Calculus, Applications and Theory

Kenneth Kuttler April 29, 2004

2

Contents
1 Introduction 11

I

Preliminaries
Real Numbers The Number Line And Algebra Of The Real Numbers . . . Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . Order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.3.1 Set Notation . . . . . . . . . . . . . . . . . . . . . . Exercises With Answers . . . . . . . . . . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . The Absolute Value . . . . . . . . . . . . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . Well Ordering Principle And Archimedian Property . . . . Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . Divisibility And The Fundamental Theorem Of Arithmetic Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . Systems Of Equations . . . . . . . . . . . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . Completeness of R . . . . . . . . . . . . . . . . . . . . . . . Review Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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15 15 19 20 21 22 23 23 26 27 30 33 35 36 40 42 43 47 47 49 52 52 55 60 63 65 65 66 67 69 69 70 71

2 The 2.1 2.2 2.3 2.4 2.5 2.6 2.7 2.8 2.9 2.10 2.11 2.12 2.13 2.14 2.15

3 Basic Geometry And Trigonometry 3.1 Similar Triangles And Pythagorean Theorem . 3.2 Cartesian Coordinates And Straight Lines . . . 3.3 Exercises . . . . . . . . . . . . . . . . . . . . . 3.4 Distance Formula And Trigonometric Functions 3.5 The Circular Arc Subtended By An Angle . . . 3.6 The Trigonometric Functions . . . . . . . . . . 3.7 Exercises . . . . . . . . . . . . . . . . . . . . . 3.8 Some Basic Area Formulas . . . . . . . . . . . . 3.8.1 Areas Of Triangles And Parallelograms 3.8.2 The Area Of A Circular Sector . . . . . 3.9 Exercises . . . . . . . . . . . . . . . . . . . . . 3.10 Parabolas, Ellipses, and Hyperbolas . . . . . . 3.10.1 The Parabola . . . . . . . . . . . . . . . 3.10.2 The Ellipse . . . . . . . . . . . . . . . . 3.10.3 The Hyperbola . . . . . . . . . . . . . . 3

4 3.11 Exercises

CONTENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72

4 The Complex Numbers 73 4.1 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76

II

Functions Of One Variable
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79
81 81 85 87 91 92 93 93 97 97 102 103 106 109 110 110 113 114 114 119 119 120 125 126 126 128 130 132 134 135 136

5 Functions 5.1 General Considerations . . . . . . . . . . . . . . . 5.2 Exercises . . . . . . . . . . . . . . . . . . . . . . 5.3 Continuous Functions . . . . . . . . . . . . . . . 5.4 Sufficient Conditions For Continuity . . . . . . . 5.5 Continuity Of Circular Functions . . . . . . . . . 5.6 Exercises . . . . . . . . . . . . . . . . . . . . . . 5.7 Properties Of Continuous Functions . . . . . . . 5.8 Exercises . . . . . . . . . . . . . . . . . . . . . . 5.9 Limits Of A Function . . . . . . . . . . . . . . . 5.10 Exercises . . . . . . . . . . . . . . . . . . . . . . 5.11 The Limit Of A Sequence . . . . . . . . . . . . . 5.11.1 Sequences And Completeness . . . . . . . 5.11.2 Decimals . . . . . . . . . . . . . . . . . . 5.11.3 Continuity And The Limit Of A Sequence 5.12 Exercises . . . . . . . . . . . . . . . . . . . . . . 5.13 Uniform Continuity . . . . . . . . . . . . . . . . . 5.14 Exercises . . . . . . . . . . . . . . . . . . . . . . 5.15 Theorems About Continuous Functions . . . . . 6 Derivatives 6.1 Velocity . . . . . . . . . 6.2 The Derivative . . . . . 6.3 Exercises With Answers 6.4 Exercises . . . . . . . . 6.5 Local Extrema . . . . . 6.6 Exercises With Answers 6.7 Exercises . . . . . . . . 6.8 Mean Value Theorem . . 6.9 Exercises . . . . . . . . 6.10 Curve Sketching . . . . 6.11 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

7 Some Important Special Functions 7.1 The Circular Functions . . . . . . . . . . . . . . . . . . . 7.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 7.3 The Exponential And Log Functions . . . . . . . . . . . 7.3.1 The Rules Of Exponents . . . . . . . . . . . . . . 7.3.2 The Exponential Functions, A Wild Assumption 7.3.3 The Special Number, e . . . . . . . . . . . . . . . 7.3.4 The Function ln |x| . . . . . . . . . . . . . . . . . 7.3.5 Logarithm Functions . . . . . . . . . . . . . . . . 7.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . .

139 . 139 . 141 . 142 . 142 . 143 . 145 . 146 . 146 . 147

CONTENTS 8 Properties And Applications Of Derivatives 8.1 The Chain Rule And Derivatives Of Inverse Functions . . . . . . . . 8.1.1 The Chain Rule . . . . . . . . . . . . . . . . . . . . . . . . . 8.1.2 Implicit Differentiation And Derivatives Of Inverse Functions 8.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.3 The Function xr For r A Real Number . . . . . . . . . . . . . . . . . 8.3.1 Logarithmic Differentiation . . . . . . . . . . . . . . . . . . . 8.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.5 The Inverse Trigonometric Functions . . . . . . . . . . . . . . . . . . 8.6 The Hyperbolic And Inverse Hyperbolic Functions . . . . . . . . . . 8.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.8 L’Hˆpital’s Rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . o 8.8.1 Interest Compounded Continuously . . . . . . . . . . . . . . 8.9 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.10 Related Rates . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.11 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.12 The Derivative And Optimization . . . . . . . . . . . . . . . . . . . . 8.13 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8.14 The Newton Raphson Method . . . . . . . . . . . . . . . . . . . . . . 8.15 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 Antiderivatives And Differential Equations 9.1 Initial Value Problems . . . . . . . . . . . . . . 9.2 Areas . . . . . . . . . . . . . . . . . . . . . . . 9.3 Area Between Graphs . . . . . . . . . . . . . . 9.4 Exercises . . . . . . . . . . . . . . . . . . . . . 9.5 The Method Of Substitution . . . . . . . . . . 9.6 Exercises . . . . . . . . . . . . . . . . . . . . . 9.7 Integration By Parts . . . . . . . . . . . . . . . 9.8 Exercises . . . . . . . . . . . . . . . . . . . . . 9.9 Trig. Substitutions . . . . . . . . . . . . . . . . 9.10 Exercises . . . . . . . . . . . . . . . . . . . . . 9.11 Partial Fractions . . . . . . . . . . . . . . . . . 9.12 Rational Functions Of Trig. Functions . . . . . 9.13 Exercises . . . . . . . . . . . . . . . . . . . . . 9.14 Practice Problems For Antiderivatives . . . . . 9.15 Volumes . . . . . . . . . . . . . . . . . . . . . . 9.16 Exercises . . . . . . . . . . . . . . . . . . . . . 9.17 Lengths And Areas Of Surfaces Of Revolution . 9.18 Exercises . . . . . . . . . . . . . . . . . . . . . 9.19 The Equation y + ay = 0 . . . . . . . . . . . . 9.20 Exercises . . . . . . . . . . . . . . . . . . . . . 9.21 Force On A Dam And Work Of A Pump . . . . 9.22 Exercises . . . . . . . . . . . . . . . . . . . . . 10 The 10.1 10.2 10.3 10.4 10.5 Integral Upper And Lower Sums . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . . Functions Of Riemann Integrable Functions Properties Of The Integral . . . . . . . . . . Fundamental Theorem Of Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

5 149 149 149 150 152 153 154 155 156 159 160 161 165 166 167 168 170 173 175 177 179 179 181 182 184 186 188 190 191 192 196 197 202 202 203 210 213 214 219 220 221 222 224 227 227 230 231 233 237

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6 10.6 10.7 10.8 10.9 Exercises . . . . . . . . . . . . . . . Return Of The Wild Assumption . . Exercises . . . . . . . . . . . . . . . Techniques Of Integration . . . . . . 10.9.1 The Method Of Substitution 10.9.2 Integration By Parts . . . . . 10.10 Exercises . . . . . . . . . . . . . . . 10.11 Improper Integrals . . . . . . . . . . 10.12 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

CONTENTS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240 241 245 247 247 248 249 252 255 257 257 259 261 261 266 269 274 275 277 284 286

11 Infinite Series 11.1 Approximation By Taylor Polynomials 11.2 Exercises . . . . . . . . . . . . . . . . . 11.3 Infinite Series Of Numbers . . . . . . . . 11.3.1 Basic Considerations . . . . . . . 11.3.2 More Tests For Convergence . . 11.3.3 Double Series . . . . . . . . . . . 11.4 Exercises . . . . . . . . . . . . . . . . . 11.5 Taylor Series . . . . . . . . . . . . . . . 11.5.1 Operations On Power Series . . . 11.6 Exercises . . . . . . . . . . . . . . . . . 11.7 Some Other Theorems . . . . . . . . . .

III

Vector Valued Functions
. . . . . . . . . . . . . . . . . . Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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12 Rn 12.1 Algebra in Rn . . 12.2 Exercises . . . . 12.3 Distance in Rn . 12.4 Exercises . . . . 12.5 Lines in Rn . . . 12.6 Exercises . . . . 12.7 Open And Closed 12.8 Exercises . . . . 12.9 Vectors . . . . . 12.10 Exercises . . . .

13 Vector Products 13.1 The Dot Product . . . . . . . . . . . . . . . . . . . . 13.2 The Geometric Significance Of The Dot Product . . . 13.2.1 The Angle Between Two Vectors . . . . . . . . 13.2.2 Work And Projections . . . . . . . . . . . . . . 13.2.3 The Parabolic Mirror . . . . . . . . . . . . . . 13.2.4 The Equation Of A Plane . . . . . . . . . . . . 13.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 13.4 The Cross Product . . . . . . . . . . . . . . . . . . . 13.4.1 The Distributive Law For The Cross Product 13.4.2 Torque . . . . . . . . . . . . . . . . . . . . . . 13.4.3 The Box Product . . . . . . . . . . . . . . . . 13.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . .

CONTENTS

7

13.6 Vector Identities And Notation . . . . . . . . . . . . . . . . . . . . . . . . . . 330 13.7 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 332 14 Functions 14.1 Exercises . . . . . . . . . . . . . . . . . . . . . . 14.2 Continuous Functions . . . . . . . . . . . . . . . 14.2.1 Sufficient Conditions For Continuity . . . 14.3 Exercises . . . . . . . . . . . . . . . . . . . . . . 14.4 Limits Of A Function . . . . . . . . . . . . . . . 14.5 Exercises . . . . . . . . . . . . . . . . . . . . . . 14.6 The Limit Of A Sequence . . . . . . . . . . . . . 14.6.1 Sequences And Completeness . . . . . . . 14.6.2 Continuity And The Limit Of A Sequence 14.7 Properties Of Continuous Functions . . . . . . . 14.8 Exercises . . . . . . . . . . . . . . . . . . . . . . 14.9 Some Advanced Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 333 334 334 335 335 336 339 339 341 342 343 343 344 351 351 352 354 355 357 358 359 363 364 365 366 367 371 373 375 375 378 380 381 384 385

15 Limits And Derivatives 15.1 Limits Of A Vector Valued Function . . . . . . . . . . . . . . . 15.2 The Derivative And Integral . . . . . . . . . . . . . . . . . . . . 15.2.1 Geometric And Physical Significance Of The Derivative 15.2.2 Differentiation Rules . . . . . . . . . . . . . . . . . . . . 15.3 Leibniz’s Notation . . . . . . . . . . . . . . . . . . . . . . . . . 15.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.5 Newton’s Laws Of Motion . . . . . . . . . . . . . . . . . . . . 15.5.1 Kinetic Energy . . . . . . . . . . . . . . . . . . . . . . . 15.5.2 Impulse And Momentum . . . . . . . . . . . . . . . . . 15.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15.7 Systems Of Ordinary Differential Equations . . . . . . . . . . . 15.7.1 Picard Iteration . . . . . . . . . . . . . . . . . . . . . . 15.7.2 Numerical Methods For Differential Equations . . . . . 15.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16 Line Integrals 16.1 Arc Length And Orientations . . . 16.2 Line Integrals And Work . . . . . . 16.3 Exercises . . . . . . . . . . . . . . 16.4 Motion On A Space Curve . . . . . 16.5 Exercises . . . . . . . . . . . . . . 16.6 Independence Of Parameterization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

17 The Circular Functions Again 387 17.1 The Equations Of Undamped And Damped Oscillation . . . . . . . . . . . . . 392 17.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 395 18 Curvilinear Coordinate Systems 18.1 Polar Cylindrical And Spherical Coordinates 18.2 The Acceleration In Polar Coordinates . . . . 18.3 Planetary Motion . . . . . . . . . . . . . . . . 18.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397 397 399 401 406

8

CONTENTS

IV

Functions Of More Than One Variable
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409
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19 Linear Algebra 19.1 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.1.1 Finding The Inverse Of A Matrix . . . . . . . . . . 19.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.3 Linear Transformations . . . . . . . . . . . . . . . . . . . 19.3.1 Least Squares Problems . . . . . . . . . . . . . . . 19.3.2 The Least Squares Regression Line . . . . . . . . . 19.3.3 The Fredholm Alternative . . . . . . . . . . . . . . 19.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.5 Moving Coordinate Systems . . . . . . . . . . . . . . . . 19.5.1 The Coriolis Acceleration . . . . . . . . . . . . . . 19.5.2 The Coriolis Acceleration On The Rotating Earth 19.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.7 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . 19.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.9 The Mathematical Theory Of Determinants . . . . . . . . 19.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.11 The Determinant And Volume . . . . . . . . . . . . . . . 19.12 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . 19.13 Linear Systems Of Ordinary Differential Equations . . . 19.14 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . .

20 Functions Of Many Variables 20.1 The Graph Of A Function Of Two Variables . . . . . . . . . 20.2 The Directional Derivative . . . . . . . . . . . . . . . . . . . 20.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.4 Mixed Partial Derivatives . . . . . . . . . . . . . . . . . . . 20.5 The Limit Of A Function Of Many Variables . . . . . . . . 20.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.7 Approximation With A Tangent Plane . . . . . . . . . . . . 20.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.9 Differentiation And The Chain Rule . . . . . . . . . . . . . 20.9.1 The Chain Rule . . . . . . . . . . . . . . . . . . . . 20.9.2 Differentiation And The Derivative . . . . . . . . . . 20.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.11 The Gradient . . . . . . . . . . . . . . . . . . . . . . . . . . 20.12 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.13 Nonlinear Ordinary Differential Equations Local Existence 20.14 Lagrange Multipliers . . . . . . . . . . . . . . . . . . . . . 20.15 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20.16 Taylor’s Formula For Functions Of Many Variables . . . . 20.16.1 Some Linear Algebra . . . . . . . . . . . . . . . . . 20.16.2 The Second Derivative Test . . . . . . . . . . . . . . 20.17 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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469 . 469 . 470 . 473 . 474 . 475 . 478 . 478 . 484 . 484 . 484 . 489 . 492 . 493 . 495 . 496 . 499 . 504 . 506 . 508 . 509 . 513

CONTENTS 21 The 21.1 21.2 21.3 21.4 21.5 21.6 21.7 21.8 21.9 Riemann Integral On Rn Methods For Double Integrals . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . . Methods For Triple Integrals . . . . . . . . Exercises With Answers . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . . Different Coordinates . . . . . . . . . . . . . Exercises With Answers . . . . . . . . . . . Exercises . . . . . . . . . . . . . . . . . . . The Moment Of Inertia . . . . . . . . . . . 21.9.1 The Spinning Top . . . . . . . . . . 21.9.2 Kinetic Energy . . . . . . . . . . . . 21.9.3 Finding The Moment Of Inertia And 21.10 Exercises . . . . . . . . . . . . . . . . . . . 21.11 Theory Of The Riemann Integral . . . . . 21.11.1 Basic Properties . . . . . . . . . . . 21.11.2 Iterated Integrals . . . . . . . . . . 21.11.3 Some Observations . . . . . . . . .

9 519 519 527 528 533 537 538 543 549 551 551 554 556 557 558 560 573 577

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22 The Integral On Other Sets 579 22.1 Exercises With Answers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 587 22.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 591 23 Vector Calculus 23.1 Divergence And Curl Of A Vector Field . . . . . . . . 23.2 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 23.3 The Divergence Theorem . . . . . . . . . . . . . . . . 23.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 23.5 Some Applications Of The Divergence Theorem . . . . 23.5.1 Hydrostatic Pressure . . . . . . . . . . . . . . . 23.5.2 Archimedes Law Of Buoyancy . . . . . . . . . 23.5.3 Equations Of Heat And Diffusion . . . . . . . . 23.5.4 Balance Of Mass . . . . . . . . . . . . . . . . . 23.5.5 Balance Of Momentum . . . . . . . . . . . . . 23.5.6 The Wave Equation . . . . . . . . . . . . . . . 23.5.7 A Negative Observation . . . . . . . . . . . . . 23.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . 23.7 Stokes Theorem . . . . . . . . . . . . . . . . . . . . . . 23.7.1 Green’s Theorem . . . . . . . . . . . . . . . . . 23.8 Green’s Theorem Again . . . . . . . . . . . . . . . . . 23.9 Stoke’s Theorem From Green’s Theorem . . . . . . . . 23.9.1 Conservative Vector Fields . . . . . . . . . . . 23.9.2 Maxwell’s Equations And The Wave Equation 23.10Exercises . . . . . . . . . . . . . . . . . . . . . . . . . A The Fundamental Theorem Of Algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 593 593 597 598 602 603 603 603 604 605 606 610 611 611 612 616 617 619 622 625 626 629

10

CONTENTS

Introduction
Calculus consists of the study of limits of various sorts and the systematic exploitation of the completeness axiom. It was developed by physicists and engineers over a period of several hundred years in order to solve problems from the physical sciences. It is the language by which precision and quantitative predictions for many complicated problems are obtained. It is used to find lengths of curves, areas and volumes of regions which are not bounded by straight lines. It is used to predict and account for the motion of satellites. It is essential in order to solve many maximization problems and it is prerequisite material in order to understand models based on differential equations. These and other applications are discussed to some extent in this book. It is assumed the reader has a good understanding of algebra on the level of college algebra or what used to be called algebra II along with some exposure to geometry and trigonometry although the book does contain an extensive review of these things. I have tried to keep the book a manageable length in order to focus more on the important ideas. I have also tried to give complete proofs of all theorems in one variable calculus and to at least give plausibility arguments for those in multiple dimensions. Physical models are derived in the usual way through the use of differentials leading to differential equations which are introduced early and used throughout the book as the basis for physical models. I expect the reader to be able to use a calculator whenever it would be helpful to do so. Many of the exercises will be very troublesome without one. Having said this, calculus is not about using calculators or any other form of technology. I believe that when the syntax and arcane notation associated with technology are presented, these things become the topic of study rather than the concepts of calculus. This is a book on calculus and should not be considered an instruction manual for the use of technology. Pictures are often helpful in seeing what is going on and there are many pictures in this book for this reason. However, calculus is not about drawing pictures and ultimately rests on logic and definitions. Algebra plays a central role in gaining the sort of understanding which generalizes to higher dimensions where pictures are not available. Therefore, I have emphasized the algebraic aspects of this subject far more than is usual, especially linear algebra which is absolutely essential to understand in order to do multivariable calculus. I have also featured the repeated index summation convention and the usual reduction identities which allow one to discover vector identities.

11

12

INTRODUCTION

Part I Preliminaries 13 .

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the notation. the natural numbers. ≡ indicates something is being defined. −4 −3 −2 −1 ' 0 1 1/2 2 3 4 E As shown in the picture. Axiom 2. It is assumed that R has the following algebra properties.1 The Number Line And Algebra Of The Real Numbers To begin with. 1.1. you can see where to place all the other rational numbers. defined as the numbers which are the quotient of two integers. By 2 analogy. (commutative law for addition) Axiom 2. Thus the integers are defined as Z ≡ {· · · − 1. 2. Axiom 2.The Real Numbers An understanding of the properties of the real numbers is essential in order to understand calculus. denoted by R.1 x + y = y + x. Q≡ m such that m. This section contains a review of the algebraic properties of real numbers. 1 is half way between the number 0 and the number. These properties will not be proved which is why they are called axioms rather than theorems. · · ·} .1. N ≡ {1. there exists −x ∈ R such that x + (−x) = 0. 1.1.3 For each x ∈ R. · · ·} and the rational numbers.2 x + 0 = x. (existence of additive inverse). n = 0 n are each subsets of R as indicated in the following picture. consider the real numbers. 2. In this book. 15 . 0. listed here as a collection of assertions called axioms. In general. (additive identity). axioms are statements which are regarded as true. n ∈ Z. as a line extending infinitely far in both directions. Often these are things which are “self evident” either from experience or from some sort of intuition but this does not have to be the case.

It is conventional to simply do the operations in order of appearance reading from left to right. the claim is made that the additive inverse and the multiplicative inverse are unique.1. In many cases the source of confusion will disappear almost magically.4 (x + y) + z = x + (y + z) . The multiplicative inverse and additive inverses are unique. you would normally interpret it as the first of the above alternatives. Thus. This means that for a given number. all you have to do is to check and see if it acts like one. the following theorem is important and follows from the above axioms.5 xy = yx.1. think x y −1 and when you see x − y. Axiom 2. Axiom 2.1. Take these away and it becomes a gray wasteland filled with endless tedium and meaningless manipulations. feelings and emotions have nothing to do with math. Do you mean (6 − 3) − 4 = −1 or 6 − (3 − 4) = 6 − (−1) = 7? It makes a difference doesn’t it? However. Axiom 2. It is assumed that the reader is completely familiar with these axioms in the sense that he or she can do the usual algebraic manipulations taught in high school and junior high algebra courses.1. (multiplicative identity).6 (xy) z = x (yz) . (associative law for multiplication).(distributive law). think x + (−y) . Thus. Truth is not determined on the basis of experiment or opinions and it is this which makes mathematics useful as a language for describing certain kinds of reality in a precise manner. 1. The axioms listed above are just a careful statement of exactly what is necessary to make the usual algebraic manipulations valid. the so called binary operations of addition and multiplication are associative and so no such confusion will occur. think of division as multiplication by the multiplicative inverse as just indicated and think of subtraction as addition of the additive inverse. Division and subtraction are defined in the usual way by x−y ≡ x+(−y) and x/y ≡ x y −1 . Theorem 2. 1 There are certainly real and important things which should not be described using mathematics because it has nothing to do with these things. if you see 6 − 3 − 4. only one number has the property that it is an additive inverse and that.1.7 1x = x. Axiom 2. For example.1 It is also the definitions and proofs which make the subject of mathematics intellectually worth while. In the first part of the following theorem. (commutative law for multiplication).16 THE REAL NUMBERS Axiom 2. when you see x/y. something is “true” if it follows from axioms using a correct logical argument.10 The above axioms imply the following. there exists x−1 such that xx−1 = 1.9 x (y + z) = xy + xz. A word of advice regarding division and subtraction is in order here.8 For each x = 0. In doing algebra. (associative law for addition).1.1. Proofs and definitions are very important in mathematics because they are the means by which “truth” is determined. .(existence of multiplicative inverse). In mathematics. The reasoning which demonstrates this assertion is called a proof. Whenever you feel a little confused about an algebraic expression which involves division or subtraction. given a nonzero number. only one number has the property that it is a multiplicative inverse. The reason for this is that subtraction and division do not satisfy the associative law. This means there is a natural ambiguity in an expression like 6 − 3 − 4. Axiom 2. These axioms are known as the field axioms and any set (there are many others besides R) which has two such operations satisfying the above axioms is called a field. The significance of this is that if you are wondering if a given number is the additive inverse of a given number.

Therefore. − (−x) = x.1. y = x−1 x y = x−1 (xy) = x−1 0 = 0. 17 Proof: Suppose then that x is a real number and that x + y = 0 = x + z. By the definition of additive inverse. x + (−x) = 0 and so x = − (−x) as claimed. (−1) + (−1) (−1) = 0.. by 2. From the above axioms. It is necessary to verify y = z. 3. This is because it has just been shown that additive inverses are unique. it follows (−1) x = −x as claimed. ((−x) + x) + y = ((−x) + x) + z which implies 0 + y = 0 + z. (−1) (1 + (−1)) = (−1) 0 = 0 and so using the definition of the multiplicative identity. It follows from 1.. by the uniqueness of the additive inverse proved in 1. Consider 2. and 2. it suffices to show x acts like the additive inverse of −x in order to conclude that − (−x) = x. To verify (−1) x = −x. and the distributive law.. and the associative law for multiplication.2. suppose x = 0. Therefore. . From the definition of the additive identity and the distributive law it follows that 0x = (0 + 0) x = 0x + 0x. use 2. 0x = 0. (−1) x = −x 4. From the existence of the additive inverse and the associative law it follows 0 = (−0x) + 0x = (−0x) + (0x + 0x) = ((−0x) + 0x) + 0x = 0 + 0x = 0x To verify the second claim in 2.. Therefore. Then x−1 exists by the axiom about the existence of multiplicative inverses. To verify 4. To demonstrate 3. THE NUMBER LINE AND ALGEBRA OF THE REAL NUMBERS 2. Now by the definition of the additive identity. this implies y = z. (−1) (−1) = 1. and the distributive law to write x + (−1) x = x (1 + (−1)) = x0 = 0. It is desired to verify 0x = 0. You should prove the multiplicative inverse is unique. −x for x. If xy = 0 then either x = 0 or y = 0. −x + 0 = (−x) + (x + y) = (−x) + (x + z) and so by the associative law for addition. there exists an additive inverse. that 1 = − (−1) = (−1) (−1) .

11 Let x1 . Be very careful of such things since they are a source of mistakes. Then m xj ≡ x1 + x2 + · · · + xm . Thus y 2 = y × y and b−3 = b1 3 etc. xm and add them all up. xm be numbers. Thus xy 2 = x y 2 and is not equal 2 to (xy) . the notation requires m+r xj−r = x1 + x2 + · · · + xm j=1+r and so j=1 xj = j=1+r xj−r . j=1 Thus this symbol.1.1. m xj ≡ xk + · · · + xm . Also recall summation notation. Recall the notion of something raised to an integer power. Also. m xj = x1 + x2 + · · · + xm j=1 while if r is an integer. · · ·.12 6 k=1 m (2k + 1) = 48. Definition 2. x1 . When you have doubts. you should verify the following. This notation will be used whenever there are things which can be added. Be sure you understand why m+1 m xk = k=1 k=1 xk + xm+1 . Another thing to keep in mind is that you often use letters to represent numbers. insert parentheses to resolve the ambiguities. Thus x − y (z + w) = x − [y (z + w)] and is not equal to (x − y) (z + w) . the following is a short review of this topic. Since they represent numbers. m m+r . and completes the proof of this theorem. As a slight generalization of this notation. Note the use of the j as a generic variable which takes values from 1 up to m. Summation notation will be used throughout the book whenever it is convenient to do so. not just numbers. If you have not seen this. j=k It is also possible to change the variable of summation. Example 2. Division or multiplication is always done before addition or subtraction. · · ·. j=1 xj means to take all the numbers. x2 . x2 . As an example of the use of this notation. Exponents are always done before multiplication. Parentheses are done before anything else. there are a few conventions related to the order in which operations are performed. you manipulate expressions involving letters in the same manner as you would if they were specific numbers.18 THE REAL NUMBERS This proves 4.

3. Let x = 3 and y = 1. Therefore. x x2 +y 19 + y x−1 . √ Find the error in the following argument. 5 = 9. 4. Find the error in the following argument.1. x (y − x) = (y − x) (y + x) . x and y. give a formula for (x + y) . In these expressions the variables represent real numbers.2. 2) . yields 2 = 9. y x + 2+y x x−1 = = y x2 + y x (x − 1) + (x2 + y) (x − 1) (x − 1) (x2 + y) x2 − x + yx2 + y 2 . you add them as follows. Let x = 1 and y = 2. 6. y) . You add these just like they were numbers. 2 3 4 7. Show on the number line the effect of multiplying a number by −1. Then xy = y 2 and so xy − x2 = y 2 − x2 . x2 + 1 = x + 1 and so letting x = 2. Show on the number line the effect of subtracting a positive number from another positive number.2 Exercises 1. Find the error in the following. and (x + y) . . Find the error in the following argument. Therefore.13 Add the fractions. 8. 5. (x2 + y) (x − 1) 2. Show − (ab) = (−a) b. Find f (−1. 5 = 3. 1 3 n = 1 x+y = 1 x + 1 y = 13. 2 12.2. (x + y) . When is it true that (x + y) = xn + y n ? 9. Consider the expression x + y (x + y) − x (y − x) ≡ f (x. Then 3 1 + 1 = 2 . (a) (b) (c) x2 y+xy 2 +x x x2 y+xy 2 +x xy x3 +2x2 −x−2 x+1 14. Now substituting in what these variables equal yields 1 = 1+1. Write the first expression as (x2x(x−1) and +y)(x−1) y (x2 +y ) the second as (x−1)(x2 +y) . Let x = y = 1. Based on what you observe for 8 these. Then since these have the same common denominator. √ 10. Then cross multiplying. Add the fractions x x2 −1 + x−1 x+1 . Simplify the following expressions using correct algebra. Find a formula for (x + y) . Then 1 = 3 − 2 = 3 − (3 − 1) = x − y (x − y) = (x − y) (x − y) = 22 = 4. Simplify x2 y 4 z −6 x−2 y −1 z . EXERCISES Example 2. 2. Dividing both sides by (y − x) yields x = x+y. Show on the number line the effect of adding two positive numbers. 11.

7 If x ≤ 0 and y ≤ 0. Axiom 2. This order can be defined very precisely in terms of a short list of axioms but this will not be done here.3.20 15. (a) (x − y) (x + y) = x2 − y 2 (b) (x − y) x2 + xy + y 2 = x3 − y 3 (c) (x + y) x2 − xy + y 2 = x3 + y 3 16.6 If x < y then x + z < y + z (addition to an inequality). x ≥ y if either x > y or x = y.5 If x < y and y < z then x < z (Transitive law).11 If x < y and z < 0.3. x ≤ y if either x = y or x < y.10 If x < y then xz < yz if z > 0. in words. Either x is positive. x Now let x = 2 and y = 2 to obtain 3=4 THE REAL NUMBERS 17. the following should be fairly reasonable and are listed as axioms.3.3. . is positive if x > 0. (x is less than y) means y lies to the right of x on the number line. then xy ≥ 0. or −x is positive.3 The product of two positive real numbers is positive. Show the rational numbers satisfy the field axioms. Instead. commutative.3. in words (x is greater than y) means x is to the right of y on the number line. Axiom 2. xy + y = y + y = 2y. Find the error in the following.3 Order The real numbers also have an order defined on them.8 If x > 0 then x−1 > 0. Definition 2.2 The sum of two positive real numbers is positive. Axiom 2. You may assume the associative.3.3. I suggest you plug in some numbers to reassure yourself about these axioms. Axiom 2. (multiplication of an inequality by a positive number).3. 2. then xz > zy (multiplication of an inequality by a negative number). properties which should be familiar are listed here as axioms. A number. Axiom 2. x = 0.3. Verify the following formulas. Axiom 2. Axiom 2.1 The expression. x < y. and distributive laws hold for the integers. Axiom 2. Axiom 2. things assumed to be true.3. The expression x > y. x. Axiom 2.3.4 For a given real number x. one and only one of the following alternatives holds.9 If x < 0 then x−1 < 0. If you examine the number line.

8} = {1. 2. 3.1 Set Notation A set is just a collection of things called elements. x < y. subtract x from both sides to get x + 4 ≤ −8. The first case yields x + 1 ≥ 0 and 2x − 3 ≥ 0 so x ≥ −1 and x ≥ 2 3 yielding x ≥ 2 . 9 ∈ {1. 3. 3. Example 2. involves set notation.3. in symbols.9 in which it is also necessary to stipulate that x = 0. Thus {1. The union of two sets is the set consisting of everything which is contained in at least one of the sets. {1. Then subtract 4 from both sides to obtain x ≤ −12. The same statement about the two sets may also be written as {1.2. A or B. 8} ∩ {3. 4. 3. This notation says: the set of all integers. 2. the solution to this problem is all x ∈ R. 5. To indicate that 3 is an element of {1. 4. 4. / Sometimes a rule specifies a set. A ∩ B ≡ {x : x ∈ A and x ∈ B} . exactly one of the following must hold. Be sure you understand that something which is in both A and B is in the union. 3. Axiom 2. 2.12 Each of the above holds with > and < replaced by ≥ and ≤ respectively except for 2. 2.15 Solve the inequality (x + 1) (2x − 3) ≥ 0. 3. or x > y (trichotomy). x. 3. 2. 8} is a subset of {1. 2. 4. 7.13 For any x and y. such that x > 2.14 Solve the inequality 2x + 4 ≤ x − 8 Subtract 2x from both sides to yield 4 ≤ −x−8. To simplify the way such things are written. 2. 3. 8} .8 and 2. It is not an exclusive or. 3. Next add 8 to both sides to get 12 ≤ −x. either both of the factors.3. In general A ∪ B ≡ {x : x ∈ A or x ∈ B} . 5.3.3.3. 7. In general. This would be written as S = {x ∈ Z : x > 2} . The second case yields x + 1 ≤ 0 and 2x − 3 ≤ 0 which implies x ≤ −1 and x ≤ 3 . x2 + 2x + 4 = 2 (x + 1) + 3 ≥ 0 for all x. Therefore. 4. However. 8} = {3. The intersection of two sets. 2.16 Solve the inequality (x) (x + 2) ≥ −4 Here the problem is to find x such that x2 + 2x + 4 ≥ 0. 8} ⊇ {1. 2. This is described next. 2. Then multiply both sides by (−1) to obtain x ≤ −12. Example 2. 8} ∪ {3.3. 2. 7.3. and 8. Therefore. 2. 8}. 8} because 3 and 8 are those elements the two sets have in common. 5. 3.3. 8} . 2. For example. {1.3. 8} ⊆ {1. As an example of the union of two sets. 2. 8} . 3. Alternatively. A and B consists of everything which is in both of the sets. For example you could specify a set as all integers larger than 2. If A and B are sets with the property that every element of A is an element of B. For example {1. Note that trichotomy could be stated by saying x ≤ y or y ≤ x. x + 1 and 2x − 3 are nonnegative or they 3 are both nonpositive. 3. 8} means 9 is not an element of {1. 3. Either x = y. . 8} because these numbers are those which are in at least one of the two sets. 4. {1.2. 2 2 Example 2. 2. 8} . ORDER 21 Axiom 2.3. the solution to this inequality is x ≤ −1 or x ≥ 3 . 3. If this is to hold. 8} . then A is a subset of B. it is customary to write 3 ∈ {1. 8} would be a set consisting of the elements 1.

Written as −1 . a and b are called endpoints of the interval. such that a ≤ x ≤ b and [a. In terms of set notation Example 2. ∞) means the set of all numbers. Example 2. Example 2.19 Solve the inequality (x) (x + 2) ≥ −4 Recall this inequality was true for any value of x. The reason they say this is that if it were not so.3. a situation which never occurs. they cannot be included in any set of real numbers. 2. the curved parenthesis indicates the end point it sits next to is not included while the square parenthesis indicates this end point is included. 3 3 1. In general. such that ∅ has something in it which is not in A. It is written as R or (−∞. x+1 Note that 2x−2 is positive if x > 1. A special set which needs to be given a name is the empty set also called the null set. However. A. and nonnegative if x ≤ −1.3. ∞) . . Therefore. −12]. To illustrate the use of this notation consider the same three examples of inequalities. Thus the answer would be −∞.4 Exercises With Answers This happens when the two factors have different signs. If A and B are two sets. To identify the interesting intervals. (a. x such that x ≥ a and (−∞.3. the answer is (−1. Mathematicians like to say the empty set is a subset of every set. x such that a < x ≤ b. ∞). b] denotes the set of real numbers. denoted by ∅. A \ B denotes the set of things which are in A but not in B.22 THE REAL NUMBERS When with real numbers. x. This was worked earlier and x ≤ −1 or x ≥ this is denoted by (−∞. ∞) . 2 3 2 was the answer. −1] ∪ [ 3 . Solve (3x + 1) (x − 2) ≤ 0. This is written as (−∞. The reason that there will always be a curved parenthesis next to ∞ or −∞ is that these are not real numbers. ∅ has nothing in it and so the least intellectual discomfort is achieved by saying ∅ ⊆ A. (x + 1) and (2x − 2) and determine where these equal zero. [a. x such that a < x < b and (a. b] indicates the set of numbers. / Set notation is used whenever convenient. Thus either 3x + 1 ≤ 0 and x − 2 ≥ 0 in which case x ≤ −1 and x ≥ 2. a] means the set of all real numbers which are less than or equal to a. Thus A \ B ≡ {x ∈ A : x ∈ B} . 1) . 2. 1) . b) consists of the set of real numbers. The two points.18 Solve the inequality (x + 1) (2x − 3) ≥ 0. negative if x ∈ (−1. −1 ∪ (2.17 Solve the inequality 2x + 4 ≤ x − 8 This was worked earlier and x ≤ −12 was the answer. Other intervals such as (−∞. all that was necessary to do was to look at the two factors. Thus ∅ is defined as the set which has no elements in it. Therefore. or else 3 3x + 1 ≥ 0 and x − 2 ≤ 0 so x ≥ −1 and x ≤ 2. b) are defined by analogy to what was just explained. Solve x+1 2x−2 < 0. Solve (3x + 1) (x − 2) > 0. b) denotes the set of real numbers such that a ≤ x < b. there would have to exist a set. [a. These sorts of sets of real numbers are called intervals. 3 3. This is just everything not included in the above problem. 2 .

It may be useful to think of this function in terms of its graph if you recall the notion of the graph of a function. 3. Solve x2 − 2x ≤ 0. Solve (x − 1) (2x + 1) > 2.5 Exercises 1. 2. 2 x2 + 2x + 1 (x + 1) When x = 3 or x = −2. For x ∈ (−2. this equals zero.2 |xy| = |x| |y| . 2. subtract 1 from both sides to get 6 + x − x2 (3 − x) (2 + x) = . 9.2.1 |x| ≡ x if x ≥ 0. Therefore. 3) the expression is positive and it is negative if x > 3 or if x < −2. Solve (3x + 2) (x − 3) ≤ 0. How far away from 0 is the number 3? How about the number −3? Look at the number line and observe they are both 3 units away from 0. the answer is [−2. 8. Solve x+2 3x−2 < 0. 6. 2. y d   d   d   d   d  x The following is a fundamental theorem about the absolute value. Solve (x + 2) (x − 2) ≤ 0.5. Solve (x − 1) (2x + 1) ≤ 2. This is important because the absolute value defines distance on R. . Solve 3x+7 x2 +2x+1 23 ≥ 1. Solve (3x + 2) (x − 3) > 0. To describe this algebraically. EXERCISES 4. Thus |x| can be thought of as the distance between x and 0. Solve 11.6. On something like this. Definition 2. ≥ 1. Solve x+1 < 1. −x if x < 0.6. Solve 10. 3]. Solve 3x−4 x2 +2x+2 3x+9 x2 +2x+1 x2 +2x+1 3x+7 2 ≥ 0.6 The Absolute Value A fundamental idea is the absolute value of a number. < 1. x+3 5. Theorem 2. 7. 4.

both x. Now note that if 0 ≤ a ≤ b then 0 ≤ a2 ≤ ab ≤ b2 and that if a.4 Solve the equation |x − 1| = 2 (2.) Applying this observation to the above inequality. Multiply by a−1 if a = 0.2. note |x| = |x − y + y| ≤ |x − y| + |y| and so |x| − |y| ≤ |x − y| Now switch the letters to obtain |y| − |x| ≤ |y − x| = |x − y| .6. This proves the theorem. the conclusion follows from (2. ||x| − |y|| ≤ |x − y| .2). then the conclusion follows from (2. Theorem 2. in this case the result of the theorem is verified. y ≤ 0. Consider the following. |x + y| = (x + y) 2 2 2 = (x + y) 2 2 = x2 + y 2 + 2xy ≤ x2 + y 2 + 2 |x| |y| = |x| + |y| + 2 |x| |y| = (|x| + |y|) . |x + y| ≤ |x| + |y| . Therefore.2) (2. You observe that 5 > 1 and so it is important to remember that the triangle inequality is an inequality.3 The following inequalities hold. |3 + (−2)| = |1| = 1 while |3| + |(−2)| = 3 + 2 = 5. Either of these inequalities may be called the triangle inequality. b ≥ 0 then if a2 ≤ b2 it follows that b2 ≥ ba ≥ a2 and so b ≥ a (see the above axioms.1) while if |x| − |y| ≤ 0. This theorem is the basis for the following fundamental result which is of major importance in calculus.24 THE REAL NUMBERS Proof: If both x. ||x| − |y|| ≤ |x − y| because if |x| − |y| ≥ 0. y ≥ 0 and x ≤ 0 while y ≥ 0. then |xy| = xy because in this case xy ≥ 0 while |x| |y| = (−x) (−y) = (−1) x (−1) y = (−1) (−1) xy = xy. To obtain the second one. Proof: By Theorem 2. |x + y| ≤ |x| + |y| .1) 2 . You should verify the other cases.6. This verifies the first of these inequalities. Example 2. Note there is an inequality involved.6. Therefore.

if |x − 2| < 1. y = |x + 1| and y = |2x − 2| on the same set of coordinate axes. then ||x| − 2| < 3 and so |x| < 5.6. the desired inequality will hold. you see the first of the two cases is the one which holds. ∞) is included. Therefore. For example 3 x = 1 does not work. there are two solutions to this problem. it is not hard to draw its graph. it is necessary to have 2x − 1 between −2 and 2 because the inequality says that the distance from 2x − 1 to 0 is less than 2. Thus the solution is x > 3/2 or x < 3 −1/2. if |x − 2| < 50 . Therefore. 1 . Example 2. x2 − 4 = |x + 2| |x − 2| ≤ (|x| + 2) |x − 2| ≤ 5 |x − 2| . |x + 1| = x + 1 when x > −1 and |x + 1| = −1 − x when x ≤ −1.9 Obtain a number. −1/2 < x and x < 3/2. 3 Example 2.6.8 Solve |x + 1| ≤ |2x − 2| In order to keep track of what is happening.6. The values of x larger than 3 do 3 not produce equality so either |x + 1| < |2x − 2| for these points or |2x − 2| < |x + 1| for these points. Checking examples. Therefore. then ||x| − |2|| < 1 and so |x| < 3. Similar reasoning obtains (−∞. The result is 10 8 6 4 2 -4 -2 0 2 4 Equality holds exactly when x = 3 or x = 1 as in the preceding example.6.2. − 1 . THE ABSOLUTE VALUE 25 This will be true when x − 1 = 2 or when x − 1 = −2. Therefore. In other words. It follows the solution set 3 to this inequality is (−∞. it is a very good idea to graph the two relations. For example. ∞ ∪ −∞. 3 must be excluded. 1 ] ∪ [3. −2 < 2x − 1 < 2 and so −1/2 < x < 3/2. Therefore. This happens if 2x − 1 > 2 or if 2x − 1 < −2. ∞). It could be the case that x + 1 = 2x − 2 in which case x = 3 or alternatively. x2 − 4 = |x + 2| |x − 2| ≤ (|x| + 2) |x − 2| ≤ 7 |x − 2| . If |x − 2| < 1. for such x. such that if |x − 2| < δ. You can see these values of x do not solve the inequality. Consider x 3 between 1 and 3. Therefore. Similar considerations apply to the other relation. 2 . This is not a hard job. if |x − 2| < 3. δ. Note that some of this is arbitrary. Therefore. then x2 − 4 < 1/10. x + 1 = 2 − 2x in which case x = 1/3. Example 2. x = 3 or x = −1.6.7 Solve |x + 1| = |2x − 2| There are two ways this can happen.6 Solve the inequality |2x − 1| > 2. [3. Example 2.5 Solve the inequality |2x − 1| < 2 From the number line. 1 ].6. 1 Therefore. 2 Example 2.

You need to tell how. such that if |x − 1| < δ. note x2 − 1 = |x − 1| |x + 1| ≤ (|x| + 1) |x − 1| . x2 − 1 < 3 |x − 1| . then x2 − 1 < ε. a such that there is no solution to |x + 1| = 4 − |x + a| . 7. not the question of finding a particular such number. then any which is smaller will also work. 13. Then if |x − 1| < δ.26 THE REAL NUMBERS 1 and so it would also suffice to take |x − 2| < 70 . 1 ε and 3 . Suppose 0 < a < b. Example 2. then | x − 1| < ε. ε Now let δ = min 1. Obtain a number. 3 . Now if |x − 1| < 1. Obtain a number. 2. In particular. This notation means to take the minimum of the two numbers. First of all. Solve |x + 1| = |2x − 3| . Show a−1 > b−1 . Hint: This δ will depend in some way on ε. 12. 6. The example is about the existence of a number which has a certain property. Solve 9. Solve (x + 1) (2x − 2) x ≥ 0. How large can |x − 5| be? 14. such that if |x − 1| < δ. 3. δ > 0. Show that if |x − 6| < 1. 8. 4. Obtain a number. δ > 0. Tell when equality holds in the triangle inequality. a 16. Solve x+3 2x+1 x+2 3x+1 > 1. such that if |x − 1| < δ. Describe the set of numbers. then x2 − 1 < 1/10. it follows |x| < 2 and so for |x − 1| < 1. 11. . then | x − 2| < 1/10. 3 2. Solve |x + 2| ≤ 8 + |2x − 4| . δ > 0. √ 15.6. > 2. Solve |3x + 1| < 8.7 Exercises 1. show that if x ≤ z and y < 0 then xy ≥ yz. There are infinitely many which will work because if you have found one. Obtain a number. Verify the axioms for order listed above are reasonable by consideration of the number line. Suppose |x − 8| < 2.10 Suppose ε > 0 is a given positive number. 5. δ > 0. Give your answer in terms of intervals on the real line. Suppose ε > 0 is√ given positive number. x2 − 1 < 3 |x − 1| < 3 ε = ε. Solve |x + 2| < |3x − 3| . 10. then |x| < 7. such that if |x − 4| < δ.

Then n+1 n k2 = k=1 k=1 k 2 + (n + 1) 2 = n (n + 1) (2n + 1) 2 + (n + 1) . WELL ORDERING PRINCIPLE AND ARCHIMEDIAN PROPERTY 27 2. Proof: Let T ≡ ([a. Therefore. Thus T consists of all integers larger than or equal to a which are not in S. Example 2. having the property that a ∈ S and n + 1 ∈ S whenever n ∈ S contains all integers x ∈ Z such that x ≥ a. Mathematical induction is a very useful devise for proving theorems about the integers. denoted as b.8.8. Suppose this formula is valid for some n ≥ 1 where n is an integer. there would have to exist a smallest element of T. contains a smallest element z having the property that z ≤ x for all x ∈ S. a ∈ T. 2. ∞) ∩ Z is also in S. the natural numbers defined as N ≡ {1. Theorem 2. ∞) ∩ Z) \ S. · · ·} is well ordered. The above axiom implies the principle of mathematical induction.2. 6 By inspection. Axiom 2. / b − 1 ∈ ([a. Now simplify the expression in the second line. Then the integer.) Since a contradiction is obtained by assuming T = ∅.3 (Mathematical induction) A set S ⊆ Z. This is called the induction hypothesis. The sum yields 1 and so does the formula on the right. if n = 1 then the formula is true.2 Any set of integers larger than a given number is well ordered. 6 This equals n (2n + 1) (n + 1) + (n + 1) 6 and n (2n + 1) 6 (n + 1) + 2n2 + n + (n + 1) = 6 6 (n + 2) (2n + 3) = 6 . it must be the case that T = ∅ and this says that everything in [a.8. It must be the case that b > a since by definition. ∞) ∩ Z) \ S = T which contradicts the choice of b as the smallest element of T.8. (b − 1 is smaller. If T = ∅ then by the well ordering principle. In particular.4 Prove by induction that n k=1 k2 = n(n+1)(2n+1) . b − 1 ≥ a and / b − 1 ∈ S because if b ∈ S. The theorem will be proved if T = ∅.1 A set is well ordered if every nonempty subset S. 6 The step going from the first to the second line is based on the assumption that the formula is true for n.8.8 Well Ordering Principle And Archimedian Property Definition 2. then b − 1 + 1 = b ∈ S by the assumed property of S. n (n + 1) (2n + 1) 2 + (n + 1) .

7 R has the Archimedian property. x = 1 but this can be proved. Axiom 2. Example 2.8. by the principle of mathematical induction. Therefore. 1 is the smallest natural number. l ∈ Z. First show the thing is true for some a ∈ Z and then verify that whenever it is true for m it follows it is also true for m + 1. This Archimedian property is quite important because it shows every real number is smaller than some integer. If S is the set of integers at least as large as 1 for which the formula holds.5 Show that for all n ∈ N. all positive integers. Then 1 3 2n − 1 2n + 1 · ··· · 2 4 2n 2n + 2 < 1 √ 3 which is obviously true. 2n+1 If n = 1 this reduces to the statement that then that the inequality holds for n. and a > 0. n+1 THE REAL NUMBERS k2 = k=1 (n + 1) (n + 2) (2n + 3) 6 (n + 1) ((n + 1) + 1) (2 (n + 1) + 1) . there is no integer y satisfying x < y < x + 1. Definition 2. satisfying x < y < x + 1 since otherwise. If x is an integer. Proof: Let x be the smallest positive integer. This proves the formula by mathematical induction. This shows there is no integer. Therefore. you could subtract x and conclude 0 < y − x < 1 for some integer y − x. such that x < l < y. Lets review the process just used. 6 = showing the formula holds for n + 1 whenever it holds for n. This proves the inequality. Just look at the number line. If x < 1 then x2 < x contradicting the assertion that x is the smallest natural number. the theorem has been proved for all m ≥ a. 2 . Suppose < = 1 2n + 1 √ 2n + 1 2n + 2 √ 2n + 1 . it follows n + 1 ∈ S. y. When this has been done. there exists n ∈ N such that na > x. S contains [1. It also can be used to verify a very important property of the rational numbers. the set. 1 2 · 3 4 ··· 1 2 2n−1 2n < √ 1 . S is normally not mentioned. Not surprisingly. One just verifies the steps above.6 The Archimedian property states that whenever x ∈ R. This is not hard to believe. This happens if and only if 2 1 2n + 1 1 √ = > 2 2n + 3 2n + 3 (2n + 2) which occurs if and only if (2n + 2) > (2n + 3) (2n + 1) and this is clearly true which may be seen from expanding both sides.8.8. In doing an inductive proof of this sort.8. ∞) ∩ Z. Theorem 2. 2n + 2 1 The theorem will be proved if this last expression is less than √2n+3 . the first step was to show 1 ∈ S and then that whenever n ∈ S.8 Suppose x < y and y − x > 1. Then there exists an integer.28 Therefore.

Therefore. Theorem 2.10 A set. Suppose you want to do the following problem 79 . .2. b) = ∅. What did you do? You likely did a process of long division 22 which gave the following result.8. 79 = 3 with remainder 13. x < k − 1 < y and this proves the theorem with l = k − 1. then ≤0 y − x ≤ y − (k − 1) = y − k + 1 ≤ 1 contrary to the assumption that y − x > 1.9 If x < y then there exists a rational number r such that x < r < y.8. 79 and 22 and you wrote the first as some multiple of the second added to a third number which was smaller than the second number. Let k be the smallest element of S.8. You probably saw the process of division in elementary school. k − 1 < y. S ⊆ R is dense in R if whenever a < b.8. Therefore. there exists a rational number arbitrarily close to it. It is the next theorem which gives the density of the rational numbers. n (y − x) = ny + n (−x) = ny − nx > 1. Even though you saw it at a young age it is very profound and quite difficult to understand. 22 This meant 79 = 3 (22) + 13. Theorem 2. Thus the above theorem says Q is “dense” in R. Thus. You were given two numbers. 29 The set S is nonempty by the Archimedian property.11 Suppose 0 < a and let b ≥ 0.8 there exists m ∈ Z such that nx < m < ny and so take r = m/n. Can this always be done? The answer is in the next theorem and depends here on the Archimedian property of the real numbers. If k − 1 ≤ x. Proof: Let n ∈ N be large enough that n (y − x) > 1. WELL ORDERING PRINCIPLE AND ARCHIMEDIAN PROPERTY Now suppose y − x > 1 and let S ≡ {w ∈ N : w ≥ y} . S ∩ (a. This means that for any real number. Either k − 1 ≤ x or k − 1 > x. Definition 2. Then there exists a unique integer p and real number r such that 0 ≤ r < a and b = pa + r. Thus (y − x) added to itself n times is larger than 1.8. It follows from Theorem 2.

Recall (0. C. In doing this. Derive a formula for n 4 5 4 3 k=1 k in the following way. n+1 4 5 4 3 2 k= n(n+1) . Show that if S ⊆ R and S is well ordered with respect to the usual order on R then S cannot be dense in R. Then a little algebra shows r2 − r1 p1 − p2 = ∈ (0. The case that r1 > r2 cannot occur either by similar reasoning. Therefore. Thus r1 = r2 and it follows that p1 = p2 . r < a as desired. Show there is no smallest number in Q ∩ (0. and F such that things work out right. D. (a + kd) and then prove your . Therefore. It is a fine thing to be able to prove a theorem by induction but it is even better to be able to come up with a theorem to prove in the first place. Let p + 1 be the smallest element of S. both work and r2 > r1 . The Archimedian property implies the rational numbers are dense in R. 8. a Thus p1 − p2 is an integer between 0 and 1. show (n + 1) = A (n + 1) + B (n + 1) + C (n + 1) + D (n + 1) + E (n + 1) + F −An5 + Bn4 + Cn3 + Dn2 + En + F and so some progress can be made by matching the coefficients. suppose pi and ri . E. k=1 √k > n. 1) means the real numbers which are strictly larger than 0 and smaller than 1. prove it is valid by induction. Look for a formula in the form An + Bn + Cn + 2 Dn + En + F. If r ≥ a then b − pa ≥ a and so b ≥ (p + 1) a contradicting p + 1 ∈ S. contradicting Theorem 2. Let a and d be real numbers. If r = 0. 2. Then try to find the constants A. Now consider the numbers which are of the form 2k where k ∈ Z and m ∈ N. 3. 4. √ n 1 7. i = 1.30 THE REAL NUMBERS Proof: Let S ≡ {n ∈ N : an > b} . show by induction that 9.9 Exercises 1. When you get your answer.8.8. Show there is no smallest number in (0. 2. To verify uniqueness of p and r. demonstrate that the numbers of this form are also dense in R. By the Archimedian property this set is nonempty. 2 n k=1 10. 2. Prove by induction that whenever n ≥ 2. Prove by induction that n k=1 1 k 3 = 4 n4 + 1 n3 + 1 n2 . 2 4 6. B. 1) . 5. Then pa ≤ b because p + 1 is the smallest in S. 1) . Prove by induction that n k=1 n k=1 r ark = a r r−1 − a r−1 . This theorem is called the Euclidean algorithm when a and b are integers. r ≡ b − pa ≥ 0. 1) . Using the number m line. Find a formula for result by induction.

You put money in the bank and it accrues interest at the rate of r per payment period.9. If you want to pay off the loan in 20 years. (When a bank says they offer 6% compounded monthly. 360 for a thirty year loan. 13. etc. 1−r ark−1 = k=1 12. In general. Clearly a payment made 10 years from now can’t be considered as valuable to the bank as one made today. find a formula for the amount you will have in the bank at the end of n payment periods? This is called the future value of an ordinary annuity. the first payment at the end of the first payment period. It follows the amount of the loan should equal the sum of these “discounted payments”. That is. the rate per payment period equals . Using Problem 11. This problem is a continuation of Problem 11.000 with the first monthly payment at the end of the first month. n n 2 A= k=1 P (1 + r) −k . Thus this payment of P at the end of n payment periods. suppose you start with P and it sits in the bank for n payment periods.07/12. See the formula you got in Problem 13 and solve for P. These terms need a little explanation. Suppose the available interest rate is 7% per year and you want to take a loan for $100. Then at the end of the nth payment period.) In general. find a formula for the right side of the above formula. In an ordinary annuity. Now you have 100 (1 + r) in the bank. n k=1 n 31 ark−1 . Consider the geometric series. is worth −k P (1 + r) to the bank right now. EXERCISES 11. So what is a payment made at the end of k payment periods worth today assuming money is worth r per payment period? Shouldn’t it be the amount. . 14. Hint: The first payment sits in the bank for n − 1 payment periods and so n−1 this payment becomes P (1 + r) . Prove by induction that if r = 1. If the payment period is one month. This is because the one made today could be invested by the bank and having accrued interest for 10 years would be far larger. and you started with $100 then the amount at the end of one month would equal 100 (1 + r) = 100 + 100r. letting A be the amount of the loan. Q which when invested at a rate of r per payment period would yield k P at the end of k payment periods? Thus from Problem 12 Q (1 + r) = P and so −k Q = P (1 + r) . Typically. Using Problem 11. the amount you would have at the end of n months would be 100 (1 + r) . n is pretty large. what should the monthly payments be? Hint: The rate per payment period is . This is called the present value of an ordinary annuity. Thus there are n payments in all. you make payments. you n would have P (1 + r) in the bank. Now suppose you want to buy a house by making n equal monthly payments. P at the end of each payment period.06/12. this means r. In this the second term is the interest and the first is called the principal. Each accrue interest at the rate of r per payment period. How much will you have at the end of the second month? By analogy to what was just done it would equal 100 (1 + r) + 100 (1 + r) r = 100 (1 + r) . then a − arn .2. The second sits in the bank for n − 2 payment n−2 periods so it grows to P (1 + r) .

Let n whenever k ≥ 1 and k ≤ n. 1 + Hint: Show first that 1 n n n k ≤ 1+ 1 n+1 n+1 . This is self evident and provides the induction step. there is a relation between the numbers st n on the (n + 1) row and those on the nth row. there are more terms. the relation being n+1 = n + k−1 . = n n·(n−1)···(n−k+1) . Prove by induction that for all k ≥ 4. n n k=0 k kpk (1 − p) n−k = np. 16. then n+1 = n + k−1 . What is the matter with this reasoning? 2 Blaise Pascal lived in the 1600’s and is responsible for the beginnings of the study of probability. Hint: Letting the numbers of the nth row of Pascal’s triangle be denoted by n n n 0 . Use the Problems 21 and 20 to verify for all n ∈ N. k k This is used in the inductive step. Prove by induction that 1 + n i=1 1 n n ≤ 3. Show that for p ∈ (0. then jumping from a height of n + 1 inches will also not harm me. · · ·. Prove that n k the 18. Therefore. 19. 2k ≤ k! 22. (x + y) = 3 x2 + 2xy + y 2 . 1 n n 20. i (i!) = (n + 1)!. Give a conjecture about that 5 (x + y) would be. Consider the first five rows of Pascal’s2 triangle 1 11 121 1331 14641 THE REAL NUMBERS What would the sixth row be? Now consider that (x + y) = 1x + 1y . Using the binomial theorem prove that for all n ∈ N. Hint: You might try using the preceding problem. Are these numbers. n n n k n 1 2 ≡ n! (n−k)!k! where 0! ≡ 1 and (n + 1)! ≡ (n + 1) n! for all n ≥ 0. Prove the binomial theorem k by induction. 1 + 23. k factors 1+ = k=0 n k 1 n k = k=0 n · (n − 1) · · · (n − k + 1) .32 15. k! n By the binomial theorem. if I am unharmed from jumping from a height of n inches. I can jump off the top of the empire state building without suffering any ill effects. Argue the term got bigger and then note that in the binomial expansion for 1 + 1 n+1 n+1 n·(n−1)···(n−k+1) and k!nk n+1 1 1 + n+1 except note that a similar term occurs in the . Here is the proof by induction. k!nk Now consider the term binomial expansion for that n is replaced with n + 1 whereever this occurs. The binomial theorem states (a + b) = k=0 n an−k bk . k k same as those obtained in Pascal’s triangle? Prove your assertion. If I jump from a height of one inch. n in reading from left to right. I am unharmed. Based on Problem 15 conjecture a formula for (x + y) and prove your conjecture by induction. 21. 1) . I can jump from a height of n inches for any n. and (x + y) = x3 + 3x2 y + 3xy 2 + y 3 . 17. Furthermore. . 1 . 24.

Proof: First note that both m and n are in S so it is a nonempty set of positive integers. then q divides p. n) . x and y. Is there something wrong with this argument? 2. Two integers are relatively prime if their greatest common divisor is one. then by Theorem 2. n be two positive integers and define S ≡ {xm + yn ∈ N : x. Now suppose q divides both m and n. denoted by (m. That is there is zero remainder.10. r = m (1 − x0 ) + (−y0 q) n ∈ S. x and y such that 1 = ax + yp.8.10.8. By well ordering. . y ∈ Z } . Definition 2.10. However. Therefore. Thus p|m. The remaining n horses are the same color by the induction hypothesis. Then since the only factors of p are 1 and p it follows(p. it is good general knowledge and so is included. this is a contradiction because p was the smallest element of S. Then the smallest number in S is the greatest common divisor.11. DIVISIBILITY AND THE FUNDAMENTAL THEOREM OF ARITHMETIC 33 25. Therefore. Here is the proof by induction. n is that number.10. The greatest common divisor of two positive integers. Therefore. A prime number is one which has the property that the only numbers which divide it are itself and 1. called p = x0 m + y0 n.2. Theorem 2. Similarly p|n.10 Divisibility And The Fundamental Theorem Of Arithmetic It is not necessary to read this section in order to do calculus. there exists integers.1 The number. All horses are the same color. Proof: Suppose p does not divide a. This proves the theorem. Theorem 2. p = mx0 + ny0 = x0 qx + y0 qy = q (x0 x + y0 y) showing q|p. r = 0.3 If p is a prime and p|ab then either p|a or p|b. m = pq + r where 0 < r < p. a divides the number. Thus m = (x0 m + y0 n) q + r and so. A single horse is the same color as himself. The following definition describes what is meant by a prime number and also what is meant by the word “divides”. all n + 1 horses are the same color as the n − 1 horses which didn’t get moved. However. there is a smallest element of S. Remove one of the horses and use the induction hypothesis to conclude the remaining n horses are all the same color. n) . a) = 1 and therefore. p which has the property that p divides both m and n and also if q divides both m and n. p = (m.2 Let m. Either p divides m or it does not. b if in Theorem 2.11. read a divides b and a is called a factor of b. Then m = qx and n = qy for integers. The notation for this is a|b. m. Now suppose the theorem that all horses are the same color is true for n horses and consider n + 1 horses. If p does not divide m. Put the horse which was removed back in and take out another horse. solving for r.

Suppose n m n pi = i=1 j=1 qj where the pi and qj are all prime. each of these is no larger than n − 1 and consequently. · · ·. q2 . these are of the form factor of a0 . proving the theorem. b = abx + ybp = pzx + ybp = p (xz + yb) and this shows p divides b. Then if the equation has any rational solutions. if n is not a prime. The next theorem is a very nice high school theorem which characterizes all possible rational roots for polynomials having integer coefficients.34 Multiplying this equation by b yields b = abx + ybp. qm can be reordered in such a way that pk = qk for all k = 2.5 (rational root theorem) Let an xn + · · · + a1 x + a0 = 0 where each ai is an integer and an = 0. each has a prime factorization. Hence pi = qi for all i because it was already argued that p1 = q1 . n−1 m−1 pi+1 = i=1 j=1 qj+1 . It remains to argue the prime factorization is unique except for order of the factors. Thus so does n. Then a = i=1 pi where pi are all prime numbers. Since these are prime numbers this requires p1 = q1 . Assume this theorem is true for all a ≤ n − 1.10. · · ·. In particular the prime factorization exists for the prime number 2. Since n + m was as small as possible for the theorem to fail. p1 |qj for some j. If n is a prime. Reordering if necessary it can be assumed that qj = q1 .3. an pn + an−1 pn−1 q + · · · + a1 pq n−1 + a0 q n = 0. this prime factorization is unique except for the order of the factors. then it has a prime factorization. Therefore. n. then there exist two integers k and m such that n = km where each of k and m are less than n.10. and n + m is the smallest positive integer such that this happens. Then dividing both sides by p1 = q1 . Proof: If a equals a prime number. THE REAL NUMBERS Theorem 2. ab = pz for some integer z. Then by Theorem 2. the prime factorization clearly exists. q) = 1. Theorem 2. Dividing p and q by (p.4 (Fundamental theorem of arithmetic) Let a ∈ N\ {1}. q) if necessary. ± factor of an Proof: Let p be a rational solution. Therefore. Furthermore. . On the other hand. and this results in a contradiction. the fraction q may be reduced to lowest terms such that (p. it follows that n − 1 = m − 1 and the prime numbers. Since p|ab. there is no way to reorder the qk such that m = n and pi = qi for all i. Substituting into the equation.10.

