¢(b) on the right-hand side of (2).
 THE DEFINITE INTEGRAL 97
Also it is clear that we could in the san1e '\vay replace ¢ ((_t + 0)
and ¢(b-O), respectively, by any nun1bers .1! and B, provided
that A -<= ¢ (C(; + 0) and B > ¢ (b- 0) in the case of the Inonotonic
increasing function ; and A => ¢ (a+ 0 ), B -<= ¢ ( b - 0) in the case
of t.he monotonic decreasing function.
We thus obtain, ~uith the same lim~itatio?~ o·n ¢(x) a11cl '}f(x)
as before,
III. J: ¢ (x) -f (x) clx =A J:-f(x) clx + B J: -f(x) clx,
tuhere A <¢(a+O) ancl B> ¢(b-O), if ¢(x) is 11101~otonic i'l~­
creasing, ctnd A=> ¢(ct+O), B<:_. ¢(b-O), if ¢(x) is 111onoton·ic
decreasing, f being some definite valt~e of x i1~ a.< x <b.
The value of f in I., II., III. need not, of course, be the same,
and in III. it will depend on the values chosen for A and B.
Finally, as in III., 've 1nay take A== 0 and IJ ==¢(b), whe1~
¢(x) > 0 C(;'nd is 1nonotonic increasing in (a, b).
'"fhus, with the solrne li1nitations on ~(x) as before, when
i ~:) > 0 and is 1nonoto1vic increasing in (a, b), we hc'(;ve

J:
J>(x) -f(x) clx= ¢(b) -f(x) clx,
uv1'e f is S0111e definite valt~e of X in a< X< b.
Again, when ¢ (x) > 0 nnd is ?Jlo'noto?~ic decreasi~'ng in (a, b), we
may take A= ¢(a) and B = 0, obtaining in this way, with the
-sa111e li?'nitc(;tions 01~ ~(x) CiS before,

v. a¢(x)-f(x)clx=¢(a)J§a-f(x)clx,
b
J
t
here is some definite value of x in a< x <b.
··Theorems IV. and V. are the earliest forrn of the Second
Theorem of Mean Value, and are due to Bonnet,* by whom they
,were employed in the discussion of the Theory of Fourier's
Series. The other 'fheorems I., II., III. can be deduced from
Bonnet's results.
Theorem I. '\Vas given by Weierstrass in his lectures and Du
.Bois-Reymond,t independently of Bonnet.
Theorem II. is the form in which we shall most frequently
use the Second '"fheorem of Mean Value.
* Brurcelles, Mem. cou/J'. Acacl. roy., 23, p. 8, 1850; also J. jJfath., Paris, 14
p. 249, 1849. .
tJ. j}[ath., Berlin, 69, p. 81, 1869; ancl79, p. 42,1875.
C. I G
98 THE DEFINITE INTEGRAl~

INFINITE INTEGRALS. INTEGRAND BOUNDED.

INTERVAL INFINITE.

51. In the definition of the ordinary integral fJ(::e) dx, and

in the preceding sections of this chapter, we have supposed
that the integrand is bounded in the interval of integration
which extends from one given point ct to another given point b.
We proceed to extend this definition so as to include cases in which
(i) the interval increases without limit,
(ii) the integrand has a finite number of infinite discontinuities.*

I. Integrals to + co . [f(x)dx.
Let .f(x) be bou'nded and integrrable i1~ the interval (a, b),
where ct is fixed and b is any nu1nber greate'r than a. We
define the integ1"al J"'J(x) dx as Lt Jx f(x) dx, when this lin~it
•t
ex~s s.1
.!. a, x-?oo a

'\V e speak of f"f(.r) dx in this case as an infinite integral, and say that it
converges.
On the other hand, when jx f(.r) dx tends to oo as x-+oo, we say that the
infinite integral CJ(x) dx diverges to 'X!, and there is a similar defini--
tion of divergenc~ ;o - oo of {'f(x) d.x.

Ex. 1.
oo e-x dx= 1; Joo dx"% =2.
J0 1 .1;-

For
Joo e-X
0
d.x = Lt
x~oo
Jx e-X d.'C =
0
Lt (1 -e-X)= 1.
x~oo

dx
n- = Lt 2 ( 1 - 1 1)
And
J
x
=--= Lt = 2.
x~oo 1 X2 x~oo .r2

Ex. 2.

For

*For the definition of the term ''infinite discontinuities,'' see§ 33.

-fIt is more convenient to use this notation, but, if the presence of the
variable x in the integrand offers difficulty, 've n1ay replace these integrah
by ~1
00

a
/(t) dt and Lt
x-7oo
1xf(t) dt.
a
 THE DEFINITE INTEGRAL 99
r,x dx
/
~oo d:c
A.nd ~ 1 --;, = Lt ~,-, = Lt 2(~.v- I)= oo.
·I '\1 .t. x-+oo ~ 1 ·V .:t x~8
dr'
Siruilarly jI loo· ~ d~u
"00

b
]

,X
= - oo ;
J2
"X)

I --- ,;c
1- X
.= _ 00 •

These integrals diverge to oo or - oo, as the case n1ay be.

Finally, when none of these alternatives occur, \ve say that the infinite
integral {'f(.x)d.x oscillates finitely or infinitely, as in §§ 16 and 25.

Ex. 3. L"' sin a; d.x oscillates finitely.

f' .r sin a; d.v oscillates infinitely.

II. Integrals to - oo • roo f(x) dx.

When f(x) is bo1.tndecl and integrable in the i11terval (c~, b),
where b is fixed a11d a is any number less than b, we define the
integral f_oof(x) dx riB x~t_J: f(x) dx, when this limit exists.
b
We speak of J_,f(.x) da; as an infinite integral, and say that it converges.

The cases in which f"'.f(.x) d.x is said to diverge to oo or to - oo, or to

oscillate finitely or infinitely, are treated as before.

Ex. 1. (0
) -oo
X

e· d.x= I,
10
-oo
dx
(1=2tc)2 =2·
l

Ex. 2. J~, e-x rl.r diverges to cc.

ro .
J -X) sinh /17 d.r diverges to - oo .

f"' sin.v d.v oscillates finitely.

J~,.x sin .x d.1: oscillates infinitely.

III. Integrals from -· oo to oo • [ "'f(x) dx.

If the i'rl;finite integnLlB rJ<x) dx and [f(x)dx a?·e both

convergent, we say that the infinite integrc(l

verr"ge'11t and is equal to their surn. - oo·
f(x) dx is con- r
Since Jx f(x)clx=Jo. f(x) dx+Jx.((x)clx,
a a. a
ft<a<x,
100 THE DEFINITE INTEGRAL

it follows that, if one of the two integrals rf(x) clx or rf(x) dx

converges, the other does. a a

Also [f(x) dx= J:f(x) dx+ [f(x) dx.

Similarly, J:J(x) dx= J:!(x) dx+ J>(x) dx, x<a<a,

and, if one of the two integrals

converges, the other does.
r -oo
j(x) dx or r - w
f(x) clx

Also r"'f(x) clx= ["'f(x) clx+ J:J(x) dx.

Thus r ,_/(x) dx + [ f(x) dx = r r
,_/(x) dx + j(x) dx,
and the value of ["'f(x) dx is independent of the point a used

in the definition.

Ex.

52. A necessary and sufficient condition for the· convergence

of rf(x)dx.

Let F(x) = J:c f(x) clx.

(L

The conditions under which F(x) shall have a lin1it as x->-cc

have been discussed in §§ 27 and 29. In the case of the infinite
integral we are thus able to say that:

I. The integntl f~J(x) dx is convergent and ha8 the value I,

when, C(/J~y positi1Je 1~u1nbe1/t € !Laving been chosen, as s?nall as we
plertse, there is a positive nurnber _Ly such that

I - J.i~ f(x) clx < E, p1"0'oided that x > _Lr.

a

And further :
II. A necessary and sttffic·ie1~t conclitio1~ j'or the co1~verge11ce

nf the integrcd [ j(x) rlx is that, when any po8itive nu1nber €

 101
has bee1t chose1~, c~s s1nc~ll as ~ve plec(;se, the'te shall be a positive
?-~umber .Ly such that J:r:" i
f(x) clx !<e
x' ;

jo?" all valv~es of x', x'' for which x">x' > .LY.

We have seen in§ 51 that if Joof(x)clx converges, then

a

[f(x) clx= J: f(x) clx+ [ f(x) clx, a<a.

It follows from I. that, i£ [ f(x) dx coiwerges, to the arbitrary

positive nurnber e there correspo11ds a positive number _Ly such
that Jooxf(x)clx I<e, when x> X.
1

Also, if this condition is satisfied, the integral converges.

These results, and. the others "vhich follo"\v, can be extended
in1rnediately to the infinite integral

r,f(x) dx.

53. f'r(x) dx. Integrand Positive. I£ the integrand f(x) is

positiv~'when x>a, it is clear :hat J: j(x) clx is a monotonic in-
creasing function of x. Thus J f(x) dx must either converge or
diverge to 00 • a

I. It will co1~ve1"ge if there is a posi.tive 1~u?1~be1" A such that

J: f(x) dx <A when x >a, and in this cc(se [ f(x) dx <A.
It will diverrge to oo ~l therr·e is 1~0 s~~ch 1~~~1nberr.
These statements follo'v from the properties of monotonic
functions (§ 34 ).
Further, there is an in1portant "comparison test" for the con-
vergence of integrals "\vhen the integrand is positive.
II. Let f(x), g(x) be tu'o j~tnctio1~s which are ]Jositive,
bounded ancl integ'rable i1~ the arb itrr·a/ry i n.te r/val (ct, b). Also

let g(x) < j(x)"'when x >a. Then, ~l [ f(x~cl:c is con~m·gent, it

follows that L g(x) dx i8 convergent, ancl L g(x) clx < L f(x) dx.
102 THE DEFINITE INTEGRAL

For from § 47 we know that

J;, [(,
g(x) dx-<:_ J;,; f(x) dx, when x>a.
((,

Therefore J: g(x) clx <[ f(x) clx.

'rhen, from I., [ g(x) clx < [ j(x) clx.

III. If~ g (x) > f(x), ancl Joo j(x) clx cl'iverges, so also does

r
a

g(x) clx.*

This follows at once, since J: g(x) dx >- J: f(x) dx.

One of the most .useful integrals for comparison is Joo dx,

x1&
"rhere
a>O. a

We have J: ~~ =rln {x -"-a when n=f=:l,

1 1
-"},

;, -==log
clx
and
J
a X
x -loo· when
b
Ci
'
?~== 1.

;,; -dx-_ , Ci 1 - n
Thus,when n>l, Lt
a:--7-oo J xn n - 1
a

.
1.e.
Joo dx - Ci1 - n .
- -_
a xn n-l

And, "r hen 1~ -< 1,

• oo Cl X •
~.e.
J - diverges.
a xn

~:-Since the relative behaviour of the positive integrands f(x) and g(x) n1atters
only as x-*oo, these conditions n1ay be expressed in terms of lin1its :

When o(x}jj(x) has a limit as x-+oo, L~q(x) d;~ converges, if .f/(x) dx converges.
VVhen o(x)/f(:c} has a limit, not zero, or diverges, as x--?-oo, {,"'g(x) dx diverges,
{~ ,a
if )a f(~"C) dx diverges.
 THE DEFINITE INTEGRAL 103

Ex. 1. i~ x·;j(tx2) converges, since x.J(l\.t:2) < ; 2 , when x >a> 0.

.~ > 2
2•
1
2
oo dx
,J(x·2
d.
_ 1) IVerges,
1
SlllCe "'(X2 -l) > x'
1 l
W len X== •

r00

3. .. .
sin2x
--;;z- d.rc con verges,
. sin 2x < 1
Since --;;;;- == h .>
xZ' w en x ==a > 0.

54. Absolute Convergence. The integral [ j(x) dx is said to

be absolutely conve1"gent 1.vhe11 f(x) is bounded and irt~Jtegrable i1~
the arbitmry i'l-der1;al (a, b), and [ 1/(x) Idx is convergent.
Since j""f(x) dx -<= j""lf(x) Idx, for x" > x' >a
x' x' (cf. § 47, Cor. I.),
it follows from§ 52, II. that if fi/(x) Idx converges, so also does
[ /(x) dx. a

But the converse is not true. An infinite integ1Ytl of tli'is

type 1nay co1~1)erge, cw~d yet not converge absolutely.
For example, consider the integral
roo sin X dx.
Jo x
The Second rrheorem of Mean Value (§ 50) shows that this
integral converges.
For we have
x" 1 1 J~ sin x dx + f1i
~ • 1?--~ dx = -, JJ/' sin x dx,
JJ:' X X JJ' X ~

where O<x' < f~a/'.

But
r~
l
,Jx. sin x dx and IJ:"sin x dx I are each less than or equal to 2.

Therefore I.
I
I
j·'/' --dx1-2
;;;'
sin x
X
< { -+-
1 1 }' i.
.-
;
I
X· X
II

4
<-,.
X

fx" sin x dx <e, when x">x' >X,

IJx' X

provided that X>~·€

104 THE DEFINITE INTEGRAL

oo sin x
Therefore
J
its value is !71".
0
- - clx converges, and vve shall find in § 88 that
X

But the integral Jw Isin xI dx diverges.

0 X

'ro prove this, it is only necessary to consider the integral

Isin X Idx
J nrr
0 X '

where 11 is any positive integer.

Wehave
nrr I sin X I
- - -dx=~
n Jrrr I sin X I
---dx.
J0 X 1 (r- 1)rr X

But
rrr I:___ X I
sin__ clx = Jrr sin y -~-- dy
1 '
J 1) rr X
( 1·- o (r - ] ) 7r + y '
on putting x= (r-l)1r+y.

Therefore ?'rr j sin X I cZx > ~--1 Jrr sin y ely

J(1·-l)rr X T7i 0

2
>1"71".

nrr I sin X I 2 n 1
Thus
J0
-~dx>-~-.
X 7r 1 1"

But the series on the right hand diverges to oo as 11-+YJ.

-Therefore
nrr \sin X I
Lt dx= oo.
n--7-oo J0 X

But when x>117r,

Jnrr I-sin x 'dx.

J
~~; I sin X I I
:_________;. dx>
0 X 0 X

Therefore Lt Jx I_ ~in x dx == oo .
I

x~oo 0 X

When infinite integrals of this type converge, but do not con-

verge absolutely, the convergence rr1ust be due to changes of sign
in the integrand as x~oo.

55. The ,u-Test for the Convergence of [ f(x) dx.

I. Let f(x) be bou'nclecl a11fl integr·able in.~ the a1"bit1Yt1 y inter1)al 1

(ct, b) ttvheTe ct>O. If therre is ct 111.t1nbe1" fl. gT·eate?" than 1 stttch

 rrHE DE:B-,INITE INr.rEGl=tAL 105

that X 1'f(x) is bounded when x > c~, then [ f(x) dx converge8

absolutely.
Here I xP-j(x) I<A, where A is so1ne definite positive nurnber
and x> a.
A
Thus 1/(x)l<-·
XfL

oo clx
But we k.novv that
Jct X
~~; converges.

It follows that J"' i.f'(x) Idx converges.

(~

Therefore J"'j(x) dx converges, and the convergence is absolute.

a.

II. Let f(x) be bou'nded Cf/J1d i~nteg?"able in the artbit?"ary

interval (a, b), whe're a>O. If the~r·e is a ?~1l/Yr/;ber fJ. less than
ort equal to 1 such that xP-j(x) has ct positive lower bound
when x > cL, then [f(x)dx diverges to oo.
Here \Ve have, as before,
xP-j(x) >A >O, when x ~a.

It follows that A <j(x).

xP-
XJdx
But
Ja ~diverges
xP- -
to oo when M-<: 1.

It follows that [f(x) clx diverges to oo .

III. Let .f(x) be bou~nded a/rid i1~tegrable i1~ the Ci1"bitra/ry

interval (a, b), wherte a >O. If there is a nun1ber M less than or
equal to 1 st~ch that xP-j(x) has c~ negative upper bound
when x > a, then [ j(x) dx diverges to - oo .
This follows from II., for in this case
-xP-f(x)
n1ust have a positive lower bound when x==--~ a.
But, if Lt (x~f(x)) exists, it follows that xP-j(x) is bounded in
x>a; also, by properly choosing the positive nun1her X,·x'J.f(x)
vvill either have a positive lower bound, vlhen this limit iA
106 THE DEFINITE INTEGRAL

positive, or a negative upper bound, when this limit is negative

provided that x >X.
'fhus, fron1 I.-III., the following theorem can be iinmediately
deduced:
Let f(x) be bou11.,ded a'nd integrable in the arbitrary interrval
(a, b), 1.ohere a> 0.
If there is a nurnber f.l greater tha1~ 1 S1J)ch that Lt (xP-f(x))
exists, then [ f(x) dx converges. "'~"'
If there is a numbe1" f.l less than OT' equal to 1 such
that '"~"' (x~'f(x)) exists and is not zero, then [ j(x) dx eliverges;
a'nd the same is tr,ue if xP-f(x) diverges to + oo, or to - oo, as
x~oo.

We shall make very frequent use of this test, and refer to

it as the "f.l-test." It is clear that we are simply compar-
ing the integral J"' f(x) dx with the integral Joo dx~' and deducing
a a
the convergence or divergence of the former fro1n that of the
latter.

X~
X~ )
l
oo
• ( t 1
3. b2 ' 2 ., dx diverges, since Lt x~ x b~ 2-+· 2 = b2 •
a X +c"' X-+(J'J ,',{:;' C

It should be noticed that the theoren1s of this section do not apply

00
• sin X(
to the Integral /{) - . - dx·.
"0 .'{;

56. Further Tests for the Convergence of [ f(x) dx.

I. If ¢ (x) is bounded ~vhen x >a, ancl 1>ntegrable i1~ the
c~rbitr~ry interval (a, b), and [ Y/(x).dx converges absolutely,
then L ¢(x) Y/(x) dx is absolutely convergent.

For V\re have l ¢(x) I <A, where A is so1ne definite positive

number and x > C(;.
 THE DEFINITE INTEGRAL 107

j\.lso J::l p(x) i.l ~(x) Idx<A J::,l Y/(x) Idx,

'vhen x">x'>a.

Since we are given that [, Y/(x), dx converges, the result

follows.
,-.:r;

Ex. 1. j J+n d.0,

j •
Slll X
rtOO
COS :J)
, l+n dx converge absolutely, 'vhen n and a.~ a1·e
.c
a • ct .:C
positive.

2. i"' e-axcos b:~;dx converges absolutely, when a is positive.

cos 1nx
3.
l oo

o a 2 +x2
dx converges absolutely.

II. Let ¢(x) be ?nonotonic a11d boundeclttvhe11 x =>-a. Let Y,(x)

be bou11ded and irntegrable in the a1"bit1"ary inteT·val (a, b),
ancl not change sign 'rnore tha11 CiJ finite number of tin1es in the
interval. Also let J"' -f(x) dx converge.
a

J.'hen [ p(x) ~(x) dx converges.

This follows from th,e Second Theore1n of Mean Value, since

J::, p(x) -f(x) dx = p(x') J:, y/(x) dx+ p(x") J:" -f(x) dx,
where a<x'-< t< x".
But ! ¢(x') I and p(x") ( are each less than some definite positive
1

number A.
Also we can choose X so that

are each less than E/2A, when x">x' ..---X, and e Is any given
positive number, as small as we please.
It follows that

JJ::,p(x)-f(x)dxJ<€, when ;r,">x'> X,

and the given integral converges.
00 • '
Sill X
Ex. 1. [ e-x_·- d.x converges .
•0 .'C

COS {t'

j
·•OO

2. (1- e-x)- d.1J converges when ct,>O.

(~ ,1J
108 rrHE DEFINITE INTEGRAI.J

III. Let ¢(x) be rn~onotonic ar~d bott~ndecl tuhen x >a, ancl

Lt ¢(x) =0.
Let Y,(x) be bounded ancl i1~tegTable i1&the arbitrary inter·val
(a, b), ancl not charnge sign 1J~Ol'e than a finite nttLmber of ti111es
in the interval. Also let J: ,.Y(x) dx be botLncled when x>a.
Then [ p(x).,Y(x)clx is convergent.

As above, in II., we k~now that

J::'p(x) ,.Y(x) clx = p(x') J:,..Y(x) clx+ p(x") J>f(x) clx,

where a<x' < t<x"

But IJ:-t(x)cl::r;I<A, when x>a, where A is some definite

positive nun1ber.

And I J:,..Y(x)dx\<IJ: .,Y(x)clxi+\J:..y(x)dxj

<2A.

Similarly IJ:"'V/(x) clx I< 2A.

Also Lt ¢(x)=0.
~;;~oo

Therefore, if e is any positive number, as small as we please,

there will be a positive number X such that

l ¢(x) [ < 4~, when x> X.

It follows that

JJ::' p(x) 'Vf(x) clxi <e, when x">x' >X,

and r lf>(X) 1ff(X) clx converges.

1':/:) COS .'r

'X).
SlO .'D ..
Ex. 1. [
- , - n cl.J.7, - , - n d.1J converge ·when nand a are pos1t1ve.
~a /~, a ,'(,

oo iV • d
2. (, - ~. 2 s1n .rc .'C converges.
1 1. +it
v
 THE DEFINITE INTEGRAL 109
The Mean Value Theorems for the Infinite Integral.
57. The First Theorem of Mean Value.
Let cp(JJ') be bounded when :u >a, and integrable -in tlte arbitrary ·inter·val
(a, b).
~':I:)

Let "fr(.x) keep the sanw s£gn in x· >a, and j o/(:x:) d.x converge.
,. a

Then

wlwre 1n <::::: fL <::::: .flf, the 1tppe1· and lower bounds of cp(.'c) zn tc > a being M
and 1n.
We have 1n < cp(a:) < Jlf, when .x >a,
and, if t(x) > 0,
'Jn tf;(x) <::::: cp(x) o/ (x·) < jJ{ o/(JJ').

Therefore m f t(~c) ax< J: <j>(x) f(x) d.r: < M J: f(.x) dx, when X> a.

""'But, by § 56, I., .C <j>(x) f(.r) dx converges, and we are given that
j t(.x) d.r: converges .
•a
Thus we have fronl these inequalities

m [ f(.r) d.1-· < [ </>(.r:) f(.r) d.r < ilf.c f(x) d.r:.

In other words, [ <j>(x) f(x) dx = 11-.C f(.r:) d.r,

\vhere n~ < p. < .frf.

58. The Second Theorem of Mean Value.

LEMMA. Let f/(x)dx be a conve1·gentintegml, and F(x)= f/(.r)dx(.r>a).
Tlwn F(x) is continuous 1olwn x >a, and bounded ~·n the inte1·val (a, oo ). .Also
it takes at least once in that intm·val ever;lj value between its upper and lo1.0er
bounds, these being included.
The continuity of J?(x) follows fron1 the equation
x+h
F(x+lt)- F(x)=-
lx .f(.x) cl.x.
Further, Lt F(x) exists and is zero.
x-roo
It follows fron1 § 32 that F(x) is bounded in the interval (a, oo ), as defined
in that section, and, if M, 1n are its upper and lower bounds, it takes at least
once in (a, oo) the values M and m and every value between .J/, 1n.
Let cp(x) be bounded and rnonotonic 1ohen x-::::>- a.
Let t(tc) be bounded and integ1·able ~·n the aTbitrarp interval (a, b), and not
change s(qn n~ore than a finite nurnber of tinies in the hzterval. Also let
l"' f(:e) d.r conoe~·qe.
110 THE DEFINITE INTEGRAL

Then JJ
¢ (:c) 1/;' (~c) d/v = cp (a + 0) J§ 'f!' (.1;·) d.JJ + ¢ (oc )Jootf (x) d.1),
J
Li a §
where tl <== ~ < oo .*
Suppose ¢(.1)) to be 1nonotonic increasing.
We apply the Second Theoren1 of Mean Value to the arbitrary interval
(a, b).
'I'hen 've have
ba ¢(.x')'f'(.1J)d~c=¢(a+O) J§a '\fr(.JJ)d.rc+rp(b-0) Jb§ "o/(.r)dtc,
J
'vhere a<:~< b.

Add to both sides

observing that¢( oo) exists, since ¢(x) is monotonic increasing in x> a and
does not exceed son1e definite nun1ber (§ 34).

Also Lt B=O and

b-+oo
J 00

a
rp(x) f(x)dx converges[§ 56, II.].

Then B+ J: rj>(:c).f(x)dx

= rf>(a+O) J: .f(x) d.r+ rj>(b- 0) J: .f(.r) d.r+ </>( oo) [ .f(.r) d.r

= rf>(a+o)[J: .f(m) d.r- J; .f(.r) d.r ]+rf>(b- o)[J; f(.r)d:v- J~ .f(.r) d.r J
+ </> (oo ) J)c.r) d.r
'l)

= ¢ (ct + 0)
J a tj; (.1?) d.1J + U + TT, ............................... ............ , ........ ( 1)

where U={rf>(b- 0)- <f>( a+ 0)} J; >/'(.1;) d.r,

and V ={</>( oo)- rf>(b- 0)} J~ .f(x) dx.

Now we know from the above Lemma that J.~ .f(.r) d.r is bounded in (a, oo ).
I...~et JYI, 1n be its upper and lo,ver bounds.

Then m< J; .f(.r) d.r < M,

and J~ .f(.r) d.r < Jlf.

m<

Therefore {cp(b- 0)- rp(a+O)}n~ < u< {rp(b- 0)- rp(a+O)}jJf,

{cp(oo) -rp(b-O)}nl < TT<{¢(oo )·-cp(b-O)}M.

.;:- Of. Pierpont, Zoe. cit., Vol. I., § 654.

 THE DEFINITE INTEGRAL 111

A_ddi11g these, we see that

{cp(oo)- rp(a+O)}n~ < U + V< {¢( oo)- cp(a+ O)}J}f.
'fherefore U + TT = p.~{¢( oo)- ¢(a+ 0)}, 'vhere 1n-< !-'--< .Llf.
Insert this value for U + T' in (1 ), and proceed to the li1nit when b-7oo.

Then [ <f>(x) f(.x) dx=cf>(a+O) [ f(x) dx+ fL'{</>( oo)- </>(a+O)},

'v here !-'-' = Lt !-'-·

b--7-oo
This lin1it n1ust exist, since the other tern1s in (1) have lin1its 'vhen b~oo.
Also, since 1n < !-'--< Jlf,
it follows that 1n<!-'-'<M.

But J: f(x) dx takes the value fL' at least once in the interval (a, oo ).

Thus 've n1ay put f-'-

1
=J 00

!;'
tj;(te) d:e, where a-<~~< oo.
Therefore 've have finally

J oo
a
¢ (.rc) if (.r) dx = ¢ (a+ 0) Jt f (
a
x) dx + ¢ ( oo ) J~ f (.x) d.r,,
t
'vhere a<~'<oo.
It is clear that we n1ight have used the other forn1s I. and III., §50, of the
Second Theoren1 of Mean Value and obtained corresponding results.

INFINITE INTEGRALS. INTEGRAND INFINITE.

59. J: f(x) dx. In t;te precedi~g sections we ~ave dealt with

the infinite integrals LJ(x)dx, J_"/(x)dx and J _J(x)dx, when
the integrandf(x) is bounded in any arbitrary interval, however
large.
A further extension of the definition of the integral is required
so as to include the case in which f(x) has a finite nu1nber of
infinite discontinuities (c£. § 33) in the interval of integration.
First we take the case when a is the only point of infinite
discontinuity in (a, b). The integrand f(x) is supposed bounded
and integrable in the arbitrary interval (a+f, b), where
a<a+t<b.
On this understanding, if the integrral Jb f(x) dx has a limit as
· a+f

·f-7-0, we define the infinite integral Jb f(x) dx aB Lt Jb f(x) dx.

a §--+0 a+g
112 THE DEFINITE INTEGRAL

Similarly, ~vhen the poi~nt b is the 01~ly point of infinite clis-

co?~tirr~~~ity iT~; ( c~, b), o/ncl .f(x) ~is bo1~nded aT~cl i1~tegrable ~i1~ thr~
Ci'rbitrary ·iTttett·val (a, b- f), whe1·e a< b- f< b, ~Ue define the i1~-
b Jb-§ j( x) dx, ~vhe1~ this li1nit exists.
fi1~ite i1~teg'ral f( x) dx as Lt
Ja §--+0 ct
Again, whe1~ a and b a~re both poi~nts of irnfinite disconti1~'lLity,

we d~fine the infinite integral f:J(x) dx as the sum of the

infinite integrals Jc f(x) clx and Jb j(x) clx, when these integrals
(i c
exist, as defined above, c being a point betwee1~ a a11d b.
This definition is independent of the position of c between
ct and b, since we have

Jf(x)dx= Jc' f(x)clx+ Jc f(x)clx,

c
a Ct., c'

where a<c'<c (cf. §51, III.).

Finally, let there be a finite n1~mber of points of infinite dis-
contin~~;ity in the i1~terrval (a, b). Let these points be x 1 , x 2 , ••• xn,
where a-<:::: x1 <x 2 , ••• <xn <b. 1¥e cle.fi1~e the infinite i1~tegral
f:J(x) dx by the eqtuxtion

f:J(x) dx= J:' j(x) dx+ J:: j(x) clx+ ... +J:J(x) dx,
·when the integrals on the right-hc~n~d exist, according to the
definitions just given.
It should be noticed that with this definition there are only to
be a finite number of points of infinite discontinuity, and f(x) is
to be bounded in any partial interval of (a, b), which has not one
of these points as an internal point or an end-point.
This definition \Vas extended by Du Bois-Reymond, Dini and Harnack to
certain cases in which the integrand has an infinite nun1ber of points of
infinite discontinuity, but the case given in the text is an1ply sufficient for
our purpose. The modern treatn1ent of the integral, due chiefly to Lebesgue,*
has rendered further generalisation of Rie1nann's discussion chiefly of
historical interest.

It is convenient to speak of the infinite integrals of this and

the succeeding section as con1Jergent, as we did when one or other
*Of. footnote, p. 77.
 THE DEFINITE INTEGR,AL 113

of the lirnits of integration 'vas infinite, and the tern1s cliverge11t

and oscillatory are e1nployed as before.
Son1e writers use the terrn proper integ1·at for the ordinary integral
j(.1~) d.x, \Vhen f(.r) is bounded and integrable in the interval (a, b), and
Jb
a
imp?·oper integral for the case \Vhen it has points of infinite discontinuity in

r r
(a, b), reserving the tern1 infinite integral for

[ f(.r) d,t:, J<x) dx or J(.r) dx.

French mathernaticians refer to both as integrales generalisees ; Gern1ans
refer to both as ~tneigentliche Integ?·ale, to distinguish then1 from eigentl~"che
Integrale or ordinary integrals.

60. [ f(x) dx. r 00 f(x) dx. r 00 f(x) dx.

Let f(x) have infinite discontinuities at a finite nurnber of points
in any interval, however large.
For example, let there be infinite discontinuities only at
x 1 , x 2 , ••• xn in x =>-a, f(x) being bounded in any- interval (c, b),
"\Vhere c>xn.
Let a< x 1 <x 2 , ••• <xn <b.
rrhen we have, as above(§ 59),

J:!(x) clx= J:'!(x) clx+ J:/(x) clx+ ... + L!(x) clx+ J>(x) clx,
where xn<c<b, provided that the integrals on the right-hand
side exist.
It will be noticed that the last integral J>(x) clx is an ordinary

If the integral r
integral,f(x) being bounded and integrable in (c, b).
f(x) dx also converges, we define the infinite
integral [ f( x) dx b~ the eq'nation :
r f(x) clx= rf(x) dx+ L:f(x) dx+ ... + L!(x) clx+ fJ(x) dx.
It is clear that this definition is independent of the position
of c, since "\Ve have

L/(x) clx+ [ f(x) clx= [/(::c) dx+ [f(x) rlx,

where xn<c<c'.
C. I H
114 THE DEFINITE INTEGRAL

Also we 1nay write the above in the forrn

[ f( X) dx = r f( X) dx + f:: f( X) dx + ... +[/(X) dx.

The verbal alterations req~red in the

J
definition of
are obvious, and we define -:oof(x) dx, as before, as the sum of
r wf( X) clx

the integrals r"'f(x) dx and [ .f(x).

It is easy to show that this definition IS independent of the
position of the point a.

61. Tests for Convergence of J: f(x) dx. It is clear that we

need only discuss the case when there is a point of infinite dis-
continuity at an end of the interval of integration.
If x==ais the only point of infinite discontinuity, we have

bf(x) dx = Lt Jb f(x) dx,

Ja f-70 rt+f
when this limit exists.
It follows at once, from the definition, that:

I. The iTttegral J: f(x) dx is convergent and has the val1te I

when, any ]Jositive ~number € havi~ng been chose1~, as s1nall as we
please, there is a pos·itive 1~umberr r; such that

I- Jb
a+g
f(x} dx < e, provided that 0 <f < 'YJ·

And further :
II. A necessa~r·y anti sufficient conclition for the convergence
of the integral J: f(x) dx is that, if any positi·pe number e has
bee1~ chosen, as s1nall as we please, there shall be a positive
n ?J./ntber r; such that
'Ja+f'
i- f(x) clx < €, when O<f" <t' < 'YJ·
! n+f"

Also, if this infinite integral Jb f(x) dx converges, we have

a

J:.t(x)dx= J:f(x)dx+ J:f(x)dx, a<x<b.

 THE DEFINITE INTEGRAL 115

It follows from I. that, if J: j(x) clx converge~:~, to the arbitrary

positive nun1ber €, there corresponds a positive number r; such that

IJ:f(x)dx\<€, when O<(x-a)< 11.

Absolute Convergence. The infinite integntl J: f(x) dx is sa1:cl
to be absolutely conve1"ge11t, if f(x) is bo1t11decl ancl integrable
i11 the ftrbitrary i11terval (ct + t\ b), 1uhere 0 f b- a, ancl < <
J: I f(x) I rlx conve?·ges.
It follows fron1 II. that absolute convergence carries with it
ordinary convergence. But the converse is not true. A 1~ infi.nite
integral of this lcincl1ncty conve1'1ge, btttt not converge absolutely,*
as the following example shows.
An exan1ple of such an integral is suggested at once by ~54.
1
sin 1/.1: dx
It is clear that
ln ,'{)

converges, but not absolutely, for this integral is reduced to

00 0

s1n.xd
- - .r
[
~ 1 .1'
by substituting lf.x for tv.

· 1·t IS
Agam,
.
· cl ear th at Jb
a
( clx ) converges, 1· f 0
x-cln
< n < 1.
For we have
dx b 1
"
J ==~·· _ I(b-a)l-n_ cl-n}.
a+g (X - rt )'n 1 - 11 l S

b clx (b - a) 1 - n
Therefore Lt ( · )1, =
g~O a+f X-a J 1 -11
, when O< 1. n<
Also the integral diverges when 11 > 1.
Fron1 this we obtain results 'vhich correspond to those
of §55.
III. Let f(x) be bounded cLncl i11tegrable the a1"bitrary i1~
i11ter1'al (a+ f, b), wherre () <t<
b- CL If there i8 CL rnurnber fJ-
betwee11 0 and 1 such that ( x - a) ~-t f( x) is bounclecl whe11 a< x -c::::. b
then J>(x) dx converges absolutely.
* Cf. ~ 43, V.; § 47, Cor. I.; and§ 54.
116 THE DEFINITE INTEGRAL

_.Again,
IV. Let f( x) be uo1cndecl a1~_;d ·integrable ·i11 the C(/r'b itrr'a1'Y
< <
i11terval (ct + f, b), where 0 f b- ct. If the1"e is a 1·1~tmberr·
fJ. g1"eater than 01" eq~~_;al to 1 s1~_;ch that (x - a) fLf( x) hcts a
po8iti1Je lower bo1.tn.cl 1vhen Ci <X< b, 01" a ~negati-ue 1(;p]Je1"
bound, then J: f(x) clx diverges to + oo in the fi~·st case, and to
- oo i11 the sec011cl cctse.
And finally,
V. Let f( x) be bo~£;?1decl ct11d integ·rable i11 the a?"bitrrctry i1~tervctl
(a+f, b), ~vhere O<f<b-a.
J.f the?"e is a numbe?" fJ. between 0 and 1 s~~_;ch that Lt ( x- a) ~J-.f( x)
b X-7a+O
exists, then
J j( X) dx C011Verges absolutely.
a

If there is a n.~~_;n1be1" J1 greater than O?" equal to 1 such that

Lt (x-a)~Lj{x) exists a11cl is ~not ze?"O, then Jb f(x)dx clive~·ges;
:c-7a+O a
and the san1e is true if (x-ct)~Lj(x) tends to +oo, 01" to- oo, as
X-7a+O.
We shall speal{ of this test as the fl.-test for the infinite integral
J: J(x) dx, when x = c~ is a point of infinite discontinuity. It is
clear that in applying this test we are si1nply asking ourselves
the order of the infinity that occurs in the integrand.
The results can be readily adapted to the case \vhen the upper
limit b is a point of infinite discontinuity.
Also, it is easy to show that
VI. If ¢ ( x) is boundecl a11cl i11.teg1?able ~11~ ( ct, b), a11rl
b'1/f(x) dx converges absolutely, then Jb cp(x) '1/f(x) dx is absol1dely
Ja a
convergent. (Cf. § 56, I.)
The tests given in III.-VI. will cover most of the cases which
we shall meet. But it would not be difficult to develop in detail

r
the results which correspond to the other tests obtained for the
convergence of the infinite integral f(x) clx.
No special discussion is required a for the integral Jb f( x) dx,
a
when a certain number of points of infinite discontinuity occur
 ~rHE DEFINirrE INTEGRAL 117

Ill (C~, b), OI' for [ j( X) clx, r

in § 60. rrhese integrals all reduce to the surn of integrals of
w j( X) dx, and r "/(X) dx, as defined

the types for which vve have already obtained the required
criteria.
We add son1e exan1ples illustrating the points to vvhich we
have referred.

/
~1 dx ~~ 1 d·u
Ex. 1. Prove that ~o (l +x·)~x, eon verges and that ~o
,:J_~·(I'+.x,~) diverges.

(i) Let f(.:v)= (1 +~)v'x'

Then Lt ~:,~_;·f(::c)= 1.
x_,..O
(1 r_{t•
The 11--test thus establishes the convergence of t ( ·)~ .
"0 1 + .l-' .))

(ii) Let )'(.?;)= x(l ~x)'

Then Lt :t·f(;v) = 1.
X-7-0

Therefore the integral eli verges by the sarne test.

1
,.-zrr sin ·r
Ex. 2. Prove that 1 / .1+·1: dx converges, \vhen 0 < n < 1.
•· 0 ,)J

The integral is an ordinary finite integral if n < 0.

1\.lso Lt ,n
._'{)
(sin
,l+n
::r) = 1 •
x~O .X

Therefore the integral converges \Vhen 0 < n < 1. It diverges \Vhen

n --- 1.

- ~1 dx
Ex. 3. Prove that I _11 ·(I , Y converges.
Jo .y t·'t - .1_~ f

The integrand has infinities at .'V=O and :v= 1.

vVe have thus to exatnine the convergence of the t\vo infinite integrals
ra dx rl d.v
Jo J{x(1-a;)}' V(t ~7Tx(i-x)}'
\Vhere a is son1e nu1n ber het\veen 0 and 1.
The 11--test is sufficient in each case.

f
a d:J; 1
,JJ ( 1 )lconverges, since Lt {a.·2f(:,~_;')}=l,
0 lX - X' f x_,..O
1

1
a
dx
~{x(l-x)} converges,
.
since x!t_ ((1 ~x)2 f(x))= 1,
1 0
1

where we have written j'(x)= J {x(~ _ x)} ·

118
!71"
Ex. 4. Sho\v that {. log sin x dx converges and is equal to - ~7r log 2.
~ 0
The only infinity is at .JJ = 0, and the convergence of the integral follo,vs
fron1 the J.L- test.
Further,
7r .l?r

fulog sin x dJJ = 2 } ' log sin 2x d:c

0

= 1r log 2 + 2 t'
~ 0
log sin x dx + 2},..:\-rr log cos x dx
0
1

= 1r log 2 + 4fo''~ log sin :c do:;.

But Jo" log sin x dx = 21!" log sin x d.v.

Therefore
~
{,t" lOg sin .v dx = - ~-'ll' log 2.
0

F1·on1 this result it is easy to sho\v that the convergent integrals

j~" log(l- cos x)da; and 1" log (1 +cosx) dx

are equal to - 1r log 2.

Ex. 5. Discuss the con vergence or divergence of the Gan1n1a, }-,unction

integral rOC) e-xxn-1 dtc.
. Jo
(i) Let n> 1.
Then the integrand is bounded in 0< x ·<a, \vhere a is arbitrary, and \Ve
need only consider the con vergence of l~ e-xxn-l da;,
The J.L-test of §55 establishes that this integral converges, since the orcle1·
of ex is greater than any given power of x·.
Or we n1ight proceed as follows :
::t'2
Since ex= 1 +X'+ ! + ... ' 2
when x·>O, ex>~·=
r!
(r=any I)Ositive inteffer)
<'::) '

and e-x~vn-1 __ r'. --.

< .::t·r-n+1
•

But \Vhatever n rnay be, \ve can choose r so that r- n + 1 > 1.

It follo\vs that, whateve1· n rnay be,

j a,
,..OC) e-xxn-I dx converges.
(ii) Let 0 < n < 1.
In this case e-xxn-1 has an infinity at x·=O.
"1
The JL-test sho\VS that j e-x.xn- 1 d.J; converges, and \Ve have just sho\Vll that
J,..'X)

e-x.v"- 1dx converges.

<- 0
 119

Therefore {r.; e-xxn- 1 cl.?J· con verges.

. Jo
(iii) Let ·n < 0.
In this case e-x.1_,.n- 1 has an infinity at :t' = 0, and the ,u-test sho\VS that
{ e-x:!:"-1 dx diverges to + oo .
~ 0

Ex. 6. Discuss the integral f x'Hlog x dv.*

Sirice Lt (xrlog a--')=0, when ?' > 0, the integral Is an ordinary integral,
x~O

'vhen n> l.
Also we know that

f logxdx=[t(logx-l)I =:c(l-logx)-1.

It follo\VS that elogxd.x= Lt {x(l-logx)-1}= -1.

Jo x~o
Again, Lt (.elL x .'t·n -llog x) = Lt (x,u+n -llog x) = 0, jf fL > 1 - n.
x~O x~O

And when 0 < n < 1, 've can choose a, positive nun1ber fL less than 1 which
satisfies this condition.

Therefore fl J..'n- 1 log x d:r con verges, 'v hen 0 < n ·< 1.
)o ,
Finally, we have
Lt (x X .1/~-1 !log .JJ I)= Lt ~)__,'n !log :t' I= oo, 'vhen n < 0.
x~O x~o

"1
Therefore /, J..,n- 1 log :;; dx diverges, 'v hen n-<:: 0.
~ 0

ltEFERENCES.
DE LAvALLEE PoussrN, lac. cit., T. I. (3e eel.), Ch. VI.; T. II. (2e eel.), Ch. II.
DINI, Lezz"ani di Analisi lnjinitesinutle, T. II., 1a Parte, Ua.p. I. and VII.,
Pisa, 1909.
GoURSAT, lac. cit., T. I. (3e eel.), Ch. IV. aucl XIV.
KoWALEWSKI, Gr~tndziige der Differential- ?.l. lnteg?·aliJ·ec!tnu-rtg, Kap. xrv.,
Leipzig, 1909.
LEBESGUE, Ler;ans sur l'lnte,qratian, Ch. I. and II., Paris, 190.-±.
OsGooD, lac. cit., Bd. I., Tl. I., Kap. III.
PIERPONT, lac. cz't., Vol. I., Ch. V.
SToLz, Grundziige der D£fferential- 'U. Integralreclt/JUI/J~g, Bel. I., Abscl1. X.,
Leipzig, 1893.
And
BRUNEL, "Bestinunte Integrale," .E'nc. d. 1natl~. H'iss., Bd. II., Tl. I., Leipzig,
1899.

*This integral can be reduced to the Gan1nut Function integral, and its con·
vergence or divergence follows from Ex. 5. Also see belo·w, Bx. 5, p. 120.
120

EXAMPLES ON CHAPTER IV.

1. Sho\v that the following integrals converge:

/
~oo sin X ~~oo (/V - 1) I X , ~~oo
----dx·, . "' dx, e-x2 dx·,
'"o 1 +cos .x +ex . 1 1+ x + x3 +sin x ., o

/
~oo -a2x2 j~1 log Xd j~1 log .'t' d .
e cos h b.r d.x, - - x, ----,> x .
._ o o 1 +X o 1 - .X"'

2. Discuss the convergence or divergence of the following integrals:

~~c JP- d
1
'"b d:c j'"c d:r, 'v here 0 < c < 1,
l
., a (~-_a)~( b ~-i:)' '"o x + 1 .r,
::t,(t-I
o x- 1
roo .xa-l dx, roo xa-l dx, t~ sinm () cosn () d().
Jo .r + 1 Jo x- 1 Jo
3. Show that the following integrals are absolutely convergent:
1 dx·
l
~b •
Sin-- (n~ >0),
vO X ,J.v'

and

where ]J(.;;) is a polyno1nial of the ?nth degree, and (J(:L·) a polyno1nial of the
nth degree, n:::>-n~+2, and a is a nu1nher greater than the largest root of

(d(J_~')=O.

4. Let j(.J_~') be defined in the interval 0< x <:::: 1 as follo,vs :

f(x)=2, ~<.x<1, /(::t·)= -3, ~<x<~,
- 4 ' ·.r1 < :r < 1 f(-r:)-
./ '(x)- ~
o~ l <.- ,..., -.:::::::: l
X I :=::::; : ; ' 4'
• • C/ - ' •N :=::::;

and so on, the values being alternately positive and negative.

1
Sho\v that the infinite integral [ f(.t·) d.1v· converges, but not absolutely.
"0

5. Using the substitution .v=e-n, show that

f ,vm-l(log :c)"diJ

con verges, provided that ?n > 0 and n > - 1.

And by 1neans of a sitnilar substitution, show that
~oo

} .xm-l (log xy~ d:v

1

converges, p1·ovided that 1n < 0 and n >- 1.

6. Show that LX(lo~:)1+~<

~w d
con verges when p. > 0 and thttt it diverges
'vhe1i fL~O, the low·er limit a of the integral being son1e nun1ber greater than
unity.
Deduce that if there is a nun1ber fL > 0, such that Lt {x(log x)l+!if(x)} exists,
then 1 00

CG
J(x) d.rc converges, and give·a correspondin~~:st for the divergence of
 THE DEFINirrE IN~'EG11AL 121
this integral, f(:v) being bounded and integrable in any arbitrary interval
(a, b), 'vhere b >a.
I'C/J

Shovv that COS X d

}, • 2 )(l
2 ( x·+sn1 x· ogx· x converges,
)2

~
00
d:t' .
and . - chver es.
2 (<1:+s1n 2x)logx g

7. On integrating r(; eos x·log .'t' dx by parts, \Ve obtain

!,;(; cos x loa .-v dx =sin

..,1
~~x sin x
.'t' lorr :~- - - dx·.
o <:::::: ~1 ;V

Deduce that
~
r 1
cos X log a; dJJ oscillates infinitely.
(1 sin tt'
l
l
Also show that cos x log x dx converges, and is equal to - ! -~~~ d~t'.
0 1
0 .x. v

8. On integrating D" cos x 2 dx by parts, we obtain

x'' 1 1
~sin
1
.1:' 2+-
J;r/f sin 2
--.J'_.~ d.1.~·
[ cos x 2 dx=-
• .r/ 2~t."
sin x" 2 -
2x' 2 :r/ .-:c~ '
\vhere :v'' > x' > 0.
Deduce the convergence of J."' cos tu dx.
2

9. Let f(x) and g(~r) be bounded and integrable in (a, b), except at a
certain nun1ber of points of infinite discontinuity, these points being different
for the two functions.
Prove that
converge.
lb " .f(x) g(x) dx converges, if L"b l.f(.x) I d.v and
Jb" I g(x) I dx

10. Let j'(;:{;) be n1onotonic \vhen x> C(;, and Lt f(~l;)=O.

Then the series f(a)+ f(a+ 1)+ j'(a+ 2)+ ...

is convergent or divergent according as L''t(x) da: converges or diverges.

Prove that for all values of the positive integer n,
1 1 1
2~(n+1)-2<J 1 + ~ 2 ... + ~n <2Jn-l.

Also sho\v that 1 1 1

2~1 +3~2+4J3 ...
converges to a value between i(rr+1) and !r..
 CHAPTER V
THE THEORY OF INFINITE SERIES, vVHOSE TERMS ARE
FUNCTIONS OF A SINGLE VARIABLE

62. We shall now consider some of the properties of series

whose terms are functions of x.
We denote such a series by
u 1 (x)+u2 (x)+u 3 (x)+ ... ,
and the terms of the series are supposed to be given for values
of x in some interval, e.g. (a, b).*
When we speak of the sum of the infinite series
1(;1 (X) + U2 (X) + U 3 (X) + ...
it is to be understood : t
(i) that we settle for what value of x we wish the sum of
the series;
(ii) that we then insert this value of x in the different terms
of the series ;
(iii) that vve then find the sum-Sn(x)-of the first rn terms;
and
(iv) that we then find the limit of,this sum as 1L-7>-YJ, l(eeping
x all the time at the value settled upon.
On this understanding, the series
u 1 (x) + u 2 (x) +u3 (x) + ...
,is said to be co'nvergent for the value x, ancl to have f( x) for ~its
su1n, if, this value of x having been first i1~sertecl i11 the cliffere~JLt

~~As mentioned in § 24, when 've say that x lies in the interval (a, b) ·we n1ean
that a< x <b. In some of the resnlts of this chapter the ends of the interval
are excluded from the range of x. When this is so, the fact that ,.ye are dealing
with the open interval (a< x<b) will be stated.
t Of. Baker, Nature, 59, p. 319, 1899.
122·
 JTUNC~riONS OF A SINGLE ·vAl{IABLE 123
ter1r~;s
of the seT·ies, ct1~d Ci1'~Y positive 11umber e hctvi1'~g bee1~
chosen, as srn~all as we please, there is ct positive integer v such that
lf'(x)-Sn(x) I <€, whe11 1~> v.
Further,
A necessary a1~d sufficient condition for converge1~ce is that,
if a'ny positive nu1nber E has bee1~ chose11, as small as we please,
there shall be a positive i11tege1 v such that 1

ISn+p(x)-Sn(x)j<E, when n~v,

for every zJositive intege1/l p.
A sirnilar convention exists when 've are dealing 'vith other lin1iting
processes. In the definition of the differential coefficient of f(x) it is under-
stood that we first agree for what value of ·x we wish to know f'(x); that we
then calculate f(x) and f(:r +A) for this value of x; then obtain the value of
f(x+ 1~- f(.Y) ; and finally take the limit of this fraction as h--7-0,

Again, in the case of the definite integral J: f(.Y, a.) dx, it is understood

..
that 've insert in f(x, a) the particular value of a for 'vhich \Ve wish the
integral before we' proceed to the sun1mation and lin1it involved in the
integration.

We shall write, as before,

f(x)-Sn(x) = Rn(x),
where f(x) is the sum of the series, and we shall call Rn(x) the
Ten~ai·nder ctfter n te~rms.
As we have seen in § 19, Rn(x) is the sun1 of the series
Un+I (x) + 't(;n+2(x) + 't(;n+::> (x) + ··· ·
Also we shall write
pRn(x) = Sn+p(x)- Sn(x),
and call this a pa~rtial 1~e~mcti·nderr·.
With this notation, the two conditions for convergence are
(i) !Rn(x)!<E, when n>v;
(ii) IPRn(x)I<E, when n>v,
for every positive integer p.
A series 1nay conV"erge for every value of J.J in the open interval~<;;;< b
and not for the end-points a or b.
E.g. the series 1 +LrJ+x2 + ...
1
converges and has - - for itR stun, 'vhen - 1 < tc < 1.
1-x
When 1
.;t = 1, it diverges to + oo ; 'vhen x= ---1, it oscillates finitely.
124· THEORY OF INFINITE SERIES, WHOSE rrERMS

63. The Sum of a Series whose Terms are Continuous Func-

tions of x may be discontinuous. Until Abel* pointed out that
the periodic function of x given by the series
0

2( Sill X
0

l Sill
- 2- 2X + 3 Sill 3X -
l
0

I
••• ,
)

which represents x in the interval -7T<x<7T, is discontinuous

at the points x=(2r+ 1)7r, r being any integer, it was supposed
that a function defined by a convergent series of functions,
continuous in a given interval, must itself be continuous in
that interval. Indeed Cauchy t distinctly stated that this was
the case, and later wi. iters on Fourier's Series have sometimes
tried to escape the difficulty by asserting that the sums of these
trigonometrical series, at the critical values of x, passed con-
tinuously fron1 the values just before those at the points of
discontinuity to those just after.~\~
This n1istak:en view of the su1n of such series was due to two
different errors. The first consisted in the assumption that, as n
increases, the curves y==Sn(x) must approach more and Inore
nearly to the curve y = f(x), when the su1n of the series is f(x),
an ordinary function capable of graphical representation. These
curves y · Sn(x) we shall call the approximation curves for the
series, but we shall see that cases 1nay arise where the approxi-
mation curves, even for large values of n, differ very considerably
fro1n the curve y = /( x ).
It is true that, in a certain sense, the curves
(i) y = Sn(x) and (ii) y == f(x)
approach towards coincidence; but the sense is that, if "re choose
any particular value of x in the interval, and t_he arbitrary small
positive number E, there will be a positive integer v such that, for
this ·value of x, the absolute value of the difference of the ordi-
nates of the curves (i) and (ii) 'vill be less than € when 1~ ~=-- v.
Still this is not the same thing as saying that the curves
coincide geometrically. They do not, in fact, lie near to each
other in the neighbourhood of a point of discontinuity of f(x);
and they may not do so, even where f{x) is continuous.

*Abel, J. Berlin, 1, p. 316, 1826.

~£at h.,
t Cauchy, Oorur8 d' Analyse, pe Partie, p. 131, 1821. Also (]ihtvres de Cauchy,
(Ser. 2), T. III., p. 120.
t Of. Sachse, Zoe. cit.; Donkin, Aco'lt8tics, p. 53, 1870.
 ARE FUNC TION S OF A SING-LE VARI ABLE 125 ·
The follo,v ing exarnp les and cliagt·anls illustr ate these points :
Ex. 1. Consid er the series
,'V X
:! ~ + 1 + (.~· + 1) ( 2.t' + 1) + ... ' .1~>o.

II ere 1 1
1.tn(~v)= (n -1).v+ 1- n.v+l'
and 1
S (.x)= 1--
11 .
n:c+ 1
Thl;ls, when .x > 0, Lt Sn(:r)= 1 ;
when x=O,

The curve y-.f(x ), 'vhen .x > 0, consis ts of the part of the line y= 1 for \vhich
.1J > 0, and the origin . The sun1 of the series is discon tinuou s at .1J=0.
N O\V exan1ine the approx in1atio n curves

y=Sn (.x)= 1- - 1- .
n.JJ+1
This equati on n1ay he \Yritte n

·
(1J- 1) (.'{, +
n n
!) = - ~.
As n increa ses, this rectan gular hyperb ola ( cf. Fig. 10) approa ches n1ore
and
n1ore closely to the lines ,?/ = l, .1: = 0. If \Ve rea.soned fron1 the shape
of the
y

X
0

FIG. 10.

a,pproxi111ate curves , we should expec t to find that part of the axis of

y for
which 0 <y < 1 appea ring as a portio n of the curve y=.f(x ) "'hen ..x>
0.
As S.n(x) is certai nly contin uous, ·when the tern1s of the series are
con-
tinuou s, the approx in1atio n curves \vill alway s dif:fer very rnater ially
frcn1
the curve y=.f(.x), \Vhen the sun1 of the series is discon tinuou s.
 126· THEORY OF INFINITE SERIES, WHOSE TERMS

Ex. 2. Consider the series

.1:------- o,
<
n.x (n- 1);-v
'vhere
u.n(x) = T+n2x2 -1 + (n -l) 2.1:2 •
n.1.:
In this case Sn (.17) = -1---9-2'
+n'"'.r
and Lt Sn(.r)=O for a1l values of .r-.
Thus the sum of this series is continuous for all values of ."t~, but \Ye shall
see that the a pproxitnation curves differ very rnaterially fron1 the curve
y= f(.tt') in the neighbourhood of the origin.
y
·5

X
0 ·5 1·0
FIG. 11.

The'curve

has a n1axitnun1 at (1/n, !) and a n1inin1um at (- 1/n, - !) (cf. Fig. 11). The
points oil the axis of- X just belO"\Y the n1axin1Ulll and nliniiilUJll IllOVe in
towards the origin as n increases. And if we reasoned fron1 the shape of the
curves y=Sn(.x), we should expect to find the part of the axis of y fron1 - t
tot appearing as a portion of the curve Y=.f(x).

Ex. 3. Consider the series

u 1 (.r) + rzt 2 (.1:) + ttt3 (.x) + ... ,
"_ n 2~v (n- 1) 2.'c
\vhere 1l 11 (.1~)- - ~-----s
1 +n .r 1 + (n- ]~ y~;..r2.
2 --
, n 2,'V
Here + nx--
8n(x)=- -
3 .,,
1
and Lt Sn(.x) = 0 for all values of x.
n--?-'Y.l

_The sun1 of the series is again continuous, but the approxin1ation curves
: (Gf. Fig. 12), which have a n1aximun1 at (1/,Jn3 , !,Jn) and a n1inin1un1 at
 ARE FUNCTIONS OF A SINGLE VARIABLE 127
(- 1/Ja:\ --l.Jn ), differ very greatly fron1 the curve y -.f(.x) in the neigh-
hotu·hood of the origin. Indeed they \Votlld suggest that the \Vhole of the
axis of y should appear as part of y -f{r).