Therefore. Show if it exists.10. Using Theorem 2. then an and am are relatively prime. Show that if n = m. 5.11. Hint: Show [a. some prime number. b] must divide ab. However. √ √ 2 is irrational 2 is the solution of the equation x2 − 2 = 0. b] will denote their least common multiple.5. q must divide the left side also. Then verify r is a common multiple of a and b contradicting that [a. c} are three positive integers. Then verify these numbers are irrational. √ √ 2. Then this number can’t be prime because it is larger than every prime number. This means they are not rational.11 Exercises √ √ √ 1. By Theorem 2. [a. show 7 6.3 q|an because it does not divide pn due to the fact that pn and q have no prime factors in common. b] q + r where 0 < r < [a. 3. pk from the above list must divide it. b] = ab/ (a. q n ) = 1. If not. Therefore. Therefore. Now what is the largest such q? This would yield the smallest ab/q. . the only possible rational roots to this equation are ±2 and ±1 and none of these work. n It gives more information than the argument of Euclid. You fill in the details.5. {p1 . Since [a. Show [a.C. If a. 4.10. (not rational) show that numbers of the form r 2 where r ∈ Q are dense in R. Euclid3 showed there were infinitely many prime numbers using a very simple argument.10. y. from Theorem 2. If it is not. Using the fact that 2 is irrational.2. 2. Here is how you might proceed. b) . However. Explain why this shows there must be infinitely many primes. Similarly. The numbers.6 An irrational number is one which is not rational. · · ·. 5 5 are all irrational numbers. pn } and then considered the number p1 · · · pn + 1 consisting of the product of all the primes plus 1. b] . b] is the least common multiple. Example 2.10. ab = [a. EXERCISES Hence an pn = − an−1 pn−1 q + · · · + a0 q n 35 and q divides the right side of the equation and therefore. · · ·. b. b] is a common multiple of a and b. 2. b] = ab/q for some q an integer. 6. p|a0 and this proves the theorem.3 again. [a. Hence r = 0. they have a greatest common divisor which may be written as ax + by + cz for some integers x. a0 q n = − an pn + · · · + a1 pq n−1 and so p|a0 q n but (p. 3 7. This argument about infinitely many primes is due to Polya. He assumed there were only finitely many. then all the numbers dividing it other than 1 fail to divide am for all m < n.10. Let an = 22 + 1 for n = 1. This is the smallest number which has both a and b as factors. Show that if {a. argue that q must divide both a and b. b are integers. (q. √ 2 must be irrational. Now obtain a terrible contradiction. z. Either an is prime or it is not. 2(2 ) + 1 are 3 He n lived about 300 B. pn ) = 1 and so by Theorem 2.

(2. (2. He and Lagrange invented the branch of mathematics known as calculus of variations. Consequently. p = 1.explain why pk2 = am = 22 n 2r + 1 = (pk1 − 1) 2r +1 = p (integer) + 2.6) Why is this? If (x. His most famous conjecture was that there is no solution to the equation xn + y n = z n if n ≥ 3. At this time it is unknown whether there are infinitely many Fermat primes. from −3y = −6 and now. y) 4 Leonhard Euler. This was finally proved in the 1990’s by Andrew Wiles. For example. 2) = (x. The claim is that if a is a number. you should see the book by Chahal. If (x.6). That is there is no analog to pythagorean triples with higher exponents than 2. knowing y = 2.5) has the same solution set as E1 = f1 . p (integer) = 2. analysis. He made major contributions to number theory. then (2. For more information on these matters.5) then it solves the first equation in (2.3) The set of ordered pairs. they are called Fermat6 primes. and differential equations. When numbers of this form are prime. 967 . 294 . y) which solve both equations is called the solution set. For example the problem could be to find x and y such that x + y = 7 and 2x − y = 8. 5 The number in this case is 4. 297.12 Systems Of Equations Sometimes it is necessary to solve systems of equations. It also does not change if one equation is replaced by itself added to a multiple of the other equation.5) where E1 and E2 are expressions involving the variables. E2 = f2 (2.suppose they are not and that for some number.3) are of the form E1 = f1 . 2x − y + (−2) (x + y) = 8 + (−2) (7). For example. born in Switzerland.4) The second equation was replaced by −2 times the first equation added to the second. He had 13 children. since it also solves E2 = f2 it must solve the second equation in (2. Why exactly does the replacement of one equation with a multiple of another added to it not change the solution set? The two equations of (2. x and y solve the above system if and only if x and y solve the system −3y=−6 x + y = 7.6). E2 + aE1 = f2 + af1 . (x. [4]. Hint: To verify an and am are relatively prime for m > n. Also. you can see that (5. mechanics. What does this say about p? How does pk1 = 22 + 1 yield a contradiction? n 2. (2. note that the solution set does not change if any equation is replaced by a non zero multiple of itself.36 THE REAL NUMBERS prime numbers for several values of n but Euler4 showed that when n = 5. lived from 1707 to 1783. y) is a solution to the above system. . His memory was prodigious and he could do unbelievable feats of computation in his head. algebra. y) solves (2. His collected papers take up more shelf space than a typical encyclopedia. He is generally regarded as the founder of number theory. Thus the solution is y = 2. 6 Fermat lived from 1601 to 1665. it follows from the other equation that x + 2 = 7 and so x = 5. Then letting m = n + r. the number is not prime5 . it satisfies aE1 = af1 and so. To solve this. He was the most prolific mathematician ever to live. an = pk1 while am = pk2 .

This yields x = 11. This yields x + 3y = 19 y=6 z=3 Now add (−3) times the second to the top. . This process is not really much different from what you have always done in solving a single equation. In this case. In (2. z=3 a system which has the same solution set as the original system. z = 3.12. E2 = f2 and it follows (x.2. Also aE1 = af1 and it is given that the second equation of (2. More precisely. Example 2.1 Find the solutions to the system. y) is a solution of the second equation in (2. For example. suppose you wanted to solve 2x + 5 = 3x − 6. Therefore.9) At this point. the solution set of the whole system does not change. SYSTEMS OF EQUATIONS 37 solves (2.8) Now take (−2) times the second and add to the third. This shows the solutions to (2. You did the same thing to both sides of the equation thus preserving the solution set until you obtained an equation which was simple enough to give the answer.12. The other thing which does not change the solution set of a system of equations consists of listing the equations in a different order.5) and (2. the system x + 3y + 6z = 25 y + 2z = 8 2y + 5z = 19 (2. This yields the system x + 3y + 6z = 25 y + 2z = 8 z=3 (2. Of course the same reasoning applies with no change if there are many more variables than two and many more equations than two. you can tell what the solution is. Now using this in the top equation yields x + 6 + 18 = 25 and so x = 1. replace the third equation with (−2) times the second added to the third.9) you could have continued as follows. This yields x=1 y=6 .6) are exactly the same which means they have the same solution set. x + 3y + 6z = 25 2x + 7y + 14z = 58 2y + 5z = 19 (2.6) then it solves the first equation of (2.5). This yields. Add (−2) times the bottom equation to the middle and then add (−6) times the bottom to the top. Here is another example.5). you would add −2x to both sides and then add 6 to both sides. it follows y + 6 = 8 and so y = 2.7) To solve this system replace the second equation by (−2) times the first equation added to the second. Then using this in the second equation. This system has the same solution as the original system and in the above.6) is verified. It is still the case that when one equation is replaced with a multiple of another one added to itself.

and then take (−1) times the first row and add to the second.38 THE REAL NUMBERS It is foolish to write the variables every time you do these operations. the first row by 5.  2  . These operations are called row operations. Then multiply the first row by 1/5.   2 4 −3 −1  0 0 1 1 . 0 0 1 21 .  14  . you are just taking a row of this augmented matrix and replacing it with a multiple of another row added to it.2 Give the complete solution to the system of equations. This yields.7) as the following “augmented matrix”   1 3 6 25  2 7 14 58  . x + 3y + 6z = 25. 0 2 5 19 It has exactly  same information the original system but here is understood there is the  as  it  3 6 1 an x column.   1 3 6 25  0 1 2 8 .12. a y column. 0 2 5 19 Note how this corresponds to (2. Thus the first step in solving (2.8). or replacing a row by a multiple of another row added to it. combining some row operations. Write the system as an augmented matrix and follow the procedure of either switching rows.7) would be to take (−2) times the first row of the augmented matrix above and add it to the second row. Next take (−2) times the second row and add to the third. The rows correspond 5 2 0 to the equations in the system. multiplying a row by a non zero number. take (−3) times the first row and add this to 2 times the last row and replace the last row with this. This yields   2 4 −3 −1  0 0 1 1  3 6 5 9 Now. Each of these operations leaves the solution set unchanged. You get the idea I hope.9). 5x+10y−7z = −2.  7  and a z column. Thus the top row in the augmented matrix corresponds to the equation. Example 2.   1 3 6 25  0 1 2 8  0 0 1 3 which is the same as (2. Now when you replace an equation with a multiple of another equation added to itself. and 3x + 6y + 5z = 9. 2x + 4y − 3z = −1. It is easier to write the system (2. The augmented matrix for this system is   2 4 −3 −1  5 10 −7 −2  3 6 5 9 Multiply the second row by 2.

or infinitely many solutions. Therefore. i = 1. and it is desired to find (x1 . the last two rows say z = 1 and z = 21. 2.  −1 −5 9 1 −10 0  0 0 0 and then divide the top row which results by 3. This gives   3 −1 −5 9  0 1 −10 0  0 1 −10 0 Next take −1 times the middle row and  3  0 0 Take the middle row and add to the top  1  0 0 add to the bottom. you do exactly the same things to solve any linear system. such a system of linear equations may have a unique solution. and z = t where t is completely arbitrary. m j=1 where aij are numbers. SYSTEMS OF EQUATIONS 39 Putting in the variables. This shows there is no solution to the three given equations. You write the augmented matrix and do row operations until you get a simpler system in which it is possible to see the solution. etc. y − 10z = 0. consider the equation x = x. This is impossible so the last system of equations determined by the above augmented matrix has no solution. It doesn’t matter what x equals. This should not be surprising that something like this can take place.  0 −5 3 1 −10 0  . There is clearly no solution to this. For example. . It doesn’t matter. It can even happen for one equation in one variable. When this happens. The system has an infinite set of solutions and this is a good description of the solutions. fj is a number. no solution. This is what it is all about. xn ) solving each of the equations listed. finding the solutions to the system. However. As illustrated above. All is based on the observation that the row operations do not change the solution set. and −2x + y = −6. · · ·. the system is called inconsistent. y = 10t. 3. 0 0 0 This says y = 10z and x = 3 + 5z.3 Give the complete solution to the system of equations. Definition 2. Consider for example. x = x+1. These things are all the same. Apparently z can equal any number. n aij xj = fj . · · ·.12.12. The augmented matrix of this system is  3 −1  0 1 −2 1  9 0  −6 −5 −10 0 Replace the last row with 2 times the top row added to 3 times the bottom row. Furthermore. fewer equations than variables. You always set up the augmented matrix and go to work on it. The phenomenon of an infinite solution set occurs in equations having only one variable also. it has the same solution set as the first system of equations.2.4 A system of linear equations is a list of equations. It turns out these are the only three cases which can occur for linear systems.12. Example 2. 3x − y − 5z = 9. You can have more equations than variables. the solution set of this system is x = 3 + 5t.

the second row by 41.  −41 15  0 −5   −3 1 0 2 the fourth row by this added to 3 times the  0 168 0 −15  . 0 12  3 21 Take (−41) times the third row and replace the first row by this added to 3 times the first row. Finally take 41 times the third row and add to 4 times the top row. 2x + z = 511.13 Exercises 1. x + 6z = 27. 3x − y + 4z = 6. y + 8z = 0. 109x − 40y = −447. and multiply the top row by 1/109. Give the complete solution to the system of equations. −3x + y = 12. 0 12  1 −1 To solve this multiply the top row by 109. 2. −41x + 15y = 168.5 Give the complete solution to the system of equations. and y = 1.  0 4 0 12  0 2 3 21 Take −1/2 times the third row and add to the bottom row. 2. The augmented matrix is  −41  109   −3 2 15 −40 1 0  0 168 0 −447  . This yields   −41 15 0 168  0 −5 0 −15   . Then switch the third and the first rows.12.   123 −41 0 −492  0 −5 0 −15   . and 2x + z = −1. Here are some exercises.40 THE REAL NUMBERS Example 2. Give the complete solution to the system of equations. and −2x + y = −4.  −3 1 0 12  2 0 1 −1 Now take 2 times the third row and replace fourth row. 492 You should practice solving systems of equations. This yields   492 0 0 −1476  0 0 0  0    0 4 0 12  0 0 3 15 It follows x = −1476 = −3. . y = 3 and z = 5. Then take 5 times the third row and add to four times the second. add the top row to the second row.

and z = 3. −19x+8y = −108. Give the complete solution to the system of equations. Thus x and z can equal anything. 2x+2y −5z = 27. Give the complete solution to the system of equations. 9x − 2y + 4z = −17. Give the complete solution to the system of equations. 9x − 18y + 4z = −83.−x + y = 4. 13x − 3y + 6z = −25. 9. Why? 4. −32x + 63y − 14z = 292. and x + y − 5z = 21. 14. 8x+3y+3z = −1. 11. 13. and 2x + 4y − 7z = −6. 2x + 4y + 3z = 5. 17. Consider the system −5x + 2y − z = 0 and −5x − 2y − z = 0. 4x + z = 14. −5x−10y+5z = 0. Both equations equal zero and so −5x + 2y − z = −5x − 2y − z which is equivalent to y = 0. Give the complete solution to the system of equations. it doesn’t work. Four times the weight of Gaston plus the weight of Siegfried equals 290 pounds. Give the complete solution to the system of equations. Give the complete solution to the system of equations. −8x + 2y + 5z = 18. Give the complete solution to the system of equations. −2x + y = −12. 7x + 14y + 15z = 22. and −2x + y = 6. 65x + 84y + 16z = 546. and −2x + y = −2. Give the complete solution to the system of equations. Four times the weight of Ichabod is 660 pounds less than seventeen times the weight of Gaston. −7x − 14y − 10z = −17. 16. and 84x + 110y + 21z = 713. 12. 15. y + 8z = 0. 6. and 3x + 6y + 10z = 13. y − 4z = 0. 2x+4y−4z = −2. 3x − y − 2z = 3. Four times the weight of Gaston is 150 pounds more than the weight of Ichabod. 2x+3y −5z = 31. 3x − y − 2z = 6. Give the complete solution to the system of equations. −9x+15y = 66. Give the complete solution to the system of equations.2. and 4x + y + 3z = −9. and y = 0 are plugged in to the equations. Give the complete solution to the system of equations. −8x + 3y + 5z = 13. 2x + 4y + 2z = 4. Give the complete solution to the system of equations. 8. and −2x + y = −4. EXERCISES 41 3. and −4x + y + 5z = 19. and −2x − z = 3. −71x+30y = −404. But when x = 1. 81x + 105y + 20z = 682. 18. y − 4z = 0. and −18x + 40y − 9z = 179. and −4x − 8y + 13z = 8. −11x+18y = 79 . 10. Brunhilde would balance all three of the others. .13. 8x+2y+3z = −3. z = −4. Give the complete solution to the system of equations. 3x − y + 4z = −9. 7. 5. Find the weights of the four girls. Give the complete solution to the system of equations.

g. confine their attention to algebra. led by Pythagoras believed in this. then sup (S) − δ is an upper bound for S which is smaller than sup (S) . then for every δ > 0. S ⊆ R is bounded above (below) if there exists x ∈ R such that x ≥ (≤) s for all s ∈ S. Axiom 2. not just as a point on a line but also algebraically.14 Completeness of R By Theorem 2. especially when it became clear there were an endless supply of such “irrational” numbers. but it is not clear from this Theorem whether the entire real line consists of only rational numbers. Definition 2. thus they could √ regard 2 as a number. . It is this axiom which distinguishes Calculus from Algebra. between any two real numbers. l. If S is a nonempty subset of R which is not bounded above.l. In the second claim. a line which has no holes. it is necessary to abandon the attempt to describe arbitrary real numbers in a purely algebraic manner using only the integers. Every existence theorem in calculus depends on some form of the completeness axiom. a group of mathematicians. S ∩ [inf (S) . sup (S)] = ∅. points on the number line.14.9. and considering only the rational numbers. A fundamental result about sup and inf is the following. inf (S) = −∞. l which has the property that l is an upper bound and that every other upper bound is no smaller than l is called a least upper bound.8. This shows that if it is desired to consider all points on the number line. Unfortunately. Some might desire to throw out all the irrational numbers.C.14. S ∩ (sup (S) − δ.42 THE REAL NUMBERS 2. if the indicated set equals ∅.b. Proof: Consider the first claim.l. Thus g is the g. then a number.1 A non empty set. If S is a nonempty set bounded below. It happened roughly like this. there exists a rational number. define the greatest lower bound. If the indicated set equals ∅. as the quotient of integers. (S) means g is a lower bound for S and it is the largest of all lower bounds. Proposition 2.3 Let S be a nonempty set and suppose sup (S) exists. This lack of holes is more precisely described in the following way. but this is not the approach to be followed here because it will effectively eliminate every major theorem of calculus. In this book real numbers will continue to be the points on the number line. Then for every δ > 0. (S) or inf (S) similarly. contrary to the definition of sup (S) as the least upper bound. they were also able to show 2 could not be written as the quotient of two integers.b. Before 500 B.14. but they discovered their beliefs were false. This suggests there are a lot of rational numbers. then inf (S) + δ would be a lower bound which is larger than inf (S) contrary to the definition of inf (S) . (S) or often sup (S) . inf (S) + δ) = ∅. If S is a nonempty set in R which is bounded above. If inf (S) exists. They knew they could construct the square root of two as the diagonal of a right triangle in which the two sides have unit √ length. This discovery that the rational numbers could not even account for the results of geometric constructions was very upsetting to the Pythagoreans..2 (completeness) Every nonempty set of real numbers which is bounded above has a least upper bound and every nonempty set of real numbers which is bounded below has a greatest lower bound. Some people might wish this were the case because then each real number could be described.u. this information is expressed by saying sup (S) = +∞ and if S is not bounded below.b.

Using the preceding problem. ak xn−k y k and you need to determine n what ak should be. Find sup S. If S = ∅ can you conclude that 7 is an upper bound? Can you conclude 7 is a lower bound? What about 13. Now divide both sides by x − y to obtain 0 = x + y = 1 + 1 = 2. Now let S = [2. How are inf (−S) and sup (S) related? Hint: Draw some pictures on a number line.15 Review Exercises 1. Prove the binomial theorem from Problem 9. REVIEW EXERCISES 43 2. P (n. Let S be a set which is bounded above and let −S denote the set {−x : x ∈ S} . Then 0 = x2 − y 2 = (x − y) (x + y) and so 0 = (x − y) (x + y) . permutations of n things taken k at a time. n . n ≥ 1. k) = n · (n − 1) · · · (n − k + 1) = n! . Give conditions under which equality holds in the triangle inequality. Each factor contributes either an x or a y to a typical term. Let S = [2. n} . k) . 8. 2. Imagine writing (x + y) = (x + y) (x + y) · · · (x + y) where there are n factors in the product. Hint: When you take (x + y) .15. Solve the following inequalities which involve absolute values. Is sup S always a number in S? Give conditions under which sup S ∈ S and then give conditions under which inf S ∈ S. 5] . Prove by induction that n < 2n for all natural numbers. there is only one least upper bound and only one greatest lower bound. Let k ≤ n where k and n are natural numbers. Now consider what happens when you multiply. k 10. Find sup S. Show that if S = ∅ and is bounded above (below) then sup S (inf S) is unique. is defined to be the number of different ways to form an ordered list of k of the numbers. note that the result will be a sum of terms of the form. 2. 7. What about sup (−S) and inf S where S is a set which is bounded below? 4. (a) |2x − 6| < 4 (b) |x − 2| < |2x + 2| 6.5? What about any other number? 3. Which of the field axioms is being abused in the following argument that 0 = 2? Let x = y = 1. 11. · · ·. (a) |x + 1| = |2x + 3| (b) |x + 1| − |x + 4| = 6 5. 5). Show P (n.2. {1. show the number of ways of selecting a set of k things from a set of n things is n . (n − k)! 9. That is. Solve the following equations which involve absolute values.

Verify that b2 b x2 + x + 2 = a 4a x+ b 2a 2 . When it is positive there are two different real roots. 2a The expression b2 − 4ac is called the discriminant. 19. there is exactly one real root and when it equals a negative number there are no real roots. Prove by the binomial theorem and Problem 9 that the number of subsets of a given finite set containing n elements is 2n . Is it ever the case that 1 x+y n = 1 x + 1 y for x and y positive real numbers? p k=1 17.44 THE REAL NUMBERS 12. Find the value of x at which f (x) is smallest by completing the square. 14.C. k2 ···kr elements in them. a a Then add and subtract the quantity b2 /4a2 . ( binomial expansion. 13. Is it ever the case that (a + b) = an + bn for a and b positive real numbers? √ 15. Hint: First divide by a to get c b x2 + x + = 0. Suppose a > 0 and that x is a real number which satisfies the quadratic equation. . Find a formula for this number. Is it ever the case that a2 + b2 = a + b for a and b positive real numbers? 16. Hint: f (x) = 17 7 3 x2 + x − 3 3 x+ 7 6 2 7 49 49 17 = 3 x2 + x + − − 3 36 36 3 . ak ) which is analogous to the n 18. Suppose f (x) = 3x2 + 7x − 17. = 3 − 49 17 − 36 3 7 The ancient Babylonians knew how to solve these quadratic equations sometime before 1700 B. You should obtain the quadratic formula7 . Let n be a natural number and let k1 + k2 + · · ·kr = n where ki is a non negative integer. Hint: See Problem 10. Find a formula for x in terms of a and b and square roots of expressions involving these numbers. The process by which this was accomplished in adding in the term b2 /4a2 is referred to as completing the square. · · ·. It seems they used pretty much the same process outlined in this exercise. ax2 + bx + c = 0. The symbol n k1 k2 · · · kr denotes the number of ways of selecting r subsets of {1. Derive a formula for the multinomial expansion. √ −b ± b2 − 4ac x= . n} which contain k1 . Now solve the result for x. Also determine f (R) and sketch the graph of f. When it is zero.

Now what about n + 1? . REVIEW EXERCISES 45 20. If there exists x ∈ R such that na ≤ x for all n ∈ N. Can you conjecture and prove a result about y = ax2 + bx + c in terms of the sign of a based on these last two problems? 21.15. Let l be the least upper bound and argue there exists n ∈ N ∩ [l − 1/4. Show that if it is assumed R is complete. then the Archimedian property can be proved. l] . Find f (R) .2. Hint: Suppose completeness and let a > 0. In particular. then x/a is an upper bound for N. find the largest value of f (x) and the value of x at which it occurs. Suppose f (x) = −5x2 + 8x − 7.

46 THE REAL NUMBERS .

3 Two lines in the plane are said to be parallel if no matter how far they are extended. To do this right. For example. B A  B   c a  b C A     c∗         a∗ b∗ C The fundamental axiom for similar triangles is the following. Axiom 3. this says that a∗ a = ∗ b b Definition 3. Definition 3.1. you should consult the books of Euclid written about 300 B.1. in the following picture.1 Similar Triangles And Pythagorean Theorem Definition 3. [6] 3.Basic Geometry And Trigonometry This section is a review some basic geometry which is especially useful in the study of calculus.1.1 Two triangles are similar if they have the same angles. For example in the above picture.C. just a suitable introduction. 47 . l3 . the alternate interior angles are shown in the following picture labeled as α. the two triangles are similar because the angles are the same.4 If two lines l1 and l2 are parallel and if they are intersected by a line. they never intersect.2 If two triangles are similar then the ratios of corresponding parts are the same. The purpose here is not to give a complete treatment of plane geometry.1.

Then c is defined to be the length of the line from A to B.10 says the sum of the two non 90◦ angles in a right triangle is 90◦ . a is the . Definition 3.9 Given a straight line and a point. Then l1 and l2 are parallel. B. Then if the angles. the resulting angle is a right angle. It is a line perpendicular to the line determined by the line segment joining B and C which passes through the point. Proof: Consider the following picture. then alternate interior angles are equal. Theorem 3. A right angle is said to have 90◦ or to be a 90◦ angle.1. Proof: Consider the following picture in which the large triangle is a right triangle and D is the point where the line through C perpendicular to the line from A to B intersects the line from A to B.7 Suppose l1 and l2 both intersect a third line.1. and γ be the angles of a right triangle with γ the right angle.1.1. β.11 When an angle α is placed next to an angle β as shown above. Theorem 3. Definition 3. Axiom 3.12 (Pythagoras) In a right triangle the square of the length of the hypotenuse equals the sum of the squares of the lengths of the other two sides.9.48 BASIC GEOMETRY AND TRIGONOMETRY l2 l1 ¡ l3 ¡ α¡ ¡ ¡ ¡α ¡ ¡ As suggested by the above picture.1.1. l3 in a right angle.1. Axiom 3.5 If l1 and l2 are parallel lines intersected by l3 . the angle formed by placing α and β together is a right angle as claimed. α and β are placed next to each other. the following axiom will be used. the new angle formed by the extension equals the original angle. Definition 3. then the resulting angle is denoted by α + β. This line is called perpendicular to the given line.1. With this definition. there exists a straight line which contains the point and intersects the given line in two right angles.8 A right triangle is one in which one of the angles is a right angle. Theorem 3.1. Axiom 3.1.6 An angle is a right angle if when either side is extended.10 Let α. In a right triangle the long side is called the hypotenuse. Then as shown in the picture. The similar triangles axiom can be used to prove the Pythagorean theorem. B α   β   γ  α C A In the picture the top horizontal line is obtained from Axiom 3.

It involved an x axis. however. an even earlier Greek mathematician named Thales.C. cDB = a2 and c c − DB = b2 so c2 = cDB + b2 = a2 + b2 . B D c γ A α b δ C β a Then from Theorem 3. 1 √ This theorem implies there should exist some such number which deserves to be called a2 + b2 as mentioned earlier in the discussion on completeness of R. This proves the Pythagorean theorem. Alexander the great would not come along for more than 100 years. For example. the three triangles shown in the picture are all similar. and b is the length of the line from A to C. Greek geometry was organized and published by Euclid about 300 B. two lines which intersect each other at right angles and one identifies a point by specifying a pair of numbers. and = . There was. δ = β. δ + γ = 90◦ and β + γ = 90◦ . For example. 3) involves going 2 units to the right on the x axis and then 3 units directly up on a line perpendicular to the x axis. Thus Pythagoras was probably a contemporary of the prophet Daniel. a b DB c − DB Therefore. who also did fundamental work in geometry. consider the following picture. Therefore.10. . 624-547 B. 3. By Axiom 3.3. α + δ = 90◦ and so α = γ.C.1. Also from this same theorem. Therefore. This was during the Babylonian captivity of the Jews. 1 This theorem is due to Pythagoras who lived about 572-497 B. the number (2. Denote by DB the length of the line from D to B.2.2 Cartesian Coordinates And Straight Lines Recall the notion of the Cartesian coordinate system.1. sometime before Ezra and Nehemiah.C. a y axis.2. CARTESIAN COORDINATES AND STRAIGHT LINES 49 length of the line from B to C. a b c c = .

5). it is often the case that people are a little sloppy in referring to these things. . y) referred to as a point in the plane. it is common to see (x.(1. 1) all satisfy the first relation which describes a straight line. First here is the graph of y = x2 + 1. 3). The reader has likely encountered the notion of graphing relations of the form y = 2x + 3 or y = x2 + 5.50 y • BASIC GEOMETRY AND TRIGONOMETRY (2. and (−1. Thus. 5 4 3 2 1 0 –1 –2 –1 1 2 Now here is the graph of the relation y = 2x + 1 which is a straight line. 3) x Because of the simple correspondence between points in the plane and the coordinates of a point in the plane. Here are some simple examples which you should see that you understand. I will often indulge in this sloppiness. Recall that you first found lots of ordered pairs which satisfied the relation. For example (0.

x0 . and (x2 . then (y1 − y0 ) − (y2 − y0 ) m (x1 − x0 ) − m (x2 − x0 ) y1 − y2 = = x1 − x2 x1 − x2 x1 − x2 m (x1 − x2 ) = m. Sometimes this 2 4 . and y0 are numbers. = x1 − x2 Remember the slope of the line segment through two points is always the difference in the y values divided by the difference in the x values. –2 –1 1 2 8 6 4 2 –4 –2 0 –2 –4 A very important type of relation is one of the form y − y0 = m (x − x0 ) . CARTESIAN COORDINATES AND STRAIGHT LINES 51 5 4 3 2 1 0 –1 Sometimes a relation is defined using different formulas depending on the location of one of the variables. taken in the same order. y2 ) which satisfy this relation.2. where m.3. (x1 . The reason this is important is that if there are two points. For example. consider  x ≤ −2  6 + x if x2 if −2 < x < 3 y=  1 − x if x≥3 Then the graph of this relation is sketched below. y1 ) .

y0 ) satisfies the relation.3 Exercises 1. 5. Sketch the graph of x x2 +1 . 3. 6. and (b. between any pair of points satisfying this relation.1 Find the relation for a straight line which contains the point (1. Sketch the graph of y = x3 + 1. 3. From the above discussion. Such a relation is called a straight line. and the only way used in this book is determined by the Pythagorean theorem.52 BASIC GEOMETRY AND TRIGONOMETRY is referred to as the rise divided by the run. 2. Suppose there are two points in the plane and it is desired to find the distance between them. Find the equation of the line through the point (2. 0) .2. Sketch the graph of the straight line which goes through the points (1. Find the equation of the line which goes through the points (0. the slope of the line. (y − 2) = 3 (x − 1) . This is more often called the equation of the straight line. This shows that there is a constant slope. 7. 0) and (2. . Example 3.4 Distance Formula And Trigonometric Functions As just explained. 2) and has constant slope equal to 3. Consider the following picture. 1 1+x2 . 3) and find the relation which describes this line.points in the plane may be identified by giving a pair of numbers. Sketch the graph of the relation defined as   y= 1 if x ≤ −2 1 − x if −2 < x < 3  1 + x if x≥3 3. Suppose a. Two lines are parallel if they have the same slope. a) . b = 0. 8. There are actually many ways used to measure this distance but the best way. Sketch the graph of y = 4. Also. the point (x0 . m. Sketch the graph of y = x2 − 2x + 1. 3) which is parallel to the line whose equation is 2x + 3y = 8.

it follows the coordinates of the top vertex of the larger triangle are as shown. y1 ) . P1 ) or |P0 P | . y0 ) and (x1 . y0 ) and P1 is the point determined by (x1 .4. Note you could write (x1 − x0 ) + (y1 − y0 ) or even (x0 − x1 ) + (y1 − y0 ) 2 2 2 2 2 2 and it would make no difference in the resulting number. The distance between the two points is written as |(x0 . as d (P0 . DISTANCE FORMULA AND TRIGONOMETRIC FUNCTIONS y (x1 . y0 ) In this picture. Now define by (cos θ. Consider the following picture in which the small circle has radius 1. The length of the side on the bottom is |x0 − x1 | while the length of the side on the right is |y0 − y1 | . y1 )| or sometimes when P0 is the point determined by (x0 . the large circle has radius R. sin θ) the coordinates of the top vertex of the smaller triangle. the distance between the points denoted by (x0 . . by the Pythagorean theorem the distance between the two indicated points is (x0 − x1 ) + (y0 − y1 ) . ¡ ¡ ' ' (Rcos(θ).1. y0 ) • (x1 . This shows the following definition is well defined.10 on Page 48 the two triangles have the same angles and so they are similar. sin(θ)) ¡ ¡ ¡θ ¡ By Theorem 3. y0 ) − (x1 . Rsin(θ)) (cos(θ). Therefore. y1 ) should be the square root of the sum of the squares of the lengths of the two sides. The trigonometric functions cos and sin are defined next. Therefore.3. y1 ) • 53 x • (x0 . and the right side of each of the two triangles is perpendicular to the bottom side which lies on the x axis.

. cos A ≡ b/c. sin θ) is a point on the circle which has radius 1.2 For any angle. the distance of this point to (0. tan A ≡ a/b. Then the point of intersection. sec A ≡ c/b. Since (cos θ. Having defined the cos and sin there is a very important generalization of the Pythagorean theorem known as the law of cosines. and csc A ≡ c/a. 0) in such a way that one side of the angle lies on the positive x axis and the other side extends upward.4. 0) and so the side opposite the vertex. B is on the positive x axis as shown in the above picture. Proposition 3. the coordinates of the vertex. tan θ ≡ sin θ cos θ 1 1 . Extend this other side until it intersects a circle of radius R. cot θ ≡ . B c a A b C You should verify sin A ≡ a/c. b  A Theorem 3. is on the point whose coordinates are (0. sec θ ≡ . R sin θ) . 0) equals 1. Consider the following picture of a right triangle. Then from the definition of the cos C.4. The other trigonometric functions are defined as follows. cos2 θ + sin2 θ = 1. csc θ ≡ . and C denote the angles indicated.1) It is also important to understand these functions in terms of a right triangle.3 Let ABC be a triangle as shown above. b and c are the lengths of the sides and A. Place the vertex of the angle (The vertex is the point. In particular. define cos θ and sin θ as follows.) at the point whose coordinates are (0. B.54 BASIC GEOMETRY AND TRIGONOMETRY Definition 3. B  a       c     C The law of cosines is the following. this specifies cos θ and sin θ by simply letting R = 1. cos θ sin θ cos θ sin θ (3.4.1 For θ an angle. θ. Then c2 = a2 + b2 − 2ab cos C Proof: Situate the triangle so the vertex of the angle. Thus the above identity holds. is given as (R cos θ. C. Consider the following picture of a triangle in which a. Proof: This follows immediately from the above definition and the distance formula.

c and c the sides indicated in the picture. C ¨ ¨ ¨ a B A¨ ¨ ¨ 2 A ¨¨ ¨ ¨¨ b ¨ ¨¨ c C ¨ ¨ b ¨ a ¨¨ c B Denote by a.5 The Circular Arc Subtended By An Angle How can angles be measured? This will be done by considering arcs on a circle. c2 = (a cos C − b) + a2 sin2 C = a2 cos2 C − 2ab cos C + b2 + a2 sin2 C = a2 + b2 − 2ab cos C as claimed. 2 |cos θ| ≤ 1 and so c2 = a2 + b2 − 2ab cos C ≤ a2 + b2 + 2ab = (a + b) . Corollary 3. Such triangles in which two sides are equal are called isoceles. Proof: Let T = ABC with the two equal sides being AC and AB. b . By assumption c/b = 1 = c /b .4. Then the corresponding sides are proportional. To see how this will be done. the sides forming that angle are equal. Similar reasoning shows a /b = a/b = a /b .4.4. Thus the angle at A is equal to the angle at A . let θ denote an angle and place the vertex of this angle at the center of . This proves the corollary.2. 0) . THE CIRCULAR ARC SUBTENDED BY AN ANGLE 55 B are (a cos C.5. Let T be labeled in the same way but with primes on the letters. a sin C) while it is clear the coordinates of A are (b. Therefore. a2 = b2 + c2 − 2bc cos A = 2b2 − 2b2 cos A and so a/b = 2 (1 − cos A). From Proposition 3. Corollary 3. Similarly. Then by the law of cosines. The following picture is descriptive of the situation.3. from the distance formula. 2 (1 − cos A) and so 3. b.2. a/c = a /c .5 Suppose T and T are two triangles such that one angle is the same in the two triangles and in each triangle. Then the length of any side is no longer than the sum of the lengths of the other two sides. and Proposition 3.4.4 Let ABC be any triangle as shown above. a . Proof: This follows immediately from the law of cosines.

this constant has been denoted by 2π. This is in fact how to define the radian measure of an angle and the definition is well defined. If the intuitive way of thinking about this satisfies you. Thus. 10 across and 30 around. no harm will be done by skipping the more technical discussion which follows. A1 θ A2 In this picture. skip to the next section. It was proved by Lindeman in the 1880’s that π is transcendental which is the worst sort of irrational number. This is a little sloppy right now because no precise definition of the length of an arc of a circle has been given. this really amounts to a change of units of length. was round. First I will describe an intuitive way of thinking about this and then give a rigorous definition and proof. a big one having radius. If you need to see more discussion. Thus the Bible. Since the time of Euler in the 1700’s. only larger. there are two circles. this determines an arc on the circle. It is reasonable to suppose. The angle. of keeping the numbers the same but changing centimeters to meters in order to produce an enlarged version of the same picture. A better value is 3. Angles will be measured in terms of lengths of arcs subtended by the angle. for example. based on this reasoning that the way to measure the angle is to take the length of the arc subtended in whatever units being used and divide this length by the radius measured in the same units. Such intuitive discussions involving string may or may not be enough to convey understanding. It sat on 12 oxen. In fact each of these arcs has the same length. θ is situated in two different ways subtending the arcs A1 and A2 as shown. A subset of 2 In 2 Chronicles 4:2 the “molten sea” used for “washing” by the priests and found in Solomon’s temple is described. gives the value of π as 3. taken literally. In summary. R and a little one having radius r. extending the sides of the angle if necessary till they intersect the circle. Later. Each of these arcs is said to subtend the angle. Next.1415926535 and presently this number is known to thousands of decimal places. This is not too far off. methods will be given which allow one to calculate π more precisely. it will be easy to measure angles. consider the following picture. If r were changed to R. Otherwise. Of course it is also necessary to define what is meant by the length of a circular arc in order to do any of this. read on. Thus this procedure could yield any of infinitely many different circular arcs. Then. imagine taking a string. Letting A be an arc of a circle. 5 cubits high. if θ is the radian measure of an angle. the length of the arc subtended by the angle on a circle of radius r is rθ. Thus the picture looks exactly the same. in particular. For now. extend its two sides till they intersect the circle. To give a precise description of what is meant by the length of an arc. placing one end of it on one end of the circular arc and then wrapping the string till you reach the other end of the arc. like those shown in the above picture. Think. it is the same angle regardless of how far its sides are extended. When this has been shown. Take an angle and place its vertex (the point) at the center of a circle of radius r.56 BASIC GEOMETRY AND TRIGONOMETRY the circle. . After all. thus obtaining a number which is independent of the units of length used just as the angle itself is independent of units of length. Note the angle could be opening in any of infinitely many different directions. Stretching this string out and measuring it would then give you the length of the arc. the ratio between the circumference (length) of a circle and its radius is a constant which is independent of the radius of the circle2 .

Then for P ∈ P (A) . for any P ∈ P (A) . denote by |pi − pi−1 | the distance between pi and pi−1 . A. define |P | ≡ n i=1 |pi − pi−1 | .4 the length of any of the straight line segments joining successive points in a partition is smaller than the sum of the two sides of a right triangle having the given straight line segment as its hypotenuse. To illustrate.4. |P | ≤ M where M is the perimeter of a rectangle containing the arc. denote by P (A) the set of all such partitions.5. p2 p3 p1 p0 Also. Therefore. For P = {p0 .4. {|P | : P ∈ P (A)} is a set of numbers which is bounded above by M and by completeness of R it is possible to define the length of A. A fundamental observation following from Corollary 3. To be a little sloppy. pn } . pn } is a partition of A if p0 is one endpoint. A. then |P | ≤ |Q| . pn is the other end point. C D A B The sum of the lengths of the straight line segments in the part of the picture found in the right rectangle above is less than A + B and the sum of the lengths of the straight line segments in the part of the picture found in the left rectangle above is less than C + D and this would be so for any partition. By Corollary 3. see the following picture. To see this. Thus |P | consists of the sum of the lengths of the little lines joining successive points of P and appears to be an approximation to the length of the circular arc. {p0 . by l (A) ≡ sup {|P | : P ∈ P (A)}. . Q ∈ P (A) and P ⊆ Q. l (A) . · · ·. Therefore. For example. simply pick M to be the perimeter of a rectangle containing the whole circle of which A is a part. This effect of adding in one point is illustrated in the following picture. · · ·. see the following picture.3. The only purpose for doing this is to obtain the existence of an upper bound. and the points are encountered in the indicated order as one moves in the counter clockwise direction along the arc. THE CIRCULAR ARC SUBTENDED BY AN ANGLE 57 A.4 is that if P. add in one point at a time to P .

use these angles to produce a corresponding partition of A2 . Rl (Ar ) = rl (AR ) . Then |P1 | + ε > l (A1 ) . ¤¤ ¤ ¤     ¤ θ i  ¤ ¤   θi−12 2 222   ¤ Now let ε > 0 be given and pick P1 ∈ P (A1 ) such that |P1 | + ε > l (A1 ) . Then denoting by l (A) the length of a circular arc as described above.5. one from the center of the circle to pi and the other line from the center of the circle to pi−1 . When the angles. place the vertex of θi on the center of the circle and let one side of θi coincide with the side of the angle θi−1 which is most counter clockwise. θ1 . this shows Rl (A2 ) ≤ rl (A1 ) . θi as follows. p0 . Then determining the angles as just described. Theorem 3. pick Q ∈ P (A2 ) such that |Q| + ε > l (A2 ) and let P2 = P2 ∪ Q. letting one side lie on the line from the center of the circle to p0 and the other side extended resulting in a point further along the arc in the counter clockwise direction. letting {p0 . AR on a circle of radius R and Ar on a circle of radius r. θi−1 have produced points. pn } be a partition of A. · · ·. since ε is arbitrary that Rl (A2 ) ≥ rl (A1 ) and this has proved the following theorem. Otherwise.4. · · ·. R 1 R Since ε is arbitrary. · · ·. and both P1 and P2 determine the same sequence of angles. Using Corollary 3. But now reverse the argument and write l (A2 ) < |P2 | + ε = l (A1 ) < |P1 | + ε = R R |P | + ε ≤ l (A2 ) + ε r 2 r which implies. a specification of these angles yields the partition of A in the following way. pi−1 on the arc. . the other side of θi when extended. Furthermore. Then use the angles determined by P2 to obtain P1 ∈ P (A1 ) . then stop. A in the counterclockwise direction as shown below. Place the vertex of θ1 on the center of the circle. resulting in a point further along the arc. P2 .5 |P1 | R = |P2 | r and so r r |P | + ε ≤ l (A1 ) + ε. |P2 | + ε > l (A2 ) . If |P2 | + ε > l (A2 ) .58 BASIC GEOMETRY AND TRIGONOMETRY Also. specify angles.1 Let θ be an angle which subtends two arcs. The angle θi is formed by the two lines.

5.1 and letting R = 1. To me. note the proof of the above theorem involved showing l (A1 ) < + ε where ε > 0 was arbitrary and from this. This is because the units of length cancel when the division takes place. Here is a picture which illustrates the conclusion of this corollary. if A is an arc subtended by the angle θ on a circle of radius r then the length of A.2 Let θ be an angle. denoted by l (A) is given by l (A) = rθ. this seems abundantly clear but in case it is hard to believe. The formula also follows from Theorem 3. it follows that for all P ∈ P (A) the inequality (1 − cos θ) + sin θ ≥ |P | ≥ sin θ. 2 With this preparation. Now is a good time to present a useful inequality which may or may not be self evident. Proof: That the definition is well defined follows from Theorem 3. The measure of θ is defined to be the length of the circular arc subtended by θ on a circle of radius r divided by r.5. Then denoting the resulting arc on the circle by A. THE CIRCULAR ARC SUBTENDED BY AN ANGLE 59 Before proceeding further.5.5.1.5. you could take ε = a−b and 2 conclude 0 < a − b < a−b . To show a ≤ b first show that for every ε > 0 it follows that a < b + ε.4 Let 0 < radian measure of θ < π/4. a contradiction. sin(θ))       ¨¨ % ¨¨ (1 − cos(θ))    θ The following corollary states that the length of the subtended arc shown in the picture is longer than the vertical side of the triangle and smaller than the sum of the vertical side with the segment having length 1 − cos θ. This implies a − b < ε for all positive ε and so it must be the case that a − b ≤ 0 since otherwise. Then letting A be the arc on the unit circle resulting from situating the angle with one side on the positive x axis and the other side pointing up from the positive x axis. θ such that one side is on the positive x axis and extend the other side till it intersects the unit circle at the point.2) Proof: Situate the angle. Proposition 3. (cos θ. Corollary 3.3 The above definition is well defined and also. You should note the measure of θ is independent of dimension. r This is a very typical way of showing one number is no larger than another. the conclusion that l (A1 ) ≤ R l (A2 ). It follows that (1 − cos θ) + sin θ is an upper bound for all the |P | where P ∈ P (A) and so (1 − cos θ) + sin θ is at least as large as the sup or least upper bound of the .5. sin θ) . This is also called the radian measure of the angle. (cos(θ).3. (1 − cos θ) + sin θ ≥ l (A) ≥ sin θ (3. the following corollary gives a proof. R r l (A2 ) Definition 3. here is the definition of the measure of an angle.

x + y = 2πp + rx+y . then b = (−p) 2π. 2π).11 on Page 29 there exists a unique integer. This proves the top half of the inequality. p such that b = 2πp + r where 0 ≤ r < 2π. Then from Theorem 2. Now suppose b < 0.1 Let b ∈ R. Then there exists a unique integer p and real number r such that 0 ≤ r < 2π and b = p2π + r. The measure of the angle which is determined by the arc from (1. functions of sums and differences of numbers. If r1 = 0. Definition 3. sin b = − sin (−b) . For b ∈ R.8. Up till now these have been defined as functions of pointy things called angles.4 Let x. cos (π/2) = 0 and sin (π/2) = 1. The bottom half follows because l (A) ≥ L where L is the length of the line segment joining (cos θ. Several observations are now obvious from this.5) The other trigonometric functions are defined in the usual way as in (3. Observation 3. 0) to (−1. 2π). then the following formulas hold. Then sin b ≡ sin r and cos b ≡ cos r where b = 2πp + r for p an integer. Proof: First suppose b ≥ 0. the measure of a right angle must be 2π/4 = π/2. The following definition is for sin b and cos b for b ∈ R.6 The Trigonometric Functions Now the Trigonometric functions will be defined as functions of an arbitrary real variable. x = 2πp1 + rx . Then there exists a unique integer. Theorem 3. 0) due to the definition of l (A) . However. 0) is seen to equal π by the same reasoning. From the definition of the trig functions. sin θ) and (1. and r ∈ [0. The next topic is the important formulas for the trig. Proof: By definition. You can easily find other values for cos and sin at all the other multiples of π/2. sin (b + 2kπ) = sin b.6. cos b = cos (−b) . p such that −b = 2πp + r1 where 1 ∈ [0. Lemma 3. From the observation that the x and y axes intersect at right angles the four arcs on the unit circle subtended by these axes are all of equal length.1) provided they make sense. Therefore.2 Let b ∈ R. y ∈ R.60 BASIC GEOMETRY AND TRIGONOMETRY |P | . 2π) .6. L ≥ sin θ because L is the length of the hypotenuse of a right triangle having sin θ as one of the sides. The following theorem will make possible the definition. Then rx+y = rx + ry + 2kπ for some k ∈ Z. 3.3 Let k ∈ Z. denote by rb the element of [0. 2π) having the property that b = 2πp+rb for p an integer. y = 2πp2 + ry . cos (b + 2kπ) = cos b cos2 b + sin2 b = 1 (3.6.4) (3.3) (3. r  ≡r Otherwise. .6. b = (−p) 2π + (−r1 ) = (−p − 1) 2π + 2π − r1  and r ≡ 2π − r1 ∈ (0.

4. The following theorem is the fundamental identity from which all the major trig. In the other case. (3. the length of the arc joining p (2π − ry ) to (1. y ∈ R . Let z ∈ R and let p (z) denote the point on the unit circle determined by the length rz whose coordinates are cos z and sin z.6. y ∈ R. Then the length of the arc between p (x + y) and p (x) is equal to the length of the arc between p (y) and (1. p (z) on the unit circle and the coordinates of this point are cos z and sin z. 0) and moving counter clockwise a distance of rz on the unit circle yields p (z) . Therefore. the arc joining p (x) and p (x + y) is of the same length as the arc joining p (y) and (1. p(x) p(x + y) (1. there is a unique point. the length of the arc between p (x + y) and p (x) has the same length as the arc between p (y) and p (0) . Theorem 3. Then |rx+y − rx | = rx+y − rx = ry + 2kπ. Lemma 3.5 Let x. As an illustration see the following picture. 2π) and so in this case k = −1.6) Proof: Recall that for a real number.6 Let x. 0) is the same as the length of the arc joining p (ry ) = p (y) to (1. This proves the lemma. 0) . starting at (1. THE TRIGONOMETRIC FUNCTIONS From this the result follows because ≡−k 61 0 = ((x + y) − x) − y = 2π ((p − p1 ) − p2 ) + rx+y − (rx + ry ) . 2π) their difference is also in [0. identities involving sums and differences of angles are derived. 0) . Therefore. (cos (x + y) − cos x) + (sin (x + y) − sin x) = (cos y − 1) + sin2 x. Now since the circumference of the unit circle is 2π. Proof: The length of the arc between p (x + y) and p (x) is |rx+y − rx | . Now from the above lemma. 0) p(y) It follows from the definition of the radian measure of an angle that the two angles determined by these arcs are equal and so. Then cos (x + y) cos y + sin (x + y) sin y = cos x.6.5 the distance between the points p (x + y) and p (x) must be the same as the distance from p (y) to p (0) . First assume rx+y ≥ rx . There are two cases to consider here. in this case. 2 2 2 . z. Since rx and rx+y are both in [0.3. Thus. their difference is also in [0.6. 2π) and so k = 0. rx+y < rx and in this case |rx+y − rx | = rx − rx+y = −ry − 2kπ. Writing this in terms of the definition of the trig functions and the distance formula. 2π). by Corollary 3. Since both rx+y and rx are in [0. |rx+y − rx | = 2π − ry . Note also that p (z) = p (rz ) . 0) .

13) (3. Observation 3.3 again. (3. 4 0 = cos π 2 = cos π π + 4 4 = 2 cos2 π −1 4 2 2 (3. this shows that sin (x + π/2) = cos x. letting v = π/2. Now let u = x + y and v = y.16) With these fundamental identities.15) √ √ and so cos π = 2/2. from this and (3. Then (3. this implies sin (x − y) = sin x cos y − cos x sin y. First.62 BASIC GEOMETRY AND TRIGONOMETRY cos2 (x + y) + cos2 x − 2 cos (x + y) cos x + sin2 (x + y) + sin2 x − 2 sin (x + y) sin x = cos2 y − 2 cos y + 1 + sin2 y From Observation 3. cos u + It follows sin (x + y) = − cos x + π +y 2 π π = − cos x + cos y − sin x + sin y 2 2 = sin x cos y + sin y cos x π 2 = − sin u. and Observation 3. Letting y = π/2. called reference angles.3 this implies (3.8) (3.6.6. it is easy to obtain the cosine and sine of many special angles. cos (u + v) = cos (u − (−v)) = cos u cos (−v) + sin u sin (−v) = cos u cos v − sin u sin v Thus. making use of the above identities.6.9) (3. This proves the theorem. cos (3x) = cos 2x cos x − sin 2x sin x = 2 cos2 x − 1 cos x − 2 cos x sin2 x = 4 cos3 x − 3 cos x (3.14) (3. cos π .6. 4 0 = cos π 2 = cos 3 π 6 = 4 cos3 π π − 3 cos .12) (3. (Why?) Here is another one.11) Then using Observation 3.6) implies cos u cos v + sin u sin v = cos (u − v) Also. In addition to this.) Thus √4 sin π = 2/2 also. (Why do isn’t it equal to − 2/2? Hint: Draw a picture. 6 6 .3).7) (3.6).3 implies cos 2x = cos2 x − sin2 x = 2 cos x − 1 = 1 − 2 sin x Therefore.16).3.10) (3. From (3.

8. Find cos θ and sin θ for θ ∈ 2. 6 . 3 . 9. 4. from Problem 2. EXERCISES √ 63 Therefore. Solve the equations and give all solutions.7. 6 . (cos (x + y) + cos (x − y)) . Using Problem 5. and sin2 θ = 1+( 3/2) 3. You should make sure you can obtain all these entries. (cos (x − y) − cos (x + y)) . On the other 2 hand. 4 . Is there a problem here? Please explain. 4 . (a) sin (3x) = 1 2 √ 3 2 (b) cos (5x) = √ (c) tan (x) = 3 (d) sec (x) = 2 (e) sin (x + 7) = (f) cos2 (x) = 1 2 √ 2 2 (g) sin4 (x) = 4 11. Find a formula for tan (x + y) in terms of trig. cos π = 23 and consequently.3. Prove that sin x cos y = 6. π. Here is a short table including 6 6 2 these and a few others. Suppose sin x = a where 0 < a < 1. angles are considered as real numbers. Prove cos2 θ = 1+cos 2θ 2 . Therefore. Find all possible values for (a) tan x (b) cot x (c) sec x (d) csc x (e) cos x 10. sin π = 1 . not as pointy things. . In the table. θ refers to the radian measure of the angle. 2π 1−cos 2θ . Prove that cos x cos y = 1 2 1 2 1 2 (sin (x + y) + sin (x − y)) .7 Exercises 7π 5π 4π 3π 5π 7π 11π 2π 3π 5π 3 . cos (π/12) = . Prove that sin x sin y = 7. 3 . cos (π/12) = cos (π/3 − π/4) = cos π/3 cos π/4 + sin π/3 sin π/4 √ √ and so cos (π/12) = 2/4 + 6/4. θ cos θ sin θ 0 1 0 π 6 √ 3 2 1 2 π 4 √ 2 2 √ 2 2 π 3 1 2 √ 3 2 π 2 0 1 3. 4 . 5. π/12 = π/3 − π/4. functions of x and y. Prove 1 + tan2 θ = sec2 θ and 1 + cot2 θ = csc2 θ. 6 . From now on. 2 . 2 √ 1. find an identity for sin x − sin y.

15. 3 d c d b  d  d  θ d a 24. In the picture. 20. If ABC is a triangle where the capitol letters denote vertices of the triangle and the angle at the vertex. Using Problem 2 graph y = cos2 x. 17. In the picture. A2 + B 2 is called the amplitude and φ or ψ are called phase shifts. Prove the law of sines from the definition of the trigonometric functions. 4 3 d c αd b  d  d  βd θ a . Find c. and θ = 2 π. Sketch a graph of y = sin x. 18. show there exists φ such that f (x) = A2 + B 2 sin (αx + φ) . functions of x. 23. Find a formula for tan (2x) in terms of trig. enough that some of these quantities are given names. 14. Using Problem 19 graph y = sin x + 21. Give all solutions to sin x + √ √ 3 cos x. √ Show there also exists ψ such that f (x) = A2 + b2 cos (αx + ψ) . Hint: Use Problem 20.64 BASIC GEOMETRY AND TRIGONOMETRY 12. Find a. 19. b = 3. 3 cos x = 22. functions of x. If f (x) = A cos αx + B sin αx. C. Sketch a graph of y = cos x. Find a formula for tan x 2 in terms of trig. a = 5. √ 3. θ = 1 π. 13. Let a be the length of the side opposite A and b is the length of the side opposite B and c is the length of the side opposite the vertex. Sketch a graph of y = tan x. Sketch a graph of y = sin 2x. The law of sines says sin (A) /a = sin (B) /b = sin (C) /c. α = 2 π and c = 3. This is a very √ important result. 16.

B c A D a b C The area of this triangle would be the sum of the two right triangles formed. Therefore. This also holds if the height and base are chosen with respect to any other side of the triangle.8.8. For example. Now consider a general triangle in which a line perpendicular to the line from A to C has been drawn through B.3. the area of the triangle equals 2 2 one half the base times the height. SOME BASIC AREA FORMULAS 65 3. see the picture in which the two triangles are ABC and CDA. Similarly the area equals height times base where the base is any side of the parallelogram and the height is taken with respect to that side. A parallelogram is a four sided figure which is formed when two identical triangles are joined along a corresponding side with the corresponding angles not adjacent. The discussion will be somewhat informal since it is assumed the reader has seen this sort of thing already. D C A B Note the height of triangle ABC taken with respect to side AB is the same as the height of the parallelogram taken with respect to this same side. Thus this area would be 1 BD AD + CD = 1 BD b. First of all. consider a right triangle as indicated in the following picture.1 Some Basic Area Formulas Areas Of Triangles And Parallelograms This section is a review of how to find areas of some simple figures.8 3. as just described in the case where AB is the side. c b a The area of this triangle shown above must equal ab/2 because it is half of a rectangle having sides a and b. . In words. the area of this parallelogram equals twice the area of one of these triangles which equals 2AB (height of parallelogram) 1 = 2 AB (height of parallelogram) .

A and the two lines just mentioned. The problem is to define the area of this shape. sin α (1 + cos α) 1 + cos α (3. Then whenever the positive number.2 Let S (θ) denote the sector of a circle of radius r having central angle. of a circle of radius r which subtends an angle. The sector. let α be small enough that (3. sin α sin α Now using the properties of the trig functions. In this corollary.18) Proof: This follows from Corollary 3. Therefore. Theorem 3. . α 1≤ ≤1+ε (3.8. Proof: Let the angle which A subtends be denoted by θ and divide this sector into n equal sectors each of which has a central angle equal to θ/n.8.5. l (A) = α and so 1 − cos α + sin α ≥ α ≥ sin α. Then for such α. The circular sector determined by A is obtained by joining the ends of the arc. 1 − cos α α +1≥ ≥ 1. The angle between the two lines is called the central angle of the sector.2 The Area Of A Circular Sector Consider an arc. This proves the lemma. yields (3. Lemma 3. dividing by sin α. To obtain (3. The following is a picture of one of these. θ. A. First a fundamental inequality must be obtained.19) implies that for such α.17) holds and multiply by cos α. cos α is very close to 1.17) sin α and 1+ε≥ α ≥1−ε tan α (3. A. is small enough. whenever α is small enough.4 on Page 59. sin α <ε 1 + cos α and so (3.18). cos α ≤ α ≤ (1 + ε) cos α tan α Taking α smaller if necessary and noting that for all α small enough. S (θ) denotes the points which lie between the arc.18). to the center of the circle. α. θ.17) holds.19) From the definition of the sin and cos. 2 Then the area of S (θ) equals r2 θ.66 BASIC GEOMETRY AND TRIGONOMETRY 3. 1 − cos α 1 − cos2 α = sin α sin α (1 + cos α) = sin2 α sin α = .1 Let 1 > ε > 0 be given. This lemma is very important in another context. (3.8.

the area of the big square equals c2 . 2 2 Therefore.D. the area of each triangle equals ab/2. 1+ε (θ/n) 1−ε r2 θ 2 1 1+ε 1 1−ε r2 θ. it follows the area of the sector equals claimed. and the area 3 This argument is old and was known to the Indian mathematician Bhaskar who lived 1114-1185 A. Take the given right triangle and situate copies of it as shown below. r2 sin (θ/n) r2 tan (θ/n) θ . (Why?) as 3. . Thus any reasonable definition of area would require r2 r2 sin (θ/n) ≤ area of S (θ/n) ≤ tan (θ/n) . 2 r2 2 θ Therefore. Now from the picture. a small positive number less than 1. there is a circular sector. and let n be large enough that 1≥ and sin (θ/n) 1 ≥ (θ/n) 1+ε 1 tan (θ/n) 1 ≤ ≤ . nr2 nr2 sin (θ/n) ≤ area of S (θ) ≤ tan (θ/n) . the area of S (θ) is trapped between the two numbers. 2 (θ/n) 2 (θ/n) Now let ε > 0 be given. S (θ/n) and inside this circular sector is a triangle while outside the circular sector is another triangle. ≤ Area of S (θ) ≤ Since ε is an arbitrary small positive number.3.9. Give another argument which verifies the Pythagorean theorem by supplying the details for the following argument3 . The big four sided figure which results is a rectangle because all the angles are equal. EXERCISES 67 ¨¨ ¨ ¨ ¨¨ ¨ ¨¨ ¨ ¨¨ ¨ ¨¨ ¨¨ ¨ S(θ/n) r In the picture. 2 2 It follows the area of the whole sector having central angle θ must satisfy the following inequality.9 Exercises 1. θ . since it is half of a rectangle of area ab. for all n.

Here a. and c are the lengths of the respective sides. A right circular cone has radius r and height h. 2 = 2ab + b2 + a2 − 2ab c b a 2. .68 2 BASIC GEOMETRY AND TRIGONOMETRY of the inside square equals (b − a) . b. Sum the areas of three triangles in the following picture or write the area of the trapezoid as (a + b) a+ 1 (a + b) (b − a) 2 which is the sum of a triangle and a rectangle as shown. rolling it on the floor yielding a circular sector. Find the area of the side of this cone in terms of h and r. Another very simple and convincing proof of the Pythagorean theorem4 is based on writing the area of the following trapezoid two ways. a    b a    c   —  —   —— —— —c — b —— —— 3. c2 = 4 (ab/2) + (b − a) = a2 + b2 . This is like an ice cream cone. Therefore. 4 This argument involving the area of a trapezoid is due to James Garfield who was one of the presidents of the United States. Hint: Think of painting the side of the cone and while the paint is still wet. Do it both ways and see the pythagorean theorem appear.

ELLIPSES. P0 . 4d2 e2 1 2 y = (x − a) − 2 d 4d .3. Find the area of an equilateral triangle whose sides have length l. An equilateral triangle is one in which all sides are of equal length. What is the area of this four sided figure? 3. Now join the ends of these lines to obtain a four sided figure. Ellipses. letting a = −e 2d . P = (x. Therefore. b) where b = c as shown in the picture. one can obtain an equation which will describe a parabola. To see this. Squaring both sides. complete the square on the right as follows: y = = = = Therefore. x2 = 4cy.10. it reduces to dx2 + ex + f e d x2 + x + d e d x2 + x + d d x− −e 2d f d e2 4d2 2 − e2 d 4d2 − e2 d . From this definition. Draw two parallel lines one having length a and the other having length b suppose also these lines are at a distance of h from each other. y) to the line is |c − y| . PARABOLAS. b) The distance from the point.20) The simplest case is when a = 0 and b = −c. y) such that the equation holds. y=c · P0 = (a. Suppose then that the line is y = c and the point is (a. Then in this case.1 Parabolas. AND HYPERBOLAS 69 4. Now consider an arbitrary equation of the form. By this is meant the set of points (x. 5.10. the description of the parabola requires that (x − a) + (y − b) = |c − y| . and Hyperbolas The Parabola A parabola is a collection of points. y = dx2 + ex + f where d = 0. x2 − 2xa + a2 + y 2 − 2yb + b2 = c2 − 2cy + y 2 and so (x − a) + b2 − c2 = (2b − 2c) y. P in the plane such that the distance from P to a fixed line is the same as the distance from P to a given point. 2 2 2 (3.10 3. Such a set of points always is a parabola.

Simplifying this yields c2 − h2 (y − b) + h (y − b) h2 − c2 + c2 (x − a) = which simplifies further to (y − b) − h (y − b) + 2 2 2 1 2 c − h2 4 1 + h2 4 2 h2 + 4 c2 c2 − h2 (x − a) = 2 . y) .20). The line. (y − b) − 2h (y − b) + h2 2 = c2 − 2 (x − a) + (y − b) c + (y − b) 2 2 2 and so −2h (y − b) + h2 = c2 − 2 (x − a) + (y − b) c Therefore. −2h (y − b) + h2 − c2 = −2 Now square both sides again to obtain h2 − c2 2 2 2 (x − a) + (y − b) c 2 2 − 4h (y − b) h2 − c2 + 4h2 (y − b) = 4c2 (x − a) + (y − b) 2 2 2 .70 BASIC GEOMETRY AND TRIGONOMETRY Now you can show that there exists numbers. where c is a fixed positive number. Then according to the description of an ellipse and the distance formula. These two points are called the foci of the ellipse. 2 2 2 2 Therefore.10. Let the two given points be (a. b + h) . P1 and P2 which are fixed and the ellipse consists of the set of points. b and c such that − e2 1 = b2 − c2 . = 2b − 2c. b) and (a. P0 in the above is called the focus. (x − a) + (y − b − h) = c − 2 2 (x − a) + (y − b) ≥ 0. Let a generic point on the ellipse be (x. 3. P2 ) = c.21) Then the above equation reduces to (3. 2 2 Now squaring both sides yields (x − a) + (y − b − h) 2 2 = c2 − 2 (x − a) + (y − b) c + (x − a) + (y − b) . P such that d (P. the set of points in the plane satisfying ay 2 + by + c = x is also a parabola. 2 4d d (3. Exactly similar results occur if the directrix is of the form x = c and by similar arguments to those above. y = c is called the directrix and the point. Now one can obtain an equation which will describe an ellipse much as was done with the parabola.22) (x − a) + (y − b) from both sides. there are two points. (x − a) + (y − b) + Subtracting 2 2 2 2 (x − a) + (y − b − h) = c. P1 ) + d (P.2 The Ellipse With an ellipse. 2 2 (3. Each is called a focus point by itself.