X
0 ·5 1·0
FIG. 12

64. Repeated Limits. These remark:s dispose of the assun1p-

tion referred to at the beginning of the previous section that the
approxin1ation curves y=S11 (x), when 11 is large, must approach
closely to the curve y = f(x), "rhere f(x) is the sum of the series.
The second error alluded to above arose from neglect of the
convention implied in the definition of the sum ott an infinite
series whose terms are functions of x. The proper method of
finding the sum has been set out in § 62, but the 1nathematicians
to whon1 reference is novv made proceeded in quite a different
1nanner. In finding the su1n for a value of x, say x 0 , at which
a discontinuity occurs, they replaced x by a function of n, which
converges to x 0 as 11 increases. Then they took the limit when
11~00 of Sn(x) in its new form. In this method x and n approach
their lirnits concurrently, and the value of Lt Sn(x) may
{a;~x 0 , n~oo }

quite well differ fron1 the actual sum for x = x 0 • Indeed, by

choosing the function of n suitably, this double limit may be
n1ade to tal{e any value between j(x0 + 0) and f(x 0 - 0).
128 · THEORY OF INFINITE SERIES, vVHOSE TERlVIS

For instance, in the series of § 63, Ex. 1,

o~ ;:r
X+l +(x+I)(2x+l)+···' x>o,
vve have seen that x = 0 is a point of discontinuity.
If vve put x==p/n in the expression for Sn(x), and then let
1~-7::J:::, p ren1aining fixed, we can make Lt Sn(x) take any
{x-70, 1~---?oo }
value betvveen 0 and 1, according to our choice of p. For we
have Sn(pjn,) = · ~J!- -, which is independent of rn, and
p+ 1
Lt Sn(x)=~,
{x-7-0, n-7-:x>} P+
vV hich passes frorn 0 to 1 as p increases fro1n 0 to oo •
It will be seen that the 1natter at issue was partly a question
of vvords and a definition. The confusion can also be traced, in
some cases, to ignorance of the care which 1nust be exercised in
any operation involving repeated lin1its, for we are really dealing
here with two limiting processes.
If the series is convergent and its sum is f(x), then
f(x)== Lt Sn(x),

and the lin1it of f(x) as x tends to x 0 , assu1ning that there is such

a limit, is given by
Lt j(x)== I.Jt [Lt Sn(x)]. ..................... (1)
x--7x0 x-7-x0 n-7-oo

If we n1ay use the curve as an illustration, this is the ordinate

of the point towards which we move as we proceed along the
curve y = j(x), the abscissa getting nearer and nearer to x 0 , but
not quite reaching x 0 • According as x approaches x 0 fron1 the
right or left, the limit given in (1) vvill be/( x 0 + 0) or /( x 0 - 0 ).
Now j(x 0 ), the surn of the series for x == x 0 , is, by definition,
Lt [Sn(x 0 )],
n-7-oo

and since \ve are no'v dealing "'"'"ith a definite nun1ber of con-
tinuous functions, Sn(x) is a continuous function of x in the
interval with which we are concerned.
Thus Sn(x0 )= Lt Sn(x).
:c-?x0
 ARE FUNCTIONS OF A SINGLE VARIABLE 129

Therefore the su1n of the series for x = x 0 may be written

.Lt [Lt Sn( X)] . .••..•..................... ( 2)

The two expressions in (1) and (2) need not be the same. They
are so only when f(x) is continuous at x 0 •
65. Uniform Convergence.* When the question of changing
the order of two limiting processes arises, the principle of uniforn1
convergence, which we shall now explain for th~ case of infinite
series whose terms are functions of x, is fundamental. \\That is
involved in this principle will be seen n1ost clearly by returning
to the series

1
In this series S,(x)=1- ,
nx+ 1
and Lt Sn(x) = 1, when x>O.
n->oo
1
Also Rn(x)= , when x>O, and Rn(O)=O.
1~x+ 1
If the arbitrary positive number € is chosen, less than unity,
and some positive xis tak:en, it is clear that 1/(1tx+1)<€ for a
positive n, only if 1
--1
'it>!..__.
X
1
E.g. let e= 103+ 1'
If .x=O·l, o·o1, o·oo1, ... , lO-P, respectively, l/(n.x+1)<e only when
n> 104, 105, 106, ... , lO(v+s).
1
And when e= q+l' and .x=10-1J, n n1ust be .greater than 1QP+q if
10
t/(n.x+ 1)<e.
As we approach the origin ·we have to take rnore and more tern1s of the
series to 1nake the sun1 of n tern1s differ fron1 the sun1 of the series by less
than a given nu1nber. When .'t'= I0-8, the first n1illion tern1s do not
contribute 1% of the sun1.
1
--1
The inequality n>-
x
€

shows that when € i/s any given positive number less than unity,
* The sin1plest treatment of uniforn1 convergence 'vill be found in a paper by
Osgood, Bull. A rrner. ~[ath. Soc., 3, 1896.
C. I T
130 THEORY OF INFINITE SERIES, WHOSE TERMS

and x approaches nearer and neare~· to zero, the sn1allest positive

integer which will malze Rn(x), Rn+l (x), ... all less thanE increases
without limit.
There is no positive integer v which will make Rv(;;c), Rv+ 1 (x), ...
all less than this € in X::>- 0, the sa?ne v serrving fo1co all valrnes of X
in this ra'nge.
On the other hand there is a positive integer v which /vvill
satisfy this condition, if the range of x is given by x ::>-a, 'vhere
a is son1e definite positive number.
Such a value of v would be the integer next above (~- 1) ja.
Our series is said to co?~verge U?2iforn~ly in x ==:.a, but it does
not converge unijo1,1nly in x ::>- 0.
We turn now to the series
u 1 (x)+u2 (x)+u3 (x)+ ... , ~
and define unifor1n convergence* in an interval as follows :
Let the series ttt;1 ( x) + u 2 ( x) + u 3 ( x) + ...

CO?'LVerge for all values of x in the interval ct < x < b a11d its
stt~;m be f(x). It is said to converge uniformly in that interval, ,if,
any positive 11u1nber E hav,ing been chose11, as small as ttve please,
the?"e is a positive integer v such that, for all values of x in the
interval, lf(x)-Sn(x)!<e, when n>v.i-
It is true that, if the series converges, I R 11 (x) I< E for each x in
((t, b) when ?~ ::>- v. _
The additional point in the definition of uniforn1 convergence
is that, any positive number E having been chosen, as ,small as
we please, the same value of v is to serve for all the val1tes
of x in the interval.
For this integer v we rnust have
!Rv(x)!, !Rv+l(x)!,
all less than E, no matter where x lies in (clt, b).

*The property of uniform convergence was discovered independently by Stokes

(cf. Oan~bridge, Trans. Phil. Soc., 8, p. 533, 1847) and Seidel (cf. J.lfiinchen, Abh.
Ak. Wiss., 5, p. 381, 1848). See also Hardy, Oa1nbridge, Proc. Phil. Soc. 19,
p. 148, 1920.
t We can a,lso have uniforn1 convergence in the open interval a< x < b, or the
half-open intervals a< x < b, a< x < b; but, when the terms are continuous
in the closed interval, uniforn1 convergence in the open interval carries ·with it
uniform convergence in the closed interval (cf. § 68).
 ARE FUNCTIONS OF A SINGLE VARIABLE 131

rrhe series does not converge uniforinly in (a, b) if we

know that for sou1e positive nurnber (say Eo) there is no
positive integer v which will n1ak:e
IRv(x) !, I Rv+I (x) I,
all less than Eo for every x in (a, b).
It vvill be seen that the series
X X
X+ l + (X+ 1) ( 2x + 1) + ...
converges uniformly in any interval a< x < b, vvhere a, b are any
given positive numbers.
It may be said to converge infinitely slowly as x tends to zero,
in the sense that, as we get nearer and still nearer to the origin,
we cannot fix a limit to the number of ter1ns ·which we must
tal(e to mal(e !Rn(x)j<E. It is this property of inji11itely slow
C011Ve1·ge11ce at a point (e.g. x 0 ) which prevents a series converging
uniformly in an interval {X 0 - 0, x 0 + o) including that point.
Further, the above series converges uniformly in the i1~jinite
interval x> a, where ct is any given positive number.
It is sometirnes necessary to distinguish between uniforn1 con-
vergence in an i11jin,ite i11terval and uniforn1 convergence in a
fixed interrt'al, which may be as larroge as we please.
The exponential series is convergent for all values of x, but it
does not converge uniformly in the infinite interval x > 0.
For in this series Rn(X) is greater than xnjn!, when xis positive.
Thu,s, if the series V\'"ere uniformly convergent in x > 0, xnjn!
'vould need to be less than € vvhen 11 ? v_, the sarne v serving for
all values of x in the interval. 1
But it is clear that we need only take x greater than (v! E)~ to
make Rn(x) greater than € for 11 equal to v.
However, the exponential series is uniformly convergent in the
interval (0, b), where b is fixed, but may be fixed as large as vve
please.
For take c greater than b. We l(now that the series converges
for x=c.
Therefore Rn(c)<E, when n>v.
But Rn(x)<Rn(c), when 0 < x < b<c.
Therefore R 11 (x)<€, 'vhen 11> v, the same v serving for all
values of x in (0, b).
132 THEORY OF INFINITE SERIES, WHOSE TERMS

Fro1n the unifor1n convergence of the exponential series in the

interval (0, b), it follows that the series also· converges uniforn1ly
in the interval (- b, b), where in both cases b is fixed, but may
be fixed as large as we please.
Ex. 1. Prove that the series
1 + ,1} + .1~ 2 + ...
converges uniforrrtly to 1/(1- .r) in 0 < tc < .r0 <1.
Ex. 2. Prove that the series
( 1 - .r) +X (1 - X) + .1:2 ( 1 - X) + ,.,
converges uniformly to 1 in 0 < .r < x 0 < l.
Ex. 3. Prove that the series
(1 - .-v)2 + .r(1 - .r)2 + :c 2 ( 1 -- .T)2 + ...
converges uniforn1ly to (1- .r) in 0 < .r < l.
Ex. 4. Prove that the series
1 ] 1
-1 +.r2 - 2 +x2+ 3 +.1;~- · ··
converges uniforn1ly in the infinite interval .r ==:: 0.
Ex. 5. Prove that the se1·ies
.r X X
1.2+2.3+3.4+ ...
converges uniforn1ly in the interval (0, b), ·where b is fixed, but nuty be fixed
as large as we please, and that it does not converge uniforn1ly in the infinite
interval x ::::>- 0.

66. A necessary and sufficient condition for Uniform Con-

vergence. \Vhen the sum f(x) is lcnown, the above definition
often gives a convenient n1eans of deciding whether the con-
vergence is uniform or not.
When the sum is not known, the following test, corresponding
t,o the general principle of convergence (§ 15), is rr1ore suitable.
Let 1~ 1 (x) + u 2 (x) + t~3 (x) + ...
be c~n infinite series, whose ter1ns are given in the interval (Ct;, b).
A necessary and sufficient conditio1~ for the t~:niform con-
ve1'~gence of the se1~ies in this inter'val is that, if any positive
n'umber € has been chose1~, as s1nall as we please, there shall be ct;
positive integer v such that, for all values of x in the interval,
IpRn ( x) I< €, whe1~ ?~ ::::>- v, for eve1'~y positive irnteger p.
 ARE FUNCTIONS OF A SINGLE VARIABLE 133

(i) :I'he condition is rnecessary.

Let the positive number E be chosen, as small as we ple.ase.
Then take e/2.
Since the series is uniforrnly convergent, there is a positive
integer v, such that
lf(x)-Sn(x)!<~, when n~ l',
'*-1

the san1e v serving for all values of x in (a, b), f( x) being the su1n
of the series.
Let n", n' be any two positive integers such that 11/'>r;~'::> v.
'rhen Isn,(x)- sn,(x) I< l sn,(x)-J(x) I+ lf(x) -sn,(x) I

<~+~
2 2
< €.

'l'hus ISn+p(x)-Sn(x)]<e, when n>v, for every positive

integer p, the same v serving for all values of x in ( ci, b).
(ii) The condition is wt~Jficient.
\\tTe know that the series converges, when this condition is
satisfied.
Let its sum bej'(x).
A.gain let the arbitrary positive number € be chosen. Then
there is a positive integer v such that

Is,.+J!(x)-Sn(x) I< i-· when n= II, for every positive integer p,

the same v serving for all values of x in (a, b).

Thus Sv(x)- 2
€
< Sv+p(X) < Sv(x)+2· €

Also Lt Sv+p(x)=f(x).

'rherefore Sv(x)- ~ < f(x) < Sv(x)+ ~·

'*-1

But 1Sn(x)- f(x) 1--== [Sn(x) ~ Sv(x) I+ ISv(x)- j~(x) ].

It follows that, when n is greater than or equal to the value v
specified above, . E e
I Sn(x)-f(x) !<2+2
<€,
and this holds for all values of x in (Ci, b).
Thus the series converges-uniforn1ly in this interval.
134 THEORY OF INFINITE SERIES, WHOSE TERMS

67. Weierstrass's M-Test for Uniform Convergence. The

following simple test for uniforrn convergence is due to
Weierstrass :
The series u 1 ( x) + u 2 ( x) + u 3 (a~) + ...
will converge tunifor1nly iT& (a, b), if there is Ci cor;~vergeTtt series
of positive cor;~sta'nts
JJ11 +.ll12 +M3 + ... ,
such that, 'no 1Ytatter whcit 'Value x rn~ay have in {a, b),
I Un (x) I <== JV!n for every positi,ue integer 1~.

Since the series 1Ji1 +M2 +M.~+ ...

is convergent, 'vith the usual notation,
Mn+l + 1Jfn+2+ · ·· + ~Jn+P< E,
when. rn > v, for every positive integer lJ.
But Iplfn(x) \ <! tf;n+l (x) I+ IU + 2 (x) I+ ... + I un+P(x) \.
11

Thus IpRn(x) I< Mn+l + .ll1n+ 2 + ... +1Vln+P

< E, when n > v, for every positive integer p,
the it?;equality holding for all values of x in (a, b).
Thus the given series is unifor1nly convergent in (a, b).
For exatnple, we k:now that the series
1+2a+3a 2 + ...
is convergent, when a IS any given positive nu1nber less than
unity.
It follows that the series
1 +2x+3x 2 + ...
is uniformly convergent in the interval (-a, a).
Ex. 1. Sho'v that the series
X COS e+ .x 2
COS 2 e+ .X'3 COS 3 () + ...
is uniforn1ly convergent for any interval (.-t'0 , .~~h), \vhere - 1 <:t'0 <x1 < 1 and
()is any given nurnber.

Ex. 2. Show tlutt the sel'ies

X COS () + x 2 COS 2 e+ .x3 COS 3 () + ...
x2 . .x3 .
and ,.x cos B+ cos 20+ cos 30+ ...
2 3
a,re uniforn1ly convergent for all values of (), \vhen l·x j is any given positive
nun1ber less than unity.
 ARE FUNCTIONS OF A SINGLE VARIABLE 135

1",his theorem leads at once to the following result :

A series is absolutely c(;ncl un~formly converrgent in an irnierval,
when the absolute values of its terrrns in the irnterval do rnot exceed
the corresponding terms of Ct C01~Vergent series whose terms arte
all positive a11d independent of x.
It should be noted that Uniform Convergence does not imply
Absolute Convergence .
1 1 1
E.g. the series ~·--··- ··--.- ~ + ')
1 + X 2 2 +X2 ;i +X"'
is not absolutely convergent; .but it is uniformly convergent in
the infinite jnterval x ~ ""-
0.*
Also a series may be absolutely convergent without being
unifor1nly convergent.
E.g. (1 ·-x) +x(l--x) +x 2 (1-x) + ...
is absolutely convergent in the interval - c-<= x <1, where
-1<-c<O,
but it is not uniformly convergent in this interval.

68. Uniform Convergence of Series whose Terms are Con-

tinuous Functions of x. In the previous sections dealing "rith
uniform convergence the terms of· th.e series have not been
assumed continuous in the given interval. We shall now
prove some properties of these series when this condition IS
added.-
!. Uniforr·n'l.) co11vergence im1Jlies co11ti11uity in the sun1.
If the terms of the series
1J; 1 (X) + U2(X) + 1L3 (X) + ...
are conti11uous ·in (a, b), ctrr~;cl the series co11verges ttt11ijor111l y to
f(x) in this i11terval, then f(x) is a co?LtinuotLs functio?l of x
i11 (a, b).
Since the series converges unifor1nly, we lrnow that, however
stnall the positive number € may be, there is a positive integer 11,
such that
\f(x)-S,(x)\<~, when n>v,
the same v serving for all values of x in (a, b).

-K· I Ru (a;) [ < - 1- , for all values of a;.

n+l .
136 THEORY OF INFINITE SERIES, WHOSE TERMS

Choosing such a value of n, we have

f(x) = Sn(x)+Rn(x),
where I Rn(x) I<. Ej:>,, for all values of x in (a, b).
Since Sn(x) is the su1n of 11- continuous functions, it is also
continuous in (a, b).
Thus we kno'v from § 31 that there is a positive number 11 such
that

when x, x' are any .two values of x in the interval (a, b) for which
I x' -xI<: 17·
But j'(x') = Sn(x')·+ Rn(x'),
where \ Rn(x'\ <E/3.
Also f(x') -Lf(x) = (Sn(x')-Sn(x)) + Rn(x')- Rn(x).
Thus lf(x')- f(x) l <: [ Sn(x')- Sn(x) I+ [.Rn (x') I+ IRn(x) \.
€ € €
<3+3+3
<€, vvhen I x' -xI<: 17·
Therefore f(x) is continuous in (a, b).
II. If a series, whose ter1ns are continuous functions, has o.~
discontinuotis su11~, it cannot be u-nifo1~rn~ly conve1"gent. in an
·interval which contains a poi11,t of disco1~tin1.tity.
For if the series were uniformly convergent, we have just seen
that its sum 1nust be continuous in the interval . of unifor1n
convergence.
III. u~ni.form. C01~Vergence
'is thus a sufficrient conclition for
the continuity of the sum of a series of co1~tinuous functio1t8.
It is not a 1~ecessary condition; since d1jferrent non-unijor1nly
convergent se1"ies are lc1~own., which rep1"esent continuottfJS
functions in the inte~rv~il of non-unifor1n convergence.
For example, the series discussed in Ex. 2 and Ex. 3 of § 63
are uniformly convergent in x >a> 0, for in both cases

\Rn(x)l<_!_-::::_!_, when x:~ct>O.

nx na
'fhus I Rn(x) l < E, when 1~ > 1/ctE, vvhich is independent
of x.
 ARE FUNCTIONS OF A SINGLE VARIABLE 137

But the interval of uniform convergence does not extend up to

and include x = 0, even though the sum is continuous for all
values of x.
'L'his is clear m Ex. 2, where R,(x) = nx ~' for if it is
1 +1~ 2X
asserted that IRn (x) I < c, \vhen n :> v, the same v. serving for all
values of x in x > 0, the statement is shown to be untrue by
pointing out that for x=l/v, Rv(x)=l/2, and thus IRn(x)l<tc,
when n?>v, right through the interval, if c<I/2.
Rn(x)==~1. n ~
2

Similarly in Ex. 3, where , if it is asserted that

+11 X 2
I Rn(x) I< c, \vhen n > v, the sa1ne v serving for all values of x in
x>o, we need only point out that for x=l/Jv3 , Rv(x)=!Jv3•
Thus 1Rn(x) \ <t c, when n > v, right through the interval, if
c<1/2.
There is, in both cases, a positive integer v for V\Thich
Rn(l/m)<c<I/2, when n> v, but this integer is greater than
1/?n.
rrhus it is clear that the convergence becomes infinitely slow
as X-70.
IV. If the terms of the series ctT'e co11ti?1UOttLS in the closed
interval (a, b), a11d the serries converges unijoTmly in a< x < b,
the~n it. rrnust converge joT X= a and X= b, and the U11ijormity
of the conrvergence ~vill holcl for the closecl inte'J"Val (a, b).
Since the series is uniforn1ly convergent in the open interval
c~<x<b, we have, with the usual notation,

: S1n(x)-Sn(x) 1 <~, when n~>n> v, ............ (1)

i)

the same v serving for every x in this open interval.

Let n1, n be any two positive integers satisfying this relation.
Since the ter1ns of the series are continuous in the closed
interval (ci, b), there are positive nun1bers 171 and 1]2 , say, such that

i Sm(x)- Su.(a) I<~, when 0 < (x- a)< 'h'

and
jS,(x)-Sn(a)l<;, when o<(x-c~)-< 112 •

Choose a positive nu1nber 11 not greater than 1J1 or 1J"' and

let O<(x-a)<17.
138 THEOI~Y OF INFINtr-rE SERIES, vVHOSE tliEl{l\1S

Then I Sn~(ct)-Sn(a)]
< \ S1n( a)- Sm(x) I+\ S?n(x) -Sn(x) I+] Sn(x)- Sn(ct) \

<~+~+~
3 3 3
<€, -vvhenm>?L>v........................................... (2)
A similar argument shows that
]Sn~(b)-'Sn(b)]<€, when ?n>n~v. ............ (3)
From ( 2) and (3) we see that the series con ve:vges for o:~ ==a
and x=b, and, combining (1), (2) and (3), we see that the con-
dition for uniform convergence in the closed interval (a, b) is
satisfied.
If the tern1s of the series
u 1 (x) + u 2 (.~·) + u 3 (x) + ...
are continuous in (a, b), and the series converges uniforn1ly in every interval
(a, (3), \Y here a< a.< (3 < b, the series need not converge for .x =a or x =b.
E.,q. the series 1 +2x+3x~+ ...
converges unifor111ly in (-a, a), where a< 1, but it does not converge for
x= -1 or x= 1.
Ho,vever \Ve shall see that in the case of the Po,ver Series, if it converges
for .-t· =a or x = b, the uniforn1 convergence in (a, (3) extends up to a or b, as
the case rnay be. (Of. § 72.)
But _this prope.cty is not true in general.
The series of continuous functions
1t1 (.x) + ~t 2 (x) +
u 3 (x) + ...
n1ay converge uniformly for every interval (a, (3) vvithin (a, b), and con verge
for ~v =a or x = b, 'vhile the range of uniforn1 convergence does not extend up
to and· include the point a or b.
E.g. the series x+~x 3 - k:v 2 +-!-x
,J n
....
5 +.J.x7- 1 .-r4 + ...
4 1
. ....................... (1)
forn1ed fron1 the logaritlnnic series
.x- ~~'r.z + ~xs- ....................................... (2)
by taking two consecutive positive tern1s and then one negative tern1, is
convergent vvhen -1 < x· < 1, and its sun1, \vhen x= 1, is ~-log 2.*
Further, the series (2) is absolutely convergent \Vhen Itc I< I, and therefore
the sun1 is not altered by taking the tern1s in any other order. (Of. § 22.)
It follo,vs that 'vhen I x j < 1 the sun1 of (1) is log (1 +x), and when X= 1 its
stun is ~log 2.
Hence (1) is discontinuous at .-t· = 1 and therefore the interval of uniforn1
convergence does not extend up to and include that point.

* Cf. Hobson, Plane 'l'rigonon~etry (3rd Ed.), p. 251.

 ARE FUNCTIONS OF A SINGLE VAI-tiABLE 139

69. Uniform Convergence and the Approximation Curves. Let a

series of continuous functions be uniforn1ly convergent in (a, b).
Then we have, as before,
ISm(.x)- Sn(.x) I< E, when 1n > n :::> v,
the san1e v serving for all values of x in the interval.
In particular, ] Sm(.x)- Sv(x) I< E, "rhen n~ > v,
and 've shall suppose v the srnallest positive integer which 'vill satisfy this
condition for the given E and every x in the interval.
Plot the curve y=Sv(x) and the t\vo parallel curves y=Sv(:c)± E, forn1ing
a strip <T of breadth 2E, whose central line is y =Sv(~x). (Fig. 13.)

)'
~-Sv (x)
'-~""""'"Sv,(x)

OL-~~--------------------------------~--x
a b
FIG. 13.

All the approxin1ation curves y = Sm (.1:), 1n > l', lie in this strip, and the
curve y f(x), where f(~'r) is the sun1 of the series, also. lies \vithin the strip,
or at most reaches its boundaries. (Cf. § 66 (ii).)
Next choose E' less thanE, and let the corresponding sn1allest positive integer
satisfying the condition for uniform convergence be v'. Then v' is greater
than or equal to v. The ne\v curve y=Sv'(x) thus lies in the first strip, and
the ne"\\' strip <T' of breadth 2E', forn1ed as before, if it goes outside the first
strip in any part, can have this portion blotted out, for 've are concerned
only "\Vith the region in which the approxin1ation curves 1nay lie as rn
increases frorn the value v.
In this way, if we take the set of positive nu1ubers
E> E' > E" ... , 'vhere Lt E(K) = 0,

and the corresponding positive integers

< V '<
V==. .=:: V " ... ,
I II
've obtain the set of strips lf, rr, ...
140 THEORY OF INFINITE SERIES, WHOSE TERMS

Any strip lies 'vithin, or at most reaches the boundary of the preceding
one, and their breadth tends to zero as their nunlber increases.
Further, the curve y= f(x) lies ·within, or at n1ost reaches, the boundary of
the strips.
This construction, therefore, not only establishes the continuity of the sun1
of the series of continuous functions, in an interval of unifortn convergence,
but it shows that the approxitnation curves, .as the nun1ber of the terms
increase, may be used as a guide to the shape of the curYe for the sun1 right
through the interval.*

70. A sufficient Condition for Term by Term Integration of a

Series whose Terms are Continuous Functions of x. When the
series of continuous functions
U 1 (X) + 1~2 (X) + U 3 (X) + ...
is uniformly convergent in the inte-rval (a, b), we have seen that
its sum, f(x), is continuous in (a, b). It follows that f(x) is
integrable between x 0 and x1 , "r hen a -<::: x 0 x 1 -<:::: b. <
But it does not follow, without further examination, that the
series of integrals

J~ u(x) dx+J~' (x) dx +J~ u (x) dx+ ...

1 1 1
1 1&2 3
~o Xo ~o

is convergent, and, even if it be convergent, it does not follovv,

1
without proof, that its sun1 is J;/; /(x) dx.
xo
The geometrical treatment of the approximation·curves in § 69
suggests that this result will be true, 'v hen the given series iH
uniformly convergent, arguing from the areas of the respective
curves.
We shall no\v state the theorem n1ore precisely and give its
demonstration :
Let the .fu11ctions u 1 ( x), 1~ 2 ( x ), u 3 ( x ), ... be cont~in U01LS i11 (a, lJ),
ctnd let the series u 1 ( x) + u 2 ( x) + 1~ 3 ( x) + ...
be 1Lniformly converge11t i11 (c~, b) c~~nd hc~ve f( x) for its sum.
Then

;~; j( x) clx =
1

J Jx u Jx u
1
dx + Jx u 2 (X) dx + x) dx + ... ,
1 1
( x) 3(
1
x0 x0 x0 Xo

~~Of course the argutnent of thifr section applies only to such functions as can he
graphically represented.
 ARE FUNCTIONS OF A SINGLE VARIABLE 141

Let the arbitrary positive nurnber E be chosen.

Since the series is uniformly convergent, we may put
f(x) = Sn(X) + R?~(x),
where IRn (x) I< b-a/
__€__ ·when n ::::> v,

the same v serving for all values of a~ in (ct, b).

Also /( x) and Sn( aJ) are continuous in (a, b) and therefore
integrable.
Thus we have

J:/(x) = J::s,(x) J::

dx dx+ Rn(x) dx,
where c~ <x0 <x 1
<b.

Therefore JJ~'j(x)
.c
0
dx-J~' S,(x) dx \=
.t 0 1
J:'
,{; 0
Rn(x) dx i
,

<€ ___b-a
X -X
:t__ o

<€, when n > v.

But J::s,(x) clx= ~J:: 1t,.(x) dx.

Therefore \J::J(x)dx- ~J::u,.(x)dx\<€, when n>-1,.

Thus the series of integrals is convergent and its sum is J::f( x) clx.
CoROLLARY I. Let 1J~ 1 (x), u 2 (x), u 3 (x),.~. be conti~nuottLS in (a, b)
ctncl the series 1L1 ( x) + u 2 ( x) + u 3 ( x) + ...
conv~rge uniforrr~ly to f( x) in (a, b).
Then the series of integrals

J:.u 1 (x) dx + J:. u 2 (x) dx+ [11- 3 (x) dx + ...

converges uniformly to J:/( x) dx in (a, b), when a< x 0 <x < b.

~rhis follows at once from the argurnent above.

CoROLLARY II. Let u 1 (x), u 2 (x}, u 3 (x), ... be co1~tinuous i1~
(a, b) and the series
u 1 ( x) + u 2 ( x) + u 3 ( x) + ....
conve1?ge 1~1~ijorrmly to f( x) i1~ ( c~,;, b).
142 THEORY OF INFINITE SERIES, WHOSE TERMS

Also let g (x) be bo1L11ded a/nd i1ttegrable i1~ (c~, b).

'J'hen Lf(rr)g(x)clx= ~J:.'nn(x)g(x)clx,

where a< x 0 <x < b, and the convergence of the series of integrals
is 1-Lniforn~ in (a, b).
Let the arbitrary positive number € be chosen, and let M be
the upper bound of \g(x) l ~n (a, b).
00

Since the series 2: 1-L.n (x) con verges uniformly to f( x) in (a, b),
1

we may put f(x) = Sn(X) + Rn(x),

where IRn(x) I<M(be-a)' when n> v,
the same v serving for all values of x in (ct, b).
Therefore we have

[f(x )g(x) clx = J: S,(x)g(x) clx+ J:o R,(x )g(x) clx,

0

where ct < x 0 <x-< b.

I
Thus [f(x)g(x) clx- [ S,(x)g(x) clx I= IJ:. R 11 (x)g(x) clx I·
And [[J(x)g(x) clx- t [ 1~,.(x)g(x) clx I

€
< M(b-a) X M(x-xo)
<€, when n>v,
which proves our theorem.
It is clear that these integrations can be repeated as many
times as we wish.
Ex. To prove that
lu log (1- 2,y cos ::c+,'1;2) d.r=O, when !.Y I< 1,*
= 1r log ,y 2, \Vhen i y l > 1.
We know that
-, 3 ,
.1J - COS .X
1 - 2y cos .'()+y2
_
-- - cos ,1J - 11 cos 2.x - y cos • .1:. + ... ,
• , ,
'-
.
'
2
.......... ~ ..( 1)
when /.1J I< 1.

*It follows fron1 Ex. 4, p 1 l 8, that we may replace the syn1bols <, > by ·<::::

and> respectively.
 AR.E FUNCTIONS OF A SINGLE VARIABLE 14B

Also the series (1) converges unifortnly foi" any interval of '!! 'vi thin
( -- 1' 1) ( § 67).
i~y ~r·y
00
lj --
r
Therefore
•0 1 --
2 COS
, . '> dy =
:t'
y cos X + Y""
- ~cos JWJ
1 •0
yn- 1 dy, "'hen I.Y I < 1.

Therefore log (1- 221 cos .v+ y 2 )= - ~ co:~n.v·y", when Iy I< I. . ........... (2)
t
But the series (2) converges uniforn1ly for all values of a:, \Vhen I y I is son1e
positive nun1ber less than unity (§ 67).

Thus
1Jn11T cos nx d.r,
i 1T log (1- 2,y cos x +y 2) dx= - Loo1 ·- ·when Iy I< 1.
1 n o
Therefore 111" log (1- 2,y cos .x+y2 ) dx=O, when Iy
0 •
I< 1.

But 1~ log (1- 2,1J cos .v+.Y2) d.v= 1~ [log_y2 + log ( 1- icos.v+ ; 2)
2
JJ,v.
Therefore
.o
r log (1 - 2,y cos .X'+ ,y 2) dx = 1r log z;2, when I.Y I> l.

71. A sufficient Condition for Term by Term Differentiation.

If the serr~ies ul (X) + tu2 (X) + u3 (X) + ...
converges in (ct, b) and each of its ter'n~s has a differential
coefficient, conti1~uottus i1~ (a, b), and if the ser·ies of cl~ffere'ntial
coefficients ttu1' ( x) + u 2' ( x) + u 3' ( x) + 0 0.

converges u11ifor1nly in (a, b), then f( x ), the su1n of the o?~igin.a_l

series, has a differ;"ential coefficient at e1Jery point of (a, b), Ct;?~d
f'(x)=ttL 1'(x)+u 2'(x)+u 3'(x)+ ....
Let ¢ (x) = u 1' ( x) + ttu 2' (x) + u 3' (x) + o •••

Since this series o£ continuous functions converges uniforn1ly

in (a, b), we can integrate it term by terrn.
Thus we have

J:: ¢(x) dx = J:: u 1' (x) dx+ J::U 2' (x) clx + J:>;; 3' (x) clx + ... ,
'vhere a~x 0 <x 1 <b.

Therefore J:: ¢ (x) clx = [n (x 1 1 ) -1;; 1 (x0 )] + [u 2 ( x1 ) - u 2 ( x 0 )]

+ [u 3 (x1 ) -1u3 (x0 )] + ....
But f(x 1 )=u1 (x1 )+u2 (x 1 )+u3 (x 1 )+ .. .
and f(x 0) = 1L1 (x 0)+ ttu 2(x 0) + u 3(x 0) + ... .

'l'herefore J:: ¢(x) clx = j(x 1 )- f(x 0 ).

144 THEORY OF INFINITE SERIES, WHOSE TERMS

Now put
Then, by the First ~,heore1n of Mean Value,
¢(~)~x = f(x+ ~x)- f(x),
where x< ~<x+~x.
'L'herefore f/>(t) =.f(x + ~x) -f(o;).
Llx
But Lt ¢(~)==¢(x),
AX--?-0

since ¢(x) is continuous in (a, b).

Therefore /( x) has a differential coefficient f' (x) in (a, b),
and f'(x) = ¢(x)
= u 1' (X) + 1~ 2 ' (X) + ~~3' (X) + ....
It must ·be rernembered that the conditions for continuity, for
term by term differentiation and integration, which we have
obtained are only sufficient conditions. They are not necessary
conditions. We have imposed more restrictions on the functions
than are required. , But no other conditions of equal simplicity
have yet been found, and for that reason these theorems are of
irnportance.
It should also be noted that in these sections we have again
been dealing with repeated limits (cf. § 64), and vve have found
that in certain cases the order in which the litnits are tal{ en may
be reversed without altering the result.
In term by term integration, we have been led to the equality,
in certain cases, of

J::"~"' Sn(x) dx and ,~, J::s,(x)dx.

Silnilarly in term by tern1 differentiation vve have found that,
in certain cases,
Lt [ Lt (Sn(x+h)-Sn(x))] and Lt [Lt (Sn(x+h)-Sn(x))]
h~O n~oo h - n~oo h~O h
are equal.

72. The Power Series. The properties of the Po,ver Series

a 0 + a 1x+ a 2x 2 + ...
are so iinportant, and it offers so simple an illustration of the results 've have
just obtained, that a separate discussion of this series will now be given.
 ARE FUNCTIONS OF A SINGLE VARIABLE 145
I. If' the series a 0 + a 1:t' + a'!.J/· 2 + ...
is convergent for :u=:v0 , -it is absolutel.IJ convergent for eve?',IJ 'Value o./ ·"-'' such
that I.x·j < I x 0 J.
Since the series Is convergent for x=x0 , there Is a positive nun1ber Jf
such that
n _ n ,')',; n
1 :

But 1

I an.'C I - I ({,n.'t 0 I X -- i •
I •'-{~n I
Therefore if ~ ,"{·~0 I= <
r! 1, the tern1s of the series

Iao I+ i a1.'C I+ I a2.rc2 + ... J

are less than the corresponding tern1s of the convergent series

J/{1 +c+c 2 + ... },
and our theorern follo\vs.
II. If the series does not converge .for ."{J = .~v0 , it does not conve1'ge for any
value of .r such that I :r: I > J.r0 ! •
This follo\vs fro1n I., since if the series converges for a value of .t;t~~ such
that I xI> I x0 I, it n1ust converge for .r = .x0 •
III. It follows fron1 I. and II. that o11ly the follo,ving three cases can
occur:
(i) The series converges for .r= 0 and no other value of .x.
E.g. 1 + ll .x + 2 !.x2 + ... ,
1 +x+2 2x2 + ... .
(ii) The series converges for all values of .x.
x2
E.g. 1+.x+ 91 + ....
..:..~,

(iii) There is sorne positive nutnber p such that, \Vhen IxI< p, the series
converges, and, "\vhen J.x I> p, the series does not converge.
E.g. x-tx2+!-x3 - ....

The interval - p < .x < p is called the ~·nterval o.f convergence of the series.
Also it is convenient to say that, in the first case, the interval is zero, and, in
the second, infinite. It will be seen that the interval of convergence of the
folio,ving three series is (- 1, 1) :
1 +.').;' +.1~ 2 + ... '
.X :r:2
1 +1 +2+ ... ,
1 .x x2
+12+22+ ....
But it should be noticed that the first of these does not converge at the ends
of the interval ; the second con verges at one of the ends ; and the third
converges at both.
In the Power Series there cannot be first an interval of convergence, then
an interval where the convergence fails, and then a retuni to convergence.
C. I
146 THEORY OF INFINITE SERIES, "\?\THOSE TERMS

Also the interval of convergence is syuuuetrical 'vith 1·egat•d to the o1·igin.

vVe shall denote its ends by L', L. The series need not con verge at L' or L,
but it 1nay do so; and it n1ust con verge 'vi thin L' L.
IV. The series is absolutely convergent in the open inte?''Val - p < .x < p.
V. The serie.r;; ~·s
absolutely and 1tn'({o1'ntly conve1·gent in the clo8ed inte1"val
- p + o< .rc < p- 8, 1-vhere 8 is an~y a.'3.s~qned j)Ositive n1t1nber less than p.

0 L
FIG. 14.

To prove IV., 've have only to retnark that if 1V is a point /r0 , 'vhere
- p < .T0 < p, bet\veen N and the nearer boundary of the interval of con-
vergence, there are values of tc for 'vhich the series converges, and thus by I.
it converges absolutely for x=.x0 •

0 M N L
FIG. 15.

To prove V., let M', 11! correspond to x = - p + 8 and .x = p- 8 respectively.

We no'v choose a point 1V (say .T0 ) bet\veen Jt/ and the nearer boundary L.
The series converges absolutely for .T=x0 , by IV.
Thus, 'vith the usual notation,
IanXo I+ ICln+ l·'t'on+l I+ ... < E,
11
'vhen n > ~·.
But ICln.'t'n I+ Ian+l·xn+l I+ .. .
is less than the above for every point in M' M, including the ends Jrl', .1lf.
It follo\vs that our series is absolutely and uniforn1ly convergent in the
closed interval (.ilf', Af). * And the sun1 of the series is continuous in this
closed interval.
It ren1ains to exan1ine the behaviour of the series at the ends of the
interval of convergence, and we shall no\v prove Abel's Theorem : t
VI. If the series converges for either o.l tlw ends of the interval of convergence,
the 1~nterval o.l 'ltn~{o?·n~ convergence extends up to and includes that point, and the
continuity off(.T), the S'lt1n of the series, e.xtends 1tp to and includes tl1at point.
·Let the series converge for x = p.
Then, with the usual notation,
pRn(p)=etnpn+an+lPn+l+ ... +an+p-lpn+p-1,
and lpRn(p) I< E, when n> v, for every positive integer p .

.;:- vVhen the interval of convergence extends to infinity, the series 'vill be
absolutely convergent for every value of x, but ·it need not be uniformly con-
vergent in the infinite interval. However, it 'vill be uniforn1ly convergent in any
interval (- b, b), where b is fixed, but 1nay be fixed as large as \Ve please.
E.g. the exponential series converges uniforrnly in any fixed interval, vvhich
n1ay be arbitrarily great, but not in an infinite interval [cf. § 65].
t J. ~fath .., Berlin, l, p. 311, 1~26~
 ARE FUNCTIONS OF A SINGLE \TARIABLE 147
Bllt /.>lll (t·)--ct'11'"'. ).11+"'--l'n+_L•I.. n+l+ ••• +"'--l'n-t-JJ--1·1/,lt+J!-1

r+l
- }J c_, ·-

= tt,p"(;;)" + Ltn+J p"+' ( ~ + 0 0 0 + Ltn+p-lpn+p~l ( ~)" + J·-l,

and the factors (~)", (~)'t+l' o oo (~ r+P-l ~tre all positiVe and decreasing,
\vhen 0 < :t? < p.
ThUS pfln (.r.) = lHn(p)en
+ [2ll 1t(p) -lRn(p )]en +l
+ ...
+ [1JRn(p)- (p-l)Rn(p )]en+p-1,
.'C
\V h ere c=-.
p
This expression n1ay be re-\vritten in the forn1
1
)Rn(:c) =lRn(P)[en- en+lJ
+ 2Rn(p)[dt+l- cn+2]
+ ...
+ (p-l)Rn(p)[en+p-2- en+p-l]
+ ]JRn (p) en+JJ-1.
But en- en+\ c 11
+ 1 -- (' 11 +:2, ••• cn+p-l are all positive, and
11/ln(p) J' \2R11(p) I' ... !lJRn(p) I
are all less than E, \vhen n -:.> v.
Therefore, \Vhen n > v,
pRn(l') < € [(en __ en+l) + (en+l _ en+2) + ... (en+p-~ _
1 1 cn+Jl-1) + en+p-1]
< EC 11

< E, provided that 0 < J.J < p.

But we started \vith I1JRn (p) I< E, when n ~ v.
Thus \Ve have sho\vn that the series is uniforn1ly convergent in the interval
O<.x<p.
Con1bining this result \Vith V., \Ve see that the series is no\v uniforrnly
convergent in the interval - p + o< .1: < p, \Yhere o is any assigned positive
nun1ber less than p. And it follows that .f(.r), the stun of the series, is con-
tinuous in this closed interval.
In particular, \vhen the series converges at .1'= p,
T.-~t .f(/r) =f(p)
:c~p-0
=ao+alp+a2p2+ ....
In the case of the logarithn1ic series,
log (1 + .x) = .-r - ~ .x2 + ~.1~3 - ... ,
the interval of convergence is - 1 < .r.< 1.
Further, v.;r hen x: = 1, the series con verges.
It follo,vs fron1 A bel's Theoren1 that
Lt 1og (1 + .r) = 1 -1 + h- ... ,
x~l

~.e. log2=1-~+~·- ...

148 THEORY OF INFINITE SERIES, WHOSE TERMS

Sirnilarly, in the Binornial Series,

1n(1n- 1) ..2
( 1 + .t·)m = 1 + '})i;t' +
2
! ~v + ... ,
\V hen - 1 < .1_: < 1.
1n(1n -1)
And it is known *-.that 1 +1n+
2
! + ...
is conditionally convergent \vhen - 1 < 1n < O, and absolutely convergent
'vhen 1n> 0.
, m_ 1n ( ni- 1)
Lt .(1 +.r) -1 +n~+--- .- 1-- + ... ,
Hence
:l·~l 2•
~.e. 2 11~ - 1 + 111 + 1n ( n~').....'-
_ 1)
+ ... '
in both these cases.
On the other hand, if we put .x = 1 in the series for (1 + .x)-1, we get a series
\Vhich does not converge. The uniformity of the convergence of the series
1- :c+x2 - ...

is for the interval -l <,x:.:;;;;.z, where l is any g1ven positive nun1ber less
than 1.
VII. Ternl b,y tern~ d~flerentiation and integ1·ation o.f the Po~ver Series.
vVe have seen in V. that the Power Series is uniforn1ly convergent in any
closed interval M', J1f [ - p + 0 < ,1)-<: p- o] contained \Vithin its interval of
convergence L', L [- p < x < p].
It follo\vs frorn § 70 that the series nut_y be integrated tern1 by te1·m in the
~·nterval Jlf', .M; and the process 1nay be 1·epeated any n1tmbm· o.t' t·hnes.
We shall now show that a corresponding result holds for differentiation.
Fron1 the theorern proved in § 71, it is clear that '\Ve need only sho\v that
the interval of con vergence (- p < .x < p) of the series
ct0 + a 1.x + a2.x2 + ...
is also the interval of con vergence of the series
a 1 + 2a2.x + 3a3x 2 + ....
To prove this, it \vill be sufficient to sho\v that
Iai I+ 2 l a2x l + 3 l a3.x2j + ...
is convergent \V hen l·x I< p and is eli vergen t \V hen l·x 1> p.
When !.x \ < p, let p' lie bet\veen [.xI and p.

Then the series }-+ :'\;,I+~ I;, J\ . .

is convergent, because the ratio of the nth ter1n to the preceding has for its
limit I;, I, whieh is less than 1.

If \ve n1ultiply the different tern1s of this series by the factors

Ial \ p', Ia2! p' 2, [ a3l p' 3, ... ,

*Of. Chrystal, Algebra, Vol. II. p. 131.

 ARE FUNCrriONS OF A SINGLE VARIABLE 149
\Vhich are all less than sorne fixed nuruber, s~nce (by IV.) the series
Iao I+ Ial Ip' + Ia2l p' 2 + ...
is convergent, it is clear that the series \vhich \Ve thus obtain, narnely
l al I+ 2 Ia2,1J \ + 3 I a3x2 \+ ... '
is convergent \Vhen \.xi< p.
We have yet to sho\v that this last series diverges when I,1J \ > p.
If this series were convergent for x·= Ix 1 \, \Vhere I X\ I> p, the sarue would
hold for the series

and also for the series I a 1.:t'1 l + ~ a. 2x 12 l + I c:t3.x'13 l + ... ,

since the tern1s of the latter are not greater than those of the forri1er·.
But this is in1possible, since \Ve are given that the interval of convergence
of the original series is - p < x < p.
Thus the series a0 + a 1x + a'2~r; 2 + a3x 3 + ...
and the series a 1 + 2a2.x + 3a3.x2 + ... ,
obtained by diffe1·entiating it tern1 by tern1, have the sarne interval of con-
vergence,* and it follo\vs fron1 § 71 that
If f(.t')=a 0 +a 1x+ a'2x 2 + ... ,
f' (x) = a 1 + 2a 2.x· + ... ,
·when x is an,y point in the ope?.}; interval - p < x < p.
Also this process can be r·epeated, as in the case of ir_1tegration, as often
as \Ve please.

73. Extensions of Abel's Theorem on the Power Series.

I. 'Ve have seen in § 72 that if the series
ao+at +a,2+ .••
converges, the Po\ver Series
au+ al.x· + a2x2 + ...
is uniforrnly convergent, \Vhen 0 < x· <::::::: 1 ; and that, if
f(x)=a 0 +a 1x+a 2x 2 + ... ,
Lt f(x)=a 0 +a 1 +a 2 + ... .
x~l-0

The above theorern of Abel's is a special case of the follo,ving :

co
Let the series Lan converge, and a0 , a 1 , a2 , ••• be a seqnence of posl~ti·ve nunz.bers
0 00

such that 0-< a0 < a 1 < u. 2 ..• . Then the series Lane- aut is ~tnif'orrnly convergent,
co 0 co
wlwn t> O, and if ftt)= L ctne- ant, 'li'e have Lt f(t) = 'Lan.
0 t~+O 0 co
Consider the partial ren1aincler pRn(t) for the series 'Lane-ant.
0