3 The Hyperbola With a hyperbola. y2 )| ≤ 4a2 + 4b2 ≤ 2 a2 + b2 ≤ 2b Thus the greatest distance between two points on the ellipse equals 2b and occurs when the two points are (α.10. 2 implying that |x1 − x2 | ≤ |x1 − α| + |α − x2 | ≤ a + a = 2a and similarly. Let the two given points be (a. P1 ) − d (P. Let a generic point on the hyperbola be (x. redefining the constants. b + β) and (α. y) . y2 ) are two points on the above ellipse in which b > a. β) α+a   ©   x   ©   β − b$ In this ellipse. P2 ) = c. Each is called a focus point by itself. Thus. an ellipse has the form (y − β) (x − α) + = 1. If b > a. the ellipse would be long in the y direction rather than the x direction. it follows that |xi − α| ≤ a for i = 1.23) Note that if a = b = r. 3. b < a.10. (Why?) Suppose (x1 . |y1 − y2 | ≤ 2b. |(x1 . PARABOLAS. 2 2 You can now show that the equation of a hyperbola is of the form (y − β) (x − α) − =1 a2 b2 2 2 (3. Therefore. where c is a fixed positive number. Now one can obtain an equation which will describe a hyperbola. there are two points. These two points are called the foci of the hyperbola. (x − a) + (y − b) − 2 2 (x − a) + (y − b − h) = c. P1 and P2 which are fixed and the hyperbola consists of the set of points. This last expression is the generic equation for an ellipse. AND HYPERBOLAS which is equivalent to y−b− 1+h2 4 71 h 2 2 + (x − a) 2 1+h2 c2 4 / c2 −h2 = 1. This greatest distance between any two points is called the diameter and this shows the diameter of an ellipse is twice the larger of the two numbers appearing in the denominators on the left in (3. then |x1 − x2 | ≤ 2a because from the above equation.23). this reduces to the equation for a circle of radius r centered at the point (α. β − b) . b) and (a. b + h) . y1 ) and (x2 . y1 ) − (x2 . 2 b a2 2 2 (3.24) . β) . Here is the graph of a typical ellipse. ELLIPSES. Then according to the description of a hyperbola and the distance formula.3. P such that d (P. β + bˆ ˆ z ˆ α−a d ‚ d X $ $ y (α.

Show that the set of points which satisfies either (3. c which make (3.24) or (3.21) hold.) . Sketch a graph of the ellipse whose equation is 6.72 or BASIC GEOMETRY AND TRIGONOMETRY (y − β) (x − α) − = 1. = 1. Find the numbers. Sketch a graph of the hyperbola. 2. x2 4 y2 4 (x−1)2 4 (x−1)2 9 + + (y−2)2 9 (y−2)2 4 = 1.25) is unbounded. (3. Sketch a graph of the hyperbola.20) in the case that the directrix is of the form x = c. 10. Derive a similar formula to (3. 3. Verify that either (3. + (y−2)2 4 8.24) or (3. Consider y = 2x2 + 3x + 7. (If n is any positive number there exist points (x. Sketch a graph of the ellipse whose equation is 5. 7.25) 2 b a2 If you like. 2 2 3. (x−1)2 9 = 1. = 1. y) satisfying the equations given such that |(x. 4. b. y)| > n. 9.11 Exercises 1. − − y2 9 x2 9 = 1. you can simply take these last two equations as the definition of a hyperbola. What is the diameter of the ellipse. Find the focus and the directrix of this parabola.25) holds for a hyperbola.

However.The Complex Numbers This chapter gives a brief treatment of the complex numbers. Thus (a. a+ib. These things used to be taught in precalculus classes and people were expected to know them before taking calculus. Every non zero complex number. Thus. you can skip this short chapter. q 3 + 2i Multiplication and addition are defined in the most obvious way subject to the convention that i2 = −1. You see it corresponds to the point in the plane whose coordinates are (3. has a unique multiplicative inverse. (a + ib) + (c + id) = (a + c) + i (b + d) and (a + ib) (c + id) = = ac + iad + ibc + i2 bd (ac − bd) + i (bc + ad) . a + ib a + b2 a + b2 a + b2 You should prove the following theorem. a − ib a b 1 = 2 = 2 −i 2 . For example. The field of complex numbers is denoted as C. An important construction regarding complex numbers is the complex conjugate denoted by a horizontal line above the number. 73 . Just as a real number should be considered as a point on the line. if you are in a hurry to get to calculus. b) identifies a point whose x coordinate is a and whose y coordinate is b. Theorem 4. In dealing with complex numbers.1 The complex numbers with multiplication and addition defined as above form a field satisfying all the field axioms listed on Page 15. such a point is written as a + ib. in the following picture. with a2 +b2 = 0. 2) . I have graphed the point 3 + 2i.0. This will not be needed in Calculus but you will need it when you take differential equations and various other subjects so it is a good idea to consider the subject. a complex number is considered a point in the plane which can be identified in the usual way using the Cartesian coordinates of the point.

y x2 + y2 y x2 + y2 x2 + y 2 x x2 2 2 2 + y2 y +i y x2 2 + y2 . Remark 4. the same thing obtained with the distance formula. Complex numbers. |z| = (zz) 1/2 . On the other hand. denoting by z the complex number. 8) . sin θ = .4 Let r > 0 be given. |a + ib| ≡ a2 + b2 .0. [r (cos t + i sin t)] = rn (cos nt + i sin nt) . Definition 4. b) and the ordered pair (c. Suppose x + iy is a complex number. 2π) such that cos θ = x x2 + y2 . letting z = 2 + i5 and √ w = 1 + i8. θ ∈ [0. With this definition. z − w = 1 − i3 and so (z − w) (z − w) = (1 − i3) (1 + i3) = 10 so |z − w| = 10. THE COMPLEX NUMBERS What it does is reflect a given complex number across the x axis. The polar form of the complex number is then r (cos θ + i sin θ) where θ is this angle just described and r = x2 + y 2 . Then x + iy = Now note that x x2 + y 2 and so x x2 + y2 . It is not too hard but you need to do it. consider the distance between (2. Be sure to verify this.2 Define the absolute value of a complex number as follows. A fundamental identity is the formula of De Moivre which follows. n . For example. are often written in the so called polar form which is described next. a + ib (a + ib) = a2 + b2 . Thus the distance between the point in the plane determined by the ordered pair.74 It is defined as follows. (a. Therefore. Theorem 4. a + ib ≡ a − ib. d) equals |z − w| where z and w are as just described. z = a + ib. there exists a unique angle. + x2 + y 2 =1 is a point on the unit circle. Then if n is a positive integer. 5) and (1.3 : Let z = a + ib and w = c + id.0. Then |z − w| = (a − c) + (b − d) . it is important to note the following. Thus.0. the following formula is easy to obtain. From the distance formula √ 2 2 this distance equals (2 − 1) + (5 − 8) = 10. Algebraically.

Corollary 4. the cube roots of i are 1 cos π 2 . Example 4.l ∈ Z k t + 2lπ k cos t + 2lπ k + i sin . r (cos α + i sin α) . 2. Then there are always exactly k k th roots of z in C. [r (cos t + i sin t)] which by induction equals = rn+1 (cos nt + i sin nt) (cos t + i sin t) = rn+1 ((cos nt cos t − sin nt sin t) + i (sin nt cos t + cos nt sin t)) = rn+1 (cos (n + 1) t + i sin (n + 1) t) by the formulas for the cosine and sine of the sum of two angles. is a k th root of z if and only if rk (cos kα + i sin kα) = |z| (cos t + i sin t) . 2 5 π . cos 6 6 5 π + i sin 6 3 π . 6 3 π + i sin 2 √ Thus the cube roots of i are 23 + i 1 . Since the cosine and sine are periodic of period 2π. By De Moivre’s theorem. . Thus α= and so the k th roots of z are of the form |z| 1/k 1/k n+1 = [r (cos t + i sin t)] [r (cos t + i sin t)] n and also both cos (kα) = cos t and sin (kα) = sin t.0. kα = t + 2lπ t + 2lπ .75 Proof: It is clear the formula holds if n = 1. a complex number. there are exactly k distinct numbers which result from this formula.6 Find the three cube roots of i. −2 3 + i 1 .5 Let z be a non zero complex number. Therefore. First note that i = 1 cos π + i sin 2 corollary. 1. the roots are cos and cos √ π π + i sin . Suppose it is true for n. Proof: Let z = x + iy and let z = |z| (cos t + i sin t) be the polar form of the complex number. 2 2 The ability to find k th roots can also be used to factor some polynomials. l ∈ Z. Using the formula in the proof of the above (π/2) + 2lπ 3 (π/2) + 2lπ 3 + i sin where l = 0. and −i.0. This requires rk = |z| and so r = |z| This can only happen if for l an integer.

Let z = 5 + i9. If z and w are two complex numbers and the polar form of z involves the angle θ while the polar form of w involves the angle φ. 8. Let z = 2 + i7 and let w = 3 − i8. 4. Do the same for the four fourth roots of 16. show that in the polar form for zw the angle involved is θ + φ. THE COMPLEX NUMBERS First find the cube roots of 27. Now using De Moivre’s theorem. and 3 −1 − i 23 . You already know formulas for cos (x + y) and sin (x + y) and these were used to prove De Moivre’s theorem. n. 9. Therefore. x2 + 3x + 9 cannot be factored without using complex numbers. x3 + 27 = 2 2 (x − 3) x − 3 −1 2 √ 3 2 √ −1 3 +i 2 2 x−3 −1 2 x−3 √ 3 2 √ −1 3 −i 2 2 .1 Exercises 1. Find zw. Does this formula continue to hold for all integers. even negative integers? Explain. and w/z. n . 11. De Moivre’s theorem says [r (cos t + i sin t)] = rn (cos nt + i sin nt) for n a positive integer. 2. 10. √ √ these cube roots are 3. show that in the polar form of a complex number. Graph the complex cube roots of 8 in the complex plane. Hint: Use Problem 18 on Page 32 and if you like.76 Example 4. Completely factor x4 + 16 as a product of linear factors. Write x3 + 27 in the form (x + 3) x2 + ax + b where x2 + ax + b cannot be factored any more using only real numbers. 7. 6. r = |z| . 5. Give the complete solution to x4 + 16 = 0.7 Factor the polynomial x3 − 27. z 2 . 4.0. z + w. 3. you might use Pascal’s triangle to construct the binomial coefficients. show there exists ω a complex number with |ω| = 1 and ωz = |z| . Factor x3 + 8 as a product of linear factors. Also. Note also x − 3 +i −i = x2 + 3x + 9 and so x3 − 27 = (x − 3) x2 + 3x + 9 where the quadratic polynomial. derive a formula for sin (5x) and one for cos (5x). Find z −1 . 12. z. If z is a complex number. Factor x4 + 16 as the product of two quadratic polynomials each of which cannot be factored further without using complex numbers. By the above procedure using De Moivre’s theorem. 3 −1 + i 23 .

I claim that 1 = −1. This is clearly a remarkable result but is there something wrong with it? If so. Therefore. In words this says the conjugate of a product equals the product of the conjugates and the conjugate of a sum equals the sum of the conjugates. De Moivre’s theorem is really a grand thing. Suppose also that p (z) = 0 for some z ∈ C. 1 = 1(1/4) = (cos 2π + i sin 2π) 1/4 = cos (π/2) + i sin (π/2) = i.1. 15. not just integers. w are complex numbers prove zw = zw and then show by induction that z1 · · · zm = m m z1 · · · zm .4. Show it follows that p (z) = 0 also. −1 = i2 = √ √ −1 −1 = (−1) = 2 √ 1 = 1. If z. I plan to use it now for rational exponents. what is wrong? 16. Here is why. squaring both sides it follows 1 = −1 as in the previous problem. Also verify that k=1 zk = k=1 zk . What does this tell you about De Moivre’s theorem? Is there a profound difference between raising numbers to integer powers and raising numbers to non integer powers? . 14. Suppose p (x) = an xn + an−1 xn−1 + · · · + a1 x + a0 where all the ak are real numbers. EXERCISES 77 13.

78 THE COMPLEX NUMBERS .

Part II Functions Of One Variable 79 .

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(1.1 Consider two sets. 4.5 Let D consist of the set of people who have lived on the earth except for Adam and for d ∈ D. Example 5. 6} .1. 5.1. n ∈ Z 0 if x is not rational (5. D (f ) = D is called the domain of f. 8. sometimes there is no discernible procedure which yields a particular function. and let f (1) = 2. consider the following function defined on the positive real numbers having the following definition. For example. (8. Example 5. D and R along with a rule which assigns a unique element of R to every element of D. 5. (2. −2. the set of first entries in the given set of ordered pairs. In this example there was a clearly defined procedure which determined the function. Then f is a function. 6. {1. is called the range of f. The set R. f . Sometimes functions are not given in terms of a formula. the function.Functions 5.3 Consider the ordered pairs.1 General Considerations The concept of a function is that of something which gives a unique output for a given input. 2) . f (8) = 3. and f (7) = 6. 6. 4. Note that it is not defined in a simple way from a formula. Definition 5. 6) and let D ≡ {1. This rule is called a function and it is denoted by a letter such as f. The symbol. let f (d) ≡ the biological father of d. Define a function which assigns an element of D to R ≡ {2. It is common notation to write f : D (f ) → R to denote the situation just described in this definition where f is a function defined on D having values in R.1. 2. 8} by f (x) ≡ x + 1 for each x ∈ D. 81 . 3.1) This is a very interesting function called the Dirichlet function. 2. 7} . Example 5.2 Consider the list of numbers. Example 5. f (2) = −2. −2) . 3) . (7. also written R (f ) . The set of all elements of R which are of the form f (x) for some x ∈ D is often denoted by f (D) . is said to be onto. 3. However.4 For x ∈ R define f (x) = m 1 n if x = n in lowest terms for m. 7} ≡ D.1. When R = f (D). R ≡ {2.1. 3. 7. the set of second entries.

7 Certain chemicals decay with time. This is called the composition of the two functions. Similarly for k an integer. b be elements of R. The name of the function is f.1.82 FUNCTIONS Example 5.1. When D (f ) is not specified.8 Let f. .6 and 5. When this is done.7 are considered later in the book and techniques for finding x (t) and A (t) from the given conditions are presented. the variable. given by f (x) = x2 + 4. In this chapter the functions are defined on some subset of R having values in R. Nevertheless. f /g is the name of a function whose domain is D (f ) ∩ {x ∈ D (g) : g (x) = 0} defined as (f /g) (x) = f (x) /g (x) . Then af + bg is the name of a function whose domain is D (f ) ∩ D (g) which is defined as (af + bg) (x) = af (x) + bg (x) . x2 + 4 may mean the function. f k is the name of a function defined as f k (x) = (f (x)) k The function.1.6 Consider a weight which is suspended at one end of a spring which is attached at the other end to the ceiling. f g is the name of a function which is defined on D (f ) ∩ D (g) given by (f g) (x) = f (x) g (x) . You should note that f (x) is not a function. and define a function as follows: x (t) will equal the displacement of the spring at time t given knowledge of the velocity of the weight and the displacement of the weight at some particular time. from this point with the positive direction being up. x. Examples 5. then g ◦ f is the name of a function whose domain is {x ∈ D (f ) : f (x) ∈ D (g)} which is defined as g ◦ f (x) ≡ g (f (x)) . f. x. Suppose A0 is the amount of chemical at some given time. Measure the displacement of the mass.1. it is understood to consist of every number for which f makes sense. It is the value of the function at the point. Let a. Later this will be generalized. Example 5. The function. g be functions with values in R. Definition 5. If f : D (f ) → X and g : D (g) → Y. people often write f (x) to denote a function and it doesn’t cause too many problems in beginning courses. x should be considered as a generic variable free to be anything in D (f ) . Thus. The following definition gives several ways to make new functions from old ones. I will use this slightly sloppy abuse of notation whenever convenient. Then you could let A (t) denote the amount of the chemical at time t. Suppose the weight has extended the spring so that the force exerted by the spring exactly balances the force resulting from the weight on the spring.1. These last two examples show how physical problems can result in functions.

Defining id by id (z) ≡ z this says f ◦ f −1 = id and f −1 ◦ f = id . f is a rational function if h (x) f (x) = g (x) where h and g are polynomials. 1 − 1. f (x) = 3x5 + 9x2 + 7x + 5 is a polynomial of degree 5 and 3x5 + 9x2 + 7x + 5 x4 + 3x + x + 1 is a rational function. Then f g : R → R is given by f g (t) = t (1 + t) = t + t2 . Polynomials and rational functions are particularly easy functions to understand.11 For any function. f (x) = x+1 the domain of f would be all real numbers not equal to −1. Definition 5. This is discussed in the following definition.9 Let f (t) = t and g (t) = 1 + t. f (x) is n. Closely related to the definition of a function is the concept of the graph of a function. but when there is always only one element in this set for all y ∈ f (D (f )) . then x = x1 . Thus f is one to one. 1 − 1. The concept of a one to one function is very important. f −1 (f (x)) = x for all x ∈ D (f ) and f f −1 (y) = y for all y ∈ f (D (f )) .1. √ Example 5. it was necessary to fuss about the domain of g ◦ f because g is only defined for certain values of t. Therefore. For example. There may be many elements in this set.1. If t < −1 the inside of the square root sign is negative so makes no sense.5. Note that in the case of a rational function. the inverse function. In this case the degree of the polynomial. g ◦ f : {t ∈ R : t ≥ −1} → R. Thus the degree of a polynomial is the largest exponent appearing on the variable. . if whenever f (x) = f (x1 ) . if x2 + 8 . If f is one to one.1. Then √ g ◦ f (t) = 1 + (2t + 1) = 2t + 2 83 for t ≥ −1. For example.12 A function f is a polynomial if f (x) = an xn + an−1 xn−1 + · · · + a1 x + a0 where the ai are real numbers and n is a nonnegative integer. Definition 5. f −1 (y) ≡ {x ∈ D (f ) : f (x) = y} . f −1 is defined on f (D (f )) and f −1 (y) = x where f (x) = y.1. the function f is one to one sometimes written. f : D (f ) ⊆ X → Y. GENERAL CONSIDERATIONS Example 5. define the following set known as the inverse image of y. Note that in this last example.1.10 Let f (t) = 2t + 1 and g (t) = 1 + t. the domain of the function might not be all of R. Thus from the definition.

· · ·} or the nonnegative integers. f (2) . Also. instead of f (1) . Thus you can consider f (k) . y) : y = f (x) for x ∈ D (f )} .14 Let f : D (f ) → R (f ) be a function. · · ·} . simply observe the ordered pair which has x as its first element and the value of y equals f (x) . The graph of f can be represented by drawing a picture as mentioned earlier in the section on Cartesian coordinates beginning on Page 49.1.1. y ¡ ¡ ¡ 2 1 x −2 −1 ¡ ¡ ¡ −2 ¡ ¡ 1 ¡ ¡ 2 Here is the graph of the function. it is traditional to write f1 . f2 . consider the picture of a part of the graph of the function f (x) = 2x − 1. Example 5. The graph of f consists of the set. In the above context. For example. {(x. y) : x ∈ X and y ∈ Y } . f (k + 2) . etc. etc. X × Y = {(x. written as X × Y. X and Y. 3. 3. is assumed to be a set described as follows. f (k + 1) . · · ·} for k an integer is known as a sequence. To find f (x) . Definition 5. k + 2. 1.15 A function whose domain is defined as a set of the form {k. {0. Note that knowledge of the graph of a function is equivalent to knowledge of the function. Usually the domain of the sequence is either N. ∞ not as f but as {fi }i=k or just {fi } for short.1. fk is called the first term. the natural numbers consisting of {1.13 Given two sets. f (3) etc. fk+1 the second and so forth. k + 1.16 Let {ak }k=1 be defined by ak ≡ k 2 + 1. R2 denotes the Cartesian product of R with R. 2. f (x) = x2 − 2 y 2 1 x −2 −1 1 2 Definition 5. ∞ . 2.1. It is also common to write the sequence. The notion of Cartesian product is just an abstraction of the concept of identifying a point in the plane with an ordered pair of numbers.84 FUNCTIONS Definition 5. the Cartesian product of the two sets. when referring to sequences.

a7 = a (7) = 72 + 1 = 50 just from using the formula for the k th term of the sequence. 2. If f is a strictly increasing function. A function. Are you able to guess a formula for the k th term of this sequence? 5. n2 = 3. Assuming a1 . 5. nk = 2k − 1. then letting bk = ank . an+1 are known. Let g (t) ≡ 2. Sometimes sequences are defined recursively. 6. Include the domain of g ◦ f. · · ·. does f −1 always exist? Explain your answer.1. Suppose a1 = 1. Suppose also that for n ≥ 4 it is known that an = an−1 + 2an−2 + 3an−3 . suppose an = n2 + 1 . Find f −1 if possible. it follows that f (x) < f (y) . this is often not the case. Let f : R → R be defined by f (t) ≡ t3 + 1. Find g ◦ f. 8. 3. For example. . In fact. f : R → R is a strictly increasing function if whenever x < y. an . Find a7 . Example 5. Let f : {t ∈ R : t = −1} → R be defined by f (t) ≡ t t+1 . t 1.2 Exercises √ 2 − t and let f (t) = 1 . 2 5. {bk } is called a subsequence of {an } . Thus a1 = 2. Then if bk ≡ ank . Thus the first several terms of this sequence. a3 = 10. an+2 ≡ an + an+1 . · · ·. Is f one to one? Can you find a formula for f −1 ? 4.2. (a) f (x) = (b) f (x) = (c) f (x) = (d) f (x) = (e) f (x) = √ √ x+3 3x−2 x2 − 4 4 − x2 x 4 3x+5 x2 −4 x+1 3. This particular sequence is called the Fibonacci sequence and is important in the study of reproducing rabbits. However.17 Let a1 = 1 and a2 = 1. ··· be any strictly increasing list of integers such that n1 is at least as large as the first index used to define the sequence {an } .· · ·. are 1. a2 = 3. This happens. · · ·. when the first several terms of the sequence are given and then a rule is specified which determines an+1 from knowledge of a1 . 1. n3 = 5. This rule which specifies an+1 from knowledge of ak for k ≤ n is known as a recurrence relation. If n1 = 1. It is nice when sequences come to us in this way from a formula for the k th term. Give the domains of the following functions. etc. Definition 5. and a3 = −1.5.1. listed in order. EXERCISES 85 This gives a sequence. it follows bk = (2k − 1) + 1 = 4k 2 − 4k + 2.18 Let {an } be a sequence and let n1 < n2 < n3 .

Draw the graph of the function f (x) = x2 + 2x + 2. Suppose f (x) + f x = 7x and f is a function defined on R\ {0} . Does there exist any such function? 16. In the situation of the Fibonacci sequence show that the formula for the nth term can be found and is given by 5 an = 5 √ √ 1+ 5 2 n 5 − 5 √ √ 1− 5 2 n . one of which is r = 1+2 5 . Find all values of x where f (x) = 1 if there are any. the nonzero real numbers.86 7. Suppose an = 1 n x 1+x . satisfying f (x) − f in the domain of f ? 1 x = 3x which has both x and 1 x 17. 11. which of the following are necessarily one to one on their domains? Explain why or why not by giving a proof or an example. Then you try to pick c and d such that the conditions. the empty set. Does there exist a function f . Does it follow that g ◦ f is one to one? 9. 12. and g : D (g) → R (g) is one to one. If f : R → R and g : R → R are two one to one functions. Draw the graph of the function f (x) = 13. n i=1 14. t if t > 1 FUNCTIONS 8. n n Next you can observe that if r1 and r2 both satisfy the recurrence relation then so n n does cr1 + dr2 for any choice of constants c. R (f ) ⊆ D (g) . Draw the graph of the function f (x) = x3 + 1. and let nk = 2k . You will √ be able to show that there are two values of r which work. . a1 = 1 and a2 = 1 both hold. Let f (t) be defined by f (t) = Find f −1 if possible. (a) f + g (b) f g (c) f 3 (d) f /g 10. Verify carefully that Xi = ∅. d. Suppose f : D (f ) → R (f ) is one to one. If Xi are sets and for some j. 2t + 1 if t ≤ 1 . Find bk where bk = ank . 1 15. Hint: You might be able to do this by induction but a better way would be to look for a solution to the recurrence relation. Xj = ∅. an+2 ≡ an + an+1 of the form rn .

In Calculus.5. Making this restriction precise turns out to be surprisingly difficult although many of the most important theorems about continuous functions seem intuitively clear. the most fundamental restriction made is to assume the functions are continuous. it is not possible for a car to jump from one point to another instantly. There are various ways to restrict the concept in order to study something interesting and the types of restrictions considered depend very much on what you find interesting. Continuous functions are those in which a sufficiently small change in x results in a small change in f (x) . That is why it is called a nonremovable discontinuity or jump discontinuity. 2 1 x −2 −1 y r b x0 1 2 You see from this picture that there is no way to get rid of the jump in the graph of this function by simply redefining the value of the function at x0 . Before giving the careful mathematical definitions. They rule out things which could never happen physically. This is called a removable discontinuity because the problem can be fixed by redefining the function at the point x0 . it is time to give the precise definition. f (x0 ) is too large. there is a hole in the picture of the graph of this function and instead of filling in the hole with the appropriate value. .3 Continuous Functions The concept of function is far too general to be useful by itself.3. 2 1 x −2 −1 y • c x0 1 2 You see. Now that pictures have been given of what it is desired to eliminate. For example. CONTINUOUS FUNCTIONS 87 5. here are examples of graphs of functions which are not continuous at the point x0 . Here is another example.

1 Augustin Louis Cauchy 1789-1857 was the son of a lawyer who was married to an aristocrat. The completely rigorous definition above is due to Weierstrass. . and many other topics. 2 Wilhelm Theodor Weierstrass 1815-1897 brought calculus to essentially the state it is in now.88 FUNCTIONS The definition which follows. He was also a good Catholic. f is continuous at x when it is possible to make f (y) as close as desired to f (x) provided y is taken close enough to x. He wrote several hundred papers which fill 24 volumes. Notwithstanding his great achievments he was not known as a popular teacher. Cauchy invented the subject of complex analysis. He was born in France just after the fall of the Bastille and his family fled the reign of terror and hid in the countryside till it was over. Consider the second nonremovable discontinuity. the family returned to Paris and Cauchy studied at the university to be an engineer but became a mathematician although he made fundamental contributions to physics and engineering. he wrote a paper which was so profound that he was granted a doctor’s degree. Cauchy was one of the most prolific mathematicians who ever lived. due to Cauchy1 and Weierstrass2 is the precise way to exclude the sort of behavior described above and all statements about continuous functions must ultimately rest on this definition from now on. Cauchy gave the definition in words and Weierstrass. optics and astronomy. He also discovered some pathological examples such as space filling curves. When he was a secondary school teacher. Cauchy was educated at first by his father who taught him Greek and Latin. He is also credited with giving the first rigorous definition of continuity.3. After the reign of terror. somewhat later produced the totally rigorous ε δ definition presented here. calculus of variations. The need for rigor in the subject of calculus was only realized over a long period of time. This definition does indeed rule out the sorts of graphs drawn above. complex analysis. f is continuous if it is continuous at every point of D (f ) .1 A function f : D (f ) ⊆ R → R is continuous at x ∈ D (f ) if for each ε > 0 there exists δ > 0 such that whenever y ∈ D (f ) and |y − x| < δ it follows that |f (x) − f (y)| < ε. Eventually Cauchy learned many languages. In fact this statement in words is pretty much the way Cauchy described it. Cauchy refused to take the oath of allegience to the new ruler and ended up leaving his family and going into exile for 8 years. In sloppy English this definition says roughly the following: A function. He also did research on many topics in mechanics and physics including elasticity. He made fundamental contributions to partial differential equations. A function. More than anyone else. Definition 5. He married in 1818 and lived for 12 years with his wife and two daughters in Paris till the revolution of 1830.

y2 . x. Therefore. there will be points. The other thing to notice is that the concept of continuity as described in the definition is a point property. To verify the assertion about the above function. This is why it is so important to use the definition. But then. That is to say it is a property which a function may or may not have at a single point. |f (x) − f (x0 )| > ε. Take such an x and let ε = |x| /2. (x − δ. Now let δ > 0 be completely arbitrary. |f (y) − f (x)| < ε.3. there would exist δ > 0 such that for every point. CONTINUOUS FUNCTIONS The removable discontinuity case is similar. y ∈ (x − δ. Thus |f (y1 ) − f (y2 )| = |y1 | > |x| . There are many ways a function can fail to be continuous and it is impossible to list them all by drawing pictures. If f were continuous at x. x + δ). letting y1 . In particular.3. y1 such that |y1 | > |x| and irrational numbers. Similar reasoning shows it excludes the removable discontinuity case as well.2 Let f (x) = x if x is rational . the definition of continuity given above excludes the situation in which there is a jump in the function.5. Example 5. 89 2+ 2 2− 1 f (x)     c     x0 − δ •     x −2 −1 x0 d d1 d 2 d d d x0 + δ For the ε shown you can see from the picture that no matter how small you take δ. In the interval. between x0 − δ and x0 where f (x) < 2 + ε. 0 if x is irrational This function is continuous at x = 0 and nowhere else. for these values of x. first show it is not continuous at x if x = 0. Here is an example. x + δ) there are rational numbers.

To see f is continuous at 0. Here is another example. all the inequalities above hold and =√ √ 2x + 12 − √ √ 2 ε 22 2 = ε. it follows |f (y) − f (0)| < ε and so f is continuous at x = 0.4 Show the function. Then if 0 < |x − (−3)| < 5 δ. 5 Sometimes the determination of δ in the verification of continuity can be a little more involved. note first that f (−3) = 25 and it is desired to verify the conditions for continuity. This allows one to find a suitable δ. .90 and y2 be as just described. |x| < |y1 | = |f (y1 ) − f (y2 )| ≤ |f (y1 ) − f (x)| + |f (x) − f (y2 )| < 2ε = |x| . either way. FUNCTIONS which is a contradiction. How did I know to let δ = ε? That is a very good question.3. ε 222 .3. The choice of δ for a particular ε is usually arrived at by using intuition. it must be concluded that f is not continuous there. Choose δ √ such that 0 < δ ≤ min 1.3 Show the function. 2x + 12 > 0. Then if |x − 5| < δ. f (x) = −5x + 10 is continuous at x = −3. Here is another example. Now let ε > 0 be given. Then |f (y) − f (0)| = 0 if y is irrational |f (y) − f (0)| = |y| < ε if y is rational. Since a contradiction is obtained by assuming that f is continuous at x. let ε > 0 be given and let δ = ε. To do this. If ε > 0 is given. 1√ 2 √ |x − 5| ≤ 22 |x − 5| 11 2x + 12 + 22 √ whenever |x − 5| < 1 because for such x. Now consider: √ 2x + 12 − √ 22 = √ 2x + 12 − 22 √ 2x + 12 + 22 √ 2x + 12 is continuous at x = 5. f (x) = First note f (5) = √ 22.5 Show f (x) = −3x2 + 7 is continuous at x = 7. Then if |y − 0| < δ = ε. Consider the following. |−5x + 10 − (25)| = 5 |x − (−3)| . it follows from this inequality that 1 |−5x + 10 − (25)| = 5 |x − (−3)| < 5 ε = ε.3. let 0 < δ ≤ 1 ε. the actual ε δ argument reduces to a verification that the intuition was correct. 22 ≤ √ |x − 5| < √ 22 22 2 Exercise 5. whenever |y − 0| < δ. Example 5. Example 5.

before the need for rigor was realized. Choose δ such that 0 < δ ≤ min 1. Don’t be discouraged by these historical observations.4 Sufficient Conditions For Continuity The next theorem is a fundamental result which will allow us to worry less about the ε δ definition of continuity. They made fundamental contributions to the calculus of variations and to mechanics and astronomy. The best you can do without this definition is to gain an understanding of the subject as it was understood by people in the 1700’s. then f /g is continuous at x. in addition to this. −3x2 + 7 − (−140) ≤ 84 |x − 7| < 84 5. 4. The fourth claim is verified as follows. it follows that −3x2 + 7 − (−140) ≤ 3 ((1 + 7) + 7) |x − 7| = 3 (1 + 27) |x − 7| = 84 |x − 7| . The function.4. you should try a few of them because until you master this concept. it follows ε = ε. Theorem 5. .5. Then for |x − 7| < δ. g are continuous at x ∈ D (f ) ∩ D (g) and a. If. f (x) ∈ D (g) ⊆ R. given by f (x) = |x| is continuous. However. b ∈ R. If you are able to master calculus as understood by Lagrange or Laplace3 . 91 If |x − 7| < 1. 3 Lagrange and Laplace were two great physicists of the 1700’s. it follows from the version of the triangle inequality which states ||s| − |t|| ≤ |s − t| that |x| < 1 + 7. g (x) = 0.then g ◦ f is continuous at x. you will not really understand calculus as it has been understood for approximately 150 years. For example the first claim says that (af + bg) (y) is close to (af + bg) (x) when y is close to x provided the same can be said about f and g. g functions and a. 3. SUFFICIENT CONDITIONS FOR CONTINUITY First observe f (7) = −140. The proof of this theorem is in the last section of this chapter but its conclusions are not surprising. For the third claim. you will have learned some very profound ideas even if they did originate in the eighteenth century.1 The following assertions are valid for f. |x| = |x − y + y| ≤ |x − y| + |y| and so |x| − |y| ≤ |x − y| . continuity of f indicates that if y is close enough to x then f (x) is close to f (y) and so by continuity of g at f (x) . 84 . 84 These ε δ proofs will not be emphasized any more than necessary. af + bg is continuous at x when f . g (f (y)) is close to g (f (x)) . 2. 1. and g is continuous at f (x) . Now −3x2 + 7 − (−140) = 3 |x + 7| |x − 7| ≤ 3 (|x| + 7) |x − 7| . If f is continuous at x. The function f : R → R. b numbers. ε Now let ε > 0 be given. If f and g are each real valued functions continuous at x.4. then f g is continuous at x. Therefore. if |x − 7| < 1.

||x| − |y|| ≤ |x − y| .4 on Page 59 the following inequality is valid for small positive values of θ. But then this means |sin θ| = − sin θ = sin (−θ) ≤ −θ = |θ| in this case also. |sin x| ≤ 1. if |y − x| is sufficiently small. (cos x. Now let ε > 0 be given and take δ = ε. Theorem 5. then |sin θ| < ε. both of these last two terms are less than ε/2 and this proves cos is continuous at x. showing sin is continuous at 0. |cos y − cos x| ≤ ≤ |cos x (cos (y − x) − 1)| + |sin x| |sin (y − x)| |cos (y − x) − 1| + |sin (y − x)| . note that for |θ| < π/2. 1 + cos θ 1 + cos θ (5. sin2 θ ≥ sin2 θ 1 − cos2 θ = = 1 − cos θ ≥ 0.5 Continuity Of Circular Functions The functions sin x and cos x are often called the circular functions. |θ| ≥ |sin θ| = sin θ. It follows from (5. Proof: First it will be shown that cos and sin are continuous at 0. 5. FUNCTIONS It follows that if ε > 0 is given. . This is because for each x ∈ R. 1 − cos θ + sin θ ≥ θ ≥ sin θ. |y| − |x| ≤ |x − y| . then ε > 1 − cos θ ≥ 0. This proves these functions are continuous at 0.92 Similarly. given ε > 0 there exists δ > 0 such that if |θ| < δ. Next.5. By Corollary 3. it follows |sin θ − 0| = |sin θ − sin 0| = |sin θ| ≤ |θ| < δ = ε. ||x| − |y|| ≤ |x − y| < δ = ε which shows continuity of the function. If θ < 0. sin x) is a point on the unit circle. cos θ ≥ 0 and so for such θ. Then if |θ| < δ. It follows that for θ small and positive. cos y − cos x = cos (y − x) cos x − sin (x − y) sin x − cos x and so. From the first part of this theorem. The proof that sin is continuous is left for you to verify.2) that if |θ| < δ. cos and sin are continuous.2) From the first part of√ this argument for sin. whenever |θ| is small enough. since |cos x| . Therefore. Therefore. then −θ = |θ| > 0 and −θ ≥ sin (−θ) .1 The functions. |θ| ≥ |sin θ| .5. Therefore. Now y = (y − x) + x and so cos y = cos (y − x) cos x − sin (x − y) sin x. f (x) = |x| . one can take δ = ε and obtain that for |x − y| < δ = ε.

In this case. Hint: You need to let ε > 0 be given. Hint: |f (x) − f (3)| = x2 + 1 − (9 + 1) = |x + 3| |x − 3| . 2. EXERCISES 93 5. Determine where g is 0 if x ∈ Q / continuous and explain your answer. Let f (x) = x2 + 1. Show f is continuous at every value of x.1. Show f is continuous at x = 1. then so does any smaller δ.7 Properties Of Continuous Functions Continuous functions have many important properties which are consequences of the completeness axiom. Let f (x) = x2 + 1.6. Let f (x) = x show f is continuous at every value of x in its domain. Let f (x) = |2x + 3|. 5. 3. Let f (x) = 1 if x ∈ Q and consider g (x) = f (x) sin x. you should try δ ≤ ε/2. Show f is continuous at x = 2. Let f (x) = 1 x2 +1 .6 Exercises 1. 8. Show f is continuous at x = 4. . Show f is continuous at every point. show all polynomials are continuous and that a rational function is continuous at every point of its domain. 7. 10.5. Hint: You might want to make use of the identity.4. Using Theorem 5. Thus if |x − 3| < 1. min means to take the minimum of the two numbers in the parenthesis. ε/4) . 5. 4. Hint: Review the two versions of the triangle inequality for absolute values. Proofs of these theorems are in the last section at the end of this chapter. Let f (x) = 2x + 7. |x| < 1 + 3 = 4 and so |f (x) − f (3)| < 4 |x − 3| . it follows from the triangle inequality. √ 9. Let f (x) = x2 + 2x. Show sin is continuous. 6. Show f is continuous at every point x. Let f (x) = 2x2 + 1. Hint: First show the function given as f (x) = x is continuous and then use the theorem. Now try to complete the argument by letting δ ≤ min (1. Then show it is continuous at every point. Show f is continuous at x = 3. √ x− √ y=√ x−y √ x+ y at some point in your argument. Note that if one δ works in the definition. 11. The symbol.

f (0) = 7 > 0 while f 5π 2 = 5π 2 4 +7− 5π 2 3 sin 5π 2 which is approximately equal to −422. .7. b] → R is continuous and suppose f (a) < c < f (b) . it follows f (x) < f (y) . b] → R be a one to one continuous function. by the intermediate value theorem there must exist x ∈ 0. defined on some interval is strictly increasing if whenever x < y.2 Does there exist a solution to the equation x4 + 7 − x3 sin x = 0? By Theorem 5. 731 331 831 631 6 < 0.4 Let φ : [a. Nevertheless. You see this taking place in the above picture where the line and the graph of the function cross. Therefore. Definition 5. You should draw a picture of the graph of a strictly increasing or decreasing function from the definition.3 A function. The intermediate value theorem says there is some point between a and b such that the value of the function at this point equals c. Also. f.4. Then φ is either strictly increasing or strictly decreasing. y c x a b You see in the picture there is a horizontal line.) Now if your function is continuous (having no jumps) and is one to one. given √ by f (x) = x4 + 7 − x3 sin x is continuous. it follows f (x) > f (y) . y = c and a continuous function which starts off less than c at the point a and ends up greater than c at point b.7. Lemma 5. The function is strictly decreasing if whenever x < y. It gives the existence of a certain point. (This is called the horizontal line test.7. It says something exists but it does not tell how to find it. 5π such that f (x) = 0. Then there exists x ∈ (a. Theorem 5. try to imagine how this could happen without it being either strictly increasing or decreasing and you will soon see this is highly believable and in fact. b) such that f (x) = c. √ Example 5. The x value at this point is the one whose existence is guaranteed by the theorem. It may seem this is obvious but without completeness the conclusion of the theorem cannot be drawn. the above picture makes this theorem very easy to believe. 2 This example illustrates the use of this major theorem very well. The proof of this lemma is in the last section of this chapter in case you are interested. f.7.94 FUNCTIONS The next theorem is called the intermediate value theorem and the following picture illustrates its conclusion. This lemma is not real easy to prove but it is one of those things which seems obvious. for it to fail would be incredible.1 and Problem 9 on Page 93 it follows √ easily that the function. To say a function is one to one is to say that every horizontal line intersects the graph of the function in no more than one point.1 Suppose f : [a.

· · ·.6 Let f : (a. · · · . Then there is no point which lies in all these intervals because no negative number can be in all the intervals and 1/k is smaller than a given positive number whenever k is large enough. c ∈ R which is an element of every Ik . Then f (a. Proof: Since Ik ⊇ Ik+1 . Separating the two halves. This is why there is a proof in the last section of this chapter. Separating the two halves you find an identical doll inside. 2 · · · . if k ≤ l. the concept of continuity is tied to a rigorous definition. Consequently. simply turn things on the side and switch x and y. Ik ⊇ Ik+1 .7. The fundamental question is whether there exists a point in all the intervals. · · · ak ≤ c = sup al : l = k. Then there exists a point. you find yet another identical doll inside. b] is continuous. To view the graph of the inverse function. c ≡ sup al : l = 1. d) → (a. You pick it up and notice it comes apart in the center. not to the drawing of pictures. It involves a sequence of intervals. bk ≥ bk+1 . 2. b) is an open interval.4) By the first inequality in (5. the first containing the second. this implies ak ≤ ak+1 . 1/k) . Now define al ≤ al ≤ bl ≤ bk . Lemma 5.7 Let Ik = ak . b) is continuous. bk is an upper bound to al : l = k.4) (5.5) is that from (5. (c.5. the second containing the third. The proof of this corollary is the same as the proof of the lemma.7. This corollary is not too surprising either. Of course. This is really quite a remarkable result and may not seem so obvious. If the original graph has no jumps in it.7. k + 1. b) → R be a one to one continuous function. 2. [c.3). The next corollary follows from the above. the third containing the fourth and so on. then f ([a. The nested interval lemma is like a matrushka doll except the process never stops. Consider the intervals Ik ≡ (0. Then you notice this inside doll also comes apart in the center. The problem here is that the endpoints of the intervals were not included contrary to the hypotheses of the above lemma in which all the intervals included the endpoints. PROPERTIES OF CONTINUOUS FUNCTIONS 95 Corollary 5.5 Let φ : (a. d] and f −1 : [c. if f : [a. it becomes possible to prove the following lemma which shows a function continuous on a closed interval in R is bounded. Also. In Russia there is a kind of doll called a matrushka doll. the reason for the last inequality in (5. . and (5. Corollary 5. This goes on quite a while until the final doll is in one piece. Then φ is either strictly increasing or strictly decreasing. If this went too fast. d] → [a. With the nested interval lemma. k + 1. Thus c ∈ Ik for every k and this proves the lemma.5) for each k = 1. bk and suppose that for all k = 1. Thus the only candidate for being in all the intervals is 0 and 0 has been left out of them all. b]) is a closed interval. b) → R be one to one and continuous. d) and f −1 : (c. neither will the new graph. it is at least as large as the least upper bound. b] → R is one to one and continuous.3) (5.4). · · · ≤ bk (5. Therefore.7.

m and M such that for all x ∈ [a. it follows that f must fail to be bounded on at 2 least one of these sets. x2 ∈ I such that for all x ∈ I. This contradiction proves the lemma. Then for every y ∈ Ik . Consequently.000001.7. then |f (c) − f (y)| < 1. |f (y)| ≤ |f (c)| + 1 which shows that f is bounded on Ik contrary to the way Ik was chosen. Since M is the least upper bound of f (I) there exist points. (5.4. Alternatively. f (x) = M. Example 5.8 f (I) has a least upper bound. Theorem 5. Then f is bounded. a+b 2 and a+b . x ∈ I such that (M − f (x)) is as small as desired. x1 .1. Now do to I1 what was done to I0 to obtain I2 ⊆ I1 and for any two points. c which is contained in each Ik . That is there exist numbers.7.6) holds for all such y. x.8 Let I = [a. If for −1 1 all x ∈ I. Let I1 be one of these on which f is not bounded. Then f achieves its maximum and its minimum on I. Then use what was just proved to conclude h achieves its maximum at some point. M. . The argument for the minimum is similar. Since f is not bounded on I0 . This proves the theorem. f is not bounded.96 FUNCTIONS Lemma 5. This means there exist. x. contrary to Lemma 5. m ≤ f (x) ≤ M. a. Proof: By completeness of R and Lemma 5. Ik such that Ik ⊇ Ik+1 and for any two points in Ik .7. Thus h (x1 ) ≥ h (x) for all x ∈ I and so M − f (x1 ) ≥ M − f (x) for all x ∈ I which implies f (x1 ) ≤ f (x) for all x ∈ I. then by Theorem 5. there exists a δ > 0 such that if |c − y| < δ. g (x) ≡ (M − f (x)) = M −f (x) is continuous on I. there must exist some x ∈ I such that f (x) = M. Clearly. y.7. 1) would have been bounded although in this case the boundedness of the function would not follow from the above lemma because it fails to include the right endpoint. y ∈ I2 |x − y| ≤ 2−1 b−a ≤ 2−2 (b − a) . the function. f (x1 ) ≤ f (x) ≤ f (x2 ) . 2 Continue in this way obtaining sets. x1 . b .10 Let I = [a. Does this violate the conclusion of the nested interval lemma? It does not because the end points of the interval involved are not in the interval. Therefore. 1) . g is not bounded above.7. b] and let f : I → R be continuous.there exists a point.8. |c − y| < δ and so (5. The next theorem is known as the max min theorem or extreme value theorem. Also. The same function defined on [. Consider the two sets. By the nested interval lemma. you could consider the function h (x) = M − f (x) . b] . This proves f achieves its maximum.6) Let k be so large that 2−k (b − a) < δ. Proof: Let I ≡ I0 and suppose f is not bounded on I0 .9 Let f (x) = 1/x for x ∈ (0. b] and let f : I → R be continuous. by continuity. |x − y| ≤ 2−k (b − a). But this implies that for all y ∈ Ik .

Definition 5. Hint: Try f (x) = x2 − 2. the rational numbers. then. 1) which does not achieve its maximum on (0. You supply the details.5. your calculator does not even know about 7 8. Let f (x) = x − 2 for x ∈ Q. Give an example of a discontinuous function defined on [0. f (x) = x7 − 8.8 Exercises 1. 5. x + r) . If everything is the same as the above. Give an example of a continuous function defined on (0. Give an example of a continuous function defined on (0. Do you believe in 7 8? That is. Show that even though f (0) < 0 and f (2) > 0. Hint: Look for discontinuous functions satisfying the horizontal line test. For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ. EXERCISES 97 5. 1) ∪ (1. All it can do is try to approximate it and what it gives you is this approximation. 1) which is bounded but which does not achieve either its maximum or its minimum. 3. Give an example of a continuous function defined on [0. √ 6. does there exist a number which multiplied by itself seven times yields 8? Before you jump to any conclusions. 4. negative at 0 but is not equal to zero for any value of x. then the notation is y→x+ lim f (y) = L. If you throw out all the irrational numbers. the number you get on your √ calculator is wrong. x + r) for some r > 0. Give an example of a function which is one to one but neither strictly increasing nor strictly decreasing. except y is required to be larger than x and f is only required to be defined on (x. √ 8. 1] which is bounded but does not achieve either its maximum or its minimum. there is no point in Q where f (x) = 0. . |L − f (y)| < ε. x) ∪ (x. In fact. Note that f is not necessarily defined at x. Why does it exist? Hint: Use the intermediate value theorem on the function. 5. It has been known since the time of Pythagoras that 2 is irrational. That is.9 Limits Of A Function A concept closely related to continuity is that of the limit of a function. 1) . Does this contradict the intermediate value theorem? Explain. show there exists a function which starts off less than zero and ends up larger than zero and yet there is no number where the function equals zero. √ 7. 2] which is positive at 2. Then y→x lim f (y) = L if and only if the following condition holds.9.1 Let f : D (f ) ⊆ R → R be a function where D (f ) ⊇ (x − r.8. 2. show that the conclusion of the intermediate value theorem could no longer be obtained.

x) and y is required to be less than x. f (x) is always wrong! It may be the case that f (x) is right but this is merely a happy coincidence when it occurs and as explained below in Theorem 5. You do not evaluate interesting limits by computing f (x)! In the above picture. then |f (y) − L| < ε. for such y.98 FUNCTIONS If f is only required to be defined on (x − r.7) lim f (x) = L if for every ε > 0 there exists l such that whenever x < l. The above theorem holds for any of the kinds of limits presented in the above definition. y→x− Limits are also taken as a variable “approaches” infinity.with the same conditions above. Note that the value of the function at the point x has nothing to do with the limit of the function in any of these cases. Proof: Let ε > 0 be given. The value of a function at x is irrelevant to the value of the limit at x! This must always be kept in mind. Theorem 5. limy→x f (y) = b. Another concept is that of a function having either ∞ or −∞ as a limit.2 If limy→x f (y) = L and limy→x f (y) = L1 . |f (y) − L1 | < ε. Since ε > 0 was arbitrary.7) holds. x→∞ lim f (x) = L if for every ε > 0 there exists l such that whenever x > l. then L = L1 .6. |L − L1 | ≤ |L − f (y)| + |f (y) − L1 | < ε + ε = 2ε. |f (x) − L| < ε and x→−∞ (5. (5. this is equivalent to f being continuous at x. c b a s c c c b s c x x In the left picture is shown the graph of a function. In this case.9. the limit of the function equals ∞ if the values of the function are ultimately larger than any given number. There exists δ > 0 such that if 0 < |y − x| < δ. The following pictures illustrate some of these definitions. the values of the function do not ever get close to their target because nothing can be close to ±∞. Therefore. we write lim f (y) = L. this shows L = L1 . In the second picture. Of course nothing is “close” to infinity and so this requires a slightly different definition.9. Note the value of the function at x equals c while limy→x+ f (y) = b and limy→x− f (y) = a. Roughly speaking. More precisely: .

In fact. there exists δ > 0 such that whenever |y − x| < δ. then limy→x f (x) = ∞ if for every number l. limx→∞ f (x) = ∞ if for all k. b ∈ R. It may seem there is a lot to memorize here. |g (y) − K| < . lim (af (y) + bg (y)) = aL + bK. .13) Now let 0 < δ 2 be such that for 0 < |x − y| < δ 2 . there exists l such that f (x) > k whenever x > l. 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (5. y→x lim (5. |f (y) − L| < ε ε .4 In this theorem. |f g (y) − LK| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] . (5. and so for such y. for 0 < |y − x| < δ1 . δ 2 ). The proof of (5.12) Then letting 0 < δ ≤ min (δ 1 . Next consider (5. this is not so because all the definitions are intuitive when you understand them.9.9).9. Then if a. Theorem 5. There exists δ 1 such that if 0 < |y − x| < δ 1 . LIMITS OF A FUNCTION 99 Definition 5.8) y→x y→x lim f g (y) = LK f (y) L = . limy→x denotes any of the limits described above.3 If f (x) ∈ R. it follows from (5. then y→x lim h ◦ f (y) = h (L) .10) Also. and the triangle inequality. then f (x) > l. Therefore. then |f (y) − L| < 1. If f (y) ≤ a all y of interest. Suppose limy→x f (y) = L and limy→x g (y) = K where K and L are real numbers in R. the symbol. (5.9. Let ε > 0 be given. Proof: The proof of (5. One sided limits and limits as the variable approaches −∞. |f g (y) − LK| ≤ |f g (y) − f (y) K| + |f (y) K − LK| ≤ |f (y)| |g (y) − K| + |K| |f (y) − L| .9). It is like a corresponding theorem for continuous functions. It is just like the theorem about the quotient of continuous functions being continuous provided the function in the denominator is non zero at the point of interest. Limits as x → ±∞ and one sided limits are handled similarly. |f (y)| < 1 + |L| . if h is a continuous function defined near L.8) is left for you. g (y) K (5. then L ≤ a and if f (y) ≥ a then L ≥ a.11) Suppose limy→x f (y) = L. Then by the triangle inequality.13) that |f g (y) − LK| < ε and this proves (5. (5. are defined similarly.9) and if K = 0.10) is left to you.5.

b] . There exists δ 1 such that if 0 < |x − a| < δ 1 . The same theorem holds for one sided limits and limits as the variable moves toward ±∞. A very useful theorem for finding limits is called the squeezing theorem. Then x→a lim h (x) = L. It is required to show that L ≤ a. it follows that for ε > 0 given. or [a. If L < h (x) . if 0 < |y−x| < δ. Compare the definition of continuous and the definition of the limit just given. |f (x) − L| < ε/2 and there exists δ 2 such that if 0 < |x − a| < δ 2 . f (y) ∈ (L − ε. Proof: If L ≥ h (x) .9. then |h (x) − L| ≤ |f (x) − L| + |g (x) − L| < ε/2 + ε/2 = ε. there exists η > 0 such that if |y−L| < η.6 For f : I → R. If this is not true. b). Letting 0 < δ ≤ min (δ 1 . and I is an interval of the form (a. then |g (x) − L| < ε/2. (a. b) . Assume f (y) ≤ a. . then f is continuous at x ∈ I if and only if limy→x f (y) = f (x) . |h (x) − L| ≤ |f (x) − L| + |g (x) − L| . Therefore.11). δ 2 ). then |h (y) − h (L)| < ε Now since limy→x f (y) = L. then |h (x) − L| ≤ |g (x) − L| . Theorem 5. then |h (x) − L| ≤ |f (x) − L| . It only remains to verify the last assertion.9. Therefore. Proof: You fill in the details. if 0 < |x − a| < δ. [a. there exists δ > 0 such that if 0 < |y−x| < δ. it follows that ultimately.100 FUNCTIONS Consider (5.5 Suppose limx→a f (x) = L = limx→a g (x) and for all x near a. Now let ε > 0 be given. |h (f (y)) − h (L)| < ε. Letting ε be small enough that a < L − ε. Since h is continuous near L. The proofs are left to you. They are minor modifications of the above. Theorem 5. f (x) ≤ h (x) ≤ g (x) . then L > a. L + ε) which requires f (y) > a contrary to assumption. for y close enough to x. b]. This proves the theorem. then |f (y) − L| < η.

5.9. LIMITS OF A FUNCTION Example 5.9.7 Find limx→3 Note that
x2 −9 x−3 x2 −9 x−3 .

101

= x + 3 whenever x = 3. Therefore, if 0 < |x − 3| < ε, x2 − 9 − 6 = |x + 3 − 6| = |x − 3| < ε. x−3

It follows from the definition that this limit equals 6. You should be careful to note that in the definition of limit, the variable never equals the thing it is getting close to. In this example, x is never equal to 3. This is very significant because, in interesting limits, the function whose limit is being taken will usually not be defined at the point of interest. x2 − 9 if x = 3. x−3 How should f be defined at x = 3 so that the resulting function will be continuous there? f (x) = In the previous example, the limit of this function equals 6. Therefore, by Theorem 5.9.6 it is necessary to define f (3) ≡ 6. Example 5.9.9 Find limx→∞
x 1+x .

Example 5.9.8 Let

x 1 Write 1+x = 1+(1/x) . Now it seems clear that limx→∞ 1 + (1/x) = 1 = 0. Therefore, Theorem 5.9.4 implies

x 1 1 = lim = = 1. 1 + x x→∞ 1 + (1/x) 1 √ √ Example 5.9.10 Show limx→a x = a whenever a ≥ 0. In the case that a = 0, take the limit from the right.
x→∞

lim

There are two cases. First consider the case when a > 0. Let ε > 0 be given. Multiply √ √ and divide by x + a. This yields √ x− √ a = √ x−a √ . x+ a

Now let 0 < δ 1 < a/2. Then if |x − a| < δ 1 , x > a/2 and so √ x− √ a = √ |x − a| x−a √ ≤ √ √ √ x+ a a/ 2 + a √ 2 2 ≤ √ |x − a| . a

Now let 0 < δ ≤ min δ 1 , ε√a . Then for 0 < |x − a| < δ, 2 2 √ x− √ √ √ √ 2 2ε a 2 2 √ = ε. a ≤ √ |x − a| < √ a a 2 2

Next consider the case where a = 0. In this case, let ε > 0 and let δ = ε2 . Then if √ 1/2 0 < x − 0 < δ = ε2 , it follows that 0 ≤ x < ε2 = ε.

102

FUNCTIONS

5.10

Exercises
(a) limx→0+
|x| x x limx→0+ |x| |x| x

1. Find the following limits if possible

(b)

(c) limx→0− (d) limx→4 (e) limx→3 (g) (h)

x2 −16 x+4 x2 −9 x+3

(f) limx→−2

x2 −4 x−2 x limx→∞ 1+x2 x limx→∞ −2 1+x2
1 (x+h)3 1 − x3

2. Find limh→0 3. Find

h

.

√ √ 4 x− limx→4 √x−22 . √ √ √ 5 3x+ 4 x+7 x √ . 3x+1 (x−3)20 (2x+1)30 . (2x2 +7)25

4. Find limx→∞ 5. Find limx→∞ 6. Find limx→2

x2 −4 x3 +3x2 −9x−2 .

7. Find limx→∞

1 − 7x + x2 −

1 + 7x + x2 .

8. Prove Theorem 5.9.2 for right, left and limits as y → ∞. √ √ 9. Prove from the definition that limx→a 3 x = 3 a for all a ∈ R. Hint: You might want to use the formula for the difference of two cubes, a3 − b3 = (a − b) a2 + ab + b2 . 10. Find limh→0
(x+h)2 −x2 . h

11. Prove Theorem 5.9.6 from the definitions of limit and continuity. 12. Find limh→0 13. Find limh→0
(x+h)3 −x3 h
1 1 x+h − x

h
3

+27 14. Find limx→−3 xx+3 √ (3+h)2 −3 15. Find limh→0 if it exists. h

√ (x+h)2 −x exists and find the limit. 16. Find the values of x for which limh→0 h √ √ 3 (x+h)− 3 x 17. Find limh→0 if it exists. Here x = 0. h

5.11. THE LIMIT OF A SEQUENCE

103

18. Suppose limy→x+ f (y) = L1 = L2 = limy→x− f (y) . Show limy→x f (x) does not exist. Hint: Roughly, the argument goes as follows: For |y1 − x| small and y1 > x, |f (y1 ) − L1 | is small. Also, for |y2 − x| small and y2 < x, |f (y2 ) − L2 | is small. However, if a limit existed, then f (y2 ) and f (y1 ) would both need to be close to some number and so both L1 and L2 would need to be close to some number. However, this is impossible because they are different. 19. Show limx→0 sin x = 1. Hint: You might consider Theorem 5.5.1 on Page 92 to write x the inequality |sin x| + 1 − cos x ≥ |x| ≥ |sin x| whenever |x| is small. Then divide both |x| sin2 x sides by |sin x| and use some trig. identities to write |sin x|(1+cos x) + 1 ≥ |sin x| ≥ 1 and then use squeezing theorem.

5.11

The Limit Of A Sequence

A closely related concept is the limit of a sequence. This was defined precisely a little before the definition of the limit by Bolzano4 . The following is the precise definition of what is meant by the limit of a sequence. Definition 5.11.1 A sequence {an }n=1 converges to a,
n→∞ ∞

lim an = a or an → a

if and only if for every ε > 0 there exists nε such that whenever n ≥ nε , |an − a| < ε. In words the definition says that given any measure of closeness, ε, the terms of the sequence are eventually all this close to a. Note the similarity with the concept of limit. Here, the word “eventually” refers to n being sufficiently large. Earlier, it referred to y being sufficiently close to x on one side or another or else x being sufficiently large in either the positive or negative directions. Theorem 5.11.2 If limn→∞ an = a and limn→∞ an = a1 then a1 = a. Proof: Suppose a1 = a. Then let 0 < ε < |a1 − a| /2 in the definition of the limit. It follows there exists nε such that if n ≥ nε , then |an − a| < ε and |an − a1 | < ε. Therefore, for such n, |a1 − a| ≤ |a1 − an | + |an − a| < ε + ε < |a1 − a| /2 + |a1 − a| /2 = |a1 − a| ,

a contradiction. Example 5.11.3 Let an = Then it seems clear that
n→∞ 1 n2 +1 .

lim

1 = 0. n2 + 1

4 Bernhard Bolzano lived from 1781 to 1848. He was a Catholic priest and held a position in philosophy at the University of Prague. He had strong views about the absurdity of war, educational reform, and the need for individual concience. His convictions got him in trouble with Emporer Franz I of Austria and when he refused to recant, was forced out of the university. He understood the need for absolute rigor in mathematics. He also did work on physics.

104 In fact, this is true from the definition. Let ε > 0 be given. Let nε ≥ √ n > nε ≥ ε−1 , it follows that n2 + 1 > ε−1 and so 0< n2 1 = an < ε.. +1 √

FUNCTIONS

ε−1 . Then if

Thus |an − 0| < ε whenever n is this large. Note the definition was of no use in finding a candidate for the limit. This had to be produced based on other considerations. The definition is for verifying beyond any doubt that something is the limit. It is also what must be referred to in establishing theorems which are good for finding limits. Example 5.11.4 Let an = n2 Then in this case limn→∞ an does not exist. Sometimes this situation is also referred to by saying limn→∞ an = ∞. Example 5.11.5 Let an = (−1) . In this case, limn→∞ (−1) does not exist. This follows from the definition. Let ε = 1/2. If there exists a limit, l, then eventually, for all n large enough, |an − l| < 1/2. However, |an − an+1 | = 2 and so, 2 = |an − an+1 | ≤ |an − l| + |l − an+1 | < 1/2 + 1/2 = 1 which cannot hold. Therefore, there can be no limit for this sequence. Theorem 5.11.6 Suppose {an } and {bn } are sequences and that
n→∞ n n

lim an = a and lim bn = b.
n→∞

Also suppose x and y are real numbers. Then
n→∞

lim xan + ybn = xa + yb
n→∞

(5.14) (5.15)

lim an bn = ab lim an a = . bn b

If b = 0,
n→∞

(5.16)

Proof: The first of these claims is left for you to do. To do the second, let ε > 0 be given and choose n1 such that if n ≥ n1 then |an − a| < 1. Then for such n, the triangle inequality implies |an bn − ab| ≤ |an bn − an b| + |an b − ab|

≤ |an | |bn − b| + |b| |an − a| ≤ (|a| + 1) |bn − b| + |b| |an − a| .

5.11. THE LIMIT OF A SEQUENCE Now let n2 be large enough that for n ≥ n2 , |bn − b| < ε ε , and |an − a| < . 2 (|a| + 1) 2 (|b| + 1)

105

Such a number exists because of the definition of limit. Therefore, let nε > max (n1 , n2 ) . For n ≥ nε , |an bn − ab| ≤ (|a| + 1) |bn − b| + |b| |an − a| ε ε < (|a| + 1) + |b| ≤ ε. 2 (|a| + 1) 2 (|b| + 1)

This proves (5.15). Next consider (5.16). Let ε > 0 be given and let n1 be so large that whenever n ≥ n1 , |bn − b| < Thus for such n, an a 2 an b − abn − = ≤ 2 [|an b − ab| + |ab − abn |] bn b bbn |b| ≤ 2 |a| 2 |an − a| + 2 |bn − b| . |b| |b| |b| . 2

Now choose n2 so large that if n ≥ n2 , then |an − a| < ε |b| ε |b| , and |bn − b| < . 4 4 (|a| + 1)
2

Letting nε > max (n1 , n2 ) , it follows that for n ≥ nε , an a − bn b ≤ < 2 |a| 2 |an − a| + 2 |bn − b| |b| |b| 2 ε |b| 2 |a| ε |b| + 2 < ε. |b| 4 |b| 4 (|a| + 1)
2

Another very useful theorem for finding limits is the squeezing theorem. Theorem 5.11.7 Suppose limn→∞ an = a = limn→∞ bn and an ≤ cn ≤ bn for all n large enough. Then limn→∞ cn = a. Proof: Let ε > 0 be given and let n1 be large enough that if n ≥ n1 , |an − a| < ε/2 and |bn − b| < ε/2. Then for such n, |cn − a| ≤ |an − a| + |bn − a| < ε. This proves the theorem. As an example, consider the following.

106 Example 5.11.8 Let cn ≡ (−1) and let bn =
1 n, n

FUNCTIONS

1 n

1 and an = − n . Then you may easily show that

n→∞

lim an = lim bn = 0.
n→∞

Since an ≤ cn ≤ bn , it follows limn→∞ cn = 0 also. Theorem 5.11.9 limn→∞ rn = 0. Whenever |r| < 1. Proof:If 0 < r < 1 if follows r−1 > 1. Why? Letting α = r= Therefore, by the binomial theorem, 0 < rn = 1 1 . n ≤ 1 + αn (1 + α)
n 1 r

− 1, it follows

1 . 1+α

Therefore, limn→∞ rn = 0 if 0 < r < 1. Now in general, if |r| < 1, |rn | = |r| → 0 by the first part. This proves the theorem. An important theorem is the one which states that if a sequence converges, so does every subsequence. You should review Definition 5.1.18 on Page 85 at this point. Theorem 5.11.10 Let {xn } be a sequence with limn→∞ xn = x and let {xnk } be a subsequence. Then limk→∞ xnk = x. Proof: Let ε > 0 be given. Then there exists nε such that if n > nε , then |xn − x| < ε. Suppose k > nε . Then nk ≥ k > nε and so |xnk − x| < ε showing limk→∞ xnk = x as claimed.

5.11.1

Sequences And Completeness

You recall the definition of completeness which stated that every nonempty set of real numbers which is bounded above has a least upper bound and that every nonempty set of real numbers which is bounded below has a greatest lower bound and this is a property of the real line known as the completeness axiom. Geometrically, this involved filling in the holes. There is another way of describing completeness in terms of sequences which I believe is more useful than the least upper bound and greatest lower bound property. Definition 5.11.11 {an } is a Cauchy sequence if for all ε > 0, there exists nε such that whenever n, m ≥ nε , |an − am | < ε. A sequence is Cauchy means the terms are “bunching up to each other” as m, n get large. Theorem 5.11.12 The set of terms in a Cauchy sequence in R is bounded above and below.