-x- If we know that Lt [-- a.n j! exists, this result follo·ws jmn1edjately fron1 the
~~~oo an+I
ratio-test for convergence, since in each series
Lt
H~OO
I 'nn+l
'l(, n
< l; if \ ~c ] < L t I~
n=-'?<1) ant l
I·
150 rrHEORY OF, INFINITE SERIES, ·wHOSE TERMS

Then plln(t)=ctne-ant+an+le-an+lt+ ... +an+p-le-an+p-lt

= 1?'n -ant+ (z1'n- 1Tn)e- ctn+lt + ... + (p1'n- (p -1) 1'n)e- U.H+l -1,
1

'v here 11'n =an, •.:)'n =an+ an+h ..• , these being the partial ren1ainde1·s for the
00

series L an.
0
Re,vriting the expression for 11 Rn(t), \Ve obtain, as in § 72, VI.,
pRn (t) = l't'n ( e- ant-e_: an+lt) + '21'n( e- CLn+lt- e-a.u+2t) + ' .. + p1'ne- an+p -lt.
00

But the series .Lan is convergent.

0

Therefore, \vith the usual notation,

I p1'n < E, ·when n > v, for every positive integel' p.
J

Also the nun1bers e-ant, e-an+lt, e-an+'2t, ••• are all positive and decreasing,
\Vhen t > 0.
It follo,vs that, when t > 0,
I }J lln ( t) I< E [( e- altt- e- an+lt) + (e- au+lt- e- all+2t) + ... + e- an+JJ -lt]
< Ee -ant
< E, \\rhen n----- 11, for every positive integer p.
And this also holds when t=O.
00

Therefore the series L. ane- o.nl is uniformly convergent ·when t ~ 0.

0
Let its sun1 be f(t).
Then Lt f(t) =./(0) = ~ Cln .*
t~+O 0
00

II. In Abel's Theoren1 and the extension proved above, the set·ies L. an are
0
supposed convergent. We proceed to prove Brotnwich's Theoren1 dealing
\Vith series which need not converge.+ In this discussion 've shall adopt the
following notation :
Sn=a 0 +a 1 +a 2 + ... +an,
CFn=s 0 +s 1+s'2+ ... +sn,
and we \vrite Sn for the Aritlunetic M~ean of the first n te1·n1s of the sequence
s0, s1 , s'2, ....
Thus
00

It can be sho\vn ( cf. S 102) that, if the series L.an converges and its sun1 is
0
S, then, with the above notation, Lt Sn=S. But the converse does not hold.
n-+oo

cc
*If a 0 , a 1 , ... are functions of x and the series 2: an converges uniformly to _P(a:) in
0
co
a given interval. Then it follo,vs fron1 the above argun1ent that Lt 2.a 11 e- ant
t~+O 0
convetges uniforn1ly to J?(x) in this interval.
t .il{ath. Ann., Leipzig, 65, p. 350, 1908. See also a paper by C. N. :Nioore in Bull .
.a4.'lner . .L11ath. Soc., 25, p. 258, 1919.
 ARE FUNCTIONS OF A SINGLE VARIABLE 151
co
The sequence of ..L'\_ritlunetic Means rnay con verge, 'v hile the su1n ~an fails to
0
converge.*

Bromwich's Theorem. Let the sequence of ...b·ithnwt1'c .Jleans Sn for the

co
series ~an converge to 8. Also let 'ltn be a, function oft with. the following propei'-
o
ties, ·zohen t> 0 :
(a) fn 1 ~zun I < f(t (p, q any positi-ve integers; f{, a positi-ve),
P nurnber 7Jtdependent of p, q ancl t
((3) I~t nun= O,

(y) Lt 'ltn=l.
t~+O

CO X

~Fhen tlw series~ auUn converges 1.vhen t> O, and Lt 2: ttn'lln=S.

0 t~-t<> 0
We have lfo=So = Oo,
cr1 - 2cr0 = s1 - s0 = a 1,
cr~- 2cr1 +cr0 =s 2 - s1 =a 2 ,
fr 3 - 2(r 2 + rr 1 = s:~ -- s 2 = a 8 , ete.
II.

'l'h us L ct 11 'ltn = cr0u 0 + (cr1 - 2cr0 )tt1 + (cr 2 - 2cr1 + cr0 )1t 2 + ... + (ern - 2crn _1 + cr 11 _ 2 ) Un·
0

Therefore
li
~ A~
£.JCln'lln=CToLl""Uo + (T1 u""tt
A~ + + AQ +2
1 ... CTn!....J....,'Un ·(T 11 'ltn+l-CTnUn+:!-crn_ 1Un+1· (1)
0

But the sequenc;e of Arithn1etic Means

converges, and Lt Sn = S.

It follows that there Is a ntnnber C, not less than JSj, such that
Iern! < (n+ 1) G for every intege1· n.
Also fron1 ((3) it is clear that
Lt (crn'lln+l)= Lt (crnU 11 + 2 )= Lt (crn_ 1 Un+J) =0 ................... (2)
co
:E'u1·ther, the series :L (n + 1)! /1 2un / eon verges, since, fro1n (a), the series
0
co
~ n I ~ un I con verges.
2
0
co
*If an=( -1) 11 , n>O, it isobvious that Lt Sn=~, but the series2:an is not con-
n~co 0
co
vergent. But see Hardy's Theorem,§ 102, II. \Vhen Lt Su=S, the series Lnn is
n~co 0
often said to be " swrnrnable ( C 1)" and its sun1 ( G 1) is said to be S. For a
discussion of this n1ethod of treating series, due to Oe:-;aro, reference n1ay be made
to Whittaker and v\'atson, Course of Jlfodern Analysis, p. 155, 1920. Also see
belo\v, §§ 101-103 and § 108.
t A21ln is written for (un- 2un+l + U +:!}. 11 Since all the tenus in the series
co
~niA 2 'llnl are positive, this condition (a) implies the convergence of this series.
0
152 THEORY OF INFINITE SERIES, vVHOSE TERMS

co
Therefore the series~ o-n6. 2un converges absolutely.
0
lt follo\vs fron1 (1) and (2) that
co co
~ an~tn =~o-n 6_2~tn . ................................. (3)
0 0
Taking the special case a 0 = 1, a 1 =a 2 = ... =0,
co
·we have crn=n+ 1 and Uo= L (n+ 1)6. 2 ~tn ..................... (4)
0
Thus, frorn (3) and (4),
co co
~ a,1 ~l:n- Su 0 = ~(ern- (n+ 1)S) 6. 2~tn . ....................... (5)
0 0

Now Lt ~=S.
n-+co n+ 1
Therefore, to the arbitrary positive nun1ber e, there corresponds a positive
integer v such that
In~\ - S / < 4 ~{' when n::>-v.
/ern- (n+ 1) S [< ~(' (n + 1), \vhen n> v.
'rhus
4
Also lcrnl <(n+1)0, for every positive integer, and ISI-<C.
It follows, fron1 these inequalities and ( 5 ), that
co V-1 co
J L an Un - S-uo I< I ~ (CTn - ( n + 1) S) 6. 2Uu I + I~ (cr n - ( n + 1 ) S) 6. 21ln J
0 0 v

< 20
V-1
t (n+ € co
1)\6. 2unl +4_[( ~ (n+ 1) \6. 2ultl· ................ (6)
co co
But ~ (n+ 1)l6.2unl < 2 ~nl6. 2 U-~~I
v v
< 21(, by (a.). . .......................... (7)
And Lt ~~'ltn=O, since Lt Un= 1, by (y).
t--++0 t~+O

It follows that, v being fixed, there is a positive nu1nber 17 such that

€
16.2U-n I< 2 v ( v -+· 1) 0 , 'v hen 0 < t < ?"} and n < v - 1. ............ ( 8)

Thus fron1 (6), (7) and (8), we see that

co
IL anUn- Su 0 j <~e+~e < f, ·when 0< t ------- ?J.
0
co
Therefore Lt (Lan'lt} 1 - S1t 0 ) = 0.
t-;.. +O 0
cc
And, finally, Lt LanUn=S,
t~+O 0
since, fron1 (y), Lt u 0 = 1.
t-+ +0 co
III. Let the seq1wnce- o.f . A_rithmetz'c Jlfeans for the series ~an converge to S,
co 0
and let 1t-n be e -nt ( O?' e-n t).2
1'/wn the series Lf7. 11 ~tn converges, /wizen t > O, and
co 0
Lt Lan~tn=S.
t-++0 0
 ARE FUNC'flONS O:b-, A SING-LE VARIABLJ£ 153
This follo\VS at once fron1 Brornwich1s Theoren1 above, if e-nt (or e-uzt) satisfy
the conditions (a), ((3) and (y) of that theorern.
It is obvious that ((3) and (y) are satisfied, so it only retnains to establish
that (a) is satisfied.
(i) Let 1tn=e-nt, t>O.
Then 2
6 un =1tn- 2uH+l +'ltn+:J
=e-nt (1- e-tr~.

n n
Also l:nl~ 2 unl = Ln6 2nn
1 1

= n1ln+2- (n + 1)'Uu+l + 'lt1.

co
Therefore :Ln j62unl = e-·t, and the condition (a) is sati~fied.
1 '

(ii) Let 1ln=e-n2t, t>O.

In this case 6. 2un=e-('11+eJzt (4(n+ 8)~t 2 - 2t),
\vhere 0<8< 2.*
Therefore the sign of 6. 2 un depends upon that of ( 4(n + {))'2(2 - 2t).
It follows that it is positive or negative according as
2(n+ &)t- v'(2t)~O.
1 1
Also (n+ B)> ,J( 2 t)' \vhen n> ~( 2 t)'
1 1
and (n+8)<-(-, \vhen n+2<--;-( .
,J 2t) v 2t)
Therefor·e 6 21tu cannot change sign n1ore than three tin1es for any positive
value of t.
But it follows at once frorn the equation
n621tu = ne-(n+e)'2 t ( 4 (n + ()) 2 t 2 - 2t)
that a positive nun1ber, independent of t, can be assigned such that n j6 21tnl
is less than thi~ nunlber for all values of n.
Hence J( can be chosen so that the condition (a) is satisfied, provided that
the sum of any sequence of tern1s, all of the san1e sign, that \Ve can choose
frotn ~n6 2 un, is less in a,bsolute value than sorne fixed positive n urn ber for
all values of t.
~ .
Let :Ln62un he the stun of such a set of consecutive tern1s.
1'

Then we have
8

:Ln6 21tn = re-''2t - (r- 1)e-(r+IJ'2t- (s + 1) e-(.s+l) 2 t + se-(s+~r~t,

r

* This follows frotu the fact that

f(x +2h)- 2.f(x +h)+.f(x) -j'"( . OJ)

l'.J J,~
x+ t,

'vhere 0<8<2, provided that f(x), f'(x), f"(x) are continuous fro1n x to x+2h.
(Of. Goursat, loc, cit., T. I., § 22.)
154 1,H1£0RY OF INFINITE SERIES, vVHOSE TERMS

\V hich differs fro1n

1'( e-1·'2t _ e-(l·+l):lt) _ ( s + 1) ( e- (,~;+ 112t _ e- (s+~J2t)
by at 1nost unity.
But, 'vhen n is a positive integer and t> 0,
O<n( e-n 2 t - e-( 11 +112t) = 2n(n + ()) te-(n+e):zt ... (0 < fJ< 1)
< 2 (n + ())'2 te~(n+0)2t
<2e- 1•
Therefot·e, for the set of tern1s considered,
s
~\ n~ 2 nn\ <4e- 1 + 1.
1'

Then the argun1ent a Love shows that the condition (a) is satisfied.
co
IV. Let tlte seqnence of A rith1neNc Jlleans for the series :Lan converge to S.
co 0

'l'hen the series ~aw't'n will con~'erge ~vhen O<x·< 1, a,nd

0 co
Lt "Lan.X'n=S.
x-~1-0 ~

This follows fro1n the first part of III. on putting x· = e- t.

co
V. Let the ternts of the series "Lan be .fnnctions of tc, and the sequence of
0
.Aritlunetic Means for this series converge wnijor1nl,Y to the bounded function
co
sc~v) in a< X< b. ']'hen Lt ~ctn?ln converges 1~n~formly to S(:t') in this 'l',n-
t~+O 0
ter,val, provided that 1-ln is a ;·unction of· t sati8j.'yt:ng tlze conditions (a.), ((3) and
(y) of Brou'lw£ch's :Piwore1n, when t>O.
This follo\vs at once Ly 1naking slight changes in the argun1ent of II.
The theoren1s proved in this section ·will be found useful in the solution
of problen1s in Applied Mathe1natics, \vhen the differential equation, "'~hich
corresponds to the proble1n, is solved by series. The solution has to satisfy
certain initial and boundary conditions. What \Ve really need is that, as
\Ve approach the boundary, or as the tirne tends to zero, our solution shall
have the given value as its lirnit. vVhat happens upon the boundaries, or ctt
the instant t = 0, is not discussed. (See belo'v § 123.)

74. Integration of Series. Infinite Integrals. Finite Interval. In

the discussion of § 70 \Ve dealt only 'vith ordinary finite integrals. We shall
no'v exarnine the question of ter·n1 by tern1 integration, Loth \vhen the
integrand has points of infinite discontinuity in the interval of integration,
supposed finite, and \vhen the integrand is bounded in any finite interval,
but the interval of integration itself extends to infinity. In this section we
shall deal 'vith the first of these forrns, and it \Yill be sufficient to confine the
discussion to the case 'vhen the infinity occurs at one end of the interval
(a, b), say .1J=b.
00

I. Let ~t 1 (:c), u. 2(,1i), ...

be contin'ltous in (a, b) and the serz:es "L 1t11 (.x) converge
1
unzjorn~ly to f(x') in (a, b).
 ARE FUNCTIONS OF A SINGLE VARIABLE 155

Also let g (x·) !lave an i1~fin£te discontinuity at x· = b andjbg (x·) d<t' be absolutely
convergent. * a

1'lwn f j(.r) g(.t:) d.x= ~ J: u, (.t;) g(x) dx.

0()

Fron1 the uniforn1 convergence of ~ ~tn(.x') in (a, b), we kno'v that its sun1
1

f{t·) is continuous in (a, b), and thus bounded and integrable.

Also}·~ f(<t·)g(x)dx is absolutely convergent, since lbg(~lJ)d:,v is so (§6l,VI.).
a .a

Let fbi g(<r:) [ d.r: =A.

a

Then, having chosen the positive nun1ber E, as sn1all as 've please, 've n1ay put
f(x·) = Sn(x·) + Rn(.x·),
'vhere I Rn(:v) I<~, when n> v, the san1e v serving for all values of x in (a, b).

But j~b f(x) g(.x) clx and j~b Sn(x) g(:J;) d~J; both exist.
a a
~b

It follo,vs that j lln(:)J') g(x) d:c also exists, and that

~b
~a

~b lb lln(x) g(.;;;) d.J./,

j f(x) g(:c) d:JJ'=}
a a
Sn(.t') g(.x·) d::c +
a

Thus we see that

< _E {bl g (;J;) I d:t'

.A~a
< E, when n :::.>- v,
'vhich proves that the set·ies 2:
~b
'X;

l
j
a
'b
~tH(x)g(~v) d.t· is converge11t and that its
sun1 is
L
j
((,
f(x) g(a;) d~c.

Ex. This case is illustrated by

Jo
(llog ~v loO'
0
(1 +.1:) d/c= f (-ly~- 1Jo
1
(
1
x·n log :x d:JJ
n
~
= 2:1 n (n+ 1?'
C-1y~
. . s1nce
. 1 1

o
,r;n log •X d.v = - (
1
n+ 1)"'
..

= ~ ( - 1 ){~~- ?~h- (n~ 1)2]

1
= 2 - 2log 2 - 1r 2, using the series for } 1r2. t
12 2

*It is clear that this proof also applies 'vhen y(~--c) has a finite nun1ber of infinite
discontinuities in (i:t, b) and 1b g(a:) dx is absolutely convergent.

t Of. Carslaw, Plane 1'rigononwtry (2ncl Ed.), p. 279.

156 'rHEORY OF INFINI'rE SERIES, WHOSE TERMS

Here the series for log(l +.1:) converges uniforn1ly in 0 < ;V <I, and

{ logxd:v
~ 0

converges absolutely (as a n1atter of fact log x is always of the san1e sign in
0 < x < 1), while !log x 1-+ oo as x-+0.
On the other hand, \Ve tnay still apply ter1n by tern1 integration in certain
cases \vhen the above conditions are not satisfied, as will be seen fron1 the
following theore1ns :
00

II. Let u 1 (x), u 2 (x), ... be contin~to'ltS and positive and the series L ~tn(J>')
1
converge ~tniforrnly to f(x) in the arbitrary z"nterval (a, a), where a< a< b.
Further, let ,q( x) be positive, bounded and -integrable -in (a, a).

Then 1~~f(.x) g (x) d.x = ~ [b ~tn ( x) g (.x') da:,

a 1 ~a

provided that either the integraljb j'( :r) g (.c) dx or the series ~jl>'it n ( x) g (:c) dx
n 1 ((,
converges.
Let. us suppose that Lf(x) g(x) dx
~b

converges.

In other words, we are given that the repeated lin1it

Lt sb-§ [ Lt ~ur(x)]g(x)d.v exists.

§~0 ((, n-7oo 1

Since the functions ~t 1 (x), ~t 2 (.p), ... are all positive, as well as g(:t·), in (a, a),
from the convergence of Jb f(x)g(x) d,v there follows at once the convergence
of n

J: ~tr'(.r) g(x) d.x (r = 1, 2, ... ).

Again, let f(.v)=u 1 (x)+-u 2 (x)+ ... +tttn(x)+Rn(:v).
. ~b

Then / Rn(,x) g(:.t·) d.t· also converges, and for every positive integer n
~a

n. ~b 1 Rn x)g(x)dtc.
1
1

la
b
f(x)g(x)dx- ~ 'll 1·(x)r;(x)dx=
1 a ~a
b (
............ (1
)

But fl'orn the convergence of J: f(x) g(x) dx it follows that, when the
arbitrary positive nutnber e has been chosen, as sn1all as \Ve please, there will
be a positive nurnber ~such that

0< lb b-§
j'(x) g(,t) d.x < ~·
.;.J

A fortiori, O<lb_ {; Rn(x) ,q(x) dx < ~' ............................. (2)

and this holds for all positive integers n.
Let the upper bound of g(.x) in (a, b- ~)be jJf.
00

The series L un(a:) converges uniforn1ly in (a, b -- ~).

1
 ARE FUNCTIONS OF A SINGLE VARIABI~E 157
I(eeping the ntnnber E \Ve have chosen above, there \vill be a positive
integer v such that
O<R,.(x)< 2 M(;-a)' when 1~>v,

the san1e v serving for all values of .x in (a,, b- ~).

/
~-~ . € rb-~
Thus 0< Iln (.T) g(:v) d.~·< Y(l ) g(.rc) d.1J
•a 2 1 ) -,a . a
€ ~~b- ~
< 2(b-a).a dr
·
< ~, \vhen n > v . ........................ (:3)
2
Con1bining these results (2) ·and (3), \Ve have

O<f Rn(tc),q(x)d.t:<<, when n> v.

Then, fron1 ( l ),
nlb
0<
l
a
b
f(.x) g(.x) dtc- ~
1 a
(b
'll 1.(.1:) g (.v) d.'c < E, \vhen n> l'.

/
~b 00

Therefore .f(.x') g(.v) d.r = L 1, 1t1.(;v) g (.x) d.r.

"a , 1 ~a

The other alternative, stated in the enunciation, rnay be treated in the

san1e way.
Bromwich has pointed out that in this case \vhere the tern1s are all
positive, as \vell as the n1ultiplrer g(.r:), the argurnent is substantially the
sarne as that ernployed in dealing \vith the convergence of a Double Series of
positive tern1s, and the san1e ren1ark applies to the corresponding theoren1
in § 75.*
Ex. 1. Sho'v that

= -fo (n+1 1)~

= -6-.
1 1 +.v d.x 1 1r 2

1
oo
Ex. 2. Show that loa-- - = 2 L ---~2 = - .
0
1 - x .v 1 ( 2n - 1 ) 4
The conditions iruposecl upon the· terrns u 1 (.v), 1t 2 (x), ... and g(:c), that they
are positive, rnay be rernoved, and the following n1ore general theorern stated :
00

III. Let 1t1 (x), u 2 (.x), ... be contin1tous and tlw series ~I u,11 (x) I converge 1tni-
1 00

for?nly in tlte ar·bitrary ~·n terval (a, a), 1ollere a <a< b. Also let "21tn(tc) =J(.1J).
1

*Of. Bron1wich, Infinite Series, p. 449, and ilfess. JJ[at h., Can~bridge, 36, p. 1,
1906.
t The interval (0, 1) has to be broken up into t,,,o parts, (0, a) and (a, 1). In
the first we use Theoren1 I. and in the second Theorem II. Or 've may apply
§ 72, VI.
158 THEORY OF INFINITE SERIES, "\VHOSE TERMS

F'1.~rther,

Tlwn
let g(x) be bonnded and integrable in (a, a).
rf(:~:)
~a
g(:v) dx = f,l·a r un(x) g(x') d:c,

prov£decl that either the inte,qTallb

a
t ]1tn(.x) /. Ig(x)! d.x
1
or the se1·t'es

LX! rb l ~tn(.x)] g(x) I d.x converge.

l . a

This can be deduced fron1 II., using the identity :

Ung = {1tn + /1ln I} {g + Ig I} - {1ln + ltttn I } Ig !-11ln 1{g + Ig J}- + \1ln 1]g I,
since that theoren1 can be applied to each tern1 on the right-hand side.

Ex. 1. Sho'v that

~1
},o ~
loO' re
clx=~( -1)
00 11
11
.1/~logx d.v
1 +.x o o
oo ( _ 1)n+1
=~ (n+1)2
71'"2
= -12'

Ex. 2. Show that

'1
- .xP
- 1og .v - k~( -1 )n-1 [1 .'L~n+p-11 og .x d,,v-
. d .re- ~ (~-!l:_) '
- £.J
}, 2
o 1 +x 1 .o · 1 n+p
'vhen 1)+ 1 > 0.*
75. Integration of Series. Infinite Integrals. Interval Infinite.
For the second fonn of infinite integral 've have results corresponding t'o
the theoren1s proved in § 74.
I. Let u 1 (.v), ttt 2 (x), ... be continuous and bounded in x >a, and let the serie.r;;
X!

L'Un(x) converge unijo1·1nly to .f(x·) in .v >a. F1trther, let g(.v) be bounded and
1
integrrable in the arbitrary interval (a, a), 1.ohere a<a, and a 1nay be cliosen as
large as 1ve please ; and let L"g (.v) d.r co1we1·ge absolutely.

Then j~X!f(.v) g(.v) d.x= f (X!'ltn('t') g(.v) d.x.

a 1 Ja

The proof of thjs theoren1 follo,vs exactly the s~uue lines as I. of §. 74.
~X! e-x (X! e-x d.?.?
.1/ x
oo
Ex.
d.v= t2J1 (:v+n -I)(,r+n)'
This follo,vs fron1 the fact that the series
1 1
x(.v+ 1) + (x+ l)(n+2) + ···
con verges unifor1nly to 1 j.1) in .1.: > 1.

*If p>O, r:rheoren1 III. can be used at once.

If O>p> - 1, the interval has to be broken up into t'\\ 0 parts (0, a) and (a, 1). 7

In the first \Ve use Theoren1 I. and in the second Theoren1 III. Or \Ve n1ay apply
§ 7~, VI.
 ARE FUNCTIONS OF A SINGLE VARIABLE 159
Bnt it is often necessary to justify terin by tern1 integration \vhen either
(:r)l ,q(:c) 1 d.v is- divergent o1· ~>n~/./v) can only be shown to converge unifonnly
·a 1

in the at·bitrary interval (a, a), ·where a can be taken as large as 've please.
Many in1portant cases are included in the follo,ving theoren1s, 'vhich
correspond to II. and III. of § 7 4 :
00

II. Let 'tt 1 (x), ~t 2 (x'), ... be contin~tous and pos£ti?)e and the series ~~tn(.x) con-
I

1Jerge ~tn~forn~ly to .f(.x) ~·n the arbitrary interval (a, a), where a Jna,y be taken as
laTge as we please.
Also let g(x) be posit£ve, bounded and integrable in (a, a).

Then j'}'(.'c) g(x) dx= f (un(:c) ,q(.r) d.r,

a l.a

provided that either the integral [~f(.?;) g(.:u) d.r ~1 ~tn(.x) g(.:c) d:c
00

O'J' the ser£es

·a 1 a
convm·ge.
Let us suppose that Ct(x) g(.r) d.r converges.
• rt

In other 'vords 've are given that the repeatecllin1it

a~
Lt {a[ I_Jt
x "n n---+ oo 1
:±u1.(.t·)],q(.t·)d::c exists.
00

Since the tern1s of the series L~t 1.(.1;) are all positive, as well as g(.x), in
1

:v >a, from the convergence of L"'J(.r) g(.r) dx there follows at once that of

L1t,.(.r) g(.r) d.1.'

noo

(1·= 1, 2, ... ).

Again let f(.r)='Zt 1 (.x)+u 2 (.1~)+ ... +?tn(.r)+ Rn(:c).

n':l)

Then j Rn(/c) g(tr) d.1: also converges, and for every positive integer n
• (t

l ~j(.r) g(.1,) d.r- f

a l·a
r 1t,.(;v) ,g(.1:) d,r= r
·a
R,(m) g(.r) d.r. .. ........ (1)

But from the convergence of

•
rx j(.1:) g(.1:) d.r, it follows
(t
that, when the

cu·hitrary positive nun1 ber E has been chosen, as stnall as we please, there ·will
be a positive nutnber a such that

0< .CJ(;-c) ,q(.r) d.r < i·

~oo

.A fortiori, 0< •/a Rn(.r) g(.'C) d.r < ~'

. :. ;

and this holds for all positive integers n.

vVith this choice of a, let the upper bound of g(.l') in (a, a) be Jlf.
oc;

The series ~nn(.17) converges uniforn1ly in (a, a).

160 THEORY OF INFINITE SERIES, vVHOSE TERlVIS

Keeping the nu1nbe1· E \Ve have chosen above, there will be a positive
integer v such that
E
O<Rn(.'t·)< ;~;,-( )' \Vhen n > v,
2• lu a- a
the san1e ~' serving for all values of .x in (a, a).

'Thus 0< r
•a
R,(.r),g(.1:)d.r<~,
"""
when n> v.

But

and this holds for all values of n.

Combining these two results, \Ve have

0<1oo Iln(:c) g(.x) d.x <

a
E, \Vhen n > v,
and fro1n (1),
0 <1oo~f(x) g(.r) d.J)- ~1oo ~t1• (.x) g(.rc) d.~~< E, \vhen n > v.
a 1 a

Therefore C.f(
•a
.r) g (.r) d.T = !£1Ja("' 1t,. (.1:) ,q (.1:) d.1:•
The other alternative can be treated in the sa1ne ·way.

Ex. 1.

-~
oo e-ct-.t~ oo b2n loo e-a ·'' ~
. 2 ·'-.1''"'
Ex. 2.
•o l .?
cosh bx dx = ~
_ o 2n: o
d.rr: .
- r- ,
11

Further, the conditions hnposed upon -zt 1 (i.r), 1t2(:v), ... and g(<'c), that they
shall be positive, n1ay be reinoved, leading to the theoren1 :
00

III. Let u 1 (.x ), 1t2 ( .'t' ), .. • bfJ continuo1.ts and the series L Itt 11 ( .rr:) I con verge
1

formly iTi the arrbitrary in.terval (a, a), ~vhere a 1na..1J be taken ClS large as
00

please. Also let ~ 'lt 11 (.r)= f(.x).

1
F?N'ther, let ,q(.v) be bo-ztnded and integrable in (a, cJ..).
roo 00 roo
Tlwn f~ f(x)g(.v) dx= ~ f~ ~tn(.1:) ,q(.x) d.v,
•a 1 • a

provided that either the integral ~~:>".) f 11tn(.v) I Ig(.v) Id.x m· the series
•a J

f1
l a
00

1 -ztn(x) 1 g(.r) 1 dx converges.

r

This is deduced, as before, fron1 the identity

-~tng = { Un + [1ln / }{g + I g I } - {~ln + I 'lln I } /g /- I U n I { g + J {} !} + I Un I g I '
J

since the Theoren1 II. can be applied to each terrr1 in the right-hand side.
~oo 00 ( _ 1)n b2n {oo
Ex. 1. Show that j e-ax cos b.r d.r = ~ - ~ -, e-ax.X'
211
d.x, if 0 <I b I< a
'"o o n.1 .o1
 ARE FUNCTIONS OF A SINGLE VARIABLE 161
1)llb'4n roo
00 ( -
cos lxcdx= L--,- e-a'2.~: 2~r;'.!.n d.v .
Y)

Ex. 2. Sho\V that [

e-a'2.~::l
.o o 2n. .o

76. Certain cases to \vhich the theorerns of § 75 do not apply are covered
by the following test :
00

Let 'tt 1 (.v), u 2 (,v), ... be cont1:nuous in x >a, ancllet the series~ ~ln(x) converge
1

unijorn~~y to j(;r:) in the a1·bitrary r£nterr,val (a, a), 'Where a 1na~y be taken as large
as ~oeplea.Q,e,
Further, let the integrals

1"' ~t1 (x) d.v, .C u (.v) d:c, etc., 2

converge, ancl the series of integrals

rx ~ll (.v) d.v+j\t2(x) d.x + ...

~a ct

converge 1.tn~(or1nly in x >a.

Then the .Q,eries of ~ntegrals

c
·a
ul (x) d.v+
1'00
r
~,a
u2(.v) d.v+ ...

converges, and the 1'ntegral j f(.v) dx con,ve?·ges .

•a

Also i"' f(.v) d.t: = .C 1t 1 (.v) dx + .C 1t2 (.v) d.v + ....

Let Sn(:t·)=lx u 1 (.v)dx+}·x 1t2 (.v)dx+ ... + {" u,.(x)dx.

(t a ~a

'l'hen \Ve kno\v that Lt Sn(.v) exists in x >a, and \Ve denote it by F(tc).
n~'X!

\_]so we know that Lt Sn(.v) exists, and we denote it by G(n).

x-+oo
'N' e shall now show that Lt F(.v) and Lt G(n) both exist, and that' the
NO lin1its are equal. x~oo n-+'X!

From this result our theoren1 as to tern1 by tern1 integration \Vill follo\v
at once.

I. To prove Lt F(x) exists.

x~oo

Since Lt Sn(.v) converges uniformly to F(.v) in .v> a, with the usual

n~oo

notation, we have
IF(.1:)- Sn(x) I< 3€ , when n > l',
the same v serving for every x greater than or equal to a.
Choose son1e value of n in this range.
Then we have Lt Sn(tc) = G(n).
X-:): 'X!

Therefore we can choose X so that

18n(:c'')- Sn(.v') I<~' when x" > .v' >X> a.

C. I L
162 THEORY OF INFINITE SERIES, WHOSE TERMS

But I F(.v'')- F(.r:') I

< J F(tu'')- Sn(.Jf') I+ JSn(,·t/')- Su(:v') I+ ISn(.v')- Pl(a/) I
E E E
<3+3+3
< E, when .v">x'> X> a.
Thus F(x) has a lin1it as .v~oo.

II. To p1~ove Lt G (n) exists.

n~oo

Since Lt Sn (x·) converges uniforn1ly to F(.v) in .v ::>-a,

n~oo

I Sn"(.x)- Sn,(x) I<~' when n" > n' > v,

the san1e v serving for every x greater than or equal to a.
But Lt Sn(x)= G(n).
x~co

Therefore we can choose .LY1 , .LY2 such that

I G(n') - Sn'(x) I<~' 'vhen .x > .A:"1 >a,

I G(n")- Sn"(.v) I< i' 'vhen x > . 1,.2 >a.

Then, taking a value of x not less than ""¥1 or X 2 ,

I G (n")- G(n') I
<I G(n'')- Sn"(.x) I+ JSn"(.v)- Snt(.v) I+ ISn,(.v)- G(n') I

'vhcn n'' > n.' ::>- l'.

< E,
Therefore Lt G(n) exists.

III. To p1·ove Lt F(.v)= Lt G(n).

· x~oo n~oo

Since Lt G(n) exists, 've can choos~ v 1 so that

n~oo

~ Joo ?Li.(x) d.v \ < ~,

I:n+l vvhen n > v1 •
c(, 3

Again ~ J:c ~lr(x) d.v converges uniforn1ly to F(x) in .v >a.

1 a
Therefore we can choose v2 so that

\ ~ Jx ~t1.(x) dxl < ~'3 when n> v

1n+l a
2,

the san1e v2 serving for every .v greater than or equal to a.

Choose v not less than v1 or v2 •

Froin the convergence of the integral

a 1
±
Joo ~t,.(.v) d.v, 've can choose ""¥ so that
I[ f~t,.(.x)d.vl< ~' when .v> X>a.
 ARE FUNCTIONS OF A SINGLE \T ARIABLE 163

But

E
<-3

Therefore Lt F(x)=~Joo ~l1.(.}J)cl.x= Lt G(n).

x-+oo 1 a 11-+oo
IV. Bnt 've are given that the series
~t 1 (.x) + u2 (x) + ...
converges uniformly to f(.x) in any arbitrary interval (a, a).
Therefore \Ve have

Thus, 'vith the above notation,

F(.r)= {f(.r)dx.

It follows from I. that L"f(.r) d.r converges, and from III. that

REFERENCES.
BROMvvrcn, loc. cit., Ch. VII.-VIII. and App. III., 1908.
DE LA VALLEE PoussrN, loc. cit., T. I. (3e eel.), Ch. XI.
DINT, Lezioni di Analisi Infinitesimale, T. II., 1a Parte, Cap. VIII., Pisa, 1909.
GoURSAT, loc. cit., T. I. (3e cd.), Ch. II.
HoBsoN, loc. cit., Ch. VI.
Ko\VALEWSKI, loc. cit., Kap. VII., XV.
OsGooD, loc. cit., Bel. I., Tl. I., Kap. III.
PIERPONT, loc. cit., Vol. II., Ch. V.
SToLz, loc. cit., Bel. I., Absch. X.
And
PRINGSHEIM, "Gruncllagen cler allgemeinen Funktionenlehre," Enc. d.
~~ath. rViss., Bel. II., Tl. I., Ijeipzig, 1899.
164 THEORY OF INFINITE SERIES, "\VHOSE TERMS

EXAMPLES ON CHAPTER V.

lJNIFORlVI CONVERGENCE.
1. Exan1ine the convergency of the series
~ .x
1 ( nx + 1 ) [ (n + 1 ) x + 1] [ (n + 2) x + 1]'
and hy its n1eans illustrate the effect of non-uniforn1 convergence upon the
continuity of a function of x represented by an infinite series.
2. Prove that the series
9 x2 .x2
x- + (1 +.1>;2) + ( I+J:2)2 + ...
is convergent for all values of ,':v, but is not uniforn1ly convergent In an
interval including the origin.
3. Determine vvhether the series
oc 1
~ n3+n4.x2
is uniforn1ly convergent for all values of .r.
'X)

4. Find for ·what values of x the series :L ~tn converges 'vhere

1

1 1
= (.x- l)(xn+x-n)- (x- 1 )(.xn+I +.x-{n-r.I))'
Find also 'vhether the series is
(i) uniforn1ly convergent through an interval including +1 ;
(ii) continuous vvhen x passes through the value + 1.
5. Discuss the uniforn1ity or non-unifonnity of the convergence of the
series 'vhose general tern1 is
1 - ( 1 +.X )11 1 - ( 1 +X y~-l
?_l = - .
n 1 +(1 +.x)n 1 +(1 +~r)n-l
6. Let a0 +a 1 + ...
be an absolutely convergent series of constant tertns, and let
fo( .x ), /1 (.'t·), •· ·
be a set of functions each continuous in the interval o. < .'t' < (3, and each
con1prised betvveen certain fixed lin1its,
A <.f~,(.x) < B,
i=O, 1, ... ,
vvhere A, B are constants. Show that the series
a 0 j~(:c) + a 1 j 1 (x·) + ...
represents a continuous function of x in the interval a<::: .x < (3.
 ARE FUNCTIONS OF A SINGLE VARIABLE 165
7. Sho\v that the function defined by the series
oo X
~------
1 n(l +n_x2 )
is finite and continuous for all values of x. Exatnine \vhether the series is
uniforn1ly convergent for all such values.
8. Show that if 'llo (X) + 'U 1(X) + ...

is a series of functions each continuous and having no roots in the interval

ct < x -< b, and if
-------~ == y < 1, w h en n ==
--Un+1(x)l< > v,
1 Un(,'V}
·where y, v do not depend on :;J·, then the given series IS uniforn1ly con-
vergent in this interval.
Apply this test to the series
a2 a3
1 +~·a+.'t'(x-1) -y+J;(J;-1)(x- 2)
2 31
+ ... ,
\V here 0 < a < 1.

THE POWER SERIES.

9. Fron1 the eq nation

show that the series for sin - 1.'t' is
1 .x3 1. 3 x 5
x+
23 + .
2 45
+ ... \Vhen l:vi<L
Prove that the expansion is also valid when I x l= 1.*

10. From the equation

obtain Gregory's Series,
tan -1/}1- "'' _Jx3
3 + .1/)'.5
5 _ d.l - vU t-tl • • • •

Within what range of .'t' does this hold?

11. Sho\v that \Ve n1ay substitute the series for sin - 1,-:c and tan - 1.t· in the
integrals x sin - 1x
--- --· dx
lo X

and integrate term by tern1, when I .x· I < 1.

. AJso show that

/
~ 1 ~in - 1:c d . = ~ 1 . 3 ... 2n- 1 1 ~~ 1 tan - 1.v d-, = ~ ( _ )n . 1 _
X .:::.,; 2•4 2n (2··n+1"'
)')' ,JJ .:::.,;
1 ( 2 n+1""'
)')'
vO X 0 ••• vO :;; 0

sin- 1 x tau- 1 x
and fro111 the integration by parts of and --- ----, prove that these
series also represent .r: ~:t·

r !log .1:'~ d.i:

. o ~/ (1 - .x )
and
Jo
flllog;~l dr.
1 + .r

* vVhcn ;u = l, Lt nu~±_1 = l, but Raabe's test (cf. Bronnvich, loc. cit., p. ~~~3, or
n~oo 'ltn
Uoursat, loc. cit., p. 404) shows that the series converges for this value of x.
166 THEORY O:F' IN:b-,INI'TE SEl~IES, WHOSE 'TEl~MS

12. If I xI < 1, prove that

,..2 ,..4 ,,.G

l
~x
-1 d l.;fJ t-tl t.,fJ

~ o t an .r :c = 1 . 2 - 3 . 4 + 5 . 6 - · · · ·

Sho\v that the result also holds fo1· :v= 1, and deduce that
1--}- ~ + ~-+-!~- ... =0·43882 ....
- v + l)

13. If l.x I< 1, prove that

·x t'~ .1.3 't'4

l
~ o 1og ( 1 + x) dJ; = { . 2 - ; ~ 3 + i .4 - ....
Does the result hold for ~· = ± 1~

14. Prove that

d-v
l
~.c if) 'tn
] 00' (1- :t:) ~ = -- ~ ~~) ' 0 <.1) < 1.
~o
0
x 1 n"'
dx
j 0
';t

loo· (1 +:t:) - =
° :c
·x (1 +X)
d.1J w .?;~n-1
l
..,o
log-- - = 2~1 (-2-?1~-1-)2'
1-.'t' .;t: C/
O<x<l.
Express the integrals
(llog (J -X) dx,
j0 X
~~ log (1 -1-:c) clx and
~0
1

.~· )
elog ('
o
1+X)
1-X
d,t'
.;r
as infinite series.

INTEGRATION AND DIFFERENTIATION O:b~ SERIES.

00

16. Prove that the series ~ ( ae- nax- (3e- nf3x) is uniforn1ly convergent in
1

(c, y), 'vhere a, {3, y and care positive and c< y.

Verify that
')' ~ (ae- na:t;- (3e- n{3J;) d~t: = ~ l.')' ( ae- nax- (3e- nf3X) d.v .
w 00

..,cl. 1 l..,c

17. If it be given that for values of x bet,yeen 0 and Tr,

. h { 1
Tr cos11 a:;;= 2 s1n aTr :=;--- - -
a cos ,1; a cos 2.t· l
-,, + - . -- ,, · - ... f,
':t.a 1. +a"" 22
· +a"" ·
nrove
t
riCtorously
b ..
that
. . { sin,}/ 2 sin 2:t' 3 sin 3~v }
7T Slllh a.JJ = 2 Sill1l ctTr 1 +ci~- a~-+- 3r+a2 - - -22+ • •• •
 ARE lTUNC1,IONS OF A SINGLE V Al~IABLE 167

18. Sho\v that if j(:1·) = ~

1
·n then it has ct differential coefficient
1 n 3
+ 1'i 4x--
oo 1 .
equal to - 2x l: -,)(-- -~)9 for all values of .t'.
1 n-- 1 +n.r:c---

19. When a stands for a positive nutnber, then the sel'ies

oo 1 a-r (-lY a-r 00

~ --, -21·+
o 1'. a- x -2, l: rl a---')1· + ~·~.,,
are uniformly convergent for all values of x; and if their sun1s are j(x) and
F( ,}; ) respectively, , , _ oo _!_ .!:_ (-!!~)
f (X) -l:o 1'.! d X C(;-- + ,t;'"' ')J• ') '

, . _ ~ 1 d (( -1 Yct_ 1. )
.F' (,'{;) -l: -,- -d--
o 1'; X
-''1'
C(; ~ + ,1/''"' •) •

20. Find all the values of x for \vhich the series

sin .r: + e2 x sin 2.'t' + ...
ex

converges. Does it converge uniforn1ly for these values'! }-.,or \Vhat values
of x can the series be differentiated tern1 by ter1n 1
21. * Sho\v that the series
1 e-~ e-~)
00

2~ce-x·2 = l: 2X ----.- n2-( 1 (n+1)2

2 2
1 n (n+ 1)
can be integrated tern1 by tern1 bet,veen any t\vo finite lin1its. Can the
function defined by the series be integrated bet\veen the lin1its 0 and oo ?
If so, is the value of this integral given by integrating the series tern1 by
tern1 bet\veen these li1nits '?
22. If each of the tertns of the series
u1 (x) + 'lt2 (.x) + ...
is a continuous function of x in x > a>O, and if the series
,r;K 'l(;l (X) + ,t)K 1_(;2 (.X) + ... (K > 1 )
satisfies the 11!-test ( § 67 ), then the original series 1nay be integrated tern1 by
tern1 fron1 a to oo .
23. Sho\v that the series
1 1
( 1 +X)~+ ( 2 +X i2 + •. • (X > 0)
can be integrated tern1 by term between any two positive finite liruits. Can
this series be integrated ternl by terrn bet\Veen the linlits o· and (/) '? Sho\V
that the function defined by the series cannot be integrated bet\veen these
litnits.
24. Show that the function defined by the series
1 1
( 1 + .x r-~ + (2 + .r:c r~ + · · ·
can be integrated fron1 0 to oo, and that its value is given by the terrn by
tern1 integration of the series.

~~-Ex. 21-27 depend upon the theoren1s of§§ 74-76.

168 THEORY OF INFINr-rE SERIES

25. Prove that

1 1 1
1
1 xa-1
--dx-----+--- (a>O).
o 1 + .r ~ -a a+ 1 a+ 2 · · ·
Explain the nature of the difficulties involved in your proof, and justify
the process you have used.
26. By expansion in powers of a, prove that, if I a I< 1,
(x dx
Jo e-x(1- e-ax) -;;=log ( 1 +a),

l
~rr • dx .
tan- 1 (a s1n .z') -.- = t1r Slnh-1 a
o Sin .X' "" '

exan1ining carefully the legitirnacy of tern1 by tern1 integration in each case.

oo ( (li )
-1 )n -
2n

27. Assuming that J 0 ( bx) = "'o2: ( 1)~ ,

n.
1
Le-aXJu(bx) dx= ,j(a2+ b2)'
~oo

show that
"
\Vhen a>O.
 CHAPTER VI.

DEFINITE INTEGRALS CONTAINING AN ARBI1,RARY

P ARAl\1ETER.
•
77. Continuity of the Integral. Finite Interval. In the
ordinary definite integral J:' ¢(x, y) dx let ct, a' be constants.
Then the integral vvill be a function of y.*
The properties of such integrals will be found to correspond
very closely to those of jnfinite series whose terrns are functions
of a single variable. Indeed this chapter will follow almost the
same lines as the preceding one, in which such infinite series
were treated.
I. If ¢ (x, y) is (!; contintttOUS function of' (x, y) in the rr•egrior~

a<x<a/, b<y<b',
then J:' ¢(x, y) dx is a continuous fnnction of y in the interval
(b, b').
Since p(x, y) is a continuous function of (x, y)t, as defined
in § 37, it is also a continuous function of x and a continuous
function of y.
Thus ¢(x, y) is integrable with regard to x.

Let j(y) = J:' ¢ (x, y) dx.

*As already remarked in§ 62, it js understood that before proceeding to the
lin1it involved in the integration, the value of y, for which the integral is required,
is to be inserted in the integrand.
t vVhen a function of t'vo variables x, y is continuous 'vith respect to the t'vo
Yariables, as defined in§ 37, 've speak of it as a continuous function of (x, y).
It will be noticed that we do not use the full consequences of this continuity in
the following argun1ent.
169
170 DEJTINITE IN1,EGRALS UONrrAINING·

We k~now that, since ¢(x, y) is a continuous function of (x, y)

in the given region, to any positive number e, chosen as small
as we please, there corresponds a positive number 11 such that
I¢(x, y + ~y)- ¢(x, y) I<e,
when I ~y I< 17,
the san1e 1J serving for all values of x in (a, a').*
Le~ ~y satisfy this condition, and write

j(y+fly)= r ¢(x, y+fly)dx.

Then j(y+fly)-j(y) = J:' [¢(x, y+fly)- ¢(x, y)] dx.

Therefore
lf(y+ fly)- f(y) I-< J:' I ¢(x, y+ fly)- ¢(x, y) Iclx
<(a' -a)e, when I~YI < 1J·
Thus j'(y) is continuous in the interval (b, b').
II. If p(x, y) is a co~ntintttottts fu~ction of (x, y) in a< x <a',
b < y < b', ctnd ~(x) is bounded and i1~tegrable i1~ (a, c~'), the11
J: ¢(x, y) 1./.r(x) dx is a continum~s function of y in (b, b').

Let j(y) = J:' ¢(x, y) 1./.r(x) clx.

The integral exists, since the product of two integrable func-
tions is integrable.
Also, with the same notation as in I.,

j(y +fly)-j(y) = r [¢(x, y+ fly)- ¢(x, y)] 1./.r(x) dx.

Let M be the upper bound of I ~(x) I in (tt, a/).
Then Jf(y+Ay)-/(y) I <JJ1(o/ -a)e, when I~YI ~:: 1J·
Thus f(y) is continuous in (b, b').
78. Differentiation of the Integral.
I. Let f(y)=Ja' ¢(x, y) clx, where ¢(x, y) ·is c~ cont·inum~s func-
ct-

tion of ( x, y) in a< x ·<a', b < y-< b', cmd ~~ exists c~ncl satisfies
the sctn~e co11cli l-ion.

This follows fron1 the theoren1 on the uniforn1 continuity of a continuous

·x·
function (cL § 37, p. 75).
 AN Al~Br·rl~Al~ Y P ARAl\1ETEl-=t 171

Then j''(y) exists and is eq·ttal to J"' ~¢

uy
a
dx.

Since o¢ is a continuous function of (x, y) in the given region,

oy
to any positive number e, chosen as small as we please, there cor-
responds a positive nu1nber 11, such that, with the usual notation,

o¢(x,y+Ay)
~ -
o¢(x,y)
~
< e, w en
h lA -c.::::
uy 1 == 17,
l uy uy
the same YJ serving for all values of x in (a, a/).
Let Ay satisfy this condition.
Then

j'(y + D.y)- f(y) = Ja' p(x, y + Ay)- ¢(x, y) clx

~Y a . Ay
=Ja'o¢(x,y+BAy)C lx 'vhere O<B<I
a oy ' '
=Jo/ o¢(x, y) dx+Ju/[o¢(x, y+ eD.y) o¢(x, y)J flx.
(~ ay ('" ay ay
rrhus we have

j'(y + Ay)-j'(y) -J"' 0¢ d>I: i = Jc"' [op(x, y+ e~y) _ ?¢(x, y)J dx

Ay a ay ! ((, ay ay
<(a'-a)e, when IAyf-c.:::YJ·

And this establishes that Lt -{f(y+~)-f(y)} exists and is

c"' ·a¢ ~y-7-0 Y
equal to
J oyc"
? dx at any point in (b, b').
a
J
~
II. Let f(y) = ¢(x, y) -f(x) dx, Lvhe?"e ¢(x, y) a'ncl 1
~¢ are as
a ~
in I., arrtd ~ (x) is boundecl ctnd i?~teg?"able i1~ ( ct, a').
u/ o¢
Then f' (y) exists and is equal to
J uya
-;;;- 1p-( x) clx.

Let the upper bound of ~(x) I in (a, o/) be ~1. J

Then we find, as above, that

f(y+/1:.)- j(y) -J"'~¢ V/'(x) dx <JJ1(a/ -a)€, when j6.yj <:: 17.
Y a uy

And the result follo"rs.

172 DEFINirrE INTEGRALS CONTAINING-

entiate the integral r

'fhe theorems of this section show that if we have to differ-
F(x, y) dx, where F(x, y) is of the form
¢(x, y) or ¢(x, y) ~(x), and these functions satisfy the conditions
named above, '\Ve may put the syn1bol of differentiation under
the integral sign. In other '\vords, we rna~y· reverse the order of
the two limiting operations involved '\vithout affecting the result.
It will be noticed that so far we are dealing with ordinary
integrals. The interval of integration is finite, and the function
has no points of infinite discontinuity in the interval.

79. Integration of the Integral.

Let f( y) == J"' ¢ (x, y) Y/ (x) W.c,

(i
'Where ¢ (x, y) i8 ct continu0tL8
function of (x, y) in a-< x-< a', b < y < b', and 1//(x) is bounded
ancl integrable in (a, o/).

Then JY j(y)dy=Ju/ dxJY p(x, y)'f(x)cly,

Yo {(, Yo

where y 0 , y are any two rJoints in (b, b').

Let .P(x, y)= J: ¢(x, y)cly.

oci>
Then we know that Oy = ¢(x, y) [§ 49],

and it is easy to show that 1?(x, y) is a continuous function of

(x, y) in the region oJ < x <a', b < y -< b'.

Now let g(y) = J:' P(x, y) Y/ (x) clx.

From § 78, we l(now that
a' .-.p
g'(y) = ~ 1//(x) dx
Jct., uy

= J"' ¢ (x, y) Y,( x) fk.

((,

Also g'(y) is continuous in the interval (b, b') by § 77.

Therefore JY g'(y) ely= JY ely J"' ¢ (:t:, y) Y/(x) dx,

Yo ?lo a

where y 0 , y are any two points in (b, b').

 AN ARBITRARY P ARAlVIETER 173

Thus J:ody r ¢(x,y)yf(x)dx

== [/ (y)- g (Yo)

= J:' [<f>(x, ;Y)- <f>(x, y 0 )] Y/(x) dx

= "a' [ Jyb ¢(x, y) dy- JYo" ¢(x, y) dy yf(x) drc

J
J
=In' dx JY ¢(x, y) ~(x) dy.
a Yo

~rhus we have shown that we 1nay invert the order of integra-

tion with respect to x and y in the repeated integral

a' dx Jy F(x, y) ely,

Ja Yo
when the integrand satisfies the above conditions; and in par-
ticular, since we may put ~(x) = 1, when F(x, y) is a continuous
function of (x, y) in the region with which the integral d-eals.
80. In the preceding sections of this chapter the intervals
(a, Ci') and (b, b') have been supposed finite, and the integrand
bounded in Ci < x <a', b < y < b'. The argument employed does
not apply to infinite integrals.
For exarnple, the infinite integral

j(y)= [ ye-"Y drc

converges when y > 0, but it is discontinuous at y = 0, since

f(y)=l when y>O, and /(0)=0.

Similarly .J~ sin 7rY e- X sin2 wy drc

converges for all values of y, but it is discontinuous for every

positive and negative integral value of y, as well as for y = 0.
Under what conditions then, it may be asked, will the infinite
integrals Joo Ja/
n F(x, y) clx and n F(x, y) dx,

if convergent when b < y < b', define continuous functions of y

in (b, b')? And when can we differentiate and integrate under
the sign of integration ?
17 4 DEFINITE INTEGRALS CONTAINING

In the case of infinite series, \ve have 1net with the sarne
questions and partly answered thetn [c£. §§ 68, 70, 71 ]. We
proceed to discuss then1 for both types of infinite integral. rrhe
discussion requires the definition of the forn1 of convergence of
infinite integrals which corresponcJs to uniform convergence in
infinite series.

81. Uniform Convergence of Infinite Integrals. We deal

first with the convergent infinite integral

J F(x, y) dx,
oo
(f.;

where F(x, y) is bounded in the region a< x < o/, b < y < b', the
number a' being arbitrary.

I. The integml [ F(x, y) dx is said to converge uniformly to its

value f(y) in the interval (b, b'), if, any positive number e
havirng been chosen, as sn~all as 1ve please, there is a positive
nurrnbe1'1 A. . such that

jf(y)- J: F(x,y)dx <e, when x> X,

the same X serving for every y in (b, b').

And, just as in the case of infinite series, we have a useful test
for uniform convergence, corresponding to the general principle
of convergence (§ 15):
II. A necessary and sufficient conclitio,n forr the unijor11~

convergence of the integral [ F(x, y) dx in the interval (b, b') i8

that, if any positive nu1nber e has been chosen, as sn1all as
we please, there shall be a positive 11.,u1nbe1'~ X such that

J::'F(x, y) dx /<e, when x">x'> X,

the same X serving for every y in (b, b').
The proof that II. forms a necessary and sufficient condition
for the uniforn1 convergence of the integral, as defined in I.,
follows exactly the same lines as the proof in § 66 for the corre-
sponding theoren1 in infinite series.
 AN ARBITRARY PARAMETER 175

Further, it will be seen that ~f [ Ji'(x, y) dx converges 1tn~­

f'ormly in (b, l/), to the a?"Uit?YJ/r·y positive ~nurn~ber € therr·e corre-
spov,d8 a positive nu?nber X s1~ch that

[ Ji'(x, y) dx / < e, when x =>X,

the same X serving for every y in (b, b').

The definition and theorem given above correspond exacUy to
those for the series ~~ 1 (x) + u 2 (x) + ... ,
uniforn1ly convergent in ct < x < b; na1nely,
I Rn(x) !<€, when 1~> v,
and IpRn(x) I< €, when n > v, for every positive integer p,
the same v serving for every value of x in the interval (a, b):
82. Uniform Convergence of Infinite Integrals (continued).
We now consider the convergent infinite integral
J: Ji'(x, y) dx,
where the interval (a, a') is finite, but the integrand is not
bounded in the region a< x <a', b < y < b'. This case is more
complex than the preceding, since the points of infinite discon-
tinuity can be distributed in more or less complicated fashion
over the given region. We shall confine ourselves in our
definition, and in the theoreins which follow, to the simplest
case, which is also the most important, where the integrand
F(x, y) has points of infinite discontinuity only on certain lines
<
x == a 1 , a 2 , ••• an (Ci < a 1 ct 2 ••• < an < ct'), and is bounded in the
given region, except in the neighbourhood of these lines.
This condition can be realised in two different ways. The
infinities may be at isolated points, or they n1ay be distributed
right along the lines.
Ja
E .g. ( 1.)
o
+ y )' w h en 0 ==
J(~cclx < < l
y == J.

(ii) J: xY- 1e-"'dx, when o<y<I.

In the first of these integrals there is a single infinity in the
given· region, at the origin; in the second, there are infinities
right along the line x = 0 from the origin up to but not including
y=l.
176 DEFINITE INTEGRALS CONTAINING

In the definitions and theoren1s vvhich follow there is no need

for any distinction betvveen the two cases.
Consid~r, first of all, the convergent integral

I"'
(i
F( x, y) dx,

where Ji'(x, y) has points of infinite discontinuity on x =a/, and

is bounded in a<x·<a'-f, b<y<b', where a<a'-t<a'.
For this integral we have the following definition of uniform
convergence:

I. The integrr·al I"' F(x, y) dx is said to converge unifm·mly to

a
its vctl~~e f(y) in the ~intervat (b, b'), if, any positive rnumber €
having beern: chosen, as sn~all a.s we plea.se, there is a positive
numberr· 11 .such that

If(y)- J:' -t F(x, y) clx I< e, when O< ~-<:: 1J,

the same 11 serving for every y in (b, b').
And, from this definition, the following test for uniform con-
vergence can be established as before :
II. A necessary and sujjicie1~t condition for the ~~nifor?n C011-
vergence of the i11tegral I"' F(x, y) dx in the intm·val (b, b') is that,
({,

if c~11y positive number € has been cho.sen, as s1nall as we

please, there shall be c~ positive nun~ber 1J s~~ch that
I
I
a'-§"
n'-t' F(x, y)dx! <e, when O<~" < f' < 1J,

the same 1J serving for every y in (b, b').

Also vve see that if this infinite integral is un~formly con-
1Je?"gen t in (b, 1/), to the arbitra?"Y positi.ve 11un~ber e there will
co?~respond a positive nuTnber 1J such that

0<~<1J,
I
a'
o.,'-§
F(x,y)dx <e, when

the same 1J serving for every y in (b, b).

The definition, and the above condition, require obvious modi-
fications when the points of infinite discontinuity lie on x =a,
instead of x = o/.
 AN ARBITRARY PARAMETER 177
And vvhen they lie on lines x == a 1 , a 2 , ••• an in the given
region, by the definition of the integral it can be broken up into
several others in 'vhich J/(x, y) has points of infinite discon-
tinuity only at one of the limits.
In this case the integral is said to converge uniformly in ( b, ll),
when each of these integrals converges uniformly in that interval.
And, as before, if the integrand F(x, y) has points of infinite
discontinuity on x==a, 1 , a 2 , ••• an, and vve are dealing with the
integral [ F( x, y) dx, this integral must be broken up into several
integrals of the preceding type, followed by an integral of the
form discussed in § 81.
The integral is novv said to be uniforn1ly convergent in (b, b')
when the integrals into which it has been divided are each
uniforrnly convergent in this interval.
83. Tests for Uniform Convergence. 'rhe simplest test for
the uniform convergence of the integral Jon F(x, y) dx, taking the
((,

first type of infinite integral, corresponds to vVeierstrass's M-test

for the uniform convergence of infinite series (§ 67).
I. Let F( x, y) be bouncled i?'~ a___. x < o/, b < y < b' a1~cl i?t-
tegrable i1~ (a, a'), ~vhere a' is arbitrary, for every y in (b, b').
'l'hen the integral [ Jl( x, y) dx will converge uniformly in (b, b'),
'if there is ((; jtt&?~ction p. (X), 'inclepenclent of y, such that
(i) p.(x) > 0, 1J)hen x > cL;

(ii) IF(x, y)l < p.(x), ~vhen x >a a11,d b< y < b';
rtnd (iii) [ p..(x) clx exi8t8.
For, b~y (i) and (ii), when x">x'>a and b<y<b',

IJ::' F(x, y) clx I< r p..(x) clx,

and, from (iii), there is a positive number X such that

J p..(x) clx<E, when x">x'?:.. X.

x"
x'

These conditions ,vill be satisfied if xn F(x, y) is bounded

when x >-a, and b < y'----- b' for some constant 1L greater than 1.
C. I
178 DEFINITE INTEGRALS CONTAINING

ConoLLARY. Let F(;c, y)==¢(x, y)y/'(;,~), ivherre q)(x, y) ~s

bo~&Tidecl i11 x > a ancl b < y < b', a11d irnteg 1·able i1& the intervcil
(a, a'), where a' is arb1:tra1"Y, for every y irn~ (b, b'). Also let
[ ,Y(x) clx be absolutely c~nvergent. Then [ F(x, y) dx is nni-
for?nly co11vergernt in (b, b').
Y.J d
Ex. 1.
~
(
l
1 ~Y,
.X
j"'XJ

0
e-xy dx converge unifor1nly in y > y 0 > 0.

(Y.J X
Ex. 2. /(} e--y d.x converges uniforn1ly in 0 < y < Y, 'vhere Yis an arbitrary
~ 0
positive nun1ber.

- -x,y
E X. 3• {, Y.J cos - d .x,
, j,Y.J sin
- .'Cy d.x, £Y.J ~os
-.x- . y d .t,,
•1 .'Cl+n 1 .'Cl+n •0 1 + ,t''!,
uniforn1ly for all values of ,1), -where n > 0.

II. Let¢ (x, y) be bounded in x >a, b < y < b', and a rn1onotonic
ji&nction of x for every yin (b,b'). Also let 1Jr(x) be bo1.&11ded
cincl 110t chainge .sign ?110?"e thcvr~ a ji11ite nitmbe,r of tiTnes in
the Mbitrary inte1·val (a, (0,* ancllet [ ,Y(x)clx exist.

Then [ ¢(x, y) ,Y(x) clx converges unifm"rnly in (b, b').

This follows imrned:tately £ron1 the Second Theoren1 of Mean
Value, -vvhich gives, subject to the conditions named above,

J:: ¢(x, y) ,Y(x) dx = ¢(x', y) J:. y_,.(x) clx + ¢(x", y) J:",Y(x) rlx,
where ~satisfies a<x' < ~< x".
But ¢(x, y) is bounded in x >a and b < y < l/, and [ Y-"(x) clx
converges.
Thus it. follows from the relation

Jr¢(x,y),Y(x )cZx

<I ¢(x', y) II J:. ,Y(x) clx + ¢(x", y) J:'',y(x) clx J

that J"' ¢(x, y) Y/(x) clx converges uniformly in (b, b').

a

*This condition is borrowed fron1 the enunciation in the Second Theoren1 of

Mean Value, as proved in §50. If a n1ore general proof had been given, a
corresponding extension of II. 'voulcl have been treated here.
 AN ARBITRARY PARAMETER) 179

It is evident that y_r( a)) in this theoren1 1nay be replaced by

y/(x, y ), if J"' Y.,(x, y) dx converges uniformly in ( b, b').
a
oo • ~oo
s1n cos J)
Ex.
i
,~ 0
e-xv
tc
--dtc,
,r; L
j
a
e-XJJ
.rc
•
--d.1J(a>0) converge unlforn1ly
•
111 .Y>o.

III. Let ¢ ( x, y) be C(; 1J1onoto~nic j1~nction o.f x jo1" each y i11

(b, b'), an,cl tend 1tnij01"1nly to zero as x inc1~eases, y being lcept
constant. Also let y_r (x) be bounded and integrable i11 the a?"bi-
i1"a1"Y interrval (a, a'), ancl n~ot change sign ?n,or;·e tha1~ a jinite
number of times in such an interval. F~~rther, let