5.11. THE LIMIT OF A SEQUENCE

107

Proof: Let ε = 1 in the definition of a Cauchy sequence and let n > n1 . Then from the definition, |an − an1 | < 1. It follows that for all n > n1 , |an | < 1 + |an1 | . Therefore, for all n, |an | ≤ 1 + |an1 | +
k=1 n1

|ak | .

This proves the theorem. Theorem 5.11.13 If a sequence {an } in R converges, then the sequence is a Cauchy sequence. Proof: Let ε > 0 be given and suppose an → a. Then from the definition of convergence, there exists nε such that if n > nε , it follows that |an − a| < Therefore, if m, n ≥ nε + 1, it follows that |an − am | ≤ |an − a| + |a − am | < ε ε + =ε 2 2 ε 2

showing that, since ε > 0 is arbitrary, {an } is a Cauchy sequence. Definition 5.11.14 The sequence, {an } , is monotone increasing if for all n, an ≤ an+1 . The sequence is monotone decreasing if for all n, an ≥ an+1 . If someone says a sequence is monotone, it usually means monotone increasing. There exists different descriptions of the completeness axiom. If you like you can simply add the three new criteria in the following theorem to the list of things which you mean when you say R is complete and skip the proof. All versions of completeness involve the notion of filling in holes and they are really just different ways of expressing this idea. In practice, it is often more convenient to use the first of the three equivalent versions of completeness in the following theorem which states that every Cauchy sequence converges. In fact, this version of completeness, although it is equivalent to the completeness axiom for the real line, also makes sense in many situations where Definition 2.14.1 on Page 42 does not make sense. For example, the concept of completeness is often needed in settings where there is no order. This happens as soon as one does multivariable calculus. From now on completeness will mean any of the three conditions in the following theorem. It is the concept of completeness and the notion of limits which sets analysis apart from algebra. You will find that every existence theorem, a theorem which asserts the existence of something, in analysis depends on the assumption that some space is complete. Theorem 5.11.15 The following conditions are equivalent to completeness. 1. Every Cauchy sequence converges 2. Every monotone increasing sequence which is bounded above converges. 3. Every monotone decreasing sequence which is bounded below converges.

108

FUNCTIONS

Proof: Suppose every Cauchy sequence converges and let S be a non empty set which is bounded above. In what follows, sn ∈ S and bn will be an upper bound of S. If, in the process about to be described, sn = bn , this will have shown the existence of a least upper bound to S. Therefore, assume sn < bn for all n. Let b1 be an upper bound of S and let s1 be an element of S. Suppose s1 , · · ·, sn and b1 , · · ·, bn have been chosen such that sk ≤ sk+1 and bk ≥ bk+1 . Consider sn +bn , the point on R which is mid way between sn and bn . If this 2 point is an upper bound, let sn + bn bn+1 ≡ 2 and sn+1 = sn . If the point is not an upper bound, let sn+1 ∈ sn + b n , bn 2

and let bn+1 = bn . It follows this specifies an increasing sequence {sn } and a decreasing sequence {bn } such that 0 ≤ bn − sn ≤ 2−n (b1 − s1 ) . Now if n > m, 0 ≤ bm − bn = |bm − bn |
n−1 n−1 n−1

=
k=m

bk − bk+1 ≤
k=m

bk − sk ≤
k=m

2−k (b1 − s1 )

=

2

−m

−2 2−1

−n

(b1 − s1 ) ≤ 2−m+1 (b1 − s1 )

and limm→∞ 2−m = 0 by Theorem 5.11.9. Therefore, {bn } is a Cauchy sequence. Similarly, {sn } is a Cauchy sequence. Let l ≡ limn→∞ sn and let l1 ≡ limn→∞ bn . If n is large enough, |l − sn | < ε/3, |l1 − bn | < ε/3, and |bn − sn | < ε/3. Then |l − l1 | ≤ |l − sn | + |sn − bn | + |bn − l1 | < ε/3 + ε/3 + ε/3 = ε. Since ε > 0 is arbitrary, l = l1 . Why? Then l must be the least upper bound of S. It is an upper bound because if there were s > l where s ∈ S, then by the definition of limit, bn < s for some n, violating the assumption that each bn is an upper bound for S. On the other hand, if l0 < l , then for all n large enough, sn > l0 , which implies l0 is not an upper bound. This shows 1 implies completeness. First note that 2 and 3 are equivalent. Why? Suppose 2 and consequently 3. Then the same construction yields the two monotone sequences, one increasing and the other decreasing. The sequence {bn } is bounded below by sm for all m and the sequence {sn } is bounded above by bm for all m. Why? Therefore, the two sequences converge. The rest of the argument is the same as the above. Thus 2 and 3 imply completeness. Now suppose completeness and let {an } be an increasing sequence which is bounded above. Let a be the least upper bound of the set of points in the sequence. If ε > 0 is given, there exists nε such that a − ε < anε . Since {an } is a monotone sequence, it follows that whenever n > nε , a−ε < an ≤ a. This proves limn→∞ an = a and proves convergence. Since 3 is equivalent to 2, this is also established. If follows 3 and 2 are equivalent to completeness. It remains to show that completeness implies every Cauchy sequence converges.

5.11. THE LIMIT OF A SEQUENCE Suppose completeness and let {an } be a Cauchy sequence. Let inf {ak : k ≥ n} ≡ An , sup {ak : k ≥ n} ≡ Bn

109

Then An is an increasing sequence while Bn is a decreasing sequence and Bn ≥ An . Furthermore, lim Bn − An = 0.
n→∞

The details of these assertions are easy and are left to the reader. Also, {An } is bounded below by any lower bound for the original Cauchy sequence while {Bn } is bounded above by any upper bound for the original Cauchy sequence. By the equivalence of completeness with 3 and 2, it follows there exists a such that a = limn→∞ An = limn→∞ Bn . Since Bn ≥ an ≥ An , the squeezing theorem implies limn→∞ an = a and this proves the equivalence of these characterizations of completeness. Theorem 5.11.16 Let {an } be a monotone increasing sequence which is bounded above. Then limn→∞ an = sup {an : n ≥ 1} Proof: Let a = sup {an : n ≥ 1} and let ε > 0 be given. Then from Proposition 2.14.3 on Page 42 there exists m such that a − ε < am ≤ a. Since the sequence is increasing, it follows that for all n ≥ m, a − ε < an ≤ a. Thus a = limn→∞ an .

5.11.2

Decimals

You are all familiar with decimals. In the United States these are written in the form .a1 a2 a3 ··· where the ai are integers between 0 and 9.5 Thus .23417432 is a number written as a decimal. You also recall the meaning of such notation in the case of a terminating decimal. 2 3 4 For example, .234 is defined as 10 + 102 + 103 . Now what is meant by a nonterminating decimal? Definition 5.11.17 Let .a1 a2 · ·· be a decimal. Define
n

.a1 a2 · ·· ≡ lim

n→∞

k=1

ak . 10k

Proposition 5.11.18 The above definition makes sense.
ak Proof: Note the sequence k=1 10k n=1 is an increasing sequence. Therefore, if there exists an upper bound, it follows from Theorem 5.11.16 that this sequence converges and so the definition is well defined. n k=1 n ∞

ak ≤ 10k

n k=1

9 =9 10k

n k=1

1 . 10k

Now 9 10
n k=1

1 10k

n

=
k=1

1 1 − 10k 10

n k=1

1 = 10k

n k=1

1 − 10k

n+1 k=2

1 10k

=

1 1 − n+1 10 10

5 In France and Russia they use a comma instead of a period. This looks very strange but that is just the way they do it.

110 and so

FUNCTIONS

n k=1

1 10 ≤ k 10 9

1 1 − n+1 10 10

10 9

1 10

=

1 . 9

Therefore, since this holds for all n, it follows the above sequence is bounded above. It follows the limit exists.

5.11.3

Continuity And The Limit Of A Sequence

There is a very useful way of thinking of continuity in terms of limits of sequences found in the following theorem. In words, it says a function is continuous if it takes convergent sequences to convergent sequences whenever possible. Theorem 5.11.19 A function f : D (f ) → R is continuous at x ∈ D (f ) if and only if, whenever xn → x with xn ∈ D (f ) , it follows f (xn ) → f (x) . Proof: Suppose first that f is continuous at x and let xn → x. Let ε > 0 be given. By continuity, there exists δ > 0 such that if |y − x| < δ, then |f (x) − f (y)| < ε. However, there exists nδ such that if n ≥ nδ , then |xn − x| < δ and so for all n this large, |f (x) − f (xn )| < ε which shows f (xn ) → f (x) . Now suppose the condition about taking convergent sequences to convergent sequences holds at x. Suppose f fails to be continuous at x. Then there exists ε > 0 and xn ∈ D (f ) 1 such that |x − xn | < n , yet |f (x) − f (xn )| ≥ ε. But this is clearly a contradiction because, although xn → x, f (xn ) fails to converge to f (x) . It follows f must be continuous after all. This proves the theorem.

5.12

Exercises
n 3n+4 . 3n4 +7n+1000 . n4 +1 2n +7(5n ) 4n +2(5n ) .

1. Find limn→∞ 2. Find limn→∞ 3. Find limn→∞

1 4. Find limn→∞ n tan n . Hint: See Problem 19 on Page 103. 2 5. Find limn→∞ n sin n . Hint: See Problem 19 on Page 103.

6. Find limn→∞ 7. Find limn→∞ 8. Find limn→∞

9 n sin n . Hint: See Problem 19 on Page 103.

(n2 + 6n) − n. Hint: Multiply and divide by
n 1 k=1 10k . n k k=0 r .

(n2 + 6n) + n.

9. For |r| < 1, find limn→∞ recall Theorem 5.11.9.

Hint: First show

n k k=0 r

=

r n+1 r−1

1 r−1 .

Then

5.12. EXERCISES

111

10. Suppose x = .3434343434 where the bar over the last 34 signifies that this repeats forever. In elementary school you were probably given the following procedure for finding the number x as a quotient of integers. First multiply by 100 to get 100x = 34.34343434 and then subtract to get 99x = 34. From this you conclude that x = n 1 k 34/99. Fully justify this procedure. Hint: .34343434 = limn→∞ 34 k=1 100 now use Problem 9. 11. Suppose D (f ) = [0, 1] ∪ {9} and f (x) = x on [0, 1] while f (9) = 5. Is f continuous at the point, 9? Use whichever definition of continuity you like. 12. Suppose xn → x and xn ≤ c. Show that x ≤ c. Also show that if xn → x and xn ≥ c, then x ≥ c. Hint: If this is not true, argue that for all n large enough xn > c. 13. Let a ∈ [0, 1]. Show a = .a1 a2 a3 · ·· for a unique choice of integers, a1 , a2 , · · · if it is possible to do this. Otherwise, give an example. 14. Show every rational number between 0 and 1 has a decimal expansion which either repeats or terminates. 15. Consider the number whose decimal expansion is .010010001000010000010000001· · ·. Show this is an irrational number. Now using this, show that between any two integers there exists an irrational number. Next show that between any two numbers there exists an irrational number. 16. Using the binomial theorem prove that for all n ∈ N, 1 + Hint: Show first that
n n k 1 n n

1+

1 n+1

n+1

.

=
n

n·(n−1)···(n−k+1) . k!

By the binomial theorem,
k factors

1+

1 n

=
k=0

n k

1 n

k

n

=
k=0

n · (n − 1) · · · (n − k + 1) . k!nk

Now consider the term

binomial expansion for you replace n with n + 1 whereever this occurs. Argue the term got bigger and then note that in the binomial expansion for 1+
1 n+1 n+1

n·(n−1)···(n−k+1) and k!nk n+1 1 1 + n+1 except

note that a similar term occurs in the

, there are more terms.

17. Prove by induction that for all k ≥ 4, 2k ≤ k! 18. Use the Problems 21 and 16 to verify for all n ∈ N, 1 + 19. Prove limn→∞ 1 +
1 n n 1 n n

≤ 3.

exists and equals a number less than 3.
n

20. Using Problem 18, prove nn+1 ≥ (n + 1) for all integers, n ≥ 3. 21. Find limn→∞ n sin n if it exists. If it does not exist, explain why it does not. 22. Recall the axiom of completeness states that a set which is bounded above has a least upper bound and a set which is bounded below has a greatest lower bound. Show that a monotone decreasing sequence which is bounded below converges to its greatest lower bound. Hint: Let a denote the greatest lower bound and recall that because of this, it follows that for all ε > 0 there exist points of {an } in [a, a + ε] .

112
n

FUNCTIONS

1 23. Let An = k=2 k(k−1) for n ≥ 2. Show limn→∞ An exists. Hint: Show there exists an upper bound to the An as follows. n k=2

1 k (k − 1)

n

=
k=2

1 1 − k−1 k

=
n

1 1 1 − ≤ . 2 n−1 2

1 24. Let Hn = k=1 k2 for n ≥ 2. Show limn→∞ Hn exists. Hint: Use the above problem to obtain the existence of an upper bound.

25. Let a be a positive number and let x1 = b > 0 where b2 > a. Explain why there exists such a number, b. Now having defined xn , define xn+1 ≡ 1 xn + xa . Verify that 2 n {xn } is a decreasing sequence and that it satisfies x2 ≥ a for all n and is therefore, n bounded below. Explain why limn→∞ xn exists. If x is this limit, show that x2 = a. Explain how this shows that every positive real number has a square root. This is an example of a recursively defined sequence. Note this does not give a formula for xn , just a rule which tells us how to define xn+1 if xn is known.
9 26. Let a1 = 0 and suppose that an+1 = 9−an . Write a2 , a3 , a4 . Now prove that for all √ n, it follows that an ≤ 9 + 3 5 (By Problem 6 on Page 97 there is no problem with 2 2 the existence of various roots of positive numbers.) and so the sequence is bounded above. Next show that the sequence is increasing and so it converges. Find the limit of the sequence. Hint: You should prove these things by induction. Finally, to find 9 the limit, let n → ∞ in both sides and argue that the limit, a, must satisfy a = 9−a .

27. If x ∈ R, show there exists a sequence of rational numbers, {xn } such that xn → x and a sequence of irrational numbers, {xn } such that xn → x. Now consider the following function. 1 if x is rational f (x) = . 0 if x is irrational Show using the sequential version of continuity in Theorem 5.11.19 that f is discontinuous at every point. 28. If x ∈ R, show there exists a sequence of rational numbers, {xn } such that xn → x and a sequence of irrational numbers, {xn } such that xn → x. Now consider the following function. x if x is rational f (x) = . 0 if x is irrational Show using the sequential version of continuity in Theorem 5.11.19 that f is continuous at 0 and nowhere else. 29. The nested interval lemma and Theorem 5.11.19 can be used to give an easy proof of the intermediate value theorem. Suppose f (a) > 0 and f (b) < 0 for f a continuous function defined on [a, b] . The intermediate value theorem states that under these conditions, there exists x ∈ (a, b) such that f (x) = 0. Prove this theorem as follows: Let c = a+b and consider the intervals [a, c] and [c, b] . Show that on one of these 2 intervals, f is nonnegative at one end and nonpositive at the other. Now consider that interval, divide it in half as was done for the original interval and argue that on one of these smaller intervals, the function has different signs at the two endpoints. Continue in this way. Next apply the nested interval lemma to get x in all these intervals and

Now observe that en > 0 and use the binomial theorem to conclude 1 + nen + n(n−1) e2 ≤ n. . Furthermore. K ⊆ R is sequentially compact if whenever {an } ⊆ K is a sequence. b] is sequentially compact. there exists a δ depending only on ε such that if |x − y| < δ then |f (x) − f (y)| < ε. It is an amazing fact that under certain conditions continuity implies uniform continuity.) By the nested interval lemma there exists a point. Here is the definition. Show the following converge to 0. {ank } such that this subsequence converges to a point of K. The following theorem is part of the Heine Borel theorem. Consider the function f (x) = x for x ∈ (0. a+b and a+b . does it follow that limn→∞ |an | = |a|? Prove or else give a counter example. δ definition of continuity becomes very small as x gets close to 0. Hint: Let en ≡ n n − 1 so that (1 + en ) = n.13.01n 10n n! √ √ n 32. 1) . At least one of these intervals contains xn for infinitely many values of n. This n 2 nice approach to establishing this limit using only elementary algebra is in Rudin [14]. you can assume f (xn ) → f (x) and f (yn ) → f (x).1 Let f : D ⊆ R → R be a function.13. Proof: Let {xn } ⊆ [a. Consider the two intervals a. Continue this way obtaining a sequence of nested intervals I0 ⊇ I1 ⊇ I2 ⊇ I3 · ·· where the length of In is (b − a) /2n . etc.2 A set. b] ≡ I0 . n3 such that n3 > n2 and xn3 ∈ I3 . This proves the theorem. b each of 2 2 which has length (b − a) /2. by Theorem 5. Show this requires that f (x) = 0. Definition 5. 1) . the δ needed in the ε. 5. Definition 5. However. 31. The notion of uniform continuity involves being able to choose a single δ which works on the whole domain of f. b] . Theorem 5. [a. Then f is uniformly continuous if for every ε > 0. Prove limn→∞ n n = 1. there exists a subsequence. 30. Now do for I1 what was done for I0 . Call this interval I1 . This is a continuous function because.3 Every closed interval.13 Uniform Continuity There is a theorem about the integral of a continuous function which requires the notion of 1 uniform continuity. it is continuous at every point of (0.13. UNIFORM CONTINUITY 113 argue there exist sequences.13. If limn→∞ an = a.1. xn → x and yn → x such that f (xn ) < 0 and f (yn ) > 0. (This can be done because in each case the intervals contained xn for infinitely many values of n. Split it in half and let I2 be the interval which contains xn for infinitely many values of n. (a) (b) n5 1. n2 such that n2 > n1 and xn2 ∈ I2 . |xnk − c| < (b − a) 2−k and so limk→∞ xnk = c ∈ [a. Now pick n1 such that xn1 ∈ I1 .5. By continuity. for a given ε > 0.4. c contained in all these intervals. This is discussed in this section.

show that yn → z also. · · ·.13. 1/2.15 Theorems About Continuous Functions In this section. 1/3. |xn − yn | < 1 .13. and letting the exceptional pair of points for δ = 1/n be denoted by xn and yn . ( xnk is like a person walking toward a certain point and ynk is like a dog on a leash which is constantly getting shorter. You should give a precise proof of what is needed here. ynk → z also. xδ and yδ such that even though |xδ − yδ | < δ. the theorem must be true. |f (xn ) − f (yn )| ≥ ε. Theorem 5.1 The following assertions are valid . Show every Lipschitz function is uniformly continuous. 5. Proof: If this is not true.5 Suppose I is a closed interval. there exists ε > 0 such that for every δ > 0 there exists a pair of points. Therefore. Now nk ≥ k and so 1 |xnk − ynk | < . Consider f : (1.14 Exercises 1.13. k Consequently. I = [a. A function.15. K such that |f (x) − f (y)| ≤ K |x − y| for all x. b] and f : I → R is continuous. {xnk } such that xnk → z ∈ K. does it follow that |f | is also uniformly continuous? If |f | is uniformly continuous does it follow that f is uniformly continuous? Answer the same questions with “uniformly continuous” replaced with “continuous”. 2. 0 = |f (z) − f (z)| = lim |f (xnk ) − f (ynk )| ≥ ε. The following corollary follows from this theorem and Theorem 5. If f is uniformly continuous. If |xn − yn | → 0 and xn → z. |f (xδ ) − f (yδ )| ≥ ε.3.4 Let f : K → R be continuous where K is a sequentially compact set in R. Explain why. y ∈ D. ∞) → R given by f (x) = x . f : D ⊆ R → R is Lipschitz continuous or just Lipschitz for short if there exists a constant. 1 3. Then f is uniformly continuous on K. Corollary 5.) By continuity of f and Problem 12 on Page 111. k→∞ an obvious contradiction.114 FUNCTIONS Theorem 5. Then f is uniformly continuous. proofs of some theorems which have not been proved yet are given. 5. there exists a subsequence. n Now since K is sequentially compact. 4. Taking a succession of values for δ equal to 1. Obviously ynk must also move toward the point also. Show f is uniformly continuous even though the set on which f is defined is not sequentially compact.

it follows that |g (x) − g (y)| < 2(|a|+|b|+1) . δ 2 . Now let ε > 0 be given. Now consider 2. 4. in addition to this. By assumption. Proof: First consider 1. |f (y)| < 1 + |f (x)| . If and f and g are each real valued functions continuous at x. 3.) To obtain the second part. δ 2 ) . using the triangle inequality |af (x) + bf (x) − (ag (y) + bg (y))| ≤ |a| |f (x) − f (y)| + |b| |g (x) − g (y)| < |a| ε 2 (|a| + |b| + 1) + |b| ε 2 (|a| + |b| + 1) < ε. f (x) ∈ D (g) ⊆ R.) There exists δ 1 > 0 such that if |y − x| < δ 1 . then |g (x) − g (y)| < ε . for such y. This proves the first part of 2. then everything happens at once. af + bg is continuous at x when f . |g (x) − g (y)| < |g (x)| /2 . then |f (x) − f (y)| < Now let 0 < δ ≤ min (δ 1 . If |x − y| < δ.15. The function f : R → R. It follows that for such y. let δ 1 be as described above and let δ 0 > 0 be such that for |x−y| < δ 0 . THEOREMS ABOUT CONTINUOUS FUNCTIONS 115 1. 2. b ∈ R. 2 (1 + |g (x)| + |f (y)|) ε 2 (1 + |g (x)| + |f (y)|) and there exists δ 3 such that if |x−y| < δ 3 . and g is continuous at f (x) . The function. If f is continuous at x. it follows |f (x) − f (y)| < 2(|a|+|b|+1) and there exists ε δ 2 > 0 such that whenever |x − y| < δ 2 . there exist δ 1 > 0 ε such that whenever |x − y| < δ 1 . then f /g is continuous at x. g (x) = 0. There exists δ 2 such that if |x − y| < δ 2 . Therefore. then f g is continuous at x. all the above hold at once and so |f g (x) − f g (y)| ≤ (1 + |g (x)| + |f (y)|) [|g (x) − g (y)| + |f (x) − f (y)|] < (1 + |g (x)| + |f (y)|) ε ε + 2 (1 + |g (x)| + |f (y)|) 2 (1 + |g (x)| + |f (y)|) = ε. g are continuous at x ∈ D (f ) ∩ D (g) and a.5. If. Therefore. |f g (x) − f g (y)| ≤ |f (x) g (x) − g (x) f (y)| + |g (x) f (y) − f (y) g (y)| ≤ |g (x)| |f (x) − f (y)| + |f (y)| |g (x) − g (y)| ≤ (1 + |g (x)| + |f (y)|) [|g (x) − g (y)| + |f (x) − f (y)|] . given by f (x) = |x| is continuous. Then if |x−y| < δ. then |f (x) − f (y)| < 1. Then let 0 < δ ≤ min (δ 1 .then g ◦ f is continuous at x. δ 3 ) .) Let ε > 0 be given.

Either is it or it is not continuous. δ 1 ) .then g ◦ f is continuous at x. M + M 2 2 This completes the proof of the second part of 2. The problem is one which has a yes or a no answer. δ 1 . Then if |x−y| < min (δ 0 . f (x) f (y) f (x) g (y) − f (y) g (x) − = g (x) g (y) g (x) g (y) |f (x) g (y) − f (y) g (x)| ≤ 2 |g(x)| 2 FUNCTIONS = 2 |f (x) g (y) − f (y) g (x)| |g (x)| 2 ≤ ≤ ≤ ≤ 2 |g (x)| 2 |g (x)| 2 |g (x)| 2 2 [|f (x) g (y) − f (y) g (y) + f (y) g (y) − f (y) g (x)|] [|g (y)| |f (x) − f (y)| + |f (y)| |g (y) − g (x)|] 3 |g (x)| |f (x) − f (y)| + (1 + |f (x)|) |g (y) − g (x)| 2 2 2 2 (1 + 2 |f (x)| + 2 |g (x)|) [|f (x) − f (y)| + |g (y) − g (x)|] |g (x)| ≡ M [|f (x) − f (y)| + |g (y) − g (x)|] where M is defined by M≡ 2 |g (x)| 2 (1 + 2 |f (x)| + 2 |g (x)|) Now let δ 2 be such that if |x−y| < δ 2 . and |x−y| < δ.). Now consider 3. then |g (y) − g (x)| < ε −1 M .) Note that in these proofs no effort is made to find some sort of “best” δ. If f is continuous at x. δ 3 ) . and |g (y)| < 3 |g (x)| /2. − |g (x)| /2 ≤ |g (y)| − |g (x)| ≤ |g (x)| /2 which implies |g (y)| ≥ |g (x)| /2. Let ε > 0 be given.116 and so by the triangle inequality. δ 2 . everything holds and f (x) f (y) − ≤ M [|f (x) − f (y)| + |g (y) − g (x)|] g (x) g (y) ε −1 ε −1 = ε. Then there exists η > 0 such that if <M . 2 ε −1 M 2 Then if 0 < δ ≤ min (δ 0 . then |f (x) − f (y)| < and let δ 3 be such that if |x−y| < δ 3 . and g is continuous at f (x) . f (x) ∈ D (g) ⊆ Rp .

This proves part 3. (For the last step. Theorem 5. if f (d) ≤ c. From continuity of f at x. f (yn ) ≥ c. Pick the interval on which f has values which are at least as large as c and values no larger than c. Then if |x−y| < δ. b] → R is continuous and suppose f (a) < c < f (b) . d] . Proof: Let d = a+b and consider the intervals [a. y2 ∈ (a. b) such that (φ (y1 ) − φ (x1 )) (y1 − x1 ) > 0. b) . If f (d) ≥ c. b] f ≥ 0 at one end point and ≤ 0 at the other. f (x) − c = lim (f (xn ) − c) ≤ 0 n→∞ while f (x) − c = lim (f (yn ) − c) ≥ 0. (φ (y2 ) − φ (x2 )) (y2 − x2 ) < 0. Proof: First it is shown that φ is either strictly increasing or strictly decreasing on (a.5. x2 < y2 with x2 . then on [d. b] → R be a continuous function and suppose φ is 1 − 1 on (a.15. the triangle inequality implies |f (x) − f (y)| = ||x| − |y|| ≤ |x−y| < δ = ε. This proves part 4. Lemma 5. there exists δ > 0 such that if |x−z| < δ and z ∈ D (f ) . Then xt < yt for all t ∈ [0.). b] . x1 . then |f (z) − f (x)| < η.15. then on [a. Now consider that interval.) and completes the proof of the theorem. see Problem 12 on Page 111). yn be elements of this interval such that f (xn ) ≤ c. 1] because tx1 ≤ ty1 and (1 − t) x2 ≤ (1 − t) y2 . Continue in this way.2 Suppose f : [a. let xn . If for some other pair of points. then since φ is 1 − 1. On the other hand. y1 ∈ (a. Next here is a proof of the intermediate value theorem. b). Then φ is either strictly increasing or strictly decreasing on [a. Let xt ≡ tx1 + (1 − t) x2 and yt ≡ ty1 + (1 − t) y2 . d] and [d. In the nth interval. the function has values at least as large as c and values no larger than c. divide it in half as was done for the original interval and argue that on one of these smaller intervals. all the above hold and so |g (f (z)) − g (f (x))| < ε. Then if |x−z| < δ and z ∈ D (g ◦ f ) ⊆ D (f ) . THEOREMS ABOUT CONTINUOUS FUNCTIONS 117 |y−f (x)| < η and y ∈ D (g) . n→∞ Consequently f (x) = c and this proves the theorem. If φ is not strictly decreasing on (a. b). the above inequality does not hold.) To verify part 4. then there exists x1 < y1 . b) . b] . Then there exists x ∈ (a. Therefore. 2 the function is ≤ c at one end point and ≥ c at the other. b) such that f (x) = c.15. Now |xn − x| ≤ (b − a) 2−n and |yn − x| ≤ (b − a) 2−n and so xn → x and yn → x. let ε > 0 be given and let δ = ε. Next apply the nested interval lemma to get x in all these intervals.3 Let φ : [a. it follows that |g (y) − g (f (x))| < ε.

Then f (x) ∈ (f (x + η) . b) and φ (yt ) − φ (xt ) = 0 contradicting the assumption that φ is one to one. Why is f −1 is continuous at f (x)? Since f is decreasing. If x > a. d) . f (x − η)) . Now define h (t) ≡ (φ (yt ) − φ (xt )) (yt − xt ) . there exists t ∈ (0. b). b) . This proves the lemma. Suppose φ is strictly increasing on (a. Similarly φ (b) > φ (x) for all x ∈ (a. Now by continuity of φ at a. b) . φ (y) < φ (x) . It follows φ is either strictly increasing or strictly decreasing on (a. Then if |f (z) − f (x)| < δ. then y ≡ f −1 (f (y)) < x ≡ f −1 (f (x)) and so f −1 is also decreasing. This property of being either strictly increasing or strictly decreasing on (a. x + η) ⊆ (a. d) and f −1 : (c. it follows so z ≡ f −1 (f (z)) ∈ (x − η. both xt and yt are points of (a. 1) such that h (t) = 0. b). while h (1) > 0. b) is continuous.4 Let f : (a. Now let x ∈ (a. Let ε > η > 0 and (x − η. Let ε > 0 be given. b) . it follows that f (a. Corollary 5. x) and from the above. (c. b) is an open interval. b) . f (x − η) − f (x)) . Therefore. (c. .15. b) is an open interval. x + ε) f −1 (f (z)) − x = f −1 (f (z)) − f −1 (f (x)) < ε. Proof: Since f is either strictly increasing or strictly decreasing. φ (a) = lim φ (z) ≤ φ (y) < φ (x) . d) → (a. b] by the continuity of φ. φ (a) < φ (x) whenever x ∈ (a. The case where f is increasing is similar. x→a+ Therefore. Then f (a. if f (x) < f (y) . This proves the theorem in the case where f is strictly decreasing. Let δ = min (f (x) − f (x + η) . x + η) ⊆ (x − ε. b) → R be one to one and continuous. b) .118 FUNCTIONS with strict inequality holding for at least one of these inequalities since not both t and (1 − t) can equal zero. a similar argument holding for φ strictly decreasing on (a. b) carries over to [a. Since h is continuous and h (0) < 0. then pick y ∈ (a. Assume f is decreasing.

5)) /.5) 2 2 /h = 30 + 2 (. The notion just described of finding an instantaneous velocity has a geometrical application to finding the slope of a line tangent 119 . from −10 to 21. if considering the average velocity of the object on the interval [. the velocity at time . In general. [. If the object were moving in the negative direction.5 + h) + (.5 is defined as 31.1 Velocity Imagine an object which is moving along the real line in the positive direction and that at time t > 0. Thus the velocity at t = . For example. the object is at the point −10 kilometers and when t = 1.0001) − 30 (. The average velocity during this time is the distance traveled divided by the elapsed time. What number does this average get close to as h gets smaller and smaller? Clearly it gets close to 31 and for this reason.Derivatives 6.5.5) + h. 000 1 Of course.0001. you would expect to be even closer using a time interval of length . Thus at t = 0. the position of the object is r (t) = −10 + 30t + t2 where distance is measured in kilometers and t in hours. Thus in this case form the average velocity on the interval.5) − (.5 + . this average velocity would be pretty close to the thing which deserves to be called the instantaneous velocity at t = .0001 = 31. It is positive because the object is moving in the positive direction.5 + . consider a time interval of length h and then define the instantaneous velocity to be the number which all these average velocities get close to as h gets smaller and smaller.5.0001] . Thus the average velocity would be 21−(−10) = 31 1 kilometers per hour.01) + (.0001) − r (.5 + h] to get 30 (.5 would be close to (r (. It came out positive because the object moved in the positive direction along the real line.0001 = 30 (. the object is at 21 kilometers.5) + (. .000001 instead of just .5 + . it is reasonable to suppose that the magnitude of the average velocity of the object over a very small interval of time would be very close to the number that would appear on the speedometer.5 + h) − 30 (.5 hours.5 + . the number would be negative. Suppose it was desired to find something which deserves to be referred to as the instantaneous velocity when t = 1/2? If the object were a car.5) 2 2 /. .

is defined as the following limit whenever the limit exists. f (x + h) − f (x) ≡ f (x) h→0 h lim The function of h on the left is called the difference quotient. It is time to make this heuristic material much more precise. It is not necessary to have the function defined at the point in order to consider its limit. you see the slope of the line joining the two points (t0 . |h| > 0. DERIVATIVES r(t)     (t0 + h. then neither does f (x) .2. [t0 .1) y→x . This is why. If the limit does not exist.1 The derivative of a function.120 to a curve. r(t0 + h)) t0 + h       t 0 + h1 d d d d d d ¡ t0 d ¡ d ¡ ¡ ¡  ¡    ¡ ¡ ¡ ¡   ¡             t (t0 + h1 .2) (6. r (t0 + h)) is given by r (t0 + h) − r (t0 ) h which equals the average velocity on the time interval. t0 + h] . The distinction between the limit of a function and its value is very important and must be kept in mind. r(t0 + h1 )) (t0 + h. You can also see the effect of making h closer and closer to zero as illustrated by changing h to the smaller h1 in the picture. 6. y−x (6. Note that the difference quotient on the left of the equation is a function of h which is not defined at h = 0. Definition 6. r (t0 )) and (t0 + h. r(t0 )) In the above picture. in the definition of limit. r (t0 )) . f (x) . Also it is clear from setting y = x + h that f (x) = lim f (y) − f (x) .2 The Derivative The derivative of a function of one variable is a function given by the following definition. The slope of the resulting line segment appears to get closer and closer to what ought to be considered the slope of the line tangent to the curve at the point (t0 .

the triangle inequality implies |f (x + h) − f (x)| < |h| + |f (x)| |h| .2.2. The following picture describes the situation. h then for such h. then f is continuous at x. the pointy places don’t have derivatives. f (x + h) − f (x) − f (x) < 1. this lack of differentiability is manifested by there being a pointy place in the graph of y = |x| at x = 0.2. this shows that if |y − x| < δ. Geometrically. THE DERIVATIVE Theorem 6.4 Let f (x) = cx where c is a constant. See Problem 18 on Page 103. In short. Set up the difference quotient. Find f (x) . To see this.6. Example 6. Now letting δ < min δ 1 . h→0 lim f (x + h) − f (x) = lim 0 = 0 h→0 h Example 6. Proof: Suppose ε > 0 is given and choose δ 1 > 0 such that if |h| < δ 1 . Find f (x) . then |f (x + h) − f (x)| < ε. f (h) − f (0) h lim = lim =1 h→0+ h→0+ h h while f (h) − f (0) −h = lim = −1.2. 1+|fε (x)| it follows if |h| < δ. f (x + h) − f (x) c−c = =0 h h Therefore. . f is continuous at x f (x)exists f (x) = |x| As indicated in the above picture the function f (x) = |x| does not have a derivative at x = 0. h→0− h→0− h h lim Thus the two limits.2 If f (x) exists. It is very important to remember that just because f is continuous. |f (y) − f (x)| < ε 121 which proves f is continuous at x. one from the right and one from the left do not agree as they would have to do if the function had a derivative at x = 0. does not mean f has a derivative. Letting y = h + x.3 Let f (x) = c where c is a constant.

) Written with a slight abuse of notation.6 Let a.5) is referred to as the quotient rule.2.10) says (f (t) ) = pf (t) p p−1 f (t) . Find f (x) . h h h Therefore.4) is referred to as the product rule. b − c) and g (t) = f (t + c) . let gp (t) ≡ f (t) . h→0 h 2 x x+h+ x There are rules of derivatives which make finding the derivative very easy. b ∈ R and suppose f (t) and g (t) exist. f (x + h) − f (x) = h and so h→0 lim f (x + h) − f (x) 1 1 = lim √ √ = √ . If g (t) = 0.4) (6. Then letting g (t) ≡ f (ct) .122 Set up the difference quotient. . h→0 h Example 6. g (t) = cf (ct) . Then (gp ) (t) = pf (t) p−1 p (6.6) (6. f (x + h) − f (x) c (x + h) − cx ch = = = c. (6.10) (In the case where p < 0.5 Let f (x) = x for x > 0.7) (6.2. Then the following formulas are obtained. (6. assume f (t) = 0. Written with a slight abuse of notation. If f is differentiable at ct where c = 0. (6. h→0 DERIVATIVES lim √ f (x + h) − f (x) = lim c = c.9) f (t) . b) and if g (t) ≡ f (t + c) . √ x+h− x x+h−x √ = √ h h x+h+ x 1 =√ √ x+h+ x √ Set up the difference quotient. (f (t + c)) = f (t + c) For p an integer and f (t) exists. g g 2 (t) Formula (6.3) (f g) (t) = f (t) g (t) + f (t) g (t) . (6. Theorem 6.5) If f is differentiable on (a. then g is differentiable on (a − c. f f (t) g (t) − g (t) f (t) (t) = . an easy to remember version of (6. The formula. (f (ct)) = cf (ct) . (af + bg) (t) = af (t) + bg (t) .8) Written with a slight abuse of notation. (6.

If p = 0.10) in the case where p equals a nonnegative integer.6.4 that (6. Then h1 → 0 if and only if h → 0 and so taking the limit as h → 0 yields g (t) = cf (ct) as claimed. p then it holds for −p. (g (t + h) − g (t)) h−1 = h−1 (f (ct + ch) − f (ct)) f (ct + ch) − f (ct) ch f (ct + h1 ) − f (ct) =c h1 =c where h1 = ch. Then (gp+1 (t)) = f (t) gp (t) and so by the product rule.10) holds for p an integer.2 to conclude limh→0 f (t + h) = f (t) .2.9. g 2 (t) f (t) .4). THE DERIVATIVE Proof: The first formula is left for you to prove.6). Next consider the quotient rule. g−p (t) = gp (t) −1 p p p−1 −1 (t) = g (t) f (t) − g (t) f (t) .10) holds because g0 (t) = 1 and so by Example 6.8) are left as an exercise. Consider the second. h−1 = = f f (t + h) − (t) g g = f (t + h) g (t) − g (t + h) f (t) hg (t) g (t + h) f (t + h) (g (t) − g (t + h)) + g (t + h) (f (t + h) − f (t)) hg (t) g (t + h) −f (t + h) (g (t + h) − g (t)) g (t + h) (f (t + h) − f (t)) + g (t) g (t + h) h g (t) g (t + h) h and from Theorem 5. g0 (t) = 0 = 0 (f (t)) Next suppose (6. (6. If the formula holds for some integer. f g Now consider Formula (6.4) follows.7) and (6. Here is why. Formulas (6.9. it follows from Theorem 5.3. (6. gp+1 (t) = f (t) gp (t) + f (t) gp (t) = f (t) (f (t)) + f (t) pf (t) = (p + 1) f (t) f (t) . f g (t + h) − f g (t) f (t + h) g (t + h) − f (t + h) g (t) f (t + h) g (t) − f (t) g (t) = + h h h (g (t + h) − g (t)) (f (t + h) − f (t)) = f (t + h) + g (t) h h 123 Taking the limit as h → 0 and using Theorem 6.2.4 on Page 99.2. f (t) . First consider (6.

124 and so

DERIVATIVES

g−p (t + h) − g−p (t) = h

gp (t) − gp (t + h) h

1 gp (t) gp (t + h)
−2p

.

Taking the limit as h → 0 and using the formula for p, g−p (t) = −pf (t)
p−1

f (t) (f (t)) f (t) .

= −p (f (t)) This proves the theorem.

−p−1

Example 6.2.7 Let p (x) = 3 + 5x + 6x2 − 7x3 . Find p (x) . From the above theorem, and abusing the notation, p (x) = 3 + 5x + 6x2 − 7x3 = 3 + (5x) + 6x2 = 5 + 12x − 21x2 . Note the process is to take the exponent and multiply by the coefficient and then make the new exponent one less in each term of the polynomial in order to arrive at the answer. This is the general procedure for differentiating a polynomial as shown in the next example. Example 6.2.8 Let ak be a number for k = 0, 1, · · ·, n and let p (x) = p (x) . Use Theorem 6.2.6
n n n k=0

+ −7x3

= 0 + 5 + (6) (2) (x) (x) + (−7) (3) x2 (x)

ak xk . Find

p (x) =
k=0 n

ak xk

=
k=0

ak xk
n

=
k=0

ak kxk−1 (x) =
k=0

ak kxk−1
x2 +1 x3 .

Example 6.2.9 Find the derivative of the function f (x) = Use the quotient rule f (x) =

2x x3 − 3x2 x2 + 1 1 = − 4 x2 + 3 6 x x
4

Example 6.2.10 Let f (x) = x2 + 1

x3 . Find f (x) .

Use the product rule and (6.10). Abusing the notation for the sake of convenience, x2 + 1
4

x3

=

x2 + 1

4 3

x3 + x3

x2 + 1

4 4

= 4 x2 + 1

(2x) x3 + 3x2 x2 + 1
3

= 4x4 x2 + 1 Example 6.2.11 Let f (x) = x3 / x2 + 1
2

+ 3x2 x2 + 1

4

. Find f (x) .

6.3. EXERCISES WITH ANSWERS Use the quotient rule to obtain f (x) = 3x2 x2 + 1
2

125

− 2 x2 + 1 (2x) x3
4

(x2 + 1)

=

3x2 x2 + 1

2

− 4x4 x2 + 1
4

(x2 + 1)

Obviously, one could consider taking the derivative of the derivative and then the derivative of that and so forth. The main thing to consider about this is the notation. The second derivative is denoted with two primes. Example 6.2.12 Let f (x) = x3 + 2x2 + 1. Find f (x) and f (x) .

To find f (x) take the derivative of the derivative. Thus f (x) = 3x2 + 4x and so f (x) = 6x + 4. Then f (x) = 6. When high derivatives are taken, say the 5th derivative, it is customary to write f (5) (t) putting the number of derivatives in parentheses.

6.3

Exercises With Answers
x3 +6x+2 x2 +2 ,

1. For f (x) = Answer: − −x −12+4x (x2 +2)2
4

find f (x) .

2. For f (x) = 3x3 + 6x + 3 Answer: 9x2 + 6

3x2 + 3x + 9 , find f (x) .

3x2 + 3x + 9 + 3x3 + 6x + 3 (6x + 3) √ 3. For f (x) = 5x2 + 1, find f (x) from the definition of the derivative. Answer: √
5x (5x2 +1)

4. For f (x) = Answer: √ 3
4x (6x2 +1)
2

√ 3

6x2 + 1, find f (x) from the definition of the derivative.

5. For f (x) = (−5x + 2) , find f (x) from the definition of the derivative. Hint: You might use the formula bn − an = (b − a) bn−1 + bn−2 a + · · · + an−2 b + bn−1 Answer: −45 (−5x + 2)
8 2

9

6. Let f (x) = (x + 5) sin (1/ (x + 5)) + 6 (x − 2) (x + 5) for x = −5 and define f (−5) ≡ 0. Find f (−5) from the definition of the derivative if this is possible. Hint: Note that |sin (z)| ≤ 1 for any real value of z. Answer: −42

126

DERIVATIVES

6.4

Exercises

1. For f (x) = −3x7 + 4x5 + 2x3 + x2 − 5x, find f (3) (x) . 2. For f (x) = −x7 + x5 + x3 − 2x, find f (3) (x) . 3. For f (x) = − 3x −x−1 , find f (x) . 3x2 +1 4. For f (x) = −2x3 + x + 3 −2x2 + 3x − 1 , find f (x) . √ 5. For f (x) = 4x2 + 1, find f (x) from the definition of the derivative. √ 6. For f (x) = 3 3x2 + 1, find f (x) from the definition of the derivative. Hint: You might use √ 2 3 b3 − a3 = b2 + ab + a2 (b − a) for b = 3 (x + h) + 1 and a = 3 3x2 + 1. 7. For f (x) = (−3x + 5) , find f (x) from the definition of the derivative. Hint: You might use the formula bn − an = (b − a) bn−1 + bn−2 a + · · · + an−2 b + bn−1 8. Let f (x) = (x + 2) sin (1/ (x + 2)) + 6 (x − 5) (x + 2) for x = −2 and define f (−2) ≡ 0. Find f (−2) from the definition of the derivative if this is possible. Hint: Note that |sin (z)| ≤ 1 for any real value of z. 9. Let f (x) = (x + 5) sin (1/ (x + 5)) for x = −5 and define f (−5) ≡ 0. Show f (−5) does not exist. Hint: Verify that limh→0 sin (1/h) does not exist and then explain why this shows f (−5) does not exist.
2 5
3

6.5

Local Extrema

When you are on top of a hill, you are at a local maximum although there may be other hills higher than the one on which you are standing. Similarly, when you are at the bottom of a valley, you are at a local minimum even though there may be other valleys deeper than the one you are in. The word, “local” is applied to the situation because if you confine your attention only to points close to your location, you are indeed at either the top or the bottom. Definition 6.5.1 Let f : D (f ) → R where here D (f ) is only assumed to be some subset of R. Then x ∈ D (f ) is a local minimum (maximum) if there exists δ > 0 such that whenever y ∈ (x − δ, x + δ) ∩ D (f ), it follows f (y) ≥ (≤) f (x) . Derivatives can be used to locate local maximums and local minimums. Theorem 6.5.2 Suppose f : (a, b) → R and suppose x ∈ (a, b) is a local maximum or minimum. Then f (x) = 0. Proof: Suppose x is a local maximum. If h > 0 and is sufficiently small, then f (x + h) ≤ f (x) and so from Theorem 5.9.4 on Page 99, f (x) = lim Similarly,
h→0+

f (x + h) − f (x) ≤ 0. h

f (x + h) − f (x) ≥ 0. h→0− h The case when x is local minimum is similar. This proves the theorem. f (x) = lim

6.5. LOCAL EXTREMA

127

Definition 6.5.3 Points where the derivative of a function equals zero are called critical points. It is also customary to refer to points where the derivative of a function does not exist as a critical points. Example 6.5.4 It is desired to find two positive numbers whose sum equals 16 and whose product is to be a large as possible. The numbers are x and 16 − x and f (x) = x (16 − x) is to be made as large as possible. The value of x which will do this would be a local maximum so by Theorem 6.5.2 the procedure is to take the derivative of f and find values of x where it equals zero. Thus 16 − 2x = 0 and the only place this occurs is when x = 8. Therefore, the two numbers are 8 and 8. Example 6.5.5 A farmer wants to fence a rectangular piece of land next to a straight river. What are the dimensions of the largest rectangle if there are exactly 600 meters of fencing available. The two sides perpendicular to the river have length x and the third side has length y = (600 − 2x) . Thus the function to be maximized is f (x) = 2x (600 − x) = 1200x − 2x2 . Taking the derivative and setting it equal to zero gives f (x) = 1200 − 4x = 0 and so x = 300. Therefore, the desired dimensions are 300 × 600. Example 6.5.6 A rectangular playground is to be enclosed by a fence and divided in 5 pieces by 4 fences parallel to one side of the playground. 1704 feet of fencing is used. Find dimensions of the playground which will have the largest total area. Let x denote the length of one of these dividing fences and let y denote the length of the playground as shown in the following picture. y x

Thus 6x + 2y = 1704 so y =

1704−6x 2

and the function to maximize is = x (852 − 3x) .

f (x) = x

1704 − 6x 2

Therefore, to locate the value of x which will make f (x) as large as possible, take f (x) and set it equal to zero. 852 − 6x = 0 and so x = 142 feet and y = 1704−6×142 = 426 feet. 2 Revenue is defined to be the amount of money obtained in some transaction. Profit is defined as the revenue minus the costs. Example 6.5.7 Francine, the manager of Francine’s Fancy Shakes finds that at $4, demand for her milk shakes is 900 per day. For each $. 30 increase in price, the demand decreases by 50. Find the price and the quantity sold which maximizes revenue.

128

DERIVATIVES

Let x be the number of $. 30 increases. Then the total number sold is (900 − 50x) . The revenue is R (x) = (900 − 50x) (4 + . 3x) . Then to maximize it, R (x) = 70 − 30x = 0. The solution is x = 2. 33 and so the optimum price is at $4. 70 and the number sold will be 783. Example 6.5.8 Sam, the owner of Spider Sam’s Tarantulas and Creepy Critters finds he can sell 6 tarantulas every day at the regular price of $30 each. At his last spider celebration sale he reduced the price to $24 and was able to sell 12 tarantulas every day. He has to pay $.0 5 per day to exhibit a tarantula and his fixed costs are $30 per day, mainly to maintain the thousands of tarantulas he keeps on his tarantula breeding farm. What price should he charge to maximize his profit. He assumes the demand for tarantulas is a linear function of price. Thus if y is the number of tarantulas demanded at price x, it follows y = 36 − x. Therefore, the revenue for price x equals R (x) = (36 − x) x. Now you have to subtract off the costs to get the profit. Thus P (x) = (36 − x) x − (36 − x) (.05) − 30. It follows the profit is maximized when P (x) = 0 so −2.0x + 36. 05 = 0 which occurs when x =$18. 025. Thus Sam should charge about $18 per tarantula. Exercise 6.5.9 Lisa, the owner of Lisa’s gags and gadgets sells 500 whoopee cushions per year. It costs $. 25 per year to store a whoopee cushion. To order whoopee cushions it costs $8 plus $. 90 per cushion. How many times a year and in what lot size should whoopee cushions be ordered to minimize inventory costs? Let x be the times per year an order is sent for a lot size of 500 . If the demand is x constant, it is reasonable to suppose there are about 500 whoopee cushions which have to 2x be stored. Thus the cost to store whoopee cushions is 125.0 = .25 500 . Each time an order 2x 2x is made for a lot size of 500 it costs 8 + 450.0 = 8 + .9 500 and this is done x times a x x x year. Therefore, the total inventory cost is x 8 + 450.0 + 125.0 = C (x) . The problem is to x 2x minimize C (x) = x 8 + 450.0 + 125.0 . Taking the derivative yields x 2x 16x2 − 125 2x2 √ 500 and so the value of x which will minimize C (x) is 5 5 = 2. 79 · ·· and the lot size is 5 √5 = 4 4 178. .88. Of course you would round these numbers off. Order 179 whoopee cushions 3 times a year. C (x) =

6.6

Exercises With Answers
Answer:
2 3, 0

1. Find the x values of the critical points of the function f (x) = x2 − x3 .

2. Find the x values of the critical points of the function f (x) = Answer: 1

3x2 − 6x + 6.

6.6. EXERCISES WITH ANSWERS

129

3. Find the extreme points of the function, f (x) = 2x2 − 20x + 55 and tell whether the extreme point is a maximum or a minimum. Answer: The extremum is at x = 5. It is a maximum.
9 4. Find the extreme points of the function, f (x) = x + x and tell whether the extreme point is a local maximum or a local minimum or neither.

Answer: The extrema are at x = ±3. The one at 3 is a local minimum and the one at −3 is a local maximum. 5. A rectangular pasture is to be fenced off beside a river with no need of fencing along the river. If there is900 yards of fencing material, what are the dimensions of the largest possible pasture that can be enclosed? Answer: 225 × 45 6. A piece of property is to be fenced on the front and two sides. Fencing for the sides costs $3. 50 per foot and fencing for the front costs $5. 60 per foot. What are the dimensions of the largest such rectangular lot if the available money is $840.0? Answer: 60 × 75. 7. In a particular apartment complex of 120 units, it is found that all units remain occupied when the rent is $300 per month. For each $30 increase in the rent, one unit becomes vacant, on the average. Occupied units require $60 per month for maintenance, while vacant units require none. Fixed costs for the buildings are $30 000 per month. What rent should be charged for maximum profit and what is the maximum profit? Answer: Need to maximize f (x) = (300 + 30x) (120 − x) − 37 200 + 60x for x ∈ [0, 120] where x is the number of $30 increases in rent. $92 880 when the rent is $1980. 8. A picture is 5 feet high and the eye level of an observer is 2 feet below the bottom edge of the picture. How far from the picture should the observer stand if he wants to maximize the angle subtended by the picture? Answer: Let the angle subtended by the picture be θ and let α denote the angle between a horizontal line from the observer’s eye to the wall and the line between the observer’s eye and the base of the picture. Then letting x denote the distance between the wall and the observer’s eye, 7 = x tan (θ + α) = x x
x = 7 and so z = 5 14+x2 . It follows √ to zero, x = 14.
2 z+ x 2 1−z ( x )

tan θ+tan α 1−tan θ tan α

=x
2

2 tan θ+ x 2 1−tan θ ( x )

. The

problem is equivalent to maximizing tan θ so denote this by z and solve for it. Thus
dz dx 14−x = 5 (14+x2 )2 and setting this equal

130 9. Find the point on the curve, y = Answer: √ 3, 63 √ 81 − 6x which is closest to (0, 0) .

DERIVATIVES

10. A street is 200 feet long and there are two lights located at the ends of the street. One of the lights is 27 times as bright as the other. Assuming the brightness of light 8 from one of these street lights is proportional to the brightness of the light and the reciprocal of the square of the distance from the light, locate the darkest point on the street. Answer: 80 feet from one light and 120 feet from the other. 11. Two cities are located on the same side of a straight river. One city is at a distance of 3 miles from the river and the other city is at a distance of 8 miles from the river. The distance between the two points on the river which are closest to the respective cities is 40 miles. Find the location of a pumping station which is to pump water to the two cities which will minimize the length of pipe used. Answer: miles from the point on the river closest to the city which is at a distance of 3 miles from the river.
120 11

6.7

Exercises

1. If f (x) = 0, is it necessary that x is either a local minimum or local maximum? Hint: Consider f (x) = x3 . 2. Two positive numbers add to 32. Find the numbers if their product is to be as large as possible. 3. The product of two positive numbers equals 16. Find the numbers if their sum is to be as small as possible. 4. The product of two positive numbers equals 16. Find the numbers if twice the first plus three times the second is to be as small as possible. 5. Theodore, the owner of Theodore’s tarantulas finds he can sell 6 tarantulas at the regular price of $20 each. At his last spider celebration day sale he reduced the price to $14 and was able to sell 14 tarantulas. He has to pay $.0 5 per day to maintain a tarantula and his fixed costs are $30 per day. What price should he charge to maximize his profit. 6. Lisa, the owner of Lisa’s gags and gadgets sells 500 whoopee cushions per year. It costs $. 25 per year to store a whoopee cushion. To order whoopee cushions it costs $2 plus $. 25 per cushion. How many times a year and in what lot size should whoopee cushions be ordered to minimize inventory costs? 7. A continuous function, f defined on [a, b] is to be maximized. It was shown above in Theorem 6.5.2 that if the maximum value of f occurs at x ∈ (a, b) , and if f is differentiable there, then f (x) = 0. However, this theorem does not say anything about the case where the maximum of f occurs at either a or b. Describe how to find the point of [a, b] where f achieves its maximum. Does f have a maximum? Explain.

6.7. EXERCISES

131

8. Find the maximum and minimum values and the values of x where these are achieved √ for the function, f (x) = x + 25 − x2 . 9. A piece of wire of length L is to be cut in two pieces. One piece is bent into the shape of an equilateral triangle and the other piece is bent to form a square. How should the wire be cut to maximize the sum of the areas of the two shapes? How should the wire be bent to minimize the sum of the areas of the two shapes? Hint: Be sure to consider the case where all the wire is devoted to one of the shapes separately. This is a possible solution even though the derivative is not zero there. 10. A cylindrical can is to be constructed of material which costs 3 cents per square inch for the top and bottom and only 2 cents per square inch for the sides. The can needs to hold 90π cubic inches. Find the dimensions of the cheapest can. Hint: The volume of a cylinder is πr2 h where r is the radius of the base and h is the height. The area of the cylinder is 2πr2 + 2πrh. 11. A rectangular sheet of tin has dimensions 10 cm. by 20 cm. It is desired to make a topless box by cutting out squares from each corner of the rectangular sheet and then folding the rectangular tabs which remain. Find the volume of the largest box which can be made in this way. 12. Let f (x) = 1 x3 − x2 − 8x on the interval [−1, 10] . Find the point of [−1, 10] at which 3 f achieves its minimum. 13. A rectangular garden 200 square feet in area is to be fenced off against rabbits. Find the least possible length of fencing if one side of the garden is already protected by a barn. 14. A feed lot is to be enclosed by a fence and divided in 5 pieces by 4 fences parallel to one side. 1272 feet of fencing is used. Find dimensions of the feed lot which will have the largest total area. 15. Find the dimensions of the largest rectangle that can be inscribed in a semicircle of radius r where r = 8. 16. A smuggler wants to fit a small cylindrical vial inside a hollow rubber ball with a eight inch diameter. Find the volume of the largest vial that can fit inside the ball. The volume of a cylinder equals πr2 h where h is the height and r is the radius. 17. A function, f, is said to be odd if f (−x) = f (x) and a function is said to be even if f (−x) = f (x) . Show that if f is even, then f is odd and if f is odd, then f is even. Sketch the graph of a typical odd function and a typical even function. 18. Recall sin is an odd function and cos is an even function. Determine whether each of the trig functions is odd, even or neither. 19. Find the x values of the critical points of the function f (x) = 3x2 − 5x3 . √ 20. Find the x values of the critical points of the function f (x) = 3x2 − 6x + 8. 21. Find the extreme points of the function, f (x) = x + 25 and tell whether the extreme x point is a local maximum or a local minimum or neither. 22. A piece of property is to be fenced on the front and two sides. Fencing for the sides costs $3. 50 per foot and fencing for the front costs $5. 60 per foot. What are the dimensions of the largest such rectangular lot if the available money is $1400?

132

DERIVATIVES

23. In a particular apartment complex of 200 units, it is found that all units remain occupied when the rent is $400 per month. For each $40 increase in the rent, one unit becomes vacant, on the average. Occupied units require $80 per month for maintenance, while vacant units require none. Fixed costs for the buildings are $20 000 per month. What rent should be charged for maximum profit and what is the maximum profit? 24. A picture is 9 feet high and the eye level of an observer is 2 feet below the bottom edge of the picture. How far from the picture should the observer stand if he wants to maximize the angle subtended by the picture? √ 25. Find the point on the curve, y = 25 − 2x which is closest to (0, 0) . 26. A street is 200 feet long and there are two lights located at the ends of the street. One of the lights is 1 times as bright as the other. Assuming the brightness of light 8 from one of these street lights is proportional to the brightness of the light and the reciprocal of the square of the distance from the light, locate the darkest point on the street. 27. Two cities are located on the same side of a straight river. One city is at a distance of 3 miles from the river and the other city is at a distance of 8 miles from the river. The distance between the two points on the river which are closest to the respective cities is 40 miles. Find the location of a pumping station which is to pump water to the two cities which will minimize the length of pipe used.

6.8

Mean Value Theorem

The mean value theorem is one of the most important theorems about the derivative. The best versions of many other theorems depend on this fundamental result. The mean value theorem says that under suitable conditions, there exists a point in (a, b), x, such that f (x) equals the slope of the secant line, f (b) − f (a) . b−a The following picture is descriptive of this situation. ¨¨ ¨¨¨ ¨¨ ¨ ¨¨ ¨¨ ¨¨ ¨¨ ¨ a b This theorem is an existence theorem and like the other existence theorems in analysis, it depends on the completeness axiom. The following is known as Rolle’s1 theorem. Theorem 6.8.1 Suppose f : [a, b] → R is continuous, f (a) = f (b) ,
1 Rolle is remembered for Rolle’s theorem and not for anything else he did. Ironically, he did not like calculus.

6.8. MEAN VALUE THEOREM and f : (a, b) → R

133

has a derivative at every point of (a, b) . Then there exists x ∈ (a, b) such that f (x) = 0. Proof: Suppose first that f (x) = f (a) for all x ∈ [a, b] . Then any x ∈ (a, b) is a point such that f (x) = 0. If f is not constant, either there exists y ∈ (a, b) such that f (y) > f (a) or there exists y ∈ (a, b) such that f (y) < f (b) . In the first case, the maximum of f is achieved at some x ∈ (a, b) and in the second case, the minimum of f is achieved at some x ∈ (a, b). Either way, Theorem 6.5.2 on Page 126 implies f (x) = 0. This proves Rolle’s theorem. The next theorem is known as the Cauchy mean value theorem. Theorem 6.8.2 Suppose f, g are continuous on [a, b] and differentiable on (a, b) . Then there exists x ∈ (a, b) such that f (x) (g (b) − g (a)) = g (x) (f (b) − f (a)) . Proof: Let h (x) ≡ f (x) (g (b) − g (a)) − g (x) (f (b) − f (a)) . Then letting x = a and then letting x = b, a short computation shows h (a) = h (b) . Also, h is continuous on [a, b] and differentiable on (a, b) . Therefore Rolle’s theorem applies and there exists x ∈ (a, b) such that h (x) = f (x) (g (b) − g (a)) − g (x) (f (b) − f (a)) = 0. This proves the theorem. The usual mean value theorem, sometimes called the Lagrange mean value theorem, illustrated by the above picture is obtained by letting g (x) = x. Corollary 6.8.3 Let f be continuous on [a, b] and differentiable on (a, b) . Then there exists x ∈ (a, b) such that f (b) − f (a) = f (x) (b − a) . Corollary 6.8.4 Suppose f (x) = 0 for all x ∈ (a, b) where a ≥ −∞ and b ≤ ∞. Then f (x) = f (y) for all x, y ∈ (a, b) . Thus f is a constant. Proof: If this is not true, there exists x1 and x2 such that f (x1 ) = f (x2 ) . Then by the mean value theorem, f (x1 ) − f (x2 ) 0= = f (z) x1 − x2 for some z between x1 and x2 . This contradicts the hypothesis that f (x) = 0 for all x. This proves the theorem. Corollary 6.8.5 Suppose f (x) > 0 for all x ∈ (a, b) where a ≥ −∞ and b ≤ ∞. Then f is strictly increasing on (a, b) . That is, if x < y, then f (x) < f (y) . If f (x) ≥ 0, then f is increasing in the sense that whenever x < y it follows that f (x) ≤ f (y) . Proof: Let x < y. Then by the mean value theorem, there exists z ∈ (x, y) such that 0 < f (z) = f (y) − f (x) . y−x

Since y > x, it follows f (y) > f (x) as claimed. Replacing < by ≤ in the above equation and repeating the argument gives the second claim.

134

DERIVATIVES

Corollary 6.8.6 Suppose f (x) < 0 for all x ∈ (a, b) where a ≥ −∞ and b ≤ ∞. Then f is strictly decreasing on (a, b) . That is, if x < y, then f (x) > f (y) . If f (x) ≤ 0, then f is decreasing in the sense that for x < y, it follows that f (x) ≥ f (y) Proof: Let x < y. Then by the mean value theorem, there exists z ∈ (x, y) such that 0 > f (z) = f (y) − f (x) . y−x

Since y > x, it follows f (y) < f (x) as claimed. The second claim is similar except instead of a strict inequality in the above formula, you put ≥ .

6.9

Exercises

1. Sally drives her Saturn over the 110 mile toll road in exactly 1.3 hours. The speed limit on this toll road is 70 miles per hour and the fine for speeding is 10 dollars per mile per hour over the speed limit. How much should Sally pay? 2. Two cars are careening down a freeway weaving in and out of traffic. Car A passes car B and then car B passes car A as the driver makes obscene gestures. This infuriates the driver of car A who passes car B while firing his handgun at the driver of car B. Show there are at least two times when both cars have the same speed. Then show there exists at least one time when they have the same acceleration. The acceleration is the derivative of the velocity. 3. Show the cubic function, f (x) = 5x3 + 7x − 18 has only one real zero. 4. Suppose f (x) = x7 + |x| + x − 12. How many solutions are there to the equation, f (x) = 0? 5. Let f (x) = |x − 7| + (x − 7) − 2 on the interval [6, 8] . Then f (6) = 0 = f (8) . Does it follow from Rolle’s theorem that there exists c ∈ (6, 8) such that f (c) = 0? Explain your answer. 6. Suppose f and g are differentiable functions defined on R. Suppose also that it is known that |f (x)| > |g (x)| for all x and that |f (t)| > 0 for all t. Show that whenever x = y, it follows |f (x) − f (y)| > |g (x) − g (y)| . Hint: Use the Cauchy mean value theorem, Theorem 6.8.2. 7. Show that, like continuous functions, functions which are derivatives have the intermediate value property. This means that if f (a) < 0 < f (b) then there exists x ∈ (a, b) such that f (x) = 0. Hint: Argue the minimum value of f occurs at an interior point of [a, b] . 8. Consider the function f (x) ≡ 1 if x ≥ 0 . −1 if x < 0
2

Is it possible that this function could be the derivative of some function? Why?

6.10. CURVE SKETCHING

135

6.10

Curve Sketching

The theorems and corollaries given above can be used to aid in sketching the graphs of functions. The second derivative will also help in determining the shape of the function. Definition 6.10.1 A differentiable function, f , defined on an interval, (a, b) , is concave up if f is an increasing function. A differentiable function defined on an interval, (a, b) , is concave down if f is a decreasing function. From the geometric description of the derivative as the slope of a tangent line to the graph of the function, to say derivative is an increasing function means that as you move from left to right, the slopes of the lines tangent to the graph of f become larger. Thus the graph of the function is bent up in the shape of a smile. It may also help to think of it as a cave when you view it from above, hence the term concave up. If the derivative is decreasing, it follows that as you move from left to right the slopes of the lines tangent to the graph of f become smaller. Thus the graph of the function is bent down in the form of a frown. It is concave down because it is like a cave when viewed from beneath. The following theorem will give a convenient criterion in terms of the second derivative for finding whether a function is concave up or concave down. The term, concavity, is used to refer to this property. Thus you determine the concavity of a function when you find whether it is concave up or concave down. Theorem 6.10.2 Suppose f (x) > 0 for x ∈ (a, b) . Then f is concave up on (a, b) . Suppose f (x) < 0 on (a, b) . Then f is concave down. Proof: This follows immediately from Corollaries 6.8.6 and 6.8.5 applied to the first derivative. The following picture may help in remembering this.

In this picture, the plus signs and the smile on the left correspond to the second derivative being positive. The smile gives the way in which the graph of the function is bent. In the second face, the minus signs correspond to the second derivative being negative. The frown gives the way in which the graph of the function is bent. Example 6.10.3 Sketch the graph of the function, f (x) = x2 − 1
2

= x4 − 2x2 + 1

Take the derivative of this function, f (x) = 4x3 − 4x = 4x (x − 1) (x + 1) which equals zero at −1, 0, and 1. It is positive on (−1, 0) , and (1, ∞) and negative on (0, 1) and (−∞, −1) . Therefore, x = 0 corresponds to a local maximum and x = −1 and x = 1 correspond to local minimums. The second derivative is f (x) = 12x2 − 4 and this equals √ √ zero only at the points −1/ 3 and 1/ 3. The second derivative is positive on the intervals √ √ 1/ 3, ∞ and −∞, −1/ 3 so the function, f is smiling on these intervals. The second √ √ derivative is negative on the interval −1/ 3, 1/ 3 and so the original function is frowning on this interval. This describes in words the qualitative shape of the function. It only remains to draw a picture which incorporates this description. The following is such a sketch. It is not intended to be an accurate drawing made to scale, only to be a qualitative picture of what was just determined.

However the computer worked a lot harder. What do these graphs tell you about the case when the second derivative equals zero? 4. Keep in mind there are certain conventions which must be followed. Find intervals on which the function. Sketch the graph of the function. done by a computer algebra system. you should use a computer algebra system. There are also easy to use versions of Maple available which involve essentially pointing and clicking. In Maple. f (x) = x3 −3x+1 showing the intervals on which the function is concave up and down and identifying the intervals on which the function is increasing. Sketch a graph of the function. you also need to place an asterisk between quantities which are multiplied since otherwise it will not know you are multiplying and won’t work. 3. Sketch the graphs of y = x4 . f (x) = 1 − x2 is increasing and intervals on which it is concave up and concave down.136 DERIVATIVES −1 −1 √ 3 1 √ 3 1 A better graph of this function is the following. Both mathematica and Maple have good help menus. For example to write x raised to the second power you enter x ˆ2. y = x3 . √ 2. 1 -1 0 x 1 In general. An effective way to accomplish your graphing is to go to the help menu and copy and paste an example from this menu changing it as needed. Sketch the graph of f (x) = 1/ 1 + x2 showing the intervals on which the function is increasing or decreasing and the intervals on which the graph is concave up and . if you are interested in getting a nice graph of a function. You won’t learn any calculus from playing with a computer algebra system but you might have a lot of fun. 6. and y = −x4 .11 Exercises 1.

Find all inflection points for the function. 7. EXERCISES concave down. Sketch the graph of f (x) = x/ 1 + x2 showing the intervals on which the function is increasing or decreasing and the intervals on which the graph is concave up and concave down. Show that inflection points can be identified by looking at those points where the second derivative equals zero but that not every point where the second derivative equals zero is an inflection point.6. Hint: For the last part consider y = x3 and y = x4 . 137 5. . 6. Inflection points are points where the graph of a function changes from being concave up to concave down or from being concave down to being concave up. f (x) = x2 / 1 + x2 .11.

138 DERIVATIVES .

1).1 The Circular Functions The Trigonometric functions are also called the circular functions. tan. [13] and is based on arc length. it follows from Corollary 3. |sin x| sin x sin x 139 . There are several approaches to this lemma.1) (7. csc. [17] and Rose. To see it done in terms of areas of a circular sector. sin x =1 x→0 x 1 − cos x =0 lim x→0 x lim (7. The first thing to do is to give an important lemma. see Apostol. (7. However.1 The following limits hold.2) Proof: First consider (7.3) (cos(x). sin x + (1 − cos x) ≥ x ≥ sin x.5. cos. Lemma 7. sec.4 on Page 59 that for small positive x.Some Important Special Functions 7. or almost any other calculus book. sin(x))       ¨ ¨¨ ¨ % x (1 − cos(x))     Now divide by sin x to get 1+ 1 − cos x 1 − cos x x =1+ ≥ ≥ 1. sin. Thus this section will be on the functions.1. The proof given here is a modification of that found in Tierney. [2]. and cot. the book by Apostol has no loose ends in the presentation unlike most other books which use this approach. In the following picture.

sin (x + h) − sin x h→0 h lim sin (x) cos (h) + cos (x) sin (h) − sin x h→0 h (sin x) (cos (h) − 1) sin (h) = lim + cos x h→0 h h = cos x. = lim Finally.1.2 The derivatives of the trig.9. x→0 lim sin x = lim x→0 x 1 x sin x = 1. Alternatively. Theorem 7. Using Lemma 7. 1 − cos x lim = 0. from the limit theorems. from Theorem 5.1. The following theorem is now obvious and the proofs of the remaining parts are left for you. 1+ sin2 x |sin x| x =1+ ≥ ≥1 |sin x| (1 + cos x) (1 + cos x) sin x and so from the squeezing theorem. The derivative of cos can be found the same way.1 on Page 92 which says limx→0 sin (x) = 0. it is also true that 1+ 1 − cos x x ≥ ≥ 1. it follows that for all small values of x. x x (1 + cos x) x 1 + cos x Therefore. cos (x) = sin (x + π/2) and so cos (x) = sin (x + π/2) = cos (x + π/2) = cos x cos (π/2) − sin x sin (π/2) = − sin x. x→0 x This proves the Lemma.5 on Page 100. |sin x| sin x (Why?) From the trig. identities.1. x lim =1 x→0 sin x and consequently. sin (x) cos (x) tan (x) cot (x) sec (x) csc (x) = cos x = − sin x = sec2 (x) = − csc2 (x) = sec x tan x = − csc x cot x . and the limit theorems. Theorem 5. functions are as follows. 1 − cos x 1 − cos2 x sin x 1 = = sin x .140 SOME IMPORTANT SPECIAL FUNCTIONS For small negative values of x.5. it is easy to find the derivative of sin. With this.

. Find the derivative of the function. 5. EXERCISES 141 Here are some examples of extremum problems which involve the use of the trig. Letting θ be the angle between this rod and the outside wall for the hall having width 2. f (θ) = 2 cos3 θ − 5 sin θ + 5 sin θ cos2 θ =0 (cos2 θ) (−1 + cos2 θ) should be solved to get the angle where this length is as small as possible.3 Two hallways intersect at a right angle. Find the derivative of the function. 3 3 5 2 the minimum is obtained by substituting these values in to the equation for f (θ) yielding √ 2 √ 2 3 3 5 + 32 .2. 2. using the rules of differentiation. 3. The details are similar to the problem of 7. Therefore. √ √ 2 1 and 2 cos3 θ − 5 sin3 θ = 0 and so tan θ = 5 3 2 3 5 . One is 5 feet wide and the other is 2 feet wide. 3 3+ √ 3 √ 3 2 2 3 .7.2.1. Prove tan (x) = 1 + tan2 (x) . 4. What is the length of the shortest ladder which will lean against the top of the fence and touch the building? Let θ be the angle of the ladder with the ground. What is the length of the longest thin rod which can be carried horizontally from one hallway to the other? You must minimize the length of the rod which touches the inside corner of the two halls and extends to the outside walls. you see that √ 2 √ 2 √ 2 √ 2 ( 3 5) +( 3 2) ( 3 5) +( 3 2) √ √ at this value of θ. Prove all parts of Theorem 7. tan7 (4x) .2 Exercises 1. functions.1. you have sec θ = and csc θ = . Find and prove a formula for the derivative of sinm (x) for m an integer.4 A fence 9 feet high is 2 feet from a building. sin θ cos θ Then the final answer is the two hallways. Example 7. sin6 (5x) . Example 7. Then the length of this ladder making this angle with the ground and leaning on the top of the fence while touching the building is 9 2 f (θ) = + . Thus 2 cos3 θ − 5 sin θ + 5 sin θ cos2 θ = 0. Therefore. minimize length of rod f (θ) = 2 csc θ + 5 sec θ.1. Drawing a triangle.

b−1 = y x (7. For example. To make √ √ matters even worse. Two hallways intersect at a right angle.4) (7. How could you find φ? A √ B .5) 1 b These properties are called the rules of exponents. Then the following algebraic properties are obtained. 7. √A2 +B 2 A2 +B 2 7. 1/2 suppose b = −1 and x = 1/2. If m < 0. First find the number 21234567812345 and then · · ·? Can you find this number? It is just 1234567812345 1234567812345 too big. 000 000 000 001 123 as an approximate answer. Find the intervals where cos (3x) is increasing. The problem is not one of theory but 1234567812345 of practicality. The amplitude gives the height of the periodic function. Could you use this definition to find 2 1234567812344 ? Consider what you would do. Find the derivative of the function. However. There are no mathematical questions about the existence of this number.1 The Exponential And Log Functions The Rules Of Exponents As mentioned earlier. Write f (x) in the form A2 + B 2 and note that √ A2 A B cos ωx + √ sin ωx 2 2 + B2 +B A is a point on the unit circle. What is the length of the shortest ladder which will lean against the top of the fence and touch the building? Suppose f (x) = A cos ωx + B sin ωx.3 7.3. √ 12. Clearly something else must be going on. The number. It yields 2 1234567812344 = 2. bm means to multiply b by itself m times assuming m is a positive integer. In the case where b = 0 the symbol is undefined. Find all intervals where sin (2x) is concave down. 8. √ √ A2 + B 2 sin (ωx + φ) . φ such that f (x) = 11. . These are serious difficulties and must be dealt with. the meaning of bx is no longer clear. What exactly is meant by (−1) ? Even in the case where b > 0 there are difficulties. consider Problem 6 on Page 97. what would you do with 2 2 ? As mentioned earlier. Repeat Problem 11 but this time show f (x) = A2 + B 2 cos (ωx + φ) . Be sure you understand these properties for x and y integers. SOME IMPORTANT SPECIAL FUNCTIONS sec3 (2x) tan3 (3x) . Hint: Remember a point on the unit circle determines an angle. b0 ≡ 1 provided b = 0.142 6. 2 is irrational and so cannot be written as the quotient of two integers. When x and y are not integers. bx+y = bx by . (ab) = ax bx bxy = (bx ) .4) and (7. This is very important because it allows us to understand what is going on. A fence 5 feet high is 2 feet from a building. To see this.5) hold with this definition. 9. f. What is the length of the longest thin rod which can be carried horizontally from one hallway to the other? 10. m/n and b > 0 the symbol bm/n √ means n bm . 1 bm is defined as b−m . If x is a rational number. A2 + B 2 gives the “amplitude” and φ is called the “phase shift” while ω is called the “frequency”. One is 3 feet wide and the other is 4 feet wide. Show there exists an angle. That is its definition and it is a useful exercise for you to verify (7. a calculator can find 2 1234567812344 .

(7. ln (by ) = y ln b. ln (ab) = ln (a) + ln (b) . n are integers. Furthermore.1 one can easily find out all about bx .8) (7.7) (7.3. y ∈ R.3. do the laws of exponents continue to hold for all real values of x? The short answer is that they do and this is shown later but for now here is a wild assumption which glosses over these issues.1 for b > 0. 3x 8 6 (1/2)x 2x 4 2 –2 –1 0 1 x 2 These graphs suggest that if b < 1 the function. and for all y ∈ R.3. √ expb (m/n) = n bm whenever m.2 The Exponential Functions. the wild assumption will be completely justified. THE EXPONENTIAL AND LOG FUNCTIONS 143 7. Instead of writing expb (x) I will often write bx and I will also be somewhat sloppy and regard bx as the name of a function and not just as expb (x). a given function defined at x. Also.1 follows from the first part of this assumption. y = bx for various choices of b. I want it to be completely clear that the Wild Assumption is just that.1 For every b > 0 there exists a unique differentiable function expb (x) ≡ bx valid for all real values of x such that (7. the last claim in Wild Assumption 7. the function is increasing but just how was the calculator or computer able to draw those graphs? Also. A Wild Assumption Using your calculator or a computer you can obtain graphs of the functions. y = bx is decreasing while if b > 1.3. This is done to conform with usual usage. if b = 1 and h = 0. then expb (h) = bh = 1.3. Theorem 7. Then there exists a unique number.4) and (7. The following picture gives a few of these graphs.3. denoted by ln b for b > 0 satisfying expb (x) = ln b expb (x) . Based on Wild Assumption 7. No reason for believing in such an assumption has been given notwithstanding the pretty pictures drawn by the calculator. ln 1 = 0. Furthermore.5) both hold for all x. and bx > 0 for all x ∈ R. Wild Assumption 7. Later in the book.7.2 Let expb be defined in Wild Assumption 7.3. See Problem 1.6) .

8). x Next consider (7. Keeping y fixed. ∞) . h→0 2 − 1 h→0 2h − 1 ln 2 . From (6.10). Proof: First consider (7. This proves (7. ln (ab) = ln a + ln b as claimed. ln maps (0.6).2) and the continuity of 2x . ∞) onto (−∞. x Therefore. expb (x + h) − expb (x) h→0 h lim bx+h − bx h→0 h bh − 1 x = lim b . note ln a = ln ab−1 = ln (a) + ln b−1 = ln (a) − ln (b) . Therefore. using (6. Now by (7.3. Therefore.144 ln SOME IMPORTANT SPECIAL FUNCTIONS a = ln (a) − ln (b) b The function. Thus ln 1 = 0 as claimed.9) from this.8). consider the function x → bxy = (by ) .1 and this is denoted by ln b. b x x x x x It remains to verify (7.3. Next. h→0 h = lim −1 The expression. h 1x 1x = 1x+x = 12 x = 1x and so. x → ln x is one to one on (0.3.1. Also. limh→0 b h is assumed to exist thanks to Wild Assumption 7. dividing both sides by 1x . if b = 1 then bx = 1x for all x ∈ R. Then. 1x = 1 for all x ∈ R.10) The function. by the product rule and Wild Assumption 7. an operation justified by Wild Assumption 7. To obtain (7. exp1 (x) = 1 for all x and so exp1 (x) = ln 1 exp1 (x) = 0. x → ln x is differentiable and defined for all x > 0 and ln (x) = 1 .5).1. x (7. g (x) = y expb (xy) and so ln (by ) (by ) = y expb (xy) = y (ln b) (bxy ) = y (ln b) (by ) . ln (by ) (by ) = ((by ) ) = g (x) where g (x) ≡ bxy .6). ∞) .4) and (7.9) (7. To verify (7. ln (ab) (ab) x = ((ab) ) = (ax bx ) = (ax ) bx + ax (bx ) = (ln a) ax bx + (ln b) bx ax x = [ln a + ln b] (ab) . Now dividing both sides by (by ) verifies (7.7).7) on Page 122. ln (1) = lim ln 2h − ln 1 h ln 2 ln 2 = lim h = = 1.

expe (x) ≡ (ex ) = ln (e) ex ≡ ln (e) expe (x) = expe (x) showing that expe has the remarkable property that it equals its own derivative.12) that ln achieves values which are arbitrarily large and arbitrarily large in the negative direction. Now the first part of this lemma implies ln (x) = = ln y − ln x 1 ln = lim y→x y→x x y−x 1 1 ln (1) = . let y ∈ R.1 and the mean value theorem.3.11) 2 Also. e Since ln is one to one onto R.3 The Special Number. Therefore. (7.3.3. More precisely. it follows there exists a unique number.8. by the intermediate value theorem. 1) such that 0< 21 − 1 = ln (2) 2y 1 Since 2y > 0 it follows ln (2) > 0 and so x → 2x is strictly increasing.8. 2 2 1 n 2 By the intermediate value theorem. .3.4. This wonderful number is called Euler’s number and it can be shown to equal approximately 2.7. ln achieves all values. from (7. there exists t between x and y such that (1/t) (x − y) = ln x − ln y = 0. .12) ln 1 2 n ≤ −n n < y < < ln (2n ) . 2n such that ln x = y. e such that ln (e) = 1. Therefore.7) 0 = ln (2) + ln which shows that ln 1 2 1 2 ≥ 1 + ln 2 1 2 (7. there exists y ∈ (0. Then choose n large enough that n > y and − n < y. By Wild Assumption 7.8. ∞) onto (−∞. THE EXPONENTIAL AND LOG FUNCTIONS 145 ln 2 = 0 because if it were.12) 1 ≤− . there exists x ∈ proves the theorem.3 21 − 1 = ln (2) 2y ≤ ln (2) 21 1 and it follows that 1 ≤ ln 2.11) and (7. 718 3. Therefore. x x lim y x y x − ln 1 −1 It remains to verify ln is one to one. ∞) . Then 2 2 from (7. this would imply 2x is a constant function which it is not. Therefore. Corollary 6. Suppose ln x = ln y. It only remains to verify that ln maps (0. This 7.11) and (7. Then by the mean value theorem. then (2x ) = (ln 2) 2x = 0 and by Corollary 6. x = y and this shows ln is one to one as claimed. 2 It follows from (7. by Corollary 6.

3.4 For all b > 0 and b = 1 logb (x) ≡ ln x .3 Let f (x) = ln |x| for x = 0. it is possible to write logb |x| whenever x = 0. Proposition 7. This proposition shows this new function is logb you may have studied in high school. What is the derivative of this function? Corollary 7.14) holds.(7. Then for all x > 0. Suppose then that x < 0. bx and logb x is in the following proposition. ln is only defined on positive numbers. (ln |x|) = (ln (−x)) = (ln ((−1) x)) 1 1 = (−1) = .7) on Page 122. What is the derivative of these functions? .9) all hold with ln replaced with logb . ln blogb x = logb x ln b = ln x and so. it follows (7. Formula (7. blogb x = x. it is possible to write ln |x| whenever x = 0.15).3. However. x Proof: If x > 0 the formula is just (7. ln b (7.14) and this verifies (7.5 Let b > 0 and b = 1.8). logb (x) = Proof: Formula (7. Then ln |x| = ln (−x) so by (6. since ln is one to one. ln b x (7. The fundamental relationship between the exponential function. 7.3.10).16) is obvious from (7.15) (7. Then f (x) = 1 .13). logb by ≡ ln (by ) y ln b = =y ln b ln b 1 1 . The functions.3. logb by = y.3. logb are only defined on positive numbers.146 SOME IMPORTANT SPECIAL FUNCTIONS 7. Also.14) follows from (7. and for all y ∈ R.4 The Function ln |x| The function. However.13) Notice this definition implies (7.16) (7. Definition 7. −x x This proves the corollary.5 Logarithm Functions Next a new function called logb will be defined.7) .

7 Using properties of logarithms. it follows loge (x) = ln x. log3 1 x 9 = log3 1 9 + log3 (x) 1 9x (logb (−x)) = (logb ((−1) x)) 1 1 (−1) = . Suppose then that x < 0. ln 3 Example 7. Then f (x) = 1 . only one solution was possible. Therefore. x = 1+ 2(81) = 162 + quadratic formula. show that if b = 1. Simplify (a) log4 (16x) . Prove the last part of the Wild Assumption follows from the first part of this assumption.6 Let f (x) = logb |x| for x = 0. Then solving this for x yields ln 5+2 x = ln 5−2 ln 3 . −x ln b x ln b . simplify the expression.9). From the given equation.4. loge (x) ≡ Recall that 7.7) . log3 From (7. solve 5x−1 = 32x+2 .16). Example 7.7) on Page 122.10 Compare ln (x) and loge (x) ln x . Example 7. then expb (h) = 1 if h = 0 follows from the first part. Then logb |x| = logb (−x) so by (6. ln e Since ln e = 1 from the definition of e.9 Solve log3 (x) + 2 = log9 (x + 3) . That is.3.4 Exercises 1. 2.3.3. show bx = 1 for all x ∈ R. Hint: If bh = 1 for h = 0.3.3. (ln b) x 147 Proof: If x > 0 the formula is just (7. These logarithms are called natural logarithms. Take ln of both sides. (b) log3 27x3 .8 Using properties of logarithms. In the use of the Example 7. Thus (x − 1) ln 5 = (2x + 2) ln 3. 3log3 (x)+2 = 3log9 (x+3) = 9 2 (log9 (x+3)) = 9log9 √ √ 1+12×81 1 and so 9x = x + 3. EXERCISES Corollary 7. (logb |x|) = = This proves the corollary.7. (Why?) 1 √ (x+3) 1 162 √ 973.(7. = log3 3−2 + log3 (x) = −2 + log3 (x) .

1 64 x .8) that it assumes values which are large and negative and values which are large and positive. Solve log4 (x) + 3 = log2 (x + 8) . Hint: Use the mean value theorem. 14. Suppose f is any function defined on the positive real numbers and f (x) = g (x) where g is an odd function. 9. 7. . 12. Show that f (x) ≥ f (a) for all x ≥ a. Show there can be no more than one such function. The Wild Assumption gave the existence of a function. Using properties of logarithms and exponentials. Hint: Recall the rational numbers were dense in R and so one can obtain a rational number arbitrarily close to a given real number. Explain why the function 6x (1 − x ln 6) is never larger than 1.) Show (f (|x|)) = g (x) . x 15. Exploit this and the assumed continuity of expb to obtain uniqueness. solve 3 + ln (−3x) = 4 + ln 3x2 .148 SOME IMPORTANT SPECIAL FUNCTIONS (c) (logb a) (loga b) for a. Then use the intermediate value theorem to fill in the gaps. Hint: You know it is differentiable so it is continuous (Why?). 10. Using properties of logarithms. Using properties of logarithms. bx is concave up and logb (x) is concave down. Prove the function. 13. (g (−x) = −g (x) . solve 4x−1 = 32x+2 . 3. 4. simplify the expression. Let e be defined in Problem ?? and suppose e < x < y. bx satisfying certain properties. Hint: Consider f (x) = 6x (1 − x ln 6) and find its maximum value. Solve log2 (x) + 3 = log2 (3x + 8) . ∞) → R is onto. Hint: Use Problem 13 and at some point consider the function h (x) = ln x . Now show from (7. Find a relationship between xy and y x . b positive real numbers not equal to 1. 6. log4 8. 5. Solve the equation 52x+9 = 7x in terms of logarithms. Prove that logb : (0. Let f be a differentiable function and suppose f (a) ≥ 0 and that f (x) ≥ 0 for x ≥ a. 11.

Find f (x) . h h Note that limh→0 H (h) = g (f (x)) due to Theorems 5. g (f (x)) if f (x + h) − f (x) = 0 g(f (x+h))−g(f (x)) f (x+h)−f (x) lim g (f (x + h)) − g (f (x)) = g (f (x)) f (x) . b) → (c. Now it is time to consider the theorem in full generality. g (f (x + h)) − g (f (x)) f (x + h) − f (x) = H (h) . Then (g ◦ f ) (x) exists and (g ◦ f ) (x) = g (f (x)) f (x) .1. ln (x4 + 1) x4 + 1 149 .Properties And Applications Of Derivatives 8. From the chain rule.2 Let f (x) = ln ln x4 + 1 . Therefore.9. Special cases of it are in Theorem 6.6.2. d) and g : (c.6 on Page 100 and 6. Example 8. Theorem 8. f (x) = ln ln x4 + 1 ln x4 + 1 1 1 = x4 ln (x4 + 1) x4 + 1 1 1 = 4x3 .1 Suppose f : (a.4. h→0 if f (x + h) − f (x) = 0 .1 The Chain Rule And Derivatives Of Inverse Functions The Chain Rule The chain rule is one of the most important of differentiation rules. Also suppose that f (x) exists and that g (f (x)) exists.9.2 on Page 121. taking the limit and using Theorem 5.1. h This proves the chain rule. d) → R.2.1. Proof: Define H (h) ≡ Then for h = 0.1 8.

the equation relating x and y actually does define y as a differentiable function of x near points where it makes sense to formally solve for y as just done. b] → R be a continuous function.1. you might have x2 + y 2 = 4. y = 4 − x2 . Near the point. This relation defines y as a function of x near a given point such as (0. Example 8. Thus f (x) = 3 (2 + ln |x|) (2 + ln |x|) 3 2 = (2 + ln |x|) . Near the point. y Now you can solve for y and obtain y = − 3y2y−3x y. then you can differentiate both sides with respect to x and write. x = 4 − y 2 . The interested reader should consult the book by Rudin. x 2 8. Recall that f −1 is defined according to the formula f −1 (f (x)) = x. f −1 has a derivative at the point f (x) . 3y 2 y + 2xy + 2y = 3x2 + 2 y .150 PROPERTIES AND APPLICATIONS OF DERIVATIVES 3 Example 8. [a. This illustrates the technique of implicit differentiation. It turns out that for problems like this. 1) . Here is an example in which.2 Implicit Differentiation And Derivatives Of Inverse Functions Sometimes a function is not given explicitly in terms of a formula.4 Suppose y is a differentiable function of x and y 3 + 2yx = x3 + 7 + ln |y| . x→b− x−a x−b x→a+ . Define f (a) ≡ lim f (x) − f (a) f (x) − f (b) . (0. For example.1. even though it is impossible to find y (x) you can still find the derivative of y. [14] for this and generalizations of all the hard theorems given in this book. Use the chain rule again. Definition 8. They are some of the most profound theorems in mathematics and are topics for advanced calculus. The theorems which give this justification are called the implicit and inverse function theorems. 3 +2xy−1 Of course there are significant mathematical considerations which are being ignored when it is assumed y is a differentiable function of x.1. Find y (x) . and f (x) exists and is non zero then the inverse function. using the chain rule and product rule. b] . 0) . One case is of special interest in which y = f (x) and it is desired to find dx or in other words. Thus near (1.3 Let f (x) = (2 + ln |x|) . If you believe y is some differentiable function of x.1. 0) . the derivative of the inverse function. you can’t use algebra to solve for one of the variables in terms of the others even if the relation defines that variable as a function of the others. The procedure by which this is accomplished is nothing more than the chain rule and other rules of differentiation. dy It happens that if f is a differentiable one to one function defined on an interval. you have y = − 4 − x2 . f (b) ≡ lim . √ √ Near this point. Find f (x) .5 Let f : [a. This was a simple example but in general. (1. you can’t solve for y in terms of x but you can solve for x in terms of y. −1) .

6 Let f : [a. then 0 < |x1 − x| = f −1 (f (x1 )) − f −1 (f (x)) < δ where δ is small enough that for 0 < |x1 − x| < δ. b] and f (x1 ) = 0. The notation x → b− is defined similarly. and Corollary 5. Now use the chain rule on both sides to write f −1 (f (x)) f (x) = 1. f −1 (y) − f −1 (f (x1 )) 1 = y − f (x1 ) f (x1 ) y→f (x1 ) lim and this proves the theorem. b) → R be continuous and one to one.1. b) and f (x1 ) = 0.8. f (x) − f (x1 ) f (x1 ) It follows that if 0 < |f (x1 ) − f (x)| < η. The following obvious corollary comes from the above by not bothering with end points.7 Let f : (a. 1 f −1 (f (x1 )) = f (x1 ) .1. x − x1 1 − < ε. Corollary 8. Suppose f (x1 ) exists for some x1 ∈ [a. b] → R be continuous and one to one. this definition includes the derivative of f at the endpoints of the interval and to save notation. Theorem 8. 1 f −1 (f (x1 )) = f (x1 ) .4. This is one of those theorems which is very easy to remember if you neglect the difficult questions and simply focus on formal manipulations. f (x) Of course this gives the conclusion of the above theorem rather effortlessly and it is formal manipulations like this which aid many of us in remembering formulas such as the one given in the theorem. Consider the following. 1 1 f −1 (f (x)) − f −1 (f (x1 )) x − x1 − − = <ε f (x) − f (x1 ) f (x1 ) f (x) − f (x1 ) f (x1 ) Therefore. Therefore there exists η > 0 such that if 0 < |f (x1 ) − f (x)| < η.1. Thus. THE CHAIN RULE AND DERIVATIVES OF INVERSE FUNCTIONS 151 Recall the notation x → a+ means that only x > a are considered in the definition of limit.7.7. Proof: By Lemma 5. Suppose f (x1 ) exists for some x1 ∈ (a. and then divide both sides by f (x) to obtain f −1 (f (x)) = 1 . f (x1 ) ≡ lim x→x1 f (x) − f (x1 ) x − x1 where it is understood that x is always in [a. f −1 (f (x)) = x. . Then f −1 (f (x1 )) exists and is given by the formula. Then f −1 (f (x1 )) exists and is given by the formula. since ε > 0 is arbitrary.6 on Page 95 f is either strictly increasing or strictly decreasing and f −1 is continuous. b] .

Suppose y = g (u) and u = f (x) . Find f −1 (0) .152 PROPERTIES AND APPLICATIONS OF DERIVATIVES Example 8. 7 1 + x4 + ln (1 + x2 ).9 Suppose f (a) = 0 and f (x) = The function. You need something more. I have no idea how to find a formula for f −1 but I do see that f (a) = 0 and so f −1 (0) = f −1 (f (a)) = 1 = f (a) 1 1 + a4 + ln (1 + a2 ) . 8. Show that f has an inverse and find f −1 (7) . To do this. In each of the following. As in the last example.1. Thus y = g ◦ f (x) . f is one to one because it is strictly increasing due to the fact that its derivative is positive for all x. this function is strictly increasing on R and so it has an inverse function although I have no idea how to find an explicit formula for this inverse function. The question is to determine whether f has an inverse. find (a) y = esin x (b) y = ln sin x2 + 7 (c) y = tan cos x2 .8. 1. dy dy du = .1.2 Exercises dy dx . I am not able to find a formula for the inverse function. f (x) = 2x + 3x2 + 7 1 + x2 > −1 + 3x2 + 7 > 6 > 0. 1 f (0) Example 8. I can see that f (0) = 7 and so by the formula for the derivative of an inverse function. Then from the above theorem (g ◦ f ) (x) = g (f (x)) f (x) = g (u) f (x) or in other words. The methods of algebra are insufficient to solve hard problems in analysis. The chain rule has a particularly attractive form in Leibniz’s notation.8 Let f (x) = ln 1 + x2 + x3 + 7. dx du dx Notice how the du s cancel. However. This particular form is a very useful crutch and is used extensively in applications.5 on Page 133. This is typical in useful applications so you need to get used to this idea. By Corollary 6. f −1 (7) = f −1 (f (0)) = = 1 .

assume the relation defines y as a function of x for values of x and y of interest and use the process of implicit differentiation to find y (x) . By this theorem. it also follows that ln−1 : R → (0. Thus exp (ln x) = x. . then f ◦ g is also one to one.3. exp . e2 3 (b) y = x3 + 7x + 1 (c) y = tan x3 + 5 π 4 .5 +1 8. (a) y = ex 3 +1 . ln (exp (y)) = y.3. 4. THE FUNCTION X R FOR R A REAL NUMBER (d) y = log2 (sin (x) + 6) (e) y = sin log3 x2 + 1 (f) y = √ √ x3 +7 sin(x)+4 153 (g) y = 3tan(sin(x)) (h) y = x2 +2x tan(x2 +1) 6 2.2 on Page 143 says that for x > 0. Then by Corollary 8.1. and for r a real number.3 The Function xr For r A Real Number ln (xr ) = r ln (x) (8.8. ∞) exists.1 .1 π 4 π 2 (d) y = tan −x + (e) y = 2 5x+sin(x) . and if f and g are both one to one.7 ln−1 is differentiable. Using Problem 3 show that the following functions are one to one and find the derivative of the inverse function at the indicated point. This function is so important it is given a special symbol. In each of the following.0 .1) Theorem 7. (a) xy 2 + sin (y) = x3 + 1 (b) y 3 + x cos y 2 = x4 (c) y cos (x) = tan (y) cos x2 + 2 (d) x2 + y 2 (e) (f) xy 2 +y y 5 +x 6 = x3 y + 3 + cos (y) = 7 2 x2 + y 4 sin (y) = 3x (g) y 3 sin (x) + y 2 x2 = 2x y + ln |y| (h) y 2 sin (y) x + log3 (xy) = y 2 + 11 (i) sin x2 + y 2 + sec (xy) = ex+y + y2y + 2 (j) sin tan xy 2 + y 3 = 16 (k) cos (sec (tan (y))) + ln (5 + sin (xy)) = x2 y + 3 3. Show that if D (g) ⊆ U ⊆ D (f ) .

Therefore.3. note ln (exp x) = x and so using the chain rule and Corollary 8.3. Example 8.3 Suppose f (x) is a non zero differentiable function.4 Let f (x) = 1 + x2 . x = x ln (e) = ln (ex ) = ln (expe (x)) and so. f (x) 1 + x2 . To establish the last claim. Proof: Differentiate both sides of (8.3) (8. Find f (x) . since ln is one to one. f (x) 8. ln (ex ) = x ln e = x. exp (x) = exp (x) . Proof: From Theorem 7.2) using the chain rule.2 on Page 143 there exists a unique number. it follows ex = exp x as claimed. it follows exp (x) =1 exp (x) which gives the desired result.1 There exists a unique number e such that ln e = 1. With this understanding.1) can be written as xr = exp (r ln x) Theorem 8.1. taking the derivative of both sides. r f (x) r−2 = r |f (x)| f (x) f (x) . Thus ln (f (x)) = x ln 1 + x2 and so. Then exp (x) = ex . Furthermore. from the above. From (8. ln (exp x) = x and so since ln is one to one. From the Wild Assumption on Page 143. First. (xr ) = exp (r ln x) r r r = exp (r ln x) = xr = rxr−1 .1 Logarithmic Differentiation x Example 8. f (x) 2x2 = + ln 1 + x2 . (|f (x)| ) = exp (r ln |f (x)|) (r ln |f (x)|) = |f (x)| r r r |f (x)| = exp (r ln |f (x)|) .3. (xr ) = rxr−1 . using the chain and product rules. the part about the validity of the laws of exponents.3. Also. it follows exp (x) = expe (x) = ex .3.2).2) and this shows from (8.3) that (xr ) = rxr−1 as claimed.7. it becomes possible to find derivatives of functions raised to arbitrary real powers.2 For x > 0. Now by this theorem again. One way to do this is to take ln of both sides and use the chain rule to differentiate both sides with respect to x. Find the derivative of r |f (x)| .154 PROPERTIES AND APPLICATIONS OF DERIVATIVES Proposition 8. e such that ln e = 1. note that (8. x x x (8. Note that x = ln(exp (x)).3. in particular.

Explain why f has an inverse. = lim 5.4. I think you can see the advantage of doing it this way over using the quotient rule. the answer is 3 3x2 + cos x x3 + sin x − 1 4x3 + 2 . 3 6 Differentiating both sides. f. Find f −1 (3) . 8. EXERCISES Then solve for f (x) to obtain f (x) = 1 + x2 x 155 2x2 + ln 1 + x2 1 + x2 . Periodic of period 1 means f (x + 1) = f (x) for all x ∈ R. Derive the quotient rule from the product rule and the chain rule. Now consider h (x) = 1 x2 f x if x = 0 . 6 You could use the quotient and chain rules but it is easier to use logarithmic differentiation. This shows you don’t need to remember the wretched quotient rule if you don’t want to. 1 1 ln (f (x)) = ln x3 + sin (x) − ln x4 + 2x . Find f (x) .5 Let f (x) = √x4 +2x . 4. What is wrong with the following “proof” of the chain rule? Here g (f (x)) exists and f (x) exists. It follows from two rules which you cannot survive without.8. Let f (x) ≡ x3 + 7x + 3. √ 3 3 x +sin(x) Example 8. g (f (x + h)) − g (f (x)) lim h→0 h g (f (x + h)) − g (f (x)) f (x + h) − f (x) h→0 f (x + h) − f (x) h = g (f (x)) f (x) .3.4 Exercises 1. Find f −1 (y) . Now find f −1 (1) . 0 if x = 0 Show h (0) = 0. 2. What is h (x) for x = 0? Is h also periodic of period 1? . 3. 1 f (x) = f (x) 3 Therefore. This process is called logarithmic differentiation. 6 x4 + 2x f (x) = x3 + sin (x) √ 6 x4 + 2x 1 3 3x2 + cos x x3 + sin x − 1 4x3 + 2 6 x4 + 2x . Let f (x) ≡ x3 + 1. Is the derivative of a function always continuous? Hint: Consider a differentiable function which is periodic of period 1 and non constant.

is clear sin is not one to one on R and so it is not possible to define an inverse function. Graphing the function y = sin x. arcsin (x) is defined 2 2 to be the angle whose sine is x which lies in − π . Find an explicit formula for f −1 and use it to compute f −1 (9) . Find the derivatives of the following functions. cos (y) ≥ 0.1. Now the arcsin function is defined as the inverse of the sin when its domain is restricted to − π . the derivative of x → arcsin (x) exists for all x ∈ [−1. π shown in the 2 2 above picture as the interval containing zero on which the function climbs from −1 to 1. The formula in this theorem could be used to find the derivative of arcsin but it is more useful to simply use that theorem to resolve the existence question and apply . Let f (x) = x3 + 1. 1] .156 PROPERTIES AND APPLICATIONS OF DERIVATIVES 6. Then use the formula given in the theorem of this section to see you get the same answer. sin.5 The Inverse Trigonometric Functions It is desired to consider the inverse trigonometric functions.6 on Page 151 2 2 about the derivative of the inverse function. Use (8.2) or logarithmic differentiation to differentiate the following functions. (a) sin x2 ln x2 + 1 (b) ln 1 + x2 (c) x3 + 1 (d) ln 6 sin x2 + 7 6 x3 + 1 sin x2 + 7 √ 7 (e) tan sec sin x2 + 1 (f) sin2 x2 + 5 8. a little thing like this will not prevent the definition of useful inverse trig. 7.5 -4 -2 0 2 4 -0. π . 1 0. (a) 2 + sin x2 + 6 (b) xx (c) (xx ) x cos x tan x (d) tan2 x4 + 4 + 1 (e) sin2 (x) tan x 8. From Theorem 8. Observe the function. π . functions. Also note that for y on this interval. is one to one on the interval − π .5 -1 However. In words.

sec2 (y) y = 1. π 2 2 and lim tan (x) = +∞. tan is one to one on − π . You are aware that tan is periodic of period π because tan (x + π) = sin (x + π) sin (x) cos (π) + cos (x) sin (π) = cos (x + π) cos (x) cos (π) − sin (x) sin (π) − sin (x) = = tan (x) . Let y = arcsin (x) so sin (y) = x. THE INVERSE TRIGONOMETRIC FUNCTIONS 157 the chain rule to find the formula. cos (y) y = 1 and so y = 1 = cos y 1 1 − sin2 (y) =√ 1 . 2 2 Therefore.4) Next consider the inverse tangent function. I will follow the way of doing it which is used in the book . However. arctan (x) for x ∈ (−∞.5) 1 + x2 The inverse secant function can be defined similarly. it is impossible to take the inverse of tan. It is a mistake to memorize too many formulas. lim tan (x) = −∞ π π x→ 2 − x→− 2 + as shown in the following graph of y = tan (x) in which the vertical lines represent vertical asymptotes. Thus 2 2 √ 1 = arcsin (x) . π . cos (y) ≥ 0. y = and so 1 1 1 = . (8.1. Therefore. π . −π 2 π 2 Therefore. 1 − x2 (8.6 arctan has a derivative. − cos (x) Therefore. By Theorem 8. = sec2 (y) 1 + x2 1 + tan2 (y) 1 = arctan (x) . Now taking the derivative of both sides.8. There is no agreement on the best way to restrict the domain of sec. ∞) is defined according to the rule: arctan (x) is the angle whose tangent is x which is in − π . letting y = arctan (x) .5. tan (y) = x and by the chain rule. 1 − x2 The positive value of the square root is used because for y ∈ − π .

(−x) x2 − 1 |x| x2 − 1 1 . π ) ∪ ( π . Thus 2 x→ π − 2 lim sec (x) = +∞. π ) ∪ ( π . 2 2 1 = sec (y) tan (y) y . x→ π + 2 lim sec (x) = −∞ 6 4 2 0 –2 –4 –6 1 2 3 As in the case of arcsin and arctan. There is a vertical asymptote at 2 2 x = π . For x < 0. π]. both x = sec (y) and tan (y) 2 are nonnegative and so in this case. π]. there is an interesting and useful formula involving arcsec (|x|) . If y ∈ [0. arcsec (x) is the angle whose secant is x which lies in [0. x2 − 1 As in the case of ln.6) 1 = arcsec (x) . Now from the trig. x2 − 1 (8. its derivative equals 1 1 √ (−1) = √ 2−1 |−x| x x x2 − 1 . identity. π]. The graph of sec is represented below on [0. this function equals arcsec (−x) and so by the chain rule. 1 1 √ y = √ = . π ). 1 + tan2 (y) = sec2 (y) . y = This yields the formula |x| √ |x| √ x (−1) 1 √ x2 − 1 = 1 1 √ √ = . y = 1 sec (y) tan (y) 1 √ = x ± x2 − 1 and it is necessary to consider what to do with ±. 2−1 x x |x| x2 − 1 If y ∈ ( π . then x = sec (y) < 0 and tan (y) ≤ 0 so 2 y = Thus either way.158 PROPERTIES AND APPLICATIONS OF DERIVATIVES by Salas and Hille [16] recognizing that there are good reasons for doing it other ways also. Let y = arcsec (x) so x = sec (y) and using the chain rule.

Since cosh (x) = cosh (x) . cosh (x) = sinh (x) . cosh (x) The hyperbolic functions are given by sinh (x) ≡ and The first of these is called the hyperbolic sine and the second the hyperbolic cosine. The reason these are called hyperbolic functions is that cosh2 t − sinh2 t = 1 (8. The other hyperbolic functions are defined by analogy to the circular functions.7) 8. 2 2 tanh (x) ≡ sinh (x) . sinh (x) = cosh x. I imagine you can guess what the third is called. 1 . This is not important but is the source for the term hyperbolic. Thus the graphs of these functions are as follows. it is concave up for all x. you can use the graph of the function x → exp (x) = ex to verify that the graph of tanh (x) is as given below . you see that sinh (0) = 0. sinh is an increasing function.8. Therefore. THE HYPERBOLIC AND INVERSE HYPERBOLIC FUNCTIONS If x > 0. (arcsec (|x|)) = √ x x2 − 1 159 (8. cosh (x) ≡ .6. (cosh t. sinh t) is a point on the hyperbola whose equation is x2 − y 2 = 1.6 The Hyperbolic And Inverse Hyperbolic Functions ex + e−x ex − e−x .8) and so the point. but cosh (x) > 0 for all x. this function equals arcsec (x) and its derivative equals 1 1 = √ 2−1 |x| x x x2 − 1 √ and so either way. Using the chain rule. Also. concave down for x < 0 and concave up for x > 0 because sinh (x) = sinh (x) while cosh is decreasing for x < 0 and increasing for x > 0. If you guessed “hyperbolic tangent” you got it right. cosh (0) = 1 and that sinh (x) < 0 if x < 0 while sinh (x) > 0 for x > 0. y = sinh(x) y = cosh(x) 4 4 2 3 –2 –1 0 –2 1 2 2 1 –4 –2 –1 0 1 2 Also.

Therefore.10) √ Another notation for the inverse hyperbolic functions which is sometimes used is arcsinh or arccosh or arctanh. y =√ which gives the formula 1 1 + x2 1 = sinh−1 (x) . 808 decimal places. After this. Later in 1873 William Shanks did it to over 700 places using this identity. Simplify arcsin x + arccos x. π = 4 arctan 4 1 5 − arctan 1 239 . A wonderful identity which was used to compute π for over 200 years1 is the following. Verify (8. it has an inverse function. 1 John Machin computed π to 100 decimal places in 1706 through the use of this identity.7 Exercises 1. 4. If y = sinh−1 (x) . From the identity (8. y cosh (y) = 1. (a) sinh−1 x2 + 7 (b) (c) (d) (e) tanh−1 (x) sin sinh−1 x2 + 2 sin (tanh (x)) x2 sinh (sin (cos (x))) √ 6 sin x (f) cosh x3 (g) 1 + x4 3. This yields after a short computation (tanh x) = 1 − tanh2 x.9) 1 + x2 The derivative of the hyperbolic tangent is also easy to find. sinh−1 (x) . Find derivatives of the following functions. . (8. The next advance was in 1948. computers began to be used and currently π is “known” to millions of decimal places.160 PROPERTIES AND APPLICATIONS OF DERIVATIVES 1 –3 –2 –1 0 –1 1 2 3 Since x → sinh (x) is strictly increasing. 8. Many other schemes have been used besides this identity for computing π. 2.8) cosh (y) = √ 1 + sinh2 (y) = 1 + x2 .10). then sinh (y) = x and so using the chain rule and the theorem about the existence of the derivative of the inverse function. (8.

7. Theorem 8. g (x) (8. 5. Theorem 6. g are functions which satisfy. 2 L’Hˆpital published the first calculus book in 1696. y such that c < x < y < b. b) with g (x) = 0 on (a.1 Let [a. 8. By the Cauchy mean value theorem. y) such that g (t) (f (x) − f (y)) = f (t) (g (x) − g (y)) . 6. x→b− lim f (x) = lim g (x) = 0. If you knew the function. Find a formula for sinh−1 in terms of ln .8. g (x) f (x) = L.8. This is interesting because there is a simple way to define arctan directly as a function of a real variable[9]. L’Hˆpital did not claim the rule o o as his own but Bernoulli accused him of plagarism.12) x→b− Then x→b− lim (8. 9. this rule has become known as L’Hˆpital’s o rule ever since. there exists t ∈ (x. b).2 on Page 133. o .13) Proof: By the definition of limit and (8.11) and f and g exist on (a.8 L’Hˆpital’s Rule o There is an interesting rule which is often useful for evaluating difficult limits called L’Hˆpital’s2 o rule. L’HOPITAL’S RULE 161 Establish this identity by taking the tangent of both sides and using an appropriate formula for the tangent of the difference of two angles. arctan explain how to define sin and cos. It is possible to start with the arctan function and obtain all the other trig functions in terms of this one.ˆ 8. Prove 1 − tanh2 x = sech2 x. o The rule was actually due to Bernoulli who had been L’Hˆpital’s teacher. 8. named after him. What about cosh−1 ? Define it by restricting the domain of cosh to be nonnegative numbers? What is cosh−1 in terms of ln? x 10. ∞] and suppose f.12) there exists c < b such that if t > c. then ε f (t) −L < . appeared in this book. g (t) 2 Now pick x. x→b− (8. The best versions of this rule are based on the Cauchy Mean value theorem. Prove coth2 x − 1 = csch2 x. Suppose also that lim f (x) = L. This rule.8. Nevertheless. Find a formula for tanh−1 in terms of ln. Show arcsin x = arctan √1−x2 . Approaches like these avoid all reference to plane geometry. Use De Moivre’s theorem to get some help in finding a formula for tan (4θ) . b] ⊆ [−∞. The version of the rule presented here is superior to what was discovered by Bernoulli and depends on the Cauchy mean value theorem which was found over 100 years after the time of L’Hˆpital.

Suppose also that lim f (x) = L.4 Find limx→0 sin x−x . x→0 7 sec2 (7x) tan 7x 7 Sometimes you have to use L’Hˆpital’s rule more than once. b).8. the derivative of the denominator is nonzero for x close to 0. Thus.8. b] ⊆ [−∞. b) it follows g (x) − g (y) = 0. However. But from Lemma 7. g (x) − g (y) 2 Now letting y → b−.14) and f and g exist on (a.16) Here is a simple example which illustrates the use of this rule. it will equal the limit of the original function. Therefore. The conditions of L’Hˆpital’s rule are satisfied because the numerator and denominao tor both converge to 0 and the derivative of the denominator is nonzero for x close to 0.2 Let [a.5 Be sure to check the assumptions of L’Hˆpital’s rule before using it. Corollary 8. limx→0 − 6x x = −1 . Therefore. Therefore.13). The following corollary is proved in the same way. since t > c.1. o Example 8. x3 Note that limx→0 (sin x − x) = 0 and limx→0 x3 = 0. g are functions which satisfy. f (x) − f (y) ε −L < . f (t) f (x) − f (y) = g (t) g (x) − g (y) and so. b) with g (x) = 0 on (a. limx→0 sinx3 = −1 .3 Find limx→0 5x+sin 3x tan 7x . x→a+ (8. it will follow o x−x that limx→0 cos x−1 = L and consequently limx→0 sinx3 = L. if the limit of the quotient of the derivatives exists.162 PROPERTIES AND APPLICATIONS OF DERIVATIVES Since g (s) = 0 for all s ∈ (a. From L’Hˆpital’s rule. 3x2 it will follow from L’Hˆpital’s rule that the original limit exists and equals L. x→a+ lim f (x) = lim g (x) = 0.8. ∞] and suppose f. if limx→0 cos x−1 exists and equals L. Example 8. g (x) f (x) = L. by L’Hˆpital’s rule. . f (x) ε − L ≤ < ε. x→0 lim 5x + sin 3x 5 + 3 cos 3x 8 = lim = .8. Therefore. if this limit exists and equals L. this shows (8.15) x→a+ Then x→a+ lim (8. o limx→0 (cos x − 1) = 0 and limx→0 3x2 = 0 so L’Hˆpital’s rule can be applied again to cono sin sider limx→0 − 6x x . g (x) (8.1 on 3x2 sin x−x Page 139. o 6 6 o Warning 8. Also. g (x) 2 Since ε > 0 is arbitrary.

This illustrates the folly of trying to compute limits through calculator or computer experiments.8.8. then f (t) ε −L < . this should work although you have no way of knowing how small you need to take x to get a good estimate of the limit. In practice. Example 8. and x10 see what your calculator or computer gives you. f (t) f (x) − f (y) = g (t) g (x) − g (y) and so.6 Find limx→0+ The numerator becomes close to 1 and the denominator gets close to 0. This is a good illustration of the above warning. the assumptions of L’Hˆpital’s rule do not hold and so it does not apply. g (t) 2 Now pick x. since t > c.8 Let [a. Now lets try to use the conclusion of L’Hˆpital’s o rule even though the conditions for using this rule are not verified. L’HOPITAL’S RULE 163 cos 2x x . an expression whose limit as 1 x → 0+ equals 0. it follows g (x) − g (y) = 0. these people think one can find the limit by evaluating the function at values of x which are closer and closer to 0. Some people get the unfortunate idea that one can find limits by doing experiments with a calculator. b) with g (x) = 0 on (a. Take the derivative of the numerator and the denominator which yields −2 sin 2x . b] ⊆ [−∞. If it is like mine. Example 8. Therefore. b). Therefore.ˆ 8.17) and f and g exist on (a. 0 and will keep on returning the answer of 0 for smaller numbers than . there exists t ∈ (x. y) such that g (t) (f (x) − f (y)) = f (t) (g (x) − g (y)) . 1 ln|1+y| y = limy→0 1 ( 1+y ) Theorem 8.8. x10 = 1 where L’Hˆpital’s rule has been o ln|1+x10 | used.8. g are functions which satisfy. This is an amusing example. ∞] and suppose f. x→b− lim f (x) = ±∞ and lim g (x) = ±∞.18) x→b− Then f (x) = L. By the Cauchy mean value theorem. it will give the answer. the procedure may fail miserably. y such that c < x < y < b.18) there exists c < b such that if t > c. If the limit is taken as x gets close to 0. You should plug .19) Proof: By the definition of limit and (8.001. Since g (s) = 0 on (a. b) . x→b− g (x) lim (8. There is another form of L’Hˆpital’s rule in which limx→b− f (x) = ±∞ and limx→b− g (x) = o ±∞.7 Find limx→0 This limit equals limy→0 ln|1+x10 | . Suppose also lim f (x) = L. f (x) − f (y) ε −L < .001 in to the function. g (x) (8. Theoretically. g (x) − g (y) 2 . x→b− (8. In fact there is no limit o unless you define the limit to equal +∞.

Therefore.9 Let [a. Continuing g(x) g(y) f (x) f (y) −1 −1 ε < 2 −1 −1 . Again. As before.8.1 and Corollary 8.9 deal with indeterminate forms which are of the form ±∞ .2. both f (x) − 1 and f (y) to rewrite the above inequality yields f (y) −L g (y) Therefore.8 and Corollary 8. This proves the theorem.8.8. ∞] and suppose f. x→a+ (8.8. Theorem 8. This observation is stated as the next corollary.9 will be referred to as L’Hˆpital’s o rule from now on.20) and f and g exist on (a. Don’t ever try to assign meaning to such symbols.8. g (x) (8. Please do not think any meaning is being assigned to the nonsense 0 expression 0 .19).17) which implies lim g(x) g(y) f (x) f (y) −1 −1 y→b− = 1. for y large enough.8.1 8.8 and Corollaries 8.22) Theorems 8. b) with g (x) = 0 on (a. x→a+ lim f (x) = ±∞ and lim g (x) = ±∞. There are other indeterminate forms which can be reduced to these forms just discussed. whenever y is large enough.1 and Corollary 8. It is just a symbol to help remember the sort of thing described by Theorem 0 8.8.8. b] ⊆ [−∞. −1 −1 ε + 2 g(x) g(y) f (x) f (y) −1 −1 <ε due to the assumption (8. Corollary 8. this is just a symbol which is helpful in remembering the ∞ sort of thing being considered. f (y) −L ≤ L−L g (y) g(x) g(y) f (x) f (y) g(x) g(y) f (x) f (y) − 1 are not equal to zero.164 Now this implies PROPERTIES AND APPLICATIONS OF DERIVATIVES f (y) g (y) f (x) f (y) g(x) g(y) −1 −1 −L < g(x) g(y) ε 2 where for all y large enough. Suppose also that f (x) = L. there is no essential difference between the proof in the case where x → b− and the proof when x → a+. x→a+ g (x) lim Then x→a+ (8.8.2 involve the notion of indeterminate forms of the form 0 .8. Theorem 8.2 and 8.21) lim f (x) = L. b). f (y) −L <ε g (y) and this is what is meant by (8. . g are functions which satisfy.8.

By definition. The expression in (8. if x > 0.8.10 that limy→∞ 1 + x y written as r P 1+ n y n t .8.06/12. The interest rate per payment period is then r/n and the number of payment periods after time t years is approximately tn. How much will you have at the end of the second month? By analogy to what was just done it would equal 100 (1 + r) + 100 (1 + r) r = 100 (1 + r) . When a bank says they offer 6% compounded monthly. Now 1 raised to anything is 1 and so it would y seem this limit should equal 1. 8. Now you have 100 (1 + r) in the bank. This becomes the new principal.23) can be Recall from Example 8. 1+ Now using L’Hˆpital’s rule. the rate per payment period equals . o lim y ln 1 + x y = = = Therefore. It really isn’t clear what this limit should be. It is an indeterminate form which can be described as 1∞ . From the above the amount in the account after t years is P 1+ r n nt n 2 (8. In this the second term is the interest and the first is called the principal. Consider the problem of a rate of r per year and compounding the interest n times a year and letting n increase without bound.8.8. and you started with $100 then the amount at the end of one month would equal 100 (1 + r) = 100 + 100r. One might think that as y → ∞. this means r. On the other hand. it follows y→∞ lim 1+ x y y = lim exp y ln 1 + y→∞ x y = ex . In general. It is good to first see why this is called an indeterminate form. the amount you would have at the end of n months is 100 (1 + r) .10 Find limy→∞ 1 + . L’HOPITAL’S RULE 165 x y y Example 8.1 Interest Compounded Continuously Suppose you put money in the bank and it accrues interest at the rate of r per payment period.ˆ 8. If the payment period is one month. These terms need a little explanation. y→∞ x y y = exp y ln 1 + x y . This is what is meant by compounding continuously.23) = ex . y→∞ y→∞ lim ln 1 + 1/y 1 1+(x/y) x y y→∞ (−1/y 2 ) x lim =x y→∞ 1 + (x/y) x y =x lim −x/y 2 lim y ln 1 + Since exp is continuous. it follows x/y → 0 and so 1 + x → 1. 1 + x > 1 and a number raised y to higher and higher powers should approach ∞.

12. this would be 100e(. taking the limit as n → ∞. Example 8.11 Suppose you have $100 and you put it in a savings account which pays 6% compounded continuously.9 Exercises (a) limx→0 (b) 3x−4 sin 3x tan 3x x−(π/2) π limx→ 2 − (tan x) arctan(4x−4) arcsin(4x−4) arctan 3x−3x x3 9sec x−1 −1 3sec x−1 −1 1. (a) limx→0+ (b) limx→0 √ 1− cos 2x √ . you get P ert = A. Find the limits.166 PROPERTIES AND APPLICATIONS OF DERIVATIVES and so. How much will you have at the end of 4 years? From the above discussion. Find the following limits. (c) limx→1 (d) limx→0 (e) limx→0+ (f) limx→0 (g) (i) 3x+sin 4x tan 2x ln(sin x) limx→π/2 x−(π/2) cosh 2x−1 x2 − arctan x+x limx→0 x3 1 x8 sin x sin 3x 2 (h) limx→0 (j) limx→0 (l) limx→0 (m) (k) limx→∞ (1 + 5x ) x −2x+3 sin x x ln(cos(x−1)) limx→1 (x−1)2 1 (n) limx→0+ sin x x (o) limx→0 (csc 5x − cot 5x) (p) limx→0+ 3sin x −1 2sin x −1 x2 (q) limx→0+ (4x) (r) limx→∞ x10 (1. in 4 years.8. sin4 (4 x) 2 2x −25x . 2 sin x −sin(3x) 5 .06)4 = 127. 8.01)x 1/x2 ) (s) limx→0 (cos 4x)( 2. you would gain interest of about $27. Thus. This shows how to compound interest continuously.

(l) limx→∞ (m) limx→∞ (n) limx→0+ (o) 5x2 +7 2x2 −11 5x2 +7 2x2 −11 x 1−x . . How fast are the sides changing when they are equal to 5 centimeters in length? . RELATED RATES (c) limn→∞ n (d) limx→∞ (e) limx→∞ √ n 7−1 . (a) limx→0+ (1 + 3x) (b) limx→0 (c) limx→0 (d) limx→0 (e) limx→0 (f) cot 2x tan(sin x)−sin(tan x) x7 sin(x2 )−sin2 (x) x4 e − 1/x2 ( ) x 1 x − cot (x) limx→0 cos(sin2x)−1 x 1/2 (g) limx→∞ x2 4x4 + 7 (h) limx→0 (i) limx→0 cos(x)−cos(4x) tan(x2 ) arctan(3x) x − 2x4 (j) limx→∞ x9 + 5x6 1/3 − x3 8. The related rates problem asks for how fast the remaining variable is changing. √ 2 x +13n (i) limn→∞ cos π 4n n . 9 . √ √ (k) limx→∞ 5 x5 + 7x4 − 3 x3 − 11x2 . x2 167 3x+2 5x−9 3x+2 5x−9 .10 Related Rates Sometimes some variables are related by a formula and it is known how fast all are changing but one. Find the following limits. . .10. 3. 1/x 2x (f) limn→∞ cos √n 2x (g) limn→∞ cos √5n n n (h) limx→3 x −27 x−3 . Example 8. √ √ (j) limx→∞ 3 x3 + 7x2 − x2 − 11x . .10.8.1 A cube of ice is melting such that dV = −4cm3 / sec where V is the dt volume. x ln x 1−x √ 2 ln e2x +7 x √ sinh( x) √ √ 7 x− 5 x √ limx→0+ √x− 11 x .

Suppose each side of the base is changing at the rate of −3 inches per second. the chain rule implies dV dx −4 = = 3x2 dt dt and the problem is to find dx dt when x = 5.168 PROPERTIES AND APPLICATIONS OF DERIVATIVES The volume is V = x3 where x is the length of a side of the cube. 3). Therefore. How fast is θ changing when θ = π/6 dt radians? 4. find 5. He watches the ball go back and forth. How fast is the distance between the two cars changing when this distance equals five miles and the car heading north is at a distance of three miles from the intersection? Let l denote the distance between the cars. Therefore. How fast is the angle between his line of sight and the line determined by the net changing when the ball crosses over the net at a point 12 feet from the end assuming the ball travels at a speed of 60 miles per hour? . dx −4 −4 = = cm/second dt 3 (25) 75 at this time. Suppose dA = 3 square inches per minute. A trash compactor compacts some trash which is in the shape of a box having a square base and a height equal to twice the length of a side of the base. x2 4 + y2 9 = 1. Note there is no way of knowing the volume or the sides as a functions of t. Imagine such a triangle in which the two legs have length 8 inches and denote the included angle by θ and the area by √ A. An isosceles triangle has two sides of equal length. Example 8. A point having coordinates (x. Therefore. If dy dt = 2. When y = 3. One car travels north at 70 miles per hour toward an intersection and the other travels east at 60 miles per hour away from the intersection. How fast is the distance between the two cars changing when this distance equals five miles and the car heading north is at a distance of three miles from the intersection? 2. 8. it follows that x = 4. dx dt at the point (2. y) moves over the ellipse. Thus if x is the distance from the intersection of the car traveling east and y is the distance from the intersection of the car traveling north. l2 = x2 + y 2 . How fast is the volume changing when the side of the base equals 10 inches? 3. and will have a very sore neck when he wakes up the next morning.2 One car travels north at 70 miles per hour and the other travels east at 60 miles per hour toward an intersection. at the instant described 2ll = 2xx + 2yy 10l = 8 (−60) + 6 (−70) and so l = −90 miles per hour at this instant. A spectator at a tennis tournament sits 10 feet from the end of the net and on the line determined by the net.11 Exercises 1.10.

3 feet per minute.5 feet per minute and h (t) = . l2 = (x − z) + y 2 . Then if l is the desired 2 distance. 11. When the radius of the cone is 10 feet what is the height of the cone? 10. . the rate at which the water evaporates is proportional to the surface area of the exposed water. How fast is the distance between her and dinner decreasing when she is located at the point (0. Show dy is a constant even though the surface area of dt dt the exposed water is constantly changing in a typical vase. EXERCISES 169 6. She moves at 100 feet per second while dinner travels at 80 feet per second. y /x = −4/3 (why?) and also (x ) + (y ) = 100. At the instant described. How fast is the light travelling along the nearest point on a wall 1/4 mile away? Give your answer in miles per hour. How fast is the end of the shadow moving when he is 5 feet from the pole? (Assume he does not walk normally but instead oozes along like a giant amoeba so that his head is always exactly 6 feet above the ground.) 1 9. How fast is the surface area changing when the volume of the ball equals 20π cubic inches? 7. Grain comes off a conveyor belt and falls to the ground making a right circular cone. It is observed that r (t) = . A hemispherical dish of radius 5 inches is sitting on a table. 40) feet and dinner is moving in the direction of the positive x axis at the point (30. A balloon in the shape of a ball is being inflated at the rate of 6 cubic inches per minute. 0) feet? Is your answer a little surprising? Hint: Let (x. y) denote the coordinates of the cheetah and let (z. 12. It is also known that the rate at which the grain falls off the conveyor belt is 100π cubic feet per minute. then dV = A (y) where A (y) is the surface area of the top surface of the water at this dy height. assuming the cheetah moves toward the gazelle at all times. Thus dV = −kA (y). (To see this is very reasonable. How fast is the level of soup rising when the radius of the top surface of the soup equals 3 inches? The volume of soup 3 at depth y will be shown later to equal V (y) = π 5y 2 − y3 . for her hungry children. A six foot high man walks at a speed of 5 feet per second away from a light post which is 12 feet high that has the light right on the top. area times height. The volume of a right circular cone is 3 πr2 h. 2 2 8. A revolving search light at a prison makes one revolution per minute. A vase of water is sitting on a table. 0) denote the coordinates of the gazelle. How fast is the end of his shadow moving when he is at a distance of 10 feet from the base of the light pole. Soup is being poured in at the constant rate of 4 cubic inches per second. note that a little chunk of volume of the vase between heights y and y + dy would be dV = A (y) dy. The surface area of a sphere of radius r equals 4πr2 and the volume of the ball of radius r equals (4/3) πr3 .8. It will be shown later that if V (y) is the total volume of the vase up to height y. a Thompson gazelle. A mother cheetah attempts to fix dinner.11.) Also.

b) where f (x) does not exist.1 Find the maximum and minimum values of the function. How fast is the water level rising when the water in the cone is three inches deep? The volume of a cone is 1 πr2 h. in (a. The current pulls the boat away at the rate of 2 feet per second. b] .170 PROPERTIES AND APPLICATIONS OF DERIVATIVES 13. How fast is the painter descending when the base of the ladder is at a distance of 5 feet from the house? 14. For θ the angle between the two equal sides. 17. The base of the ladder is moving away from the house at the rate of 2 feet per second causing the top of the ladder to move down the house. However. V is the volume and k is a constant which depends on the amount of the gas and the sort of gas in the sample. The minimum or maximum could occur at either end point or it could occur at a point in the open interval. b). Suppose dx = 2 inches per minute and that the length of the other dt side changes in such a way that the area of the triangle is always 10 square inches. A rope fastened to the bow of a row boat has the other end wound around a windlass which is 4 feet above the level of the bow of the boat. 2]. x. The largest must be the maximum value of f on the interval. Example 8.10 on Page 96 which ensure a maximum or minimum of a function exists but in this section the goal is to give ways to find the maximum or minimum values of a function. (a. the following simple procedure can be used to locate the maximum or minimum of a function. b]. it can still be found by looking at the points where the derivative equals zero. In this case. Then consider these points along with the end points of the interval. then from Theorem 6.7. (a. A kite 100 feet above the ground is being blown away from the person holding its string in a direction parallel to the ground at the rate of 10 feet per second. Find all points. say at x0 . V and their derivatives.2 on Page 126 f (x0 ) = 0. b) . Typically. Sometimes there are no end points. if the function is differentiable and if a maximum or minimum exists. and if f (x0 ) exists. Suppose f is continuous on [a. b]. A disposable cup is made in the shape of a right circular cone with height 5 inches and radius 2 inches.5. this involves checking only finitely many points. find dθ when x = 5 inches. [a. f . [a. A certain volume of an ideal gas satisfies P V = kT where T is the absolute temperature. b) where f (x) = 0 and all points. and the smallest must be the minimum value of f on the interval. Evaluate f at the end points and at these points where the derivative is zero or does not exist. . If it occurs at a point of the open interval. in (a. A painter is on top of a 13 foot ladder which leans against a house. P. x. dt 8. The two equal sides of an isosceles triangle have length x inches and the third leg has length y inches. f (x) = x3 − 3x + 1 on the interval [−2. P is the pressure. Water flows in to this conical cup at the rate of 4 cubic inches per minute. Find a formula for dV in terms dt of k. Therefore. At what rate must the string be let out when the length of string already let out is 200 feet? 16.12 The Derivative And Optimization There are existence theorems such as Theorem 5. 3 18. you do not necessarily know a maximum value or a minimum value of a continuous function even exists. How fast is the rope unwinding when the distance between the bow of the boat and the windlass is 10 feet? 15.12.