bo1~nded in x> a, without con1Jerging as x-+oo.
r a
Y.,(x) clx be

Then J"' ¢(x, y) ·,Hx) clx is unifo?·mly convergent in (b, b').

(~

This follo\vs at once fron1 the Second Theoren1 of Mean \T al~e,

as in II. Also it will be seen that y_r(x) may be replaced by
y_r(x, y), if J:c y_r,(x, y) clx is bounded in x >a and b < y < b'.*
(i
~~ . ~~

Ex. 1. j e-xv sin .r; dx, I

Jo
e-xv cos .x d.x converge uniforn1ly in .Y > y > 0.
0
•o

. Ex. 2. (:f) sin ,1:},2} d.x and j"oo !£ ,~-!1~~~ d.1; both converge nniforn1ly in 11 >Yo >0
j0 t'C L 0 1+ .1;00J l t_ - f

and y<-y0 <0.

It can be left to the reader to enunciate and prove similar
theorems for the second type of infinite integral J"' F(x: y) clx.
(i

The n1ost useful test for uniforn1 convergence in this case is that
corresponding to I. above.
Ex. 1. [' .r•-1 d.x, { .r"-1 e-x dx converge uniformly in 1 > y >.Yo> 0.
o/ 0 L 0 •
l .
Sll1 .X • • ~
Ex. 2. -•'C1 +Y,_ d.v converges utnforn1ly tn 0 < y --y < 1.
lo , 0

84. Continuity of the Integral [ F (x, y) d;. Wc shall now

consider, to begin vvith, the infinite integral J F(x, y) dx, where
a
F(x, y) is bounded in the region a< x <a', b < y < b', a' being
arbitrary. Later vve shall return to the other form of infinite
integral in 'vhich the region contains points of infinite dis-
continuity.

*In Exan1ples 1 and 2 of § 88 illustrations of this theorem will be found.

180 DEFINITE INTEGRALS CONTAINING

Let f( y) = [ J? (x, y) dx, whm·e ]!' ( x, y) is either· a continuous

.r~~nction of (x, y) in a-< x <a', b -< y ~< b', a' being arbitrctry, or
is o.f the .fo~r~?n cp(x, y) ~(x), where ¢(x, y) is co11tin~nous as above,
a1~d 'fr(x) is bov./ncled and integT·able 1:n -the arrbitrci1 Y interrval 1

(a, a').
Also let [ P(x, y) dx converge 'lmiformly in (b, b').
Then f(y) is ci corrttinuotts j1tnction of y in) (b, b').
Let the positive number E be chosen, as small as \Ve please.
Then to E/3 there corresponds a positive number X such that

I[ J?(x, y)dxJ<~, when x> X,

the same X serving for every yin (b, b').
But we have proved in § 77 that, under the given conditions,
x -
F(x, y) dx is continuous in y in (b, b').
J((

Therefore, for son1e positive nu1nber 'YJ,

J [ F(x, y+~y)rlx- [ F(x, y) dx J < ~' when I~y I:= 11·

Also .f(y)= fx F(x, y)clx+J"' F(x, y)clx.
Ja X

Thus f(y+ ~y)- f(y)= [ [ F(x, H+~y) dx- [ F(x, y) rlx]

+ J: F(x, y+~y)rlx- [F(x, y)rlx.

Also we have [ F(x, y)dx <~,
and I[F(x,y+~y)dx <i·
Therefore, finally,

1/(y+~y)- /(y) I<~+~+~

<E, 'vhen I~y I~- 'YJ·
Thus f(y) is continuous in (b, b').

85. Integration of the Integral [ F(x, y)dx.

Let F(x, y) satisfy the sarrne c011ditions as in§ 84.
 AN ARBITRARY PARAJ\IIE'rER 181

Then JY dy Joo F(x, y)clx=JXJ d:JJ JY F(x, y) dy,

~ a a ~

ivhere Yo, y are any two poin,ts in (b, b').

Let j'(y)=J"' F(x,y)clx.

((,

Then we have shown that under the given conditions j'(y) is

continuous, and therefore integrable, in (b, b').
Also from § 79, for any arbitrary interval (a, x), where x can
be taken as large as we please,

x clx JY F(x, y) ely= JY dy J;; F(x, y) dx,

J
Ci ?Jo Vo ci

y 0 , y being any tvvo points in (b, b').

Therefore
oo clx Jy F(x, y) dx =. Lt JY ely J:c F(x, y) dx,
Ja ?Jo k-~oo Yo a

provided vve can show that the limit on the right-hand exists.
But

Ydy J·" F(x, y) d:c . JY ely Jw F(x, y) dx- JY ely J, F(x, y) cl;c.
J ~ u ~ u ~ ~

'rhus vve have only to show that

x~oo J:ody r
Of course we cannot reverse the order of these lin1iting pro-
F(x,y)dx=O.

cesses and write this as

y Joo
JYo cly,,,I_!;oo o; F(x, y) dx,
for we have not shown that this inversiou would not alter the
result.
But we arc given that
. (b ' b') . ((, .
f'
F(x, y) dx is uniformly convergent
ln
Let the positive number € be chosen, as s1nall as we please.
'fhen take E/(b'- b). 'fo this nun1ber there correspond~ a positive
number _./y such that

Ir F(x, y) dx I< b'€_b' when X> X,

the same ...:Y serving for every y in (b, b').
 It follows that
[z' foo
JYocly Jx F(x,y)clx <E, when x> X,
if y 0 , y lie in (b, b').
In other v'lords,
:c~oo [J:o dy [ F(x, y)clx] =0.
And from the preceding ren1ark:s this establishes our result.

86. Differentiation of the Integral foo F (x, y) dx.

J(/,
Let F(x, y) be e-ither a continttL01LS Jtt~nction of (x, y) i11 the
Tegrion ct < x <a', b-<= y < b', a/ being a1"pitro/ty, or be of the .forn1
¢(a.~, y) 'f'(x), whe1/le ¢(x, y) is contin1L01L8 as above, ancl f-(x) is
boun(led ancl i'ntegrable in the arbit1Yt1"Y interval (a, a'). Also
let F(x, y) have a pa1·tial d~f!e1·ential coefficient ~F which satis-
fies the sa1ne cond,itions.
. 'l'hen, if the integral
integml [ ~~' dx
r F(x, y) clx converges to f(y), and the
conver;es uniformly in (b, b'), f(y) has a dif-
y

je1·entrial coefjicie11t at e1)ery point i11 (b, b'), a,ncl

foo oF
f'(y) = L Oy dx.
We know from § 84 that, on the assumption named above,
f"' OJ' dy is a continuous function of y in (b, b').
Ja oy
oo oF
Let
Then, by § 85,
g(y) ==
J((, oy
-- clx.

Joo dx JY! ~~ dy,

1
fY g(y) dy =
JYo ci Yo uy
where y 0 , y 1 are any two points in (b, b').
Let y 0 ==y and y 1 ==y+~y.

Then p+ay g(y) dy = f"' [F(x, y + ~y)- F(x, y )] dx.

Jy J li

Therefore g(~) ~y == f(y + ily) -.f(y),

where y=::t<y+~y and f(y)=f"'F(x ,y)dx.
J((,
 AN ARBI'rl{Al{.y P Al~AlVIE'rER 183

Thus

But Lt g(t)~g(y), since g(x) is continuous.

Q.y~O

It follovvs that f(y) is differentiable, and that

oo oF
f'(y) =
where y is any point in (b, b').
~ clx,
('" uy J
87. Properties of the Infinite Integral [ F(x, y) dx. The

results of §§ 84-86 can be readily extended to the second type of

infinite integral. It will be sufficient to state the theorems
without proof. rrhe steps in the argun1ent are in each case
parallel to those in the preceding discussion. As before, the
region with which we deal is
C(; <X< Ci b < y < b'. 1
,

I. Continuity of J"' F(x, y) clx.

J:
((.1

Let f(y)= F(x,y)clx, where F(x,y) lws points of infinite

discontinuity on certain lines (e.g.,x=a 1 , ci2 , ... o.~n) bet~vee1~ X=LL

cincl x =a', o/nd is either Ci conti1~~&0~&S junctio1~ of (x, y ), 01~ the
1Yt~otiuct of Ci contin~&ous function ¢(x, y) ancl a bounclecl and
integrtcible junctio1~ 'f'(x), except in the neighbou1/)hood of' the
said li1~es.
Then, iJJ''' F(x, y) clx is nnifor?nly conve'rgent in (b, b'), f(y) 'is
((,

ci con,ti1~Uo'us jitnction o.f y in (b, b').

II. Integration of the Integral J:' F(<JJ, y) dx.

Let F( x, y) satisfy the scirn~e cond,itions as in I.

11hen Jv ely J"' F(x, y) dx = J('"' clx JY F(x, y) dy,

Yo ('" (i Yo

~vhere Yo, y are a1~y t~vo poi1~ts i11 (b, b').

III. Differentiation of the Integral Ja' F(x, y) clx.

a
a'
Let f(y) =
J F(x, y) clx, tvhere F(x, y) has
((,
1Joi1~ts of ir~jin,ite
184 DEFINITE INTEGRALS CON'l,AINING

discontinuity 01L certain lines (e.g., x = a 1 , a 2 , ••• ct11 ) betwee?t x ~a

and x =a', and is either c~; continuo~lJS j1ur~.;ction of (x, y ), or the
]Jroduct of ct continuous functio?t ¢(x, y) a11d a bo~~nded ctnd
integrable function_, 1//'(x), except in the neighbourhood of the
said li7'tes.
Also let F(x, y) have a paPtial differenti<d coefficient ~I/, which
satisfies the sa111e co1'trj/itio11s. y
a'
F(x, y) dx co?tverrge, ·and oF dx co1tverr·ge
~ Ja'
Further, let
a J l~, uy
tttnij'or111ly i11 (b, b').
· Then f'(y) exists ct/nd. is equal to Jn' ~F
L~uy
dx in (b, b').

88. Applications of the precedin&" Theorems.

Ex. 1. To prove },~X; sin

0 X
.JJ d.v = '?'!: •
2
~XJ •

(i) Let F( a ) =)oI Slll ,'.{; d

e-ax~ tJJ
( a~
---- 0.)

This integral converges uniforn1ly when a> 0. (Cf. § 83, III.)

For e- a::c j.r: is a 1nonotonic function of :h' 'vhen :JJ > 0.
Thus, by the Second Theoren1 of Mean Value,

(
x" e- ax e- a:~;'
--sin x dx = - , -
1§ sin x· d:x: + -,,-j
e- ax" ~ .~;"
sin :t' d:J_:,
~tc' x X x' tc §

·---- s-c ~
'v h ere 0 < x ' ~ -- x ,, .
Therefore
ax" I ~J/'
:c" e- ax
x· dx I < -e- ax' I j"§,sin x· dx· I + e-
~,~, sin :v dx I
11 x'
-.,- sin
X
---",-
X x X ~§

e- ax'
<4-,-,
X
since Ij"q sin x d,JJ I< 2 fot all values of p and q,
.,p

4 . >
< -,
•1J'
since a== 0 .

It follo,vs that IJx'rx" e- a'J; sin X' d:c

x·
I< E, 'vhen x" > x'--------- ~Y,

provided that ~r > 4/€, and this holds for every a greater than or equal to 0.
This establishes the uniforrn continuity of the integral, and f1·on1 § 84
F(a) n1ust be continuous in a> 0.
oo sin X l
Thus F(O)= Lt e-ax _ _ ( x,
a-+0 .r: !o
oo sin .X' ~L~- Lt loX! -ax sin X'd
t.e. --u w- e - - ,,1),
!oo X a.-+0 0 X
 185

(ii) Again, the integral [X; e- aJ: sin x dx

.,o
js uniforn1ly convergent in a :::> a 0 > 0.
This follo,vs as above, and is again an exan1ple of § 83, III.
Thus, by § 86, when a> 0,
F' (a)= (r- ~
Jo oa
(e- ax sin J)) dx
x·
~X;

= - Jo e-a.c sin JJ dtr.

But !!____ e- ax (cos x· +a sin .:t') = - (a 2 + 1) e- a,,; sin .;v.
dx·
~ 1
Thel'efol'e {
..,o
e-ax sinxdx=- ~.~,~ .
a"'+l
1
'l'hus F'(a) = - - 2 - .
a +1
7r
And F(a)= -tan- 1 a+2'
since Lt F(a)=O.*
,cr.;;'.

It follo\vs fron1 (i) that j 0

- - dx·= 1r.
Slll JJ
;V
-.
2
Ex. 2. :Jb prove
~oo •
d 1 s1n ax d· .
1r ( _ ) (a>o).
an Jo ..,0'(1+.tt·2) x=2 1. -e a

If a formal proof of this is required, 've n1ight proceed as follows :

~:-
Let the arbitrary positive € be chosen, as sn1all as ·we please.
j
"OO •

Since e-ax Sln x dx converges uniformly in a=>- 0, there is a positive number

· 0 X

""'( such that i.joo

. e-ax - X d-.('; I<€-,
sin-
' X X 3
and this nun1ber X is independent of a.
Also we can choose x 0 , independent of a, so that

} ~ xo e -ax sin X d·.<;·I < -€.•

I 0 X
-~-
3
~x j,g sin ~c
X J''X -
sin-x £Lc,
J
x
But e-ax sin
--dx==e-a. to ---da;+e-a
.ro ~c Xo X - g a;
where x 0 < ~ < ...Y.
And we know that ·

IL" si~ :v dx I<1r for q> p > 0 ( cf. p. 202).

Therefore
I1 j·x e-ax sin x [< 21re-axo.
--chc
1 xo a;

Thus 've can choose A so large that

(x e-axsinxdx~<~, vvhen a> A.
I )xo a~ 3

It follows that "oo e-ax sin x dx I<~+~+~-, when a>· A.

I J0 X :{ 3 3
186 DE:H'INIT'E INTEGl{ALS CON-rl'AININU-
:J)
cos a:v
(i) Let /(a)= ---,). d:-c.
~ fno 1 +x··
The integral is uniforn1ly convergent for every a, so that, by § 84, ./(a.) 1s
continuous for all values of a, and we can integrate under the sign of
integration ( § 85 ).
(ii) Let </>(a)= l"- j(a)da.
Then cp(a) is a continuous function of a for all values of a (S49).

Also ¢(a)=
o1 la
:1) cos ax
dx
- -9 da
1 +x--
0

sin ax
= l (
:J)

9 ) d.x.
~ o x 1 +x--
~n

(iii) Again, ·we kno\v thatj''(a) ·will be equal to- Ju

1 :.x~sinaxd~v, if a
lies ·within an interval of uniforn1 convergence of this integral.
X X
But - - , is n1onotonic when x > 1 and Lt - - ----.-2 = 0.
1 + .x/' - ' X--:)o-:1) 1 + x
Thus \ve have, when .x"> .x' > 1,
";;t;" J)
--~-2 sin ax dx· =
x'
sin ax· dx· +
rgXp
.2
",c"
j
I
~ x' 1 + .x
, ,2
1 + :v ., x' 1 + x·" g
sin ax dJ)
'
'vhere x"<~<x·''.
It follo,vs that

( v ,~ 2 ) _,sin ~v d:c+ ( ·1/', ,~, 2 -) J" ax" sin x dJ,?.

:c" - - x--- sin ax dx= 1a~
1 x' 1 +.x2 a +x
1
:J''
a.JJ a 1 +.t a~

sin ax dx \ < --:---4-/l'_'--:-:-

I j.1;'
Therefore 'x'' _JJ'_
+
1 .-t·2 == a(l + x' 2 )'
Thus j":J'J --~~:_-;;;sin ate dx is unifor1nly convergent \Vhen a:::::>- a 0 > 0, and
~o 1 +x--
f'(a)=- roc 1 ,{: .,sin aJ; dx.
Jo +x""
(iv) No\\r </>(a)= 1"- j(a)da.
Therefore cp'(a)=f(a)
and ¢"(a) J\a)= ·-/"':LJ - .x 9 sin u.J; dx.
"0 1 + ~t:·

Thus cp"(a, = _ (oc [ 1 ___

) Jo
1_. sin u.x dx
2 1 +.t·
J x

l
~'Jj sin ax d 1~:1)sin ax l
=- v+ ex
0 X " o X ( 1 + ,:t·2 )
7r
=- 2+cp(a).
This result has been established on the understanding that a> 0.
(v) Fron1 (iv) \Ve have
7r
¢(a)=Aea+Be-a+ , \Vhen a>O.
2
But ¢(a) is continuous in a>o, and ¢(0)=0.
 187
Therefore Lt ¢(a)=O,
t;t~O
7r
and A+B+ 2 =o.

Also ¢'(a) is continuous in a~ 0, and cp'(O) = ~·

Therefore

It follo\Ys that . A=O ancl B~ = - 7T .

2
7T
Thus cp(a)= 9 (I- e-a), when a> 0.
.,;.J

And f(a)=¢'(a)=~e-a, \Vhen a> 0.

Both these results obviously hold fol' a= 0 as \vell.

I
~:xJ

Ex. 3. The Ga?nn~a F1(?'Wtion r (n) = e-x.t,n-1 cL:c, n > o, and its der£vatives.
~ 0

(i) To p1·ove r(n) is uniforrnl,y convergent 1oh.en .1.V> n > n 0 > 0, ho1oever large
JV ma;v be and ho1oeve1· near zero n 0 may be.
W'hen n > 1, the integral [~ e~".v"-1 d.v has to be examined for convergence
~ 0

only at the upper lin1it. WheJJ 0 < n <I, the integrand becon1es infinite at
x=O. In this case \Ve break up the integral into

Take first the integral

When 0< ~,v< I,

Therefore e-xxn- 1 <:::: e-xxllo- 1 , if n :::::> n 0 > 0.
~1

It follows fron1 the theorern 'vhich corresponds to ~ 83, I. that Jo e-·l:xn-l dx

converges unifortnly \Vhen n > n 0 > 0.

Again consider
When :JJ >I, .~n- 1 < .xN-I, if 0 < n < J.V.
Therefore e-xxn-·l < e-x.-z,,N- 1, if 0 < n < N.

It follows as above fron1 § 83, I. that (X- e-x:un-I d:t· converges uniforn1ly
~ 0 < n :::::::
--ror - J.V. )I

Combining these two results, we see that l"' e-"x"- 1 dx converges uniformly
\Yhen J.V> n > n 0 >0, ho\vever large J.V rnay be and ho\vever near zero n 0
1nav be.
tf

(ii) To proVe P(n)= [ ' e-"xn-l[og ,x dx, n > 0.

We kno\v that Lt (xr log .x) = 0, when ?'>0,
x~O

so that the integrand has an infinity at x=O for positive values of n only
\vhen O<n < l.
188 DEFINITE INTEGRALS CONrrAINING

But when 0<.x·<1, if n>n 0 >0.

Therefore

And we have seen (Ex. 6, p. 119] that

O<no < 1. ~o
f
x"•-llog xdx converges when

It follows as above that

n>n0 >0.
1' 0
e-xx"-IIog x d.x is uniformly convergent when

Also for J" e-xx»-1 log x dx, we proceed as follows:

When X> 1, xn-l <.: :t's-r, if 0 < n ~.LV.
Therefore e-x.x·"-1 log :v < e-xxN - l log :r
since log .x· < 1 'vhen JJ> 1.
X

But ~~XJ e-xxN dx is convergent.

~ l

Therefore J~ e-xx"-1 log xdx is uniformly convergent when 0 < n < N.

~Y)

Con1bining these two results, we see that jo e-x.x.n-Ilog .x· d.x· is uniforruly
convergent when N> n > n 0 > 0, ho\vever large J.V 1nay be and however near
zero n 0 n1ay be.
We are thus able to state, relying on §§ 86, 87, that
r'(n) = l~ e-x.vn-l log x dx for n > 0.
It can be shown in the san1e vnty that the successive derivatives of r(n)
can be obtained by differentiating under the integral sign.

Ex. 4. (i) To prove l" log ( 1 - 2y cos .x + y 2) d.x is uniformly convergent for any
.
intet·val of y (e.g. b < y < b'); and (ii) to deduce tllat L rr
2
log sin x dx=- t7l' log 2.
(i) Since 1- 2,y cos.~·+ y 2 = (y- cos .x·) 2 + sin 2x, this expressiqn is positive for
all values of.~·, y, unless \Vhen .x·=1n1r andy=( -1tn,
?n=O, ± 1, ± 2, etc., and
for these values it is zero.
It follo\VS that the integrand becomes infinite at x=O and X=7r; in the
one case \vhen y= 1, and in the other when y= -1.
We consider first the infinity at x = 0.
As the integrand is bounded in any strip 0 < x < ...:¥, whete ....:¥< rr, for any
interval of y \vhich does not include y= 1, 've have only to exan1i11e the integral
j~x log (1- 2y cos x+y 2) d:c
in the neighbourhood of y= 1.
Put y= 1 +It, \Vhere 11~ I< a and a. is soine positive nurnber less than unity,
to be fixed n1ore definitely later.

Since .r log (1- 2y cos:c+y 2) dx

=lox log ( 1- cos x + (

2 1
h:h)) dx+.xlog 2(1 +It),
 AN ARBITRARY PARAMETER 189
it is clear that \ve need only discuss the convergence of the integral
(X ( ft2 )
Jo log 1- cos :c +-2 ( 1 +h) d:r;.
a ..')

Take a value of u(O <a< 1) such that <1.

2(1-a.)

Tl1en 1> a. 2 ::::>- h2 ::::>- o . Ih I ==r1.

-<::::::
2 ( 1 -a) == 2 ( 1 +h)== , s1nce
a2
(3 = cos-1 2 (1-=-~.).
It will he seen that, ·when j/1,' <a,
< ft2 -<::::::1
0<1--:- cos .x ==- 1- cos .x+ 2 ( 1 +h)== ,
provided that 0 < x < (3.
Therefore, under the sa1ne conditions,

I log ( 1- cos.r+ 2-(:~h)) I< Jrog (1- cos .r) I·

But the J.L-test sho,vs that the integral
~[3

j log (1 -cos .1~) cl.'c

• 0
converges.
It follo\vs that

converges unifor1nly for j hI< a. [Cf. § 8:3, I.]

A.nd therefore t
• 0
log (1- 2y cos .~:+J;2) (/;J:

converges uniforn1ly for any interval (b, b') of y.

The infinity at .--c = 1r can be treated in the san1e \vay, and the unifortn
convergence of the integral

!a" log (1 ~ 2y COR X+ ,y2) d:r

is thus established for any interval (b, b') of y.

(ii) Let f(.y)= frog (1- 2y cos .r+,y2) d.r.

We know fron1 § 70 that
f(y)=O, when jyj<l,
and .f(y) =1r log y 2, \vhen Iy [> 1.
But \Ve have just seen that the integral converges nniforrnly for any finite
interval of .Y.
It follo,vs fron1 § 87, I., that
.f(l)= Lt j(y)=O
y-+1

and .f( -1)= Lt .f(y)=O.

y-+-1
190 DEFINITE INTEGRALS CONTAINING

But !'(1)= {rr log 2(1- cos :t') d.u

..,u
rr X
= 27r loo· 2 + 2 log sin~-2 d.v
C! la0
,.rr
= 27T log 2 + 4/
~ 0
2
log sin .rc dx.
,.rr
Thus j 2 log sin tc d.r:=- k1r log 2.*
~0

Fron1.f( - 1) = 0, \Ve find in the san1e \vay that

[;log cos x dx= -t7l" log 2,

• 0

a result ·which, of course, could have been deduced fron1 the preceding.

89. The Repeated Integral/"' dx )~"' f(x, y) dy. It is not easy to deter-
nline general conditions under \vhich the equation

L nOO ~x ~oo nOO

cl.rj• j(.1:, .Y) d;y = ). d,yL f(m, .Y) d.r

is satisfied.
The problen1 is closely analogous to that of tern1 by tern1 integration of an
infinite series bet\veen infinite lirnits. We shall discuss only a case sonle-
\Vhat sin1ilar to that in infinite series given in § 76.
Let .f(x, y) be a continuo1ts .function of (.1:, y) in x >a, y L b, and let the
integrals
(i) f(x, .Y) dx, i 00 00
(ii) J, f(.il, .Y) d.1J,
(

re.rpect?'vel,y, converge u?u~foJ·~nly in the a?·b~'t?·ary intervals

a<x<a'.
--
A l.so let tlw integml (iii) .C dxtf(.r, y) d.1f
converge un~fo?'?nly hl .1J > b.
Then the integ1·als

f ax{f(x, y) dy and .c dy {.t(:r, y) d.1:

e.xist and ctre equal.
Since \Ve are given that (Y).f(:r, .Y) d~v converges uniforn1ly in the arbitrary
•'a

interval b < .Y < b', \Ve kno\v fron1 § 85 that

tb
d,y (f(:t·, y) d.r=1x dx
.a a
t
~b
j(tr, y) d,y, when y >b.

It follow·s that
00
[ dy roo f(.x, .Y) dx= Lt j"OO d.1~1y .f(t)_~, .Y) dy,
• b • a y~oo a b

provided that the lin1it on the right-hand side exists.

*This integral 'vas obtained other,vise in Ex. 4, p. 118.

 AN ARBITRARY PARAMETER 191
'To prove the existence of this li1nit, it is sufficient to sho\v that to the
arbitrary positive nun1ber E there corresponds a positive nn1nber 1-.- such thttt

\ {' dx.[:".t'(x, .Y) d,y I< E, when y" >y' > Y:

But fron1 the uniforn1 convergence of
rX) cl.rt)~y .tc.1), v> d,y
Ja b

in y > b, \ve can choose the positive nun1ber .Ly such that

;l~ dxff(x,y)dy[<~, when ,v> X, .................. (!)

the san1e "'y serving for every .Y greater than or equal to b.

Also we are given that (~ f(x, y) d,y

)b
is uniforn1ly convergent in the arbitrary interval ( ct, a').
'Therefore we can choose the positive nun1ber Jr so that

[Y'f(.1J, y) dy I < ~---E--. , \vhen .Y" > ,y'> Jr,

IJy' j 3(X- Cv)
the san1e Jr serving for every .'t' in (a, X).

Thus we have [ L'" dxl:'>(.r, y) d,y / < ~' when y" > y> Y . .................(2)
Bnt it is clear that

.C d.c.(;:'J(.r, y) dy= Lx dxf/(x, .Y) ~y+ f dx{J(.r, y) dy- J: dx J:'f(D:', .Y) dy.
Therefore fron1 (1) and (2) we, have

If dx J;':r(.r, y) dy I<~+~+~
< E, \Vhen y'' > .Y' > J~
We have thus shown that

c
• b
ayj~f(.r, y) d.r =
a
Lt
y~oo ~ a
c
d.r, (Y f(m, .Y) d,y . ................ ;.(:3)
Jb
It remairis to prove that

Lt 1~ dx tf(.r, y) dy =1~ d.r rf(:c, y) dy.

y~'lJ a "'b · a •b

Let the lin1it on the left-hand side be l.

Then E being any positive number, as small as \Ve please, there 1s a
positive nun1 ber Y1 such that

lz-.Caxf f(x,y)cly~<~, when .Y> Y1 • ................. (4)

Also, fron1 the uniforn1 convergence of

{ d.r, f j(.r, .Y) d,y, when y ?= b,

192 DEFINITE INTEGRALS CONTAINING

we kno\v that there is a positive nurnber X such that

Ir d.tf
(f, ~-b
f(:u, y) rl.IJ -!·x;d.l:
~rt
t f(.r,
~b
y) dy I<~,3 when X'> X, ...... (5)
the sarne .Lr serving for every y greater than or equal to b.
Choose a number...:¥' such that X':::::=:::- X> a.
I''YJ

Then, frorr1 the uniforn1 convergence of / f(;r:, ~/) c~?J in any arbitrary
~ ll
interval, \ve kno\v that there is a positive nun1ber Jr2 such that

It f(.?:, ,o/)dy-l~f(.v, .Y) dp I< 3(X'E-a)' when .o/> Y2,

the san1e Y2 serving for every x in (a, X').

Thus IJx'( , d.r.tb f(.r, .'If) d,y -jx'd.rcJb['X) j( x, .Y) dy

(t
! < ~'
~3
\V hen .Y > 1r2....... ( 6)

N O\V take a nun1ber 1r greater than _}r1 and Y-2 •

Equations (4), (5) and (6) hold for this nun1ber r·.
But
lz-
I '
r d.rc r'X).f'(.'r, y) dy I
X'
(/ ~ b l

~I ['X) rr I
-- l- J" d.v./~ f(.r, .Y) dy I+
ll'X)" d.v},,rr f(.v, y) d.1J- L ~x, rr
d.1: },, .f(.v, y) dy
I

.rc.r, y) ay -J
X' Y ·X'- 'X) .!

+I:.far a. c (,
·b n
d.rcl.rc:c, y) i!:u
b

<E.
This result holds for every nurn ber .LY' greater than or equal to .Lt.
Thus \Ve have sho\vn that

l = Lt 1x d.~ [oof(.:c, y) d,l} = j"oo d.rc {'X).f(.1J, .Y) dy.

:r~'XJ a .. b a • b

Also, fron1 (:3), \Ve have

f 'X) dxjw f(.v, y)dy= {'X) d,y ['X)f(.'r, y) d.?)

a b .. b ~a

under the conditions stated in the theoren1.

It n1ust be noticed that the conditions \Ve have taken are sufficient, but not

integrals f' dx r
necessary. For a n1ore cornplete discussion of the conditions under \vhich the
f(:r, y) d.1J, f' d.1J.(oof(x, y) d.r,

when they both exist, are equal, reference should be rnade to the \Vorks of
de ]a Vallee Poussin,* to \Vhorn the above trecttrnent is due. A valuable dis-
His investigations are contained in three memoirs, the first in Br1txelles, Ann.
-r.-

Soc. 8cient., 17; the second in J. rrnath., Pa"ri8, (Ser. 4) 8, 1892; and the third in
J. 1nath., Paris, (Ser. 5) 5.
See also Brornwich, Lonclon, Proc. Jlfath. Soc. (Ser. 2), 1, 1903.
 AN ARBITRARY PARAMETER 193
cussion of the \vhole subject is also given in Pierpont's Theoi'Y of Functions
of a Real Variable. The question is dealt ·with in Hobson's 11fwory of
Functions of' ct ileal Variable, bn t ft·otn a, 1nore difficult standpoint.

REFERENCES.
BRoM·wrcH, lac. cit., App. III.
DE LA v ALL~E PoussiN, Zoe. cit., T. II. (2e eel.), Ch. II.
DINI, Lez~·oni di Analisi lnfinitesirnale, T. II. 1n. Parte, Cap. IX., X., Pisa,
1909.
GouRSAT, lac. cit., T. I. (3e eel.), Ch. IV.- v.
Osaoon, lac. cit., Bel. I., Tl. I., Kap. III.
PIERPONT, loe. cit., Vol. I., Ch. XIII.-XV.
SrroLz, loc. cit., Bel. I., Absch. X.
And
BRUNEL, "Bestinunte Integrale,'' Enc. d. n~at/2. JY~·ss., Bel. II., Tl. I., Leipzig,
1899.

EXAMPLES ON CHAPTER VI.

ul'ove that !o"' e-ax'dx is uniformly convergent in a> a 0 > 0, and that

·-ret2
,~- is uniforn1ly convergent in a> 0, "\vhen b >0.

2. Prove that j'f) e-xv sin X.?f d.x is uniforn1ly convergent in y> y 0 >0, and
0 y '
that j"oo e-axsin XJjdx is uniforn1ly convergent in y>o, \Vhen a >0.
·0 y
3. Prove that {'f) e-ax.xn-l cos d.v
•0
is unifor1nly convergent in the interval
> a 0 >0, \vhen n >I, and in the interval a=: O, when 0< n< 1.

4. Prove that j"' e-"x.rn-I sin x dx is uniformly convergent in the interval

0
a>a0 >0, "\vhen n~O, and in the interval a> 0, \Vhen -l<n< 1.

5. Using the fact that Csin ,x.y

• 0 J)
d.r is u niforrnly convergent in

,y>y0 <0 and y<-y0 <0,

s1lOW th a t oo sin Xlj . t erva l of y
· un1"f orn1 l y convergen t 1n any 111
· COS a.X d. .x Is
!c0 . .X'

which does not include y= ±a.

6. Show that (i) {,:o (1 - e-xy) sin /l' clx,

~ 0 .X'

(ii) {,oo e-xv( cos ax- cos b.x) d.r, b =/=a,

• 0 .X'

are uniforn1ly convergent for y > 0.

C. I
194 DEFINITE INTEGRALS CONTAINING

7. J)iscuss the unifor1n convergence of the integrals :

(i> J:' ,,~r~·~~> d.;: . . (ii) .C (l+.v".:~>~< 1 ~,zr

.. (iii) ,e. , " d.1:.
. j'1 - -
(1v)
,'t'y _
o 1ogx
1
d:t'. (v). 1 1

0
xY-1(log ~v)n d:t·, n>O.

8. Shovv that differentiation under the integral sign is allowable in the

following integrals, and hence obtain the results that are given opposite each :

(i) .(ox e-ax2d.r=-21. /_a7r; /"~ rc'2ne-ax2dr-·~/7r ~. 3_._··~~1~-~ 1)

JC " 'f ~ 0 ' './- 2 · 2nan+~ .

.. j"~ --=--,
11
cl.x 1r
a>O;
( ) o x2+ a 2 •.J a

(' ') 11
111
a
Xn d. X ' =1- - , n> -1
n+1
loO' .'t'
/
~-~ .X 11 1r 2 n1r n1i
~ -- d.1) = - sec - tan - .
• 0 1 +.x 2 4 2 2

9. Establish the right to integrate under the integral sign in the follo,ving
integrals:
(i) .fo"' e-«x dx; interval a>- a 0 >0.

(ii) Jo"' e-"x cos b.r dx; interval a> a0 >0, or any interval of b.

(iii) Jo"' e-"x sin b.r d.r ; interval a> a 0 >0, or any interval of b.
1

.(iv) )o( :rfl d/r ; interval a:-::>- a 0 > - 1.

. t 11at loX) e-ax s1n

10. Assunnng . b.x d x=-2-b
b ' a> 0 , sh O\V tlla t
o a + 2
e-fx- e-gx .
"XJ q f
jo
- - - - s1n bx d.x=tan- 1 ~- tan-I:_b, g>.f>O.
X b
Deduce that
.
(1)
lo~ 1 - e-gx .
~------SIB bx dx= tan
-1 g
-.
b
0
. ,1)

b:.t•
l
~
.. Slll _ 1
(n) - - - d.X.- 2 1r,
~a .rc
11. Show that the integrals

.ol~ e-ax cos bx d x= a+

-- 2 a-l- 2,
J
·j"OO
~o
e-ctX s1n
• b.x d .rc=
a2
+b b2 ' a> 0 ,
can be differentiated under the integral sign, either with regard to a or b,
and hence obtain the values of
~

. .xe- cos b.x d .x, (

I .xe-ax sin b.x d:c,
I''J.J ClX

~0 Jo
"~

j x 2e-ax sin bJ) d.1~ .

., 0
 AN ARBITRARY PARAMETER 195
'( ) ~~'lJ 1 - COS
,'} e-X· cl.r.
/• - •y = ,, 0
,'J:(I
12. Let

Show that j'(y)=

•u
r siu.l:IJ e X

.f(IJ)=t log (1 +.y 2).

:1/

d:c for all values of y, and deduce that

13. Let j(y)= c

• 0
rx'cos 2.r.1Jd.r .

Sho\V that f'(y) = -2

- ., 0
r~ .'Ce-:r sin 2/cy dx
2
for all values of y.

On integrating by parts, it 'vill be found that

f'(y) + 2yf(,y) = 0.

Also sho\V that

and deduce that

14. Let U = fr'lJ e-axxn- 1 cos b:r d:r,

• 0
·whe1·e a>O, n>O.
Make the follo,ving substitutions:
a=r cos(), b=rsin (), ·where -!1r<8<~"'
1'x = y, Urn= u, TiJ·n = V.
du dv
Then sho'v that --= -nv (f{)=n1l·.
d() '
d 21t
From these it follo,vs that d()'J + n 2u = 0.

Deduce that 1t=r(n)cosn(), v=r(n)sinn().

Thus TT = I'(n) sin n().

1'H

Also show that, if 0 <n< I, L!'o u= .fooo xn-l cos bx d.r,

Lt Tr = fo'lJ .x-n-l sin b.r dx.
a~O • 0
And deduce that
n7i . n7T
(.) l
l
0
~
cos bx d ,_
l n
,'()-
.t-
r( n) cos -~~ ~
bn
2 .. )
(n [
•0
:n • l
Sill 'XCd
.'{'.'1-n
_
,x-
r (n ) s1n
bH
--
2
,

(... )leo cos,.'t'

Ill
.1_7
-,-
d 1
,J.,-
__ ~7r _
- - f~~
2 .o
('lJ sin l
-.1.? C.X.
-,Jx
[Cotnpare Gibson, Treat?'se on the Calculus, p. 471.]
15. Prove that

/~'lJ cl.1:.h('lJ
•o
e-x!J sin ,x ely . ('lJ dy ('lJ e-x!J sin .T d.x,
· .h )o
where b is any positive nun1ber.
 CHAPTER VII

FOURIER'S SERIES

90. Trigonometrical Series and Fourier's Series. We have

already discussed some of the properties of infinite series whose
ter1ns are functions of x, confining our attention chiefly to those
wl'lose tertns are continuous functions.
The trigonometrical series,
ct 0 + (a 1 cos x + b1 sin x) + (ct2 cos 2x + b2 sin 2x) + ... , ...... (1)
where a 0 , av b1 , etc., are constants, is a special type of such series.
Let f(x) be given in the interval ( -7r, 7r). If bounded, let it

integral r.
be integrable in this interval; if unbounded, let the infinite
f(x) dx be absolutely convergent. 'fhen

rJ(x') cos nx' clx' and rJ(x')sinnx' clx'

exist for all values of 11. (§ 61, VI.)

The trigonometrical series (1) is called a Fourier's Ser1~es, "rhen
the coefficients ct0 , a, 1 , b1 , etc., are given by

ct0 = ,}
..... 7(
r-7r
j(x') COS nx' clx', .
1
lJ ... (2)
an=__!_ Jrr f(x') cos nx' clx', bn= Jrr f(x') sin nx' dx',
7r -rr 7r -rr
and these coefficients are called Fourier's Constants for the
function f(x).
The important thing about the Fourier's Series is that, vvhen
.f(x) satisfies very general conditions in the interval ( -7r, 7r),
the sun1 of this series is equal to .f(x), or in special cases to
~-[f(x+O)+f(x-0)], when x lies in this interval.
196
 FOURIER'S SERIES 197
If we assun1e that the arbitrary function f(x), given in the
interval (- 7r, 7r), can be expanded in a trigonometrical series of
the form (1), and that the series may be integrated tern1 by
term after multiplying both sides by cos 1~x or sin nx, we obtain
these values for the coefficients.
For, n1ultiply both sides of the equation
j'(x) = Ci0 + (a 1 cos x + b1 sin x) + (c~;2 cos 2x+ b2 sin 2x) + ... ,
-7r<X<'1r, •..... (3)

Then
since rrr
r
by cos 1~x, and integrate from - 7r to 7r.

j(x) cos nx dx =
cosmxc~:nxdx= J~rr sinntxcosnxdx=O,
7rct11 ,

vv hen nt, 1~ are different integers, and

rr cos 2 1~x dx = 7r.

Thus we have J -rr
an=!7r Jrr-7r j'(x') cos 'ft,x' dx', when 1t ::> 1.
And sin1ilarly,
bn = _!_ Jrr f(x') sin 1tx' clx',
7r -7r
1
Jrr f(x') clx'.
ct0 =
2 7r -7r
Inserting these values in the series (3), the result 1nay be written

f(x). 2~ r/(x') dx' + ~ ~ [J<x;') cos n(x' -x) dx',

-7r<X<7r....... (4)
This is the Fo11/r·ie-r' s Series for f(x ).
I£ the arbitrary function, given in (- 7r, 7r ), is an even function-
in other words, if f(x)=/( -x) when O<x<7r-the Fourier's
Series becomes the Cosine Series:

f(x) =! Jrr f(x') dx' +

7ro 7ri
2
i;
cos nx J7r f(x') cos rnx' dx',
o
< ~
0 ==X==7r· .\ ..... (~"")
u
Again, if it is an odd function-i.e. if f(x)= -.f( -x) when
0<x < 71-the Fourier's Series becon1es the Sine Series:

i:sin nm Jrr f(x') sin 1~x' dx',

2
f(x) = 0 -< x < 71. . ...... ( 6)
7i 1 0
198 FOURIER'S SERIES

The expansions in (5) and (6) could have been obtained in the
same vvay as the expansion in (!3) by assuming a series in cosines
only, or a series in sines only, and multiplying by cos nx or
sin 1~x, as th~ case rnay be, integrating now fron1 0 to 7r.
Further, if we tak:e the interval ( -l, l) instead of (- 7r, 7r ), we
find the following expansions, corresponding to ( 4 ), ( 5) and ( 6) :

f(x) = Jlf_/(x') dx' +} ~ f_/(x') cos n[ (x' -x) clx',

-l-<x<l . ...... (7)

j '( X ) = l1 Jl0 j'( X ) cl X

1 1 ~ cos -l- X Jl0 j '( X
+ I2 "1-' 'J(;7r 1)
cos 'J~7r
-1- X ( l X
I I
'

0 <X-< l . ...... (8)

2 ~ • 'J~7r
f(x)=y~sm-l x
00 Jl j(x)s1n-l xdx,
I • n7r I I
o<x~~l . ...... (9)
0

However, this method does not give a rigorous proof of these

very i1nportant expansions for the following reasons:
(i) We have assumed the possibility of the expansion of the
function in the series.
(ii) We have integrated the series ter1n by terrn.
This would have been allowable if the convergence of
the series "'rere uniform, since rnultiplying right tJ1rough
b~r cos nx or sin nx does not affect the uniformity; but
this property has not been proved, and indeed is not
generally applicable to the \vhole interval in these ex-
pansions.
(iii) The discussio~ does not give us any information as to the
behaviour of the series at points of discontinuity, if such
arise, nor does it give any suggestion as to the conditions
to vvhich j(x) must be subject if the expansion is to hold.
Another Inethod of obtaining the coefficients, due to Lagrange,*
1nay be illustrated by the case of the Sine Series.
Consider the curve
y == a 1 sin x + a 2 sin 2x + ... + an_1 sin (n.- 1) x.
We can obtain the values of the~ coeffi.cients

*Lagrange, fE1.wre8, T. I., p. 533; Byerly, ]trourier's Series, etc., p. :iO.

 FOURIER'S SERIES 199

so that this curve shall pass through the points of the curve
y=f(x),
at which the abscissae are
7r 27r 7r
---, --, ... (n -1) ~.
n n n
In this way we find a 1 , a 2 , ••• an~l as functions of 1'L ~Proceeding
to the lin1it as 'n-7oo, we have the values of the coefficients in
the infinite series
.f(x) ~ a 1 sin x + a 2 sin 2x + ....
But this passage from a finite number of equations to an
infinite nurnber requires n1ore con1plete exan1ination before the
results can be accepted.
The most satisfactory n1ethod of discussing the possibility of
expressing an arbitrary function f(x), given in the interval
(- 7r, 7r) by the corresponding Fourier's Series, is to tak:e the series
a 0 + (a 1 c_os x + b1 sin x) + (a 2 cos 2x + b2 cos 2x) + ... ,
where the constants have the values given in (2), and sum the
tern1s up to (an cos 1~x+ bn sin_ nx); then to find the limit of this
sum, if it has a lirnit, as 11~~YJ.
In this way we shall show that "vhen f(x) satisfies _very general
conditions, the Fourier's Series for Lf(x) converges to f(x) at every
point in (- 7r, 7r), where f(x) is continuous; that it converges to
}[j'(x+O)+J'(x-0)] at every point of ordinary discontinuity;
also that it converges to t[f'(-7r+O)+.f(7r-O)J at x. +7r,
"v hen these limits exist.
Since the series is periodic in x with period 27r, \Vhen the sun1
·is l(nown in (- 7r, 7r), it is also l(nown for every value of x.
If it is n1ore convenient to tal(e the interval in which ./(x) is
defined as (0, 27r), the values of the coefficients in the correspond-
ing expansion would be
1 J2rr
C{;o == 27r o j~(x') d~c',

C{;.n =.
1
7r
J j(x') cos nx' dx',
2

0
" bn = .!_
7r
J j(x') sin nx' clx',. n
2

0
" > 1.

It need hardly be added· that the function .f(x) can have

different analytical expressions in different parts of the given
interval. And in particular "ve can obtain any nurnber of such
200 FOURIER'S SERIES

expansions which "~ill hold in the interval (0, 7r ), since we can

give f(x) any value we please, subject to the general conditions
we shall establish, in the interval (- 7r, 0)
'fhe following dis.cussion of the possibility of the expansion
of an arbitrary function in the corresponding Fourier's Series
depends upon a modified form of the integrals by means of which
Dirichlet * gave the first rigorous proof that, for a large class of
1
functions, the Fourier's Series converges to j(x). "' ith the help
of. the Second Theorern of Mean \T alue the sum of the series can
be deduced at once fro111 these integrals, which we shall call
Dirichlet's Integrals.
91. Dirichlet's Integrals (First Form).

l_)t
n . sin p..X 7r •
j(x) ----- --- dx= -:-f( +0), Lt
Jb j(x)
. sin p..;;v tlx=O_,
,
f.t-+oo J0 X 2 f.t--7 oo n X

where O<a<b.
When we apply the Second Theoretn of Mean \T alue to the
integral c' sin X l
- - c x, O<b' <c',
J
b' X

<;' sin X 1 J~ 1
- - dx = b' s1n x clx + 1
. Jc' sin. x clx,
've see that
Jb' X b' C ~
< c< c'.
w h er e b' ==s==
Thus I.
'i
Jc' sin
b'
- txl x
x -
1 1)
·<2 ( -+--
b' c'
4
<b''
It follows that the integral
[ siia; dx
is convergent. Its value has been found in § 88 to be J7r.
n- Jb
The integrals
can be transformed, by putting
I 0
- dx
sin-p..x
X
anc1
p..x == x',
a.

into
sin p..x d x.
X

f.ta --ex,
sin x l Jf.tb sin x l,
--ex,
J0 X Wt X •
respectively.

* J. J.l{at h., Berlin, 4, p. 157, 1829, ai1Cl Dove's ReJ?ertorinrn der Physik, Rd. I.,
p. L32, 1837.
 FOURIER'S SERIES 201

It follovvs that
et- sin f!.X Joo sin x
Lt
J
- --------- dx=
X
- - clx== ~7r,
0 X .-
O<a,

J
f.t-+oo 0

b • b •
Lt sinf!.Xdx= Lt sinxclx==O, O<a<b.
and
!J--+oo J
a X M-+oo
f.t
Ma X
These results are special cases of the theorern that, ~vhe1~ j'(x)
satisfies qertain condit-io1~s, give1~ belotv,
(,
sin f!.X 7r

M--*oo J
Lt .f(x) , clx=---J( +0), O<a,
0 X 2
b sin f!.X
Lt f(x) clx==O, O<a<b.
M--*oo J a X
In the discussion of this theoren1 vve shall, first of all, assurne
that f(x) satisfies the conditions we have irnposed upon ¢(x) in
the staten1ent of the Second Theorem of Mean Value (§50); viz.)
it is to be bounded and rnonotonic (and therefore integrable) in
the interval vvith whicl1 we are concerned.
. cIear th at
It 1s Sin . fi es t l1e con d"t"
f!.X sat1s .
1 Ions 1111pose d upon
X -
"-Y(x) in that theorem. It is bounded and integrable, and does
not change sign more than a finite number of tin1es in the interval.
We shall re1nove some of the restrictions placed upon f'(x) later~
I. Consider the integral
O<a<b.
Jf(x) sinp..x dx,
b
a X
From the Second Theorern of J\1ean \T alue
bf(x) sin p..x dx = /( LL+ 0) Jt; sin p..x dx +f(b- 0) Jb sin fi-X dx,
Jct X a, X § X

·vvhere f is some definite value of x in a< x <b.

Since f(x) is n1onotonic in a ~x-<::: b, the lin1its .f(a+O) and
j'(b- 0) exist.
And we have seen that the lin1its of the integrals on the right-
-hand are zero as fl.~ oo .
It follows that, under the conditions narned above,
b sin f!.X
Lt f(x).-------- dx == 0, when O<a<b.
M-+oo Ja X
II. Consider the integral
a /( ) sin fJ.O~ Cl ;X,
J
0
X
X
O<a.
202 FOURIER'S SERIES

Put f(x)==¢(x)+ /( +0). ~'he lirnit j'( +O) exists, since f(x) is
n1onotonic in 0 <: x <a.
Then ¢ ( x) is n1onotonic and ¢ ( + 0) = 0.
Also
· p.,x l + Jc~ (p ( ·)sin p.,X d
af( ·)sin p.,x l . ·-j'( + O) JH sin
Jo
X_
X
C X-
. X 0
CX
X 0
X ---- X.

As p.,-+YJ the first integral on the right-hand has the li1nit }1r.
We shall now show that the second integral has the limit zero.
rro prove this, it is sufficient to show that, to the arbitrary
positive nun1ber E, there corre_sponds a positive number v such that
·Ja ¢(x)----x---
sin p.,X
dx <E when p.,::_v.
I 0

Let us break up the interval (0, a) into t'vo parts, (0, a) and
(a, a), "r here a is chosen so that
j¢(a-0)j<E/27r.
\Ve can do this, since we are given that ¢(+0)==0, and thus
there is a positive nun1ber a such that
j ¢(x) I< E/27r, when O<x <a.

Then, by the Second Theoren1 of lVIean Value,

a¢(x) sin f.J.X clx ==¢(a- 0) Ja sin p.,X
- ·- --·· dx,
Jo X ~ X

since ¢( + 0) == 0, f being son1e definite value of x in 0 < x <::a .

.
Sin X
But, in the curve y ==- ·---, X:::> 0,
X

the successive "vaves have the san1e breadth and diminishing

amplitude, and the area bet,veen 0 and 1r is greater than that
between 1r and 21r in absolute value : that between 1r and 21r is
greater than that between 27r and 37r, and so on; since I sin xI goes
through the same set of values in each case, and 1/x diminishes
as x Increases.
Thus 7 • ·< Jrr sin x d
;r ·sin- -x CI.JX- -- X 7r <
J 0 X - 0 X '

"vhatever positive value x may have.

Also qsin x z, _ Jq sin· · ·x-a.x-

--ex- l· J··p sin
---·- d x, .':0
J X
p o X o X
and each of the integrals on the right-hand is positive and less
than 1r for O<p<q.
 ~FOURIER'S SERIES 203

Therefore g_ sin x
~--- dx
I< when
IJ P X
7r?

¢(x) sin p.,X

dx I <9
It follo,vs that
I J a

0
~-
~
L
E

-..7r
x 7r

and this is independent of M· .

But vve have seen in I. that

J
c~> ( ) l
sin p.,x CX==
Lt ¢X - 0,
IL~oo a X

'_rherefore, to the arbitrary positive nun1ber E/2, there corresponds

a positive nun1ber v such that
dx i < ~2€, ---~ v.
Also
I J¢(x) sin
a
a X
f.lX
J
vv hen M

IJ0
"¢(x) sin f.lX clx 1-< Jo. ¢(x) sin MX dx +
;{;
1

1 0 X
J" ¢(x) si_11yx dx .
a X

Therefore

I J>p (x) ~in:x dx < ~ +~

< vvhen M =: v.
E,

n sin f.J.CC
Thus Lt ¢(;c) ----:- clx == 0.
fL->- oo J 0 ;1;

And, finally, under the conditions named above,

Lt
fL~OO
J" f(x) sin
0 X
!lX dx = 7r / ( + 0).
2

92. In the preceding section we have assumed that f(x) is

bounded and rnonotonic in the intervals (0, a) and (ct, b). \'1e
shall noVtr shovv that these restrictions rnay be son1ew hat relaxed.
I. Dirichlet's Integrals still holcl 1vhe11 /( x) is bo1tnclecl, a?td
the interrva1 of integ~rat~iol1 ca/n be brolce'n ttp i11~to c~; finite 1~11/n~beT
of open pa1·tial i11te1~vals, in each of which f(x) is ?nonotornic.*
This follovvs at once frorn the fact that under these conditions
vve rnay vvrite
f(x)==F(x)- G(x),
"'~This condition is sometitnes, but less exactly, expressed by tho phrase: .f(x)
shalllutve only a finite number of n1axi1na and Inininut in the interval.
204 FOURIER'S SERIES

where F(x) and G(x) are positive, bounded, and n1onotonic in-
creasing in the interval with which 've are concerned [ cf. § 36].
This result can be obtained; as follo\vs, \vithout the use of the theorern
of§ 36 :
Let the interval (0, a) be broken up into then open intervals,
(0, a 1), (a1 , a 2), ... , (an_1 , a),
in each of \vhich f'(:c) is bounded and n1onotonic.
Then, \vriting a0 = 0 and an= a, we have
(ctf'(,?J) sin :,1; dx= ~ [(Lr j(x·) Sil~ :{() dx.
Jo :h r=1 ., a1·-1 X

The first integral in this sun1 has the lituit !!_ f( + 0), and the others have
. 1. t zero w h en 11----7-- r:fJ •
t 11e 1un 2

It follo\vs that, under the given conditions,

,.n • ~ sin Jl:h' _ 1r _
Lt j .f(,t) dtc- :-J( +0), O<a.
p.--..:;..XJ. 0 X 2
The proof that, under the sarne conditions,
sin J-L:h'
Lt
"b
j(:v)
f.t--..:;..oo
j
. d:;_::=O, O<a<b,
a ,'{J

is practically contained in the above.

It \vill be seen that we have nsed the condition that the nutuber of partial
intervals is finite, as \Ve have 1·elied upon the theoretn that the lin1it of a surn
is equal to the sun1 of the lirnits.
II. The integ1Ytls still hold for .certai1~ cases ct ji1~ ite tvhe~re
nttntbe1~ of poi1~ts of inji11ite discontinuity of f(x) (as flefined
in§ 33) occur i1t the inter-val of integration.
We shctll stt~.;ppose that, when arbitrarily s1nall neighbo~trhood8
of these points of i1~jinite cliscontintt~.;ity are excluded, the re-
1nainder of the interr'val of integratio1~ can be brolcerr~ tt.tp into a
ji1~ite nur~ber of open ]Jartial intetJ"Vals, in each of which f(x) is
bounded and ?nonotonic. ·
Furthe1', we shall ctssume that the infinite integral f(x) dx is J
ctbsoltt~.;tely
C01.1Ve?"gent in the i?lie1"Val of 'integTation, and that
x = 0 is 'not a point of' i,nfinite discontir;~uity.
We n1ay take first the case vvhen an infinite discontinuity
b •
occurs at the upper limit b of the -integral f(x) Sin MX. clx, and
only there. b a X
J
Since we are given that Lf(x)dx is absolutely convergent, we
f (:t~) sin f.J.X 0x
l sin f.J.X· 1---
a 1so convergeR, f·or I .----· 1 111
.
l{no'v tl
· 1at
a J
b
X X
~---
a I

(a, b). And this convergence is uniforn1.

 FOURIER'S SERIES 205
To the arbitrary positive number e there corresponds a positive
nurnber YJ, vvhich vve tak~e less than (b- c~), such that
sin M~t
I J
b

b-~
•
j(x) ------ clx
,.
X
< -2e , vvhen 0 < t < YJ, .......... (1)

and the same 1J serves for all values of fl.·

But
f" f(x) sin ,u.x dx = rb-~f(x) sin ,u.x clx + fb f(x) sin ,u.x dx. (2)
j ct X ja X j b - .,1 X

And, by I. above,
b- YJ sin f.J.X
Lt f(x)~---clx=O.
JL-+oo J c~ X

It follows that there is a positive nurnber v such that

:Jfb-
a f (x)
sin f.J.X
YJ I
x clx < ,
e
2 v\T hen fl. > v. . ........... ( 3)

From (1), (2) and (3), we have at once

J J: f(x) sin;x dx I<~+;

when f.J.>v. <e,
Thus we have shown that, vvith the conditions described above,

Lt fbf(x)sin,u.xdx=O, O<a<b.
JL-+Y) Ja X

A similar argu1nent applies to the case when an infinite dis-

continuity occurs at the lower lin1it a of the integral, and only
there.
When there is an infinite discontinuity at a and at b, and only
there, the result follows from these tvvo, since
b
f(x)
sin f.J.X
dx=
Jc f(x) sin f.J.X Jb sin f.J.X
. clx+ f(x)-- - clx, a<c<b.
Ja X a X c X

When an infinite discontinuity occurs between a and b vve

proceed in the same way; and as we have assumed that the
number of points of infinite discontinuity 'is finite, we can brealt
up the given interval into a definite nunrber of partial intervals,
to which we can apply the results just obtained.
Thus, under the conditions stated above in II.,
b •
Lt 4f(x) sin ~x clx ~ 0, ·when 0 <a< b.
p..->oo J c~ X
206 FOURIER'S SERIES

Further, vve have assumed that x = 0 is not a point of infinite

discontinuity of f'(x). rrlrus the interval (0, a) can be brok:en up
into tvvo intervals, (0, a) and (a, a), "rhere .f(x) is bounded in
(0, a), and satisfies the conditions given in ~· of this section~ in
(0, a).
It follows that
Lt Ja f(x) sin ,u.x clx = 7r / ( + 0),
fL--'?>- 'l) o ~c 2
and we have just shown that
a sin p.X
Lt f(x)
fL----'?--00 J
dx == 0.
a X
Therefore, under the conditions stated above in II.,
Lt J"j(x)sin,u.xdx=~/(+0).
!J.---+oo 0 X ....,.

93. Dirichlet's Conditions. The results which ¥le have ob-

tained in§§ 91, 92 can be conveniently expressed in terms of -vvhat
vve shall call Dirichlet's Conditions.
A function f(x) will be said to satisfy Dirichlet's Conditions
in an interval ((t, b), in ¥lhich it is defined, when it is subject to
one of t.he two following conditions:
( i) f (x) is bo~tncled i11 (a, b), and the i~nterval can be b~tolce11
~tp into a finite nu1nberr. of open }Jartial interrvals, i11 each
of which f(x) is rrno11otonic.
(ii) f(x) has a finite n~t111ber of points of infinite clisco1~tin~tity
in the i11terr·val, b~tt, when C(;rr·bitrarily s1no.ll neighbottr-
hoods of these points are excl~tded, f(x) is bou.rncled. in
the 'ren1ainder of the intervc(;l, ancl this can be brolcen up
into a finite nu1nber of ope11 pa1·tial intervals, in each of
which f(x) is 'lnonoto'nic. Furthe?", the irnjinite i11teg'ral
J: .f(x), clx is to be ctbsolutely conveTgent.

\V e may now say that:

When f(x) sc(;tisfies Dirichlet's Conclitio1·1s in the interrvals (0, a)
< <
an.cl (a, b) 1~es1Jecti vely, where 0 C(; b, a1~cl f( + 0) exi8ts, the11
Lt
fL-7- 'l)
J"o f(x) sin ,u.x clx
X
= ~f( + 0),
2
sin fJ.X
J
b
ancl Lt f(x) ~-- clx = 0.
fL -7- 'l) c(; X
 FOlTRIER'S SERIES 207

It follows frorn the properties of n1onotonic functions (cf. § 34)

that except at the points, if any, where f(x) becon1es infinite, o1·
oscillates infinitely, a function vvhich satisfies Dirichlet's Con-
ditions, as defined above, can only have ordirrta1~y discontinuities.*
But we- have not assumed that the function f(x) shall have
only a finite nlJn1ber of ordinary discontinuities. A bounded
function which is n1onotonic in an open interval can have
an infinite nun1 ber of ordinary discontinuities in that interval
[cf. § 34].
Perhaps it should be added that the conditions which Dirichlet
hin1self in1posed upon the function j'(x) in a given interval (a, b)
were not so general as those to which we have given the nan1e
D~rrichlet's Conditions. He conternplated at first only bounded
functions, continuous, except at a finite nu1nber of ordinary dis-
continuities, and with only a finite nun1ber of maxi1na and
mininla. Later he extended his results to the case in which
there are a finite number of points of infinite discontinuity in· the
interval, provided that the infinite integral fJ(x) dx is absolutely
convergent. a

If the son1ewhat difficult idea of a .lttnction of bound_ed va1·iation, due to

J orclan, is introduced, the state1nent of Dirichlet's Conditions can be sirnpli-
fied. But, at least in this place, it seen1s unadvisable to cotnplicate the
discussion by further reference to this class of function.

94. Dirichlet's Integrals (Second Form).

Lt Ja f(x) si~,ux dx= 7r / ( +0), Lt

b
f(x)
sin x
. fJ. dx == 0,
fJ.-7-oo o Sill X 2 w-~oo J
a Sill X

where O<a<b<7r.
In the discussion of Fourier's Series the integrals vvhich vve
shall meet are slightly different from Dirichlet's Integrals, the
properties of which 've have just established.

*These conditions can be further extended so as to include a finite number

of points of oscillatory discontinuity in the neighbourhood of ,vhich the
function is bounded [e.g. sin 1/(~-c -c) at ~c=c], or of continuity, with an infinite
nun1ber of n1axin1a and minima in their neighbourhood [e.g. (x- c) sin 1/(x- c)
at x==c].
This generalisation 'vould also apply to the sections iu \vrhich Dirichlet's
Conditions are mnployed.
208 FOURIER'S SERIES

~ehe second type of integral-and this is the one which Dirichlet

hi1nself used in his classical treatrnent of ]-,ourier's Series-is

J"
o
f(x) si~
SillX
Jl·'r dx, J" f(x) si~
a SillX
JlX dx,

where O<a<b<'lr.
We shall now prove that :
TVhen j(x) satisfies Dirichlet's Oonditio1~8 (as cleji1~ed in§ 93)
in the in,tervals (0, a) ctncl (a, b) respecti1Jely, where O<ct<b< 7r,
ctnd f( + 0) exiBts, the?~
c" sin fJ.X _
f(x) -~-.~- ~--- clx == ~ .f( + 0),
7r
Lt
p.-7-oo Jo Sill X 2
cund Lt Jb f(x) si~ flX dx = 0.
p.-7-'lJ a Sill X

Let us suppose that f(x) satisfies the first of the two conditior
given in § 93 as Dirichlet's Conditions:
f(x) is bounded, and the intervals (0, a) and (ct, b) can be
brok:en up into a finite number of open partial intervals, in each
of vvhich f(x) is monotonic.
Then, by § 36, we can write
f(x) == F(x)- G(x),
where F(x), G(x) are positive, bounded and n1onotonic increasing
in the interval vvith which we are concerned.
Then f(x) si~ JlX = [F(x) __j!?_ ___ - G(x) . x -]sin fJ.X.
Sill X Sill X Sill X X

But xjsin x is bounded, positive and monotonic increasing in

(0, a) or (a, b), when O<a<b< 7r.*
Thus F(x) ---/!?-- and G(x)--/!?-- will both be bounded, positive
SillX SillX

and n1onotonic increasing in the interval (0, ct) or (ct, b), as the
case may be, provided that O<a<b<7r.
It follows frorn § 91 that
Lt
p.--+oo
Jao f(x) si~ JlX
Slll X
clx = 7r' (F( + 0)- G( + 0))
2
7r
= 2/(-+0),
b sin fJ.X
and Lt f(x) -.--dx==O, when O<a<b<'lr·
p.-7-oo Ja SI11 X

* We assign to xjsin x the value l at x:::::: 0.

 FOURIER'S SERIES 209

Next, let j'(x) satisfy the second of the conditions given in§ 93,
and let/(+ 0) exist.
We can prove, just as in § 92, II., that
u sin fJ.X
Lt f(x) · . clx==O when O<ct<b<7r.
M~oo J a Sln X .

For we are given that f:J(x) clx is absolutely convergent, and

we k:now that xjsinx is bounded and integrable in (a, b).
b . X
It follo,vs that
J f(x) SlllX
a
--;- clx

is absolutely convergent; and the preceding proof[§ 92, II.] applies

+~o the neighbourhood of the point, or points, of infinite discon-

·~nity, when we write j'(x)-/!?- in place of j(x).

Sin X

Also, for the case Lt

fk~W
Ja j(x) si~ p.x clx,
0 Sill X

we need only, as before, break~ up the interval (0, ct) into (0, a)
'l_.nd (a, a), where f(x) is bounded in (0, a), and from the results
. e have already obtained in this section the limit is found as
stated.
If it is desired to obtain the second forn1 of Dirichlet's Integrals 'vithout
the use of the theoren1 of § 36, the reader 1nay proceed as follo,vs :
( i) Let j( x) be positive, bounded and monotonic increasing ip (0, a) and (a, b).
Then--/!!-- is so also, and cp(.t')=f(x)-/!!- is so also, O<a<b<1r.
Sill .X ' Sln .X

But, by § 91,
Lt
f,I.--'?OC)
(a cp(,tc) ~-~~
J0
:0:' dtc = '!!:2 ¢( + 0) = '!!:2 /( +0).
.1/

Therefore
sin fl•1J

AJso
Lt
fJ---'?rJ 1a
o ' Slll X
7f
f(.x) -.----· d.x=-f( -rO).
2
I

si~l flX dx = si~ fl·'t' dx- (aj(.?:) si~ fl~' d.t•.

f(£
b f(x)
Slll X
(b j(.?:)
)o Sin .1: )o Slll /t

Therefore Lt Jb f( .?: ) si? fl·X d.?J = 0.

fL--'?ro a • Slll .1:

(ii) Let f(x) be positive, bounded and n1onotonic decreasing.

Then for son1e value of c the function c- j(.1:) is positive, bounded
and rnonotonic increasing.
C. I 0
210 FOURIER'S SERIES

Also

L
[a[c,_j·'( x )] sin. fJ-X d
0 • Sll1 .'t'
.1::
= c!ua sin. f.LX d .x, _ j~a j·'( ,1J·)sin• P-3}_ al.x.,
0 Sill :c 0 • Sill .'t'

Using (i), the result follo·ws.

(iii) If f(x) is bounded and rnonotonic incre_asing, but not positive all the
tirne, by adding a constant \Ve can n1ake it positive, and proceed ~s
in (ii); and a similar ren1ark applies to the case of the 1nonotonic
decreasing function.
(iv) When f(.1::) is bounded and the interval can be broken up into a finite
nurnber of open partial intervals in 'vhich it is rnonotonic, the result
follo\vs frorn (i)-(iii).
(v) And if f(x) has a finite nun1ber of points of infinite discontinuity, as
stated in the second of Dirichlet's Conditions, so far as these points
are concerned the proof is sin1ilar to that given above.

95. Proof of the Convergence of Fourier's Series. In the

opening sections of this chapter we have given the usual
elementary, but quite incomplete, argun1ent, by 111eans of "rhich
·the coefficients in the expansion
f(x) = a 0 + (a 1 cos x + b1 sin x) +( a 2 cos 2x + b2 sin 2x) + ...
< ..c::
-7r==X==7r
are obtained.
We now return to this question, 'vhich vve approach in quite
a different way.
We take the Fourier's Series
ct 0 +( a 1 cos x+ b1 sin x) + (a 2 cos 2x + b2 sin 2x) + ... ,
where the coefficients are given by
1
C£,0 == Jrr /( x')clx',
2 7r -rr

j
\-

1
an= lf" /( x') cos nx' clx', bn = f" /( x') sin nx' dx'.
7rJ-m 7rJ-rr
We find the sum of the ter1ns of this series up to cos nx and
sin nx, and we then exan1ine whether this sum has a limit as
'n-700.

We shall prove that, when f(x) is given i.1~ the inte1"val

( - 7r, 7r ), ctnd satisfies Dirichlet's Co11diti,ons in that intervctl,

this sum has a limit. as n~oo. It is eq1tal to f(x) at ctny

< <
point in - 7r x 7r, where 1(x) i8 conti 1~ 1LO'as; C(;nd to
![f(x+ 0) +f(x- 0)],
when there is an ordina1~y cliscon.tin1tity at t}~e point; and to
 FOURIER'S SERIES 211
![/(- 7r + 0) + f( 7 r - 0)] at x == + 7r, 1-Dhen the lirn1its f( 7T- 0).
ancl .f(- 7r + 0) exist.
Let
lJn(x) == ao + (al cos x+ bl sin x) + ... +(an cos rn,x + bn sin nx),
where a 0 , a 1 , bl' etc., have the values given above.
Then vve find, vvithout difficulty, that

Sn(x) =.} J7i-7i .fCx') [1 + 2 cos(a/- :c)+ ... + 2 cos

~7r
11, (xl- x)] clx'

'l'hus
ct (' ·) _
Dn J/ -
!_ J11i+~:~~j~( X. _ 9-a. ) sin ( 211
.
+ 1) a (·l a
7r o Sill a
1 J~rr- ~x ~ sin (211 + 1) a
+-- f(a:~+2a) - . ·· da, .......... (1)
7r o " s1n a
on changing the variable by the substitutions x'- ;:C == + 2a.
If - 7r<x< 7r and f(:-r;) satisfies Dirichlet's Conditions in the

interval ( -7r, 7r), f(x + 2a) considered as functions of a in the

integrals of (1) satisfy Dirichlet's Conditions in the intervals
(0, !7r + ~-x) and (0, }7r- ~x) respectively, and these functions of
a have lin1its as a ~o, provided that at the point x vvith ,~vhich
\Ve are concerned f(x+O) and f(x-0) exist.
It follows fron1 § 94 that, vvhen x lies betvveen - 7r and 7T and
f(x-0) and j(x+O) both exist,

Sn(x)= 7T-[~f'(cc-0) + ~f(x+O)J

1
Lt
'/l,~ (/) .o..l i-1.

== ~ [ j (X - ()) +j~ (X -t- 0)],

giving the value f(x) at a point vvhere f(x) is contin~ous.
We have yet to exan1ine the cases x == + ?T.
In finding the sun1 of the series for x == 7r, we n1ust insert this
value for x in Sn(x) before proceeding to the limit.
Thus !_Sn( 7r) ==
7r o
J" /(
7 r - 2a) sin (2_n + 1) a d a,
s1n a
since the second integral in ( 1) is zero.
212 FOURIER'S SERIES

It follovvs that
Sn( 7r) == ~- J"-~ j( 7 r - 2a) sin (2_n + 1) ada
7r o Sin a

+ _!_ J" /(
7r rr-f
7r- 2a) sill_{2_n -J::_lla da
Sln a

==I_ J"-~
7r o
/( 7r _ 2a} sin (2_n + 1) ada
s1n a
+-7rlJf/(
o
-7r+ 2 a )sin(2n+l)ad
.
Sin a
a,

where tis any number between 0 and 7r.

We can apply the theoren1 of § 94 to these integrals, if f(x)
satisfies Dirichlet's Conditions in ( -7r, 7r), and the limits /(7r-O),
f ( -:- 7r + 0) exist..
Thus we have
Lt Sn(7r) ==! [/(- 7r + 0) + /(7r- 0)].

A sirnilar discussion gives the same value for the sum at

x == - 7r, which is otherwise obvious since the series has a period
27r.
Thus 've have shown that ~uhen the ct/r·bitrar;"y .functio11 f(x)
satiEffies DiT·ichlet' s Oonditio1~s ~in the inte~rval (- 7r, 7r), ancl

ao = 2171" r. j(x') dx', l

aTit == !_ Jrr j(x') cos n.x' clx', bn == !_ Jrr f(x') sin nx' dx', J
7r -rr 7r -r.
the Fourier's Series
a 0 + (a 1 cos x + b1 sin x) + (a 2 cos 2x + b2 sin 2x) + ...
convwr·ges to ![f(x+O) + f(x- 0)]
ctt every poin-t i11 -7r<x<7r wherr·e f(x+O) ancl f(x-0) exist;
and at x == + 7r it converges to
-7r+O) +j(7r-O)],
~[/(
when f(-7r+O) a1tclj(7r-O) exist.*

*If the reader refers to § IOI, he 'vill see that, if J(~r) is defined outside the
interval ( -1r, 1r) by the equationf(x+27r)=f(x), ·we can replace (I) by
S (x) == ~ (~rr f(~-c- 2a) sin (~n _-!-} )c;t cla + _!_
n 1rj 0 Slna 1rj 0
(!rr f(x + 2a) sin (~n +I )ada.
Sina

In this forn1 we oan apply the result of § 94 at once to every point in the closed
interval (- 1r, 1r), except points of infinite discontinuity.
 FOURIER'S SERIES 213
1'here is, of course, no reason ·why the arbitrary function should be defined
by the sa1ne analytical expression in all the interval [ cf. Ex. 2 belo-w].
Also it should be noticed that if \ve first sun1 the series, and then let .x
approach a point of ordinary discontinuity .r0 , \Ve \Vould obtain f(:r 0 + 0} or
f(x 0 - 0), according to the side fron1 ·which we approach the point. On the
other hand, if \Ve insert the value .r0 in the te1·rns of the series and then sun1
the series, \Ve obt<:tin ![f(.-v0 + 0) +f(:c 0 - 0)].
We have already pointed out n1ore tluni once that when we speak of the
sun1 of the series for any value of ~v, it is understood that \Ve first insert this
value of .x in the tenns of the series, then find the su rn of n tenus, and
finally obtain the lin1it of this stun.
Ex. 1. Find a series of sines and cosines of ntultiples of .x 'vhich will

represent '7rl ex in the interval -7r<.-c<7r.

2 Sllll 7r

vVhat is the sum of the series for J._,'= ± 1r?

1 •7r

j(.v)= ----~-.-7!__ex an=~~--j

Here
2 Slllb 7f
and
1
'""SlTI l 7f. --rr,
excosn.t·d:r, n > 1.

FIG. lG.
Integrating by parts,
( 1 + n 2) J_~., ex cos n:c d.v =(e~- e-~) cos mr.
( -1)n
Therefore an= 1+-n"'')'
Also we find
Sin1ilarl)',

=-1_?.,- ( -l)n-1
l+n 2 •
Therefore
_ 1
- -. 7f eX- - + ( - - 1 ,)cosx+
, - 1 ,)sin.x
. ')
2 Sill1l 7r 2· 1 + 1- 1 + 1 ..

+ ( 1 +1 22 cos 2x - 1 +2 22 s1n
. )
2:c + ... ,
214 FOURIER'S SERIES

When x = ± 11, the stun of the series is ~~~ coth 11, since
j( -~~+0) +j'(11- 0) =11 coth 11.
In }-,ig. 16, the curves

l
7i
Y = 2 sinh 11 e~"'(, '

y=! + ( - 1 : p cos .r+ l: 1 ~ siu.r) +( ... ) + (- [~;33 cos 3:v+ 1 J32 sin 3.r) J
are drawn for the interval ( - 11, 11 ).
It will be noticed that the expansion we have obtained converges ve1·y
slowly, and that n1ore ten11s ·would have to be taken to bring the approxirna-
tion curves [,1; =Sn(.'t')] nea,r the curve of the given function in -11 < ,1J < 1r.
At x = ± 11, the stan of the series is di:::;con tin uous. The behaviour of the
approxin1ation curves at a point of discontinuity of the stun is exa1nined in
Chapter IX.
Ex. 2. Find a series of sines and cosines of n1ultiples of .x which will
represent j(.1:) in the interval - 11 < .1./ < 11, when
f(:r)=O, -7f<.:c<o,,
f(x) =t7TL1./, 0< x< 11. J
Here

1j~7r 1 1
Cln =- - 7i.:t' cos 1~x dx= - <J( cos n11 -- 1),
11 o 4 4 n~

bn = -1l7r -1 7i.V Slll

. 1Lt' d,c = - -7i- COS n-rr.
11 o 4 4:n

Therefore . 11
.f(.t')=f6+2
2
1 [ -COS.'c+ 7i sln.1.:'
.
-
2
J8 7r .
sln2.:v+ ... ,
·when --11 < ,'t' < 11.
When ,1J= ± 11 the sun1 of the series is k-rr 2, and \Ve oLtain the \vell-kno,vn
result, -rr2 1 1
8 =1+32+52+ ....
Ex. 3. Find a series of sines and cosines of nnlltiples of :r ·which ·will
represent ~v + x·2 in the interval - 7i < :c < 11.
Here a0 =-
1 17r 1 '7r
(x+.'t· 2 ) d.t:=-} o}d;t:= ~,
2
27r -?r 7i 0 3
1 (7r 2j'7r 2
an= - /_ ( :t' + .v 2 ) cos nx cl:v = - J; cos 11 x da:,
7f~-7r 7i 0

and, after integration by part,s, \Ve find that

4
an=~ cos n1f.
n'"'
1J7r ~ "7r
A.lso, bn = - ( x + .x2 ) sin nx dx = :::_ j .-c sin n:t~ cl.1),
7r -7r 7f ~ 0
9
\Vhich reduces to bn=( -1)n-l.:'.
1~
 FOURIER'S SERIES 215
Therefore
4( 1 . ) 4 ( 1 COS 2X+ 1 Sill
. 2.17)
X+ x--') =
3 + -- COS tC + 2 Sll1 ::r; + ... ,
7f2 -
22 4
-vvhen -7r < ~c < 1r.
When ,'r= ± 1r the sun1 of the series is 1r2, and 've obtain the 'veil-known
result that 7r2 1 1
6 = 1 + 2~ + 32+ ....

96. The Cosine Series. Let f(x) be given in the interval

(0, -n-), and satisfy Dirichlet's Conditions in that interval. Define
f(x) in -?r<x<O by the equation j(-x)==f(x). The function
thus defined for (- 7r, 7r) satisfies Dirichlet's Conditions in this
interval, and we can apply to it the results of § 95.
But it is clear that in this case

leads to ct0 = !Jrr j(x')clx',

7r 0

== ~~J~ J'(x') cos nx' clx' leads to

2
Cin an== Jrr j(x') cos nx' dx',
7r -rr 7r 0

and bn == ~Jrr f(x') sin nx' clx' leads to bn == 0.

7r -rr
Thus the sine tertns disappear fron1 the Fourier's Series for
this function.
Also, from the vvay in which j(x) was defined in -?r-<:::x<O
we have ~[f( + 0) + f(- 0)] ==f( + 0),
and t [/(- 7r + 0) +/( 7 r - 0)] == /( 7r- 0),
provided the limits ~f( + 0) and/( 7r -0) exist.
Iri this case the sum of the series for x == 0 is /( + 0), and for
x == 7r it is f (7r - 0).
It follows that, ~vhen f(x) is an arbitTa?'Y frnnction satisfying
Dirichlet's Conditions i11 the interval (0, 7r ), the su11~ of the
Oosi1~e Series

-1 J7r j'(x')dx' + _:_.2:

') cos 11xJ7r J'(x') cos 11x' clx'
00

7rO 7rl 0

is eq~~al to Q-[j(x+O)+f(x-0)]
at every ]JOi?tt betwee11 0 a11cl 7r ~vheT·e f(x+O) a11cl f(x-0) exist,·
a11cl, whe11 j( + 0) O/nci f( 7 r - 0) exist, the sum~ is f( + 0) at x = 0
ct/rtcl j( 7 r - 0) at x == 7r.
216 FO-URIER'S SERIES

Thus, vvhen .f(x) is continuous and satisfies Dirichlet's Con-

ditions in the interval (0, 7r), the Cosine Series represents it in
this closed interval.
Ex. 1. Find a series of cosines of nnlltiples of x \vhich will represent .rc i11
the interval (0, 7i ).
1 1'7r
Here a 0 =-j x cLr=~IT,
7i 0
2 (,7r 2
and an=-- X COS fl"'r: dx = (COS n1r - 1).
. 7r .
-<)-

0 ?l'"'7r

Therefore .1::= ~- ~ [cos .v+ ~z cos 3.v+ ... ]. 0 < x< rr.
Since the -sun1 of the series is zero at .:u = 0, we have again
7r 2 1 1
8 = 1 + :32 + 5~ + ....

Q,

FIG. 17.
In Fig. 17, the lines y=x,. ·< <:::::: \
o==,x==7r,,
y= -x, -1r<x.----- o,J
and the approxin1ation curve
y= 2 - ;4( cos x + 321cos 3.:t' + 521cos 5x),
7r _,.,....<.r-<::::"7i
II==' == '
are drawn.
y

FIG. 18.
 FOURIER'S SERIES 217
It will be seen ho\v closely this approxin1ation cnrve approaches the lines
,?/ = ± x in the whole interval.
Since th~ Fourier's Series has a period 2?T, this series for unrestricted
values of .x represents the ordinates of the lines sho\vn in ~-,ig. 18, the part
from the interval ( -7r, ?T) being repeated indefinitely in both directions.
The sum is continuous for all values of .v.

Ex. 2. Find a series of cosines of nnlltiples of ,t: \vhich \vill represent

j(.x) in the interval (0, 7r), \vhere
f(.x) == t?TX, 0 ~ .:t: ~ ~71", \
j(.1:) = t?T (7T- ~-u), ~IT< ,J: ~ 7T · J

Here

and

lrr rrr
.= ·~vo[ cos n.r d.1: + i)~rr (7r- :t·) cos nx dx,
2
X

1 2 n?T · n?T
\Vhich gives a~~= - -<) [1-1- cos n?T -- 2 cos ~n?T J=?cos ~ S 1n 2 ~ .
2 ?~~ }~~ 2 4
y

(1)

(2)

FIG. 19.

Thus an vanishes when n is odd or a n1ultiple of 4.

Also

In Fig. 19, the lines .1f=i?Tx, <

0 ==X== <1 I
271", \
y=i?T(?T-x), 1
2/T
-<:::::X~,.,...
==- == II ' .
f
218 FOURIER'S SERIES

and the approxin1ation curves

y= 116 -;r 2 -!cos 2.x, } -c::::: <
0 ==X== 7r,
y = 1 6 1r --! cos 2x- 1 \- cos 6x,
1 2
are dra\vn.
It will be noticed that the approxitnation curves, corresponding to the
terrns np to and including cos 6x, approaches the given lines closely, ,except
at the sharp corner, right through the interval (0, -;r).
y

FIG. 20.

For unrestricted values of x the series represents the ordinates of the lines
shown in Fig. 20, the part fron1 - 1r to 1r being repeated indefinitely in both
directions.
The sum is continuous for all values of :c.

Ex. 3. Find a series of cosines of n1ultiples of x which will represent j(:x:)

in the interval (0, -;r), \Vhere
.f(.t') =0, o<x<i7r,l
f(~7r) =i7r,
.f(.t') = ~7r' ~7r< ~t· <Jr. J
Here a,0 = 1- i~rr f(x) dx·=-1 {rr 1 1
-7r dx=--;r.
7r ~ 0 7r J2 rr 2 _ 4
1

Also an=~ r1T f(x)cosn.t·d.x= [1T cosnxdx·= _! sin~n';T.

7r" 0 v21T n
Thus f(x) = !1r- [cos .1:- ?r cos 3x-+! cos 5x- ... ], 0 < x ~< 1r,

since, \vhen .v=~7r, the sun1 of the Fourier's Series is ![/(~71"+0)+/(~-;r-0)].

From the values at x=O and x=-;r, we have the well-known result,

In Fig. 21, the graph of the given function, and the approxin1ation curves
zt=i1!"- cosx, l
.Y = J-;r - cos tc + !J cos 3.x, <
0 == ==
,x < Jr,
y = f-;r -- cos <'t' + ?r cos 3x - ~- cos 5x, J
are dra\vn.
The points .t·=O and .'t'=7r are points of continuity in the sutn of the series:
the point .x =~1r is a point of discontinuity.
The behaviour of the approxin1ation curves at a point of discontinuity,
when n is large, will be treated fully in Chapter IX. It \vill be sufficient
to say now that it is proved in§ 117 that just before x=!1r the approxin1a-
 FOURIER'S SERIES 219
tion curve for a large value of n will have a n1inimnm at a depth nearly 0·14
below ,?;=0: that it will then ascend at a steep gradient, passing near the
point (irr, ~?T), and rising to a n1axirnun1 just after x=~?T at a height nearly
0·14 above ~?T.

(1)

.1J

(2)

(3)

:FrG. 21

Ex. 4. Find a series of cosines of n1ultiples of ,1; 'vhich 'vill represent j(:t')
in the interval (0, ?T), where

Also
~20 FO-URIER'S SERIES

Here a0 =!J 1-§-rr

dx- ?r
f:rr d~r:=O,
2
0 :J1T

and a,.=i C"

~ 0
cos nx d.t·- ~["cos n.1: d:L·
' fl7T

= 312l [ Slll
. -gn7r
1 ..
+Sill zU7r
J <')

= _i
3n
sin -!n1r cos l.n1r.
... 6

Thus an vanishes 'vhen n is even or a n1nltiple of 3.

2 3
And f(J:)= J3 [ cos x -1- cos 5.x+-1I cos. 7x- 1\ cos lL:u+ ... ],
o)
0 < .v < 11.

The points x =0 and :1· = 1r are points of continuity in the snn1 of the series.
The points .tt'=f>;1r and .x=i7r are points of discontinuity.
}-,ig. 22 contains the graph of the given function, and the approxinJation
curves

2J3
.Y= (cos x- t cos 5~v],
3
?I=
9.J~3
"-J :f [cos ::u - t cos 5.:v + t cos 7x],
2
.Y= ~ 3 [cosx- t cos 5x+l cos 7.1:- 1\ cos llx],

97. The Sine Series. Again let f(x) be given in the interval
(0, 71 ), and satisfy Dirichlet's Conditions in that interval. Define
j(x) in -7r<x<O by the equation f(-x)== -f(x). The func-
tion thus defined for (- 7r, 7r) satisfies ])irichlet'B Conditions in
this interval, and \Ve can apply to it the results of § 95.
But it is clear that in this case
f(x') sin !J~x' clx' leads t~ bn == ~J7f f(x') sin nx' dx',
1
bn -
. 7r
Jrr
-Tr 7r 0

and that an== 0 when !JL =:::> 0.

Thus the cosine terms disappear fro1n the Fourier's Series.
Since all the terms of the series
b1 sin x + b2 sin 2x + ...
vanish when x == 0 and x == 7r, the sun1 of the series IS zero at
these points.
It follows that, whe1~ f(x) is et/n arbitrary junctio1~ sc(;ti8~1Jing
Dirichlet's Conclitio1~s in the inteTval (0, 7r), the sttl/n~ of the SiT~e
SeTies, 2
7r
i;
sin nxJ'Tr.f(x') sin ·nx' dx',
1 0

is equal to ~[f(x+O)+f(x-0)]
 :FOURIER'S SERIES 221

FIG. 22.
222 FOURIER'S SERIES

at every point betwee1~ 0 aT~cl 7r ~uherte f(x+ 0) ctnd f(x-0) exist;

a1td, whe1~ x == 0 a1~cl x == 7r, the S'tt11~ is zerr·o.
It will be noticed that, when j(x) is continuous at the end-
poi!nts x == 0 and x == 7r, the Cosine Series gives the value of the
function at these points. The Sine Series only gives the value
of j(x) at these points if f(x) is zero there.
Ex. 1. Find a series of sines of ruu1tiples of .v \vhich 'vill represent .1: in
the interval 0< :c< 1r.
Here bn =-
2/~rr .
.1.: sin n:u d:c = (- 9.
1y~-l ":_.
1f'v 0 n
Therefore x= 2 [sin .v--?! sin 2:c +~sin 3.v- ... ], 0 <-::::: .v< 1r.
At .1:=7r the stun is discontinuous.

FIG. 23.

In Fig. 23, the line y=x, - 7f'

-< < 7f',
==X==
and the approxin1ation curve
. X- 1 Sill
y = 2[ Sill . 2 1 . 3
X+ -g 1 . 4
Slll X- if 1 -. 5 ]
Slll .'t' + :5 Sill tC , - 7f' < < 7T,
==.X==
2
are dra,vn.
The convergence of the series is so slow that this curve does not approach
y = x between - 7T and 1r nearly as closely as the corresponding approxin1ation
 FOUR IER'S SERIE S 223
curve in the cosine series approa ched y = ± tc. If n is taken large enough
the curve y=Sn(x )' will be a \Vavy curve oscillat ing about the line ,y=:c
fron1 - 1r to + 1r, but we \vould be \Vrong if \Ve \vere to say that it descen ds
at a steep gradien t from .x = - 1r to the end of y = x, and again descend s froin
the other end of y=.r: to X=Tr at a steep gradien t. As a n1atter of fact the
sun1n1it of the first wave is son1e distanc e belo\v y=:c at x=- 1r, and the
sun1mit of the last ~ave a corresp onding distanc e above y=x at /V=7r 'vhen
n is large.
To this questio n \Ve return in Chapte r IX.

FIG. 24.
Since the Fourie r's Series has a period 21r, this series for n11restricted
values of .v represe nts the ordinat es of the lines sho\vn in Fig. 24, the part
frorn the open interva l (- 1r, 1r) being repeate d indefin itely in both directio ns,
The points ± 1r, ± 37r, ... are points of discont inuity. At these the snn1 is zero.
Ex. 2. Find a series of sines of n1nltiples of .T \V hich will re.present f(:r)
in the interva l 0 ~a.:< 1r, where
f(;v) = -t7r.:r,
j(x) =t1r(1 r- .v),
Here

= -} (~" x sin 11:r d,r + ~- [" (1r - x) sin nx d.1',

• 0 • :-!7r
1 .. n1r
\vhich gives bn =~Sill -0 •
n"' ~

Thns .f( .'C) -- s1n

". .r - 1 s1n
• '. 3 .rv., + 1 s1n ~ ' - •.••
. o:t
32 52
Fig. 25 contain s the lines y = !1r.x,
y = !7r (7r- .1:),
and the approx i1natio n curves
y=sin :.t,
.
y=Slll X- 31 SHl
. 3
2 X,

. 1 . 3
?J =Sill
.':!
:V- ---:-> Sill .t'
3 "'
....1)Sill
+,D"' . ..
D.X,
224 FOURIER'S SERIES

It will be noticed that the last of these curves approaches the given lines
closely, except at the sharp corner, right through the interval.
.1J

(1)

.Y

(2)

(3)

FIG. 25.
For unrestricted values of tc the series represents the ordinates of the lines
shown in Fig. 26, the part frotn - 7i to + 7i being repeated indefinitely in
both directions.
The sum is continuous for all values of x.

FIG. 26.
Ex. 3. Find a series of sines of n1ultiples of X' \vhich 'vill represent .f(x)
in the interval (0, 1r), 'vhere
0 <x<~7T'l
.f(x)=O,
.l7r) = 4_171"'
.f( 2
f(~0)=~7i, ~1T< :t'< 1T, J
f(7i)=O.
 FOURIER'S SERIES 225

Here

1
=- ( cos UTi - cos n1f )
n 9,;.;
2 . 3n1f . n1f
=-Sill-- Sill-.
n 4 4
Therefore bn vanishes \vhen n is a n1ultiple of 4.
t
And f(.x') =sin .1:- sin 2.1:? + sin 3.1: + 1,- sin 5:~)-! sin 6x + ... 0 ~-- x < 1r.
Fig. 27 contains the graph of the given function, and the approxin1ation
curves
y=sln .T, )
.1J =sin .'C- sin 2.1', t_
y = Sll1 . 2 .1:? +::;
. .X- Slll 1 Slll
• 3 .t:, J
y =sin .'t'- sin 2;-c +}sin 3:v + ksin 5.t',
The points .T=!Ti and .t:=1r are points of discontinuity in the sun1 of the
series. The behaviour of the approximation curves for large values of n at
these points will be exan1ined in Chapter IX.

Ex. 4. Find a series of sines of n1ultiples of :c \Vhich \vill represent j(.t~)

in the interval (0, 1r), vvhere
f(/C) = -?J7f' 0< :r< }1r,
/(.'c) =0, L.,.,..<"{'<2
-3-,1 ' ' ....... '
?f'i

f(x) = - }1r, i1r< .·v< Ti. J

Also .f(0)=/(7i)=0; /(~7i)=~Ti; /(i7r)= --~7r.

Here bu = ') !'krr s1n

~- . nx d.v- 30 J~1T su1
. n.T d.v
2
. 0 31T

2
= • J~ [1-
3
cos ~-n1r- cos -~n1r +cos ·n1r]
d ,)

Tl~erefore a.n vanishes when n is odd or a n1ultiple of 6.

And f(x) =sin 2J} +!sin 4;-c + t sin B.x +}sin 10.1; + ... , 0 < .t? < Ti.

The point~ .t? = 0, /V = k1r, :<J = i1r and .t· = 1f are points of discontinuity in the
surn of the series.
Fig. 28 contains the graph of the given function, and the approxitnation
curves
.1J =sin 2.x,

. 2
y =Sill
t
y =sin 2.:r + sin 4.1:,
• .X'+ '2
lSlll
' 4.X+ L[lSill
' 8 ,'C,
lJ
y =sin 2,t' + i sin 4.-r + i sin 8.1: +}sin 1Oiv,
C, I
226 FOURIER'S SERIES

(1)

Q
y

(2)

(3)

(4)

FTG. :27.
_y

?!

,1}

FIG. 28.
228 FOURIER'S SERIES

98. Other Forms of Fourier's Series. vVhen the arbitrary

function is given in the interval ( -l, l), vve can change this
interval to ( -7r, 7r) by the substitution 1~-:=;7rxjl.
In this way vve may deduce the follo\ving expansions fron1
those already obtainecl :

ilJl -l
j(x') rlx' + !l ~Jz f(x')
l -l
cos 11

l
7"- (x'- x) Clx', -l < x < l, ... (1)

'J17f' Jl
l1 Jl f (x)rlX+-zL.JCOS~l
"J
I 2~ I
X .f(x)cos~l xdx,
I ')[,7f" 1 1
0-~x~l,
__
... (2)
0 l 0

2 ~ • 'f~ 7f"
y~sm Tx Jl/(•1:)sm n7r
1
1 l•
-xcx, 1 1 l
O<x--==--::c ....................... (3)
___-

When j~(o~~) satisfies ])irichlet's c;onditions in ( -l, l), the SU111 of

the series (1) is equal to }[.f(x+O)+f(x-0) ] at every point in
-l<x<l vvhere j(x+O) and f(x-0) exist; and at X= +l its
sun1 is }[/(-l+O)+/(l-0 )], vvhen the lin1its J'(-l+O) and
f(l- 0) exist.
When f(x) satisfies Dirichlet's Conditions in (0, l), the stun of
the series (2) is equal to }[f(x+O)+f(x-0) ] at every point in
O<x<l vvhere f(x+O) and j'(x-0) exist; and at x-:=;0 its sun1
is /( + 0), at ;c-:=; l its sun1 is f(l- 0), vvhen these lirnits exist.
\Vhen .f(x) satisfies Dirichlet's Conditions in (0, l) the_ snrn oi
the series (3) is equal to -k[f(x+O)+J,(x-0) ] at every point ir
O<x<l \vherc j'(x+O) and f(x-0) exist; and at aJ-:=;0 anc
x-:=; l its sun1 is zero.
It is son1etin1es more convenient to take the interval in whicl
the arbitrary function is given as (0, 27r). \\Te n1ay deduce tht
corresponding series for this interval fron1 that already foun(
for ( - 7r, 7r ).
Consider the Fourier's Series
1
2 7r
J"-rr F(x')dx'+! ~Jrr-rr F(x )cosn(x -x)clx',
7r 1
1 1

where Jl(x) satisfies Dirichlet's Conditions in ( -7r, 7r).

Let 1~ = 7r -t- x, u'-:=; 7r + x' and f( u) = F( u- 7r ).
Then \Ve obtain the ~eries for f( ~~ ),
1 J27T 1 (/) J27T
-
2 7ro
/( 1t') d11/ +-
7r
2: o
J'( 1~').cos 11(1L' -1~) cl1L
1
,

for the interval ( 0, 27r ).

 FOURIER'S SERIES 229
On changing t~ into x, "\Ve have the series for f(x),
1 J2rr 1 oo J2rr
- --- f(x')dx'+-2: f(x')cosrt~(x'-x)dx', O<x<27(" . ... (4)
2 7rO 7rl 0
The sum of the series (4) is ~[f(x+O)+f(x-0)] at every
point between 0 and 27r where f(x+O) and f(x-0) exist; and
at x = 0 and x == 27r its sum is
~ [/( -t 0) +/(27r- 0)],
"\V hen these limits exist.
In (4), it is assumed that f'(x) satisfies Dirichlet's Conditions
in the interval (0, 27r).
Again, it is sometitnes convenient to take the interval in which
the function is defined as ( C(;; b). We can deduce the correspond-
ing series for this interval frorn the result just obtained.
Tal~ing the series

J 1 2
9-.J7(" 0
" F(x') dx' + l_ ~J " F(x') cos n(x'- x) dx',
· 7r 1 0
2

0 <X< 2?T,

.t
== C(; +
( b - ((;)X d f ('u ) == F { 2 7rb( 1~_ -a [(;) \J·
we "\Vrl e 1(;
27r an

Then for the interval o.~-<::. u < b we have th_e series for f( u ),
- -- -- Jb f( u') du' + --~-- ~Jb j('n') cos n7T (u' -u) dv/.
1 2
b-a a b-a~ a b-a
On changing 1~ into x, "\Ve obtain the series for f(x) in ct .c-.: x --c: b,
narnely,
1
·· ----- JQ /( X ') d X / + -2- 2:00 Jb ~f(. X ') COS - . ( X 1 - X ) C X.
2117(" fl . .... ( D
.. )

b-e(; a b-a 1 a b-a

The sum of the series ( 5) is ~[f(x+ 0) + f(x- 0)] at every point
in a<x<b where f(x+O) and f(x-0) exist; and at x==a
and x==b its sum is ~[f(a+O)+f'(b-0)], when these limits exist.
Of course ~f(x) is again subject to Dirichlet's Conditions in the
interval (a, b).
The corresponding Cosine Series and Sine Series are, respec-
tively, ] Jb 2 oo 1L7r
- · - f(x') dx' + - ~ cos --- ( x- C(;)
(b-a) a b-a~ b-a
x J:!(x')cosbn?Ta(x'-a)dx', a<x<b, ....... (6)
2 ~ . n 1r ( )Jb ~( ') . n·1r ( , )d ,
and (b-a)~sm(b-a) x-a / x smb-a x -a x,
a~x<b . ...... (7)
230 JTOUR,IER'S SERIES

Ex. 1. Sho\v that the series

4 ( . 7r X 1 . 37r~t' )
;. Sill ~l +3 Sill --l + ...
is equal to 1 when 0< :r< l.
Ex. 2. Sho\v that the series

-z+ 2c7r ( SIU-l

ca . 1ra 1 . 21ra
cos-l + s1n
2
1rX 21r:v
~l-cos--l-+ ...
)

is equal to c \Vhen 0< .1:< a and to zero \vhen a< :r< l.

Ex. 3. Show that the series
~ l . n1r f 2 (
vi+ v.2 + 1),~' +-1 L..J- ) . 2n1r . n1r:JJ ( ) n1r.r}
Slll - l --- + 2
3 1r 1 n Sill - 3 l' V 3 - V1 Sill -
3
~ V2 - VI-
-
v3 COS --l-
l
is equal to v1 \vhen - l <.J; <- 3'
l l
'lJ 2 \V hen -
3 < :r < 3 ,
l
v 3 when :3< ,1)< l.
Ex. 4. Sho'v that th~ series

2[
. ,

sinx+---+~-
2
1

3
sin2x sin :3:t·
+ ...
J
represents (1r- .1::) in the interval 0-< x< 211.

99. Poisson's Discussion of Fourier's Series. As has been

1nentioned in the introduction, within a few years of Fourier's
discovery of the possibility of representing an arbitrary function
by vvhat is novv called its Fourier's Series, Poisson discussed the
subject fron1. a quite different standpoint.
He began 'vith the, equation
1-r2 w
( ,
1 - 2 r cos ~c - x
) + ?'~"'= 1 + 2 "1-'
'-' 1'" cos n (x'- x),

vvhere !1 I< 1, and he obtained, by integration,

1

1 J7r 1 - T' 2 I I
- (, ) ,,j(x)dx
27r -rrl- 2T· COS ~x - X + 1'"'"

== -1 Jrr f(x')dx'+-~Tn
1 (/) Jrr j'(of)cos1~(x'-x)dx'.
2 7r -rr 7r 1 -rr
Poisson proceeded to show that, as ~r--+ 1, the integral on the
left-hand side of this equation has the lin1it f(x), supposing f(x)
continuous at that point, and he argued that f(x) 1nust then be the
sum of the series on the right-hand side 'vhen rr == 1. Apart fron1
the incon1pleteness of his discussion of the questions connected
 ~31

with the lirnit of the integral as ~r -7-l, the conclusion he sought

to draw is invalid until it is shown that the series does converge
when T== l, and this, in fact, is the real difficulty. In accordance
with Abel's Theorem on the Power Series (§ 72), if the series
converges when 1~ = 1, its sun1 is continuous up to and including
r= l. In other words, if we 'vrite
1
F( r, x) == J"" f(x') dx' + :!:_N
2 N -rr
2,: 1'"Jrr
1 -rr
f(x') cos n(x'- x) clx',

we k_novv that, if F(l, x) converges, then

Lt ll(r,x)==F(l,x).
7'~1

But we have no right to assun1e, frorn the convergence of

Lt F( T, {X~),
,._,..1
that F(l, x) does converge.
Poisson's n1ethod, ho,vever, has a definite value in the treatment
of Fourier's Series, and vve shall now give a presentation of it on
the rnore exact lines which vve have follo\ved in the discussion o£
series and integrals in the previous pages of this book:.

100. Poisson's Integral. The integral

1 j"7r 1- )''!,
i 7r _ rr l-= 21· cos('"v' ~ .:r) + t• 2
I

j (,'V ) d.v '

I

jr <l'
is called Poisson's Integral.
We shall assurne t~at f(:r) is either bounded and integrable in the interval
( -1r, 1r), or that the infinite integral J:,. f(.v)dJJ is absolutely convergent.
1- 7'2 (JJ

No'v we know that . = 1 +2

l - 21· cos e+ r 4
L rn cos n()
l

when I r \ <1, and that this series is uniforn1ly convergent for any interval
of (), 'vhen 1' has any given value between - 1 and + 1.
1 j"rr 1- ?''2
It follo\VS that -27r - rr r=· 27' cos (.v' :- .17) + 1'~ cl.:c' = 1'
and that

-l j"j, 1- 1' 2
-_--~~---- f(.x)
I
cLc I

27r ~ rr 1 _._ ~'l' COS (.1./ - .'t') +

1·2 -
1 1
= -j
27r
,·rr

- rr
j(.1/) dJ/ + --
7r
c:JJ

}_:rnj
1
"rr

- rr
f(tc') cos n(.x'- x) d:c' ......... (1)

under the lin1itations above imposed upon j'(.'t'). (Cf. § 70, Cor. II., and
s74, I.)
232 FOURIER~S SERIES

N O\V let us choose a nun1ber .x bet,veen - 1r and 1r for which we wish the
sum of this series, or, 'vhat is the san1e thing, the value of Poisson's Integral,

] j"rr 1 - r2 f(.v') dx'.

27r ~ - rr 1 - 2r cos (x'- ,t') + r'2 .
Denote this stnn, or the integral, by F(1·, it').
Let us assun1e that, for the value of .v chosen,
Lt [f(:v+ t) +f(.:r- t)]
t~O

exists.
Also, let the function cp(.x') be defined ·when - 1r < :v' < 1r by the equation
cp(x')=j(a;')-! Lt [j(x+t)+f(x-t)].
t~O

Then
F(1·, x)- t Lt [j(x+ t) +J'(a}- t)]
t~O

21' COS :V; -

--~(
1 1 2
= Jrr -
27r - rr 1 - ,1)
)
+ 1'"".,ftJ'(.'t'')-lt- t~O
Lt [l(:v+t)+f(x-t)]}dx'
~

1 rrr 1 - r2
=-2 1_2___ ( ' ) 2rl-.(x')d.·r./ . ................................. (2)
7r ~ - rr - ~ ?' COS .:1' - ~t' + 1' 'Y
But we are given that Lt [.f(:v + t) + f(x- t)]
t~o ·
exists.
Let the arbitrary positive 11Un1ber E be chosen, as srnall as we please. Then
to E/2 there \Vill correspond a positive 11Un1ber YJ such that

lf(:v+t)+.f(~t·-·t)- Lt [f(x+t)+f(~r-t)]! < ~, ............... (3)

t~O 2
when 0 < t< rJ.
The nun1ber YJ fixed upon \vill be such that (tc- r7, a:+YJ) does not go
beyond ( --11, 11).
Then
1 [X+1J 1- 1'2
--- - ¢ (.1/) dv'
211. x _ 17 1 - 2r cos<~~;'- .1::) + r 2 •

1 2
=_!__ (Yl- -1' -,,[cp(.t·+t)+cp(.r-t)]dt
21r ) 0 1 - 2r cost+ 1'""

= _!_ {Yl ------~ r~_ ---~2 { j'(,x + t) + l(x- t)- Lt [ f(x + t) +J'(x- t)] lf dt.
21rJ0 1 - 21· cos t + r • • t~o ·

It follows that

E
< 2' .. ····· ············ ............ (4)
 FOURIER'S SERIES 233
Also, w·hen O<r<l,
_!_ ( Jx- -"'J + j~rr ) l - 1'2 ·~ cp(.r/) dx' I
1 - 2r cos (:t.'- .x) + r~
I 27r rr x+lJ

l
<- l -· r2 Jrr I 'Yrl-.. ( ~'t')' I d'X,,
I
27r 1 - 21' cos YJ + 1' 2 - 7r

< 1 12
- ' (__!_j~rr l j(x') \d.~'+ i; Lt [j{J~ +- t) +f(.'t'- t)] i)
1 - 2r cos YJ + 1·2 21r - rr t~o
1 -1'2
< ., x .L1' sa v. . ................................................ ( 5)
1 - 2r cos YJ + 1'"' "

But - 1-1'2 < 2(1-1') ' if 0<1·<1,

1 - 2r cos '}1
•
1
+r2 2 · •
( 1 -1·) + 4r sin"'
17 <)

2
1-1'
<---
2r sin 2 !1
2
1-1' E
And - - -7 < -9A-· '
2r sin 2 ~ '""
2
1
provided that r > -E- - -
• •> TJ
1 +-Sill"'-
.A 2
It follows that
1 ( ~x- 1 - r,2
1 lJ
+ /'rr )
, cp(x') d.~r' I E
< --,
I 27r J - rr Jx+ 11 '. 1- 2r cos (:v -~c)+ r 3 2
1
if 1 >r > ...................................... (6)
E • '> YJ
1 +] s1u-
2
Cotubining (4) and (6), it 'vill be seen that 'vhen any positive number E
has been chosen, as small as \Ve please, there is a positive number p such that
: F(r, ~c)-~ Lt [j(x + t) +f(~r- t)]) < E,
t~o

\vhen p <r< 1, provided that for the Yalue of .v considered Lt (f(.'v+ t) +f(.'t'- t)]
' t
eXlS S.
t~O

We have thus established the follo,ving theorern :

Let f(x), gi·ven in tlw interval (- 1r, 1r ), be bonnded and ~·ntegrable, or !tave an
absoZ.utel,y convergent injinite 'l'ntegral, t'n this t•an,qe. :Plwn for any value of
x ·in -1r<~c<1r .for which Lt [f(x+t)+ f(.x- t)]
t~'J

exists, Poisson's lnteg~ral converges to that li?nit as r-> 1 fron~ belo1.v.

In particuia1·, at a point oj' ordinar,y dz'scontinnity o.ff(:r), I>oisson's lnteg1·al
converges to ~[f(:r + 0) +f(:&'- 0)],
and, at a poz'nt ·whe1·e f(x) is contin1.tous, it converges to f(x).
It has already been pointed out that no conclusion can be dra\vn fron1 this
as to the convergence, or non-convergence, of the Fourier's Series at this
point. But if we kno·w that the Fourier's Series does converge, it follo,vs
fron1 Abel's Theoren1 that it n1ust converge to the limit to which Poisson's
Integral converges as r~ 1.
234 FOURIER'S SERIES

We have thus the following theorem :

If f(tc) is any function, given in (- 1r, 1r), H:hich is eZ:ther boundecl and
integrable, 01· has an absolutely convergent infinite integral [" j(x) d.x, then, at
any poz'nt in -
JJ 1r < x < 1r at ~vhich the Fo,wrier's Series is con?:ergent, its S~(?n
nM.tst be equal. to
Lt [j(.-r+ t) +f(.'v- t)J,
t~O

provided that this lindt exists.

With certain obvious n1odifications these theoren1s can he made to apply
to the points -1r and 1r as \vell as points between - 1r and 1r.
It follows in1mediately from this theoren1 that :
If all the Fourier's Constants are ze1·o for a J~tnction, contz~n'nous ~n the
interval (- 1r, 1r ), then tlw fnnction vanishes identically.
If the constants vanish but the function only satisfies the conditions
ascribed to j(.1v·) in the earlier theorems of this section, we can only infer that
the function n1nst vanish at all points where it is continuous, and that at
points 'vhere Lt [J(~v + t) +J'(:c- t)], exists, this lin1it must be zero.
t~O

Further, if (a, b) is an interval in which f(:u) is continnous, the san1e

nurn ber p, corresponding to the arbitrary E, may be chosen to serve all the
values of x in the interval (a, b); for this is true, first of the nun1ber YJ in
(3), then of .A in (5), and thus finally of p.
It follo\vs that Poisson's Integral converges as r~ 1 1.t/nijornlly to tlw val1.w
.f(:c) in any interval (a, b) t'n 'Which J'(.x·) is continuous.*
This last theoren1 has an itnportant application in connection with the
approxitnate representation of functions by finite trigonon1etrical series. t

101. Fejer's Theorem.t

Let f(x) be give'n i?~Jhc i?~terval ( -7r, 7r). If bo1~11ded, let it
be integrable; if unbmmded, let the infinite integml rrr /(x) clx
be absolutely converr•gent. De110te by Sn the 8U171 of' the (11 + 1)
ter111s
;~J" f(x') + 1
.:..7r -rr 7r
±Jrr-rr
1
f(x') cos 11 (x'- x) dx' .

- o+st+···+ n-1 .
·)- 8 8
Also let S n (X
1~

*It is assun1ed in this that j(a- 0) =f(a) =f(a + 0) andf(b- 0) =/(b) =J(b + 0).
Also j(x) is subject to the conditions given at the beginning of this section.
Of. § 107.
tCf. Picard, Traite d'Analyse, (2e ed.), ~r. I., p. 275,1905; Bocher, .Ann. Afath.,
Princeton, N.J. (Ser. 2), 7, p. 102, 1906; Hobson, Zoe. cit., p. 722.
+Of. J.1fath. Ann.. Leipzig, 58, p. 51, 1904.
 FOURIER'S SERIES 235
l"he1~
at every point x in the i1~terrvcil - 71 < x < 71 at tuhich
f(x+O) C(;1~d f(x-0) exist,
Lt Sn(x)==~[f(x+O)+f(x-0)].

With the above notation,

811
= _!_J"
f(x') ~os n(x'- x)- cos ~n + 1)(x'- x) dx'.
271 -rr 1-cos (x -x)
Therefore
S (x) == _!_ _ J~ f(x') 1- cos n(~'- x) dx'
n 21~71 -rr 1- cos (x - x)
1 Jrr sin2 1n(x'-
2 x) - ,
==- f(x') dx
2n71 -rr sin ~(x' -x)
2

1 rr+x "'- 1•112 1 n(x' {)II)

== ---
21~71 -rr+xJ j(xf' .. ; 1 ( , -w) dx', ........................ (1)
8111 2 X -X

if f(x) is defined outside the interval ( -71, 71) by the equation

f(x+27r)==f(x).
l)ividing the range of integration into ( -71+x, x) and
(x, 7r+x), and substituting x'==x-2a in the first, and x'==x+2a
in the second, we obtain
1 J!rr. sin 2 1~a 1 J~rr sin 211a
Sn(x)==-- f(x-2a) . 2 da+--- f(x+2a)-~.-Q-cla ....... (2)
n71 0 • Sin a ?~7r
0 s1n_,a

Novv suppose that xis a point in ( -71, 71) at which f(x+O)

and f(x- 0) exist.
Let E be any positive number, chosen as s1nall as we please.
T'hen to E there corresponds a positive nu1nber 17 chosen less
than }71 such that
\f(x+2a)l-f(x+O)j<E- when O<a~1J.
Also
l J~rr, sin 2 1~a 1 JYJ . sin 2 na
--- j(x+2a) . 2 cla==- {f(x+2a)-.f(x+0)}~-.-2 -da
n7r 0 s1n a 1~7r 0 sin Ci
1 J~rr sin 2 1~a
+ -f(x+O) . cla
'n7r 0 s1n 2 a
+-J!rr/( x~+~a
2
1 9 ) sin
. 11a d a
n71 ·q s1n2 a
_ _2__ j(x+O)J~rrsi~2T~a
2
da
1~7r YJ s1n a
==11 +12 +l3 +14 , say.* ............... (3)
~~This discussion also applies ·when the upper lin1it of the integral on the left
is any positive nutnber less than ~1r.
236 :B.,OURIER'S SEl~IES

Putting o-n __ 1 =~-+cos 2a+cos 4a+ ... +cos 2(r~-l)a,

_ (cos2(11-1)a-cos2na)
we have 1
2
1
o-n- - 4(1- COS 2a) '
_ (1- cos 211a)
and + + · · · + a-n- 1 - 1
0'" 0 0'" 1 2 ·(1
-cos 2-a ).
• 2
_ s1n 1
na
-2 . 2 •
s1n a
J!rr (a- +o- +--.+a-n_ )da
J
~rr sin 2 11a
Thus -~.~ ·>~ -cla=2 0 1 1
0 Sill'"'a 0

== ~117r,
since all the tern1s on the right-hand side disappear on integration
except the £ rst in each of the cr' s.
It follows that l 2 = ~f(x+O).
1 JYJ sin 2 1~a
Also II 1 1~~ \f(x+2a) 1~7r 0
-f(x+O)\-.-.-~-cla
2 sin a
2
l
JYJ sin• 11a
< ~
€
aa
117r 0 Sin 2
a

<--- Jrr . 2 da
€
1
2
•
Sill'""'11a
?.

117r 0 s1n a
< ~€ ••••••••••••••••••••••••••••••••••••••..•••••.•••••••••••• (4)

]further, <
I I 3 !:_~- n7r 1 J?trr 1-f.(x + 2a) Isin. 2 na da
YJ s1n 2 a
1 --
<~--~- 9
Jirr jj(x+2a)]cla
1~7r Sill'""' 1J YJ

< 2n7r1 · Jx+rr l.f(x') \ dx' . .......................... (5)

2
Sill 17 x+2YJ

But we are given that [,if(x') I clx' converges, and we have

defined ~f(x) outside the interval (- 7r, 7r) by the equation
j~(x + 27r) =f(x).

Let [,.if(x') I cZx' = ?rJ, say.

J
Then we have l13[ < -2 n Sin
. 2 •
YJ

Also [14 1< }-.-1/(x+O)[ .......................... (6)

211 Sill 2 Yj
 FOURIER'S SERIES 237
Con1bining these results, it follows frotn (3) that
1 r~rr I sin 2 nu
:n?rJo
I f(x+2a) sin2a da-:if(x+O)i

~ {J +[f(x+O) [}.
< h+ 2nsiTI'"'1J
~
o

. Now let v be a positive integer such that

-J-.,-{.!+[f(x+O)[}
v Slll ... 17
<c...................... (7)
'_rhen

< E', -vv hen n > v.

In other -vvords,
1 J~rr 2
Lt ----
n--.:r oo f"J~7r
.f(;1'~ + 2a) sin na
. 2 cla ==~./(a~+ 0),
Slll a
0
\vhen f(x+O) exists.
In precisely the san1e \vay we find that
1 J~rr sin 21La
Lt -~ .f(x-2a) 2 Gta==~f(x-0),
•

n--.:r oo ?~7r 0 1
Sln a
\V hen .f( x- 0) exists.
rrhen, returning to (2), \Ve have
Lt Sn(~)== 1[J~(x+0)+ f(x- 0)],

-vvhen f(x+O) exist~

~rhis proof applies also to the points x~ +7r, when j(7r-O)
and/( -7r+O) exist. Since \Ve have defined f(x) outside the
interval ( - 7r, 7r) by the equation j( x + 27r) == f( x ), it is clear
that ~f( - 7 r + 0) ==.f( 7r + 0) and /( -7r ~ 0) == f( 7 i - 0).
In this vvay -vve obtain
Lt Sn( +
n---+ oo
7r) == :![/(- 7r -f- 0) +/( 7 r - 0)],
-vvhen /( -?r+O) and /(?r-0) exist.
CoROLLARY. If j(.':t) is continuous in a,< .x<::::: b, including the end-points,
when the arbitrary positive nun1ber E is chosen, the sa1ne YJ will do for all
values of .x fron1 a to b, including the end-points. Then, fron1 (7), it follows
that the sequence of arithn£etic 1neans
sl, s2, s3, ...
conver,qes ~tnifo?'?nl:y to the su?n f(:c) in the hztenxd (a, b).
238 FOURIER'S SERIES

Tt is assun1ed in this stateu1ent that f(:t·) is continuous at .:v= a and

x=b as well as in the interval (a, b); i.e ..f(a-O)=f(a)=f(a+O), and
f(b- 0)= f(b)= f(b +0).

102. Two Theorems on the Arithmetic Means. Before applying this

very important theorem to the discussion of Fourier's Series, 've shall prove
two theorems regarding the sequence of arithn1etic n1eans for any series
'lll + 'll2 + 'll3 + . 0 • •

In this connection we adopt the notation

8 7 , =U1 + 'll2 + ... + 'lln,

S =~l+s2+ ... +sn.

n n
THEOREM I. If the series
con/terges and its sun~ 1's s, then Lt Sn = Lt sn = s.

We are given that the series

'ltl +u2+u3+ ...
converges, and that its sum is s.
Thus, to the arbitrary positive nurnber E there corresponds a positive
integer v such that 1 s- sn l < E, when n > l'.
Thus, with the usual notation,
]pRn I= l sn+p- Sn l < 2E, when n :::>:. v, for every positive integer p.
Also it follo,vs, fron1 the definition of S that, 'vhen n > v, 11 ,

S,.- [11 +1t 1-D+ ... +1tv(1- v: 1)]

1 2(

=1tv+J (.1--nv) +u (1 -v-+n-1) + ... +'Un (1 -n--u-1) ·

1,+')
~

But ( 1- n
1
~)' (1- v +n )' (1 - ~) 0
••

n
are all positive and decreasing ; and
+ Uv+2[, ...
I 'llv+I ] , [ 'llv+I [ul'+l + 'llv+2 + ... + 'lln J

are all less than 2E 'vhen n > v.

It follo\vs, as iu ~ 50, that

~') + ... + 'lln (1 - n-n 1 ) < 2E( 1- n~) <E, 'vhen n> v.
1

l'llv+ 1 (1- _:) +-ul'+2(1- v + 1

1
1 n n

Thns ls,-{n +?t (1-}J+ ... +nv(1-v~

1 2
1
)}1<2E, when n>F.

Therefore
( Sv I < 2E + I~ ·--~-~--~
l ,sn- 'lt2+2u:~+ ... +(v-1)1tv
, 1 ·
'vhen n > v.
n
But v being fixed, ·we can choose the positive integer N so that
1 'lt 2 .+2n3 + .... +(v--l)uv~ I < E w l 1en n ~ _>:
i\T
n > v.
1~ '
 FOURIER'S SERIES 239

Therefore ISn -Sv I <3E, "\Vhen n >LV> v.

But l S- Sv l <E.
And ISn- S I::= ISn- Sv (+I S- Sv [.
Therefore ISn-si<4E, w·hen n> J.V>v.
Thus I.. t Sn=S.

THEOR.EM II.* Let the sequence of ar,t"thnzetic rneans Sn of tlze series

'ill+ 1..l2 + 1..l3 +... .................................(1)
conve1:qe to S. Then, if a pos£tive integer n 0 exists such that
lu·n I< f{jn, 1..chen n > n0,
~vhere J{ 1's sorae positive numbe1· independent of' n, the series (1) conve1·ges and
~·ts sum 1..'s S.
With the san1e notation as above, let tn = sn- S.
We have to prove that Lt tn=O.

If tn has not the lin1it zero as 1i-+ oo, there 1nust be a positive nun1ber h
such that there are an infinite nun1ber of the tern1s tn which satisfy eitlwr
(i) tn > h or (ii) tn <-h.
We shall show that neither of these hypotheses can be admitted.
Take the forn1er to be true, and let
U"n = t1 + t2 + ... + tn.

Then U" 11 /n=Sn- S,

and I . . t u-n/n = 0.

Thus, to the arbitrary positive nun1 ber E, there corresponds a positive

integer n 1 such that Iu-n/n I< E, when n ---~ n 1 .
Choose this nutnber E so that h/f{ +2< ih 2jl{E.
N o'v let n be any positive integer greater than both n 0 and n 1 such that
tn >ll.
Then, when 1· = 0, 1, 2, ... , !1..l11+r I< f{jn.
y

FIG. 29.

Now plot the points P 1., \vhose coordinates are (1·, tn+r) in a Cartesian
diagram. Since tn+,·+l- tn+ 1·= 1..ln+r+l, the slope of the line 1)1.P1.:n is less

*This theoren1 'vas published by Hardy in Lonclon, Proc. lJfath. Soc. (Ser. 2), 8,
pp. 302-304, 1910. This proof, due to Little\vood, is given in ''lhittaker and
\Vatson, J1[oclerrn A ncdy81:s, p. 157, 1920. Cf. also de la VaJlee Poussin, Zoe.
cit. T. II., § 151.
240 FOURIER'S SERIES

in ahsolute value than tan- 1 J(jn. Therefore the points 1)0 , P 1 , P 2 , ••• lie
above the line y= h -- .1.: trtn (), where tau B= !{ln. '
Let PIC be the last of the points P 0 , P 1 , P 2 , • •• , which lies to the left of, or
upon, the line x=h cot(), so that K < h cot B=hnll{.
Draw rectangles as shown in the diagran1. The area of these rectangles
exceeds the area of the triangle bounded by the axes and y = 1~- .r:c tan e.
Thus we have
(Tn+K- a n-1 = tn + tn +1 + •••+ tn+K > ~~~ 2 cot () = i,h 2nl ]{,
But Ia-n+K- U"n-11 < la-n+K I+ I<Tn-11 < [(n + K) + (n- 1)]E, since n > n1.
Therefore (K + 2n -1) E> ~h 2 nlli.
But K~hcot8=hnll{.

Thus hnl J{::>- K> ~h 2 nl l{E- (2n- 1 ).

Therefore n [hi J{- ~h 2/ J(E + 2] > 1.
But hi J(- -~I~2IJ{E + 2 < 0.
1
'I'herefore n< .
th I J(E -
2
1~ jl{- 2
But we have assun1ecl that there are an infinite nnn1 ber of values of n
such that tn >h. ,; 'f

The hypothesis (i) thus leads to a contradiction ; and a precisely sirnilar

argun1ent shows that the hypothesis (ii) does the san1e.
Thus Lt tn=O,

and it follo,vs that Lt Sn= Lt Sn=S.

n~oo n~oo

CoROLLARY.
Let 1(; 1 ( .'V) + 1l2 (.X)+ 1(; 3 ( .'V) + ... ............. ,..... ,........... (1)
be a se'ries whose tern~s are functions of .x, and let the sequence of arithnwtic
11wans Sn(:c) jo1· tl1e sm·ies conve1·,qe 1unijoJ'?nly to S(.x) in an interval (a, b).
Then, ~fa positive intege1· n 0 e:vists such· that
I'ltn(.~·) l < f{ln, 1vlwn n > n 0 ,
1vhe1·e J{ ~·s independent of n and .x, and the scqne n 0 serves fm· all values of .x
in the intm·val, the series (1) converges 'lt,n~forn£ly to S(.r:c} in (a, b) .
. }-,or, 'vith the notation of the theoren1 just proved, if t1 ~(.x) does not tend
uniformly to zero through (a, b), there n1ust be a positive number h, inde-
pendent of .v and n, such that an infinite sequence of values of n can be found
for which tn(.'t'.n) > h, or tn(.~·n) <- h for son1e point Xn in the interval; the
value of .x 1~ depends on the particular value of n under consideration.
We then find, as in the original theoren1, that both these hypotheses are
inadmissible.
103. Fejer's Theorem and Fourier's Series.* We shall no'v use Fejer's
Theoren1 to establish the convergence of Fourier's Series under the lin1itations
imposed in our previous discussion ; that is 've shall show that:

* Cf. \Vhittaker and \Vatson, Zoe. cit., p. 167, 1915, and the note on p. 263 below.
 FOURIER'S SERIES 241
JVhenf(.v) sati~fies 1J£Ticldet's Conditions in the ,inte1·val ( -1r, 1r), and

a = __!_
0
j
27f -
rr / (
7r
.1./) da/
'
atL= .!_ (rr
1f~-rr
f(x') cos n.~" d:v',

bn = _!_j'rr f(x:') sin n.x' dx' (n >- 1 ),

7r -rr
the sun~ of tile se?'ies
a 0 +(a 1 cos.x+b 1 sin .rc}+(a 2 cos 2.-:c+b 2 sin 2.-:c)+ ...
is t[f(;v+O)+f(.r-0)] at every point in -7r<.x-<7r ~vlw?'e f(.x+O) and
f(.r- 0) exist; and at .X'= ± 1r the s~l?n is t [/( -7r + 0) + j(1r- 0)], when these
lirnits exist.
I. First, let f(.rc) be bounded in ( -1r, 1r) and otherwise satisfy Dirichlet's
Conditions in this interval.
Then the interval ( -1r, 1r) can be broken up into a finite IH1n1ber (say p)
of open partial intervals in which j(:;;) is monotonic, and it follo,vs at once
fron1 the Second Theorem of Mean Value that each of these intervals con-
tributes to Iani or Ibnl a part less than 4Jl!jn1f, ·where lf(.x)l <Min ( -1r, 1r).
Thus we have
,vhere .fr/ is independent of n.
It follows fron1 Fejer's Theorem, con1 bined with Theoren1 II. of § 102,
that the Fourier's Series
a 0 + (a 1 cos :t + b1 sin .x) + ( a 2 cos 2.-:c + b2 sin 2.,:v) + ...
converges, and its snn1 is ![f(x+O)+/(a:-0)] at every point in -1r<.rc<1r
at \vhich .f(x±O} exist, and at .x= -±:1r its sun1 is i[.f( -7r+0)+/(7r-O}],
provided that/( -1r+O) and j(1r- 0} exist.
II. Next, let there be a finite number of points of infinite discontinuity
in ( -1r, 1r), but, when arbitrarily small neighbourhoods of these points are
excluded, let f(x} be bounded in the ren1ainder of the interval, which can be
broken up into a finite number of open partial intervals in each of which j(x)
is monotonic. And in addition let the infinite integral ]:,. f(.x') dx' be
ab~olntely convergent.
In this case, ]et .x be a point bet\veen -7r and 1r at ·which .f(.:c+O) and
.f(x- 0} exist. Then we 1nay suppose it an internal point of an interval
(a, b), where b-a<1r, and .f(.x) is bounded in (a, b) and other\vise satisfies
])irichlet's Conditions therein.

Let Jra,,/ =
.a
[b f(.x') cos nxl d.x.t }' >
, n-1,
and 7r bn ' = 1b f( ' /)
a .
. n.X,! d :t'
.t i Slll -

\vhile 21ra0' = {b ((.1:') dx' .

• !(L •

Then, forming the arithmetic n1eans for the series

a 0' + (a 1' cos .r + b1' sin .!f} + ( a 2' cos 2.-r + b2' sin 2.-r) + ... ,
C. I Q
242 FOURIER'S SERIES

we have, \Vith the notation of § 101,

Sn(,z:)= s0 +s 1 + ... +sn-l
n
= ---- .
1 rb .f ( ~') sin2!n(:)/- .~·) d· ·'
,1; • 21 / ) .l.
2n1r .. a Sin 2(.x - .x
1 f (,H~-a) sin 2 na. [b(b-x) _ ~ sin 2 na l
=-~l f(.x-2a)
1
. 9 da+ f(x+~a) . •> daj,
n:rr . 0
' Slll"'O. ~O ' Slll ... U.

where -~(.x-a) and ~(b-.r} are each positive aud less than ~7r.
But it will be seen that the argun1ent used in Fejer's Theoren1 \vith regard
to the integrals 1 lc~rr sin 2 na
-- j(.r±2a) --.- 2 --da
n1r o s1n a
applies equally well when the upper lin1its of the integrals are positive and
less than *t1r.
Therefore, in this case,
Lt Sn(.x) = ![f(.z: + 0) +.f(.r- 0)].
11----*'XJ

.i\_nd, as the terms .

satisfy the condition of Theoren1 II. of § 102, it follovvs that the series
a 0' + ( a 1' cos .r + b1' sin .-:r) + ( a 2' cos 2x + b2' sin 2.·r) + ...
converges and that its sum is Lt S. (:c). 11

11.

But (a0 - a 0') + L{( an- an') cos n.r + (bn -· bn') sin n.r}
1

1f a ~~rrl n