The following is a graph of this function. 1) the function equals 1 − x2 and so its derivative equals zero at x = 0. For x ∈ (−.2 Find the maximum and minimum values of the function f (x) = x2 − 1 on the interval [−. Now f (−. f (0) = 1. The graph of this function is given below.5 2 Example 8. 6 4 2 -2 -1 0 -2 -4 1 2 Example 8. It follows the function achieves its maximum at the end point. 2]. ∞). the points where the derivative fails to exist.5.12. evaluate the function at −1.8.5 1 1. 75. f (1) = 0. and f (2) = 3. the maximum value of the function occurs at the point −1 and 2 and has the value of 3 while the minimum value of the function occurs at −1 and −2 and equals −1. " . f (1) = −1. 2.12.5. 1 and the point where the derivative equals zero. You should verify that this function fails to have a derivative at the point x = 1. x = 0. and f (2) = 3.5 0. the function equals x2 − 1 and so there is no point larger than 1 where the derivative equals zero. x = 1 where the derivative fails to exist. THE DERIVATIVE AND OPTIMIZATION 171 The points where f (x) = 3x2 − 3 = 0 are x = 1 or −1.5) = . f (−2) = −1. and 1. Therefore. −. There are no points where the derivative does not exist. Thus f (−1) = 3. -0. 2.12.5. Therefore. the points to look at are the end points. −2. For x > 1. The following is a graph of this function.3 Find the minimum value of the function f (x) = x + 1 x for x ∈ (0. Therefore. x = 2 and its minimum at the point.

A diagram of this situation is the following picture. Therefore. Thus 1 1− 2 =0 x and so x = 1. xy = 8. x = −1 is of no interest because it is not greater than zero. From the Pythagorean theorem the length √ of the ladder equals 1 + y 2 + x2 + 64. the function of a single variable. the minimum value of the function on the interval. yt t wall t t  t   t d d x t d d warehouse In this picture. The solution to the equation. Clearly x > 0 so there are no endpoints to worry about. it seems there should exist a minimum value at the bottom of the graph.4 An eight foot high wall stands one foot from a warehouse. to minimize is f (x) = 1+ 64 + x2 x2 + 64.172 PROPERTIES AND APPLICATIONS OF DERIVATIVES 5 4 3 2 1 0 1 2 3 4 5 From the graph. ∞) equals f (1) = 2 as suggested by the graph. Therefore. take the derivative of f and set it equal to zero and then solve for the value of x. What is the length of the shortest ladder which extends from the ground to the warehouse. the slanted line represents the ladder and x and y are as shown. This is a little messy but finally f (x) = −64 + x3 x2 (x2 + 64) 1 and the value where this equals zero is x = 4. x. Example 8. y/1 = 8/x. (Why?) Also the function is differentiable and so it suffices to consider only points where the derivative equals zero.12. (0. To find it. It follows the shortest ladder is of length √ √ 1 + 64 + 42 + 64 = 5 5 feet. Now using the relation between x and y. By similar triangles. 42 .

Find the formula for the rectangle of this sort which has the largest possible area. EXERCISES 173 Example 8. θ2 is called the angle of refraction. Consider the following picture of light passing from (x1 . This is called Snell’s law. y1 )•€ €€ €€ €€ θ1 Speed equals c1 €€  d (xp . y) is on the ellipse.13 Exercises 1. (x1 . 0) equals 2 2 x2 + y1 /c1 2 and the time it takes to go from (xp . The picture indicates a situation in which c1 > c2 . Therefore. Find the minimum cost for such a can.5 Fermat’s principle says that light travels on a path which will minimize the total time. . 0)  θ2d Speed equals c2 d d d d• (x2 . y2 ) as shown. 0) at the other end. 0) to (x2 . y) as one end of a diagonal and (0.13. Find the rectangle of this sort which has the largest possible area. Form the rectangle which has (x. this yields the desired relation between θ1 and θ2 . x2 + 4y 2 = 4. y1 ) to (x2 . A cylindrical can is to be constructed to hold 30 cubic inches. The ordered pair. 8. A rectangle is inscribed in a circle of radius r. The top and bottom of the can are constructed of a material costing one cent per square inch and the sides are constructed of a material costing 2 cents per square inch. Find the numbers if their product is to be as large as possible. (x. 3. What is the relation between θ1 and θ2 ? The time it takes for the light to go from (x1 . Therefore.8. The angle θ1 is called the angle of incidence while the angle. y1 ) to the point (xp .12. 4. Two positive numbers sum to 8. y2 ) Then define by x the quantity xp − x1 . 2. the total time is 2 2 2 (x2 − x1 − x) + y2 x2 + y1 T = + c1 c2 Thus T is minimized if  dT d  = dx dx = x c1 x2 + 2 y1 x2 + c1 2 y1 + 2 (x2 − x1 − x) + y2 2   c2 (x2 − x1 − x) − c2 2 (x2 − x1 − x) + y2 2 = sin (θ1 ) sin (θ2 ) − =0 c1 c2 at this point. y2 ) is (x2 − x1 − x) + y2 /c2 .

A wire of length 10 inches is cut into two pieces. 8. 16. f (x) = 2+sin x for x ∈ (0.174 PROPERTIES AND APPLICATIONS OF DERIVATIVES 5. An open box is to be made by cutting out little squares at the corners of a rectangular piece of cardboard which is 20 inches wide and 40 inches long. Find the two lengths such that the sum of the areas of the circle and the square is as large as possible. 15. and the line just drawn is thus x12y1 . What is the best angle for this fold? 12. Oil needs to flow from a mooring place for oil tankers to this refinery. 6) if it exists. A farmer has 600 feet of fence with which to enclose a rectangular piece of land that borders a river. Find the dimensions of the right circular cone which has the smallest area given the volume is 30π cubic inches. Describe the most economical route for a pipeline from the mooring place to the refinery. one of length x and the other of length 10 − x. Suppose the mooring place is two miles off shore from a point on the shore 8 miles away from the refinery and that it costs five times as much to lay pipe under water than above the ground. Find the path which will minimize the time it takes for him to get to the cabin. find the one with smallest area. A refinery is on a straight shore line. The area of the triangle formed by the y axis. 10. what is the largest area that he can enclose. 13. What is the longest ladder which can be carried in this way? Hint: Consider a line through the inside corner which extends . It is desired to carry a ladder horizontally around the corner. 14. What is the largest possible volume which can be obtained? 11. x2 + 4y 2 = 4 which is in the first quadrant. ln x x for ln x 7. and then folding up the rectangular tabs which result. Describe how you would find the maximum value of the function. A rectangular beam of height h and width w is to be sawed from a circular log of radius 1 foot. Find the dimensions of the strongest such beam assuming the strength is of the form kh2 w. f (x) = x > 0. One piece is bent into the shape of a square and the other piece is bent into the shape of a circle. The volume of the right circular cone is (1/3) πr2 h and √ the area of the cone is πr h2 + r2 . Two hallways. If he can use the river as one side. What are the lengths if the sum of the two areas is to be as small as possible. A point is picked on the ellipse. A feeding trough is to be made from a rectangular piece of metal which is 3 feet wide and 12 feet long by folding up two rectangular pieces of dimension one foot by 12 feet. He walks 5 miles per hour on the road but only 3 miles per hour in the woods. Then a line tangent to this point is drawn which intersects the x axis at a point. one 5 feet wide and the other 6 feet wide meet. A hiker begins to walk to a cabin in a dense forest. 9. He is walking on a road which runs from East to West and the cabin is located exactly one mile north of a point two miles down the road. Hint: You might want to use a calculator to graph this and get an idea what is going on. Here k is some constant which depends on the type of wood used. the x axis. Find maximum and minimum values if they exist for the function. x1 and the y axis at the point y1 . Out of all possible triangles formed in this way. 6.

A triangle is inscribed in a circle in such a way that one side of the triangle is always the same length. s. Use the law of sines and this fact. bi positive numbers. then limx→∞ ln x xα = 0. Show that out of all such triangles the maximum area is obtained when the triangle is an isosceles triangle. Suppose p and q are two positive numbers larger than 1 which satisfy 1 p p 1 q + 1 = 1. Hint: From theorems in plane geometry. 8. 21. Now q q b let a and b be two positive numbers and consider f (t) = (at) + for t > 0. The problem consists of how to find this number. the angle opposite the side having fixed length is a constant. Prove the important inequality. t q ap Show the minimum value of f is ab.14 The Newton Raphson Method The Newton Raphson method is a way to get approximations of solutions to various equa√ √ tions. 19. Using Problem 20 establish the following magnificent inequality which is a case of 1 Holder’s inequality. Suppose the total perimeter of the window is to be no more than 4π + 8 feet.3 on Page 141. The following picture illustrates the procedure of the Newton Raphson method. by the intermediate value theorem.8. A window is to be constructed for the wall of a church which is to consist of a rectangle of height b surmounted by a half circle of radius a.1. there exists x ∈ (0. You know limx→∞ ln x = ∞. For example. Show that if α > 0. α s 18. . no matter how you draw the triangle.14. f (x) = x2 − 2 which is negative at x = 0 and positive at x = 2. q n n 1/p n 1/q ai bi ≤ i=1 i=1 ap i i=1 bq i . Therefore. The existence of 2 is not difficult to establish by considering the continuous function. In the following picture. 2) √ such that f (x) = 0 and this x must equal 2. You might also consider Example 7. 17. 1 p 20. The shortest such line will be the length of the longest ladder. suppose you want to find 2. ab ≤ p + bq . THE NEWTON RAPHSON METHOD 175 to the opposite walls. not just to prove it exists. Find the shape and dimensions of the window which will admit the most light. For p + 1 = 1. and ai . α is a constant.

Thus x3 = x2 − f (x2 ) .417) − 2 = 1. 2. 414 213 562 373 095.24). f (x1 )) is obtained. yields a sequence of points. x4 = 1. 2 (1. starting with x1 the above procedure yields x2 = −2x1 and so as the iteration continues.176 PROPERTIES AND APPLICATIONS OF DERIVATIVES x2 x1 In this picture. In other words. You should check that the sequence of iterates which results does not converge. f (x2 ) Continuing this way. set y = 0 and solve for x.417) √ √ What is the true value of 2? To several decimal places this is 2 = 1. 4 Then 2 (1.5. Thus x2 = x1 − f (x1 ) . 2 (1.24) which hopefully has the property that limn→∞ xn = x where f (x) = 0. This is because. x3 . which was not very good. Then extend this tangent line to find where it intersects the x axis. showing that the Newton Raphson method has yielded a very good approximation after only a few iterations.417 − 2 . 417.5) − 2 x3 = 1. This value of x is denoted by x2 . x2 is the second approximation and the same process is done for x2 that was done for x1 in order to get the third approximation. f (x1 ) This second point. Now carry out the computations in the above case for x1 = 2 and f (x) = x2 − 2. 414 216 302 046 577.5) (1. This method does not always work. f (xn ) (8. a first approximation. For example. From (8. You can see from the above picture that this must work out in the case of f (x) = x2 − 2. denoted in the picture as x1 is chosen and then the tangent line to the curve y = f (x) at the point (x1 . suppose you wanted to find the solution to f (x) = 0 where f (x) = x1/3 . {xn } given by xn+1 = xn − f (xn ) .5 − ≤ 1. The equation of this tangent line is y − f (x1 ) = f (x1 ) (x − x1 ) . even starting with an initial approximation. the sequence oscillates between positive and negative values as its absolute value gets larger and larger. 2 x2 = 2 − = 1.

Draw some graphs to illustrate the Newton Raphson method does not yield a convergent sequence in the case where f (x) = x1/3 . if f (x) < 0 for x near x0 . you can draw a picture to show that the method will yield a sequence which converges to x0 provided the first approximation. 5. 2. discuss the convergence of the recursively defined sequence xn+1 = (p − 1) xn + cx1−p /p where n x1 . show convergence of the Newton Raphson method in the cases described above where f (x) > 0 near x0 or f (x) < 0 near x0 . Using the Newton Raphson method and an appropriate picture.15 Exercises 1. then the method produces a sequence which converges to x0 provided x1 is close enough to x0 . Use the Newton Raphson method to compute an approximation to 3 which is within 10−6 of the true value. if f (x0 ) = 0 and f (x) > 0 for x near x0 . 8. Explain how you know you are this close. x1 is taken sufficiently close to x0 . c > 0 and p > 1. √ 4.8. . Similarly. Use the Newton Raphson method to approximate the first positive solution of x − tan x = 0. EXERCISES 177 However. By drawing representative pictures.15. Hint: You may need to use a calculator to deal with tan x. 3.

178 PROPERTIES AND APPLICATIONS OF DERIVATIVES .

The main difficulty in solving these initial value problems like (9.1. Definition 9. y (x)) . By continuity of H. y) . This is in general a very hard problem.Antiderivatives And Differential Equations A differential equation is an equation which involves an unknown function and its derivatives. although techniques for doing this are presented later which will cover many cases of interest. f (x) dx denotes the set of antiderivatives of f . f (x) . (9. you can’t escape the fact that it is common usage to call that symbol an integral. Therefore.1) which is continuous on [a. The initial value problem is to find a function. it follows that H (a) = 0 and H (x) = A (x) − B (x) = f (x) − f (x) = 0. b] . from Corollary 6.1. It is customary to refer to f (x) as the integrand.8.1 There is at most one solution to the initial value problem. Then letting H (x) ≡ A (x) − B (x) .1) Theorem 9. Many interesting problems may be solved by formulating them as solutions of a suitable differential equation with initial condition called an initial value problem. b). The reason this last usage is not correct is that the integral of a function is a single number not a whole set of functions.2 Let f be a function. it follows H (x) equals a constant on (a.4 on Page 133. b). y (a) = y0 . This symbol is also called the indefinite integral and sometimes is referred to as an integral although this last usage is not correct. b]. Proof: Suppose both A (x) and B (x) are solutions to this initial value problem for x ∈ (a. b] such that Various assumptions are made on f (t.1 Initial Value Problems y (x) = f (x. y (x) for x ∈ [a. are called antiderivatives and there is a special notation used to denote them. Differential equations are the unifying idea in this chapter. Nevertheless. Thus the initial value problem of interest here is one of the form y (x) = f (x) . 179 . At this time it is assumed that f does not depend on y and f is a given continuous defined [a.1) is in finding a function whose derivative equals the given function. Thus F ∈ f (x) dx means F (x) = f (x). 9. The functions whose derivatives equal a given function. y (a) = y0 . this constant must equal H (a) = 0. (9.

then (af (x) + bg (x)) dx = a f (x) dx + b f (x) dx and g (x) dx are g (x) dx Proof: The symbols on the two sides of the equation denote sets of functions. Consequently. This proves the lemma. b).1. From Lemma 9.4 If a and b are nonzero real numbers. It is necessary to verify the two sets of functions are the same. Now take H ∈ (af (x) + bg (x)) dx and pick F ∈ f (x) dx. Then aF + bG is a typical function of the right side of the equation. C such that for all x ∈ (a. F (x) = G (x) + C.4 on Page 133. f (x) xn . Then there exists a constant. Therefore H ∈ aF + b g (x) dx ⊆ a f (x) dx + b g (x) dx.3 Suppose F . Proof: F (x) − G (x) = f (x) − f (x) = 0 for all x ∈ (a. yields af (x) + bg (x) and so this shows the set of functions on the right side is a subset of the set of functions on the left. C. F (x) − G (x) = C. n = −1 x−1 cos (x) sin (x) ex cosh (x) sinh (x) √ 1 1−x2 √ 1 1+x2 f (x) dx +C ln |x| + C sin (x) + C − cos (x) + C ex + C sinh (x) + C cosh (x) + C arcsin (x) + C arcsinh x + C xn n+1 . Taking the derivative of this function. G ∈ f (x) dx for x ∈ (a. There is another simple lemma about antiderivatives. then every other function in f (x) dx is of the form F (x) + C for a suitable constant.1. Thus it is customary to write f (x) dx = F (x) + C where it is understood that C is an arbitrary constant. Lemma 9.8. b) .180 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Lemma 9. and if nonempty. From the formulas for derivatives presented earlier. called a constant of integration. the following table of antiderivatives follows. Then aF ∈ a f (x) dx and (H (x) − aF (x)) = af (x) + bg (x) − af (x) = bg (x) showing that H − aF ∈ because b = 0. bg (x) dx = b g (x) dx This has shown the two sets of functions are the same and proves the lemma. Suppose then that F ∈ f (x) dx and G ∈ g (x) dx.1. by Corollary 6.3 it follows that if F (x) ∈ f (x) dx. b).

The vertical line from the point. Then n n ak xk dx = k=0 k=0 ak xk+1 +C k+1 Proof: This follows from the above table and Lemma 9. x + h] with the properties f (xM ) ≡ max {f (x) : x ∈ [x. A (x + h) − A (x) as indicated.1. . x + h]} Then.7.2 Areas Consider the problem of finding the area between the graph of a function of one variable and the x axis as illustrated in the following picture. for continuous functions. h h h Therefore.4.10 on Page 96 implies there exists xM . and the continuity of f. a and the point x as shown. This discussion implies the following theorem. f (xm ) = A (x) ≡ lim A (x + h) − A (x) = f (x) . You can see that this area is between hf (x) and hf (x + h). x + h up to the curve and the vertical line from x up to the curve define the area.9. hf (xm ) A (x + h) − A (x) hf (xM ) ≤ ≤ = f (xM ) . A(x) a     A(x + h) − A(x)         xd d dx + h The curved line on the top represents the graph of the function y = f (x) and the symbol.2. A (x) represents the area between this curve and the x axis between the point.9. For example. In general. x + h]} and f (xm ) ≡ min {f (x) : x ∈ [x. Theorem 5. f. Theorem 5. using the squeezing theorem. xm ∈ [x. h h→0 The consideration of h < 0 is also straightforward. Proposition 9. AREAS The above table is a good starting point for other antiderivatives.5.1. 9.5 Let n k=0 181 ak xk be a polynomial. This happens because the function is decreasing near x.

2. x + C has the property that its derivative gives x2 . ∞) be continuous. Therefore. Consider the following picture. It is the length of the vertical line joining the two graphs which is of importance . It is called this because it is an equation for an unknown function. g (x) is on top. and the x axis. A is continuous on [a. Example 9. The problem for A described in the above theorem is called an initial value problem and the equation. A (x) = f (x) for x ∈ (a.2) 9. the points 1 and 2.2. a and b. b]. It only remains to choose C in such a way that the function equals zero at x = 1. and the x axis. the area described equals 3 3 3 A (2) = 8 − 1 = 7 square units. the graph of the function. Then letting A (x) denote the area between a. b] follows from the fact that it has to be continuous on (a.182 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Theorem 9. b]. A (a) = 0. f (x) A(x) g(x)     A(x + h) − A(x) a         x x+h You see that sometimes the function.3 Area Between Graphs It is a minor generalization to consider the area between the graphs of two functions. The function. 2]. 1 The function − x + C has the property that its derivative equals 1/x2 . Letting C = 2. This is true for any 3 C.3 Find the area between the graph of the function y = 1/x2 and the x axis for x between 1/2 and 3. It follows that A (x) = x − 1 . Also. which yields continuity on [a. b) . b] → [0. 3 3 3 Example 9.2 Let f (x) = x2 for x ∈ [1. A (x) = f (x) is a differential equation. x. Find the area between the graph of the function. The assertion that A should be continuous on [a. f (x) is on top and sometimes the function.1 Let a < b and let f : [a. 3 Thus C = −1 . 1 A (x) = − x + 2 satisfies the appropriate initial value problem and so the area equals A (3) = 5 3. b) because of the existence of its derivative and the above argument can also be used to obtain one sided derivatives for A at the end points.2. A (x) written in terms of the derivative of this unknown function. 3 (9.

as h → 0 A (x) = |f (x) − g (x)| Also A (a) = 0 as before. Also. A (−3) = for x ∈ (−3. b]. for x ∈ (−4.7. 3 A (x) = Also.3. Theorem 9. h h h and using the squeezing theorem. 3 Thus 3 (−4) − 9 (−4) + C = 0 3 and so C = − 44 . Therefore. Hence A (x) = 9 − x2 . 3). 3 3 3 Now consider A (x) for x ∈ (−3. −3) . 3] It follows that on (−4. 2 (9. x + h]} and |f (xm ) − g (xm )| ≡ min {|f (x) − g (x)| : x ∈ [x. It is necessary to have A continuous on the interval [−4. Find the area between the graphs You should graph the two functions. x + h]} .3) x2 2 − 1. 3] because it is supposed to have a derivative. Theorem 5. By Theorem 5. AREA BETWEEN GRAPHS 183 and this length is always |f (x) − g (x)| regardless of which function is larger.3. A is continuous on [a. The answer is A (3) where A (x) = |f (x) − g (x)| = 9 − x2 . A (−3) = 3 x3 44 − 9x − 3 3 (−3) 44 10 − 9 (−3) − = . Now 9 − x2 = 3 x2 − 9 if x ∈ [−4. Then A (x + h) − A (x) |f (xM ) − g (xM )| h |f (xm ) − g (xm )| h ≤ ≤ .9. A (a) = 0. 3). 3].10 on Page 96 there exist xM . xm ∈ [x. g : [a. −3] 9 − x2 if x ∈ [−3. b] → R be continuous.9.3. t] .5 on Page 100. A (−4) = 0. x + h] satisfying |f (xM ) − g (xM )| ≡ max {|f (x) − g (x)| : x ∈ [x.2 Let f (x) = 8 − x and g (x) = 2 of the two functions for x ∈ [−4. A (x) = x − 9x + C where C is chosen so that A (−4) = 0.1 Let a < b and let f. Then letting A (t) denote the area between the graphs of the two functions for x ∈ [a. Example 9. A (t) = |f (t) − g (t)| for t ∈ (a. b) . This yields the following theorem which generalizes the one presented earlier because the x axis is the graph of the function. y = 0. It follows that A (x) = 9x − x3 +D 3 10 3 . −3) .

3). F (a) = 0. Then to find the area between the two graphs of the functions. 3]. Since F (a) = 0. (9.5 Find the area between x = 4 − y 2 and x = −3y. An antiderivative is 4y − 4 (4) − y3 3 3 + 3y 2 2 and so the desired area is 2 3 (4) (4) + − 3 2 4 (−1) − (−1) 3 (−1) + 3 2 3 2 = 125 . Find the area between the graphs of y = 5x + 14 and y = x2 . Procedure 9. Find the area between the graphs of the functions. 3. If there is a solution to the initial value problem. find an antiderivative. A (b) − A (a) = (B (b) + C) − (B (a) + C) = (B (b) + C) − C = B (b) which is the desired area.3 Suppose y = f (x) and y = g (x) are two functions defined for x ∈ [a.4 Exercises 1.4 To solve the initial value problem. The desired area is then given by A (b) − A (a) . First find where the two graphs intersect.3 there is some constant. it follows C = −G (a) and so F (x) = G (x)−G (a) . Proof: Suppose F solves (9. Therefore. By continuity of A.4) Procedure 9. B (b) is the desired area. Proof: Suppose B (x) = |f (x) − g (x)| . Find the area between the graphs of the functions y = x + 1 and y = 2x for x ∈ [0. 6 9.184 where ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS A (−3) = 9 (−3) − 3 (−3) 10 +D = 3 3 3 Thus D = 64 and A (x) = 9x − x + 64 for x ∈ (−3. 2. y = 2x2 and y = 6x + 8. C such that A (x) = B (x) + C. A (3) .1.4). From Lemma 9. The solution is y = −1 and 4. (9. Then by Lemma 9.1. y = x2 + 1 and y = 3x + 5.3. d] . you can verify that 4−y 2 > −3y and so 4 − y 2 − (−3y) = 4−y 2 +3y. B (a) = 0. More generally. Example 9. the area. 3 3 3 This illustrates the following procedure which you can use to find areas.4) it will equal G (x) − G (a) . A similar procedure holds for finding the area between two functions which are of the form x = f (y) and x = g (y) for y ∈ [c.4). 4. b] . Then from the above explanation. 4 − y 2 = −3y. (9. 3 3 3 is given by 3 (3) 64 118 A (3) = 9 (3) − + = . consider the initial value problem F (x) = f (x) . there exists a constant. C such that F (x) = G (x)+C. G.3.3. Find the area between the graphs of the functions. For y in this interval. find an antiderivative of |f (x) − g (x)| . A (x). .3. such that G (x) = f (x) .

Explain why there exists a number. π .9. 2] and the x axis in terms of known functions. π . Find the area between the x axis and the graph of the function 2x 1 + x2 for x ∈ [0. 4 14. . Find the area between the graph of f (x) = 1/x for x ∈ [1. Find the area between the graph of f (x) = 1/x2 for x ∈ [1. Let A denote the region between the x axis and the graph of the function. 6. 1) . Find the area between ex and cos x for x ∈ [0. you have to find a solution to ln x = sin x and this will require a numerical procedure such as Newton’s method or graphing and zooming on your calculator. b x x = tp−1 t = xq−1 a t In the picture the right side of the inequality represents the sum of all the areas and the left side is the area of the rectangle determined by (a. Hint: You should draw plenty of pictures to do this last part. 13. 16. 17. 2 7. Find the area between y = ln x and y = sin x for x > 0. 9. 0) and (0. For k ∈ (0. Let p > 1. 12. Find the area between y = |x| and the x axis for x ∈ [−2. 11. Find the area between y = sin x and y = cos x for x ∈ 0. In order to do this. the line y = kx divides this region into two pieces. Show that the area of a right triangle equals one half the product of two sides which are not the hypotenuse. 185 √ 8. 15. An inequality which is of major importance is ab ≤ ap bq + p q where here q is defined by 1/p + 1/q = 1. In order to do this. you have to find a solution to ex = 2x + 1 and this will require a numerical procedure such as Newton’s method or graphing and zooming on your calculator. k such that the area of these two pieces is exactly equal. 10. 2]. EXERCISES 5. Find the area between the graphs of x = y 2 and y = 2 − x.4. Find the area between the graphs of y = x and y = sin x for x ∈ − π . 2π] . 2]. Find the area between y = ex and y = 2x + 1 for x > 0. Establish this inequality by adding up areas in the following picture. Write an equation satisfied by k and then find an approximate value for k. 2] and the x axis in terms of known functions. Hint: This will likely involve the intermediate value theorem. Hint: Recall the chain rule for derivatives. b). f (x) = x − x2 .

This is a hard problem if you insist on finding antiderivatives in terms of known functions but there are some general procedures for finding antiderivatives which are presented next.2 Find 3 + 2−1 sin2 (x) dx = 6 (3 + u) 3 .5) and massage things to get them in that form. There is a trick based on the Leibniz notation for the derivative which is very useful and illustrated in the following example. where F (y) = f (y).5.5) with g (x) = 2−1 sin2 (x) and F (u) = Therefore. the answer is 6 7 1 + x2 2x dx = 1 + x2 /7 + C. it is not necessary to recall (9. sin (x) cos (x) Example 9.4 Find cos (2x) sin2 (2x) dx. Now formally du = cos (2x) dx. This is a special case of (9. The method of substitution is based on the following formula which is merely a restatement of the chain rule.5) Note it is of the form given in (9. Example 9. Therefore. f (g (x)) g (x) dx = F (x) + C.5. Example 9. Example 9. Here are some other examples of the method of substitution. Then = 2 cos (2x). Actually.186 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9.5. The crucial step in the solution of this initial value problem is to find an antiderivative for a given function. 1 12 3 12 + 2 sin2 x + C.5) when g (x) = 1 + x2 and F (u) = u7 /7. 1 + x2 2x dx. du dx Let u = sin (2x).1 Find sin (x) cos (x) 3 + 2−1 sin2 (x) dx 2 3 (9. 2 Thus cos (2x) sin2 (2x) dx = = 1 2 u2 du = 3 u3 +C 6 (sin (2x)) +C 6 .3 Find This equals 1 2 1+x 2 6 1 + x2 6 x dx 1 1 + x2 2x dx = 2 7 7 1 + x2 +C = 14 7 + C.5.5 The Method Of Substitution Finding areas can often be reduced to solving an initial value problem.

du = 2dx and so cos2 (x) dx = 1 + cos (u) du 4 1 1 = u + sin u + C 4 4 1 = (2x + sin (2x)) + C. Here Example 9. 2 ln (3) Example 9. (sin(2x))3 6 = cos (2x) sin2 (2x) which verifies the answer is right.6 Find Let u = 3x so that 2 x3x dx du dx 2 = 2x ln (3) 3x and x3x dx = 2 2 du 2 ln(3) = x3x dx. the chain rule implies is another example. this is written as 2 1 3x + C. Thus in this example.5. Thus 2 1 1 du = [u + C] 2 ln (3) 2 ln (3) 2 1 1 = 3x + C 2 ln (3) 2 ln (3) Since the constant is an arbitrary constant. THE METHOD OF SUBSTITUTION 187 The expression (1/2) du replaced the expression cos (2x) dx which occurs in the original problem and the resulting problem in terms of u was much easier. This was solved and finally the original variable was replaced. When using this method. 1 + cos (2x) cos2 (x) dx = dx 2 Now letting u = 2x.5.5.5 Find √ 3 2x + 7x dx.7 Find cos2 (x) dx Recall that cos (2x) = cos2 (x) − sin2 (x) and 1 = cos2 (x) + sin2 (x). 4 . it is a good idea to check your answer to be sure you have not made a mistake. Then subtracting and solving for cos2 (x). 2 Therefore.5. In this example u = 2x + 7 so that du = 2dx. Then x dx √ 3 2x + 7x dx = √ u−71 3 du u 2 2 1 4/3 7 1/3 = u − u du 4 4 3 7/3 21 4/3 = u − u +C 28 16 3 21 7/3 4/3 = (2x + 7) − (2x + 7) + C 28 16 Example 9.9. 1 + cos (2x) cos2 (x) = .

d This is done like the antiderivatives for the secant. At this point. Procedure 9. Find the indicated antiderivatives. Thus sec (x) dx = ln |sec (x) + tan (x)| + C. Example 9.9 f (x) f (x) dx = ln |f (x)| + C. This illustrates a general procedure. 2. this becomes −1 du. (a) (b) (c) (d) (e) sec (3x) dx sec2 (3x) tan (3x) dx 1 3+5x2 dx √ 1 dx 5−4x2 √ 3 dx x 4x2 −5 3. dx 5 x 3x2 + 6 x sin x 3 √ 1 1+4x2 2 dx dx sin (2x) cos (2x) dx Hint: Remember the sinh−1 function and its derivative. (a) x cosh x2 + 1 dx . This is usually done by a trick.5. You write as sec(x)(sec(x)+tan(x)) dx and note that (sec(x)+tan(x)) the numerator of the integrand is the derivative of the denominator.5. Then writing the antiderivative in terms of u.188 Also ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 1 1 sin2 (x) dx = − cos x sin x + x + C 2 2 which is left as an exercise.11 Find d dx csc (x) dx.10 Find sec (x) dx. recall that (ln |u|) = 1/u. C. Find the indicated antiderivatives. Write the integral as − dx = − ln |cot (x) + csc (x)|+ (cot(x)+csc(x)) 9. Example 9. This follows from the chain rule. dx csc (x) = − csc (x) cot (x) and − csc(x)(cot(x)+csc(x)) 2 cot (x) = − csc (x) . Example 9. Thus this antiderivative is u − ln |u| + C = ln u−1 + C and so tan (x) dx = ln |sec x| + C.5.8 Find tan (x) dx Let u = cos x so that du = − sin (x) dx. Find the indicated antiderivatives.5.6 Exercises (a) (b) (c) (d) (e) √ x 2x−3 1.

π/2]. Find x3 5x dx sin (x) 7cos(x) dx x sin x2 dx √ x5 2x2 + 1 dx Hint: Let u = 2x2 + 1. Find the area between the graphs of y = sin2 x. 6. for x ∈ [0. 11. Find the indicated antiderivatives. (a) (b) (c) (d) (e) (f) (g) (h) (i) (j) (k) x (2x + 4) dx x (3x + 2) dx √ 1 2 dx (36−25x ) 1 x (3x + 5) dx 1 (9−4x2 ) 1 (1+4x2 ) x (3x−1) √ √ dx dx dx 4√ 1 x2 3 (6x + 4) dx dx dx dx 4√ x 2 x (5x+1) √ 1 (9x2 −4) √ 1 (9+4x2 ) 10. sin2 (x) dx. . x1/3 +x1/2 Hint: Try letting x = u6 and use long division. 4]. 8. Find the indicated antiderivatives. 7. Hint: Derive and use sin2 (x) = 1−cos(2x) . 2 4 189 5. Find 1 dx. and the x axis. (a) (b) (c) (d) (e) (f) ln x x 3 dx dx Hint: Complete the square in the denominator and then let u = x + 1. Find the area between the graphs of y = cos2 x and y = sin2 x for x ∈ [0.6. x 3+x4 dx 1 x2 +2x+2 √ 1 dx 4−x2 1 √ dx x x2 −9 ln(x2 ) x Hint: Let x = 3u. 2π]. 2π]. Find the area between the graphs of y = sin (2x) and y = cos (2x) for x ∈ [0. EXERCISES (b) (c) (d) (e) 4. dx √ x3 (6x2 +5) (g) Find (h) Find dx x 3 (6x + 4) dx 9.9. Find the area between the graph of f (x) = x3 / 2 + 3x4 and the x axis for x ∈ [0.

2 Find x sin (x) dx Let u (x) = x and v (x) = sin (x). It follows that uv − G ∈ u (x) v (x) dx and so G ∈ uv − u (x) v (x) dx. Now let G ∈ u (x) v (x) dx.4 Find arctan (x) dx Let u (x) = arctan (x) and v (x) = 1. u (x) v (x) dx and (9.7). This proves the proposition.7). Then from (9. Example 9. Then (uv − G) = −uv + (uv) = u v by the chain rule. If u and v exist.190 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. Recall the product rule.7). Then (uv − F ) = (uv) − F = (uv) − u v = uv by the chain rule. then (uv) (x) = u (x) v (x) + u (x) v (x) .7) u (x) v (x) dx. Therefore. x sin (x) dx = (− cos (x)) x − (− cos (x)) dx = −x cos (x) + sin (x) + C.7.7. Then applying (9. Example 9.7 Integration By Parts Another technique for finding antiderivatives is called integration by parts and is based on the product rule.7) is a function from the left.7. Then uv − Proof: Let F ∈ u (x) v (x) dx = u (x) v (x) dx. 2 .3 Find x ln (x) dx Let u (x) = ln (x) and v (x) = x. arctan (x) dx = x arctan (x) − = x arctan (x) − x 1 dx 1 + x2 2x dx 1 + x2 1 2 1 = x arctan (x) − ln 1 + x2 + C. Therefore every function from the left in (9. (uv) (x) − u (x) v (x) = u (x) v (x) Proposition 9.7) is a function found in the right side of (9.1 Let u and v be differentiable functions for which u (x) v (x) dx are nonempty. x ln (x) dx = x2 x2 1 ln (x) − 2 2 x 2 x x = ln (x) − 2 2 2 x 1 = ln (x) − x2 + C 2 4 Example 9. Then from (9.6) (9.7. Thus every function from the right in (9.7).

x3 cos x2 dx sec3 (x) dx = 1 2 1 2 2 2 1 x(ln(|x|))2 1. EXERCISES 191 9. the process will go in circles. Is there anything wrong here? If so. Find the following antiderivatives. Integrate by parts.8. .9. 4. Consider the following argument. 1 x2 3.8 Exercises (a) (b) (c) (d) (e) xe−3x dx dx √ x 2 − x dx (ln |x|) dx Hint: Let u (x) = (ln |x|) and v (x) = 1. Try doing sin2 x dx the obvious way. 2. Show that tan (x) sec (x) + ln |sec x + tan x| + C. 0 = −1. Now do it by taking sin2 x dx = x sin2 x − 2 x sin x cos x dx = x sin2 x − x sin (2x) dx. (a) (b) (c) (d) (e) (f) (g) (h) x3 arctan (x) dx x3 ln (x) dx x2 sin (x) dx x2 cos (x) dx x arcsin (x) dx cos (2x) sin (3x) dx x3 ex dx x3 cos x2 dx 2 5. letting u (x) = x and v (x) = to get 1 dx = x x 1 x2 dx = 1 dx. If you don’t make any mistakes. Find the antiderivatives (a) (b) (c) (d) (e) (f) (g) (h) x2 sin x dx x2 sin x dx x3 7x dx x2 ln x dx (x + 2) ex dx x3 2x dx sec3 (2x) tan (2x) dx x2 7x dx 2 6. x − 1 x x+ 1 dx x = −1 + Now subtracting what? 1 x dx from both sides. Find the following antiderivatives.

9 Trig. 1 (x2 + 2x + 2) 1 1 arctan (x + 1) + 2 2 2 dx = = x+1 (x + 1) + 1 2 1 (x + 1) + 1 2 +C 1 1 x+1 arctan (x + 1) + + C. 2 2 (x + 1)2 + 1 . Substitutions Certain antiderivatives are easily obtained by making an auspicious substitution involving a trig. this last indefinite integral becomes sec2 u tan2 u + 1 2 2 dx = 1 (x + 1) + 1 2 2 dx (9. Therefore.8). x + 1 = tan u so dx = sec2 u du.192 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. Complete the square as before and write 1 (x2 + 2x + 2) Use the following substitution next. sin u = √ x+1 (x+1)2 +1 and cos u = √ 1 . function. (x+1)2 +1 Therefore.1 Find 1 (x2 +2x+2)2 dx.8) du = = = = u 2 u 2 cos2 u du 1 + cos 2u du 2 sin 2u + +C 4 2 sin u cos u + +C 4 Next write this in terms of x using the following device based on the following picture. putting in this information to change back to the x variable. Example 9.9. The technique will be illustrated by presenting examples.   x+1 (x + 1)2 + 1          u 1     In this picture which is descriptive of (9.

3 sec2 u du.   x √ 3 + x2    u           √ 3 √ 3+x2 √ 3 Using the above diagram. SUBSTITUTIONS Example 9. Making the substitution. √ √ 3 1/2 2 3 tan u + 1 sec2 (u) du 2 3 = sec3 (u) du. sec u = variable. 3 Therefore.9. 2 Now use integration by parts to obtain sec3 (u) du = sec2 (u) sec (u) du = 1/2 (9. √ 1 x2 + 3 dx and tan u = √ x √ . restoring the x = ln = ln 3 + x2 x √ + √ +C 3 3 3 + x2 + x + C.9.2 Find Let x = √ √ 1 x2 +3 193 dx. consider √ 1 3 sec2 u du √ √ 2 3 tan u + 1 3 tan u so dx = √ = (sec u) du = ln |sec u + tan u| + C Now the following diagram is descriptive of the above transformation. 4x2 + 3 dx.3 Find √ √ Let 2x = 3 tan u so 2dx = 3 sec2 (u) du. Then making the substitution.9. Example 9. TRIG.9.9) = tan (u) sec (u) − = tan (u) sec (u) − = tan (u) sec (u) + tan2 (u) sec (u) du sec2 (u) − 1 sec (u) du sec (u) du − sec3 (u) du sec3 (u) du = tan (u) sec (u) + ln |sec (u) + tan (u)| − .

x.4 Find √ 3 − 5x2 dx √ √ √ √ In this example. tan (u) = and sec (u) = 4x2 + 3 1/2 √ 3+4x2 √ . 2 and so sec3 (u) du = ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS sec3 (u) du = tan (u) sec (u) + ln |sec (u) + tan (u)| + C 1 [tan (u) sec (u) + ln |sec (u) + tan (u)|] + C. Example 9. This is the auspicious substitution which often simplifies these sorts of problems.9.194 Therefore.   2x √   3 + 4x2          u √ 3 2x √ 3   From the diagram.10) Now it follows from (9. let 5x = 3 sin (u) so 5dx = 3 cos (u) du. The reason this might be a good idea is that it will get rid of the square root sign as shown below. 3 Therefore. bx = a tan u and the trig was the right one to use. dx = 3 2x √ 4 3 = = √ 3 + 4x2 √ + ln 3 √ 3 + 4x2 2x √ +√ 3 3 +C √ √ 3 2x 3 + 4x2 3 + 4x2 2x √ √ √ + ln +√ +C 4 3 3 3 3 1 3 x (3 + 4x2 ) + ln 3 + 4x2 + 2x + C 2 4 a2 + (bx) 2 Note that these examples involved something of the form substitution. Making the .9) that in terms of u the set of antiderivatives is given by 3 [tan (u) sec (u) + ln |sec (u) + tan (u)|] + C 4 Use the following diagram to change back to the variable. 2 (9.

3 − 5x2 dx = = √ 3 195 √ 3 1 − sin2 (u) √ cos (u) du 5 3 √ cos2 (u) du 5 1 + cos 2u 3 du = √ 2 5 3 u sin 2u = √ + +C 4 5 2 3 3 √ u + √ sin u cos u + C = 2 5 2 5 The appropriate diagram is the following. Then changing the variable. 5 Now from (9. sin (u) = and cos (u) = √ 3−5x2 √ .10).9. let 5x = 3 sec (u) so 5dx = 3 sec (u) tan (u) du. this equals 3 1 √ [tan (u) sec (u) + ln |sec (u) + tan (u)|] − ln |tan (u) + sec (u)| + C 5 2 3 3 √ tan (u) sec (u) − √ ln |sec (u) + tan (u)| + C. TRIG.9. 2 5 2 5 = . 3 − 5x2 dx = √ √ √ 3 5x 5x 3 − 5x2 3 √ √ arcsin √ + √ √ +C 2 5 3 2 5 3 3 1√ 1 3√ 5 arcsin 15x + x (3 − 5x2 ) + C = 10 3 2 √ Example 9. 3 Therefore. SUBSTITUTIONS substitution.   √ 5x    u √ 3       √     3 − 5x2 √ 5x √ 3 From the diagram.9.5 Find 5x2 − 3 dx √ √ √ √ In this example. consider √ √ 3 2 (u) − 1 √ sec (u) tan (u) du 3 sec 5 3 tan2 (u) sec (u) du = √ 5 3 = √ sec3 (u) du − sec (u) du . changing back to x.

The diagram is as follows. 9. here is a short table of auspicious substitutions corresponding to certain expressions.196 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Now it is necessary to change back to x. These substitutions are often especially useful when the expression is enclosed in a square root. Expression a2 + b2 x2 a2 − b2 x2 a2 x2 − b2 Trig.   √ 5x2 − 3    u 5x       √ √     3 √ 5x √ 3 Therefore. substitution bx = a tan (u) bx = a sin (u) ax = b sec (u) Of course there are no “magic bullets” but these substitutions will often simplify an expression enough to allow you to find an antiderivative. dx dx dx 3 (36−25x2 ) 3 (16−25x2 ) 1 (4−9x2 ) 1 (36−x2 ) dx dx 3 (9 − 16x2 ) (16 − x2 ) 5 dx dx (25 − 36x2 ) dx . Find the antiderivatives.10 (a) (b) (c) (d) (e) (f) (g) (h) Exercises √ √ √ √ √ x (4−x2 ) 1. tan (u) = √ 5x2 −3 √ 3 and sec (u) = and so 5x2 − 3 dx = √ √ √ 5x2 − 3 5x 3 5x 5x2 − 3 √ √ − √ ln √ + √ +C 2 5 3 3 2 5 3 3 √ 1 3√ 5x2 − 3 x − 5 ln 5x + (−3 + 5x2 ) + C 2 10 3 √ √ = = To summarize.

Find the antiderivatives. Example 9. Find the antiderivatives. (a) (b) (c) (d) (e) (f) √ √ √ (4x2 + 16x + 15) dx (x2 + 6x) dx 3 (−32−9x2 −36x) 3 (−5−x2 −6x) dx dx dx 1 (9−16x2 −32x) (4x2 + 16x + 7) dx 9. a few more examples are presented.9. Find the antiderivatives.11 Partial Fractions The main technique for finding antiderivatives in the case f (x) = p(x) for p and q polyq(x) nomials is the technique of partial fractions.11. (a) (b) (c) (d) (36x2 − 25) dx (x2 − 4) dx (16x2 − 9) 3 dx (25x2 − 16) dx 3.1 Find 1 x2 +2x+2 dx. Hint: Complete the square. (x2 + 9) dx (4x2 + 25) dx √ x 4x4 + 9 dx √ x3 4x4 + 9 dx 1 1 (25+36(2x−3)2 ) (16+25(x−3)2 ) 2 2 dx dx dx Hint: Complete the square. 3 1 261+25x2 −150x (25x2 + 9) 1 25+16x2 dx dx 4.11. Before presenting this technique. . (a) (b) (c) (d) (e) (f) (g) (h) (i) (j) 1 26+x2 −2x dx Hint: Complete the square. PARTIAL FRACTIONS (i) (j) (4 − 9x2 ) 3 197 dx (1 − 9x2 ) dx 2.

The following simple but important Lemma is needed to continue.11.11.3 Find dx. dx = 4 3 = = = 3 2 √ 3 2 √ 3 √ 3 2 du and √ 3 1 2 u− 2 u2 + 1 √ 2 3 √ 3 u2 u 2 du − +1 3 u2 2 2u 1 du − du u2 + 1 3 u2 + 1 √ 3 3 2 ln u + 1 − arctan u + C 2 3 3x + 2 dx = x2 + x + 1 √ 2 3 +1 − arctan 3 Therefore.198 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS To do this complete the square in the denominator to write 1 dx = x2 + 2x + 2 1 (x + 1) + 1 2 dx Now change the variable. u 3 Let u = 3x + 5 so du = 3dx and changing the variable. letting u = x+1 so that du = dx. Therefore. Then the last indefinite integral reduces to 1 du = arctan u + C u2 + 1 and so 1 dx = arctan (x + 1) + C. 1 2 = 3 2 u 4 changing the variable. x2 3x + 2 dx = +x+1 = Now let x+ so that x + 1 2 x2 3 4 dx x+ 2 + 3 4 dx. + 2 √3 2 du 1 du +1 = √ 3 2 u. 1 3 1 1 du = ln |u| + C. 3x + 2 +x+ 1 + 4 3x + 2 1 2 2 First complete the square in the denominator. 2 + 2x + 2 x Example 9. . 1 1 dx = ln |3x + 5| + C. Therefore. 3 ln 2 2 √ 3 x+ 1 2 2 √ 3 x+ 1 2 + C. 3x + 5 3 3x+2 x2 +x+1 Example 9.2 Find 1 3x+5 dx.

In this problem. In this case. Now the degree of r1 (x) < degree of r (x). q (x) such that r (x) f (x) = q (x) + . See the preceding corollary which guarantees this can be done. If it is not so. first check to see if the degree of the numerator in the integrand is less than the degree of the denominator. PARTIAL FRACTIONS 199 Lemma 9. g (x) g (x) Example 9. Then there exists a polynomial. b.4 Let f (x) and g (x) be polynomials. r (x) such that the degree of r (x) < degree of g (x) and a polynomial. If this doesn’t happen. Now look for a partial fractions expansion for the integrand which is in the following form. Thus the problem involves finding a. pick the one which has the smallest degree.11. Proof: Consider the polynomials of the form f (x) − g (x) l (x) and out of all these polynomials.5 Let f (x) and g (x) be polynomials. This proves the lemma. It is required to show the degree of r (x) is smaller than the degree of g (x) . Then r (x) = 0. b. q (x) such that f (x) = q (x) g (x) + r (x) where the degree of r (x) < degree of g (x) or r (x) = 0.11. Corollary 9. and d so that the above rational functions sum to the integrand. Then letting r1 (x) = r (x) − = = xm−n bm g (x) an xm−n bm g (x) an xm−n bm . f (x) − g (x) q1 (x) + an f (x) − g (x) q1 (x) − it follows this is not zero by the assumption that f (x) − g (x) l (x) is never equal to zero for any l (x). a contradiction to the construction of r (x). use long division to write the integrand as the sum of a polynomial with a rational function in which the degree of the numerator is less than the degree of the denominator. a.6 Find −x3 +11x2 +24x+14 (2x+3)(x+5)(x2 +x+1) dx. Let this take place when l (x) = q1 (x) and let r (x) = f (x) − g (x) q1 (x). This can be done because of the well ordering of the natural numbers discussed earlier.11. this is so. d. c. It is required to show degree of r (x) < degree of g (x) or else r (x) = 0. Then there exists a polynomial. The reason cx + d is used in the numerator of the last expression is that x2 + x + 1 cannot be factored using real polynomials. b cx + d a + + 2x + 3 x + 5 x2 + x + 1 and try to find constants.11. Let r (x) g (x) = bm xm + · · · + b1 x + b0 = an xn + · · · + a1 x + a0 where m ≥ n and bm and an are nonzero.9. c. such that −x3 + 11x2 + 24x + 14 a b cx + d = + + 2 2 + x + 1) (2x + 3) (x + 5) (x 2x + 3 x + 5 x + x + 1 . Suppose f (x) − g (x) l (x) is never equal to zero for any l (x). then the degree of r ≥ the degree of g.

it is now possible to find the antiderivative of the given function.200 and so ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS −x3 + 11x2 + 24x + 14 = a (x + 5) x2 + x + 1 + b (2x + 3) x2 + x + 1 + (cx + d) (2x + 3) (x + 5) . dx. Therefore.11) Now these are two polynomials which are supposed to be equal. Thus the desired antiderivative equals 1 ln |2x + 3| − 2 ln |x + 5| + 2 √ 1 1√ 3 ln x2 + x + 1 + 3 arctan (2x + 1) 2 3 3 This was a long example.7 Find 3x5 +7 x2 −1 + C. −x3 + 11x2 + 24x + 14 = (2b + 2c + a) x3 + (6a + 5b + 13c + 2d) x2 + (6a + 13d + 5b + 15c) x + 15d + 5a + 3b and therefore.11) and obtain a simple equation for finding b. 2−1 x (x − 1) (x + 1) . Here is an easier one. they have the same coefficients. Example 9. −x3 + 11x2 + 24x + 14 dx = (2x + 3) (x + 5) (x2 + x + 1) 1 dx − 2x + 3 2 dx + x+5 x2 1+x dx. +x+1 Now each of these indefinite integrals can be found using the techniques given above. 2b + 2c + a = −1 6a + 5b + 13c + 2d = 11 6a + 13d + 5b + 15c = 24 15d + 5a + 3b = 14 The solution is c = 1. In reality it is not that bad. First let x = −5 in (9. −x3 + 11x2 + 24x + 14 1 2 1+x = − + . Therefore. This reduces the above system to a more manageable size. Multiplying the right side out and collecting the terms.11. a = 1. Anyway. it is necessary to solve the equations. d = 1. (2x + 3) (x + 5) (x2 + x + 1) 2x + 3 x + 5 x2 + x + 1 This may look like a fairly formidable problem. Next let x = −3/2 to get a simple equation for a. Thus 7 + 3x 3x5 + 7 = 3x3 + 3x + 2 x2 − 1 x −1 Now look for a partial fractions expansion of the form 7 + 3x a b = + . (9. b = −2. In this case the degree of the numerator is larger than the degree of the denominator and so long division must first be used.

Then you factor the denominator into a product of factors. Computing the constants yields 3x + 7 1 2 2 = 2 2 + x+2 − x+3 (x + 2) (x + 3) (x + 2) and therefore. 7 + 3x 5 2 = − x2 − 1 x−1 x+1 and so 5 2 3x5 + 7 = 3x3 + 3x + − . . a = 5.11. PARTIAL FRACTIONS Therefore. do a long division. x2 − 1 4 2 What is done when the factors are repeated? Example 9. Next follow the procedure illustrated in the above examples. some linear of the form ax + b and others quadratic.11. ax2 + bx + c which cannot be factored further.11. cx + d ex + f ax + b + + 3+ (x2 + 2x + 2) (x2 + 2x + 2)2 (x2 + 2x + 2) A B D gx + h + + + 2 . dx. (x + 2) (x + 2)2 (x + 3) The reason there are two terms devoted to (x + 2) is that this is squared. Letting x = 1. look for a partial fractions decomposition in the following form. First observe that the degree of the numerator is less than the degree of the denominator. If this is not so. You first check to be sure the degree of the numerator is less than the degree of the denominator. x+2 Example 9. 7 + 3x = a (x + 1) + b (x − 1) .9 Find the proper form for the partial fractions expansion of x3 + 7x + 9 (x2 + 2x + 2) (x + 2) (x + 1) (x2 + 1) 3 2 . Then letting x = −1. In this case the correct form of the partial fraction expansion is a b c + + . Since this is the case. 2−1 x x−1 x+1 3x5 + 7 3 3 dx = x4 + x2 + 5 ln (x − 1) − 2 ln (x + 1) + C.8 Find 3x+7 (x+2)2 (x+3) 201 therefore. (x + 2) (x + 2)2 (x + 1) x +1 These examples illustrate what to do when using the method of partial fractions. First check to see if the degree of the numerator is smaller than the degree of the denominator.9. it follows b = −2. Therefore. 3x + 7 (x + 2) (x + 3) 2 dx = − 1 + 2 ln (x + 2) − 2 ln (x + 3) + C.

This equals 2 cos2 (arctan u)−1. Find the antiderivatives (a) (b) (c) x5 +4x4 +5x3 +2x2 +2x+7 (x+1)2 (x+2) 5x+1 (x2 +1)(2x+3) dx dx 5x+1 (x2 +1)2 (2x+3) sin θ 4.1 Find dθ. Setting up a little √ triangle as above. In finding sec (x) dx. b. (a) (b) (c) (d) 2x+7 (x+1)2 (x+2) 5x+1 (x2 +1)(2x+3) 5x+1 (x2 +1)2 (2x+3) 5x4 +10x2 +3+4x3 +6x (x+1)(x2 +1)2 3. Hint: Use the above procedure of letting u = tan θ and then 2 multiply both the top and the bottom by (1 − sin θ) to see another way of doing it.13 Exercises 1. . be sure you look for something which is of the right form. When you use partial fractions. in terms of u the antiderivative equals −u + 2 arctan u. du = 1 + tan2 θ 1 dθ and so in terms of this new 2 2 2 variable. Find 1+sin θ dθ. 2. (1 + cos (2 arctan u)) (1 + u2 ) You can evaluate cos (2 arctan u) exactly. Find the partial fractions expansion of the following rational functions. try the substitution u = sin (x) .12 Rational Functions Of Trig. the indefinite integral is 2 cos (2 arctan u) du.12. Thus in this example. 5. and c such that ax2 + bx + c cannot be factored as a product of two polynomials which have real coefficients. Otherwise you may be looking for something which is not there. When such a thing occurs there is a substitution which will reduce the integrand to a rational function like those above which can then be integrated using partial fractions. Now replace u to obtain − tan θ 2 + 2 arctan tan θ 2 + C. Functions cos θ 1+cos θ Example 9. 9. Give a condition on a. The substitution is u = tan θ . The integrand is an example of a rational function of cosines and sines. cos (arctan u) equals 1/ 1 + u2 and so the integrand reduces to √ 2 2 2 1/ 1 + u2 − 1 1 − u2 2 = = −1 + √ 2 2 1+u 1 + u2 1 + 2 1/ 1 + u2 − 1 (1 + u2 ) therefore.202 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9.

8x2 +x−5 (3x+1)(x−1)(2x−1) 3x+2 (5x+3)(x+1) 50x −95x −20x2 −3x+7 (5x+3)(x−2)(2x−1) dx dx 8. (a) (b) (c) (d) 17x−3 (6x+1)(x−1) 4 3 dx dx Hint: Notice the degree of the numerator is larger than the degree of the denominator. the better you will be at taking antiderivatives.9. Beware that sometimes you may get it right even though it looks different than the answer given. This book had some which were even harder.14. the more you do. In finding csc (x) dx try the substitution u = cos (x) . Find the antiderivatives. Find the antiderivatives. I shall give answers to these problems so you can see whether you have it right. Most of these problems are modifications of problems I found in a Russian calculus book.14 Practice Problems For Antiderivatives Here are lots of practice problems for finding antiderivatives. (a) (b) (c) 1 (3x2 +12x+13)2 1 (5x2 +10x+7)2 dx dx dx 1 (5x2 −20x+23)2 9. 203 7. However. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 6. . Also. there is no guarantee that my answers are right. Some of these are very hard but you don’t have to do all of them if you don’t want to. Find the antiderivatives (a) (b) (c) 52x2 +68x+46+15x3 (x+1)2 (5x2 +10x+8) dx dx 9x2 −42x+38 (3x+2)(3x2 −12x+14) 9x −6x+19 (3x+1)(3x2 −6x+5) 2 dx 9.

Find x 1 dx = − 48(2x+3)24 + C dx = (3 + 2x) + 5x dx. Answer: (2x + 3) 6.204 1. √ 11. Find 1 4 2 Answer: √ 12 1 2 (4x −9) dx = (4x2 − 9) + C dx. 2 19. sinh (3x + 3) + Answer: 1 1+cos 6x dx = tan 1 x + C 2 dx. ln 2x + 17. Find √ √ 2x+1 x ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS dx. Find 81+x dx. Find (36+x2 )+ √ √ (36−x2 ) Answer: 2x+1 x (1296−x4 ) dx. Find √ 1 (4x2 −9) dx. Find Answer: (3 + 2x) C 15. 1 3 1 − 2 sin(2x+3) cos (2x + 3) + C Answer: cosh (3x + 3) dx = C 10. dx. 1 16 1 cosh 8x sinh 8x+ 2 x+ Answer: 1 49+4x2 dx = 16. Find 1 1+cos 6x dx. ln x + 12. 1 14 2 arctan 7 x + C Answer: 5 dx = 7. 1 x ln 5 5 dx. 2 3x ln 2 2 18. Find Answer: (1 + sin 3x) dx = √ (1+sin 3x) 2 (sin 3x − 1) cos 3x +C 3 − x6 + 9x + C 14. Find (36 + x2 ) + C (7x + 1) 30 30 Answer: 3. tanh2 2x dx. Find 5−2x2 5+2x2 et t+1 +C dx. √ √ dx = 2 2 x + ln x + C Write this as 2. Find 1 49+4x2 5 dx = (7x + 1) 31 +C Answer: C √ √ dx = −x+ 10 arctan 1 x 10+ 5 3 − x5 2 2 (1 + sin 3x) dx. Find + 2 3x 3 ln 2 2 1 1+sin(3x) Answer: 81+x dx = +C Answer: 1 1+sin 3x dx = − 3 (tan 3 x+1) 2 +C . Answer: cosh2 8x dx = C 8. Find Answer: dx. 1 11 11 x 3 − x5 5. Find dx = (3 + 2x) 5 dx. Find Answer: tanh 2x dx = − 1 tanh 2x − 2 +1 4 9. 1 217 5−2x2 5+2x2 Answer: (7x + 1) 13. Find ln (−1 + tanh 2x) 1 sin2 (2x+3) Answer: 1 sin2 (2x+3) dx = ln (1 + tanh 2x) + C cosh (3x + 3) dx. tet Find (t+1)2 dt Hint: (1+t)et et − (1+t)2 dt (t+1)2 Answer: √ √ (36+x2 )+ (36−x2 ) √ dx = 4 (1296−x ) √ 1 (36−x2 ) dx+ √ 1 (36+x2 ) dx = arcsin 1 x+ 6 = et (t+1) − et (1+t)2 dt. 4. Find +C cosh2 8x dx. 1 7 7 (2x + 3) −25 −25 dx.

Find dx = ln5 x + C dx. 31. 23. Find √ 1 x (25x2 −9) Answer: arctan 5x 1+25x2 Answer: You could let 3 sec u = 5x so (3 sec u tan u) du = 5 dx and then x dx = arctan2 5x + C cos ln 6+2x 6−x dx = dx. 3 3 25. Answer: 1 x cos(ln 4x) Answer: 5 √ x 1 − 15 x4 (6−3x2 ) dx = 8 2 45 x dx = (6 − 3x2 ) − (6 − 3x2 ) + C (6 − 3x2 ) ln (sec (ln 4x) + tan (ln 4x)) + C − 32 45 . 1 5 Answer: (3x9 + 2) 5 ln4 x x 21. Find 1 √ 3(2+x) x dx. dx. Find √ 1 (x(3x−5)) sin ln 6+2x + C 6−x 34. 8 8 8 x2 (4x3 + 2) dx. Find dx. x5 (6−3x2 ) dx.14. Find x23 2 − 6x12 10 10 dx. dx. Find 5 ln4 x x +C dx.9. Find √sin 7x+cos 7x (sin 7x−cos 7x) 22. Find dx. 27. 1 4 dx = 1 6 ln |csc 4x − cot 4x| + C arctan 5x 1+25x2 1 9 32. Find 1 x cos(ln 4x) 35. Answer: 1 24 √ x 3+8x4 dx = 2 2 3x Answer: √sin 7x+cos 7x √ 6 +C 2 7 (sin 7x−cos 7x) dx = 6 arctan (sin 7x − cos 7x) + C csc 4x dx. 1 10 24. Find dx. Find (3x9 + 2) dx 7 1 x(2+ln 2x) Answer: 1 x(2+ln 2x) dx = (3x9 + 2) x 3+8x4 +C ln (2 + ln 2x) + C 30. this yields 1 arcsec 5 |x| + C. Find Answer: (4x3 + 2) dx = (4x3 + 2) x8 3 Answer: x7 ex dx = 1 ex + C 8 28. Answer: x8 = 2 189 29. 18 (6+2x)(6−x) √ 1 (25x2 −9) dx = 1 3 du = cos ln 6+2x 6−x Now restoring the original variables. Find Answer: √ √ 3 6 arctan 1 √ 3(2+x) x Answer: csc 4x dx = √ √ √ 3 x 6 +C dx. 33. Find x2 1 18 205 x7 ex dx. Find u 3 18 (6+2x)(6−x) Answer: + C. dx Answer: √ 1 3 dx (x(3x−5)) Answer: x23 2 − 6x12 dx = 11 1 5184 = 5 6 √ 3 ln √ 2 − 6x √ 12 12 3 x− + (3x2 − 5x) + C 1 − 2376 2 − 6x12 + C 26. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 20.

In terms of x this gives arcsin x − (1 − x2 ) + C. 1 1 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS x−2 x+2 41. In terms of u this is 2 √1 u 1+u2 2 tan θ − 2 ln (sec θ + tan θ) + C. Find Answer: 1 dx. Find √ 1 (x2 −36) 1 (x2 +49) Answer: dx = ln x + (x2 + 49) + √ arctan x √ x(1+x) = arctan2 1+x 1−x dx. Answer: √ C 45. 1x e2 √ u2 +1 u 1 u dx = (4 + 9x2 )− (4 + 9x2 ) + C dx. Find √ arctan x √ x(1+x) dx. Find cos3 3x sin 2 3x dx. Find 1 e2x +ex dx. −1−xex ex Answer: 1 e2x +ex Multiply the fraction on the top and √ 2 (x −4) bottom by x + 2 to get dx x+2 Now let x = 2 sec θ so dx = 2 sec θ tan θ dθ and in terms of θ the indefinite integral is √ 2 sec (θ)−1 2 sec θ tan θ dθ = sec θ+1 2 =2 tan2 θ sec(θ) 1+sec θ tan2 θ 1+cos θ dx = + ln (ex + 1) + C dθ sec2 θ dθ−2 sec θ dθ = 38. Find 1 2x 1 2 du. Find √ 1 (ex +1) dx. =2 Answer: Let u2 = ex so 2udu = ex dx = au2 dx. Find x ln2 (6x) dx. Answer: 1 2 4x 1 1 x ln2 6x dx = 2 x2 ln2 6x− 2 x2 ln 6x+ +C . Then this is √ 1+sin θ (1−sin2 θ) cos θ dθ = (1 + sin θ) dθ = θ − cos θ + C. u = tan θ so du = sec2 θ dθ. 1 (x2 −36) dx = ln x + (x2 − 36) + Multiply the fraction on the top and bottom by 1 + x to get √ 1+x 2 dx. Find 1 (x2 +49) 39. Find Answer: dx. cos θ dθ. In terms of u this is 2 ln − + C and in terms of x this is √ x 1 (e +1) 2 ln − e− 2 x + C . Now let x = sin θ so dx = (1−x ) Answer: x ln (3x) dx = 1 x2 ln 3x − 1 x2 + C 2 4 46. 40. dx. √ x+C Answer: √ C 44. Find x ln (3x) dx. Now in terms of x this is (x2 − 4)− 2 ln 42. ln 3x + √ 43. Then the indefinite integral becomes 2 sec2 θ tan θ sec(θ) √ x2 (4+9x2 ) dθ = 2 csc θ dθ = Answer: √ 1 18 x 2 27 x2 (4+9x2 ) 2 ln |csc θ − cot θ| + C.206 36. Answer: cos3 3x sin 2 3x dx = cos 3x 1 − sin2 3x sin 2 3x 2 = − 21 sin 2 3x + 7 dx 2 9 sin 2 3x + C 3 37. Now let + (x2 − 4) + C.

dx = 1 2 x2 2x e 2 55. = x cos (ln 7x) + x sin (ln 7x) − 1 2 Answer: dx = 1 ln (x + 2) − 24 ln x2 − 2x + 4 √ √ 1 + 12 3 arctan 1 (2x − 2) 3 + C 6 cos (ln (7x)) dx and so cos (ln 7x) dx = [x cos (ln 7x) + x sin (ln 7x)] + C . 7x2 +100x+347 (x+2)(x+7)2 Answer: 7x2 +100x+347 (x+2)(x+7)2 52. Find arctan 6x x3 x+4 3 (x+3)2 dx. Answer: e3x sin2 2x dx = 1 e3x − 6 x+C 58. Find 1 2 3 3x 25 e arctan x dx (cos 2) x − 4 3x 25 e (sin 2) Answer: arctan x dx = x arctan x − 51.14. ln 1 + x2 + C Answer: x+4 3 (x+3)2 dx = 3 x+3 dx Answer: arctan 6x dx x3 1 3 = − 2x2 arctan 6x− x −18 arctan 6x+C 3 ln (x + 3) − 59.9. x3 ex dx. 2 2 Answer: 4x +65x+266 2 (x+2)(x2 +16x+66) dx Answer: cos (ln 7x) dx = x cos (ln 7x) + x sin (ln (7x)) 1 x = 8 ln (x + 2) + √ √ 2 arctan 1 (16 + 2x) 2 + C 4 62. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 47. Find Answer: (e4x + 1) dx (e4x + 1)+ 1 arcsinh e2x +C 4 cos (ln 7x) dx. Find 4x +65x+266 2 (x+2)(x2 +16x+66) dx. Find Answer: e5x sin 3x dx 3 = − 34 e5x cos 3x + 5 5x 34 e arcsin x dx sin 3x + C Answer: arcsin x dx = x arcsin x + 50. Answer: x2 sin 8x dx = − 1 x2 8 49. Answer: 3x +7x+8 2 (x+2)(x2 +2x+2) dx 53. Find sin 4x ln (tan 4x) dx dx 2 x+7 Answer: Integration by parts gives − 1 cos 4x ln (tan 4x) + 4 1 4 = 7 ln (x + 2) − 60. Find (1 − x2 ) + C 57. Find e2x = 1 e2x 4 54. Find 3 x2 207 sin (ln 7x) . Find 1 x3 +8 1 12 1 x3 +8 dx dx. Find − 1 x2 2e Answer: +C Answer: sin (ln 7x) dx = 1 2 x2 sin 8x dx [x sin (ln 7x) − x cos (ln 7x)] + C e5x sin 3x dx. 2 ln (csc 4x − cot 4x) + C e2x (e4x + 1) dx. Find 1 cos 8x+ 256 1 cos 8x+ 32 x sin 8x+C 56. Find +C dx. = 6 ln (x + 2) + 2 arctan (1 + x) + C 61. Find x e 48. Find 2 +C 3x +7x+8 2 (x+2)(x2 +2x+2) dx. Find e3x sin2 2x dx.

Find ln 1 + x7 + C dx x2 +1 x4 −2x2 +1 dx. Answer: 1 x4 +x2 +1 1 4 Answer: dx = = x2 (x−3)100 dx − 3 49(3−x)98 2 3 ln x2 + x + 1 + √ √ 1 1 6 3 arctan 3 (2x + 1) 3 − 1 ln x2 − x + 1 + 4 √ √ 1 1 6 3 arctan 3 (2x − 1) 3 + C 64. Find x8 +1 dx + 1 . There(x+ 3) +1 fore. √ √ x4 −x2 √2+1 x5 1 x8 +1 dx = 16 2 ln x4 +x2 2+1 √ √ + 1 2 arctan x2 2 + 1 8 √ √ + 1 2 arctan x2 2 − 1 + C 8 71. x6 + 64 = x2 + 4 1 x6 +64 dx 1 2(1+x) 1 = − 2(x−1) − 5 +C x− √ 3 2 +1 x+ √ 3 2 x 70. Find 2 (x4+4x+3x +x dx. 3x+ 1 √ 2 48 + (x+ 3) +1 1 96 1 192 √ Answer: dx = √ √ dx = √ 1 − 96 3 ln x2 − 2 3x + 4 + √ 1 3 + 16 arctan x − √ √ 1 2 96 3 ln x + 2 3x + 4 √ 1 + 16 arctan x + 3 + C √ 1 arctan 1 x− 384 3 ln x2 − 2 3x + 4 2 √ 1 + 192 arctan x − 3 + √ √ 1 2 384 3 ln x + 2 3x + 4 + √ 1 3 +C 192 arctan x + . the indefinite integral is 3x2 +12 16 √ 3x+ 1 + 1 − 192 √ 3x+ 1 √ 2 48 x− 3) +1 ( du. 66. Find 1 x6 +64 2+1 √ 1 3x 2 − 1 + C √ = ln x − 69. 1 2 x4 + 81 = √ x2 − 3x 2 + 9 Answer: ln x2 + 1 + arctan x+ 1 2 ln x2 + 2x + 5 + arctan 1−x7 x(1+x7 ) C 68. Find x2 +4 x6 +64 x2 +4 x6 +64 + dx. Find 1 x4 +81 1 11(3−x)99 + 1 97(3−x)97 +C 67. Answer: x2 +1 x4 −2x2 +1 Answer: First factor the denominator. Answer: = and so after wading through much affliction. 2 +1)(x2 +2x+5) 2 3 Answer: 2 (x4+4x+3x +x dx 2 +1)(x2 +2x+5) = 1 2 dx. Now use partial fractions.208 63. Find x2 (x−3)100 dx. Find 1 x4 +x2 +1 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS dx. = u 2u4 +2 2 x5 x8 +1 dx + 192 √ 2 48 . the partial fractions decomposition is √ 1 1 − 192 3x+ 48 16 √ 3x2 +12 + (x− 3)2 +1 1 Ax+B Cx+D Ex+F √ √ x2 +4 + (x− 3)2 +1 + (x+ 3)2 +1 Let u = x2 . Hint: √ x2 + 3x 2 + 9 . Find dx + 1x + 2 Now you can use partial fractions to find 1 x4 +81 1 216 1 108 dx = √ x2 +3x√2+3 + 2 −3x 2+3 x 1 3x Answer: 1−x7 x(1+x7 ) √ √ dx 2 7 2 ln 2 arctan √ 1 + 108 2 arctan 65.

tan(2x) 9 (x2 + 6x + 13)− 2 7 ln x + 3 + √ 75. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 72. Answer: tan5 (2x) dx = − 1 tan2 2x + 4 81.9. Find dx √ √ . Answer: √ √ √(x+3)−√(x−3) dx = (x+3)+ (x−3) 1 2 6x Answer: sin3 (x) cos4 (x) 3 4 dx = − 1 6 (x + 3) (x − 3) − 1 (x + 3) (x − 3)+ 2 √ 3 √ ((x−3)(x+3)) √ ln x + (x2 − 9) +C 2 (x−3) (x+3) 1 sin x 1 sin4 x 3 cos3 x − 3 cos x − 2 1 2 3 sin x cos x − 3 cos x +C 80. Answer: √ dx 1 tan(2x) = 5 (x2 +4x+5) x (x +4x+5) x dx = √ √ 2 5 +C (x +4x+5) √ 1 − 5 arctanh 5 (5 + 2x) + 4x + 5) + 2 arcsinh (x + 2) tan 2 tan 2 2 1+2 tanx x + 2 1+2 tanx x 2 2 √ √ tan 1 x 1 2 −2 tan 2 x + 1 2 arctan 2 2 1−2 tan x 4 √ 1 √ √ + 1 2 ln 2 tan x+2 2 tan 2 x+1 + C 4 2 (1+2 tan x) You might try the substitution. Answer: √ 1 3 dx cos x+3 sin x+4 Answer: x3 √1 x2 +9 = dx = 1 1 6 arctan 12 6 tan 2 x + 6 √ 6+C x 2 1 − 18x2 (x2 + 9)+ 1 √ 3 54 arctanh (x2 +9) Try the substitution. x2 +9 . Find Answer: √ 2 (x2 (x2 + 6x + 13) + C dx. Find Answer: dx √ √ x(2+3 x+ 3 x) Answer: = 6 u(2+3u3 +u2 ) du = x4 1 27x3 dx √ x2 −9 = 2 243x 6 3 ln u− 7 ln (1 + u)− 15 ln 3u2 − 2u + 2 14 √ √ 3 1 − 35 5 arctan 10 (6u − 2) 5 + C (x2 − 9) + (x2 − 9) + C 78. Answer: x2 x2 +6x+13 tan4 2x dx = (x2 + 6x + 13)+ + 1 ln 2 + 2 tan2 2x + C 4 dx . Find 76. u = tan +C √ 1 . Find x3 √1 x2 +9 dx. Find sin6 (3x) dx.14. x(2+3 x+ 3 x) 209 x4 dx √ . You might try letting u = . Find √ √ √(x+3)−√(x−3) dx. u = tan (x) . Find √ 1 8 74. Find tan5 (2x) dx. (x+3)+ (x−3) dx. = 3 ln x1/6 − 6 7 ln 1 + x1/6 − − 2 √ 5+C Answer: sin6 (3x) dx = − 1 sin5 x cos x − 2 − 15 cos x sin x + 16 79. Find √ 1 2x x2 √ x2 +6x+13 dx. x2 −9 77. Find sin3 (x) cos4 (x) 3 5 8 sin x cos x 5 16 x + C 15 1/3 − 2x1/6 + 2 14 ln 3x √ 3 1 1/6 − 35 5 arctan 10 6x 73. 82. You might try letting u = sinh−1 (x + 2) . dx cos x+3 sin x+4 .

the total volume of the pyramid would equal − 1 5 5 500 − 300 3 3 1 5 (500) . the total volume is 3 3 V (10) = 400 (10) − 4 8000 16 000 3 (10) + = 3 3 3 Example 9. use 3 3 V (−10) = 0 and so C = −400 (−10) + 4 (−10) = 8000 .1 Consider a pyramid which sits on a square base of length 500 feet and suppose the pyramid has height 300 feet. V (−10) = 0 dx as an appropriate differential equation for this volume. Therefore. the length of one of the sides. V (y) .15 Volumes Imagine a building having height h and consider the intersection of the building with a plane which is parallel to the ground at height y. You can use differential equations to compute volumes of other shapes as well. Therefore. A (x) = 4 100 − x2 and so V (x) = 400x − 4 x3 + C. Here A (x) is the area of the surface resulting from the intersection of the plane with the solid. Example 9. y. would satisfy the differential equation.2 The base of a solid is a circle of radius 10 meters in the xy plane. Therefore. 3 + 1 3 (500) = 25. Therefore. The sphere is obtained by revolving a disk of radius R about the y axis.3 Find the volume of a sphere of radius R.15.15. V (−R) = 0 dy . would satisfy 5 x = 3 (300 − y) . Thus the radius of a the cross section at height y would be R2 − y 2 and so the area of this cross section is π R2 − y 2 . At height. equal A (y) . dy The volume of the building would be V (h) . When this solid is cut with a plane which is perpendicular to the xy plane and the x axis at x. Since V (0) = 0.210 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. V (0) = 0. dV = π R2 − y 2 . Find the volume of the pyramid in cubic feet. 2 dV 5 = (300 − y) dy 3 3 x 300−y = 500 300 = 5 3 and so and so V (y) = − 1 500 − 5 y + C. Written in terms of differentials dV = A (y) dy and so the total volume of the building between 0 and y. dV = A (y) . 000 cubic feet. 5 Example 9. Find the volume of the resulting solid. 000. To find C. Then the volume of the building between the two parallel planes at height y and height y + ∆y would be approximately ∆y (A (y)) . the constant must equal 5 3 Therefore. called the cross section at height y. yields dV = A (x) . x. Let the area of this intersection.15. Reasoning as above for the building and letting V (x) denote the volume between −10 and x. The length of one side of this √ surface is 2 100 − x2 because the equation of the circle which bounds the base is x2 + y 2 = 100. the result is a square.

This method involves the notion of shells. From the differential equation and initial condition. y = f (x) y = g(x) c a s xd b d x+h . Consider the following picture of a circular shell. 2 In this picture the radius of the inner circle will be r and the radius of the outer circle will be r + ∆r while the height of the shell is H.9.12) Now consider the problem of revolving the region between y = f (x) and y = g (x) for x ∈ [a. VOLUMES 1 and so V (y) = π R2 y − 3 y 3 + C. V (R) = π R3 − 1 3 (R) 3 +π − The cross sections perpendicular to the x axis for this shape are circles and the cross √ section at x has radius x. V (x) = π x 2 and so V (8) = π 64 = 32π. Now since V (−R) = 0. The following picture is descriptive of the situation. the volume of the shell would be the difference in the volumes of the two cylinders or π(r + ∆r)2 H − πr2 h = 2πHr (∆r) + πH (∆r) . A (x) = πx and the appropriate differential equation and initial value is dV = πx. f (x) = x is revolved about the x axis. V (0) = 0 dx and the answer is V (8) .15. Therefore. 2 (9.4 The graph of the function. Therefore.15. C = π − R + R3 and so 3 3 211 R3 4 + R3 = πR3 3 3 √ Example 9. b] about the line x = c for c < a. 2 There is another way to find volumes without using cross sections. Find the volume of the resulting shape between x = 0 and x = 8.

V (0) = 0. the initial value problem is dV = 2πx sin (x) .14) and the volume of revolution will equal V (b) . Example 9.15. dV = 2π |f (x) − g (x)| (x − c) . c = 0 and since sin (x) ≥ 0 for x ∈ [0.212 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Let V (x) denote the volume of the solid which results from revolving the region between the graphs of f and g above the interval. x] about the line x = c. lim (9. π] . This results in a solid which is very nearly a circular shell like the one shown in the previous picture and the approximation gets better as let h decreases to zero. cos x > sin x for x ∈ [0. Therefore. V (a) = 0 and this means that to find the volume of revolution it suffices to solve the initial value problem. y = cos x and the x axis for x ∈ [0. π/4] and so the initial value problem is dV = 2π (x + 4) (cos x − sin x) . Example 9.6 Find the volume of the solid formed by revolving the region between y = sin x. f (x) or g (x) because it is expressed in terms of the absolute value of their difference. In this example. V (x) = V (x + h) − V (x) h→0 h 2π |f (x) − g (x)| (x − c) h + π |f (x) − g (x)| h2 = lim h→0 h = 2π |f (x) − g (x)| (x − c) . the volume is V (π/4) = 2 (5 cos (π/4) + (π/4) sin (π/4) + 3 sin (π/4) + (π/4) cos (π/4)) π − 10π √ 1 √ = 2 4 2 + π 2 π − 10π 4 . V (x) = 2π (sin x − x cos x) + C and from the initial condition. However. V (0) = 0. Note that in the above formula. the volume is V (π) = 2π 2 .5 Find the volume of the solid formed by revolving the region between y = sin (x) and the x axis for x ∈ [0. it is not necessary to worry about which is larger. Therefore. V (a) = 0 dx (9. π] about the y axis. Therefore. dx Using integration by parts V ∈ 2π (x + 4) (cos x − sin x) dx = 2 (5 cos x + x sin x + 3 sin x + x cos x) π + C and the initial condition gives C = −10π.15.13) Also. [a. dx Then using integration by parts. you typically will have to worry about which is larger. C = 0. Thus V (x + h) − V (x) equals the volume which results from revolving the region between the graphs of f and g which is also between the two vertical lines shown in the above picture. in doing the computations necessary to solve a given problem. π/4] about the line x = −4 In this example.

Show the volume of a right circular cone is (1/3) × area of the base × height. h2 5. Thus this volume satisfies the initial value problem dV = 2π 2 R2 − x2 x.16 Exercises 2 2 1. dx Thus. EXERCISES Example 9. Find the volume of this solid.7 Find the volume of a sphere of radius R using the method of shells. The region between y = 2 + sin 3x and the x axis for x ∈ [0. 6. Find the volume of this solid. V (x) = − 4 3 (R2 − x2 ) 3 4 π + R3 π 3 4 and so the volume of the sphere is V (R) = 3 R3 π. What is the volume if it is revolved about the x axis? What is the volume of the solid obtained by revolving it about the line x = −2? 2. 4. Find the volume of what is left after the hole has been drilled. C = 3 R3 π. . using the method of substitution. the same formula obtained earlier using the method of cross sections to set up the differential equation. Find the volume of the solid which results. Now find the volume of the solid obtained by revolving this ellipse about the y axis.15. Hint: The cross sections at height y look just like R but shrunk. 9. 7. The equation of an ellipse is x + y = 1. The bounded region between y = x2 and y = x is revolved about the x axis. A sphere of radius R has a hole drilled through a diameter which is centered at the diameter and of radius r < R. A circle of radius r in the xy plane is the base of a solid which has the property that cross sections perpendicular to the x axis are equilateral triangles. Sketch the graph of this in the case where a b a = 2 and b = 3. 8. the volume of the cone is (1/3) × A × h. The region between y = ln x. How much material was taken out? 3. 213 √ In this case the volume of the sphere is obtained by revolving the region between y = √ R2 − x2 . V (0) = 0.16. R] about the y axis. 2π 2 R2 − x2 x dx = − 4 3 (R2 − x2 ) 3 π+C 4 and from the initial condition.9. Let R be a region in the xy plane of area A and consider the cone formed by fixing a point in space h units above R and taking the union of all lines starting at this point which end in R. A square having each side equal to r in the xy plane is the base of a solid which has the property that cross sections perpendicular to the x axis are equilateral triangles. Find the volume of the solid which results. You should get an oval shaped thing which looks like a squashed circle. Show that under these general conditions. 2 Argue that the area at height y. denoted by A (y) is simply A (y) = A (h−y) . and the x axis for x ∈ [1. 3] is revolved about the y axis. π/3] is revolved about the line x = −1. y = − R2 − x2 and the x axis for x ∈ [0. What is the volume of the resulting solid? 9. Therefore.

l (a) = 0 2 as an initial value problem for the function. Therefore. Therefore. our differential equation is dl = dx 1+ (r2 x2 = − x2 ) r2 r2 r =√ .17. this shows the length of the curve joined by the hypotenuse of the right triangle is essentially equal to the length of the hypotenuse. What is obtained from the above initial value problem? The equation of the line is f (x) = d−b d−b b+ c−a (x − a) and so f (x) = c−a . Thus. To see this. Here is another familiar example. − x2 r2 − x2 . y = f (x) . the length of the line is given by d−b c−a 2 1+ (c − a) = (a − c) + (b − c) 2 2 as hoped. Example 9. l (c) . £ dl £ dy £ £ dx £ £ which depicts a small right triangle attached as shown to the graph of a function. b] . Thus this differential equation gives the right answer in the familiar cases but it also can be used to find lengths for more general curves than straight lines. d) where a < c. This definition gives the right answer for the length of a straight line. letting l denote the arc length function. (x − a) and in particular. √ √ Here the function is f (x) = r2 − x2 and so f (x) = −x/ r2 − x2 . 22 r . If the triangle is small enough. consider a straight line through the points (a.214 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. y = f (x) for x ∈ [a. Then the right answer is given by the Pythagorean theorem or distance formula and is (a − c) + (b − c) . 22 r and 22 r. Consider the following picture. dl = dx Thus l (x) = 1+ d−b c−a 2 2 2 1+ d−b c−a 2 . l (a) = 0. b) and (c. l (x) which gives the length of this curve on [a.1 Find the length of the part of the circle having radius r which is between √ √ √ the points 0. x] .17 Lengths And Areas Of Surfaces Of Revolution The same techniques can be used to compute lengths of the graph of a function. 2 2 2 2 (dl) = (dx) + (dy) and dividing by (dx) yields dl = dx 1+ dy dx 2 = 1 + f (x) .

3 What is the equation of a hanging chain? Consider the following picture of a portion of this chain. Using a trig substitution. dx Thus. Here is another example Example 9.17.9. Here f (x) = 2x and so the initial value problem to be solved is dl = 1 + 4x2 . Plugging in x = 0 this gives 0 = C and l (x) = r arcsin x so in r particular. getting the exact answer depends on finding 1 + 4x2 dx. the length of the desired arc is √ √ 2 2 π l r = r arcsin =r .2 Find the length of the graph of y = x2 between x = 0 and x = 1. T (x) 0 T (x) sin θ T   q θ E T (x) cos θ T ' 0q ρl(x)g c . Use the trig. 2x = tan u so dx = tution and using (9. l is an antiderivative of this last function. It only remains r to find the constant.10) on Page 194. x = r sin θ. it follows dx = r cos θdθ and so r 1 √ dx = r cos θ dθ 2 − x2 r 1 − sin2 θ = r dθ = rθ + C Hence changing back to the variable x it follows l (x) = r arcsin x + C.17.17. making this substi- 1 sec3 u du 2 1 1 = (tan u) (sec u) + ln |sec u + tan u| + C 4 4 1 1 (2x) 1 + 4x2 + ln 2x + 1 + 4x2 + C = 4 4 and since l (0) = 0 it must be the case that C = 0 and so the desired length is √ 1 1√ 5 + ln 2 + 5 l (1) = 2 4 Example 9. substitution. Therefore. 2 2 4 Note this gives the length of one eighth of the circle and so from this the length of the whole circle should be 2rπ. l (0) = 0. 1 + 4x2 dx = 1 2 sec2 u du. LENGTHS AND AREAS OF SURFACES OF REVOLUTION 215 Therefore.

sinh−1 (y (x)) = cx + d and so y (x) = sinh (cx + d) . Therefore. 1 cosh (cx + d) + k c where d and k are some constants and c = ρg/T0 . this yields y (x) = cl (x) . Curves of this sort are called catenaries. 1 + z2 z (x) Therefore. dividing these yields ≡c sin θ = l (x) ρg/T0 . √1+z2 dx = cx + d.9) on Page 160. First consider the following picture of the frustrum of a y (x) = Therefore. . y (x) = cl (x) = c 1 + y (x) and so y (x) 1 + y (x) 2 2 = c. Now differentiating both sides of the differential equation. as shown. T (x) sin θ = l (x) ρg. Change the variable in the antiderivative letting u = z (x) and this yields z (x) √ dx 1 + z2 = = du = sinh−1 (u) + C 1 + u2 sinh−1 (z (x)) + C. T (x) and T0 represent the magnitude of the tension in the chain at x and at 0 respectively. In particular. sin θ = tan θ = y (x) . If this chain does not move. Let z (x) = y (x) so the above differential equation becomes z (x) √ = c. T (x) cos θ = T0 .216 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS In this picture. √ by (8. then all these forces acting on it must balance. combining the constants of integration. The problem of finding the surface area of a solid of revolution is closely related to that of finding the length of a graph. Note these curves result from an assumption the only forces acting on the chain are as shown. cos θ Now letting y (x) denote the y coordinate of the hanging chain corresponding to x. Therefore. Let the bottom of the chain be at the origin as shown. cos θ Therefore. ρ denotes the density of the chain which is assumed to be constant and g is the acceleration due to gravity.

9. In this picture. Both of these have the same central angle equal to 2πR 2πR 2π = . 2π (l + l1 ) l + l1 Therefore. rr rl rr rr rr RE ¨¨ ¨ ¨¨ ¨ l r1 rr rE r ¨ ¨¨ ¨¨ ¨¨ ¨¨ rr To do this. one having radius l1 and the other having radius l + l1 . wet paint on floor 2πr l1 2πR l What would be the area of this wet paint? Its area would be the difference between the areas of the two sectors shown. by Theorem 3. LENGTHS AND AREAS OF SURFACES OF REVOLUTION 217 cone in which it is desired to find the lateral surface area. The wet paint would make the following shape. this area is l + 2l1 πR 2 πR − l1 = πRl (l + l1 ) (l + l1 ) l + l1 (l + l1 ) 2 The view from the side is . the frustrum of the cone is the left part which has an l next to it and the lateral surface area is this part of the area of the cone. imagine painting the sides and rolling the shape on the floor for exactly one revolution.2 on Page 66.17.8.

y = r for x ∈ [a. l1 = lr/ (R − r) . Of course this is just the cylinder of radius r and height b − a so this area should equal 2πr (b − a) .4 Find the surface area of the surface obtained by revolving the function. defined on an interval. b] about the x axis. the area of this frustrum is πRl l+2 l+ lr R−r lr R−r = πl (R + r) = 2πl R+r 2 . A (a) = 0. y = f (x) x x+h x axis Let A (x) denote the area which results from revolving the graph of the function restricted to [a. this yields the following initial value problem for A which can be used to find the area of a surface of revolution. Now consider a function. substituting this into the above. f. x] . A (x) = 2πf (x) 1 + f (x) . (Imagine painting it and rolling it on the floor and then taking the area of the rectangle which results.218 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS R−r rr l rr rr l1 r rr r ¨¨ r ¨¨ ¨¨ ¨ ¨ ¨¨ and so by similar triangles. [a. Therefore.) . Consider the following picture of a piece of this graph. 2 Example 9. Then from the above formula for the area of a frustrum. and using A (a) = 0. taking the limit as h → 0. Therefore. rewriting this a little yields A (x + h) − A (x) ≈ 2π h 1+ f (x + h) − f (x) h 2 f (x + h) + f (x) 2 Therefore. b] and suppose it is desired to find the area of the surface which results when the graph of this function is revolved about the x axis.17. 1 A (x + h) − A (x) ≈ 2π h h h2 + (f (x + h) − f (x)) 2 f (x + h) + f (x) 2 where ≈ denotes that these are close to being equal and the approximation gets increasingly good as h → 0.

√ Here the function involved is f (x) = r2 − x2 for x ∈ [−r. 9.9. 1] is revolved about the x axis. Of 6. A (b) = 2πr (b − a) as expected. Louis is in the form of an inverted catenary. Find the length of y = cosh (x) for x ∈ [0. The graph of the function. the surface area equals A (r) = 2πr2 + 2πr2 = 4πr2 . Find the area of the surface of revolution. The graph of the function. 219 The solution is A (x) = 2πr (x − a) . Find the area of the surface of revolution if x ∈ [0. The giant arch in St. y = x for x ∈ [0. Find the area of the surface of revolution. 1] . 2] . EXERCISES Using the above initial value problem. 3/2 . The graph of the function. 3. The graph of the function. 1] is revolved about the x axis. 11.17.18 Exercises 1. Find the area of the surface of revolution. 9. find the length of y = course your answer should depend on a. Find the length of the graph of y = ln (cos x) for x ∈ [0. solve A (x) = 2πr 1 + 02 . A (−r) = 0 r2 − x2 Thus. 2] . In the hanging chain problem the picture and the derivation involved an assumption that at its lowest point. it follows that C = 2πr2 . the chain was horizontal. y = x2 for x ∈ [0. In this case −x f (x) = √ r2 − x2 and so the initial value problem is of the form =r A (x) = 2π r2 − x2 1+ x2 . Therefore. For a a positive real number. 5. √ 8. y = sinh x for x ∈ [0. y = x1/2 − x 3 is revolved about the x axis.5 Find the surface area of a sphere of radius r. Find the area of the surface of revolution. Imagine lifting the end higher and higher and you will see this might not be the case in general. Why? 7. y = cosh x for x ∈ [0. A (a) = 0. 1] is revolved about the x axis. Find the length of the graph of y = x1/2 − x3/2 3 for x ∈ [0. 1] is revolved about the y axis.18. Example 9. simplifying the above yields A (x) = 2πr and so A (x) = 2πrx+C and since A (−r) = 0. Can you modify the above derivation for the hanging chain to show that even in this case the chain will be in the form of a catenary? 2. 3] . ax2 2 − 1 4a ln x for x ∈ [1. Therefore. π/4] . The graph of the function. 4. r] and it is to be revolved about the x axis. 10. Hint: Switch x and y and then use the previous problem.

Then use the product and chain rules to verify that eat (y + ay) = d at e y = 0. y = 1 + y 2 . (9. this indicates that to find the solutions of the equation. For this reason the expression. then it must be of the form Ce−at for some constant.19 The Equation y + ay = 0 The homogeneous first order constant coefficient linear differential equation is a differential equation of the form y + ay = 0. y + ay = 0. since the derivative of the function t → eat y (t) equals zero. it follows this function must equal some constant. Consequently. y (0) = 0. revolution. F (x) − G (y) = c for c an arbitrary constant is regarded as an acceptable description of the solution of the differential equation. Separable differential equations are those which can be written in the form dy f (x) = . Generalizations of it include the entire subject of linear differential equations and even many of the most important partial differential equations occurring in applications. Multiply both sides of the equation by eat . y (0) = 1.220 12. In short. y2 15. showing this yields all solutions. 14. y = x . then if the equation. then x → y (x) solves the separable differential equation. . This proves the following theorem. 9. Find the area of the surface of 13. F (x) − G (y) = c specifies y as a differentiable function of x. F (x) ∈ f (x) dx. This shows that if there is a solution of the equation. The ellipse. You should verify that every function of the form. Hint: Use implicit differentiation or the chain rule. Find the solution to the initial value problem.15) It is arguably the most important differential equation in existence. Here is how to find the solutions to this equation. Find the solution to the initial value problem. it suffices to take G (y) ∈ g (y) dy. yeat = C and so y (t) = Ce−at . The x variables are on one side and the y variables are on the other. C. dt Therefore. y (t) = Ce−at is a solution of the above differential equation. g (y) dy = f (x) dx and the variables are “separated”. dx g (y) The reason these are called separable is that if you formally cross multiply. √ √ dz Recall z (x) / 1 + z 2 = c so dx = c 1 + z 2 . and obtain the solutions as F (x) − G (y) = c where c is a constant. x2 a2 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS + y2 b2 = 1 is revolved about the x axis. Such an equation was encountered in the hanging chain problem. Now show that if G (y) = g (y) and F (x) = f (x) . C.

19. Find the rate of decay of the substance. A sample of 4 grams of a radioactive substance has decayed to 2 grams in 5 days.9. Verify that for any constant.19. 4. 9. Find the half life of the substance. 9. Find a formula for the half life assuming you know k 2 .19.20. A (t) satisfies the following initial value problem. 7. Hint: You should have ln x > 0. y (t) = Ce−at solves the differential equation. A population is growing at the rate of 11% per year.19.1 the solution is A (t) = Ce−k 2 t and it only remains to find C. Ce−at where C is some constant. EXERCISES 221 Theorem 9. In other words.0 1 per year.5 grams of the substance left. This means it satisfies the differential equation. 2. Sometimes banks compound interest continuously. r = . how many years will it be before there is $200 in the account? Hint: In this case. The rate of decay is proportional to the amount present. Find the half life of the substance.2 the half life is the time it takes for half of the original amount of the substance to decay. the function.20 Exercises ln x Find f (x) . 8.2 Radioactive substances decay in the following way. and A0 is the initial amount. There are ten grams of a radioactive substance which is allowed to decay for five years.1 The solutions to the equation. How big does x need to be 1. If $100 is placed in an account which is compounded continuously at 6% per year. 5. Thus A (t) = A0 exp −k 2 t . From Theorem 9. y + ay = 0 consist of all functions of the form. Find A (t) explicitly. 3. At the end of the five years there are 9. What is the solution to the initial value problem? Write the differential equation as A (t)+ k 2 A (t) = 0. Hint: Use the given information to find k 2 and then use Problem 4. Find the half life of the substance. letting A (t) denote the amount of the radioactive substance at time t. For x sufficiently large. A = . A (t) = −k 2 A (t) .1 by using Problem 13 on Page 220. 6. 10. y + ay = 0.06. In Example 9. A (0) = A0 where A0 is the initial amount of the substance. C. . Exercise 9. let f (x) = (ln x) in order for this to make sense. Prove Theorem 9. A (t) = rA (t) . The half live of a substance is 40 years. Find the time it takes for the population to double. Letting t = 0. it follows A0 = A (0) = C.11A. Give your answer in terms of logarithms. r is the interest rate per year. A (0) = A0 where here A (t) is the amount at time t measured in years.19. They do so by letting the amount in the account satisfy the initial value problem. A substance is decaying at the rate of .

The method of carbon dating is based on the result of Problem 13. When an animal or plant is alive it absorbs carbon from the atmosphere and so when it is living it has a known percentage of carbon 14. It also decays at a rate proportional to the amount present. show how to predict the maximum sustainable population1 . 1 This has been done with the earth’s population and the maximum sustainable population has been exceeded. Given three measurements of population at three equally spaced times. Hint: By assumption. After four hours. if A is the amount of Carbon 14 in the atmosphere. $1000 is deposited in an account that earns interest at the rate of 5% per year compounded continuously. the time since the death of the animal or plant can be estimated. How many were present in the original sample? 13.3 what it was at the time of death.222 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 11. Show this implies that. it would work somewhat better for predicting the growth of things like bacteria. the model is far too simplistic for human population growth.21 Force On A Dam And Work Of A Pump Imagine you are a fish swimming in a lake behind a dam and you are interested in the total force acting on the dam. However. Conclude A (t) = D − C/k 2 e−k t . . see Problem 5.0 bacteria present and after six hours there are 7000 bacteria present. What percentage of the original carbon 14 should it contain? 16.) 15. the amount of carbon 14 can be measured and on this basis. One model for population growth is to assume the rate of growth is proportional to both the population and the difference between some maximum sustainable population and the population. When it dies. there are 3000. The following picture is what you would see. The half life of carbon 14 is known to be 5730 years. it quits absorbing carbon and the carbon 14 begins to decay. where k and M are dt positive constants. dA = −k 2 A + r where k 2 is the constant of dt decay described above and r is the constant rate of production. assuming this has been going on for billions of years. What happens to this over a long period of time? 14. t. The reason for this is that when the population gets large enough. Therefore. You do experiments and take measurements over a smaller period of time. After some time. Carbon 14 is a radioactive isotope of carbon and it is produced at a more or less constant rate in the earth’s atmosphere by radiation from the sun. 9. A sample of one ounce of water from a water supply is cultured in a Petri dish. Thus dA = kA (M − A) . there begin to be insufficient resources. it is reasonable to assume the amount of Carbon 14 in the atmosphere is essentially constant over time. Given the half life of carbon 14 is 5730 years and the amount of carbon 14 in a mummy is . Show this is a separable differential equation and its solutions are of the form M A (t) = 1 + CM e−kM t where C is a constant. A certain tree stump is known to be 4000 years old. Now differentiate both 2 2 sides and show A (t) = Ce−k t . how long has it been since the mummy was alive? (To see how to come up with this figure for the half life. How much will be in the account after 10 years? 12.

Therefore. FORCE ON A DAM AND WORK OF A PUMP 223 ' slice of area of height dy The reason you would be interested in that long thin slice of area having essentially the same depth. Suppose also that at depth y below the surface.5y (1000 − y) . Now suppose you are pumping water from a tank of depth d to a height of H feet above the top of the water in the tank. think of a column of water of height y having base area equal to 1 square foot. Here 62. dy The reason for the initial condition is that the pump has done no work to pump no water. Find the total force in pounds exerted on the dam. 375. That is a lot of force. F (0) = 0.21. the total force the water exerts on the long thin slice is dF = 62.1 Suppose the width of a dam at depth y feet equals L (y) = 1000 − y and its depth is 500 feet.5y pounds per square foot2 . An initial value problem for the work done to pump the water down to a depth of y feet would be dW = (y + H) 62.5A (y) dy.5A (y) dy and the pump needs to lift this weight a distance of y + H feet. Therefore. From the above.5 × y pounds. If you like. 208. 2 Later on a nice result on hydrostatic pressure will be presented which will verify this assertion.5yL (y) . Therefore.21. If the weight of the fluid per cubic foot were different than 62.9.5yL (y) dy where L (y) denotes the length of the slice. In tons this is 2.0 pounds. say at y feet is because the pressure in the water at that depth is constant and equals 62. the area of a cross section having constant depth is A (y) . this is obtained as the solution to the initial value problem dF = 62. 750. Then the total force acting on this base area would be 62. 604 . F (0) = 0 dy which is F (y) = −20. the total force on the dam up to depth y is obtained as a solution to the initial value problem. dF = 62. 3 2 .5 is the weight in pounds of a cubic foot of water.5 you would do the same things but replace the number. the work done is dW = (y + H) 62. The total force on the dam would be F (500) = −20. W (0) = 0. 83y 3 + 31250y 2 . The total weight of a slice of water having thickness dy at this depth is 62.5A (y) . 000. dy Example 9. 83 (500) + 31250 (500) = 5.

000π 9. A cylindrical storage tank having radius 20 feet and length 40 feet is filled with a fluid which weighs 50 pounds per cubic foot. .2 A spherical storage tank sitting on the ground having radius 30 feet is half filled with a fluid which weighs 50 pounds per cubic foot. Find the total force acting on the ends of the tank by the fluid. r2 + y 2 = 900. how much work is needed to pump the water to a height of 10 feet above the ground? 4. A dam 500 feet high has a width at depth y equal to 4000 − 2y feet. The bucket is full at the bottom but leaks at the rate of . Find the work needed to pump the fluid to a height of 50 feet.224 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Example 9. A conical hole is filled with water. If the depth of the hole is 20 feet and the radius of the hole is 10 feet.21. Therefore. A cylindrical storage tank having radius 10 feet is filled with water to a depth of 20 feet.5y pounds per square foot. How much work does the person on the top of the building do in lifting the bucket to the top? Will the bucket be empty when it reaches the top? You can use Newton’s law that force equals mass times acceleration. 125. How much work is done to pump this fluid to a height of 100 feet? Letting r denote the radius of a cross section y feet below the level of the fluid.1 cubic feet per second. what is the total force the water exerts on the sides of the tank? Hint: The pressure in the water at depth y is 62. 3. Here H = 70 and so the initial value problem to solve is dW = (y + 70) 50π 900 − y 2 . A silo is 10 feet in diameter and at a height of 30 feet there is a hemispherical top. If the storage tank stands upright on its circular base. r = 900 − y 2 . How much work was done in filling it to the very top? 8. How much work does he do and is the bucket empty when it reaches the top? 7. 2. The silage weighs 10 pounds per cubic foot.22 Exercises 1. W (0) = 0. What is the total force on the dam if it is filled? 5. In the situation of the above problem. It follows the area of the cross section at depth y is π 900 − y 2 . W (y) = 50π − 1 y 4 − 4 equals 70 3 3 y + 450y 2 + 63 000y and the total work in foot pounds 1 70 4 3 2 W (30) = 50π − (30) − (30) + 450 (30) + 63 000 (30) 4 3 = 73 . 6. suppose the person on the top maintains a constant velocity of 1 foot per second. This tank is lying on its side on the ground. dy Therefore. Suppose the tank in the above problem is filled to a depth of 8 feet. When the bucket is filled with water it weighs 30 pounds and when empty it weighs 2 pounds and the person on top of a 100 foot building exerts a constant force of 40 pounds.

This is a surface of revolution and you know how to deal with these.5y consider the area corresponding to a slice at height y. A spherical storage tank having radius 10 feet is filled with water.22.9. EXERCISES 225 9. . What is the total force the water exerts on the storage tank? Hint: The pressure in the water at depth y is 62.

226 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS .

Archimedes1 was finding areas of various curved shapes about 250 B. A (x) = ex . However. found areas of curved regions by stuffing them with simple shapes which he knew the area of and taking a limit. the area is obtained as a solution to the initial value problem. He also made fundamental contributions to physics. 1] . 2 10. The two questions are often very different and one can have a good understanding of one without having any idea how to go about considering the other. Areas have already been found as solutions of differential equations. In fact. b]. One is the question of existence and the other is how to find that which exists. You may be wondering what the fuss is about. In the preceding chapter the only thing considered was the second question. for which functions. xn } is a partition if a = x0 < x1 < · · · < xn = b. It is related to the fundamental mathematical question of existence. The story is told about how he determined that a gold smith had cheated the king by giving him a crown which was not solid gold as had been claimed.1 Upper And Lower Sums The Riemann integral pertains to bounded functions which are defined on a bounded interval. {x0 . but what is the solution? Does it even exist? More generally. Let [a.1 there is at most one solution. · · ·. y (x) = f (x) . 1 Archimedes 287-212 B.C. It will also be useful for formulating other physical models. As pointed out earlier.C. The integral is needed to remove some of the mathematical loose ends and also to enable the study of more general problems involving differential equations.1. consider the problem of finding the 2 area between y = ex and the x axis for x ∈ [0. The technique used for finding the area of a circular segment presented early in the book was essentially that employed by Archimedes and contains the essential ideas for the integral. He did this by finding the amount of water displaced by the crown and comparing with the amount of water it should have displaced if it had been solid gold. However. there is a profound difference between what is about to be presented and what has just been done. both are absolutely essential. f does there exist a solution to the initial value problem. So what is the solution to this initial value problem? By Theorem 9. A set of points in [a. b] be a closed interval. The main difference is that here the triangles will be replaced with rectangles. y (0) = y0 ? These questions are typical of mathematics. A (0) = 0. 227 . As an illustration. There are usually two aspects to a mathematical concept.The Integral The integral originated in attempts to find areas of various shapes and the ideas involved in finding integrals are much older than the ideas related to finding derivatives.

xi ]}. b] . y.1. y = f (x) x0 x1 x2 z x3 x0 x1 x2 z x3 Note how the lower sum got larger by the amount of the area in the shaded rectangle and the upper sum got smaller by the amount in the rectangle shaded by dots. Thus the set S = {f (x) : x ∈ [xi−1 . Q) . In the following picture. are well defined real numbers because f is assumed to be bounded and R is complete. mi (f ) ≡ inf{f (x) : x ∈ [xi−1 . xn } and let Q = {x0 . xk+1 . the sum of the areas of the rectangles in the picture on the left is a lower sum for the function in the picture and the sum of the areas of the rectangles in the picture on the right is an upper sum for the same function which uses the same partition. P ) ≡ i=1 Mi (f ) ∆xi and L (f. For f a bounded function defined on [a. Then define upper and lower sums as n n U (f. xi ]}.1 If P ⊆ Q then U (f. Thus exactly one point. and L (f. y. xn }. Also let ∆xi ≡ xi − xi−1 . Mi (f ) and mi (f ) . The numbers. · · ·. In general this is the way it works and this is shown in the following lemma. y = f (x) x0 x1 x2 x3 x0 x1 x2 x3 What happens when you add in more points in a partition? The following pictures illustrate in the context of the above example. labeled z has been added in. P ) ≤ L (f. Lemma 10. let Mi (f ) ≡ sup{f (x) : x ∈ [xi−1 . Q) ≤ U (f. Proof: This is verified by adding in one point at a time. is added between xk . P ) . xi ]} is bounded above and below. P ) ≡ i=1 mi (f ) ∆xi respectively. xk . In this example a single additional point. · · ·.228 THE INTEGRAL Such partitions are denoted by P or Q. Thus let P = {x0 . · · ·.

Q) . [xk .1. Therefore.5 A bounded function f is Riemann integrable. written as f ∈ R ([a. then L (f.10.2.3 I ≡ inf{U (f. Now the term in the upper sum which corresponds to the interval [xk .1.2 If P and Q are two partitions. Proof: From Lemma 10. Note that I and I are well defined real numbers.2) is no larger than sup {f (x) : x ∈ [xk . one can obtain Q from P by adding in one point at a time and each time a point is added. the corresponding upper sum either gets smaller or stays the same.3) All the other terms in the two sums coincide.1. Q) . Q) where Q is a partition} I ≡ sup{L (f.1. P ) where P is a partition}. xk+1 ]} ≥ max (M1 . P ) ≤ L (f. xk+1 ]} (xk+1 − y) + sup {f (x) : x ∈ [xk .1. This proves the theorem.4 I ≤ I. P ∪ Q) ≤ U (f. Definition 10. xk+1 ] in U (f. xk+1 ] and U (f.1. P ) where P is a partition} ≤ U (f.1. P ) where P is a partition} ≤ inf{U (f. b]) if I=I and in this case. L (f. Now sup {f (x) : x ∈ [xk . Proof: By Lemma 10. P ∪ Q) ≤ U (f. Theorem 10. . P ) ≤ U (f. Q) is an upper bound to the set of all lower sums and so it is no smaller than the least upper bound. Definition 10.1) sup {f (x) : x ∈ [xk . I = sup{L (f. P ) . since Q is arbitrary. the term corresponding to the interval.2) (10. y]} (y − xk ) + sup {f (x) : x ∈ [y. The second part is similar and is left as an exercise. xk+1 ]} (xk+1 − xk ) and the term which corresponds to the interval [xk . M2 ) and so the expression in (10. Lemma 10.1. Q) because U (f. Q) where Q is a partition} ≡ I where the inequality holds because it was just shown that I is a lower bound to the set of all upper sums and so it is no larger than the greatest lower bound of this set. xk+1 ]} (xk+1 − xk ) . UPPER AND LOWER SUMS 229 and xk+1 . xk+1 ]} (y − xk ) = sup {f (x) : x ∈ [xk . Q) is sup {f (x) : x ∈ [xk . xk+1 ]} (xk+1 − y) ≡ M1 (y − xk ) + M2 (xk+1 − y) (10. P ) is (10. a b f (x) dx ≡ I = I. This proves the first part of the lemma pertaining to upper sums because if Q ⊇ P. I = sup{L (f. xk+1 ] in U (f.

Q) < I + ε/2. If inf (S) exists.6 Let S be a nonempty set and suppose sup (S) exists. P ) . 0. 1 3. let f (x) ≡ 1 if x ∈ Q 0 if x ∈ R \ Q (10. P ) ≤ ε. Prove the second half of Lemma 10.230 THE INTEGRAL Thus. 10. − 3 . this shows I = I and this proves the theorem. inf (S) + δ) = ∅. It is stated here for ease of reference. 1] all upper sums for f equal 1 while all lower sums for f equal 0. then for every δ > 0. Recall Proposition 2.4) holds.5) Then if [a.5). Q ∪ P ) − L (f. U (f. Since ε is arbitrary. there exists a partition P such that U (f. 1] are all equal to zero while the upper sums are all equal to one.2 Exercises 1. Then since I = I. in words. b] = [0.1. 1. 2 . Then for every δ > 0. the Riemann integral is the unique number which lies between all upper sums and all lower sums if there is such a unique number. For example. Find U (f. Then for given ε and partition P corresponding to ε I − I ≤ U (f. P ) and 2 L (f. S ∩ (sup (S) − δ. Not all bounded functions are Riemann integrable. S ∩ [inf (S) . Verify that for f given in (10. sup (S)] = ∅. Let f (x) = 1 + x2 for x ∈ [−1. P ) < ε. P ) > I − ε/2. Therefore the Riemann criterion is violated for ε = 1/2.14. P ) < I + ε/2 − (I − ε/2) = ε. 1 . 2. . the lower sums on the interval [0.7 A bounded function f is Riemann integrable if and only if for all ε > 0. (10. L (f. Q) − L (f. The condition described in the theorem is called the Riemann criterion .1 about lower sums.4) Proof: First assume f is Riemann integrable. Now suppose that for all ε > 0 there exists a partition such that (10. Theorem 10. 3] and let P = −1.3. P ∪ Q) ≤ U (f.1. P ) − L (f. P ) − L (f. Then let P and Q be two partitions such that U (f. Proposition 10.1. This proposition implies the following theorem which is used to determine the question of Riemann integrability.

d1 ] × [c2 . Let P = 1. (b − a) /n so the points in the partition are equally spaced. d1 ] and g ([a. b]) and f is changed at finitely many points. The following theorem gives a partial answer to this question. |H (a1 . xn } such that for any zk ∈ [xk . 0 f (t) dt = 1 if x is rational and 0 f (t) dt = 0 if x is irrational. b] for the function. 1 3 . b]) . Proof: In the following claim.3 Functions Of Riemann Integrable Functions It is often necessary to consider functions of Riemann integrable functions and a natural question is whether these are Riemann integrable. Show that if f ∈ R ([a. This illustrates why this method of defining the integral in terms of left and right sums is total nonsense. Claim: The following inequality holds. d2 ] . and define the integral to be the number these right and left sums get close to as n gets larger and larger. This is not the most general theorem which will relate to this question but it will be enough for the needs of this book. Define a “left sum” as n f (xk−1 ) (xk − xk−1 ) k=1 and a “right sum”. b]) . b2 )| ≤ K [|a1 − a2 | + |b1 − b2 |] for some constant K. d2 ] → R satisfy.3. b]) ⊆ [c1 . 5. · · ·.5).3. Find upper and lower sums for the function. {x0 . g)) − mi (H ◦ (f. there exists a partition. 2 . 10. If f ∈ R ([a. x x Show that for f given in (10. |Mi (H ◦ (f. k=1 f (zk ) (xk − xk−1 ) .10. b]).1 Let f. Then if f. b]) ⊆ [c2 . Mi (h) and mi (h) have the meanings assigned above with respect to some partition of [a. regardless of whether x is rational. is called a Riemann sum and this exercise shows that the integral can always be approximated by a Riemann sum. k=1 Also suppose that all partitions have the property that xk − xk−1 equals a constant. f (x) = 4 2 4 using this partition. This is shown in more advanced courses when the Lebesgue integral is studied. show the new function is also in R ([a. 7. FUNCTIONS OF RIEMANN INTEGRABLE FUNCTIONS 231 4. g) ∈ R ([a. 1 1 . g be bounded functions and let f ([a. xk+1 ] . n f (xk ) (xk − xk−1 ) . 1 1 . g))| ≤ K [|Mi (f ) − mi (f )| + |Mi (g) − mi (g)|] . . Theorem 10. g ∈ R ([a. h. It turns out that the correct answer should always equal zero for that function. Let H : [c1 . b1 ) − H (a2 . b]) it follows that H ◦ (f. What does this tell you about ln (2)? 1 x 6. b n f (x) dx − a n k=1 f (zk ) (xk − xk−1 ) < ε This sum.

g (x1 )) + η > Mi (H ◦ (f. b]) . let P be such that n (Mi (f ) − mi (f )) ∆xi < i=1 ε . along with infinitely many other such continuous combinations of Riemann integrable functions. b]) as claimed. This theorem implies that if f. · · ·. P ) = i=1 (f (xi ) − f (xi−1 )) b−a n b−a n <ε = (f (b) − f (a)) whenever n is large enough. |f | . Then |Mi (H ◦ (f. Now continuing with the proof of the theorem. b] → R be either increasing or decreasing on [a. Clearly this function satisfies the conditions of the above theorem and so |f | = H (f. 2K n (Mi (g) − mi (g)) ∆xi < i=1 ε . n b−a n . The following theorem gives an example of many functions which are Riemann integrable.232 THE INTEGRAL Proof of the claim: By the above proposition. Since ε > 0 is arbitrary. i = 0. n (Mi (H ◦ (f. let H (a. The proof for decreasing f is similar.2 Let f : [a.3. g))) ∆xi i=1 n < i=1 K [|Mi (f ) − mi (f )| + |Mi (g) − mi (g)|] ∆xi < ε. Thus the Riemann criterion is satisfied and so the function is Riemann integrable. and H (f (x2 ) . g)) . f 2 . P ) − L (f. x2 ∈ [xi−1 . this proves the claim. to see that |f | is Riemann integrable. This proves the theorem. this shows H ◦ (f. Theorem 10. g are Riemann integrable. g))| < 2η + |H (f (x1 ) . U (f. g)) − mi (H ◦ (f. Then f ∈ R ([a. g)) − mi (H ◦ (f. g) satisfies the Riemann criterion and hence H ◦ (f. Since η > 0 is arbitrary. For example. g (x2 )) − η < mi (H ◦ (f. b) = |a| . there exist x1 . . g (x1 )) − H (f (x2 ) . g) is Riemann integrable as claimed. b]. Proof: Let ε > 0 be given and let xi = a + i Then since f is increasing. f ) ∈ R ([a. then so is af +bg. 2K Then from the claim. n. g)) . xi ] be such that H (f (x1 ) . g (x2 ))| < 2η + K [|f (x1 ) − f (x2 )| + |g (x1 ) − g (x2 )|] ≤ 2η + K [|Mi (f ) − mi (f )| + |Mi (g) − mi (g)|] .

1 Let S be a nonempty set which is bounded above and below. (10. and mi (−f ) = −Mi (f ) . Then n U (f. Then f ∈ R ([a. Therefore. In fact.2 If f ∈ R ([a. f is uniformly continuous on [a. is Lipschitz continuous if there is a constant. b]) and b b − a f (x) dx = a −f (x) dx. K.6). Proof: Let f (x) = x.13. xn } be a partition with |xi − xi−1 | < δ.7) is similar and is left as an exercise. Let P ≡ {x0 .6) and inf (−S) = − sup (S) . Lemma 10. b] → R is continuous. there exists a δ > 0 such that if |xi − xi−1 | < δ. sup (−S) = − inf (S) (10. the above lemma implies that for Mi (f ) and mi (f ) defined above Mi (−f ) = −mi (f ) . This proves the corollary. This shows (10. P ) < i=1 (Mi − mi ) (xi − xi−1 ) < ε (b − a) = ε. such that for all x. b] .3. b−a By the Riemann criterion. φ. |φ (x) − φ (y)| < K |x − y| . First here is a simple lemma. Recall that a function. b]) . This proves the theorem. b) ≡ φ (a).3 Let [a.3. Proof: By Corollary 5.4. PROPERTIES OF THE INTEGRAL 233 Corollary 10.7) Proof: Consider (10. then Mi − mi < b−a . − sup (−S) ≤ inf (S) . This implies sup (−S) ≥ − inf (S) . Let x ∈ S.4 Properties Of The Integral The integral has many important algebraic properties. Now let −x ∈ −S. · · ·. f ) = φ ◦ f = φ is also Riemann integrable.5 on Page 114. 10.10.4. In particular. Therefore. Formula (10. Then by Theorem 10. Theorem 10. Lemma 10. f is Riemann integrable. P ) − L (f. b] → R be Lipschitz continuous. If follows that − sup (−S) is a lower bound for S and therefore. Then x ∈ S and so x ≥ inf (S) which implies −x ≤ − inf (S) . b]) . b]) then −f ∈ R ([a.4.1 H ◦ (f. Then −x ≤ sup (−S) and so x ≥ − sup (−S) .4 Suppose f : [a. Then by Theorem 10.3. . b]) . f ∈ R ([a. it is enough to assume φ is continuous. y. Let H (a. ε if ε > 0 is given. This is the content of the next theorem which is where the difficult theorems about continuity and uniform continuity are used. b] be a bounded closed interval and let φ : [a.2.6). although this is harder. Then if −S ≡ {−x : x ∈ S} . Then φ ∈ R ([a. − inf (S) is an upper bound for −S and so − inf (S) ≥ sup (−S) .3.

P ) ≥ L (f.3. P ) < ε/2. (10. Thus. b]) and α.1 implies U (f. It follows b b b b −f (x) dx ≤ − a a f (x) dx = − a − (−f (x)) dx ≤ a −f (x) dx and this proves the lemma. Proof: First note that by Theorem 10. U (g + f. β ∈ R. a Then since mi (−f ) = −Mi (f ) . Mi (f + g) ≤ Mi (f ) + Mi (g) . Therefore. g ∈ R ([a. αf + βg ∈ R ([a. P ) < ε/2. L (g + f. P ) + U (g. . g ∈ R ([a.3. P ) < ε. Next note that mi (f + g) ≥ mi (f ) + mi (g) . U (g.8) Let P1 . b]) . Lemma 10. To begin with. consider the claim that if f. b b b (αf + βg) (x) dx = α a a f (x) dx + β a g (x) dx. since ε is arbitrary. Q1 ) − L (f. P ) . P ) ≤ U (f. P ) − U (g. P1 ) < ε/2. Q1 ) < ε/2. Now choose P such that b −f (x) dx − L (−f. b]) then b b b (f + g) (x) dx = a a f (x) dx + a g (x) dx. whenever f.3 The integral is linear.4.2 since the function φ (y) ≡ −y is Lipschitz continuous. P1 ) − L (g. P ) − L (f.Q1 be such that U (f. P ) . a b b −f (x) dx ≤ − a f (x) dx whenever f ∈ R ([a.1. b n b n ε> a −f (x) dx − i=1 mi (−f ) ∆xi = a −f (x) dx + i=1 Mi (f ) ∆xi which implies b n b b ε> a −f (x) dx + i=1 Mi (f ) ∆xi ≥ a −f (x) dx + a f (x) dx.234 THE INTEGRAL Proof: The first part of the conclusion of this lemma follows from Theorem 10. Theorem 10. and U (g. b]) . P ) + L (g. Then letting P ≡ P1 ∪ Q1 .1.

c] and U (f. P ) = U (f. P ) − (L (f. If α < 0. P2 ) < ε/2 + ε/2 = ε. This proves the theorem. U (f + g. P1 ) − L (f. (10. then f ∈ R ([a. P ) . It remains to show that b b α a f (x) dx = a αf (x) dx. This proves (10.4. b b (f + g) (x) dx − a a f (x) dx + a g (x) dx ≤ U (f. P1 ) + U (f. Then b αf (x) dx ≡ sup{L (αf.8) since ε is arbitrary. Pi ) < ε/2. P2 ) − L (f. Then P is a partition of [a. Pi ) − L (f.2 imply b b αf (x) dx = a b a (−α) (−f (x)) dx b = (−α) a (−f (x)) dx = α a f (x) dx. b 235 (f + g) (x) dx ∈ [L (f + g. b]) and f ∈ R ([b.10) . Suppose first that α ≥ 0. U (f. P ) + L (g. P ) . P ) : P is a partition} = a b α sup{L (f. P ) + U (g. P ) : P is a partition} ≡ α a f (x) dx. b] and P2 be a partition of [b. P ) + U (g. P ) + L (g. U (f. c]) and c b c f (x) dx = a a f (x) dx + b f (x) dx.4.4.9) Proof: Let P1 be a partition of [a. P ) . then this and Lemma 10. Theorem 10.10. P )) < ε/2 + ε/2 = ε. i = 1. c]) . P )] and a b b f (x) dx + a b g (x) dx ∈ [L (f. P ) + L (g. (10.4 If f ∈ R ([a. P )] a ⊆ [L (f. P ) − L (f. Let P ≡ P1 ∪ P2 . PROPERTIES OF THE INTEGRAL For this partition. c] such that U (f. P ) + U (g. P )] . 2. Therefore.

P )] .4. This proves the theorem.4. a f (x) dx when a > b has not yet been defined. Corollary 10. P )] and a c f (x) dx ∈ [L (f. b] which has the property that f is either increasing on [yj .7 Assuming all the integrals make sense. b]) . P1 ) + L (f. P ) .10). Proof: This follows from Theorem 10. b] be an interval and let f ∈ R ([a. Note that with this definition. For example.4. c]) by the Riemann criterion and also for this partition.4.5 Let [a. P2 ) . l − 1. a a f (x) dx = − a a a f (x) dx and so a f (x) dx = 0. P ) − L (f. c b c f (x) dx − a a f (x) dx + b f (x) dx < U (f. Then a b f (x) dx ≡ − b a f (x) dx. Proof: This follows from Theorem 10. b) . b The symbol. f ∈ R ([a.4. · · ·. U (f.236 Thus. b c THE INTEGRAL f (x) dx + a b f (x) dx ∈ [L (f.6.4 and Definition 10. yj+1 ] for j = 1. U (f. b]) . U (f. (10.6 Let [a. P ) . yj+1 ] or decreasing on [yj . P2 )] = [L (f.4. P1 ) + U (f. Theorem 10. b c c f (x) dx + a b f (x) dx = a f (x) dx.4. c b b f (x) dx + a c f (x) dx = a f (x) dx . Hence by (10.2. Then from Theorem 10.4. b] be a closed and bounded interval and suppose that a = y1 < y2 · ·· < yl = b and that f is a bounded function defined on [a. assume c ∈ (a.9) holds. P ) < ε which shows that since ε is arbitrary. Definition 10.3. Then f ∈ R ([a.4 and Theorem 10.

6. b = a f (x) dx + The other cases are similar. If f ∈ R ([a. a b b f (x) dx ≤ a a |f (x)| dx . |f (x)| + f (x) ≥ 0. b] . by (10. it is easy to prove the fundamental theorem of calculus2 . b]) . 10. note that |f (x)| − f (x) ≥ 0. If b < a then the above inequality holds with a and b switched.15) and (10. Then by (10. However the connection between these two ideas had not been fully made although Newton’s predecessor. a b b b (αf + βg) (x) dx = α a b c a f (x) dx + β a c g (x) dx. x]) for each x ∈ [a. Therefore. b]) then if c ∈ [a. The only one of these claims which may not be completely obvious is the last one.11) (10.5.13) (10.13).10. The following properties of the integral have either been established or they follow quickly from what has been shown so far.16). if a < b. . (10. To show this one. 2 This theorem is why Newton and Liebnitz are credited with inventing calculus. Therefore.11) f ∈ R ([a. f (x) dx ≥ 0 if f (x) ≥ 0 and a < b.15) (10.14) (10. This implies (10. c b b 237 f (x) dx = a a b f (x) dx − c c f (x) dx f (x) dx.5 Fundamental Theorem Of Calculus With these properties.16) f (x) dx + a b b f (x) dx = a f (x) dx. Let f ∈ R ([a. c]) .4. FUNDAMENTAL THEOREM OF CALCULUS and so by Definition 10. f ∈ R ([a. The first version of the fundamental theorem of calculus is a statement about the derivative of the function x x→ a f (t) dt. |f (x)| dx ≥ a a f (x) dx . b (10.12) α dx = α (b − a) . b b |f (x)| dx ≥ a a f (x) dx b and a b |f (x)| dx ≥ − a b b f (x) dx. Isaac Barrow had made some progress in this direction. The integral had been around for thousands of years and the derivative was by their time well known. b] .

h−1 (F (x + h) − F (x)) = h−1 Also. if |h| < δ. b) and G is continuous on [a. F (x) = f (x) .5. Then by using (10.1 Let f ∈ R ([a. Proof: Let x ∈ (a. b]) and let x THE INTEGRAL F (x) ≡ a f (t) dt.238 Theorem 10. x (f (t) − f (x)) dt x ≤ h−1 |f (t) − f (x)| dt . a (10. b] . x f (x) dt. b) be a point of continuity of f and let h be small enough that x + h ∈ [a. b]) and suppose there exists an antiderivative for f. b] . then |f (t) − f (x)| < ε. this shows h→0 −1 ε |h| = ε. b) . then f ∈ R ([a. Therefore. using (10. b]) but this is a hard theorem using the difficult result about uniform continuity. h−1 (F (x + h) − F (x)) − f (x) = h−1 x+h x+h x+h x+h f (t) dt. such that G (x) = f (x) for every point of (a. [a. Theorem 10. F (x) = f (x) . b] . the above inequality and (10. .17) 3 Of course it was proved that if f is continuous on a closed interval. by (10. Then b f (x) dx = G (b) − G (a) .16). Note this gives existence for the initial value problem. Then if f is continuous at x ∈ (a.12) shows that h−1 (F (x + h) − F (x)) − f (x) ≤ |h| Since ε > 0 is arbitrary.12). lim h−1 (F (x + h) − F (x)) = f (x) and this proves the theorem.2 Let f ∈ R ([a.14).3 The next theorem is also called the fundamental theorem of calculus. f (x) = h−1 Therefore. x Let ε > 0 and let δ > 0 be small enough that if |t − x| < δ. G. F (a) = 0 whenever f is Riemann integrable and continuous.5.