-- -l
7r
( +.-rr .b
jt J(.r
.. ' ){ 1 +
2 L1 cos n(.x' - .x),l d.r. '

= ]__ f j"a [rr+xlJ .f( .'l~')sin l(2n + 1)(.v'- .r) d ~' t

2 7r l• - rr+x + . b . 1( ' ·)
Sill 2 .'C - .1
,1

_!J~rr
-
7r ~(x- a)'
f( .x _ 9... a. )sin(2n+1)a
• d.cJ. + ~-j ~rr
SUl a
1

7r ~(b- ;r)'
_. f( .x + 2a)~in(2n+1)ad
. u..
Slll a

By § 94 both of these integrals vanish in the lin1it as n~ oo.

It follows that the series
'X!

( a 0 - a 0') + L{( an- an') cos n.r + (bn- bn')sin nx}

1

con verges, and that its sun1 is zero.

But \Ve have already shown that
00

a 0' + L(an'cosnJ;+bn'sin nx)

1

con verges, and that its sun1 is

t[f(.x+ 0) + f(.x- 0)].
* Cf. _footnote, p. 235.
t Outside the interval ( -1r, 7r).f(~r.) is defined by the equationf(x+27r)=j(:r.).
 FOURIER'S SERIES 243

It follo\vs, by adding the t\vo s~ries, that

oc

a 0 + L (an cos 1wJ· + bnsin n:t:)

1
converges, and that its snn1 is
![f(.x+ 0)+ f(.r-- 0)]
at any point bet,veen -1r and 1r at \vhich these limits exist.
When the lin1itsj( -1r+O) anclj(7r-O) exi<St, 've can reduce the discussion
of the sun1 of the series for /C= ± 1r to the above argnn1ent, using the
equation f(x + 21r) = f(.J.J).
We can then treat .:c= ±1r as inside an interval (a, b), as above.

REFERENCES.

BocHER, "Introduction to the Theory of Fourier's Series,'' Ann. J1fa,th.,

Princeton, 1V.J. (Ser. 2), 7, 1906.
DR LA v ALLEE PoussrN, loc. cit., T. II. (2e ed.), Ch. IV.
DINI, Sen:e di Fourier e altre rapp1'esentaz?:oni analytiche delle f'un;;z:oni di
'lt,na variabile reali, Cap. IV., Pisc=t, 1880.
FouRIER, Thr!or£e anal.?Jtique de la chaleur, Ch. III.
GouRSAT, loc. cit., T. I. (3e eel.), Ch. IX.
HoBSON, loc. cit., Ch. v-rii.
JoRDAN, Oours d'.Ana{yse, T. II. (3e ed.), Ch. v.
LEBESGUE, Lefons SU1' les series trigononu!triq'ltes, Ch. IT., Paris, 1906.
NEUMANN, Uber d. nach !{?·eis-, J{ugel- rzt. C,ylinder-Functionen jo?·t-
schreitenden Entwickelungen, Kap. II., Leipzig, 1881.
RIEMANN, Zoe. cit.
WEBER-RIEMANN, Die partiellen D2~{j'erent£al-gleickungen der 1nathen1at?'schen
Physik, Bel. I. (2. Aufl.), Braunschweig, 1910.
·wniTTAKER AND WATSON, J.1foclern Analysis, Ch. IX., Can1bridge, 1915 and
1920.
EXAMPLES ON CHAPTER VII.

1. In the interval O<.x<~, f(x)=~l-.•·,

l 3
and in the interval 2 < .1? < l, f(.r) =.x-
4z.
2l ( 27r X 1 61r.X 1 101r.'f )
Prove that f(.'r) = 7r 2 cos l - + 9 cos -l- + 25 cos -T +... ·

2. The function f(x) is defined as follo·ws for the interval (0, 1r);
f(x)=~x, when 0 <.x < !1r,
f(.x)=-~7r, when !1r<x<i-7r,
f(:t·) =} (1r- .1~ ), when *7r < .x :::= 1r.
Shp\v that
~
!( '1')= 1r Esin ?J(2n- 1)1r sin (2n -1)-'r when 0 <. .r < 11
•·
1 ( 2n - 1? '
244 FOURIER'S SERIES

3. Expandf(x) in a series of sines of n1ultiples of rr.t'/a, given that

f(:u) = m~t·, \vhen 0 ~ ~t· <-~a,
f(~·)=nt(a-~·), \Vhen ~a<.t)<a.
4. Prove that
. 2n1rtr
l oo Sill -l-
~l
....
- x =- L
1r 1 n
, when 0 < .1~ < l,
2n1r.<r
[2 [2 00 cos - l -
and (~l- .1~) 2 = + -~ L n"'')
, when -c:: .rc< l.
0 ----
... 12• 71 ...
1

5. Obtain an expansion in a mixed series of sines and cosines of n1ultiples

of .x \vhich is zero between -7r and 0, -and is eqnal to ex between 0 and 1r,
and gives its values at the three lin1its.

6. Show that between the values -7r and + 1r of /r the following

expansions hold :
. 2 . ( sin .r 2 sin 2.t' 3 sin 3.x )
s1n 1n.1) = - sin 1n1r 12
1r
•) - ,-. 9 2 + .) •> -1- • . • ,
- 1/t'"' z'"'- rn 3 . . -1n-
\

2 . ( 1 'In cos ,1v" 1n cos 2.1~ ?n cos 3.-r )

cos rntc=- s1n ?n71 - +I"- ')- o 2 2 - + •)') ') - · ·· '
71 •2rn .., -1n"" ~ - ?n v""'- ?n'" ·

cosh n~:-c _ ~
. h 11171 - 1r 2nt
(_!_ _m1') cos .-c') + 1n2 cos 2.x _ ?n cos 3x
3').. + ?n'"')
)
+ ... .
sin ... + rn'"' 2 + ?n'""
')

7. Express .1:2 for values of .X' bet,veen -7r and 1r as the sun1 of a constant
and a series of cosines of multiples of .1'.
Prove that the locus represented by
~( -l)n-1 . .
:L1 ')
n-
sin n::c sin ny= 0

is two systen1s of lines at right angles dividing the plane of ,,r, y into
squares of area 1r2.

8. Prove that
9 2 c3 oo 4d ( . n1rc n1rc) n1r
.Y"' = 3 d + ~ n 31r3 d s1n d - n1rc cos d- cos d .r

represents a series of circles of radius c \Vith their ceHtres on the axis of .r

at distances 2d apart, and also the portions of the axis exterior to the circles,
one circle having its centre at the origin.

9. A polygon is inscribed in a circle of radius a, and is such that the

alternate sides beginning at (}=0 subtend angles a and fJ at the centre of
the circle. Prove that the first, third, ... pairs of sides of the polygon 1nay
he represented, except at angular points, by the polar equation

. 1re . 21re
?'=a 1 sn1-- + a sin------ + ...9
a+(3 ~ o.+(3 '
 245
a
. nTra 0. r-r n7r(p
·where Sill (3) cos -2 /n cos ---(.)see¢ d¢
(
4a 2 a+ ~o a"+fJ
8
• n1r (2a + (.)) (.)j~~-r n1rrf...
cos __'Y_ sec ¢ d¢.
+sin fJ cos !!_
2 (a+ (3) 2 o a+ (3
Find a sin1ilar equation to represent the other sides.
10. A regular hexagon has a diagonal lying along the axis of .v. Investi-
gate a trigonon1etrical series 'vhich shall represent the value of the ordinate
of any point of the perimeter lying above the axis of ,'t'.
11. If 0<:r<2Tr, prove that
1r sinh a(1r- x) sin /C 2 sin2.:t· 3 sin 3.:t'
2 -s!ii}}a;:--=az-+-1 2 + a 2 +2 2 + a 2 +3 2 + ....
12. Prove that the equation in rectangular coordinates
2 4/t, ( 7rX 1. 27rJ) 1 37r~t' )
1/ =- h +-2 cos- - ~2 cos --- +-2 cos-- - ...
•· 3 1r K 2 K . 3 /(

represents a series of equal and similar parabolic arcs of height h and span
2K standing in contact along the axis of L't'.

13. The arcs of equal parabolas ct1t off by the latera recta of length 4a are
arranged alternately on opposite sides of a straight line forn1ed by placing
the latera recta end to end, so as to n1ake an undulating curve. Prove that
the equation of the curve can be written in the forn1

1r3.Y _ ". 1r:J.J 1 . 37r.:t' 1 . 57r ~v

64a- sin 4c~ + 3:) Sin 4a +53 sin 4a + ....

14. If circles be drawn on the sides of a square as dian1eters, prove that

the polar eq nation of the quatrefoil forn1ed by, the external sen1icircles,
referred to the centre as origin, is
7r?'
4a,J2 =! + -r\- cos 4 e- 61:1 cos 8 (} + 1 ~ 3 cos 12 (} + ... '

·where ct is the side of the square.

15. On the sides of a regular peutagon ren1ote fro1u the centre are
described segments of circles which contain angles equal to that of the
pentagon; prove that the equation to the cinquefoil thus obtaine~ is

7r?' = 5a tan 5 1 - 2
1r [
f (- 1)n 25n
oo cos 5n(}J
1 ' 2-

a being the radius of the circle circumscribing the pentagon.

16. In the interval

and in tlle interval

246 FOURIER'S SERIES

Express the function by rneaus of a series of sines and also by rneans of a

series of cosines of nnlltiples of 1rl-c 0 Dra'v figures showillg the functions
represented by the t'vo series respectively for all values of x not restricted to
lie between 0 and l. ·what are the sums of the series for the value .-r= ~?

17. A point n1oves in a straight line 'vith a velocity which is i11itially u,

and 'vhich receives consta11t incretnents each equal to 1t at equal intervals T.

Prove that the velocity at any tin1e t after the beginning of the n1otion is
1 'ltt 1 2n1r
V=-'lt+-
2 T
+-1f'lt n=1
oo
L- S l n - - t
n T '
o

and that the distance traversed is

'ltt 1tT 1tT 'l)~ 1 2n7r
- --(t+T)+~] - ~L-.)cos-to
2 T 1i.., 1 n'"" T 2 2 [See Ex. 4 above.]

18. A curve is forrned by the positive halves of the circles

(
c~:c- 4n + 1)a) 2 +y 2 = a 2
and the negative halves of the circles
(.t·-(4n-1)a)2+y2=a2,
n being an integer. Prove that the equation for the cornplete curve obtained
by Fourier's n1ethod is
2 L ( -1)K- 1 s111
.?J=- K='X!
• (
K-
1)~- 1fX
-
~~(t
s111
• (
K-
1)~-- -,../a2- x'2da/.
7r:J/
a K=1 2 a .,o 2 a
19. Having given the forn1 of the curve y=f(.x), trace the curves
7r
9. 00 ~C)

;y = 2 L sin r:;c I -f( t) sinrt dt,

7i 1 Jo
~71"

.?J=~~siu(2r-1)x ,- f(t)siu(2r-1)tdt,
2

7T 1 Jo
and sho\v 'vhat these becon1e ·when the upper limit is !!"_ instead of!!...
4 2
20. Prove that for all values of t between 0 and ~ the value of the series
a
oo 1 . r1rb . r1rx . r1rat
L - Slll - Slll - Sill - -
'r l l l
is zero for all values of .v bet,veen 0 and b-at and bet,veen at+ b and l, and
is: for all values of .-r between b-at and at+b, when b<~.
21. Find the sun1 of the series
1 oo sin 2n7r:t·
1t=- L ,
7r 1 n
1~ sin (2n- 1)1r.1~
'V=-~ '
7T 1 2n -1
and hence prove that the greatest integer in the positive number :t IS
represented by x+1~- 8v 2. [See Ex. 1, p. 230, and Ex. 4 above.]
 FOURIER'S SEl=tiES 247
22. If .1:, y, z are the rectangular coordinatPs of a point which moves so
that fron1 y=O to y=tc the valne of z is K(a 2 -x 2), and fron1 y=.v to y=a
the value of z is K( a 2 - ,y 2), show that for all values of x and ,1/ between
0 and a, .z Inay be expressed by a series in the form
""' ,_
~ .._ 1p r
'1
.
Slll -
p7i(a;-a)
2
- - . qTr(.?J+a)
a· ::.. a
Slll ---;-l -- ,

and find the values of Ap, rz for the different types of tern1s.

23. If / ( ,'l; ) = 7r Slll

.
.t·~ \V 1len 0 ~-X-=_:::
-~- 7i
,
2 2
and
prove that, \vhen o<,v<'Ti,
j(:1;) =81 + S 2 - S 3 ,

where S1= l 2 . 4. 6. 6
. Sin 2.J;- , - r;- Slll 4.t' +-;:----:; Slll .V- ... ,
3 ,3 • 0 D. i

S.) =sin tC + l sin :3.1; +~-sin 5:r + ... ,

w ,_) ,)

S3 =sin 2x + J-,, sin 6.v +-!-sin 1O.r + ... , ,)

and find the values of 8 1 , S 2 , and 8 3 separately for values of X lying within
the assignetl interval. [Cf. Ex. 1, p. 230.]
4 ( . sin 3x sin 5~))
24. If j(x)=-.)
7r"'
,) -
SlllX·-
3..
+ 0""
""'') - ... )
2 ( . _ sin 2x sin 3J:: )
+;: sin~v-~+---- -- ... ,
3
sho"v that j(x) is continuous bet\veen 0 and 7i, e:tnd that j(1r- 0)= 1. Also
sho\v that /'(,-c) has a sudden change of value ~
7r
at the point :.
Zl
[See Ex.l, 2,
pp. 222-3.]
25. Let
f(;:v) =~sin 3 (2n- 1).c _
2
~sin (2n- 1 );J; + ~ f ~in}, (~l~- 1)1r sin (2n- 1)~r
_ 1 2n- 1 1 2n- 1 1r 1 (2n- 1)2 '

when 0 < .t· ~ 1r.

Show that /(+O)=f(Tr-0)= -}n·,
f(~ 7r + 0)- /(~7r- 0) = - ~7r,
f('j7r + 0)- f('fi7r- 0) = ~7r ;
also that /(0) = /(~7r) = f(~7r) =/(7r) = o.
l1ra'v the graph of f(.u) in the interval (0, 1r). See Ex. 1, p. 2:30, and Ex. 2
above.]
 CHAPTER VIII

THE NATUl~E OF THE CONV:ERGENCE OF FOURIER'S

SERIES

104. The Order of the Terms. Before entering upon the

discussion of the nature of the convergence of the Fourier's
Series for a function satisfying Dirichlet's Conditions, 've shalJ
show that in certain cases the order of the ter1ns n1ay be
deterrnined easily.
I. Iff( x) is bounclecl ancl otherwise satisfies Dirichlet's CoT~­
clit-ions i11 the inteTval (- 71, 71 ), the co~(ficie1~ts i/n. the Folt?"ieT' s
SeTies jo1· f(x) ctre less in absolute value than Kj11, ~vhere K is
so?Jte pos·itive ?1'tf./111ber

Since 71C~,= r.
intlepe1~dent of' n.

f(x)cosnxdx,
and the interval may be brolcen up into a finite number o£ open
partial intervals (Cr, c.r+ 1 ) in which f(x) is 1nonotonic, it follows,
fron1 the Second Theoren1 of Thfean Value, that
71Ci.n == LJc .+ f(x) cos ?tX clx
1 1

cr
= { J
gr
:2: f(c,.+ 0) c,. cos nx dx + f( c,.H- 0) tr
fcr+l
cos
\
nx dx f'
where f·r is sorne definite nurnber in (Cr, ct+ 1 ).

'fhus r.la,l< ·~ :2:{lf(cr+O)I+if(c,.+I-O)I}

1~

<4pM,
n
where p is the nu1nber of partial intervals and JJf is the upper
bound of ]f(x) I in the interval ( -71, 71).
Therefore [Ci.11 I K /n, <
vvhere K is son1e positive nun1ber independent of n.
248
 FOUJtlElt'S ~JjJltl~S 249

And sin1ilarly we obtain

\bni<Kj1L.
\Ve may speak: of the ter1ns of this series as of the order 1/n.
When the terrns are of the order 1 jn, the series will, in general,
be only conditionally convergent, the convergence being due to
the presence of both positive and negative terms.
II. Iff( x) is bou'nclecl a1~cl co'ntin1~ous, and otherwise satisfies
Dirr·ichlet's Oon(litions in -71<x< 71, 1vhile f( 7i- 0) == /( -71+ 0),
c~;nd if f'(x) is bo1~nded a/nd otherr·wise satisfies Dirichlet's Con-
ditions in the san~e ·interval, the coeffic·ients i.n the Fo't(;rr·ier' s
Series .fo'r f(x) are less in absolute val1~e than Kjn 2, wherre K is
sorrne positive n1(;1nber independerrLt of 1~.
In this case we can 1nalce f(x) continuous in the closed interval
(-71, 71) by giving to it the values f(-71+0) and f(7i-O) at

'fhen r.an= r.
x = -71 and 7i respectively.

f(x) cos nx dx

=! [f(x) sin 11x]1r - !_ Jrr f'(x) sin11x dx

n -Tr n -rr
= - !_ Jrr f'(x) sin 1~x dx.
n -rr
But vve have just seen that with the given conditions

is of the order 1/'fL

r. f'(x) sin nx dx

It follo,;vs that I Cin l<K/n 2 ,

vvhere K is some positive number independent o£ 11..
A si1nilar argument, in which it will be seen that the condition
/(71-0)=~f( ~71+0) is used, shows that
lbn!<K/n2•
Since the tern1s of this Fourier's Series are of the order l/n 2,
it follows that it is absolutely convergent, and also uniformly
convergent in any interval.
~rhe above result can be generalised as follo,vs: If the j1~1~ctio11
.f(x) ct1~cl 1:ts cl~ff~rential coejjicie11ts, 1-ilJ to the (p -1 )th, Ci1"e
bo·u11cled, C011ti11uous a1~cl otherw~1:se sc'itiBfy D·£richlet'8 Oo1?~­
clitio1~8 i11 the i1~te1"val - 71< x< 7i, a1~cl
!(1')(- 71 + 0) =!(?')( 7i- 0), [1" ~ 0, 1, ... (p- 1 )],
250 THE NATURE OF r_rHE CONVERGENCE OF

a11d 1:j the pth_ d~tje/te?ttial coe._fficient is boun.derl ancl otherlvise

satisfies D i~richlet' s Conditio~ns i1~ the t)CL1J1e i1~terr·vctl, the co-
ejficie1~ts iTlJ the Fo1.Jfrierr·'s Series for f(x) tv·ill be less i1~ absolute
value than J{j?~P+ 1 , where K i8 80ine positi~ve nuTt~be1" i?~cle­
pen.derr~;t oj~ n.

105. Again suppose that the interval (- 1r, 1r) can he broken up into a
certain nnn1ber of open partictl intervals ( -1r, c1), (cu c2 ), ••• (em, 1r), in
each of which f(,:v) and f'(:v) are bonnded, continuous and otherwise satisfy
])irichlet's Conditions. AJso let f/'(x) be bouuded aud other,vise satisfy
Dirichlet's Conditions in the whole interval.
In this case /(- 1r + 0), ... f(cr ± 0), ... j(1r- 0) and /'(- 1r + 0), ... ,
j''( c.t ± 0), ... f'( 1r -- 0) exist, 'v hen r < ·m.

Also 1ra,. = ("

1

~- 7r
f (''') cos n:v d.'I:+ tf (
.. Ct
2
x) cos 1k'C d.v + ... + j~ rr f( x) cos nx dx.
Cm

Integrating by parts, we find that

(.ln-
_An_~< ' ...............•...•.....................•....• , ...
(1)
n n
?n
where 7r An= L sin ncr{f(c1.- 0)- f(cr+O)}
]

and 1rb,.' = .C,/'(.v) sin nx dx.

Sin1ilarly, frorn the equation
. 1rbn = ~~c 1 f(,,J·) sin n~v d.t· + J~.c f(.x) sin n.v cl.u + ... + (rr f(x) sin nJ; d.?J,
2

.. - rr Ct .. em
've find that
B . '
bn = _____?! + (ln ' • • : • • • • • • • • •• ·• • • • • • .• • • • • • • • • • • • • • • • • • • • • • . • . • • • . • • . • • • • • •• • • • • • • • •• • • • • ( 2)
n n
"rhere
?n
1rBn=- Lcosnc,.{f(c,.-O)-/(cr+O)}+cosn7r{f( -1r+O)-j(1r -0)}
1

aud 1ra,' = J: ,,f'(x) cos n;v dx.

In the san1e way 've get

B n ' an"
bn' -
- -n + n'-
'vhere

?n
7r Bn' = - L cos ?W.,.{j'(cr- 0)-/'( C1• + 0)} +cos n1r{ /(- 7r + 0)-/( 7r- 0)},
1

and 1ra," = J:" f"(x) cos nx dx,

1rb,.'' = .r:" j"(x) sin n.v dx.

 JTO.URIER'S SERIJ£S 251
. An Bn' au''
Thus a ----
n- n n~
- -?t/'
-

This result includes that of § 104 as a special case. It is also clear that
1rlAnl, 1rjBnl, 1riAn'l and 1rjB?/I are at n1ost equal to the sun1 of the "jnn1ps"
in f(::r:) and /'(.x),· as the case n1·ay be, including the points .x·= ± 11 as points
of discontinuity, \vhen j(1r- 0) =!=/( -1r+O), and j'(1r- 0) =!=/'( -1r+O). And
under the given conditions a,/' and bn" are of the order 1/n.
The expressions for an aud bn can be used in detern1ining the points at
\vhich the sun1 of a given Fourier's Series n1ay be discontinuous.
'fhus, if we are given the series
sin x + ~ sin 3x +} sin 5:v + ... ,
a11d asstune that it is a Fo.urier's Series, and not sin1ply a trigonon1etrical
series (cf. § 90), ·we see that
an= o, bn = (1 -cos ?271" )/2n.
So that (1) and (2) above \Vould be satisfied if
An= 0, Bn = (1- cos n11 )/2, an'= 0 = bn'·
Hence, if c1 , c~, ... are the points of discontinuity,
11 An=-= 0 =[sin ?W 1{/( c1- 0)-/( c1+ 0)} +sin ?W~{f( c2- 0)- f( c2+ 0)} + ... ].
/

Since this is true for all integral values of n, the nun1bers c1 , c~, ... \vould
need to be n1ultiples of 11; and, since cu c2 , •• ·.·lie in the interval - 7r<.t'<7r,
cl =0 anu c2, c3, ... do' not exist.
Su:bstituting c1 = 0 in the equation for Brq
11(~-~ cosn7r)=cosn7r{f( -7r+0)-/(7r-·O)}+{/( +0)-/( -0)}.
Since this is true for all integral values of n,
!71"={/( +0)-~f( -0)}={/(71-0)--f( -7r+0)}.
Thus \Ve see that, if the series is a Fourier's Series \vith ordinary discon-
tinuities, j(.1:) has discontinuities at :t·= 0 and x = ± 11. .Also, since an'= bn' = 0,
\Ve should expect j'(J:;) to be a constant (say k) in the open interval (0, 7r),
and - k in the open interval ( - 11, 0).
As a n1atter of fact, the series is the ~.,ourier's Series for f(:t·), \vhere

j(.1:) = i-11 in .0< x< 1r, \

f(:v) = - f7r in - 1r< x< 0. J

106. Discussion of a case in which f(x) has an infinity in (- 1r, 1r ).
We have seen that Dirichlet's Conditions include the possibility of j(:t·)
having a certain number of points of infinite discontinuity in the interval,
.
subject to the condition that the infinite integral J~ f( x) dx is absolutely
convergent.
 Let us suppose that near the point xu, \Vhere - 1r < .:t'u< 1r, the function
j -'(x) is such that -t..( )
/(a;) 9-' :t· '
(.x-xoY
where O<v<l and ¢(1.:) is n1onotonic to the right and left of xu, while
¢(xu± 0) do not both vanish.
In this case the condition for absolute con vergence is satisfied.
Then, in determining a 11 and bn, where

7rCI,.= J:rrj(x) cos n.x d:;: and 7rbn= .r:rrj(x) sin n:;: th·,
we break up the interval into
(-1r,a), (a,~~u), (.:t·0 ,fJ), and ({J,1r),
\Vhere (a, fJ) is the interval in which f(a~) has the given forrn. In ( -1r, a)
and (fJ, 1r) it is supposed th_at .f(x) is bounded and otherwise satisfies
Dirichlet's Conditions, and \ve kno\v fron1 § 98 that these partial intervals
give to an and bn contributions of the order 1/n.
The ren1aiuder of t.he integral, e.g. in ctn, is given by the sun1 of
"Xo-o ¢(x) ¢(x)
Lt
o-+0
j ,. .
(,}J- Xo)
a
v cos n~x dx and Lt j -.
·{3

o-+0 +o (,X- .Xo)

;c 0
v cos nx dx·,

these lin1its being kno\vn to exist.

We take the second of these integrals, and apply to it the Second Theoren1
of Mean Value.
Thus we have
J'§
1 {3 ¢(x)
---'---'--'--cos nx d.:t· = ¢(xo + o)
,;o+o (x- Xot
cos nx
. xu+o (i.e- .'1'oY
dx + ¢( fJ)
['{3 -cos---
nx
§ (.x- .:t'uY
d.t·,
v

\vhere xu+o<~<p.
Putting n(.x- ~ru) = y, \Ve obtain
¢(.0) d ' rl-(x +o)j"n(§-xu) cos(y+n.t·0)d
1 {3
..co+o(x-.xot
cos nx x·= '+" 0
n)-v no
•
yv
y

+ ¢( {3)j"nf3 cos C.v + n.x0 ) dy.

n 1- v n (E- xo) yv ,
But
1
a
u cos- (F
._, + ?kC0 ) dy =cos nx0 j"b cos?'
2/v . - ~ ((,
__
.Yv
.
;; dy- stn nxu
sin
--
ct .Yv
Y'
dy. 1b
Also w he11 a, b are positive,
dy I,
11 bcosy
. a yv
are both less than definite nun1bers independent of a and b, \Vhen 0 < v < 1.
Thus, whatever positive integer n n1ay be, and whatever value o may have,
subject to 0< O< fJ- .'Co,

I;:,:+8 .(.x~/>(~)
•. 0 - i:t 0 )
v cos n.1: tb: I< /(' jnl- v,

where [(' is sorne positive nun1ber independent of n and ~·

 FOURIER'S SERIES 253
It follo,vs that
q> (;.~:) c,r 'I .1
J
~ {3
Lt ---cos n:v cl .v: <11. n - v.
I o-70 :co+o (:v- ,'{)ot I

A similar argument applies to the integral

;t:o- o ¢(.1;)
a i - ~ - -- cos n.r: d.1~.
(.'C- .1:oY
It thus appears that the coefficient of cos n.?) in the Fourier's Series for the
given function f(.'C) is less in absolute value than J(jn)- '', \Vhere /( is sorne
positive nun1ber independent of n ; and a corresponding result holds \Vith
regard to the coefiicien t of sin n.?).
It is easy to modify the above argun1ent so that it 'vill apply to the case
'vhen the infinity occurs at ± 1r.

107. The Uniform Convergence of Fourier's Series. We

shall deal, first of all, with the case of the Fourier's Series for
.f(x), when f(x) is bounded in ( -11, 11) and other"\JV'"ise satisfies
Dirichlet's Conditions. Later 've shall discuss the case vvhere a
finite number of points of infinite discontinuity are ad1nitted.
It is clear that the Fourier's Series for f(x) cannot be uniforn1ly
convergent in any interval which contains a point of discon-
tinuity; since unifor1n convergence, in the case of series "rhose
terrns are continuous, involves continuity in the surn.
Let f(x) be botundecl iT~ the interval ( -11, 11), O/ncl other1vise
satisLfy Dirichlet's Oo~nditions i1~ that i1~terr,val. Then the
Fo'Lt?"ierr's Serries .fo?/1 f(x) conve?/)ges rtt12iformly to f(x) in rtT~Y
i1~terval ~vhich contai1~s 1teithe?" in its interio1/) 1~orr at Cf/rt; en,d
any point of disco1~ti1~1tity of the f1t1~ctioTL
As before the bounded function f(x), satisfying Dirichlet's
Conditions in (- 11, 11 ), is defined outside that interval b~y· the
equation
f(x+27r)=~f(x).
Then we can express f(x) in any interval-e.g. (- 27r, 211)-as
the difference of two functions, vvhich we shall denote by F(x)
and G(x), where F(x) and G(x) are bounded, positive and
monotonic increasing. They are also continuous at all points
where f(x) is continuous [§ 36].
Let f(x) be continuous at a and b* and at all points in
a<x<b, where, to begin with, vve shall assu1ne-11<a and b<ll.
Also let x be any point in (a, b).

*Thus j(a+O)==f(a)==j(ct-0) and f(b+O)=j(b)=f(b-0).

254 THE NATURE OF THE CONVERGENCE OF

rrhen vvith the notation of § 95,

1
Sn ) 1 Jr.
~.. (X=- f( X I) sin ~- ( 2·n + 1) ( X - x) d X I
-rr
i.J •

')
../71.
·
Sill~ X - X
1( 1 )

sin rn~a
=--1 J~7r I
J\x+2a) . cla, where 111=211+l.*
71 _ ~r. . s lll a
Thus
. 1 J:Ir. F(x+2a) Sill. ?J1a cla
Sn(X)=-
1 •

7i -:tr. Sina

1 J~rr G( x+ 2a) ·sin. 111a-ca.

-- l ................. .. (1)
71 -tr. Sin a
\Ve shall now discuss the first integral in (1 ),
:Ir.
1
· Sin ?J1a
F(x+2a)- ~;--- - da,
•

J -~n . Sll1 a

~rr F( X+ 2a. ) sin. 1na cl a. + J~r. F( x _ 2a ) sin. 1na ca.

J
~.e.
l
0 sin a 0 Sin a
Let fl be any nun1ber such that O<fl<Q-7i.
Then
I
2 r. F(x + 2a) sin. 1na cla == F(x+ 0)J'Jrr s1n
•
1/'~a
~~.- -~- clu
I • .

J0 sin a
/J.
0 Sin a
sin rn~a
.
+
J 0
{F(x+2a)-F(x+O)}
Sin
da
a.
~rr sin 1na
+
J p.
{J?(x+2ct)-F(x+O)}~
,
.
sin
do.
a
== 11 +12 +13 , say. . ............ ,. ......... (2)
We can replace F(x+O) by F(x), since F(x) is continuouR at x.
'Jr. -~.
1
Sin 1na
•

Now we k:now that

J 0
-- dct == -&7i,
sin a ""'
since 11~ or 2n + 1 is an odd positive integer.
Thus 1 1 == }71F (x). . ............................... (!3)
Also {F(x+2a)-F(x)} is bounded, positive and n1onotonic
increasing in any interval; and -. ct_ is also bounded, positive and
Sin a
monotonic increasing in O< a < ~71.

* "'T e
have replaced the lin1its - 1r, 7f by - 7f + x, 7f +a~ in the integral before
changing the variable fron1 x' to a by the substitution x' = J>t- 2a. Cf. § 101.
 FOURIER'S SERIES 255

~rherefore "ve can apply the Second Theoren1 of Mean \Talne to

the integral M
¢ ( a ) sin
-- rrnu.
- d a,
Jo
a
a
"vhere ¢(a)== {F(x+2a)-F(x)} Sin
. --.
(1

It follows that
p, J-r.t sin r;na
l 9 == {F(x+2~t)-F(x)}-.- - da,
~ Slnp, ~ a
"v here 0 < t-<:: p,.
But we know that
M~in ~]_t~a cla I== JmM sin ada I< 7i. (§ 91 .)
J~ a rn~ a
Therefore ll j<{F(x+2p,)-J?(x)}-lfrs_'
9
~ Slnp,
. ................ (4)
~, sin 111a
Finally I~=={F(x+2p,)-F(x)}
J M
·.
sin a
cla

+ {F (x + rs) -}t (x)} j"2rr fnn

1 •
:l111a
--. cla,
t Sin a
where p, ·< t'-<:::. -Q-rs.
But, if O<
8 < ¢ < 2-rs,
<P sin. 111a cla == -~1 Jx sin
• 1 f<P sin
Tna cla + -.-
.
J Sin 8 8
r;rta cla,
8 Sin a Sin ¢ X

where 8< X<¢·

sin r;na l
Therefore
J
<P
e s1n a
. ca < r;n-2 {cosec e+cosec ¢}
4
<-cosec e.
r;n
It follo,,rs that
"4
113 1< r;n Sin
. p, [{F(x+2p,)-F(x)}+{F(x+rs)-F(x)}] ·
< ?r~.;
4~
Sin p,
' ....................................................... (5)

where K is some positive nun1ber, independent of 111, and de-

peJ!ding on the upper bound of lf(x) I in ( -rs, rs).
Combining (3), (4) and (5), 've see fron1 (2) that
!J4rr F( x+ 2·
a ) sin. ?na cl a _lF(
') x )
rs o Sin a -
< {F(x + 2~t)- F(x)} --.11-_~-p, +- ~~- Jt . ...... (6)
Sill 111/7r Sill
256 THE NATURE OF THE CONVERGENCE OF

A si1nilar argument applies to the integral

J
~rr F ( x-za sin
-.--111a ·l
;l
c a,
)

0 Sin a

but in this case it has to be remembered that F(x-2a) is n1ono-

tonic decreasing as a increases fro111 0 to ~"·
'The corresponding result for this integral iR that
1 Jkrr sin r;na
- .F(x-2a) . cla- ~F(x)
1 7r 0 Sin a
p. 4K
<IF(x-2J-t)-F(x)j-.-+ . , ...... (7)
Sill fJ. 11~7r Sill fJ.

K as before being some positive number independent of 'rn, and

depending on the upper bound of \/( x) I in ( - ", ").
Without loss of generality vve can tak:e K the san1e in (6)
and (7).
Frorn (6) and (7) we obtain at once
~!J~"" F(x+2a) 8 i~~~w da-F(x) 1

I 7r - !rr Sill a
<~~{[F(x+2,u)-"F(x)[+[F(x-2,u)-F(x)[}+
Sill !J.,
8
~ ..
Tfl,7r Sill Jl
(8)
Similarly vve find that
IJ!rr
- G(x+2a)--~---cla-G(x)
sin rna
7r - lrr Sill a
2 . sl{
< .M
Sill Jl
{jG(x+2J-t)-G(x)\+\G(x-2p.)-G(x)\}+
?1~ 7r
.
Sill fJ.
. (9)
Thus, fron1 (1),
1 J~rr f(x+2a) sin. 111a cla-f(x) I
1

: 7r
-

_ krr Sill a
< sin
---;-~-··- f I F(x+ 2fl)- Ji'(x) I+
Jl l
1 F(x- 2J-t) -F(x) (
+I G(x + 2p.)- G(x) I+ IG(x- 2p.)- G(x) I}
161{
+ . . .........................................(10)
"1117r Sill fJ.
Now F(x) and G(x) are continuous in a<x<b, and also when
x ==a and x ==b.
Thus, to the arbitrary positive nun1ber e, there will.correspond
a positive nu1nber fJ.o (which can be taken less than ~")such that
jF(x+2J-t)-F(x) l<e, I G(x+2J-t)-G(x) J<e,
when I p.\ ~ p.0, the same fJ.o serving for all values of x in
a---x<:_ b. [Cf. § 32.]
 FOURIER'S SERIES 257
Also we k:now that p. cosec fJ. increases continuously fro1n unit,y
to t" as p, passes from 0 to ~ ".
Choose p, 0 , as above, less than ~"' and put M-=== fJ..o in the argu-
ment of (1) to (10). This is allowable, as the only restriction
upon tJ.. was that it must lie between 0 and t"·
Then the terms on the right-hand side of (10), not including
I6Kjn~" sin p. 0 , are together less than 8e for all values of x in
(a, b).
So far nothing has been said about the nu1nber rn, except that
it is an odd positive integer (2n+l).
Let n 0 be the smallest positive integer which satisfies the
inequality IoK
--
(2n 0 + 1 )7r sin p. 0 •
<e
As K, p., 0 and € are independent of x, so also is rn. 00 \Ve no\v
choose ?n (i.e. 2n+1) so that n>n0 •
Then it follows from (10) that
ISn(x)-f(x))<9€, when n>n0 ,
the san1e 110 serving for every x in ct < x < b.
In other words, we have shown that the Fourier's Series con-
verges uniformly to f(x), under the given conditions, in the
interval (a, b).*
Iff( -?r+O) j'(rr-0), \Ve can regard the points ±1r, ±27r, etc., as points
at ·which f(tc), extended beyond ( -1r, 1r} by the equation f(x+27r} f(.x), is
continuous, for \ve can give to f( ±7r) the con1n1on value off( -1r+O) and
f(7r- 0).

*It may help the reader to follo-w the argun1ent of this section if \Ve take a
special case :
E.g. f(x) =0, -1r<x<o, l
f(x) ==I, 0-c::::::::x<?T. J
Then 've have :
--
I
Interval. j(x) I F(:c) G(;c)
I
I
-27f <X< -?T 1 I I 0
-- I

-1r<x<o 0 I I

O<x<1r I 2 1

1r<x<21r 0 2 2

If 0< a< x S b<, 1r, the interval (a, b) 1s an interval 111 'which f(x) is·
continuous.
C. I R
258 THE NATURE OF THE CONVERGENCE OF

The argun1ent of the preceding ~ection ·will then apply to the case in
which· - 1r or 1r is an end-point of the interval (a, b) inside and at the ends
of 'vhich j'(.JJ) is continuous.
108. The Uniform Convergence of Fourier's Series (contin1wd). By
argument sin1ilar to that en1ployed in the preceding section, it can be proved
that when f(x), bounded or not, satisfies Dirichlet's Conditions in the
interval ( -1r, 1r), and f(x) is bounded in the interval (a', b') contained within
( -1r, 1r), then the Fourier's Series for f(.JJ) converges uniforn1ly in any
interval (a, b) in the interior of (a', b'), provided f(x) is continuous in (a, b),
including its end-points.
But, instead of developing the discussion on these lines, \Ve shall now show
how the question can be treated by Fejer's Arithrnetic Means (cf. § 101 ),
and we shall prove the following theorem :
Let f(.JJ ), bounded or not, sat£sf.1f Dirichlet's Conditions in the interval (- 1r, 1r ),
and let it be continuous at a and b and i1i (a, b), VJhere - 1r < a ctnd b ~ 1r.
Then the Fourier's Series for f(.JJ) convmyes nniforn~ly to f(.JJ) in any interval
(a+ o, b- o) contah~ed 1v£th£n (a, b).
Without loss of generality "\Ve n1ay assume b- a< 1r, for a greater interval
could be treated as the sum of t\vo such intervals.

Let 21ra0' = ff ( x') d.r',

r.a,.' = l" f( x') cos nx' clx } >

n-1.
and -rrb.( =f f(.r'.) sin n.r' dx', -

Since f(a:) is continuous at a and b and in (a, b), it is also bounded in

(a, b), and we can use the corollary to Fejer's Theoren1 (§ 101) and assert that
the sequence of Arithn1etic Means for the series
00

aoI + ". : :". .-' ( a 11 I COS /l,X'+b n Sill n.1J

I • )

converges unijor1nly to f(x) in (ct, b).

Also I <
I an cos nx + bn Sill nx I== I
(an
•
'"'+ bn12) ~ .
I')

But .f(x) is bounded in (a, b) and satisfies Dirichlet's Conditions therein.

Thus we can write f(.JJ)= F(:-c)- G(:c),
'vhere F(x) and G(x) are bounded, positive and n1onotonic increasing
functions in (a, b). It follows that we can apply the Second Theoren1 of
Mean Value to the integrals
bF(.r) ib G(.'C)
1 a
1 COS
. nx d.'C,
Slll
1 1

1
a
1 COS I
. nx d.x,
Sln
I

and "\Ve deduce at once that (an' 2 +bn' 2) 2 <l{jn,

where ]{is son1e positive number depending on the upper bound of I f(.x) j
in (a, b).
 FOURIER'S SERIES 259
Then "\Ve know, from the corollary to Theoren1 II. § 102, that the series
oc
a0' + "'22 (an' cos n.v + bn' sin na::)
l

converges uniforn1ly to j(JJ) in (a, b).

Let us now suppose :c to be any point 1n the interval (a+ o, b- o) lying
within the interval (a, b).

1
With the usual notation

21ra0 = fJ<x')dx',
7ra, = J:" f(x') cos n.r' d.r',

1rbn = f" f(x') sin n.r' d,r'. J

It follo·ws, a.s in § 103, that
00

(a 0 - ao') + L {(an- an') cos n.x + (bn- bn') sin n.'t'}

1
is equal to
!_ (~rr f(x- 2a) ~in(~?!+ 1_)_a du + !_ J!rr f(.'t' + 2a) sin (~n + 1 )ada,
7T'JH.x:-a) s1na 7T' :t(b-:c) Slna
f(.x) being defined outside the interval ( -7T', 7r) by the equation
f(.·z: + 27T)- f(:c).
Now f(.x) is supposed to have not n1ore than a finite number of points
(say m) of infinite discontinuity in ( -1r, 1r), and j~,,f(x') Idx' converges.
We can therefore take intervals 2y 1 , 2y 2 , ••• 2ym enclosing these points,
the intervals being so sn1al1 that
I'

/ I/(J/) I d.·r' < ·2E sin ~o, [r = 1, 2, ... 1n]

~'2yr

E being any given positive nutnber.

Consider the integral
krr j(.1, ) sin (2n + 1) a d a,
!: 9a
_
1
... .
, -H:c- (t) Sin a
.x,as already stated, being a point in (a+ o, b - o).
As a. passes from i(x·- a) to i7T', '\Ve ntay meet son1e or all of the 1n points
of discontinuity of the given function in f(.1J- 2a). Let these be taken as the
centres of the corresponding intervals y 1 , y 2 , ... Ym·
Also the sn1allest value of(.~·- a) is o.

. + j" I/(:r- ,2a) I cla

Thus
1
Yr
f(x- 2a) sin (2n . 1 )a da. \< -.-
Sll1 a
1
1 ~
I Sill 20 ~ 'Yt'

< 9
_I 1 0 f lf(.r') Idx'
"""Sll1 2 J2y,.
260 THE NATURE OF THE CONVERGENCE OF

vVhen these intervals, such of thetn as occur, have been cut out, the integral

J~~~2.(~_,- a)
f(:r; _ 2 a) sin ~~n + l )ada
Sill a
\Vill at 1nost consist of (1n+ 1) separate integrals (lr)· [r= 1., 2, ... 1n+ l.]
In each of these integrals (lr) we can take f(x- 2a) as the difference of two
bounded, positive and rr1onotonic increasing functions
F(x- 2a) and G(.1J- 2a).
Then, confining our attention to (lr), 've see that
I
1
1<F- G) sin(:n+ 1)a da I
stn a
1
=I (F- G){ cosec 0/2- (cosec 0/2- cosec a)} sin(2n + l)a da I

<I J1l+ IJ2! +IJ3/+ IJ41,

where J
J 1 =cosec 0/2 Fsin (2n+ 1)ada,

J 2 =cosec 0/21 G sin (2n + 1) a. da,

J3 = 1 F{cosec 0/2- cosec a.} sin (2n+ 1 )a. da.,

J 4= 1 G{cosec8/2- cosec a.} sin (2n + 1)a. da..

But we can apply the Second Theoren1 of Mean Value to each of these
integrals, since the factor in each integrand which multiplies sin (2n+ 1)a is
rnonotonic.
It follows that

,vhere J( is son1e positive nun1ber independent of n and .1J, and depending

only on the values of f(x) in ( -1r, 1r), when the intervals 2y 1 , 2y2 , ••• have
been ren1oved fron1 that interval.
Thus
{,!rr f(x- 2a) sin (~n+ l)a da I< __ jm_+ 1)./{l --+mE
I.r~(:c _a) sin a (2n + 1) Sin 20
<(2u?,+1)E,
when (2n + 1) > J( cosec to.
Since this choice of n is independent of /t:, the integral con verges uniforn1ly
to zero as n--7-00, when X lies in the interval (a+ o, b- 0).
Sin1ilarly we find that

l
~rr f( x+ 2a---.
) sin(2n+ 1)a d
1
a
~(b- x) Sill a
converges unifortnly to zero \Vhen .1J lies in this interval.
'l'hus the series
00

( ct 0 - a0') + L{( an- an') cos n.'C + (bn- bn') sin nx}
1

converges uniforn1ly to zero in (a+ o, b- 8).

 FOURIER'S SERIES 261
But we have sho"rn that the series
00

a 0' + .t..J
'""""( an' COS n~r; + bn ' Slll
. n.t· )
1

converges uniforn1ly tof(x) in (a, b).

Since the sun1 of t\vo uniforn1ly convergent series converges unifornlly, we
see that oo
a0 + :L(an cos nx+ bn sin nx)
1

converges unifonnly to f(x) in (a+ 8, b- 8).

109. Differentiation and Integration of Fourier's Series. ~T e have

seeu that, \vhen f(x) satisfies Dirichlet's Conditions, the Fourier's Series
for f(.v) is uniforrnly convergent in the interior of any interval in \Vhich f(::u)
is coi1tinuous. We n1ay therefore integrate the series tern1 by tern1 within
such an interval, and equate the result to the integral of f(.x) between the
san1e liruits. And this operation 1nay be repeated any nLun ber of tin1es.
\Vith regard to terrn by tern1 differentiation, a sirnilar staternent would
obviously be untrue. We have shown that in certain general cases the order
of the tern1s is 1/n or 1/n 2 • In the first alternative, it is clear that the series
\Ve would obtain by tenn by terrn differentiation \vonld not converge; and
the same remark applies to the other, \vhen second differential coefficients
are taken.
This difficulty does not occur in the application of Fourier's Series to the
Conduction of Heat. In this case the terms are n1ultiplied by a factor
(e.g. e- Kn 2rr 2tfa,2), \V h ich 1nay be called a convergency factor, as it increases the
rapidity of the convergence of the series, and allows terrn by tenn differentia-
tion both with regard to .'0 and t.
If/(.~·) is continnons ,in ( -1r, 1r) and f(- 1r) f('rr), while f'(.u) ha,ving only a
~finite nzonber o.f points of· z·1~jinite discontinuit.lf ~·s absolutely integrable, the
Fourie1·'s Series for j~'(~t'), whether it conve1·ges Ol' not, £s given by ternt; to tern{;
d~f(e,rentiation of that corresponding to f( x· ).
Let a 0 , au bu ... , a 0 ', a 1', b1', ••• be the Fourier's Constants for /(.~·)
and f'(.t·).
Then

1ra n = J: rr j(;;; ) COS n.E d.c, 1ra.,: = J:,/' (X) COS 1l.E d.;;,

etc.
Integrating the expression for an' by parts, we see that

an'=_!{/( 1r)-/( -· 1r)} cos n1r + n Jrr j'(.x') sin n~v' d::v'
n iT -rr

=nbn,
since we are givenf(7r)=f( -1r).
Also a 0'=0.
Sin1ilarly, starting with b and integrating by parts, \Ve see that
17.'

bn'= -nan.
262 THE NATURE OF THE CONVERGENCE OF

Thus the Fourier's Series for f'(x) is that which \Ve obtain on differentiating
the series for f(x) tern1 by term.
On the other hand, with the same assun1ptions, except that f( 1r) =F f(- 1r ),
the terms in the series for f'(x) are given by

a0' =~ {f(rr)-/( -rr)}, ~

u,: _ ~{!( rr)- f( -·rr)} cos urr + nb,, f
bn- nan. .
Thus the Fourier's Series for /'(:;c) does not agree with that which we
obtain on tern1 by tern1 ditl'erentiation of the series for f(x).*

110. More General Theory of Fourier's Series. The questions treated

in this .chapter and the preceding n1ay be looked at fron1 another point of
view.
We 1uay start \vith the Fourier's Series
a0 +(a1 cosx+b 1 sinx)+(a 2 cos_2x+b 2 sin2.:t·)+ ... , ............... (1)

2rra 0 = fJ(x')dx',

rran = J_".,. f( x') cos n.r:' d:c', rrb, = J:.,. f( x') sin nx' d.t',
the only conditio11 in1posed at this stage being that, if the arbitrary function
is bounded, it shall be integrable in ( -1r, 1r), and, if unbounded, the infinite
integral J~.,. f(x) dx shall be absolutely convergent.
We then proceed to exan1ine under \vhat conditions the series (1) converges
for x=x0 •
It is not difficult to show that the behctviou1· of the series at x 0 c{epends only
on the natu1·e of thefunctionf(.r:c) in the neighbourhood of Xrr·
Also a number of criteria have been obtained for the convergence of the
series at .x0 to ~[f(x0 +0)+/(.t·0 -0)J, when these lin1its exist.+
Further, it has been sho\vn that, -ij (a, b) be any interval contained in
(- 1r, 1r), such that f(.v) £s contin1tous in (a, b), including the end-points, tlw
answer to the question ~whether the Fourier's Ser-ies converges 1lniforndy in (a, b),
or not, depends only 1tpon the nat1tre ofj'(::u) in an. inter?)al (a', b'), ~vhich incl~ades
(a, b) in its interior, and exceeds ~·t in length b!J an arbitrarily srnall a1nount.
Again it can be sho,vn that, when f(x) has onl;lj a finite nu1nber of po-ints of
infinite discontinuity, 1vhile j".,. f(x) dx conver,qes absolutely, then lfl f(:r) dx,
~where - 1r < a< f3 < 1r, is represented b,y the convergent serz'es obtained by

* See also Gibson, Edinburgh, P'roc. · 111ath. Soc., 12, p. 47, et seq., 1894.
t Of. de la Vallee Poussin, loc. cit., T. II., §§ 137-143.
 FOURIER'S SERIES 263
integrating the Fourier's Series ( 1) term b,y tenn, no assumption being n~ade as
regaTds the convergence o.f the original Fourier's SeTies.
The reader \Vho "\Vishes to pursue the study of Fourier's Series on these
lines is referred to the treatises of Hobson and de la Vallee Poussin.

REFERENCES.
BocHER, loc. cit.
DE LA VALLEE,POUSSIN, loc. cit., T. II. (2e ed.), Ch. IV.
IionsoN, loc. cit., Ch. VII. ·
LEBESGUE, Lefons sur les series trigono?netriq1tes, Ch. III., Paris, 1906.
WHITTAKER AND WATSON,' loc. cit., Ch. IX.

Note.-The treatment of the uniform convergence of Fourier'::; Series in

§ 108 is founded on the proof given by Whittaker and Watson on~pp. 169-170
of the 1915 edition of their Jl!odern Analysis.
In the 1920. edition the authors have n1ade considerable changes both in
the proof of Fourier's Theor.en1 (9. 42) and in the discussion of the uniforn1
con vergence of ::B-,ourier's Series (9. 44).
 CHAPTER IX
THE APPROXIMATION CUR\TES AND GIBBS'S
PHENOMENON IN :B,OURIER'S SERIES *

111. We have seen in § 104 that, when f(x) is bounded and

continuous, and otherwise satisfies Dirichlet's Conditions in
-?r<x<?r, j'(?r-0) being equal to f( -?r+O), and j'(x) is
bounded and otherwise satisfies Dirichlet's Conditions in the
same interval, the coefficients in the Fourier's Series for f( x) are
of the order l/n~ 2 , and the series is uni£orn1ly convergent in any
interval.
In this case the approximation curves
y ==Sn(x)
in the interval -" < x < " will nearly coincide with
y ==f(x),
when n is taken large enough.
As an example, let f(x) be the odd £unction defined in ( -7r, 1r)
as £ollovvs: j(x)== -!7r(7r+x): -?r<~x< -~~",
j(x) == t7rX, -17r <X<= t7r,
f(x)==-!7r(7r-x), i!"<x:==?r.
r_rhe Fourier's Series for j(x) ~n this case is the Sine Series
.
Sill X-
1 Sill
. 3X+ 1 Sill . 5X- ... ,
32 52
which is uni£orn1l~y· convergent in any interval.
The approximation curves
y ==Sill X,
1
• _I_ • 0
y == Sill X -
32 Sill uX,

. X - 1 Sill
y == Sill . 3 X+ 1 Sin
. 5X,
32 52
*This chapter is founded on a paper by the author in The American Jo'urnal
of M athen~atics, 39, p. 185, 1_917.
264
 GIBBS'S PHENOMENON IN FOURIER'S SERIES 265

are given in Fig. 30, along with y == f(x ), for the interval (0, 7r ),
and it will be seen hovv closely the last of these three approaches
the sun1 of the series right through the interval.
.Y

(I)

(2)

(3)

FIG. 30.

Again, let J'(x) be the corresponding even function:

f(x) == t7r( 7r + x), -~ <r,~

II
<
=tv= _l
2 7r,
j~(x)= -1 7r <::: X <
-i?rx, -
2 = = 0'
j(x) == l?rx,
f(x)= t7r( ?r-x),
The Fourier's Series for f(x) in this case is the Cosine Series
1 7r'"'-2
OJ {1 cos2x+ 1 cos6x+ 1 cosl0x+ ... } ,
16 22 62 102
which is again uniformly convergent in any interval.
26G THE APPROXIMATION CURVES AND

The approxirnation curves

y == T\r7r 2 - ! cos 2x)
y == -l6 1r2 - ! cos 2x - rs- cos 6x,
are given in Fig. 31, along with y == f(x), for the interval (0, 1r),
and again it vvill be seen how closely the second of these curves
approaches y == f(x) right through the interval.
y

(1)

(2)

-t-

FIG. 31.

It vvill be noticed that in both these exan1ples for large values

of 1~ the slope of y == Sn(o:~) nearly agrees with that of y ==~f(x),
except at the corners, corresponding to x == + ~-?r, where j'(x) is
discontinuous. r:rhis would lead us to expect that these series
may be differentiated tern1 by term, as in fact is the case.
112. When tl1e function f(x) is given by the equation
f(x) x, -?r<x<?r,
the corresponding Fourier's Series is the Sine Series
.
2{SlilX- l /
8111 2x+:_rSll1
1 . 3X - }
....
2
rrhe SUn1 of this series is X for all values in the open interval
-?r<x<?r, and it is zero when x== +1r.
This series converges uniformly in any interval (- 1r + o, 1r- o)
contained within (- 1r, 1r) ( cf. § 107), and in such an interval, by
tak:ing n large enough, we can rnake the approximation curves
oscillate about y == x as closely as we please.
Until 1899 it was vvrongly believed that, for large values of 1~,
each approxin1ation curve passed at a steep gradient fron1 the
 GIBBS'S PHENOMENON IN FOURIER'S SERIES 267

point ( -?r, 0) to a point near ( -?r, -1r), and then oscillated about
y = x till x approached the value 1r, when the curve passed at a
steep gradient from a point near ( 1r, 1r) to ( 1r, 0). And to those who
did not properly understand what is 1neant by the sum of an
infinite series, the difference between the approxirnation curves
y ==Sn(x),
for large values of 1~, and the curve y = I_Jt Sn(x) offered con-
siderable difficulty. n-->-w

In Fig. 32, the line y == x and the curve

. X- 1
y = 2( Slll •
Sin 2 X+;_;1 Sin
• 3X - 1 • 4 X+ 51 • 5 )
~ X
2 4- Sin Sin

are drawn, and the diagra1n might seen1 to confirm the above
vievv of the Inatter-namely, that there will be a steep descent

FIG. 32.

near one end of the line, from the point_ ( -?r, 0) to near the
point (- 1r, - ,7r ), and a correspondihg steep descent near the
other end of the line. But it must be re1nembered that the
convergence of this series is slow, and that n == 5 would not
count as a large value of n.
268 'rHE APPROXIMATION CURVES AND

113. In 1899 Gibbs, in a letter to Nature,* pointed out that

the approximation- curves for this series do, in fact, behave in
quite a different way at the points of discontinuity + 7r in the
sun1. He stated, in effect, that the curve y==Sn(x), for large
values of 1t, falls fron1 the point (- 7r, 0) at a steep gradient to a
point very nearly at a depth 2 f" sin x dx below the axis of x, then
Jo x -
oscillates above and belovv y == x close to this line until x ap-
proaches 7r, when it rises to a point very nearly at a height
rr sin x
2
JThe approxin1ation curves, for large values of n, would thus
0 X
dx above the axis of x and then falls rapidly to (?r, 0).

approach closely to the continuous curve in Jj,ig. 33, instead of

the straight lines in Fig. 32, for the interval (- 1r, 7r ).

FIG. 33.

His staten1ent vvas not accotnpanied by any proof. Though

the ren1ainder of the correspondence, of which his letter for1ned
a part, attracted considerable attention, this remarkable observa-
tion passed practically unnoticed for several years. In 190G
Bocher returned to the subject in a n1e1noir ton lTourier's Series,

* Nature, 59, p. 606, 1899.

t Ann. Jlfath., Princeton, N.J. (Ser. 2), 7, 1906.
See also a recent paper by Bacher in J. llfath., Berli,n, 144; 1914, entitled
"On Gibbs's Phenon1enon."
Reference should also be n1ade to Runge, rPheorie 'lt. Pr~~vis der Reihen,
pp. 170-180, Leipzig, 1904. A certain series is there discussed, and the nature of
the jump in the approxitnation curves described ; but no reference is made to
Gibbs, and the exarnple seen1s to have been regarded as quite an isolated one.
 GIBBS'S PHENOMENON IN FOURIER'S SERIES 269

and greatly extended Gibbs's result. He showed, a1nong other

things, that the pheno1nenon "Thich Gibbs had observed in the
case of this particular }fourier's Series holds in general at ordinary
points of discontinuity. To quote his own words:*
If f(x) has the period 27r Cind in any fi1~ite interval has rno
discontinttities other than a finite nurnbe?,. o.f finite jun~ps, and
if it has a derivative which f'~n Ciny fi'nite interrval has no d~is­
co'ntinttities other than a finite nu1nbe1 of finite discon,tinuities,
1

then as ?~ beco?nes in/finite the approxirrnation Ct'-'rve y == Sn (x)

approaches uniformly the continuo1ts curve n~ade up of
(a) the disco1~tinuous C1(;rve y = f(x),
(b) an infinite nun~ber of st?"aight lines of finite lengths
parallel to the axis of y and passing through the poi1~ts a 1 , ct 2 , •••
on the axis of x where the discontinuities of f(x) occ'nr. If a is
ctny orn,e of these poin.ts, the li11e i·n qtiestion exte11cls betwee11 the
two points whose ordinates are
f(a-0)+ DPl, f(a+O)- DPl,.
7r 7r

tvhere D is the rn~agnitude of the jtvrnp i11 f(x) at a,t a11d

P 1 ==Jw sinx dx= -0·2811.

rr X

--------
-7r

FIG. 34.

This theoren1 is illustrated in Fig. 34, where the an1ounts of

the jumps at a 1 , ct 2 are respectively negative and positive. Until

* loc. cit., p. 131. ti.e. D:=f(n+O)-f(a-0).

270 THE APPROXIMATION CURVES AND

Gibbs made his rerr1arlc, it \vas supposed that the vertical lines
extend n1erely between. the points whose ordinates are f(ci+O).
The series in the exan1ples of Chapter VII. converge so slowly that
the approxin1ation curves of Figs. 21-2:3, 27, 28 are of little use in this
connection.
114. The series on which Bacher founded his demonstration of
this and other extensions of Gibbs's theorem is
•
Sill X+ 1 Sill
• 2 X+ ;:r]_'
Sill 3+
X ... ,
2
which, in the interval (0, 27r) represents the function f(x) defined
as follOV\ S:
7
f(O) == f(27r) == 0,
f(x)=~(?r-x), O<x<27r.
In this case
. 1. 2 1.
S()
11, X == Sill X+ - Sin X+ ... +- Sin nx
2 1~ .

= J: (cos a +cos 2a + ... +cos na) da

1)
== ~-J ~ ~ 2 a cla- ~x.
X • (
Sln
0 Sin 2 a

The properties of the Inaxin1a and minin1a o£ Sn,(x) are not so

easy to obtain,* nor are they so useful in the argument, as those-of
Rn(x) == ~( 7r- x)- Sn(x)
_ 1
-27r-2
1 JX •
Sin
(
1~
.
Sin 2 a
+1 2-1)a ca.
l
0
In his memoir Bocher dealt with the rnaxima and n1inima of
Rn(x), and he C%lled attention 1nore than oncE: to the fact that
the height of a wave from the curve y == f(x) was 1neasured
parallel to the axis of y. 'rhis p~int has been lost sight of
in some expositions of his worlc
In the discussion \vhich follows, the series
. X+ j1 Sill
2 ( Sin • 3 X+ 1 Sill • 5(X+ ... )
5
is en1ployed.
In the interval ( -7r, 7r) it represents the function f(x), denned
as £olloV\7 S: /( _ 7T" ~ == /(0) == f( 7T") == O,

· f(x)= -l7r, -7r<x<O,

f(x)=~7r, O<x<'7T.
*Gronwall has discussed the properties of 811 (x) for this series, and deduced
Gibbs's Pheno1nenon for the first \Vave, and son1e other results. Cf. Jlfctth.
Ann., Leipzig, 72, 1912. Also Jackson, Palermo, Rend. Ch·c. mat., 32, 1911.
 GIBBS'S PHENOMENON IN FOURIER'S SERIES 271

The sun1 of the first 1~ terms of the series is denoted by Sn(x),

so that . - n 1 . ') -
Sn(x)- 2~ ( 21. _ 1 ) sm (~r 1}x.
!

A nun1ber of interesting properties of the turning points of

y ==Sn(x) are obtained by quite simple methods, and all the
features of Gibbs's Phenomenon, as described by Bocher, follow
at once fro1n these properties ..
It is, of course, not an unusual thing that the approximation
curves y == Sn(x), for a series 'vhose terms are continuous functions
of x, differ considerably, even for large values of 'JI,, from the
curve y== Lt Sn(x) ==S(x). They certainly do so in the neigh-
n-+oo
bourhood of a point where the su1n of the series is discontinuous,
and they also may do so in the neighbourhood of a point where
the sum is continuous. This question we have alread,y examined
in Chapter III. · But, in passing, it n1ay be remark:ed that vvhen
j'(x) satisfies Dirichlet's Conditions, the approxiination curves for
the corresponding Fourier's Series will, for large values of n,
differ only slightly fron1 the curve y == f(x) in the neighbourhood
of points at which f(x) is continuous, for vve have shown that the
Fourier's Series converges uniforn1ly in any interval contained
within an interval in which f(x) is continuous.
'The existence of n1axima (or minima) of Sn(x), the abscissae of
'Nhich tend towards a as n increases· (a being a value of x for
vv hich the sun1 of the series is discontinuous), vv hile their
ordinates ren1ain at a finite distance from f(a+ 0) and/( a- 0), is
the chief feature of Gibbs's Phenomenon in Fourier's Series. And
it is n1ost remark~able that its occurrence in Fourier's Series
ren1ained undiscovered till so recent a date.*
THE TRIGONOMETRICAL SuM

S 11 (x) = 2 (sin x+~ sin 3x+ ... +

2 n~ 1 sin (21,t-1) x) ·
115. If vve define f(x) by the equations
/( -7r)==f(0)==/(7r) _0, }
f(x)=~7r ... , O<x<'71", ·
-------
f(x) == - ~7r ... , - 7r<x< 0,
*Of. also vVeyl : (i) "Die G-ibbs'sche Erscheinung in der Theorie der Kugel-
Fnnktionen," Pdlern~o, Rend. Oirc. n~at., 29, 1910; (ii) "Uber die G-ibbs'sche
Erscheinung und ver,vandte J(onvergenzphanomene," ibid., 30, 1910.
272 THE APPROXIMATION CURVES AND

the Fourier's Series for f(x) in the interval - 1r :==: x-<= 7r is

2(sin X·+-} sin 3x+ 1 sin 5x+ ... ).
As stated above, we denote by Sn(x) this sum up to and
incl_uding the term in sin (2n- 1 )x~. Then
x f''C sin 2na cla.
Sn(x) == 2 f (cos x+cos 3x + •.. +cos (2n-1)x) clx == .
Sin a
0 0
Since Sn(x) is an odd function, we need only consider the
interval 0 < x < 7r.
We proceed to obtain the properties of the maxima and minima
of this function Sn( x ).
I. Since, for any integer m~,

sin (2m -1) (~7r +x') =sin (2m -1) (i7t- x'),
it follows from the series that Sn(x) is symntetrical ctbornt x == ~7r,
and when x = 0 and x == 7r it is zero.

II. When 0 < x < 1r, Sn(x) is positive.

From (I) we need only consider 0 < x < !7r. We have

( ) =J;csin2nad
Snx .
s1n a
a =_!_
')
~n
J 2
nx sina d a,
• a
O< <l
x==27r.
0 0
Slno-
~n

The denominator in the integrand is positive and continuall~y

increases in the interval of integration. By considering' the
successive waves in the graph of sin a cosec :~, the last of which
2
may or n1ay not be con1pleted, it is clear that the integral is
positive.
III. The tu?"ning points of y = Sn(x) arre given by

27r n-1 ( . . )
x4 = - , ... '
11
x2(n-1) == n 7r rrn~n~ma
/.
We have
x sin 2na dy sin 2nx
y == . cla, and ----
J 0 s1n a dx Sln X

The result follows at once.

 GIBBS'S PHENOMENON IN FOURIER'S SERIES 273

IV. As we 1Jroceecl from x = 0 to x = ~?r, the heights of the

rrnaxi?na contin~Lally climiT~ish, ancl the heights of the fJnini?na
continually inc 1·ease, n being lcept fixed.
y
?. i/1
'-V

/' L\

-
I
\ y
\
I _'1
-tlI \
I /~
I /.

I i./
1£~ Lt :-'-- - ~
I \ ./
tt r- "
1-
~ -17~
roo-
~
...... '7
L Lrr
F- ,-.-- ~ t- 1- ~ 1--- f- ~ f--
r\.
-1---1 -I--

I
' ../.
\
,\
/.l/1
l IV

/J .L:.
v I'-"

-- r---

In lLJ 5 f.fD /.II) '}. In ~ ij

I"" I"" I"" I V I 1-/ r IV 1'-
"
"""'
r-- --r--- .__ 4V

The curve y=Sn(.1:), 'vhen n =6.

FIG. 35.

Consider two consecutive n1axima in the interval 0 x <::: i7r, <

. in 7r ) and S.n (2m+l
- Sn (2?n-l
nan1ely, -in 7r ) , m be1ng
. a positive
integer less than or equal to ~ ( n- 1 ). We have

Sn ( 2 n
2?1~ -1 ) (2m+ 1 )
=-~
1 J( 2
m-l)1r sin a
-?r - Sn 2
n 7r
2 n, (2m+l)7r Sin
. ----
a
da
·n
2

1 {f2m7r sin a cla + J(2m+l)7r sin a da}

== - 2n:- (2m- 1) 1r • a 2m1r • a ·
Slll Sln-
·2n · 2n

The denominator in both integrands is positive and it con-

tinually increases in the interval (2rn- 1) 7r < a < (2rn + 1) 7r ;
also the nun1erator in the first is continually negative and
"in the second continually positive, the absolute values for
elements at equal distances fron1 (2n1-l)7r and 2m?r being the
san1e.
C. I s
274 THE APPROXIMATION CURVES AND

Thus the result follows. Sin1ilarly for the Ininima, we have

to exatnine the sign o£

Sn en;: 1 7r) -s,(: 7r),

where m is a positive integer less than or equal to ~n.
V. The first maxin1un~ to the right of x == 0 is at x == 7r and
21~
its height co?~tinrztally di1ninishes as 11 i11creases. Whe11 n ten.cls
to infinity, 1:ts li1nit is
rr sin X dx.
J 0 X
Y. \ ;
!
I
t
?. In
L IV v- ~'--r--...
In tx rx
~ f"""-..
v r-.... v b ~ ~1\·
r\,
..
1-- w
\
t'-..
~
/
" "\V \ v IX '\ 1\
"/. r;_- 11
r!J
I I A \ 1V\-
1\ 1"-..L
~ rx / tx ~ ;> ~ v
;- ~ ~I v -; ~ ~ r-...... t><' v L.... ~ - ~
L -
I.- r-......
~
/
rx ~ ~
X 1'\
~~
~
>~ '\
~
I
) A\ ..,_/r\1 I \I\\
.X.
/\ I \ \ - f---
7 J
'I I V'\ )<
'/ I I
\

1/
~ '- ><->-
./ ~ -
['--. r-- ~
7 p<-
~ ;x, ~ X )< ~ \ l i\ \
\ \
'/ :I ,,I J \ 1
1/ I ~ 1\ 1\
/.In If I i_ \ \ \
1V
rJ/ I 1\ 'I\
I IJ I 1\
1/ I \ l
II I \. ',\
(). I~ I I \
v ~ l v 1\.
/ \ \
''1/ l1
u \
~
In
IV
ln.
IV
r::.
I'"'
1.111
I IV
/. r::.
'IV
?. if)
1!: IV
'7. I~
lL IJ
n X
-.~(/

The curves y=Sn(:c), \vhen n= I, 2, 3, 4, 5 and 6.

FIG. 36.

We have rr

S (-7r) == J2n sin 2na

- ---.-----· da = - r-
. a cosec - a cla.
1 Jrr Sin
n 211 0 Sln a 211 0 2n

Thus 8 nG:)- 8 (2n: 2) "+ 1

= J: 2) da.
sin a ( 2~ coSec 2: - '2n ~'2 cosec 2 n:
Since a/sin a continuall~y· increases from 1 to oo, as a passes
from 0 to 7r, it is clear that in the interval with which \Ve have
to deal 1 a 1 a
- cosec . --- - - --- cosec
21~ 211 21~+ 2
+ 0.
·2n 2
>
 GIBBS'S PHENOMENON IN FOURIER'S SERIES 275

S -S
'l'hus --~-
7r)
n ( Z1L n+ 1
(
2 (1 [, + 1
7r )
> 0.
But, fron1 (I), Sn(x) is positive when O<x< 7r.
It follows that Sn ( ~) tends to a limit as n tends to infinity.
~rhe value of thiR limit can be obtained by the n1ethod nsed by
Bacher for the integral JSin .
X

0
,• (
{
11
s1n 2 a
2
1)
ada.* Rut it is readily
obtained £rom the definition of the Definite Integral.

For a
~n -
( 7r ) _
-- ) fl-Sln
-2 ( 7r 2n . -+-
7r 2n, Sln-
. 37r + ...
2n 2'lt 7r 21~ •37r 211
2n . 211-1 }
+(2n-1);sin 2n 7r

== 2 ~ (sin rn~h h)_ ~ (sin 1nh h).

m=l 1 1nh m=l \ mh
21lh = 7r r '1~h = 7r f
'rherefore
Lt sn (-~) = 2Jrr sin X clx- J7r sin_~ clx == J7r ~i_n X clx.
n~oo 211 o X o X 0 X

VI. The result obtained in (V) for the first wave is a special
case of the follovvjng :
2r-1
The rth 1naxi1nt~;m to the right of x == 0 is at x21·-1 == - - 7r,
211
and its height contin1LC(;lly clin1inishes as 11 in,c1~ectses, 1~ bei11g
lcept C0118tav/t. Whe11 rn tends to infinity' its lin1it ~is
(2r- l)rr sin X

tvhich is g·reate?~ than

---clx
~7r.
J0
X '

The rth minimum to the right of x = 0 is at x 2,. =: 7r, c~nd its

height co'nti1111;a1ly increases as n incr;~eases, 1~ being lcept co11stant.
When n tends to infinity, its lin1it is
1
J 2

0
,.,. sin x dx, which iB leB.s
X
t 1~an 2-7r.
To prove these theoren1s vve consider first the integral

[" sin a ( 2~ cosec 2: - 2n ~ 2 cosec 2 n~-2 ) cla,

*Ann. 1lfath., Princ6ton, 1V.J. (Ser. 2), 7, p. 124. Also Hobson, loc. cit.,
p. {)49.
276 THE APPROXIMATION CURVES AND

?n being a positive integer less than or equal to 211-1, so that

0 < 2: < 7r in the interval of integration.

Then F( a ) = -1- cosec -a - 1 cosec a >0

2n 2n· 2n+ 2 2n+ 2
in this interval. ( Cf. (V).)
Further,

F' (a) = ( 2n-~ 2) cos 211~ 2 cosec 2n ~2 - (2 ~ )2 cos 2:

2
2
-
2
cosec 2:

= a- 2 { ¢ 2 cos ¢ cosec2 ¢ - 'f- 2

cos ~ cosec2 "ff},
where ¢=a/(2n.+2) and o/==a/2n.

But d (¢
a-;p 2
cos ¢ cosec2 ¢ )

=- ¢ cosec3 ¢[¢( t +cos ¢) 2 + 2 cos ¢(¢+sin¢)].

And the right-hand side of the equation vvill be seen to be
negative, choosing the upper signs for O<¢<t7r and the lower
for !7r<¢<7r.
Therefore ¢ 2 cos ¢ cosec2 ¢ dirninishes as¢ increases fron1 0 to 7r.
It follows, fron1 the expression for F' (a), that F' (a)> 0, and
F(a) increases with o. in the interval of integration.
The curve

. (1ncosec
y==sinx.
X 1 X
, - n+ cosec n+ 2 , ... , O<x<11~7r,
)
2 211 2 2 2
thus consists of a succession of waves of length 7r, alternately
above and below the axis, and the absolute values of the ordi-
nates at, points at the sarne distance from the beginning of each
wave continually increase.
It follo,vs that, "Then n~ is equal to 2, 4, ... , 2 (n.- 1 ), the
integral
m71' • ( 1 a 1 a )
0 J
sm a 2r;:cosec 211 - 2n+ 2 cosec 2n+ 2 da

is negative; and, when ?T& is equal to 1, 3, ... , 2n -1, this integral

is positive.
Returning to the maxin1a and In1n1n1a, vve have, for the ?"th
rnaxirr1um to the right of == 0, x
 GIBBS'S PHENOlVIENON IN FOURIER'S SERIES 277

sn (x~1·-1) - Sn+I( X2r-1)

21' -1
sin 2na J 21' -1
2(n+l) 71" sin 2( n + 1 )a l
J
21t71"
== . - da- . ca
0
s1n a 0 Sin a
1
(2?' - 1 ) a 1 a )
J
71" • (
== s1n
------cosec - - acosec cla.
0 21~ in 2n+2 2n+2
Therefore, fron1 the above argument, Sn (x 21 ._ 1 ) Sn+l (x~r- 1 ). >
1\_lso for the 1'~th 1ninimu1n to the right of cc == 0, we have
2rrr . ( 1 a 1 a )
Sn (x21')- sn+l (x21') ==
J 0 .
Sill a -2 cosec-2-- ---- 2
, 11 n n+ 2- cosec 2---
n+ --~2· da,

and Sn(x'2r) <

Sn+l (x2r)·
By an argun1ent similar to that at the close of (V) we have
Lt sn ( Xr) ==
n~oo
J
)'71"

0
sin
X
X dx. *

It is clear that these limiting values are all greater than ~7r for
the maxi1na, _and positive and less than ~7r for the n1inin1a.

GIBB~'s PHENOl\IENON FOR THE SERIES

2 (sin x + t sin 3x +-~-sin 5x + ... ).
116. FroJn the rrheoren1S I.--vi. of § 115 all the features of
GibbB's Phenon1enon for the series
2( Sl.11 X + 31- Sl• 11 3 X + a1 Sill
• ...
t
)
D :c + . . . . .. , - 7i ::::; X -<=. 7i,
follow in1n1ediately.
It is obvious that 've need only exan1ine the interval 0 ~ x :<== 7r,
and that a discontinuity occurs at x == 0.
For large values of 1~, the curve
y == Sn(x),
where Sn(x) = 2 (sin x+~ sin 3x+ ...
1
.n,
2 1 sin (2n -1) x} rises +
at a steep gradient fron1 the origin to its first n1axi1nun1, which
is very near, but above, the point ( 0, J: si: x dx) (§ 115, V.). The
curve, then, falls at a steep gradient, without reaching the axis
of x (§ 115, II.), to its first minimum, vv-hich is very near, but
. below, the point ( 0, J:"si: x dx) (§ 115, VI.). It then oscillates
1'71" sin x
*For the values of ---~·- d:c, see Ann. J.liath., Princeton 1 1V.J. (Ser. 2), 71
p. 129. !u
0 X
.
-
278 THE APPROXIMATION CURVES AND

above and below the line y = ~ 7r, the heights (and depths) of
the waves continually diminishing as we proceed frorn x == 0 to
x == ~7r (§ 115, IV.); and fron1 x= ~7r to x == 7r, the procedure is
reversed, the curve in the interval 0 < x < 7r being syn1n1etrical
about x = ~7r (§ 115, I.).
The highest (or lowest) point of the 'i.th wave to the right of
x == 0 will, for large values of 11, be at a point whose abscissa is
; : (§ 115, III.) and whoRe ordinate is very nearly
sin x
J
?'7r

--- - - clx (§ 115, VI.).

o X

By increasing the curve for 0 < x

11 -<::; 7r can be brought as
close as vve please to the lines

. x = 0, 0 <y< J: si: x clx, 1

7r
O<x<7r, y=2,
f:lin x
f
~; = 71"", o< Y < J
7r

o- x-- d~;.
y

~~------------------------~
2

0
FIG. 37.

We 1nay state these results n1ore definitely as follo,vs:

(i) If E is any positive nu1nber, as sn1all as we please, there is
a positive integer v' such that
1~7r-Sn(x)I<E, when 11>v', E<x<~7r.

This follows from the uniform convergence of the Fourier's

Series for /( x), as defined in the beginning of this section, in an
 GIBBS'S PHENOMENON IN FOURIER 1 S SERIES 279
interval which does not include, either in its interior or at an
end, a discontinuity of f(x) (cf. § 107).

(ii) Since the height of the first maximum to the right of x = 0

tends from above to J" si~~ dx as n tends to infinity, there is a
o X
positive integer v'' such that

0 < S n ( -27r ) - J7T Si11

-,- X d
x < E, w h en n . .-~
----- v11 •
1~ o X

(iii) Let v"' be the integer next greater than ;E. 'l'hen the
abscissa of the first maxi1nun1 to the right of x == 0, vvhen n-:>-v'",
is less than E.
It follo,vs from (i), (ii) and (iii) that, if v is the greatest of the
positive integers v', v" and v" the curve y == Sn(x), when 1~? l',
1
,

behaves as follovvs:
It rises at a steep gradient from the origin to its first maxin1um,
vvhich is above J" sinX clx and within the rectangle
0 X

X 7T Sill
O<x<E, O<y< J -dx+E·
X 0

After leaving this rectangle, in vvhich there may be many oscilla~

tions about y = !7r, it remains vvithin the rectangle

Fin~tlly, it enters the rectangle

7r-E<x<?l, O<y< J0 sin x

-------dx+€,
X
7r

and the procedure i_n the first region is repeated.*

* The cosine series

4:;;. - [ cos x - 1 cos 3x' + l cos 5x + ...
3 5
J,
which represents 0 in the interval 0 < x <~and~ in the interval~< x<1r, can
be treated in the sc1.n1e way as the series discussed in this article.
280 THE APPROXIlYIATION CURVES AND

GIBBs's PHENOMENON FOR FouRIER's SERIES IN GENERAL.

117. Let J'(x) be a function \vith an ordinary discontinuity

when x ==a, which satisfies Dirichlet's Conditions in the interval
-7r<x<7r.
Denote as usual by f(c(;+O) and f(c(;-0) the values towards
which f(x) tends as x approaches C(; fro1n the right or left. It
\viii be convenient to consider f(a+O) as greater thanf(a-0) in
the description of the curve, but this restriction Is 1n no way
necessary.
00 1
Let ¢(x- a)= 2~ ( r.....:.f)sin (21·-1 )(x- c~).
2
·Then ¢(x-ct)== i1r, \vhen (t<x<7r+a,
¢(x-a)== -i7r, when -7r+c(;<x<a,
l
¢( + 0) == !7r, ¢(- 0) == - ~-7r, j
¢(0)== 0 and q)(x)==q)(x+27r).
Novv put
1
"'(x) = f(x)-J!{f(a+O)+ j( a- 0)} - {f( a+ 0)- j(a-0)} cp(:c- a),
7r

and let f(x), \vhen x==a, be defined as i{f(a+O)+f(a-0)} .

Then "-//' (a+ 0) == o/( a- 0) == '-Y( a)= 0, and "-//'( x) is continuous
at x==a.
'rhe following distinct steps in the argun1ent are nu1nberecl for
the sak:e of clearness :
(i) Since '}r(x) is continuous at x ==a and y/'(a,) == 0, if E is a
positive nun1ber, as sn1all as \Ve please, a nun1ber 1J exists such
that
I "'(x) I < i'
when Ix-a I:.; 17.

I£ is not originally less than

11 E, \ve can choose this part of 1J
for our interval.
(ii) "-f/'(x) can be expanded in a Fourier's Series,* this series
being uniformly con vergel).t in an interval a := x ~ (:3 contained
within an interval \Vhich includes neither within it no:t; as an
end-point any other discontinuity of f(x) and ¢(x-a) than
x == a (cf. § 108 ).

*If j(x) satisfies Dirichlet's Conditions, it is clear fron1 the definition of

q> (x- a) that tf; (x) does so also.
 GIBBS'S PHENOMENON IN FOURIER'S SERIES 281

Let sn(x), ¢·n(X-ct) and o-n(x) be the su1ns of the terms up to

and including those in sin nx and cos 11x in the Fourier's Series
for f(x), ¢(x-ct) and "-ff(x). r~rhen € being the positive number
of (i), as small as we please, there exists a positive integer v' such
that E
<
I o-n(x)- 'f(x) I 4, 'vhen n < v,
,

the san1e v' serving for every x in a :< x < (3.

Also Icr,.(x) i :S I cr,.(x)-)lr(x) I+ I,Y(x) I< i+~=~,
in I X- a r <: 1], if a < < <
a- 1J a a+ 1J (3, and n ~ v'. <
(iii) Now if n is even, the first rnaxin1u1n in ¢n(x-a) to the
right of x==ci is at a+ 7r; and if 1~ is odd, it is at a+~ . In
n, n+ 1
either case there exists a positive integer v" such that the height
of the first maxin1un1 lies between
7r s1n
. x J7r s1n
. x 7T"E ~ "
-- ~ dx and ---- rlx+ ·)f ., O) /( O)}, when n <: v .
Jo X o X .;.Jl.f~a+ - ((;-
(iv) T'his first rnaxin1un1 'vill have its abscissa betvveen fi and
a+ 1, provided that n7r < 11·
1

Let v"' be the first positive integer "vhich satisfies this in-
·equality.
(v) In the interval a+11 ~ x ~ (3, sn(x) converges uniforrnly
to j(x) . . rrherefore a positive integer l)iv) exists such that, ,vhen
l.f(x)-sn(x)! E, <
the san1e v(iv) serving for every x in this interval.
Now, from the equation defining "-ff(x),
_ • f(ci+O)- f(a-0)
1
Sn(x)- ,x(f( Ci + 0) +/( Ci- 0)) + ¢n(X- a)+ o-n(x).
~ 7r

It follows frorn (i)-(v) that if v is the first positive integer

greater than v'; v", v'" and v(iv), the curve y == s.11 (x), 'vhen 11 ?"'" v, in
the interval ct :==·x < (3, behaves as follows:
When x == Ci, it passes through a point whose ordinate is "vi thin
~ of Hf(a+O)+ f(a-0)), and ascends at a steep gradient to
a point within € of
1{j(a+O)+ f(a- 0)} +j(ct+O)-_j(a- 0) Jrr sin x clx.
7r o X
282 THE APPROXIMATION CURVES

~['his may be written

j( a+ 0)- j<_c~ + 0)- j( a- 0) Joo ~~!:!--~ clx,
7r 7r X
and, from Bacher's table, referred to in§ 115, we have

sin x dx== - 0·2811.

J a;

rr X

It then oscillates about y == f(x) till x reaches c(;+ 1J, the character
of the vvaveR being determined by the function ¢n(x-a), since
the term crn(x) only adds a quantity less than; to the ordinate.
And on passing beyond x == ct + 17, the curve enters, and re1nains
vvithin, the strip of width 2E enclosing y == f'( x) fron1 x == a+11 to
X== (3.
On the other side of the point C(; a si1nilar set of circun1stances
can be established.
Writing D == j~( c(;+ 0)- f(c~_;- 0), the crest (or hollovv) of the
first wave to the left and right of x ~_c(; tends to a height

j(c~-O)+DPl, f(a+O)-DP_l,
7r 7r

where P 1 ==
. 'l) sin x ,
~ - ~ dx.
J7r X

R.EF ER.ENOES.

BocnER, "Introduction to the Theory of Fourier's Series," Ann. JJ!ath.,

Princeton, N.J. (Ser. 2), 7, 1906.
I

GIBBS, Scient~jic Papers, Vol. II., p. 258, London, 1906.

And the other papers nan1ed in the text.

JYote.-The approxin1ation curves

n sin(2r -1),v
y=~1 2.1 - 1
forn=1, 6,11 and 16 can be obtained as lantern slides fro1n the firn1 of
Martin Schilling, Berlin. The last of these illustrates Gibb's Phenon1enon
even n1ore clearly than Fig. 35 above.
 CHAP1~ER X

FOURIER'S INTEGI\ALS

118. When the arbitrary function f(x) satisfies Dirichlet's

Conditions in the interval ( -l, l), "ve have seen in § 98 that the
surn of the series
1 Jl
<it . Jl f (x') cos nl7r (of - a:;) dx' ......... (1)
f (x') dx' + [2:
""11 00

-l 1 -l

is equal to ~[f(x+O)+f(x-0)] at every point in -l<x<l

'vhere /(et;+O) and j(x-0) exist; and that at X== +l its sum
is i[f( -l+O)+f(l-0)], 'hrhen these lin1its exist.
Corresponding results 'vere found for the series

~Jl f(x') dx' + i~ cos nl7r xJ f(x') cos [x' dx', ......... (2)
1 11

0 1 0

and 2~
lL...i s1n -l-xJlf( x ') s1n
. 1t7r yx, cl x,, .................. ( 3 )
. ·n7r
1 0
in the interval (0, l).
Fourier's Integrals a)re definite integrals "vhich represent the
arbitrary function in an unlirnited interval. They are suggested,
but not established, by tl1e forn1s these series appear to talze as l
tends to infinity.
If l is talzen large enough, 7rjl n1ay be rnade as sn1all as we
please, and we 1nay neglect the first tern1 in the series (1 ),
assuming that [oof(x) clx is convergent. Then we may write

as ~~f_/(x')cos nl7r(x'-x)dx'
~[Aa rl f(x') cos Aa(x' -x) dx' + Aa f_l cos 2Aa(x' -x) dx' + .. .],
where Lla = 7r jl.
283
284 FOURIER'S INTEGRALS

Assun1ing that this sum has a limit as l-?XJ , an assumption

"vhich, of course, would have to be defended if the proof were to
be regarded as in any degree complete, its value would be
1
7r
Joo czaJ"'
0 -CI)
f(x') cos a(x' -x) clx',

and it "\Vould follow that

_!_J(/J claJ"' f(x') cos a (x'- x) clx' = Hf(x+ 0) + f(x- 0)],

7r 0 -CI)

-ro <x<oo,
when these limits exist.
In the same "\vay '"e are led to the Cosine Integral and Sine
Integral corresponding to the Cosine Series and the Sine Series :

![ da [ f(x') cos ax cos ax' dx' 1

2 "' "' =Hf(x+O)+f(x-0)], rO<x<CZl,
:; .L L da j(x') sin ax sin ax' dx' J
:==: t [f(x + 0).+ J'(x- 0)],

'vhen these lin1its exist.

It n1ust be re1nen1bered that the above argument is not
a proof of any of these results. All that it does is to
suggest the possibility of representing an arbitrary function f(x),
given for all values of x, or for all positive values of x, by these
integrals.
We shall no'v show that this representation is possible,
pointing out in our proof the lin1itation the discussion in1poses
upon the arbitrary function.

119. Let the arrobitrrarry .f1~1~ctio11 f'(x), defined for all vc~l1tes
of' x, satisfy Dirichlet's Cond1:tio11s ~irr~ ct/ny finite i11terrval, Ci11d
in addition let ["' f(x) clx be c~bsol~dely cmwergent.
1·1J~e11

!JYJ claJ"'
7r 0 -CI)
f( x') cos a (x'- x) cl:c' = Hf( x +0) + f( x- 0)],
cit every point wherr·e j~(x + 0) Ci11cl j(x- 0) exist.
Having fixed upon the value of x for which we wish to
evaluate the integral, we can choose a positive nu1nber Ci greater
than x such that f (x') is bounded in· the interval Ci < x' < b,
 FOURIER'S INTEGRALS 285

where b is arbitrary, and Joo l~f(x') \ clx'

a
converges, since with our
definition of the infinite integral only a finite number of points
of infinite discontinuity were admitted (§ 60).

It follows that J"' f(x') cos a(x'- x) clx'

(i

converges uniformly for every a, so that this integral is a con-

tinuous function of a (§§ 83, 84 ).

Therefore J: da[ f(x') cos a(x' -x) dx' exists.

Also, by § 85,

J claJ"' j(x') cos a(x' -x) d:r' =Joo clx'Jq~f(x') cos a(x' -x) cla
q
0 a a 0

OO 1 sin q(xl- x) 1
== Ja j (X ) x' - X . clx . . ..... ( 1)

But x'-x~a-x>O in x'::->a, since we have chosen a>x.

And J"' lf(x') Idx' converges.

((,

Therefore J"' l~(x') Idx' also converges.

a X -X

It folloV\rs that J"' j( x') sin q'( x/-: x) clx'

((, X - ;J:,

converges unifor1nly for every q.

Thus, to the arbitrary positive nun1ber E there corresponds a
positive number A >a, such that

! J::/) /(/Y.//) sin ql( x' - x) rl!Y'I

•A 1.1 tAl
I. '< -~ ' 'lXTllell A'>
"' A> a, ..... .(2)
I A' X -X ; 2
the san1e A serving for every value of q.
But 've know fron1 § 94 that

I_Jt JA f (x') sill q'( x'- x) clx'

q-7oo a X -X

A -x sin q1t
=q~~ a-xj(u+x) J 1~ cl1~
== 0,
since j(ttt+x) satisfies Dirichlet's Conditions in the interval
(a-x, A-x), and both these nun1bers are positive.
286 FOURIER'S INTEGRALS

~rhus \Ve can choose the positive nu1nber Q so that

rJ4. • (
i ~. j( /) Sin q X
1 )
z, / < ~ ,
·
Q......... . (3 )
'I x 1
-X
ax i
w h e11 q >
a X -X :
1

2
It follows fron1 (2) and (3) that
sin q ( X
1

x) l < .~ + ~ ==
J oo / ( 1) - I !
X .' CX •) €,
I a X -X .i..l 2
when q>Q.
Thus q~~ J"'a j(x') s~l1Cf,(x;'-x)
x --x
clx' = 0,

and from (1 ), [ da f f(x') cos a(x'- x) clx' = 0 ................... ( 4)

But, by § 87,

J
q
0
daJa f(x cos a(X
X
1
)
1
- x) clx 1
::::: Ja dx'Jq f(x') cos a(x' -x) da
X 0

== Ja f (x') sin q,(x' -x) dx'

X X -X

J~etting q-~oo, we have

[daJ>(x') cos a(x' -x) dx' =i,f(x+O), ............ (5)

vvhen f(x+ 0) exists.

Adding (4) and (5), we have

[ cla[ f(x') cos a (x' -x) dx' = i f(x + 0), ............ (6)

vvhen f(x + 0) exists.

Sirr1ilarly, under the given conditions,

[ cla roo f(x') cos a (x' _: x) di1:' = ;f(x- 0), .......... (7)

whenf(x-0) exists.
Adding (6) and (7), we obtain Fourier's Integral in the forn1

-1 J'JJ.tiaJ'JJ f(x') cos a(x -x) clxl == ~[f(x+O) + f(x- 0)]

1

7r 0 -00

for every point in -oo <x<oo, vvhere f(x+O) and f(x-0)

exist.
 FOURIER'S INTEGRALS 287

· 120. More general conditions for f(x). In this section we shall sho'v
that ~..,onrier's Integral forn1ula holds if the conditions in any finite interval
ren1ain as before, and the absolute convergence of the infinite integral
L: f(x) dx is replaced by the following conditions:
For son~e positive n/a?nber and to the right o.f it, j(.1/) is botttnded and mono-
tonz"c and Lt f(.r:') = 0 ; and .for sonw ne,qatz've nunlber and to the left o.f it, f(.xl)
x'..-..+XJ

£s bounded and ?nonotonic a?td Lt j(.'L,) = 0.

:t~'--"?-XJ

Having fixed upon the value of x for which we \vish to evaluate the
integral, we can choose a positive number a greater than x, such that f(.'L,)
is bounded and n1onotonic when :;/:=:a and Lt f(~v') = 0.
x'--"?XJ

Consider the integral f' f (.r') cos a (x' - tc) dx'.

By the Second Theoren1 of Mean Value,
A"f(.x:')cos a(.-c'- .'L')dx' =f(A') j"f cos a(.x'- .rc) d.rc' +f(.lf) £A'' cos a(x'- .x:)d.rc',
f A' VA' ~E

where a<.A'<~<A''.

Thus
f(A') ra(~-x) f(A' [a(A" -x)
1
"A" )

/ f(a/) cos a(:t'- :c) d.x' = · - - cos ?t du + -- --~-- cos 1t d1t.

"A' a ~a(A'-1~) a va(§-x)
Therefore
( A"f(.'c') cos a(:x/- x) d.x' I < 4 /(A') 1 I for a > q0 > 0.
IJA' qo
Bnt \Ve are given that Lt f(:c')=O.
x'--"?XJ
,>'l)

It follo,vs that . }a j(.1/) cos a(x'- .tt:) d.'C'

is uniforn1ly convergent for a::::> q0 > 0, and this integral represents a con-
tinuous function of cL in a> q0.*
Also, by § 85,

v
t dar f(x') cos a(.r'- .r)
q0 • a
d.1:' = 1Cf)
a
cl.1/ rq f(x.') cos a(1/- ,'L') da
. qo
_
-
jf'C/)f( .'{)") I(sin q(.rc'- .x)
I
sin q 0 (.~v'- .T) l d ,
I f .'t •
( 1)
a \. .x - x :c - .rc
But .x'- x ::::=:a- :v > 0 in the interval .v' >a, since we have chosen a greater
than .r.t'.
ooj( ')sin q0 (a/- .'L~) d ,
Aud
.a :c -.X £
.1J ,'(: I

both converge.

*These extensions. are clue to Pringsheirn. Cf. .Jfath. Ann., Leip;:.ig, 68, p. 367,
1910, and 71, p. 289, 1911. Reference should also be n1ade to a paper by
\iV. H. Young in Eclinburyh, Proc. R. Soc., 31, p. 559, HHI.
288 FOURIER'S INTEGRALS

Therefore, fro1n ( 1 ),
(Q
I~ da
l'l) f(x') cos a(:v'- .~·) dJ/
~· qo a

= (" f( .x:') ~in~_( .'I:' ~ .x:) cl.v' -

Ja .'t - .t:
r
~ (t
f( x') sin q.? (.x:' ~ .x:) cl.v'. .. .. ( 2)
/{, - .x

Now consider the inteoTal ~

j( / ) Sill qo( ;t:' - .X) d -/

1 ((;
'lJ
,1_ /
.1./ - ,{,
/"' .t: .

Fron1 the Second Theoren1 of Mean Value,

1 ~"f( .r:') sin q,? (.1/.r:- x) d.x'

A .1, -

f(A') (§ sin q?(.x'- .x) dJ/ +f(A")1A'' ~~~qo(:r'-=~1:) dtc' ..... (:3)
~ A' :v - .x .x' .- .~· ' §

where a< A' ~ ~ -c::: A''.

Also j"§ ~~t-~q? (:~'----·~J cl.x' = (qo(§- x) sin1l dn
:c )g_0 (A'- x)
A' X - 1l '

the lin1its of the integral being both positive.

Therefore I (§ sin q~ (.x'- .rc) d.1:' \ < 1r. (Of. S

0
91.)
vA' X-X

. q0 (..r . - .1'? ) I
cl /{,/ <
A" s1n
And sin1ilarly,
I v r§
_---=-:_:_'__:__

.'C - .1~
- 7r.

Thus, fron1 (3),

('l) -f( ')~in q0(.1/- .r:) d ,

It follo\vs that ,,, J'·X' ' {()
.. a .1J - :t'

is uniforn1ly convergent for q0 > 0, and by § 84 it is coutinuous in this range.

Thns Lt {oo f(.r') sin ~~(.x,~~ -'t) d.r' = o, ......................... (5)

g_ 0-70 Ja .t - ,(

since the integral vanishes when q0 = 0.

Also from (2),
~~oo . / -/~oo ~' sin q(:r/- .1~)
~
·q ,, , , ,
da j(.1, ) cos a(.T - .1.) d.'" -· f(x ) ,' , d.r:. .. ....... (6)
~ 0 .a .a .x -- .1

But we have already sho,vn that the integral on the right-hand side of (6)
is uuiforn1ly convergent for q> 0.
Proceeding as in§ 119, (2) and (:3),* it follo,vs that

Lt ~~oo j(tc') sin-?}~~~--'-~~ d.r' = 0.

q~oo. a /t

cr
;t. -

Thus, from (6), cla f(.v')cos a(:r' -.?')d,r'=O......................... (7)

•o ~a

;~
Or \Ve n1ight use the Second Theoren1 of Mean \Talne as proved in §58 for the
Infinite Integral.
 FOURIER'S INTEGRALS 289

But we kno\V fro1n ~ 119 that

~0
Cda.f.rc(" f( J/) cos a(:r:'- .1:) clx' =; f( :v + 0), ................... (8)

\Vhen this limit exists.

Thus !__ (oo da (oof(.x')cosa(.'r '-.x)d.rc'=tf(.x+ O), .................. (9)
1r Jo )x
when this limit exists.
Similarly, u11cler the given conditions, we find that

-1 [
7r.,o
00

da !X
-'l)
f(.x') cos a(.x'- .1;) =tf(.r- 0), .................. (10)
.

when this limit exists.

Adding (9) and (10), our forn1ula 1s proved for every point at which
.f(.x ± 0) exist.

121. Other conditions for f(x). We shall now show that Fourier's
Integral forn1ula also holds when the conditions at ± oo of the previous
section are replaced by the following :
(I.) For so1ne positive n1-t1nber and to the 1·ight of £t, and for sorne negative
nurnber and to the lej~ of it, f(x') is of the jor1n g(.x') cos (A..x' + JL),
'where g(x') ~·s bounded and monotonic in these intervals and has the
li1nit zero as .x' ~ ± oo .

j~ g(~~') dJ:' converge.

Also, (II.)
J~oo g(~') d:;/
,':{:,
and
-00 ,1;

We have shown in § 120 that when g(.x') satisfies the conditions nan1ed
above in (I.), there will be a positive nurnber a greater than .x such that

r
00

da roo ,q( .x') cos a ( x'- .17) d.x' = 0.

)o Ja
But, if A is any positive nun1ber,

~o
C' da Jaroo ,q (.'t'') cos a(.'t'' _ .'t') d.v'
.~oo j~'l) loo
1
")1..
- 1 du. g(.1:') cos a(.x'- .x) d.x' + da g(.1:') cos a(.x'- /C) d.r'
~o .a r... a
- roo r'l) ,q(.x') cos a(.x'- .r) cl.1~'
=t •j~r...-·A. daJaroo g(.x')
·
cos a(.x'- .x) d:c' +
..,A.
daj
a

=tf"' da {" g(.'t'') cos a(.v'- .'t') d,r;' +t{"dar g(x') cos a(.x'- .'t') d.1"
-.-A. ~a r... ~a

= t{oo da [oog(.x') cos (a+ A.)(.r'- .1~) d:c' + t foo da (X> g( .r')cos (a.-- A-)(.r'- .x)d.x'.
Jo Jt )o )a
Therefore

Jo
("' da Cg(.x') cos a(.'t''- .x) d.x'
At

= Jo'" da Loo g(.r') cos A(.v'- .1?) cos a(.'t''- .1:) d.r' = 0 ....... (1)
C. I T
290 FOURIER'S INTEGRALS

Again \Ve kno\v, fron1 § 120, that

~oo

,q(a/) sin a(.'/-.{:) d.1/ {

•. ((,
is uniformly convergent for a> A0 > 0.
"A1 ~oo

It follows that / da / g (.1./) sin a(:r'- .rv) dtc'

~ Ao .dt .

exists, for A1 > A0 > 0.

Also

rAIda }a(XJ g (.1/) sin a (.x'- ,1;) d.rc'

JAo
1
= roo dx' {" g(x') Sill a(.x'- X) du (by § 84)

= r
Ja )Ao
g(x'){ cos :?~~-.v)- c_os ~;~~v- .1J)}dx'

= l,oc g(.rc') cos ~~(_x' --:_0") d.rc'- roo g(.1/) cos'\~ (.1/-: .1:) dtc', ... (2)
~a ~X - .x ) a, .~, - ,1J

since both integrals converge.

,q(x') d.x'
But \Ve are given that
J oo
.r:'

converges; and it follows that roo g (:£_) clx'

)a .rc'- .'V
also converges, so that we kno\v that
('l) g (x·')cos A, (.x'- :c) d.r,
1_
0
.,a .x - .1:'

is uniforn1ly convergent for A0 > 0, and therefore continuous.

Thus Lt
A 0~0
1 a
00
g(.x') cos A?(.x' ~- .x) dx' =
.x - .x
;·oo :~,(.x'). d:r/.
a :1.~ - .1.

It follows fron1 (2) that, when A> 0,

('A ['l) g(.x), s1n. a(.1.~, -.'t)~ dx,= l,.'l) -g(.x') , /·oo , cos A(.x'- .x) .' ( )
jo da
., a ., a
, - d.x -
.x - .x
g(.~) ,
. , a,
d.x.
.1J - .x
3

Also, as before, we find that, w_ith the conditions in1posed upon g(.x'), *

A~oo
Lt "1' a
00
g ( ,')::.')cos A(.x'- .x) d,f(;.I_
I
.X - .'C
- 0•

Therefore, fron1 (2) and (3),

,.oo da l'l) g ( ') . a. ( ,
.X Sill X -J)
)d.,1J, = £z,. g ( ')cos--~,-..
.X
A(.x' -x)d
··
,
.X, ......... (4)
/
.A .a .a .1..~ -a

['l) ·:,<x')~ d:r'.

00

and roo
J0 da1 g(x') sin a(x'- .r) d.x' = . ............... (5)
(t • (t ,'{; - ,1j

* This can be obtained at once fron1 the Second Theorern of Mean Value, as
proved in §58 for the Infinite Integral; but it is easy to establish the result, as
in§ 119, 'vithout this theoren1.
 FOURIER'S INTEGRALS 291
00
Again, since (A da1 g(."f/) sin (t(x'- :u) d:u'
Jo a

exists, 've have j.A

-A
da
j~oo

ct
g(x') sin a(;r'- .x) d~v' =0. . ...................... (6)

~--,ron1 (6), and the convergence of Joo da {'l) g(.x')sin a(:c' -.x)dx', it follows
that -A )a
00

Joo cla roo g(.x')sin a(.x' -x)dx'- roo da1 g(.x')sin a(tc' -.rc)d.x'=O.
-A )a )A a
Thus

!, da loo
0
00

a
g(~:c')
roo da 100 g (.x') sin (a- A)( x'- x) dx'.= 0.
sin (a+ A)(.x'- .x) d.x'- L
.,0 a

jo da .,al
.• oo ~oo

Therefore g(.rc') sin A(.x'- x) cos a(.x'- .x) dx' =0. . ............ (7)

Multiply (1) by cos(A.:v+p.) and (7) by sin(A..x+~-t) and subtract.

It follow·s that
roo
In da
roo g(x') cos (AX'+ p.) cos a(x'- .x) dx' = 0. .. .... , ........ (8)
..~ o .·a
And in the same way, with the conditions imposed upon g(x'), we have
oo
da
{-a/ g(.1J') cos (Ax'+ ~-t) cos a(x' -- .1.:} dx' =0. . ............. (9)
la 0 ,/-00

These results, (8) and (9), may be written

f' da{'H't'')cosa(x'-.x)d.r'=O, l ..................... (10)

Jo"' da f_-:>(.x') cos a(.x'- .-t') d:r' =0, J
whenf(.x')=g(.x') cos (A..x' + ~-t) in (a, oo) and (- oo, -a').
But we kno\Y tha~, when f(x) satisfies Dirichlet's Conditions in (-a', a),

roo cla (a ,f(x') cos a(.x'- tc) d,x' = !!_2 [f(x + 0) + f(.'r- 0)], ......... ( 11)
Jo "-a
·when these lin1its exist. [Cf. § 119 (5}.]
Adding (10) and (11), 've see that Fourier's Integral formula holds, when
the arbitrary function satisfies the conditions in1posed upon it in this section.
It is clear that the results just established still hold if 've replace
cos (A..x+ ~-t) in (I.) by the sum of a nu1nber of tern1s of the type
Cln COS (AnX' + /-Ln)•

It can be proved* that the theoren1 is also valid when this sum is replaced
by an infinite series oo
~an cos ( An.x' + 1-Ln ),
00 1
'vhen ~an converges absolutely and the constants An, so far arbitrary, tend
1
to infinity with n.

* Cf. Pringsheim, llfat h. Ann., Leipzig, 68, p. 399.

292 FOURIER'S INTEGRALS

122. Fourier's Cosine Integral and Sine Integral. In the

case when f(x) is given only for positive values of x, there are
two forn1s of Fourier's Integral vvhich correspond to the Cosine
Series and Sir{e Series respectively.
I. In the first place, consider the result of § 119, 'vhen ./(x)
has the sarne values for negative values of x as for the corre-
sponding positive values of x: i.e. f(- x) == f(x), x 0. >
Then -} Joo cla J oo f(x') cos a(x' -x)clx'
7r 0 -00

== ~ Joo da J"' f(x')[ cos a(x' + x)+ cos a(x'- x)]dx'

7r 0 0

== ~
')Joo cla Joo f( x') cos ax cos ax' dx'.
7r 0 +oo
It follows frorn § 119 that ~uhe1~ f(x) is clPfinecl jo?" positive
val1~es o.f x, ancl satisfies Dirichlet's Oonclitio1~s i1~ C(;ny ji11ite
inte1·val, 'While J: f(x)dx con/Ve?·ges absoltdely, then

')~ Joo cla Joo f(x')cosaxcosax'dx'=~[f(x+O)+f(x-0)],

7r 0 0

at every point where f(x+O) a'ncl f(x-0) exist, ancl ~uhe1~ X==O
the valttLe of the integ,ral is /( + 0), if this lirnit exists.
Also it follows fro1n §§ 120 and 121 that the condition at
infinity rnay be replaced by either of the follo\ving:
(i) Fo?" son~e positive 11-'LLn~ber and to the right of it, f(x')
shall be bo1Lndecl ancl111onoto?1ic and Lt f( x') == 0 ;
x'-?oo
or, (ii) Fo1" son~e positive nttLmbe?" cind to the right of it, f(x')
shall be of the fo?"Yn g(x') cos(Ax' +Jl), where g(x') is
bo1.~ndecl ancl n1onotonic a? tel Lt g (x') == 0. Also
;;~'~::f)

J"' g~') dx' must converge.

II. In the next place, by taking f(-x)==f(x), x>O, we see
that, ttuhe11 f(x) is deji11ecl for positive val1.~es of x, a11d sati.sfies
Dirichlet's Conditions in any finite interval, while
converges cibsol1Ltely, then
r° f(x) dx

') JY) cla JY) j'(x') sin ax sin ax' clx' == ~ [f(x+O)+ f(x-
~ 0)],
7r 0 0
 FOURIER'S INTEGRALS 293

at eveTy poi11t tvhere j(x+O) a1~cl f(x-0) exist, ancl whe1~ x=O
the ~i1~tegrr·aJ is zero.
Also it follows fron1 §§ 120 and 121 that the conditio11 at
infinity may be replaced by one or other of those given under I.
Jt should be noticed that, vvhen vve express the arbitrary
function j~(x) by any of Fourier's Integrals, we 1nust first decide
for what value of x we wish the value of the integral, and that
this value of x must be inserted in the integrand before the
integrations indicated are carried out (cf. § 62).
123. Fourier's Integrals. Sommerfeld's Discussion.
In n1any of the
problen1s of Applied Mathen1atics in the solution of which ~E,ourier's Integrals
occur, they appear in a slightly different forn1, "\vith an exponential factor
(e.g. e- Ka.2t) added. In these eases ·we are concerned with the lin~iting value
as t-70 of the integral
cp( t) = !_ J'XJ da rb j(x') COS U (:t'1 - X)e- Ka.'2t d:Jf,
7r 0 )a
and, so far as the actual physical pro blen1 is concerned, the val1w of the
integral jo?· t = 0 is not required.
It \vas shown, first of all by Sonunerfeld,* that, when the li1uit on the
right-hand side exists,
I~t L ('X) da (b f(:r/)cosa(tr/ -,;v)e-Ka2 td:v'=t[.f(,~·+O)+f(:v-O)],
t~o 7r Jo .Ja.
when a<;L·<b,
=!f(a+O), 'vhen x=a,
=if(b-0), when ,rc=b,
the result holding in the case of any integrable function given u1 the
interval (a, b).
The case when the interval is infinite was also treated by Son1merfeld, but
it has been recently exan1ined in n1uch greater detail by Young. t It will be
sufficient in this place to state that, when the arbitrary function satisfies the
conditions at infinity in1posed in §§ 120-122, Son1merfeld's result still holds
for an infinite interval.
However, it should be noticed that we cannot deduce the value of the
integral 1 ,..w
- / daj
7r
"b
f(a/) cos a(a/- :1:) d,x'
~ 0 a

fron1 the above results. This would require the continuity of the function
1
cp(t)=-/ da
,..oo Lb f(x')cosa(x' -x·)e-Ka tdt,;' 2
fort=O. . 7r~o .a
We have cotne across the san1e point in the discussion of Poisson's treat-
n1ent of Fourier's Series. [Cf. § 99. J

* Son1n1erfeld, Die willldirhchen J?unctionen in de?' mathe?naii8chen Physik, Diss.

J(onjgsbcrg, 1891.
t W. H. Young, loc. cit., Edinl.rw·oh, P?'oc. R. Soc., 31, 1911.
294 FOURIER'S INTEGRALS

REFERENCES.
FoURIER, Tluforie anal,ytique de la chaleur, Ch. IX.
JORDAN, loc. cit., T. II. (3e eel.), Ch. v.
LEBESGUE, Ler;ons sur les series trigonometrl:ques, Ch. III., Paris, 1906.
NEUMANN, lac. cit., Kap. III.
WEBER-RIEMANN, loc. cit., Bd. I. (2. Anfl.), §§ 18-20.
And the papers narned in the text.

EXAMPLES ON CHAPTER X.
1. Taking f(,x·) as 1 in Fourier's Cosine Integral. when 0 < .1; < 1, and as
zero when 1 < ~1:, show that
_ ~ j~oo sin a cos a~1J da ( - )
1- , O<x<1
7r o a
1-=~loo sin a cos ax da , ( ,'V= 1)
2 1r o a

0 = ~ { sin a cos ax dx.

00

( 1 <.:v ).
7r Jo a
2. By considering Fourier's Sine Integral for e- f3x (/3>0), prove that
oo •
a sin ax· 1r
.. o a2+ (32 da=2e-f3x, r
and in the same way, from the Cosine Integral, prove that
00
( cos ax 7r
Jo a2 + (32 da =- 2{3e- f3x.
3. Show that the expression
2
" .o
a'
2
[
00

cos (ex) 0~ [(J v cos v dv

a () .o
2

is equal to .1:
2 when 0 < x <a, and to zero "rhen ..t· >a.
4. Show that ~- r;oo- sin qx {~+tan a sin qb -:>sin qa} dq
7r ~ 0 q q--
is the ordinate of a broken line running parallel to the axis of .1; fron1 x = 0
to x=a, and fron1 ;v=b to X=Cf:J, and inclined to the axis of x at an angle a
bet\veen x = c~J and .t· =b.

5. Show that f (x) = ,J ~ x I satisfies the conditions of § 120 for Fourier's

Integral, arid verify independently that
2 .oo ['X) d / 1
-j
da cos ate cos ax'_
7r 0
= f,~ 'vhen
~0
;t,
'\/ ,1; '\/ ,r;
.1J > 0.

6. _Show that f(x) =~~~~.1: satisfies the conditions of § 121 for Fourier's
Integral, and verify independently that
1
- loo da Joo Slll.'t'
· ,cos a (.'t', - d.-c' = sin
.·!/) -,- --.
:v
7f o - oo :1~ X
 APPENDIX I
PRACTICAL HARMONIC ANALYSIS AND PERIODOGRAl\1_
ANALYSIS

1. Let y _:_ f(x) be a given periodic function, with period. 27r.

We have seen that, for a very general class of functions, we 1nay
represent f(x) by its Fourier's Series
a 0 + a 1 cos x + ct 2 cos 2 x + ... \
+ b1 sin x + b2 sin 2x + ~ .. J'
vvhere a 0 , a 1 , cc2 , ••• b1 , b2 , ••• are the Fourier's Constants for f(x).
We Inay suppose the range of x to be 0 < x < 27r. If the period
is ct, instead of 27r, the terms c?s nx are replaced by ~?s 2n1rxja,
- Sill Sill

and the range becomes 0 < x <a.

However, in many practical applications, y is not k~nown
analytically as a function of x, but the relation betwe~n the
dependent and independent variables is given in the form of a
curve obtained by continuous observations. Or again, we may
only "9e given the values of y corresponding to isolated values of
x, the observations having been made at definite intervals. In
the latter case we n1ay suppose that a continuous curve is drawn
through the isolated points in the plane of x, y. And in both
cases the Fourier's Constants for the function can be obtained
by 1nechanical means. One of the best k:novvn n1achines for the
purpose is Kelvin's Har1nonic Analyser.*
2. The practical questions referred to above can also be treated

* ~uch n1echanical tnethods arc described in the handbook entitled lrlode?·n

Instrwrnents and ~[ethods of Calculation., published by Bell & Sons in connection
with the Napier Tercententary Meeting of 1914.
2H5
296 APPENDIX

by substituting for Fourier's Infinite Series a trigono1netrical

series with only a li1nited nun1ber of tern1s.
Suppose the value of the function given at the points
0, a, 2a, ... ( n~ -1) a, where n~a == 27r.
Denote these points on the interval (0, 27r) by
Xo, Xl, X2, .•• X1n-1'
and the corresponding values of y by
Yo' Yv Y2' · · · Ym.-1·
Let Sn(x) == a 0 + a 1 cos x+ a,2 cos 2x+ ... +an cos nx}.
+ b1 sin x+ b2 sin 2x+ ... + bn sin nx
If 2n + 1 == 11(.;, 've can determine these 2n + 1 constants so that
Sn( Xs) == y 8 , when s == 0, 1, 2, ... 2n.
'rhe 2n+ 1 equations giving the values of a 0 , a 1 , ••• an, bv ...· bn,
are as follows :
==Yo
ct0 + a1 cos x 1 + . . . + ar cos rrx 1 + . . . + an cos nx1
+b 1 sin x1 + ... + b'i' sin rx1 + ... ·+ bn sin nx1

a0 + a 1 cos X 2.n + ... +a,. cos rx 2,n + ... +an cos nx2n}
. == Y·)·n
+ b1 sin X 2n + ... + b.r sin rx2n + ... + bn sin nX2n ..

Adding these equations, we see that

2n
(2n+ 1)a0 == ~ys,
s=O
s1nce 1 +cos ra +cos 2ra + ... +cos 2n1·a == 0,
and sin ra +sin 2ra + ... ·+sin 2nra == 0,
when (2n+ 1 )a== 27r.
Further, we knovv that
1 +cos ra cos sa +cos 2ra cos 2sa
+ ... +cos 2nra cos 2nsa == 0, s=f=rr·,
cos ra sin sa+ cos 2ra sin 2sa IT'_ 1, 2, ... n} .
+ ... +cos2nrasin2nsa==0, ls-1,2, ... n
And 1 + cos 2 ra + cos 2 2ra + ... + cos 2 2nra =! (2n+ 1 ).
It follows that, if we 1nultiply the second equation by cos rx1 ,
the third by cos rx2 , etc., and add, -vve have
'211

~(2n+1)a}.= ~7J 8 COSTSa .

.'i=-=0
 APPENDIX 297

Similarly, we find that

'2n

~(2n+ l)br:--= ~Y~ sin rr-sa.

s=1

A trigonometrical series of (2n+ 1) tern1s has thus been forined,

whose sun1 takes the required values at the points
0, a, 2a, ... 2na, where (2n+ 1 )a== 27r.
It will be observed that as n-7oo the values of a 0 , a 1 , ••• and bu b2 , •••
reduce to the integral forms for the coefficients, but as relnarked in § 90, p. 199,
this passage fron1 a finite nun1ber of equations to an infinite nun1 ber requires
rnore careful handling if the proof is to be rnade rigorous.

3. For purposes of calculation, there are advantages in taking

an even number of equidistant points instead of an odd number.
Snppose that to the points
0, a, 2a, ... (2n-1)a, where na == 1r,
we have the corresponding values of y,
Yo, Y1' Y2' · · · Y2n-1·
In this case vve can obtain the values of the 2n constants In
the expres~ion
a0 + a 1 cos x+ a 2 cos 2x+ ... + an-1 cos (n-1) x + Ctn cos nx)
+b1 sinx+b 2 sin 2x+ ... +bu_1 sin(n-l)x f'
so that the sun1 shall tak:e the values y 0 , Yv ... Y 2n_ 1 at these 2n
points in (0, 27r).
It vvill be found that
1 2~~1
ao == -2 L-J Ys
n .s=o
1 2n-1
ar == · ~ Ys cos rsa, if rr·1=n
n .s=o
1 2n-1
an == 2 ~ y ~ cos 87r
n .s=o
1 2n-1
br == -· ~
Ys sin 1"Sa
n .s=o .I

Runge* gave a convenient schexne for evaluating these con-

stants in the case of 12 equidistant points. rrhis and a similar
table devised by \Vhittak:er for the case of 24 equidistant points

* Zs. Jlfath., Leipzig, 48, 190:~, and 52, l90i). Also 'Them·ie u. l)raxis der l?eihen,
pp. 147-164, Leipzig, 1904.
298 APPENDIX

will be found in Tract No.4 of the Edinburgh Mathematical

Tracts.*
4. This question may be look:ed at froin another point of view.
Suppose we are given the values of y, viz.
Yo' Y1' Y2, · · · Ym-1,
corresponding to the points
0, a, 2a, ... (11~- 1) a, 'v here n~a == 27r.
Denote these values of x, as before, by

Let Sn (x) = c~ 0 + a1 cos x + a2 cos 2x+ ... +an cos 1LX\_

. X+ b Sill
+ b1 Sill . 2X + ... + bn Sln
. n.x .·,.
2

For a given value of n, on the understanding that 1n>211+I,t

the 2n + 1 constants a, 0 , a 1 , ••. an, bv ... bn are to be deter1nined
so that Sn (x) shall approximate as closely as possible to
Yo, Yv ... Ym-1 at Xo, xl, ... Xm-1•
The rrheory of Least Squares shows that the closest approxi-
Ination will be obtained by making the function
1n-1
~ (y~-Sn(x~J )2,
s=O

regarded as a function of a 0 , a 1 , ... an, b1 , ... bn, a minimun1.

The conditions for a 1ninimu1n, in this case, are:
m-1
~ (ys-Sn(x~))=O
.-;=0
1n-1
;E (y~- Sn (x~)) cos px~ = 0 JJ = 1, 2, ... n.
s=O
m-1
,2: (y~- Sn (x 8 ) ) sin ]JX8 == 0
s=O

It will be found, as in § 2 above, that these equations lead to

the following values for the coefficients:

*Carse and Shearer, A Co·itrse in llottrZ:er's .Analysis and Periodogrwrn Analysis,,

Edinburgh, l 915.
t If m < 2n + 1, we can choose the constants in any nun1ber of 'vays so that
Sn(~~) shall be equal to y 0 , YH ... Ym.-l at x 0 , Xu ... xm-u for there are n1ore con-
stants than equations. And if n~ = 2n + l, 've can choose the constants in one 'vay
so that this condition is satisfied .
 APPENDIX 299
m-1

mao= ~Ys!
s=O

~
tmct1· = m-1
~ y 8cos rsa
s=O rr = 1, 2 ... n,
1
J'" 1/l odd.
-}1nbr = ~ y.., sin 1'Sa
i/i-

s=O

But if 111 is even, the coefficient a.1• (when r=t111) is given by

m-1
??~Ci~m = ~ Y8 COS 87r,
8=0

the others rernaining as above.

In some cases, it is sufficient to find the tern1s up to cos x and sin x, viz.
a 0 +a 1 cos x+b 1 sin tc.
The values of a 0 , a 1 and b0 'vhich will n1ake this expression approxirnate
n1ost closely to

:lJo, .Yu Y2, · · · !/m-1

at O, a_, 2a_, ... (rn-1) a_, when 1nCL=21i,
are then given by :
m-1
1na 0 =L y,
s=O
?n--1
~1na 1 = L y s cos sa,
s=O
m-1
] 1n b ~
y s srnsa.
•
2 1 =~
s=O

Tables for evaluating the coefficients in such cases have been constructed by
Turner.*

5. In the preceding sections we have been de~ling with a set

of observations kno"\vn to have a definite period. The graph_ for
the observations would repeat itself exactly after the lapse of
the period; and the function thus defined could be decon1posed
into si1nple undulations by the Inethods just described.
But "\\ hen the graph of the observations is not periodic, the
7

function n1ay yet be represented by a su1n of periodic terms

vvhose periods are incomn1ensurable vvith each other. rrhe
gravitational attractions of the heavenly bodies, to vvhich the
tides are due, are made up of components whose periods are not
commensurable. But in the tidal graph of a port the con1ponent

* Tnblesfor .llarn~onic Analy.sis, Oxford 1Jniversity Press, 191:~.

300 APPENDIX

due to each vvould be resolvable into simple undulations. A

rnethod of extracting these trains of simple \Vaves from the
record would allow the schedule of the tidal oscillations at the
port to be constructed for the future so far as these components
are concerned.
The usual method of extracting fron1 a graph of length L, a
part that repeats itself periodically in equal lengths A. is to cut
up the graph into segments of this length, and superpose then1
. by addition or mechanically. If there are enough segn1ents, the
snn1 thus obtained, divided by the number of the segments,
approxi1nates to the periodic part sought; the other oscillations
of different periods n1ay be expected to contribute a constant to
the sun1, na1nely the sum of the mean part of each.
6. The principle of this rnethod is also used in searching for
hidden periodicities in a set of observations taken over a
considerable tin1e. Suppose that a period T occurs in these
observations and that they are tak:en at equal intervals, there
being n observations in the period T.
Arrange the nun1bers in rows thus:
~(;0, ~(;1' ~(;2, ~ln-'2, ~(;n -1.

Un, Un+l. Un+2, u2n-2, ~(;2n-1.

. 'I(;(m-1) n, U(m-1)n+1, U(m-1) n-t:Z, Umn-~, 'I.(;mn-1.

Add the vertical colu1nns, and let the sums be

un-2, un-1.

In the sequence Uo, Ul, U2, ... un-1, Un the COlnponent of

period Twill be multiplied 1n-fold, and the variable parts of the
other components n1ay be expected to disappear, as these will
enter with different phases into the horizontal ro"vs, and the
rows are supposed to be numerous. The difference between the
greatest and least of the numbers U0 , U1 , U2 , ••• Un-2, Un-1
furnishes a rough indication of the a1nplitude of the component
of period T, if such exists ; and the presence of such a period is
indicated by this difference being large. ·
Let y denote the difference between the greatest and least of
the nun1bers U0 , U1 , U2 , ••• Un_ 2 , U11 _ 1 corresponding to the trial
period x. If y is plotted as a function of x, vve obtain a "curve
 APPENDIX 301

of periods." This curve "vill have peaks at the values of x

corresponding to the periodicities which really exist. When
the presence of 8uch periods is indicated by the curve_, the
statistics are then analysed by the methods above described.
This method was devised by Whittaker for the discussion of
the periodicities entering into the variation of variable stars.*
It is a modification of Schuster's work:, applied by him to the
discussion of the statistics of sunspots and other cosrnical
phenomena. t To Schuster, the term "periodograrn anctlysis" is
due, but the "curve of periods" referred to above is not identical
with that finall~r adopted by Schuster and tern1ed perioclogra1Jh
(or periodogran1 ).
For nurnerical examples, and for descriptions of other n1ethods
of attack:ing this probletn, reference may be n1ade to the
Edinburgh Mathematical Tract, No. 4, already cited, a.nd to
Schuster's papers.

* .Llfonthly 1Votices, R.A.S., 71, p. 686, 1911.

See also a paper by Gibb, ''The Periodogran1 Analysis of the Variation of
SS Cygni," ibid., 74, p. 678, 1914.
t 'fhe following papers n1ay be n1entionecl :
Octmbriclge, T'ranB. Phil. Soc., 18, p. 108, 1900.
London, Phil. rPrans. R. Soc., 206 (A), p. 69, 1906.
London, Proc. R. Soc., 77 (A), p. 136, 1906.
 APPENDIX II
BIBLIOGRAPHY*

FOURIEll'S SERIES AND Ill1~EG:RALS

TREATISES

FouRIER. Theorie analytiq ue de la chaleur. Paris, 1822.

English Translation (Freeman). Can1bridge, 1872.
German Translation (Weinstein). Berlin, 1884.
PoiSSON. Traite de Mecanique (2e ed. ). Paris, 183:3.
Theorie n1athematique de la chaleur. Paris, 1835.
DINI. Serie di Fourier e altre rappresentazioni analitiche delle funzioni di
una varia bile real e. Pi sa, 1880.
NEUMANN. Uber die nach Kreis-, Kugel-, und Cylinder-Functionen fort-
schreitenden Ent,vickelungen. Leipzig, 1881.
BEAU. Analytische Untersuchungen im Gebiete der trigonometrischen
Reihen und der Fourier'schen Integrale. Halle, 1884.
BYERLY. An Elementary Treatise on Fourier's Series and Spherical,
Cylindrical, and Ellipsoidal Harn1onics, with Applications to Problems
in Mathematical Physics. Boston, 1893.
PoiNCARE. Theorie analytiq ue de la propagation de la chaleur. Paris, 1895.
FRISCHAUF. Vorlesungen iiber I{reis~ und Kugel-Fnnctionen Reihen.
Leipzig, 1897.
BuRKHARDT. Entwicklungen nach oscillirenden Functionen. Jahresber.
D. Math. Ver., Leipzig, Bd. X., Heft. II., 1901.
CARSLA -...v. Fourier's Series and Integrals and the Mathen1atical Theory of
the Conduction of Heat. London, 1906.
LEBESGUE. Legons sur les series trigonometriques. Paris, 1906.
HoBSON. The Theory of }-,unctions of a Real Variable and the Theory of
Fourier's Series. Can1bridge, 1907.
*The abbreviated titles for the ,Journals are taken from the Internat£onal
Catalogue o,f Scient~fi c Literatu/re.
302
 APPENDIX 303

CARSE and SHEARER. A_ course in Fourier~s Ana-lysis and Periodogran1

Analysis. (Edinburgh Mathema,tical I,racts, No. 4.) Edinburgh, 1915.
In n1any other works considerable space is given to the treatn1ent of
Fourier's Series and Integrals. The follo,ving n1ay be specially
n1entioned:
DE LA VALLEE PoussrN. Cours d'Analyse, T. II. (2e ed.). Paris, 1912.
GoURSAT. Cours d'Analyse, T. I. (3e ed.). Paris, 1918.
JORDAN. Cours d'Analyse, T. II. (3e ed.). Paris, 1913.
RuNGE. Theorie und Praxis der Reihen. Leipzig, _1904.
SERRET-llARNACK. Lehrbuch der Differential- und Integral-Rechnung, Bd.
II. (6 u. 7 Au fl.). Leipzig, 1915.
WEBER. Die partiellen Differential-gleichungen der n1athematischen Physik,
Bd. I. (2 Aufl.). Braunsch,veig, 1910.
[This work is also kno,vn as the fifth edition of Riemann's lectures
entitled _Pa?·tielle D~fj'erential-gleichungen ~tnd deren An1-oendungen a/ztf
_phys£lcal£schen Fragen. Braunschweig, 1869. It is referred to in the
text as Weber-Riemann.]
WHI'rTAKER and WATSON. Course of Modern Analysis. Cambridge, 1920.
[This is the third edition of Whittaker's work with the san1e title.]

MEMOIR.S AND PAPERS.

FouRIER. Fourier's first paper was cornn1unicated to the Acaderny in 1807.
A fuller discussion of the subject was presented in his Memoire S?l/t la
p?·opagat£on de la chaleur, comnutnicated in 1811, and not printed till
1824·6 (Paris, JllenL Acad. sci., 4, 1825, and 5, 1826). This n1en1oir is
practically contained in his treatise (1822). Many other papers bearing
upou this subject and- upon the Mathe1natical Theory of the Conduction
of Heat were published by hin1 about the same time. A list of these
writings is given in Freen1an'8 Edition, pp. 10-13. See also (Euvres de
Fon1•ier. Paris, 1888.
PoiSSON. (i) Sur la lnaniere d'exprinler les fonctions par les series de
quantites periodiques, et sur l'usage de cette transforrnation dans les
resolutions de differents problemes. J. ec. polytech., Paris, 11, 1820.
(ii) Men1oire sur les integrales definies et sur la somn1ation des series.
J. ec. polytechn., Paris, 12, 1823.
(Of. also : Sur les integrales definies. J. ec. polytechn., 9, 10, and 11.)
CAUCHY. (i) Sur le developpen1ent des fonctions en series periodiques.
Paris, Metn. Acad. sci., 6, 1826.
(ii) Sur les residns de fonctions exprin1ees par integrales definies.
1827. Of. (Enm·es de Canchy (Ser. 2), T. 7.
(iii) Memoire sur !'application du Calcul des Residus aux questions de
physique mathen1atique. 1827. Cf. fEuvres de Ca?.tclty (Ser. 2), T. 15.
(iv) Second n1emoire sur !'application du Calcul des Residus aux
questions de physique mathematique. Paris, Men1. Acad. sci., 7, 1827.
304 APPENDIX

PoissoN. Sur le calcnl nun1eriqne des integrales definies. Paris, Mern.

Acad. sci., 7, 1827.
DIRKSEN. Obel' die ])arstellung heliebiger :B_,unctionen rnittelst lleihen die
nach den Sinussen und Cosinnssen der Vielfachen eines Winkels fort-
schreiten. Berlin, A_bh. Ak. Wiss., 1827.
J)rRICHLET. Sur la convergence des series trigononletriques qui servent a
representer une fonction arbitraire entre des lin1ites donnees. J. Math.,
Berlin, 4, 1829.
DIRKSEN (i). Uber die Convergenz einer nach den Sinussen und Cosinussen der
Vielfachen eines Winkels fortschreitenden Reihe. J. Math., Berlin, 4,
1829.
..
(ii). Uber die Snmn1e einer nach den Sinussen und Cosinussen der
Vielfachen eines Winkels fortschreitenden Reihe. Berlin, Abh. Ak.
Wiss., 1829.
DIRICHLET. (i) Die Darstellung ganz 'villkiirlicher Fnnctionen durch Sinus-
unci Cosinus-Reihen. Dove's Repertoriun1 der Physik., Bel. I., 1837.
(iiJ Sur les series dont le term general depend de deux angles, et qui
servent a exprin1er des fonctions arbitraires entre des lin}ites donnees.
J. Math., Berlin, 17, 1837.
(iii) Sur l'usage des integrales definies dans la sonln1ation des series
finies ou infinies. J. Math., Berlin, 17, 1837.
HAMILTON. On Fluctuating Functions. Dublin, Trans. R. Irish Acad.,
19, 1843.
BoNNET. Den1onstration sin1ple clu theoren1e de Fourier. N ouv. ann. n1ath.,
Paris, 3, 1844.
BooLE. On the Analysis of Discontinuous Functions. Dublin, Trans. R.
Irish A cad., 21, I 848.
SToKES. On the Critical Values of the Sums of Periodic Functions. Cam-
bridge, Trans. Phil. Soc., 8, 1849.
BoNNET. (i) Sur quelques integrales definies. J. math., Paris, 14, 1849.
(ii) Sur la theorie generale des series. Bruxelles, Mem. cour. Acad.
roy., 23, 1850.
DUHAMEL. Sur la discontinnite des valeurs des series, et sur les moyens de
la reconnaitre. J. math., Paris, 19, 1854
RIEMANN. Uber die Darstellbarkeit einer Function durch eine t.rigonome-
trische Reihe. Gottingen, Hab. Schrift, 1854. (Also Gottingen, Abh.
Ges. V\Tiss., 13, 1868.
LIPSCHITz. De explicatione per series trigonometricas instituenda functi-
onum unius variabilis arbitrarium et praecipue earum quae per variabilis
spatium finitum valorum maximorum et minimorum numerum habent
infinitum, 9-isquisitio~ J. Math., Berlin, 63, 1864.
 APPENDIX 305

Du Bors-REYMOND. Uber die allgemeinen Eigenschaften der Klasse von

Doppel-Integralen zu "\velcher das Fourier'sche Doppel-Integral gehort.
J. Math.) Berlin, 69, 1878.
HEINE. Uber trigonometrische Reihen. J. Math., Berlin, 71, 1870.
CANTOR. (i) Uber einen die tr1gonometrischen Reihen betreffenden Lehrsatz.
J. Math., Berlin, 72, 1870.
(ii) Beweis dass eine fur jeden reellen Werth von X durch eine trigono-
metrische Reihe gegebene Function sich nur auf einzige Weise in dieser
Form darstellen lasst. J. Math., Berlin, 72, 1870.
(iii) Notiz zu diesem Aufsatze. J. Math., Berlin, 73, 1871.
(iv) Uber trigonometrische Reihen. Math. Ann., Leipzig, 4) 1871.
Du Bors-REYMO~D. Die Theorie der Fourier'schen Integrale und Formeln.
Math. Ann., Leipzig, 4, 1871.
'Q2u, (J2u
PRYM. Zur Integration der Differential-Gleichung ox2+ 01 2=0. J. Math.
Berlin, 73, 1871. ' ry
CANTOR. Uber die Ausdehnung eines Satzes aus der Theorie der trigono-
metrischen Reihen. Math. Ann., Leipzig, 5, 1872.
ScHWARZ. Uber die Integration der Differential Gleichung L1u= 0. J. Math.,
Berlin, 74, 1872.
THOMAE. Bemerkung tiber Fourier'sche R,eihen. Zs. Math., Leipzig, 17,
1872.
AscoLr. Uber trigonometrische Reihen. Math. Ann., Leipzig, 6, 1873.
Du Bors-REYMOND. Uber die Fourierschen Reihen. Gott.ingen, Nachr.
Ges. \Viss. 1873.
GLAISHER. On Fourier's Double Integra1 Theorem. Mess. Math., Cam ..
bridge, 2, 1873.
Du Bors-REYMOND. Uber die sprungweisen Werthanderungen analytischer
Functionen. Math. Ann., J.Jeipzig, 7, 1874.
ScHLAFLI. Einige Zweifel an der allgemeinen Darstellbarkeit einer will-
klirlicher periodischer Function einer Variablen durch eine trigono-
metrische Reihe. Bern. Universitats-Program, 187 4.

(Cf. also. Uber die partielle Differential-Gleichung

Berlin, 72, 1870.)
c:; = K ~:~.
·
J. Math.,

AscoLr. Sulla serie di Fourier. Ann. mat., Milano (SerQ 2), 6, 1875.
Du Bois-REYMOND. Allgemeine Lehrsatze iiber den Giiltigkeitsbereich der
Integralformeln, die zur Darstellung willkilrlicher F~nctionen dieneno
J. Math., Berlin, 79, 1875.
GENOCCHI. Intorno ad alcune scrie. Torino, Atti Ace. sr.., 10, 1875.
Du Bors-REYMOND. (i) Be"\veis dass die coefficienten der trigonometrischen
Reihe
00

j(.?J) = L (aP cos px + bp sin px),

p=O
C. I u
306 APPENDIX

die Werthe
1 !7(' 1
,.7t' 1 1t'
a0 =- f(a) da, ap=-j f(a) cos pa da, bp=- { f(a) sinpa da
2 7r -7(' 7r
-7r 7r .. -7r

haben, jedesmal wenn diese Integrale endlich und bestimmt sind. Mtin-
chen, Abh. Ak. Wiss., 12, 1876.
(ii) Untersuchungen tiber die Convergenz und Divergenz der Fourier'-
schen Darstellungsformeln. Mtinchen, .Abh. Ak. Wiss., 12, 1876.
(iii) Zusatze zu dieser Abhandlung. Math. Ann., Leipzig, 10, 1876.
ToPLER. N otiz tiber eine bemerkenswerthe Eigenschaft der periodischen
Reihen. Wien, Anz. Ak. Wiss:, 13, 187 6.
GLAISHER. Note on Fourier's Theorem. Mess. Math., Cambridge, 6, 1877.
AscoLr. (i) Nuove ricerche sulla serie di Fourier. Roma, Rend. Ace. Lincei
(Ser. 3), 2, 1878.
(ii) Sulla rappresentabilita di una funzione ·a due variabili per serie
doppia trigonometrica. Roma, Rend. Ace. Lincei (Ser. 3), 4~ 1879.
APPEL. Sur une theoreme concernant les series trigonometriques. Arch.
Math., Leipzig, 64, 1879.
BoNNET. Sur la formule qui sert de fondement a une theorie des series
trigonometriques. Bul. sci. math., Paris (Ser. 3), 3, 1879.
Du Bors-REYMOND. Determination de la va.Ieur limite d'une integrale. Bul.
sci. math., Paris (Ser. 3), 3, 1879.
HoPPE. Bemerkung tiber trigonometrischen Reihen. Arch. Math., Leipzig~
64, 1879.
SACHSE. Versuch einer Geschichte der Darstellung willkiirlicher Functionen
einer Variablen durch trigonometrischen Reihen. Diss., Gottingen, 1879.
Also Zs. Math., Leipzig, 25, 1880, and in French, Bul. sci. math., Paris
(Ser. 3), 4, 1880.
AscoLI. Sulla serie trigonometriche a due variabili. Roma, Rend. Ace.
Lincei (Ser. 3), 8, 1880.
CANTOR. (i) Bemerkung tiber trigonometrische Reihen. Math. Ann.,
Leipzig, 16, 1880.
(ii) Fernere Bemerkung tiber trigonometrische Reihen. Math. Ann.,
Leipzig, 16, 1880.
Du Bors-REYMOND. Zur Geschichte der trigonometrischen Reihen. Tub-
ingen, 1880.
BoussiNESQ. Coup d' ceil sur la theorie des series trigonometriques et sur
une raison naturelle de leur convergence. J. math., Paris (Ser. 3),
7, 1881.
Du Bors-REYMOND. Uber Darstellungsfunctionen. Math. Ann., Leipzig,
18, 1881.
HARNACK. Uber die trigonometrische Reihe und _die Darstellung willktir-
licher Functionen. Math. Ann., Leipzig, 17, 1881.
JORDAN. Sur la serie de Fourier. Paris, c. R. Acad. sci., 92, 1881.
 APPENDIX 307
SnARr. On Fourier's Theorem. Q. J. Math., London, 17, 1881.
_._t\scoLr. Una osservanza relativa ad un teorema contenuto nella sua memoria ;
Sulla rappresentabilita di una funzione a due variabili per serie doppia
trigonometrica. Milftno 1 Rend. Ist. lomb., 15, 1882.
HALPHEN. Sur la serie de Fourier. Paris, C.R. Acad. sci., 95, 1882.
I-IARNACK. (i) Theorie de la serie de Fourier. Bul. sci. math., Paris (Ser. 3),
6, 1882.
(ii} Vereinfachung der Beweise in der Theorie der Fourier'schen Reihen.
Math. Ann., Leipzig, 19, 1882.
HoBsoN. On Fourier's Theorems. lVIess. Math., Cambridge, 11, 1882.
LINDEMANN. Uber das ·verhalten der Fourier'schen Reihe an Sprung-
stellen. Math. Ann., Leipzig, 19, 1882.
PoiNCARE. Surles series trigonometriques. Paris~ C.R. Acad. sci.' 95, 1882.
VEL'rMANN. Die Fouriersche Reihe. Zs. Math., Leipzig, 27, 1882.
CANTOR. Sur les series trigonometriques. Acta Math., Stockholm, 2, 1883.
Du Bois~REYMOND. Uber die Integration der trigonometrischen Reihe.
Math. Ann., Leipzig, 22, 1883.
GILBERT. Demonstration simplifiee des formules de Fourier. Bruxelles, Ann.
Soc. scient., 8, 1884.
HoLDER. Zur Theorie der trigonometrischen Reihen. 1\lath. Ann., Leipzig,
24, 1884.
ALEXANDER. (i) Failing Cases of Fourier's Double Integral Theorem,
Edinburgh, Proc. Math. Soc., 3, 1885.
(ii) Boole's and other proofs of Fourier's Double Integral Theorem.
Edinburgh, Proc. Math. Soc., 3, 1885.
HoLDER. Uber eine neue hinreichende Bedingung fUr die Darstellbarkeit einer
Function durch die Fourier'sche Reihe. Berlin, SitzBer. Ak. Wiss., 1885.
KRoNECKER. Uber das Dirichlet'sche Integral. Berlin, SitzBer. Ak. Wiss.,
1885.
PoiNCARE. Sur les series trigonometriques. Paris, C.R. Acad. sci., 101,
1885.
WEIE:RSTRAss. Uber die Darstellbarkeit sogenannter willktirlicher :B...,unc-
tionen durch die Fouriersche Reihe. Berlin, SitzBer. Ak. Wiss., 1885.
ALEXANDER. A symbolic proof of Fourier's Double Integral Theorem.
Mess. Math., Cambridge, 15, 1886.
ARZELA. Sopra una certa estensione di un teorema relative aile serie trigono-
metriche. Roma, Rend. Ace. Lincei (Ser. 4), 1, 1886.
ALEXANDER. (i) A proof of Fourier's Series for Periodic Functions. Mess.
Math., Cambridge, 16, 1887.
(ii) Extensions of Fourier's trigonometric Series Theorem. Mess. Math.,
Cambridge, 16, 1887.
C. I u2
308 APPENDIX

JOHNSON. A proof of Fourier's Series Theorem. lVIess. Math., Cambridge,

16, 1887.
HARNACK. Uber Cauchy's Z"\veiten Beweis fur die Convergenz der Fourier'-
schen Reihen und eine damit verwandte altere Methode von Poisson.
Math. Ann., Leipzig, 32, 1888.
BouRLET. Sur la multiplication des series trigonometriques. Bul. sci. math.'
Paris (Ser. 2), 13, 1889.
PicARD. Sur la representation approchee des fonctions. Paris, C.R. Acad.
sci., 112, 1891.
II

SoMMERFELD. Die willkiirlichen Functionen in der mathematischen Physik.

Diss., Konigsberg, 1891.
DE r.A VALLEE PoussiN. Sur une demonstration des formules de Fourier
generalisee. Bruxelles, Ann. Soc. scient., 15, 1892.
SEQUIER. Sur la serie de Fourier. Nouv. ann. math., Paris (Ser. 3), 11, 1892.
BEAU. Einige Mittheilungen aus dem Gebiete der trigonometrischen Reihen
und der Fourier'schen Integrale. Prog. Gymn. Sorau, No. 87, 1893.
J)E LA VALLEE PoussrN. Sur quelques applications de l'integrale de Poisson.
Bruxelles, Ann._ Soc. scient., 17, 1893.
GIBSON. (i) On the History of the Fourier's Series. Edinburgh, Proc.
Math. Soc., 11, 1893.
(ii) A proof of the Uniform Convergence of Fourier's Series, with notes
on the Differentiation of the Series. Edinburgh, Proc. Math. Soc., 12,
1894.
BERGER. Sur le developpement de quelques fonctions discontinues en series
de Fourier. Upsala, Soc. Scient. Acta (Ser. 3); 15, 1895.
WILLIAMS. On the Convergence of Fourier's Series. Phil. Mag.!/ London
(Ser. 5), 41, 1896.
PoiNCARE. Les rapports de !'analyse et de la physique mathematique. R-ev.
gen. sci.~ Paris, 18, 1897.
PRESToN. On the general extension of Fourier's Theorem. Phil. Mag.,
London (Ser. 5), 43, 1897.
BRODEN. Uber das Dirichlet'sche Integral. Math. Ann., Leipzig, 52, 1899.
MAROLLI. Di una classe di funzioni finite e continue non sviluppibabili in
serie di Fourier nel punto x =0. Giorn. mat., Napoli, 37, 1899.
VoiGT. · Demonstrazione semplice delle sviluppibilita in serie di Fourier di
una funzione angolare finita e ad una sol valore. Roma, Rend. Ace.
Lincei (Ser. 5), 8, 1899.
FE.TI~R. Sur les fonctions bornees et integrables. Paris, C.R. Acad. sci.,
131, 1900.
LERCH. Remarque sur la serie de Fourier. Bul. sci. math., Paris (Ser. 2),
24, 1900.
 APPENDIX 309
FortD. Dini's method of sho\ving the convergence of Fourier's series and of
other allied developments. Ne\v York, N.Y., Bull. Amer. Math. Soc.,
7, 1901.
HURWITZ. Surles series de Fourier. Paris, C.R. Acad. sci., 132, 1901.
STACKEL. (i) Uber das Dirichlet'sche Integral. Leipzig, Ber. Ges. Wiss.,
53, 1901.
(ii) Uber die Convergenz der trigonometrischen Reihen. Arch. Math.,
Leipzig (3. R.eihe), 2, 1901.
FEJER. Sur la differentiation de la serie de Fourier. Paris, C.R. Acad. sci.,
134, 1902.
HuRWITZ. Sur quelques applications geometriques des series de Fourier.
Ann. sci. Ec. norm., Paris (Ser. 3), 19, 1902.
STEKLOFF. (i) Sur certaines egalites remarquables. Paris, C.R. Acad. sci.,
135, 1902.
(ii) Sur la rapresentation approchee des fonctions. Paris, C.R. Acad.
sci., 135, 1902.
(iii) Sur quelques consequences de certains developpements en series
analogues aux developpements trig~nometriques. Paris, C.R. Acad.
sci., 135, 1902.
(iv) Remarque relative a rna Note: Sur la representation approchee
des fonctions. Paris, C. R. Acad. sci., 135, 1902.
HuRWITZ. Uber die Fourier'schen Konstanten integrierbarer Functionen.
Math. Ann., Leipzig, 57, 1903.
J(RAUSE. Uber Fourlersche Reihen ITlit Z\Vei veranderlichen Grossen.
Leipzig, Ber. Ges. Wiss., 55, 1903.
LEBESGUE. Sur les series trigonometriques. Ann. sci. Ec. norm., Paris
(Ser. 3), 20, 1903.
MAcDONALD. Some Applications of Fourier's Theorem. London, Proc. Math.
Soc., 35, 1903.
STEPHENSON. An extension of the ;Fourier Method of Expansion in Sine
Series. Mess. Math., Cambridge, 23, 1903.
BIERMANN. Uber das Restglied trigonometrischer Reihen. Wien, SitzBer.
Ak. Wiss., 113, 1904.
FrscHER. Zwei neue Beweise fur den Fundament.al-Satz der Fourier'schen
Konstanten. MonHfte. Th'Iath. Phys., Wien, 15, 1904.
FE.n~R. lJntersuchungen tiber Fourier'sche Reihen. lVIath. Ann., Leipzig,
58, 1904.
KNESER. (i) Die Fourier' sche Reihe und die angenaherte Darstellung perio-
discher Fnnct.ionen durch endliche trigonometrische Reihen. Arch.
Math., Leipzig (3. Reihe), 7, 1904.
(ii) Untersuchungen tiber die Darstellung \villkiirlicher Functionen
in der mathematischen Physik. Math. Ann., Leipzig, 58, 1904.
310 APPENDIX

S'l'EKLOFF. Sur certaines egalites generales communes a plusieurs series de

fonctions souvonts employees dans !'analyse. St. Petersburg, JVIem.
Ac. Sc. (Ser. 8), 15, 1904.
RonsoN. On the failure of the convergence of Fourier's Series. London,
Proc. Math. Soc. (Ser. 2), 3, 1905.
K NESER. Beitdige sur Theorie der Sturm-Liouville'schen Darstellung will-
kiirlicher Funktionen. Mat.b. Ann., Leipzig, 61, 1905.
LEBESGUE. (i) Sur une condition de convergence des SPries de Fourier.
Paris, C.R. Acad. sci., 140, 1905.
(H) Sur la divergence et la convergence non-uniforme des series de
Fourier. Paris, C.R. Acad. sci., 141, 1905.
(iii) Recherches sur la convergence des series de Fourier. Math. Ann.,
Leipzig, 61, 1905.
SEVERINI. Sulla serie di Fourier. Venezia, At~ti Ist. ven., 64, 1905.
BocHER. Introduction to the theory of Fourier's Series. Ann. Math., Prince-
ton, N.J. (Ser. 2), 7, 1906.
FATOU. (i) Sur le developpement en serie trigonometrique des fonctions non-
integrables. Paris, C.R. Acad. sci., 142, 1906.
(ii) Series trigonometriques et series de Taylor. Acta J\1ath., Stock-
holm, 30, 1906.
FEJER. Sur la serie de Fourier. Paris, C.R. Acad. sci., 142, 1906.
(Also paper in Hungarian in Math. Termt. Ert., Budapest, 24, 1906.)
,J oURDAJN. The development of the theory of the transfinite numbers.
Arch. Math., Leipzig (3. Reihe), 10, 1906.
(See also 14, 1909; 16; 1910; and 22, 1913.)
LEES. On an extension of the Fourier method of expanding a function in
a series of sines and cosines. Mess. Math., Cambridge, 35, 1906.
BRENCKE. On the convergence and differentiation of trigonometric series.
Ann. Math., Princeton, N.J. (Ser. 3), 8, 1907.
BuHL. Sur les nouvelles formules de sommabilite. Bul. sci. math., Paris
(Ser. 2), 31, 1907.
FE.TER. Uber die Fouriersche Reihe. Math. Ann., Leipzig, 64, 1907.
HansoN. On the uniform convergence of Fourier's Series. London, Proc.
Math. Soc. (Ser. 2), 5, 1907.
MooRE. Note on Fourier's constants. New York, N.Y., Bull. Amer. Math.
Soc., 13, 1907.
PRINGSHEIM. Uber die Fouriersche Integraltheorem. J ahresber. D. Math.
Ver., Leipzig, 16, 1907.
RIEsz. Les series trigonometriques. Paris, C.R. Acad. sci., 145, 1907.
BUHL. Sur la sommabilite des series de Fourier. Paris, C.R. Acad. sci.,
146, 1908.
 APPENDIX 311
])~LAVALLEE PoussrN. Sur l'approximation des fonctions d'une variable
reelle et de leurs derivees par des polynomes et des suites limitees de
Fourier. Bruxelles, Bul. Acad. roy., 1908.
HARDY. Some points in the integral calculus, XXIII.-V. On certain
oscillating cases of Dirichlet's integral. Mess. Math., Cambridge, 38,
1908.
ORLANDo. SuHa formula integrale di Fourier. Roma, Rend. Ace. Lincei
(Ser. 5), 17, 1908.
YouNG. A note on trigonometrical series. Mess. Math., Cambridge, 38,
1908.
BROMvVICH. Note on Fourier's Theorem. J\1ath. Gaz., London, 5, 1909.
FEJER. (i) Beispiele stetiger Funktionen mit divergenter Fourierreiben. J.
Math., Berlin> 137, 1909.
(ii) Eine stetige Fnnktion deren Fouriersche Reihe divergiert .
.Palern1o, Rend. Circ. n1at., 28, 1909.
GRAZIANI. (j) Sulla formula integrale di Fourier. Roma, Rend. Ace.
Lincei (Ser. 5), 18, 1909.
(ii) Funzioni rappresentabili con la formula integrale di Fourier. I~oma,
Rend. Ace. Lincei (Ser. 5), 18, 1909.
ORLANDo. N uove osservazioni sulla formula in tegrale di Fourier. Roma,
Rend. Ace. Lincei (Ser. 5), 18, 1909.
DE LA VALL1£E PoussrN. Un nouveau cas de convergence des series de
Fourier. Palermo, Rend. Circ. mato, 31, 1910.
FEJER. Lebesguesche Konstanten und divergente Fourierreihen. J. Math.,
Berlin, 138, 1910.
LEBESGUE. Sur la representation trigonometrique approchee des fonctions
satisfaisant a une condition de Lipschitz. Paris, Bul. soc. math., 38,
1910.
PLANCHEREL. Contribution a l'etude de la representation d'une fonction
arbitrarie par des integrales definies. Palermo, Rend. Circ. mat., 30,
1910.
PRASAD. On the present state of the theory and application of Fourier'~
Series. Calcutta, Bull. ~1ath. Soc., 2, 1910.
PRINGSHEIM. Uber neue Giiltigkeitsbedingungen fiir die Fouriersche
Integralformel. Math. Ann., Leipzig, 68, 1910.
RrEsz. Untersuchungen tiber Systeme integrierbarer Funktionen. Math.
Ann., Leipzig, 69, 1910.
Rossr. Intorno ad un caso notevole negli integrali doppi di Fourier. Riv.
fis. mat. sc. nat., Pavia, 21, 1910.
·youNG. (ij On the conditions that a i..rigonometrical series should have the
Fourier form. London, Proc. lVIath. Soc. (Ser. 2), 9, 1910.
(ii) On the integration of Fourier Series. London, Proc. Math. Socd
(Ser. 2), 9, 1910.
312 APPENDIX

0ARATHEODORY. Uber den Variabilitatsbereich der Fourier'schen Konstanten

von positiven harmonischen Funktionen. Palermo, Rend. Circ. mat., 32,
1911.
DrxoN. The multiplication of Fourier Series. Cambridge, Proc. PhiL Soc.,
16, 1911.
FEJER. Sur le singulariteg de la serie de Fourier des fonctions continues.
Ann. sci. Ec. norm., Paris (Scr. 3), 28, 1911.
HARDY. Fourier's double integral and t.he theory of divergent integral~.
Cambridge, Trans. Phil. Soc., 21, 1911.
NEUMANN. Zur Theorie des logarithmischen Potentials. Aufsatz VIII.
Leipzig, Ber. Ges. Wiss., 63, 1911.
PRINGSHEIM. N achtrag zu der Abhandlung : Neue Giilt.igkeit.sbedingungen
fiir die Fouriersche Integralformel. Math. Ann., Leipzig, 71, 1911.
ScHECHTER. Uber die Summation divergenter Fourierscher Reihen. Mon-
Hfte Math. Phys., Wien, 22, 1911.
THOMPSON. Nouvelle methode d'analyse harmonique par la summation
algebrique d'ordonees determinees. Paris, C.R ..Acad. sci., 153, 1911.
ToPLrrz. Uber die Fouriersche Entwickelung positiver Funktionen. Palermo,
Rend. Circ. mat., 32, 1911.
YouNG. (i) On the convergence of a Fourier Series and of its allied series.
London, Proc. Math. Soc. (Ser. 2), 10, 1911.
(ii) On the nature of the successions formed by the coefficients of a
Fourier Series. London, Proc. Math. Soc. (Ser. 2), 10, 1911.
(iii) On the Fourier Constants of a Function. London, Proc. R. Soc.,
85, 1911.
(iv) On a class of parametric integrals and their application in the
theory of Fourier Series. Lonrlon, Proc. R. Soc., 85, 1911.
(v) On a mode of generat.ing Fourier Series. London, Proc. R. Soc.,
85, 1911.
(vi) On Fourier's repeated integral. Edinburgh, Proc. R. Soc., 31,
1911.
(vii) Ou Som1nerfeld's foi'Dl of Fourier's repeated integl'al. Edin-
burgh, Proc. R. Soc., 31, 1911.
(viii) Uber eine Summationsmethode fur die Fouriersche Reihe. Leipzig,
Ber. Ges. Wiss., 63, 1911.
(ix) Konvergenzbedingungen fur die ver,vandte Reihe einer Fourier ..
schen Reihe. Miinchen, SitzBer. Ak. Wiss., 41, 1911.
UHAPMAN. On the general theory of summability, with applications to
Fourier's and other series. Q.J. Math., London, 43, 1912.
GRON\VALL~ (i) Uber die Gibbs'sche Erscheinung und die trigonometrischen

t
Summen sin x +!sin 2x + ... + sin nx. Math. Ann., Leipzig, 72, 1912.
(ii) On a theorem of Fejer's and an analogon to Gibbs' phenomenon.
New York, N.Y., Trans. Amer. Math. Soc., 13:~ 1912.
 APPENDIX 313
HARDY. Oscillating Dirichlet·s Integrals. Q.J. Math., London, 43, 1912. l
JACKSON. On approximation by trigonometric sums and polynomials.
New York, N.Y., Trans. Amer. Math. Soc., 13, 1912.
LICHTENSTEIN. Uber das Poissonsche Integral und tiber die partiellen Ablei-
tungen zweiter Ordnung des logarithmischen Potentials. J. Math.,
Berlin, 141~ 1912.
NEUMANN. Zur Theorie des logarithmischen Potentials. Aufsatz IX.
Leipzig, Ber. Ges. \¥iss., 64, 1912.
RAYLEIGH. Remarks concerning Fourier's Theorem as applied to physical
problems. Phil. Mag., London (Ser. 6), 24, 1912.
THOMAS. Uber die Konvergenz einer Fourierschen Reihe. Gottingen,
Nachr. Ges. Wiss., 1912.
YOUNG. (i) On successions of integrals and Fourier Series. London, Proc.
Math. Soc. (Ser. 2), 11, 1912.
(ii) On multiple Fourier Series. London, Proc. Math. Soc. (Ser. 2),
11, 1912.
(iii) On a certain series of Fourier. London, Proc. Math. Soc. (Ser. 2),
11, 1912.
(iv) Note on a certain functional reciprocity in the theory of ·Fourier
Series. Mess. Math., Cambridge, 41, 1912.
(v) Sur la generalisation du theoreme de Parsival. Paris, C.R. Acad.
sci., 155, 1912.
(vi) On the convergence of certain seriies involving the Fourier constants
of a function. London, Proc. R. Soc., 87, 1912.
(vii) On classes of summable functions and their Fourier Series. London,
Proc. R. Soc., 87, 1912.
(viii) On the multiplication of successions of Fourier Constants.
London, Proc. R. Soc., 87, 1912.
FEJER. (i) Sur les polynomes trigonometriques. Paris, C.R. Acad. sci.,
157, 1913.
(ii) Uber die Bestimmung des Sprunges der Funktion aus ihrer Fourier·
reihe. J. Math., Berlin, 142, 1913.
(Also paper in Hungarian in Math. Termt. Ert., Budapest, :11,
1913.)
FILON. On a symbolic proof of· Fourier's Theorem. J\iath. Gaz., London,
7, 1913.
HARDY. (i) Oscillating Dirichlet's Integrals, an essay in the "Infinitar·
calcul" of Paul du Bois-Reymond. Q~ J. Math., ~ondon, 44, 191S.
(ii) On the summability of Fourier's Series. London, Proc. Math.
Soc. (Ser. 2), 12, 1913.
HARDY and Lr TTLEWOOD. Sur la serie de Fourier d'une fonction a carre
sommable. Paris, C.R. Acad, sci., 156, 1913.
314 APPENDIX

JACKSON. (i) On the approximate representation of an indefinite integral

and the degree of convergence of related Fourier's Series. New York,
N.Y., Trans. Amer. Math. Soc., 14, 1913.
(ii) On t.he accuracy of trigonometric interpolation. New York, N.Y.,
Trans. Amer. 1\fath. Soc., 14, 1913.
KusTERMANN. Uber Fouriersche Doppelreihen und das Poissonsche Doppel-
integral. Diss., Miinchen, 1913.
LUSIN. Sur la convergence des series trigonometriques de Fourier. Paris,
C.R. Acad. sci., 156, 1913.
MooRE. (i) On convergence factors in double series and the double Fourier
Series. New York, N.Y., Trans. Amer. Math. Soc., 14, 1913.
(ii) On the summability of the double Fourier's Series of discontinuous
functions. Math. Ann., Leipzig, 74, 1913.
NEUMANN. Zur Theorie der Fourierschen Reihen. Leipzig, Ber. Ges. Wiss.,
65, 1913.
ORLANDo. Sopra un nuovo aspetto della formula integrale de Fourier.
Roma, Rend. Ace. Lincei (Ser. 5), 22, 1913.
STEINHAUS. Sur le developpement du produit de deux fonctions en une
serie de Fourier. Krako,v, Bull. Intern. Acad., 1913.
VAN VLECK. The influence of Fourier's Series upon the development of
mathematics. Amer. Ass. Adv. Sc. (Atlanta), 1913.
YouNG. (i) On the Fourier Series of bounded functions. London, Proc.
Math. Soc. (Ser. 2), 12, 1913.
(ii) On the determination of the summability of a function by means
of its Fourier constants. · London, Proc. Math. Soc. (Ser. 2), 12, 1913.
(iii) On the mode of oscillation of a Fourier Series and of its allied series.
London, Proc. Math. Soc. (Ser. 2), 12, 1913.
(iv) On the usual convergence of a class of trigonometric series.
London, Proc. J\1ath. Soc. (Ser. 2), 13, 1913.
(v) On the formation of usually convergent series. London, Proc.
R. Soc., 88, 1913.
(vi) On Fourier Series and functions of bounded variation. London,
Proc. R. Soc., 88, 1913.
(vii) On the condition that a trigonometrical series should have a certain
form. London, Proc. R. Soc., 88, 1913.
YouNG, W. H. and G. C. On the theorem of Bjesz-Fischer. Q.J. 1\iath.,
London, 44, 1913.
BERNSTEIN. Sur ]a convergence absolue des series trigonometriques. Paris,
C.R. Acad. sci., 158, 1914.
BocHER. On Gibbs's Phenomenon. J. Math., Berlin, 144, 1914.
CAMP. Lebesgue Integrals containing a parameter, with applications. New
York, N.Y., Trans. Amer. Math. Soc., 15, 1914.
FA'rON. Sur la convergence absolue des series trigonometriques. Paris,
Bul. soc. math., 41, 1914.
 Al-'P.BJNDIX 315
FEJER. Uber konjugierte trigonometrische Reihen. J. Math., Berlin, 144,
1914.
GRONWALL. (i) Sur quelques methodes de sommation et leur application a
la serie de Fourier. Paris, C.R. Acad. sci., 158, J 914.
(ii) On the summability of Fourier's Series. Ne\V York, N.Y., Bull.
Amer. Math. Soc , 20, 1914.
KRYLOFF. Sur !'equation de fermeture pour les series trigonometriques.
Nouv. ann. math., Paris, 14, 1914.
NEUMANN. Uber die Dirichletsche Theorie der Fourierschen · Reihen.
Leipzig, Abh. Ges. Wiss., 33, 1914.
PoL .. Sur les transformation de fonctions qui font converger leur series de
Fourier. Paris, C.R. Acad. sci., 158, 1914.
YouNG. On trigonometrical series whose Cesaro partial summations oscillate
finitely. London, Proc. R. Soc., 89, 1914.
FEKETE. Untersuchung tiber Fouriersche Reihen. (Hungarian.) Math.
Terrnt. Ert., Budapest, 33, 1915.
GRoNWALL. On Approximation by trigonometric sums. Ne\V York, N.Y.,
Bull. Amer. Math. Soc., 21, 1915.
GRoss. Zur Poissonschen Sun1n1ierung. Wien, SitzEer. Ak. Wiss., 124,
1915.
KUsTERMANN. Proof of the convergence of Poisson's integral for non-
absolutely integrable functions. Nevv York, N.Y., Bull. Amer. Math.
Soc., 21, 1915.
RAYLEIGH. Some calculations in illustration of Fourier's Theorem. London,
Proc. R. Soc., 90, 1915.
BosE. Fourier Series and its influence on son1e of the developn1ents of
n1athetnatical analysis. Calcutta, Bull. Math. Soc., 8, 1916.
BRovVN. Fourier's Integral. Edinburgh, Proc. Math. Soc., 34, 1916.
FRANK. Uber das Vorwiegen des ersten Koefficienten in der Fourierent-
wickelung einer konvexen Funktion. Math. Ann., Leipzig, 77, 1916.
GRoNvVALL. U~er einige Sunnnationsn1ethoden und ihre Anvvenclung auf
die Fouriersche Reihe. Jahresber. D. Math. Ver., Leipzig, 25, 1916.
HAHN. Uber Fejers Sunu11ierung der Fourie1·sehen Reihe. J ahresber. ]).
l\1ath. Ver., Leipzig, 25, 1916.
PRIVALOF],. (i) Sur la derivation des series de Fourier. Palerlno, Rend.
Circ. 111at., 41, 1916.
(ii) Sur la convergence des series trigononH~triques conjuguees. Paris
C.R. Acad. sci., 162, 1916. '
SIERPINSKI. Un exemple elementaire d'une function croissante qui a
presque partout une derivee nulle. Giorn. mat., Napoli, 54, 1916.
316 APPENDIX

YouNG. (i) Sur la convergence des series de Fourier. Paris, C.R. Acad.
sci., 163, 1916.
(ii) Les series trigonon1etriques et les tnoyennes de Cesaro. Paris,
C.R. Acad. sci., 163, 1916.
(iii) Sur les conditions de convergence des series de Fourier. Paris,
C.R. A.cad. sci., 163, 1916.
ANGELESCO. Sur un procede de SOUll11ation des series trigonometriq ues.
Paris, C.R. Acad. sci., 165, 1917.
CAMP. Multiple integrals over infinite fields and the Fourier multiple integral.
Amer. J. Math., Baltimore, Md., 39, 1917.
CARSLAW. A trigonometrical sum and the Gibbs' Phenomenon in Fourier's
Series. Amer. J. Math., Baltimore, Md., 39, 1917.
00 •

DINI. Sugli sviluppi in serie !a0 + L (an cos ,\nz + bn sin ,\nz) d_ove le An sono
1

radici delle equazioni trascendente F(z) cos 1rz+ F 1 (z)sin 7rZ=0. Ann.
mat., Milano (Ser. 3), 26, 1917.
FEJER. Fourierreihe und Potenzreihe. MonHfte. Math. Phys., Wien, 28, 1917.
HARDY. Notes on some points in the integral calculus. XLV. On a point
in the theory of Fourier Series. Mess. Math., Cambridge, 46, 1917.
HARDY and LITTLKWOOD. Sur ]a convergence des series de Fourier et des
series de Taylor. Paris, C.B,. A cad. sci., 165, 1917.
HARrr. On trigonometric series. Ann. l\1ath., Princeton, N.J. (Ser. 2),
18, 1917.
JACKSoN. Note on representations of the partial sum of a :B.,ourier's Series.
Ann. Math., Princeton, N.J. (Ser. 2), 18, 1917.
JouRDAIN. The Influence of Fourier's Theory of the Conduction of Heat on
the development of pure mathematics. Scientia, Bologna (Ser. 2),
22, 1917.
KusTERMANN. Fourier's Constants of functions of several variables. Amer.
J. Math., Baltimore, Md., 39, 1917.
LusrN. Sur la notion de l'integrale. Ann. mat., Milano (Ser. 3), 26, 1917.
PoLLARD. On the deduction of criteria for the convergence of Fourier's
Series from Fejer's theorem concerning their summability. London,
Proc. Math. Soc. (Ser. 2), 15, 1917.
VAN VLECK. Current tendencies of mathematical research. New York, N.Y.,
Bull. Amer. Math. Soc., 23, 1917.
YouNG. (i) On the order of Inagnitude of the coefficients of a Fou1·ier Series.
London, Proc. R. Soc., ~4, 1917.
(ii) On ordinary convergence of restricted Fourier Series. London,
Proc. R. Soc., 94, 1917.
(iii) On the n1ode of approach to zero of the coefficients of a Fourier
Series. London, Proc. R. Soc., 94, 1917.
 APPENDIX 317
(i v) Sur une nouvelle suite de conditions pour la convergence des
series de Fourier. Paris, C.R. Acad. sci., 164, 1917.
(v) Sur la theorie de la convergence des series de Fourier. Paris,
C.R. Acad. sci., 164, 1917.
(vi) Sur Ia theorie des sPries trigononu~triques. Paris, C.R. Acad.
sci., 165, 1917.
CARATHEODORY. Uber die Fourierschen Koefficienten der nach Rien1ann
integrierbaren Funktionen. Math. Zs., Berlin, 1, 1918.
CARLEMAN. Uber die Fourierkoefficienten einer stetigen Funktion. Acta
Math., Stockholn1, 41, 1918.
CtEIRINGER. Trigonometrische Doppelreihen. MonHfte. Math. Phys., Wien,
29, 1918.
LARMOR. The Fourier Harmonic Analysis; its practical scope, ·with optical
illustrations. London, Proc. 1\fath. Soc. (Ser. 2), 16, 1918.
RrEsz. Uber die Fourierkoefficienten einer stetigen Funktion von be-
schrankter Schwankung. Math. Zs., Berlin, 2, 1918.
YoUNG. (i) On non-harmonic Trigonometrical Series. London, Proc. I~. Soc.,
95, 1~18.
(ii) On the Cesaro convergence of restricted Fourier Series. London,
Proc. R. Soc., 95, 1918.
LANDAU. Bemerkungen zu einer Arbeit von Herrn Carlen1an : Uber die
Fourierkoefficienten einer stetigen Funktion. Math. Zs., Berlin, 5, 1919.
MooRE. Applications of the theory of summability to developments of
orthogonal functions. New York, N.Y., Bull. Amer. Math. Soc., 25, 1919.
YouNG. (i) On the convergence of the derived series of Fourier Series.
London, Proc. Math. Soc. (Ser. 2) 17, 1919.
(ii) On restricted Fourier Series and the convergence of po,ver series.
London, Proc. Math. Soc. (Ser. 2), 17, 1919.
(iii) On the connection between Legendre Series and Fourier Series.
London, Proc. Math. Soc. (Ser. 2), 18, 1919.
(iv) On non-harmonic Fourier Series. London, Proc. Math. ~oc.
(Ser. 2), 18, 1919.
JACKSON. Note on a n1ethod of proof jn the theory of Fourier's Series.
New York, N.Y., Bull. An1er. Math. Soc., 27, 1920.
N EDER. Uber die Fourierkoefficienten der Funktionen von beschrankter
Schwan kung. Math. Zs., Berlin, 8, 1920.
STEINHAUS. (i) Ben1erkungen zu der Arbeit der Herrn N eder : Uber die
Fourierkoefficienten der Funktionen von beschrankter Schwankung.
Math. Zs., Berlin, 8, 1920.
(ii) On Fourier's coefficients of bounded functions. London,- Proc.
Math. Soc. (Ser. 2), 19, 1920.
 LIST OF AUTHORS QUOTED

The numbers refer to page8.

Abel, 124, 146. Gibson, 15, 195, 262.

Gmeiner (see Stolz and Gmeiner).
Baker, 122. Goursat,28,48, 59,75,77, 94,119,153,
Bernoulli, 1, 3. 163, 165, 193, 243.
Bliss, 77. Gronwall, 270.
Booher, 8, 234, 243, 263, 268-271, 275,
282. . Hardy, 13, 19, 20, 48, 75, 77, 94,j130, 239.
Bonnet, 97. Harnack, 112.
Boussinesq, 7. Heine, 11, 12, 14, 26.
Bromwich, 28, 48, 150, 157, 163, 165, Hildebrandt, 77.
192, 193. Hobson, 12, 17, 28, 69, 89, 94, 138, 163,
Brunei, 119, 193. 193, 234, 243, 263, 275.
Burkhardt, 2, 15.
Byerly, 198. Jackson, 270.
Jordan, 12, 207, 243, 294.
Cantor, 12, 14, 15, 26, 27, 29. Jourdain, 14.
Carse and Shearer, 298.
Carslaw, 155, 264. Kelvin, Lord, 6.
Cauchy, 8, 9, 77, ·124. Kneser, 14,
Cesaro, 12, 151. Kowalewski, 119, 163.
Chapman, 13.
Chrystal, 148. Lagrange, 2, 3, 5, 6, 198.
Clairaut, 3, 5. Laplace, 6.
Lebesgue, 10, 12, 77, 112, 119, 243,
D' Alembert, 1, 3. 263, 294.
Darboux, 4; 6, 7. Legendre, 6.
Dedekind, 18, 19, 23, 25-28. Leibnitz, 26.
Delambre, 6. Lipschitz, 12.
De la Vallee Poussin, 10, 12, 28, 48, 75, Littlewood, 239.
77, 119, 163, 192, 193, 239, 243, 262,
263. Moore, 150.
Descartes, 26.
Dini, 12, 28, 112, 119, 163, 193, 243. Neumann, 243, 294.
Dirichlet, 4, 8, 9, 11, 77, 200, 208. Newton, 26.
Donkin, 124.
Du Bois-Reyn1ond, 12, 34, 77, 97, 112. Osgood, 45, 58, 75, 119, 129, 163,
193.
Euclid, 25, 26.
Euler, 1-5. Picard, 14, 234.
Pierpont, 75, 83, 86, 93, 110, 119, 163,
Fejer, 13, 234, 258. 193.
Fourier, 2-9, 243, 294. Poincare, 7.
Poisson, 7, 8, 230, 231, 293.
Gibb, 301. Pringsheim, 16, 25, 28, 34, 48, 75, 163,
Gibbs, 268-270, 282. 287, 291.
318
 LIST OF AUTHORS 319
Raabe, 165. Topler, 14.
Rien1ann, 5, 9-11, 15, 77, 112, 243. Turner, 299.
l~unge, 268, 297.
Russell, 26, 28. Van Vleck, 14.

Sachse, 15, 124. \Vatson (see Whittaker and Watson).

Schuster, 301. Weber-Riemann, 243, 294.
Seidel, 11, 130. Weierstrass, 14, 26, 27, 77, 97, 1.34.
Shearer (see Carse and Shearer). Weyl, 271.
Sommerfeld, 293. Whittaker, 297, 301.
Stekloff, 14. vVhittaker and Watson, 151, 239, 240,
Stokes, 11, 130. 243, 263.
Stolz, 119, 163, 193.
Stolz and Gmeiner, 16, 28, 48. Young (Grace Chisholm), 29, 77.
Young, W. H., 10, 12, 14, 29, 77, 287,
Tannery, 28. 293.
 GENERAL INDEX

The numbers refer to page.s.

Abel's theorem on the power series, 146; extensions of, 149.

Absolute convergence, of series, 44; of integrals, 103.
Absolute value, 32.
Aggregate, general notion of, 29 ; bounded above (or on the right), 29 ; bounded
below (or on the left), 29 ; bounded, 30 ; upper and lower bounds of, 30 ;
limiting points of, 31 ; Weierstrass's theorem on limiting points of, 32.
Approximation curves for a series, 124. See also Gibbs's phenornenon.

Bacher's treatment of Gibbs's phenomenon, 268.

Bounds (upper and lower), of an aggregate, 30; of f(x) 1n an interval, 50; of
f(x, y) in a domain, 72.
Bromwich's theorem, 151.

Cesaro's method of summing series (OJ), 151, 238-240.

Change of order of terms, in an absolutely convergent series, 4~; in a conditionally
convergent series, 4 7.
.
Closed interval, definition of, 49.
Conditional convergence of series, definition of, 45.
continuity, of functions, 59; of the sum of a uniformly convergent series of
continuous function~, 135 ; of the power series (Abel's theorem), 146; of
{x f(x)dx
~a
when f(x) is bounded and· integrable, 93; of ordinary integrals
.
involving a single parameter, 16.9 ; of infinite integrals involving a single
parameter, 179, 183.
Continuous functions ; theorems on, 60; integrability of, 84; of two variables,
73 ; non-differentiable, 77.
Continuum, _arithmetical, 25 ; linear, 25.
Convergence, of sequences, 33 ; of series, 41 ; of functions, 51 ; of integrals, 98.
See also Absolute convergence, Conditional conver(Jence, and U nifonn convergence.
Cosine integral (Fourier's integral), 284, 292.
Cosine series (Fourier's series), 197, 215.

Darboux' s theorem, 79.

Dedekind's axiom of continuity, 24.
Dedekind' s sections, 20.
Dedekind's theory of irrational numbers, 18.
Dedekind' s theorem on the system of real numbers, 23.
Definite integrals containing an arbitrary parameter (Chapter VI.) ; ordinary
integrals, 169; continuity, integration and differentiation of, 169; infinite
integrals, 173; uniform convergence of, 174; continuity, integration and
differentiation of, 179.
320
 GENERAL INDEX 321
Definite integrals, ordinary (Chapter IV.); the sun1s S and s, 77; Darboux's
theormn, 70 ; definition of upper and lower integrals, 81 -; definition of, 81 ;
necessary and sufficient conditions for existence, 82; some properties of, 87;
first theorem of mean value, 92; considered as functions of the upper limit, 93;
second theorem of mean value, 94. See also Dirichlet's integrals, Fo1trier' s
integrals, Infinite integrals and Poisson's integral.
Differentiation, of series, 143; of power series, 148; of ordinary integrals, 170 ;
of infinite integrals, 182 ; of Fourier's series, 261.
Dirichlet's conditions, definition of, 206.
Dirichlet's integrals, 200.
Discontinuity, of functions, 64; classification of, 65. See also Infinite discont1:n1tity
and Points of infinite discontinuity.
Divergence, of sequences, 37 ; of series, 41 ; of functions, 51 ; of integrals, 98.

Fej er' s theorem, 234.

Fej er' s theorem and the convergence of Fourier's series, 240, 258.
Fourier's constants, definition of, 196.
Fourier's integrals (Chapter X.) ; simple treatment of, 284; more general con-
ditions for, 287 ; cosine and sine integrals, 292; Sommerfeld's discussion
of, 293.
Fourier's series (Chapters VII. and VIII.); definition of, 196; Lagrange's treat-
ment of, 198; proof of convergence of, under certain conditions, 210; for
even functions (the cosine series), 215; for odd functions (the sine series),
220; for ~ntervals other than (- 1r, 1r), 228; Poisson's discussion of, 230;
Fejer's theorem, 234, 240; order of the terms in, 248; uniform convergence
of, 253 ; differentiation and integration of, 261 ; more general theory of, 262.
Functions of a single variable, definition of, 49 ; bounded in an interval, 50; upper
and lower bounds of, 50 ; oscillation in· an interval, 50 ; limits of, 50 ; con-
tinuous, 59 ; discontinuous, 64 ; monotonic, 66 ; inverse, 68 ; jntegra ble,
84 ; of bounded variation, 207.
Functions of several variables, 71.

General principle of convergence, of sequences, 34 ; of functions, 56.

Gibbs's phenomenon in Fourier's series (Chapter IX.); 264.
Hardy's theorem, 239.
Harmonic analyser (Kelvin's), 295.
Harmonic analysis (Appendix I.), 295.
Improper integrals, definition of, 113.
Infinite aggregate. See Aggregate.
Infinite discontinuity. See Points of infinite discontinuity.
Infinite integrals (integrand function of a single variable), integrand bounded and
interval infinite, 98 ; necessary and sufficient condition for convergence of,
100; with positive integrand, 101 ; absolute convergence of, 103 ; J.t-test for
convergence of, 104; other tests for convergence of, 106; mean value theorems
for, 109.
Infinite integrals (integrand function of a single variable), integrand infinite, Ill ;
J.t-test and other tests for convergence of, 114; absolute- convergence of, 115.
Infinite integrals (integrand function of two variables), definition of uniform con-
vergence of, 174; tests for uniform convergence of, 174; continuity, in-
tegration and differentiation of, 179.
Infinite sequences and series. See Sequences and Series.
Infinity of a function, definition of, 65.
Integrable functions, 84.
322 GENERAL INDEX

Integration of integrals: ordinary, 172; infinite, 180, 183, 190.

Integr~tion of series (ordinary integrals), 140; power series, 148; :Fourier\; series,
2ti1 ; (infinite integrals), 154.
Interval: open, closed, open at one end and closed at the other, 49.
Inverse functions, 68.
Irrational numbers. See N1t1nbers.

Limits, of sequences, 33; of functions, oO ; of fnnctionR of two vadableR, 72 ;

repeated, 127.
Limiting points of an aggregate, 31.
Lower integrals, definition of, 81.

Mean value theorems of the integral calculus ; first theorem (ordinary integrals),
92 ; (infinite integrals), 109 ; second theorem (ordinary integrals), 94 ; (infinite
integrals), 109.
Modulus. See Absolute val'lte.
Monotonic functions, 66 ; admit only ordinary discontinuities, 67 ; integrability
of, 84.
Monotonic in the stricter sense, definition of, 3f).
M-test for convergence of series, 134.
~-t·test for convergence of integrals, 104, 116.

Neighbourhood of a point, definition of, 52.

Numbers (Chapter I.) ; rational, 16 ; irrational, 17 ; Dedekind' s theory of irrational,
18; real, 21 ; Dedekind's theorem on the system of real, 23; development of
the system of real, 25. See also Dedekind' s axiom of contin'ltity, and Dedekind' s
sections.

Open interval, definition of, 49.

Ordinary or simple discontinuity, definition of, 65.
Oscillation of a function in an interval, 50; of a function of two variables in a
domain, 72.
Oscillatory, sequences, 38 ; series, 41 ; functions, 52 ; integrals, 99.

Partial remainder (pRn), definition of, 42; (ZJRn(x)), definition of, 123.
Periodogram analysis, 299.
Points of infinite discontinuity, definition of, 66.
Points of oscillatory discontinuity, definition of,_ 66.
Poisson's discussion of Fourier's series, 230.
Poisson's integral, 231.
Power series ; interval of convergence of, 145; nature of convergence of, 146;
Abel's theorern on, 146; integration and differentiation of, 148.
Proper integrals, definition of, 113.

Rational numbers and real numbers. See Nu1nbers.

Remainder after n terms.(Rn), definition of, 43; (Ra(x)), 123.
Repeated limits, 127.
Repeated integrals, (ordinary), 172; (infinite), 180, 183, 190.
Sections. See Dedekind' s sections.
Sequences ; convergent, 33; limit of, 33; necessary and sufficient condition for
convergence of (general principle of convergence), 34; divergent and oscil-
latory, 37 ; 1nonotonic, 39.
 GENERAL INDEX 323
Series : definition of sum of an infinite, 41 ; convergent, 41 ; divergent and oscil-
latory, 41 ; necessary and sufficient condition for convergence of, 42; with
positive tenns, 43; absolute and conditional convergence of, 44; definition
of sum, \Vhen terms are functions of a single variable, 122; uniform con-
vergence of, 129; necessary and sufficient condition for uniform convergence
of, 132; \Veierstrass's J11-test for uniform convergence of, 134; uniform
convergence and continuity of, 135 ; term by term differentiation and integra-
tion of, 140. See also Differentiation of series, Fo1trier' s series, Integration of
series, Power ser,ies and Trigon01netrical series.
Simple (or ordinary) discontinuity, definition of, 65.
Sine integral (Fourier's integral), 284, 292.
Sine series (Fourier's series), 197, 220.
Summable series (01), definition of, 151.
Sums S and s, definition of, 77.
Trigonometrical series, 196.
Uniform continuity of a function, 62.
Uniform convergence, of series, 129; of integrals, 174.
Upper integrals, definition of, 81 ..

Weierstrass's non-differentiable continuous function, 77.

Weierstrass's M-test for uniform convergence, 134.
Weierstrass's theorem on limiting points to a bounded aggregate, 32.

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