Therefore. P ) . b]) . Then b a f (x) dx = F (b) − F (a) ≡ F (x) |b .10.17) holds. and also a b f (x) dx ∈ [L (f. ||P || ≡ max {|xi − xi−1 | : i = 1. U (f. P ) − L (f.5. It follows. xk ] . Then G (b) − G (a) = G (xn ) − G (x0 ) n 239 = i=1 G (xi ) − G (xi−1 ) . Also. xn } with the property that for any choice of zk ∈ [xk−1 . Suppose zi ∈ [xi−1 .5. · · ·. xn } be a partition of the interval. xi ] is chosen. Then the sum n f (zi ) (xi − xi−1 ) i=1 is known as a Riemann sum. xi ] . By the mean value theorem. U (f. This proves the theorem. P ) < ε. P ) < ε. Since ε > 0 is arbitrary. b G (b) − G (a) − a f (x) dx < U (f. The following notation is often used in this context. n} . since the above sum lies between the upper and lower sums. P )] . xn } be a partition satisfying U (f. b) . b n f (x) dx − a k=1 f (zk ) (xk − xk−1 ) < ε. Proposition 10. a Definition 10. · · ·.3 Let f be a bounded function defined on a closed interval [a. · · ·. Then there exists a partition. FUNDAMENTAL THEOREM OF CALCULUS Proof: Let P = {x0 . P ) . b] and let P ≡ {x0 . . b] and F = f on (a. (10. · · ·. Suppose F is an antiderivative of f as just described with F continuous on [a. P ) − L (f. P ≡ {x0 .4 Suppose f ∈ R ([a.5. n G (b) − G (a) = i=1 n G (zi ) (xi − xi−1 ) f (zi ) ∆xi i=1 = where zi is some point in [xi−1 . that G (b) − G (a) ∈ [L (f. P )] .

there are two definitions of the Riemann integral.240 THE INTEGRAL b Proof: Choose P such that U (f. I with the property that for every ε > 0. Both versions of the integral are obsolete but entirely adequate for most applications and as a point of departure for a more up to date and satisfactory integral. there exists δ > 0 such that if P ≡ {x0 . The definition of the Riemann integral in terms of Riemann sums is given next.5 A bounded function. y (10) = 5. and zi ∈ [xi−1 . The definition of Riemann integrability given in this chapter is also called Darboux integrability and the integral defined as the unique number which lies between all upper sums and all lower sums which is given in this chapter is called the Darboux integral . Note that it implies that given a Riemann integrable function f in either sense. It is significant because it gives a way of approximating the integral. P ) < ε and then both a f (x) dx and f (zk ) (xk − xk−1 ) are contained in [L (f. n I− i=1 f (zi ) (xi − xi−1 ) < ε.5. 3. The reason for using the Darboux approach to the integral is that all the existence theorems are easier to prove in this context. n k=1 Definition 10. The number b a f (x) dx is defined as I. xi ] . + 97x5 + 7 . U (f. Theorem 10. b] is Riemann integrable in the sense of Definition 10. Find F (x) . It turns out they are equivalent which is the following theorem of Darboux. P ) − L (f.5.5 if and only if it is integrable in the sense of Darboux. dt. b] is said to be Riemann integrable if there exists a number. Let a and b be positive numbers and consider the function. leave it out. Sketch a graph of F and explain why it looks the way it does. x1 . 10.12.5. P )] and so the claimed inequality must hold. a2 + t2 Show that F is a constant.6 A bounded function defined on [a. This proves the proposition. ax F (x) = 0 a2 1 dt + + t2 a/x b 1 dt. Solve the following initial value problem from ordinary differential equations which is to find a function y such that y (x) = x6 x7 + 1 . · · ·. 4. It isn’t essential that you understand this theorem so if it does not interest you. f defined on [a. Thus. P ) . Let F (x) = 2. Let F (x) = dt. Furthermore the two integrals coincide. The proof of this theorem is left for the exercises in Problems 10 .6 Exercises x3 t5 +7 x2 t7 +87t6 +1 x 1 2 1+t4 1. xn } is any partition having ||P || < δ. it can be approximated by Riemann sums whenever ||P || is sufficiently small.

↑ If ε > 0 is given and f is a Darboux integrable function defined on [a. This was a totally unjustified assumption that exponential functions existed and were differentiable.10. Q)| . x a Hint: Define F (x) ≡ a f (t) g (t) dt and let G (x) ≡ mean value theorem on these two functions. C. b) such that b b f (c) a x g (x) dx = a f (x) g (x) dx. the sum of these terms should be k−1 k no larger than |U (f. Prove the second part of Theorem 10. x∗ . ↑ Prove Theorem 10. Some pictures were drawn by a . xi ] contains at least one point of Q. 10.7. x∗ } and let P be any other partition. (In fact continuous implies Riemann integrable. Show there exists c ∈ (a. Suppose f and g are continuous functions on [a. [xi−1 . P ) − L (f. Use this to give a different proof of the fundamental theorem of calculus which has for its b conclusion a f (t) dt = G (b) − G (a) where G (x) = f (x) . xi ] does not contain any points of Q. P )| < ε. {x∗ . In the latter case. xi ] must be contained in some interval. P )| ≤ 2M n ||P || + |U (f. P ) − L (f. a x Hint: You might consider the function F (x) ≡ a f (t) dt and use the mean value theorem for derivatives and the fundamental theorem of calculus. · · ·. Then use the Cauchy 1 sin x if x = 0 . Q) − L (f. n 0 Show that |U (f. P ) − L (f.3. Consider the function f (x) ≡ g (t) dt. Suppose f is a bounded function defined on [a. Suppose f is Riemann integrable on [a. Now let Q be a partition having n points. P ) and split this sum into two sums. Q)| .) Show there exists c ∈ (a. G ∈ f (x) dx for all x ∈ R. 10. 0 if x = 0 Is f Riemann integrable? Explain why or why not. 7.7 Return Of The Wild Assumption The entire treatment of exponential functions and logarithms up till this time has been based on the Wild Assumption on Page 143. show F (x) = G (x) + C for some constant.6. b] and |f (x)| < M for all x ∈ [a. 8. 6. RETURN OF THE WILD ASSUMPTION 241 5. If F.2 about decreasing functions. 11. then |U (f. Hint: Write the sum for U (f. b) .5. 9. Q) − L (f. b) such that f (c) = 1 b−a b f (x) dx. Therefore. b] . show there exists δ > 0 such that whenever ||P || < δ. b] and that g (x) = 0 on (a. 12. b] and continuous. b]. x∗ . and terms for which [xi−1 . the sum of terms for which [xi−1 .

by Corollary 6.5. and its graph is concave downward. Theorem 10. L1 (xn ) = nL1 (x) . L1 (x) = x > 0 and so L1 is a strictly increasing function and is therefore one to one. L1 : (0. 1 From the Fundamental theorem of calculus. Theorem 10. f (x) is a constant. (10.2.6 on Page 122 and the Fundamental theorem of calculus. L1 (2) ≥ 1/2 as can be seen by looking at a lower sum for 2 1 (1/t) dt. Now if x > 0 L1 (x × x) = L1 x + L1 x = 2L1 x. Define x 1 L1 (x) ≡ dt. whenever m ∈ Q n L1 Proof: Fix y > 0 and let f (x) = L1 (xy) − (L1 (x) + L1 (y)) Then by Theorem 6. First note that from the definition. (10.5. L1 (xy) = L1 (x) + L1 (y) . (10.1. L1 (1) = 0.7. n. Also. xy x Therefore. f (t) = 1/t is decreasing. However. Also the second derivative equals L1 (x) = −1 <0 x2 √ n xm = m L1 (x) . L1 ((x) (x) (x)) = L1 ((x) (x)) + L1 (x) = L1 (x) + L1 (x) + L1 (x) = 3L1 (x) . L1 (2) > 0.1 The function.8. In addition to this. It is now possible to establish Wild Assumption 7.4 on Page 133.19) The function.1. logarithms were defined.18) 1 t There is no problem in writing this integral because the function.20) showing that the graph of L1 is concave down.3. f (1) = 0 and so this proves (10. Theorem 10. Now consider the assertion that L1 is onto. In fact. 1 1 f (x) = y − = 0.242 THE INTEGRAL computer as evidence.19). L1 is one to one and onto. n (10. Based on this outrageous wild assumption. ∞) → R satisfies the following properties. Continuing in this way it follows that for any positive integer.1.21) . strictly increasing.

Since L1 is continuous. n This proves the theorem.3.7. mL1 (x) = L1 (xm ) = L1 and so √ n xm n = nL1 √ n xm √ m L1 (x) = L1 n xm . 1 (10.22). L1 (x) achieves arbitrarily large values as x gets increasingly large because you can take x = 2 in (10. It only remains to verify the claim about raising x to a rational power. from (10. Definition 10. n. 1 1 L1 = nL1 = −nL1 (2) 2n 2 showing that L1 (x) gets arbitrarily large in the negative direction provided that x is a sufficiently small positive number. .21).7. for any integer.22) You see that 1 can be made as close to zero as desired by taking n sufficiently large. Thus the picture of the graph of L1 looks like the following where the graph approaches the y axis as x gets close to 0. Now if x > 0   =1  1  0 = L1   x   (x) = L1  1 x + L1 (x) showing that L1 x−1 = L1 n 1 x = −L1 x.21) and (10. the intermediate value theorem may be used to fill in all the numbers in between.1 on Page 143 and L1 (b) = ln b as defined on Page 143. n be integers.23) Proposition 10.21) and use the definition of L1 to verify that L1 (2) > 0.1 on Page 143 can be fully justified. Therefore. positive or negative. RETURN OF THE WILD ASSUMPTION 243 Therefore.10.2 For b > 0 define expb (x) ≡ L−1 (xL1 (b)) . 2 Also. (10.3.23) satisfies all conditions of Wild Assumption 7.3 The function just defined in (10. L1 (xn ) = nL1 (x) .7. From (10. letting m. Now Wild Assumption 7.

expb (x + y) = expb (x) expb (y) . Suppose then that expb (h) = 1. L1 expexpb (x) (y) = yL1 (expb (x)) = yxL1 (b) while L1 (expb (xy)) = xyL1 (b) and so since L1 is one to one.20). From the definition. expab (x) = expa (x) expb (x) .23) satisfies all the conditions of Wild Assumption 7. L1 (expb (x + y)) = (x + y) L1 (b) and L1 (expb (x) expb (y)) = = L1 (expb (x)) + L1 (expb (y)) xL1 (b) + yL1 (b) = (x + y) L1 (b) .1. To verify that expb (m/n) = = √ n bm √ n bm . expb exists by Theorem 8. Finally. 1 = expb (1 + (−1)) = expb (−1) expb (1) = expb (−1) b showing that expb (−1) = b−1 . then expb (h) = 1. (L1 is defined on positive real numbers and so L−1 has values in the positive real numbers.244 Proof: First let x = expb m n THE INTEGRAL where m and n are integers. What of the laws of exponents for arbitrary values of x and y? As part of Wild Assumption 7.6 on Page 151. Hence either h = 0 or b = 1 which are both excluded.1. hL1 (b) = L1 (1) = 0.3. Therefore. L1 L−1 (x) = x 1 and so L1 L−1 (x) 1 L−1 (x) = 1. Therefore. It remains to consider the derivative of expb and verify L1 (b) = ln b. expb defined in (10. these were assumed to hold. expexpb (x) (y) = expb (xy) . this shows the first law of exponents holds. That expb (x) > 0 follows immediately from the definition of the inverse function. Since L1 is one to one. Now L1 (expab (x)) = xL1 (ab) = xL1 (a) + xL1 (b) while L1 (expa (x) expb (x)) = = L1 (expa (x)) + L1 (expb (x)) xL1 (a) + xL1 (b) .3.) 1 Consider the claim that if h = 0 and b = 1. 1 . since L1 is one to one. Again. expb (1) = b and expb (0) = 1.1. This establishes all the laws of exponents for arbitrary real values of the exponent. √ m m n ≡ L−1 L1 (b) = L−1 L1 bm 1 1 n n by (10. First. Then doing L1 to both sides.

2. There is a general procedure for estimating the integral of a function. x1 .5. 1] . L−1 (x) 1 L−1 (x) 1 =1 245 showing that L−1 (x) = L−1 (x). P = {x0 . Let fi = f (xi ) and assuming f ≥ 0 on the interval [xi−1 . approximate the area above this interval and under the curve with the area of a trapezoid having vertical sides. · · ·. xn } where for each j. Now use a calculator or table to find the exact value of ln 2. Form a uniform partition. b . f (x) = y on an interval. Show ln 2 ∈ [. f0 h f1 Thus 1 2 yields fi +fi−1 2 approximates the area under the curve.8 Exercises 1. Apply the trapezoidal rule to estimate ln 2 in the case where h = 1/5. the trapezoidal rule gives the exact answer for the integral.8. 1 1 expb (x) = L−1 (xL1 (b)) L1 (b) 1 = L−1 (xL1 (b)) L1 (b) 1 = expb (x) L1 (b) . This is known as the trapezoidal rule. EXERCISES By (10. Verify that if f (x) = mx + b. Would this be true of upper and lower sums for such a function? Can you show that in the case of the function. xj − xj−1 = h. it follows ln = L1 .18). and fi as shown in the following picture. xi ] . Show that adding these up h [f0 + 2f1 + · · · + 2fn−1 + fn ] 2 as an approximation to a f (x) dx. Now by the chain rule.10. From the definition of ln b on Page 143. 10. [a. b] . f (t) = 1/t the trapezoidal rule will always yield an answer which is too large for ln 2? 3. fi−1 .

Recall that ln e = 1. L(1) = 0. Hint: Fix x > 0 and differentiate both sides of the above equat tion with respect to y. gi is an approximation to the function. f on the interval [xi−1 . (10. 3 3 3 Now suppose n is even and {x0 . use upper and lower → x. · · ·. 2h2 h 2h Check that this is a second degree polynomial which equals the values fi−1 . xi .246 THE INTEGRAL 4. 1+yx 1 t 1 1/y dt. x1 . f defined on this interval are fi = f (xi ) . he did not have calculus. 3 This is called Simpson’s rule. Suppose also a function. In fact. Adding these approximations for the integral of f on the succession of intervals. one of the inventors being Napier. [a. xi+1 gi (x) dx xi−1 is an approximation to xi+1 xi−1 f (x) dx. has the value fi−1 at x. x4 ] . and xi+1 respectively. [xn−2 . Describe how one could use logarithms to find 7th roots for example. and fi+1 at x + 2h. show that an approximation to b a f (x) dx is h [f0 + 4f1 + 2f2 + 4f3 + 2f2 + · · · + 4fn−1 + fn ] . x2 ] . fi . you could then see what number this corresponded to. xn ] . Then let y = 1.24) Show the only differentiable solutions to this equation are functions of the form x Lk (x) = 1 k dt. Logarithms were invented before calculus. Show xi+1 xi−1 gi (x) dx equals hfi−1 hfi 4 hfi+1 + + . Hint: logb 351/7 = 7 logb (35) . xi−1 + h ≡ xi . You can find the logarithm of the number you are after. this was how e was defined in Problem ?? on Page ??. 5. · · ·. L : (0. xi−1 . The function. Also describe how one could use logarithms to do computations involving large numbers. and xi + 2h ≡ xi+1 . 7. Next. [x2 . Then consider gi (x) ≡ fi−1 fi fi+1 (x − xi ) (x − xi+1 )− 2 (x − xi−1 ) (x − xi+1 )+ 2 (x − xi−1 ) (x − xi ) . and fi+1 at the points xi−1 . Use Simpson’s rule to compute an approximation to ln 2 letting n = 4. b] and the values of a function. xi+1 ] . ∞) → R which satisfies L (xy) = Lx + Ly. fi at x + h. f. how do you suppose Napier did it? 1 Remember. [x0 . If you had a table of logarithms to some base. Recall that x → ex 6. Suppose it is desired to find a function. y→0+ Hint: Consider ln (1 + yx) 1/y = 1 y ln (1 + yx) = 1 y sums and then the squeezing theorem to verify ln (1 + yx) is continuous. Compare with the answer from a calculator or computer. Also. Describe how you could construct a table for log10 x for x various numbers. His interest in logarithms was computational. a Scottish nobleman. . xn } is a partition of the interval. Show that 1/y lim (1 + yx) = ex . Let there be three equally spaced points.

This is fine provided you don’t write anything which is false. Similarly the top limit should be g (b) . How can you remember this? The easiest way is to use the Leibniz notation. changing the variables gives 4 x sin x2 dx = 1 2 1 1 1 sin (u) du = − cos (4) + cos (1) 2 2 Sometimes people prefer not to worry about the limits. (10. Example 10. How does this relate to finding definite integrals? This is based on the following formula in which all the functions are integrable and F (y) = f (y) .10.9. In (10.9. it follows that y = g (a) to the bottom limit must equal g (a) .26) This formula follows from the observation that. both sides equal F (g (b)) − F (g (a)) . b g(b) f (g (x)) g (x) dx = a g(a) f (y) dy. 2 2 .25) where F (y) = f (y) . The above problem can be done in the following way. you must change the limits! When x = a. by the fundamental theorem of calculus. TECHNIQUES OF INTEGRATION 247 10.9. Then making the substitution b a f (y) dy ? f (g (x))g (x) dx = ? f (y) dy.26) let y = g (x) .9 Techniques Of Integration The techniques for finding antiderivatives may be used to find integrals. 10. What should go in as the top and bottom limits of the integral? The important thing to remember is that if you change the variable. 1 x sin x2 dx = − cos x2 + C 2 and so from an application of the fundamental theorem of calculus 2 1 1 x sin x2 dx = − cos x2 |2 1 2 1 1 = − cos (4) + cos (1) . Then dy = g (x) dx and so formally dy = g (x) dx.1 Find 2 1 x sin x2 dx du 2 Let u = x2 so du = 2x dx and so 2 1 = x dx. (10.1 Recall The Method Of Substitution f (g (x)) g (x) dx = F (x) + C. Therefore.

this equals π/4 1 dx and so upon changing the limits to 4ba 0 1 1 − u2 du = 4 × ab × π = πab 4 because the integral in the above is just one quarter of the unit circle and so has area equal to π/4. u v ∈ R ([a. a x sin (x) dx Let u (x) = x and v (x) = sin (x) . Proposition 10.9. 10. π (− cos (x)) dx 0 . π 0 x sin (x) dx = (− cos (x)) x|π − 0 = −π cos (π) = π.3 Let u and v be differentiable functions for which u (x) v (x) dx are nonempty. b 1− (x − α) dx a2 1 a 2 Change the variables. b]) .9.2 Integration By Parts u (x) v (x) dx and Recall the following proposition for finding antiderivative. letting u = Then du = correspond to the new variables. Proposition 10.248 Example 10. Then applying (10. 2 b a2 2 2 THE INTEGRAL If you sketch the ellipse. Thus the area of the ellipse is α+a 4 α x−α a .4 Let u and v be differentiable functions on [a. b] such that uv .5 Find π 0 u (x) v (x) dx. Then b a u (x) v (x) dx = uv (x) |b − a b u (x) v (x) dx a (10. Example 10. this is stated in the following proposition. Then uv − u (x) v (x) dx = u (x) v (x) dx.9. (10. y = β and the left top quarter is just the reflection of the top right quarter reflected about the line.9.2 Find the area of the ellipse. (y − β) (x − α) + = 1.9. you see that it suffices to find the area of the top right quarter for y ≥ β and x ≥ α and multiply by 4 since the bottom half is just a reflection of the top half about the line.27) In terms of integrals.27). x = α.28) Proof: Use the product rule and properties of integrals to write b b b u (x) v (x) dx = a a (uv) (x) dx − a b u (x) v (x) dx = uv (x) |b − a This proves the proposition.

Find Hint: Let u (x) = (ln |x|) and v (x) = 1.10. Find the integrals. Find the integrals.6 Find Let u (x) = x and v (x) = e2x .10. dx 2 x ln x2 dx sin (x) dx 1 x e 0 1 0 2 0 2x cos (x) dx x3 cos (x) dx 6. 7.9. EXERCISES 1 0 249 xe2x dx Example 10. dx √ 1 (c) 0 x 2 − x dx 3 2 (ln |x|) dx 2 π 3 x cos x2 0 2 1 (d) (e) 2.10 (a) (b) Exercises 4 xe−3x dx 0 3 1 2 x(ln(|x|))2 1. Find 4.28) 1 0 xe2x dx = 1 2x e2x 1 e x|0 − dx 2 2 0 e2x 1 e2x 1 = x| − | 2 0 4 0 e2 1 e2 = − − 2 4 4 2 1 e + = 4 4 10. Find 5. Find 3. Then from (10. (a) (b) (c) (d) π/9 sec (3x) dx 0 π/9 sec2 (3x) tan (3x) 0 5 1 dx 0 3+5x2 1 √ 1 dx 0 5−4x2 dx . (a) (b) (c) (d) (e) 6 √ x 5 2x−3 dx 5 4 x 3x2 + 6 dx 2 π x sin x2 dx 0 π/4 sin3 (2x) cos (2x) 0 7 √ 1 dx Hint: Remember 0 1+4x2 the sinh−1 function and its derivative. Find the integrals.

where P (t) = a p (s) ds. y (a) = ya is y (t) = e−P (t) ya + e−P (t) a t t eP (s) f (s) ds. Find the integrals. Suppose x0 ∈ (a. The most important of all differential equations is the first order linear equation. Give conditions under which everything is correct. y + p (t) y = f (t) . 2 sin2 (x) dx.5 1 dx 0 1+4x2 4 2√ x 1 + x dx 1 12. . t a of both sides. Multiply both sides by eP (t) . Find the area between the graphs of y = sin (2x) and y = cos (2x) for x ∈ [0. x0 Explain the above steps and continue the process to eventually obtain Taylor’s formula. dt and then take the integral. 13. Consider the following. 1−cos(2x) .250 (e) 6 √ 3 2 x 4x2 −5 THE INTEGRAL dx 8. Hint: You use the integrating factor approach. 11. n f (x) = f (x0 ) + k=1 f (k) (x0 ) 1 k (x − x0 ) + k! n! x x0 (x − t) f (n+1) (t) dt n where n! ≡ n (n − 1) · · · 3 · 2 · 1 if n ≥ 1 and 0! ≡ 1. Find the following integrals. Show the solution to the initial value problem consisting of this equation and the initial condition. 2π] . verify the left side equals d P (t) e y (t) . b) and that f is a function which has n + 1 continuous derivatives on this interval. Hint: Derive and use sin2 (x) = 10. (a) (b) (c) (d) π 2 x sin x3 dx 1 6 x dx 1 1+x2 . (a) (b) (c) (d) (e) 9. Find 3 x cosh x2 + 1 dx 0 2 3 x4 x 5 dx 0 π sin (x) 7cos(x) dx −π π x sin x2 dx 0 2 5√ x 2x2 + 1 dx Hint: 1 π/4 0 Let u = 2x2 + 1. x f (x) = f (x0 ) + x0 f (t) dt x = f (x0 ) + (t − x) f (t) |x0 + x = f (x0 ) + f (x0 ) (x − x0 ) + (x − t) f (t) dt x0 x (x − t) f (t) dt.

change variables to write b 1 f (y) dy a = ≈ = (b − a) 0 f (a + (b − a) x) dx n b−a n b−a n ci f i=1 n a + (b − a) i n ci fi i=1 i where fi = f a + (b − a) n . such that 1 4 f (x) = p3 (x) + f (4) (ξ) (x − xi ) 4! . The approximate integration scheme for a function. Consider the case where n = 1. xn } where xi − xi−1 = 1/n for each i.10. a+b . x2 . use Problem 7 on Page 241 to obtain the existence of some z between x0 and x such that n f (x) = f (x0 ) + k=1 f (k) (x0 ) f (n+1) (z) k n+1 (x − x0 ) + (x − x0 ) . there exists a polynomial of degree three. Show also that if this integration scheme is applied to any polynomial of degree 3 the result will be exact.10. and b with f1 = f a+b . k! (n + 1)! Hint: You might consider two cases. Show that if fi are the values of f at b a. and that this yields the trapezoidal rule. Show using Problem 14. · · ·. Obtain an integration scheme for n = 3. Let f have four continuous derivatives on [xi−1 . · · ·. Consider [0. ci are chosen in such a way that the above sum 1 gives the exact answer for 0 f (x) dx where f (x) = 1. the case when x > x0 and the case when x < x0 . Show that c0 = c1 = 1/2. EXERCISES 251 14. x. In the above Taylor’s formula. Next take n = 2 and show the above procedure yields Simpson’s rule. When this has been done. 15. f. {x0 . That is. it follows that the above formula gives a f (x) dx 2 2 exactly whenever f is a polynomial of degree three. will be of the form 1 n n 1 ci fi ≈ i=0 0 f (x) dx where fi = f (xi ) and the constants. xi+1 ] where xi+1 = xi−1 + 2h and xi = xi−1 + h. 1 2 1 4 1 f0 + f1 + f2 3 3 3 1 1 = 0 f (x) dx whenever f (x) is a polynomial of degree three. It is necessary to find constants c0 and c1 such that c0 + c1 = 1 = 0 1 dx 1 0c0 + c1 = 1/2 = 0 x dx. There is a general procedure for constructing these methods of approximate integration like the trapezoidal rule and Simpson’s rule. xn . 16. 1] and divide this interval into n pieces using a uniform partition. p3 (x) .

dx.1 The symbol ∞ a f (t) dt is defined to equal R R→∞ lim f (t) dt a whenever this limit exists.2 Find ∞ −t e 0 dt. Show b f (x) dx − S (a. M ≥ max f (4) (t) : t ∈ [xi−1 . Nevertheless people do consider things like the following: 0 f (t) dt.252 Now use Problem 15 and Problem 6 on Page 246 to conclude xi+1 THE INTEGRAL f (x) dx − xi−1 hfi−1 hfi 4 hfi+1 + + 3 3 3 < M 2h5 . if limx→b− f (t) = ±∞ but f is integrable on [a. this equals limR→∞ Example 10. Better estimates are available in numerical analysis books. However.11. The definitions are analogous to the above. then ∞ R f (t) dt ≡ lim a R→∞ f (t) dt a R a+δ where the improper integral. 2m) deb note the approximation to a f (x) dx obtained from Simpson’s rule using 2m equally spaced points. R −t e 0 From the definition. b. b] for all small δ.3 Find 1 1 √ 0 x dt = limR→∞ 1 − e−R = 1. Similarly. Definition 10. then b b f (t) dt ≡ lim a δ→0+ f (t) dt a+δ whenever this limit exists. b. . R a f (t) dt is defined above as limδ→0+ f (t) dt. these also have the error in the form C 1/m4 . 10. if limx→a+ f (t) = ±∞. b] . Example 10.11. xi ] . then b b−δ f (t) dt ≡ lim a δ→0+ f (t) dt a whenever the limit exists. Finally. Now let S (a. b − δ] for all small δ. If limx→a+ f (t) = ±∞ but f is integrable on [a + δ. f.11 Improper Integrals The integral is only defined for certain bounded functions which are defined on closed and ∞ bounded intervals. Whenever things like this occur they require a special definition. In this section a few types of improper integrals will be discussed. 2m) < a M 5 1 (b − a) 1920 m4 where M ≥ max f (4) (t) : t ∈ [a.11. 4! 5 where M satisfies. You can probably construct other examples of improper integrals such as integrals of the a form −∞ f (t) dt. f.

11. Sometimes you can argue the improper integral exists even though you can’t find it. If f (t) ≥ 0 for all t ∈ (a. I].31) for all δ > 0.10. It follows that if ε > 0 f (t) dt ∈ (I − ε. then a f (t) dt exists. then b a f (t) dt exists. ∞) and that f ∈ R ([a + δ. a+δ 0 Therefore.4 Suppose f (t) ≥ 0 for all t ∈ [a. the conditions for R I = lim are satisfied and so I = ∞ a R→∞ f (t) dt a f (t) dt. Then.11. M such that R for all R > a.29) Then a f (t) dt exists. whenever R > R0 . the integral a f (t) dt exists and R f (t) dt ≤ M. Then I ≡ sup ε > 0 is given. if δ < δ 0 . it R f (t) dt = a+δ a+δ f (t) dt + R0 f (t) dt. Then I ≡ sup is given.29). Letting δ → 0+. If f (t) ≥ 0 for all t ∈ [a. R a Proof: Suppose (10.30). and small δ > 0. b a+δ Now suppose (10. The following theorem is about this question of existence. a (10.30) for all δ > 0. f (t) dt − I < ε. Since ε is arbitrary. since f (t) ≥ 0. Suppose also there exists a number. R R0 R R0 f (t) dt = a a R a f (t) dt + R0 f (t) dt ≥ a f (t) dt. I]. I −ε< b b f (t) dt ≤ a+δ 0 a+δ f (t) dt ≤ I . b] and there exists M such that b ∞ f (t) dt ≤ M a+δ (10. there exists δ 0 > 0 such that b f (t) dt : δ > 0 ≤ M. Theorem 10. Therefore. b) and there exists M such that b−δ b f (t) dt ≤ M a (10. R]) whenever δ > 0 is small enough. It follows that if f (t) dt ∈ (I − ε. R R0 a R0 f (t) dt : R > a ≤ M. there exists R0 such that follows that for R ≥ R0 . for every R > a. IMPROPER INTEGRALS 253 √ 1 From the definition this equals limδ→0+ δ x−1/2 dx = limδ→0+ 2 − 2 δ = 2.

Does the improper integral exist? ∞ −t α−1 e t 0 dt whenever α > You should supply the details to the following estimate in which δ is a small positive number less than 1 and R is a large positive number. This is the case when functions are not all the same sign for example. it follows that for x small enough. This proves the theorem. 1 Example 10.11. R δ e−t tα−1 dt ≤ δ k e−t tα−1 dt + k R e−t tα−1 dt k ≤ 0 t α−1 ∞ dt + k e−t/2 dt. t→∞ e−t/2 lim dt + ∞ −t/2 e k R 0 Therefore.11. Since limx→0+ sin x = 1. the first integral in the above is bounded above √ √ √ 1−δ 1 by δ1 − δ 6. sin δ 1 Now using the argument of Example 10.6 The gamma function is defined by Γ (α) ≡ 0. The last case is entirely similar to this one. This is what is meant by the expression b δ→0+ lim f (t) dt = I a+δ and so I = a f (t) dt. let M ≡ k α−1 t 0 dt and this shows from the above theorem that e−t tα−1 dt ≤ M for all large R and so 0 e−t tα−1 dt exists. Then for such x. Here k is chosen such that if t ≥ k. Sometimes the existence of the improper integral is a little more subtle.11. The second integral equals √sin δ . Example 10. b a+δ THE INTEGRAL f (t) dt − I < ε. 1 √ δ 1 dx ≤ sin x δ1 δ 3 1 √ dx + 2 x 1 √ δ1 1 dx. e−t tα−1 < e−t/2 . it follows 2 x < sin x 3 and so if δ < δ 1 . ∞ . Therefore. say for x < δ 1 . Such a k exists because e−t tα−1 = 0. the improper integral 1 √ √ √ 1−δ 1 exists because the conditions of Theorem 10.3. sin x < 2 .4 with M = √sin δ + δ1 − δ 6.5 Does 1 √1 0 sin x b dx exist? I don’t know how to find an antiderivative for this function but the question of existence x x 3 can still be resolved.254 showing that for such δ.11.

9.9 Suppose f is a real valued function and the conditions of Theorem ∞ 10. However. Break it up into positive and u3/2 negative parts and use Corollary 10. Then 0 f (t) dt exists.4.11.11. Theorem 10.10 Does ∞ 0 cos x2 dx exist? This is called a Fresnel integral and it has also√ √ evaluated exactly using techniques been ∞ from complex analysis.11. x2 (|cos x| − cos x) dx ≤ x2 Since both integrands are positive. . Verify all the details in Example 10.12 Exercises 1.11. lim R→∞ x2 R R 1 cos x + |cos x| dx x2 ∞ both exist and so from (10.11. The above argument is a special case of the following corollary to Theorem 10. It is a standard problem in the subject of complex analysis.7 Does You should verify R 0 1 sin x x 0 dx exists and that 1 sin x dx x = 0 1 sin x dx + x R 1 sin x dx x R 1 = 0 cos R sin x dx + cos 1 − − x R cos x dx.11. Verify all the details of Example 10. Definition 10.11. they involve techniques which will not be discussed in this book. ∞ You will eventually get an integral of the form 0 sin u du.11. The verification that this integral 4 exists is left to you. Then f + (t) ≡ |f (t)|+f (t) and f − (t) ≡ 2 |f (t)|−f (t) . Corollary 10.4 applies and the limits R R→∞ lim 1 (|cos x| − cos x) dx.8 Let f be a real valued function. (10. In fact 0 cos x2 dx = 1 2 π. 10.11. 2.32) limR→∞ 1 cos x dx also exists and so 0 sin x dx exists. x2 Thus the improper integral exists if it can be shown that R 1 ∞ cos x x2 1 dx exists.11. Example 10. EXERCISES ∞ sin x x 0 255 dx exist? Example 10.6. Thus |f (t)| = f + (t) + f − (t) and f (t) = f + (t) − f − (t) while both f + and f − 2 are nonnegative functions.4 hold for both f + and f − .32) cos x dx = x2 R 1 R 1 R 1 cos x + |cos x| dx − x2 R 1 R 1 R 1 (|cos x| − cos x) dx x2 ∞ 0 ∞ 0 and cos x + |cos x| dx ≤ x2 2 dx ≤ x2 2 dx ≤ x2 2 dx < ∞ x2 2 dx < ∞.7. There are at least two ways to show that 0 sin x dx = x 1 2 π.10.12. However. x2 x ∞ This is an important example. First change the variable letting x2 = u and then integrate by parts.

dt exists. Suppose f is a continuous function which is bounded and defined on R. 2x 2x 12. 1 α−1 t dt 0 1 0 1 0 8. Prove ∞ 0 sin x2 dx exists. Prove that for every α > 0. Try to show the following: For every number. Try it on the function. bn → ∞ such that bn n→∞ ∞ R lim −an 2x dx = A.11. Next show Γ (α + 1) = αΓ (α) and prove that for n a nonnegative integer. Show 0 1+x2 dx does not exist but that limR→∞ −R 1+x2 dx = 0. Γ (n + 1) = n!. Prove that for every α > 0. Thus you could fill it but you couldn’t paint it. 1 α t 0 7. A. Using this and Problem 4. explain why. Show Γ (1) = 1 = Γ (2) . 13. exists and find the answer. Next show that ε→0+ ∞ lim dx = f (x1 ) .256 3. (tan t) (sin t) α−1 α−1 11. 10. 1 + x2 This is true and shows why such principle value integrals are somewhat disreputable. b π a (f (x)) dx. Verify all the details of Example 10. Show ∞ −∞ ε π ε2 + (x − x1 ) εf (x) π ε2 + (x − x1 ) 2 2 dx = 1. This last limit is called the Cauchy principle value integral. It can be shown that Γ 1 = π. Prove that for every α > 0. 2 It seems reasonable to define the surface area and volume for x ∈ [a. 2 Also the volume of the solid obtained in the same way is given by the integral. b] for f a positive continuous function having continuous derivative is given by b 2π a f (x) 1 + (f (x)) dx. THE INTEGRAL 4. The methods of complex analysis typically give the Cauchy principle value. f (x) = 1/x for x ≥ 1. −∞ . 9. there exist sequences an . find Γ 5 . dt exists. Show the resulting solid has finite volume but infinite surface area. For α > 0 find ln t dt if it exists and if it does not exist. √ 5. Recall the area of the surface obtained by revolving the graph of y = f (x) about the x axis for x ∈ [a. ∞) in terms of an improper integral.10. What is the 2 2 advantage of the gamma function over the notion of factorials? Hint: For what values of x is Γ (x) defined? 6. It is not a very respectable thing. Sometimes people call this Gabriel’s horn.

Before presenting it. recall the meaning of n! for n a positive integer.1. and the observation that g (c) and h (c) both equal 0. you have noticed there are two sorts of functions. things like ln (x) or sin (x) . k! (n + 1)! (In this formula. h (x) = (x − c) k! so g (c) = h (c) = 0. what is sin 2? Can you get it by doing a simple sequence of operations like you can with f (x) = x2 + 2? How can you find sin 2? It turns out there are many ways to do so. Define 0! ≡ 1 = 1! and (n + 1)! ≡ (n + 1) n! so that n! = n (n − 1) · · · 1. b) .Infinite Series 11. Now assume the theorem holds for n. etc.1) . (a.) Proof: Suppose first that n = 0.2 on Page 133.8. For example. b) and let c ∈ (a. Then if x ∈ (a. In particular. In this section. The following theorem is called Taylor’s theorem. there exists ξ between x and c such that h (ξ) g (x) = g (ξ) h (x) and so n+1 (n + 2) (ξ − c) n+1 f (x) − f (c) − k=1 f (k) (c) k! n+2 = n+1 f (ξ) − k=1 f (k) (c) k−1 (ξ − c) (k − 1)! 257 (x − c) . f (x) − f (c) = f (ξ) (x − c) for some ξ between c and x. the method of Taylor polynomials is discussed. there exists ξ between c and x such that n f (x) = f (c) + k=1 f (k) (c) f (n+1) (ξ) k (x − c) + . By the Cauchy mean value theorem.1 Suppose f has n + 1 derivatives on an interval. This latter type of function is not so easy to evaluate. (11. and those which come as short words. By the mean value theorem. Then let n+1 g (x) ≡ f (x) − f (c) − k=1 f (k) (c) k n+2 (x − c) . 3! = 3 × 2! = 6. 2! = 2. Theorem 6. Theorem 11. 4! = 4 × 3! = 24. those which come from a formula like f (x) = x2 + 2 which are easy to evaluate by following a simple procedure. the symbol 0 k=1 ak will denote the number 0. b) .1 Approximation By Taylor Polynomials By now.

x5 x3 f (6) (ξ) x6 x6 + . f (0) = 0. f (x) = − sin x. f (x) = − cos x. is called the remainder and this particular form of the remainder is called the Lagrange form of the remainder. the resulting polynomial is x− x5 x3 + 3! 5! and the error between this polynomial and sin x must be measured by the remainder term. f (0) = 0.258 The induction hypothesis in (11. f (0) = −1. etc. f (x) = cos x. Then for f (x) = sin x. f (k) (c) (f ) (ξ 1 ) n+2 = (x − c) k! (n + 2)! (n+1) n+1 where ξ 1 is between c and ξ while ξ is between c and x.2) . Thus ξ 1 is between c and x and this proves the theorem. dividing by (n + 2) (ξ − c) f (x) − f (c) − k=1 n+1 (n+1) (x − c) n+2 .1) yields n+1 INFINITE SERIES f (ξ) − k=1 f (k) (c) k−1 (ξ − c) (k − 1)! n = = f (ξ) − f (c) − k=1 (n+1) (f ) (k) (c) k! (ξ − c) k (f ) (ξ 1 ) n+1 (ξ − c) (n + 1)! for some ξ 1 between ξ and c. etc. For n = 2 in the above. sin x − x − ≤ ≤ 3! 5! 6! 6! . (ξ) The term f (n+1)! . Thus the Taylor polynomial for sin x is of the form x3 x2n+1 x− +···± 3! (2n + 1)! while the remainder is of the form f (2n+2) (ξ) (2n + 2)! for some ξ between 0 and x. (11. n+1 (n + 2) (ξ − c) n+1 f (x) − f (c) − k=1 f (k) (c) k! = (f ) (ξ 1 ) n+1 (ξ − c) (n + 1)! and so.1.2 Approximate sin x for x in some open interval containing 0. Consequently. Use Taylor’s formula just presented and let c = 0. Therefore. Therefore. (n+1) Example 11. f (0) = 1.

6 4 sin(x) 2 –4 –3 –2 –1 0 –2 –4 –6 1 2 x 3     ©   4 x−   ©     x3 3! + x5 5! You see from the picture that the polynomial is a very good approximation for the function. 1+x 1−x (n) and use it to compute ln 5 to three decimal .5) − (. Thus the Taylor polynomial of degree n and its first n derivatives agree with the function and its first n derivatives when x = c. 4. 2. sin (. · · ·. this error is very small but if x is large. Show that if you require that pn (c) = f (c) .5) − (. no such conclusion can be drawn. Find the Taylor polynomials for ln (1 + x) for x near 0. 5. Let pn (x) = a0 + k=1 ak (x − c) . pn (c) = f (n) (c) .5) is less than 10−4 .5) + 3! 5! 3 5 ≤ 1 (.11. Suppose for example.5) .2 Exercises n k 1. · · ·. Find the Taylor polynomials for cos x for x near 0 along with a formula for the remainder. 11. EXERCISES 259 For small x. sin x as long as |x| is small but that if |x| gets very large. pn (c) = (n) f (c) . Find a Taylor polynomial for ln places. then this requirement is achieved if and only if a0 = f (c) . the approximation is lousy. Find the Taylor polynomials for ln (1 − x) for x near 0.5) = 6! 46 080 6 so difference between the approximation and sin (. Then from the above error estimate. If this is used to find sin (. This is illustrated in the following picture.1) the polynomial approximation would be even closer. 3. Use your approximate polynomial to compute cos (.5) (. The above estimate indicates the good approximation holds as long as |x| is small and it quantifies how good the approximation is.5) to 3 decimal places and prove your approximation is this good. an = f n!(c) . you wanted to find sin (. a1 = f (c) .2.

1 + t2 and then integrate this finite sum from 0 to x. 11. you found n arctan x = lim n→∞ (−1) k=1 k−1 x2k−1 2k − 1 and that this limit will hold for x ∈ [−1. n n−1 2n−2 9. sin (x) = limn→∞ formula for the error to conclude that n n k=1 (−1) n−1 x2n−1 (2n−1)! . 2k − 1 12. . Show cos (x) = limn→∞ k=1 (−1) (2n−2)! by finding a suitable formula for the remainder and then using an argument similar to that done in Problem 7. 7. Find the values of x for which the limit is true and prove your result.260 n INFINITE SERIES 6. Use x 1 ln (1 + x) = dt. If you did Problem 10 correctly. show ex = limn→∞ n xk k=1 k! n for all x ∈ R. Using Problem 6. Thus the error would be no larger than x 0 t2n+2 dt ≤ 1 + t2 x 0 t2n+2 dt . 10. 1] . Now consider what happens when n is much larger than 2M. Hint: Use the sin x − k=1 (−1) k−1 x2k−1 |x| ≤ (2k − 1)! (2n)! 2n and then use the result of Problem 6. 1 + t2 0 show 1 = 1 + t2 n (−1) t2k ± k=0 k t2n+2 . Find an such that arctan (x) = limn→∞ k=0 ak xk for some values of x. Do for ln (1 + x) what was done for arctan (x) and find a formula of this sort for ln 2. Show that for every x ∈ R. Verify that limn→∞ M = 0 whenever M is a positive real number. Hint: It is a good idea to use x 1 arctan (x) = dt. 0 1+t 13. Hint: Prove by n! √ n √ n induction that M n /n! ≤ (2M ) / ( n) . Use this to verify that π = lim n→∞ 4 n (−1) k=1 k−1 1 . Repeat 10 for the function ln (1 − x) . x 8.

the partial ∞ k sums of k=1 (−1) are bounded because they are all either −1 or 0 but the series does not converge. Be very careful you never think this way in the case where it is not true that all ak ≥ 0.11. The partial sums corresponding to this symbol alternate between −1 and 0.3. Proposition 11. If this ∞ sequence is bounded above.1 Infinite Series Of Numbers Basic Considerations Earlier in Definition 5. In the first case convergence occurs and in the second case. it should be clear that infinite sums do not always make sense. the above proposition shows there are only two alternatives available. depending on the behavior of the partial ∞ k sums. it is said to diverge. Let Sn ≡ k=0 rk .11. The study of this series depends on simple High school algebra and n Theorem 5.15 on Page n 107 it follows the sequence of partial sums converges to sup { k=m ak : n = m. consider k=1 (−1) .1 on Page 103 the notion of limit of a sequence was discussed. ∞ k=m When the sequence is not bounded above.2 Let ak ≥ 0. There is a very closely related concept called an infinite series which is dealt with in this section. If the sequence of partial sums is not bounded.11. Either the sequence of partial sums is bounded above or it is not bounded above. This ∞ n series is n=0 r .9 on Page 106. One of the most important examples of a convergent series is the geometric series. is an increasing sequence because n ak − k=m k=m ak = an+1 ≥ 0.11. In the case where ak ≥ 0. If it is bounded above. · · · . the infinite series diverges. For example. See Theorem 5. m + 1. For ∞ this reason. then k=m ak converges and its value equals n n ∞ sup k=m ak : n = m. people will sometimes write k=m ak < ∞ to denote the case where convergence ∞ occurs and k=m ak = ∞ for the case where divergence occurs. INFINITE SERIES OF NUMBERS 261 11. m + 1. In this case the series is said to converge. It follows the symbol just written is meaningless and the infinite sum diverges. Then { k=m ak }n=m is an increasing sequence. then it is not a Cauchy sequence and so it does not converge. The sequence { k=m ak }n=m in the above is called the sequence of partial sums. As an example. there is no limit for the sequence of partial sums.3 11. If it does ∞ n not converge. rSn = k=0 rk+1 = k=1 rk . · · ·}.3.3. then by the form of completeness found in Theorem 5.1 Define ∞ n ak ≡ lim k=m n→∞ ak k=m whenever the limit exists and is finite.11. From this definition. . Therefore.13 on Page 107.3. This proves the proposition. Definition 11. Then n n n+1 Sn = k=0 rk . Sometimes they do and sometimes they don’t. Proof: It follows { n k=m ∞ ak }n=m n+1 ak diverges.

6 on Page 104 to write ∞ n xak + ybk k=m = = = n→∞ lim lim xak + ybk k=m n n n→∞ ∞ x k=m ak + y k=m ∞ bk x k=m ak + y k=m bk . Theorem 11. limn→∞ Sn = 1−r in the case when |r| < 1. Sn = 1 − rn+1 . then ∞ ak = k=m ∞ k=m+j ∞ ak−j ∞ (11. Formula (11. y are numbers. from the triangle inequality.4).3) xak + ybk = x k=m ∞ k=m ∞ ak + y k=m bk (11. the last sum equals +∞ if the partial sums are not bounded above.9. the limit clearly does not exist because Sn fails to be a Cauchy sequence (Why?). ∞ k=m ∞ n n=0 r converges and equals 1 1−r if |r| < 1 and If the series do converge. diverges if |r| ≥ 1. To establish (11.4 If ak and ∞ ∞ k=m bk both converge and x. the following holds. Theorem 11.3.5) ak ≤ k=m k=m |ak | where in the last inequality. Proof: The above theorem is really only a restatement of Theorem 5. .262 Therefore. 1−r INFINITE SERIES 1 By Theorem 5. n ∞ ak ≤ k=m k=m n |ak | ∞ and so ∞ ak = lim k=m n→∞ ak ≤ k=m k=m |ak | . In fact. This shows the following.6 on Page 104 and the above definitions of infinite series.4) (11.11. Now if |r| ≥ 1.3. subtracting the second equation from the first yields (1 − r) Sn = 1 − rn+1 and so a formula for Sn is available.5) follows from the observation that. Thus ∞ n n+j ∞ ak = lim k=m n→∞ ak = lim k=m n→∞ ak−j = k=m+j k=m+j ak−j .11. use Theorem 5. if r = 1.3 The geometric series.11.

q p−1 q ak − k=m k=m ak = k=p ak < ε. In fact.6 The sum such that if q ≥ p ≥ nε . Therefore. there exists nε > m such that if q ≥ p − 1 ≥ nε > m.6) holds. Then from (11. + 6 3n From the above theorem and Theorem 11.7 A series ∞ ak k=m is said to converge absolutely if ∞ |ak | k=m converges. Theorem 11.3. k=m ak converges and this proves the theorem. this shows the infinite sum converges as claimed.3. You might try to show this. by the completeness axiom.5 Find ∞ n=0 5 2n 263 . q q ε> k=p ∞ |ak | ≥ k=p ak .3. Then by assumption and Theorem 11. Then { k=m ak }n=m is a Cauchy sequence by Theorem 5.13 on Page 107. Thus its validity implies completeness.3.7) Next suppose (11.3. k=p Therefore. Proof: Let ε > 0 be given. it converges.6) Proof: Suppose first that the series converges.3.7) it follows upon letting p be replaced with ∞ n p + 1 that { k=m ak }n=m is a Cauchy sequence and so. there exists nε q ak < ε. the above theorem is really another version of the completeness axiom.6.6.3. then ∞ k=m ak converges if and only if for all ε > 0. ∞ n=0 5 6 + n n 2 3 = 5 = 5 1 1 +6 n 2 3n n=0 n=0 1 1 +6 = 19. there exists nε such that whenever q ≥ p ≥ nε .8 If ∞ k=m ak converges absolutely.3. q |ak | < ε. By the definition of infinite series. . Definition 11.11. If the series does converge but does not converge absolutely.3. By Theorem 11. Theorem 11. INFINITE SERIES OF NUMBERS Example 11. then it is said to converge conditionally. k=p n ∞ (11. 1 − (1/2) 1 − (1/3) ∞ ∞ The following criterion is useful in checking convergence. from the triangle inequality.11. then it converges. (11.

∞ 1 n=1 n2 . If 2. This is considered next. 0<a< Then an and an an ≤ < b < ∞. Example 11.{ n=m an }p=m is bounded above and increasing. If ∞ n=k bn ∞ n=k converges. Therefore. Theorem 11.3. bn > 0 and suppose for all n large enough. Then 1. Then if p ≥ n∗ . n=k ≤ n=m p ∞ an + Thus the sequence. From the assumption there exists n∗ such that n∗ > max (k.11 Let an . it converges by completeness. Example 11. abn < an < bbn and so the conclusion follows from the comparison test.10 Determine the convergence of For n > 1. then an an > a and <b bn bn and so for all such n. p n∗ k an n=m ≤ n=m n∗ an + n=n∗ +1 ∞ bn bn .3. an ≤ bn .3. letting an = n2 and bn = n(n−1) A convenient way to implement the comparison test is to use the limit comparison test. 2 n n (n − 1) p p Now 1 n (n − 1) n=2 = n=2 1 1 − n−1 n 1 →1 p = 1− 1 1 Therefore.12 Determine the convergence of ∞ 1 √ k=1 n4 +2n+7 . then ∞ n=m bn Proof: Consider the first claim. The second claim is left as an exercise.3. 1 1 ≤ . an diverges. then ∞ n=m an converges. bn bn bn converge or diverge together. diverges.264 INFINITE SERIES Theorem 11.9 (comparison test) Suppose {an } and {bn } are sequences of non negative real numbers and suppose for all n sufficiently large. . m) and for all n ≥ n∗ bn ≥ an . Proof: Let n∗ be such that n ≥ n∗ .

Compare with the series of Example 11. You see. Let an = 1 np . an . Proof of the Claim: Note the claim is true for n = 1.10. Suppose the claim is true for n. and the terms. Then.13 Let an ≥ 0 and suppose the terms of the sequence {an } are decreasing. Claim: n n 2 n 2k a2k−1 ≥ k=1 k=1 ak ≥ k=0 2k−1 a2k . Thus an ≥ an+1 for all n.14 Determine the convergence of These are called the p series. Proof: This follows from the inequality of the following claim. since 2n+1 − 2n = 2n . Theorem 11. some which converge and some which do not. Therefore. .3. the series converges with the series of Example 11. n4 dominates the other terms in n4 + 2n + 7. Example 11.3. it is desirable to get lots of examples of series. √ 1 n4 + 2n + 7 n2 lim = lim n→∞ √ n→∞ 1 n2 n4 +2n+7 = n→∞ lim 1+ 7 2 + 4 = 1. If p ≤ 1. Then a2n = ∞ 1 n . Of course this is not always easy and there is room for acquiring skill through practice. √ reasoning that 1/ n4 + 2n + 7 is a lot like 1/n2 for large n. 3 n n Therefore.3. are decreasing.10. the last series above is a geometric series having common ratio less than 1 and so it converges. If p > 1. n+1 n 2n 2k a2k−1 = 2n+1 a2n + k=1 2n+1 2n k=1 2k a2k−1 ≥ 2n+1 a2n + k=1 n n+1 ak ≥ k=1 ak ≥ 2 a2n+1 + k=1 n ak ≥ 2n a2n+1 + k=0 2k−1 a2k = k=0 ∞ 1 k=1 kp 2k−1 a2k . In particular. Then ∞ ∞ an and n=1 n=0 2n a2n converge or diverge together.11. To really exploit this limit comparison test.3. the higher order term. The tool for obtaining these examples here will be the following wonderful theorem known as the Cauchy condensation test. 2p From the Cauchy condensation test the two series ∞ 1 and np n=1 2n n=0 1 2p n ∞ = n=0 2(1−p) n converge or diverge together. it is still a geometric series but in this case the common ratio is either 1 or greater than 1 so the series diverges. it was easy to see what to compare with. INFINITE SERIES OF NUMBERS 265 This series converges by the limit comparison test. n=1 n−1 diverges ∞ −2 while n=1 n converges. It follows ∞ that the p series converges if p > 1 and diverges if p ≤ 1. where p is a positive number.3. How did I know what to √ √ compare with? I noticed that n4 + 2n + 7 is essentially like n4 = n2 for large enough n.

Sometimes it is good to be able to say a series does not converge. Sometimes. A−1 ≡ A0 ≡ 0.6. Proof: Apply Theorem 11. ∞ 1 k=2 k ln k . The nth term test gives such a condition which is sufficient for this. but because of cancellation taking place between positive and negative terms. you cannot conclude the series converges if limn→∞ an = 0.3.3. lim an = 0 an converges an = n−1 11. INFINITE SERIES n→∞ =1 and so this series diverges with ∞ 1 k=1 k . a series converges. you don’t ∞ know anything from this information.3. . k=n It is very important to observe that this theorem goes only in one direction. If this happens.15 Determine the convergence of Use the limit comparison test.2 More Tests For Convergence So far. Let {an } and {bn } be sequences and let n An ≡ k=1 ak . That is.6 to conclude that n n→∞ lim an = lim n→∞ ak = 0. A discussion of this involves some simple algebra. the tests for convergence have been applied to non negative terms only. It is really a corollary of Theorem 11.3. Example 11. then limn→∞ an = 0.266 Example 11. lim 1 n 1 √ n2 +100n ∞ 1 √ k=1 n2 +100n . The following picture is descriptive of the situation. not because the terms of the series get small fast enough.17 If ∞ n=m an converges.3. Theorem 11. The above series does the same thing in terms of convergence as the series ∞ ∞ 1 1 = 2n n 2 ln (2n ) n=1 n ln 2 n=1 1 and this series diverges by limit comparison with the series n.3. Recall limn→∞ n−1 = 0 but n=1 n−1 diverges.16 Determine the convergence of Use the Cauchy condensation test.

Then ∞ an bn n=1 converges. Proof: This follows quickly from Theorem 11. It is just like integration by parts.6. with bn ≥ bn+1 . |an | n→∞ Then   diverges if r > 1 converges absolutely if r < 1 . then ∞ n=1 (−1) bn converges. This proves the theorem. Then |an+1 | < R |an | an+1 <R an .3.18 (Dirichlet’s test) Suppose An is bounded and limn→∞ bn = 0. This is discussed next. and using the partial summation formula above along with the assumption that the bn are decreasing. Theorem 11. The following corollary is known as the alternating series test. Then there exists n1 such that if n ≥ n1 . an  n=1 test fails if r = 1 ∞ Proof: Suppose r < 1.11.3.19 If limn→∞ bn = 0. Indeed. this last expression is small whenever p and q are sufficiently large.3. q q−1 an bn = bq Aq − bp Ap−1 + n=p n=p q−1 An (bn − bn+1 ) ≤ C (|bq | + |bp |) + C n=p (bn − bn+1 ) = C (|bq | + |bp |) + C (bp − bq ) and by assumption. INFINITE SERIES OF NUMBERS Then if p < q q q q q 267 an bn = n=p q n=p q−1 bn (An − An−1 ) = n=p b n An − n=p q−1 bn An−1 = n=p bn An − n=p−1 bn+1 An = bq Aq − bp Ap−1 + n=p An (bn − bn+1 ) This formula is called the partial summation formula. letting |An | ≤ C. Corollary 11.3.20 Suppose |an | > 0 for all n and suppose lim |an+1 | = r. Theorem 11. with bn ≥ bn+1 . n A favorite test for convergence is the ratio test.3. then 0< where r < R < 1.

Showing limn→∞ |an | = ∞. One reason for this is the assumption that an > 0. To see the test fails ∞ ∞ 1 1 if r = 1. Then for such n. it follows the series diverges. then (11. |an | ≥ 1 and so the series fails to converge by the nth term test. Then ∞ an converges absolutely. k! (11. By the comparison test and the theorem on geometric series. |an1 +p | < R |an1 +p−1 | < R2 |an1 +p−2 | < · · · < Rp |an1 | INFINITE SERIES (11.268 for all such n. Say this holds n |an | < R.23 Show that for all x ∈ R. and the other reason is the possibility that the limit might not exist. The first series diverges while the second one converges but in both cases.8) can be turned around for some R > 1.8) and so if m > n. 1/n < R < 1 for all n sufficiently large. consider the two series n=1 n and n=1 n2 both of which have r = 1 but having different convergence properties. Corollary 11. Theorem 11. Since the nth term fails to converge to 0. |an | ≤ Rn and so the comparison test with a geometric series applies and gives absolute convergence as claimed.9) .21.3. necessitated by the need to divide by an . 1/n Next suppose |an | ≥ 1 for infinitely many values of n.22 Suppose limn→∞ |an | exists and equals r. ∞ 1/n ex = k=0 xk .3. then |am | < Rm−n1 |an1 | . Therefore. consider n−1 and n−2 . r = 1. called the root test removes both of these objections. Then  ∞  converges absolutely if r < 1 test fails if r = 1 ak  diverges if r > 1 k=m Proof: The first and last alternatives follow from Theorem 11. n=1 If there are infinitely many values of n such that |an | ∞ 1/n ≥ 1. n=1 Proof: Suppose first that |an | for all n ≥ nR . The next test. for such n. To verify the divergence part. This proves the convergence part of the theorem.3. Therefore.3. then an diverges.) The ratio test is very useful for many different examples but it is somewhat unsatisfactory mathematically. To see the test fails if r = 1. note that if r > 1. |an | converges.21 Suppose |an | 1/n < R < 1 for all n sufficiently large. Then for those values of n. Example 11. (Be sure to check this last claim.

it is not always true that it is permissible to interchange the two sums. (n + 1)! n→∞ Therefore. You can always write M N N M ajk = k=m j=m j=m k=m ajk because addition is commutative. This example is a little technical. In other words. It is placed here just to prove conclusively there is a question which needs to be considered. A general rule of thumb is this: If something involves changing the order in which two limits are taken.10) = k=0 xk xn+1 + eξ n k! (n + 1)! where |ξ n | ≤ |x| . taking the limit in (11.3. Now for any x ∈ R eξ n |x| xn+1 ≤ e|x| (n + 1)! (n + 1)! n+1 and an application of the ratio test shows ∞ e|x| n=0 |x| < ∞. you may not do it without agonizing over the question.3. (n + 1)! n+1 Therefore. Here is an example. INFINITE SERIES OF NUMBERS By Taylor’s theorem ex = 1+x+ n 269 xn+1 x2 xn +···+ + eξn 2! n! (n + 1)! (11.3 Double Series Sometimes it is required to consider double series which are of the form   ∞ ∞ ∞ ∞ ajk ≡ k=m j=m k=m  j=m ajk  . In other words. lim eξn xn+1 = 0.10) it follows (11.9) holds. there are limits involved with infinite sums and the interchange in order of summation involves taking limits in a different order. . limits foul up algebra and also introduce things which are counter intuitive. However. Therefore. first sum on j yielding something which depends on k and then sum these. when does it make no difference which subscript is summed over first? In the case of finite sums there is no issue here. The major consideration for these double series is the question of when ∞ ∞ ∞ ∞ ajk = k=m j=m j=m k=m ajk . the nth term converges to zero by the nth term test and so for each x ∈ R.11. In general. 11.

. You see ann = 0 for all n. you can see that by assigning different values of a. However. as indicated above. and c.3. b. First. n=1 m=1 Next observe that if m > 2. limits are taken in two different orders. Don’t become upset by this. you can get an example for any two different numbers desired. 0r 0r 0r 0r 0r cr 0r -c r 0r 0r 0r 0r cr 0r -c r 0r 0r 0r 0r cr 0r -c r 0r 0r 0r 0r cr 0r -c r 0r 0r 0r 0r cr 0r -c r 0r 0r 0r 0r br 0r -c r 0r 0r 0r 0r 0r 0r ar 0r 0r 0r 0r 0r 0r The numbers next to the point are the values of amn .24 Consider the following picture which depicts some of the ordered pairs (m. Therefore. n are positive integers. ∞ m=1 amn = a if n = 1. amn = a + b − c. n) where m. some notation should be discussed.270 INFINITE SERIES Example 11. n) on the line y = x − 1 whenever m > 2. a12 = b. n) on the line y = 1 + x whenever m > 1. ∞ ∞ m=1 ∞ amn = b − c if n = 2 and if n > 2. This example in no way violates the commutative law of addition which has nothing to do with limits. Then Therefore. then you can always interchange the order of summation. and ∞ n=1 amn = 0 amn = b + a + c m=1 n=1 and so the two sums are different. ∞ ∞ ∞ n=1 amn = a + c if m = 2. It happens because. This is shown next and is based on the following lemma. amn = c for (m. and amn = −c for all (m. ∞ m=1 amn = 0. j. Moreover. a21 = a. it turns out that if aij ≥ 0 for all i. An infinite sum always involves a limit and this illustrates why you must always remember this. ∞ n=1 amn = b if m = 1.

to get the conclusion of the lemma. Proof: Let sup ({An : n ∈ N}) = r.3. B are sets which means that f (a. b) . . In the first case. sup sup f (a. Then letting ε > 0 be given. INFINITE SERIES OF NUMBERS 271 Definition 11.11. it only diverges to ∞ and so ∞ is the value of the sum. for all a. Then ∞ i=1 ∞ j=1 aij = ∞ j=1 ∞ i=1 aij . Since {Ak } is increasing. The symbol. b) is either a number. b) : a ∈ A} . then sup {An } = limn→∞ An . b) . ∞. −∞ is interpreted similarly. then if a is a real number. a∈A b∈B b∈B a∈A Repeat the same argument interchanging a and b. ∞]. ∞] for a ∈ A and b ∈ B where A. or −∞. But in this case.27 If {An } is an increasing sequence in [−∞. The following is the fundamental result on double sums. Of course there is no such number.3. Since {An } is increasing. Theorem 11. suppose r < ∞. it follows if m > n. it follows that if m > n. b) and therefore. a∈A b∈B b∈B a∈A Proof: Note that for all a. b) ≤ supb∈B supa∈A f (a. Then sup sup f (a. there exists n such that An ∈ (r − ε. Therefore. The symbol. b) ∈ [−∞. Am > a.3. b) ∈ [−∞.28 Let aij ≥ 0. ∞] for a ∈ A and b ∈ B where A. b) means sup (Sb ) where Sb ≡ {f (a. b. +∞ is interpreted as a point out at the end of the number line which is larger than every real number.26 Let f (a. Proof: First note there is no trouble in defining these sums because the aij are all nonnegative. That is why it is called ∞. Unlike limits. The other case is that r = −∞. ∞ ∞ ∞ aij ≥ sup j=r i=r n j=r i=r n m aij = sup lim n m→∞ aij j=r i=r m n = = sup lim n n m→∞ aij = sup n n n→∞ i=r ∞ i=r j=r ∞ m→∞ lim aij j=r ∞ ∞ aij i=r j=r sup n i=r j=r aij = lim aij = i=r j=r Interchanging the i and j in the above argument proves the theorem. b) = sup sup f (a. b) ≤ supb∈B supa∈A f (a. then r − ε < An ≤ Am ≤ r and so limn→∞ An = r as claimed. In the case where r = ∞. m n Therefore.25 Let f (a. Then supa∈A f (a. If a sum diverges. B are sets.3. there exists n such that An > a. supb∈B f (a. b). Next note that ∞ ∞ ∞ n aij ≥ sup j=r i=r n j=r i=r n aij because for all j. An = −∞ for all n and so limn→∞ An = −∞. b) ≤ sup sup f (a. ∞ aij ≥ i=r i=r n aij . Lemma 11. f (a. r]. Lemma 11.3. you can take the sup in different orders. But this is what is meant by limn→∞ An = ∞.

By Theorem 11. for each j. It only remains to verify they are equal. One of the most important applications of this theorem is to the problem of multiplication of series.3. Definition 11. define ak bn−k+r . every i. ∞ ∞ aij . j=r i=r i=r j=r aij both exist.3. Therefore. Proof: By Theorem 11. ∞ on Page 263. by Theorem 11. Note 0 ≤ (|aij | + aij ) ≤ |aij | .28 ∞ ∞ ∞ ∞ |aij | = j=r i=r i=r j=r |aij | < ∞ ∞ Therefore.8 again.8 both converge.3. k=r The series ∞ n=r cn is called the Cauchy product of the two series. . the first one for every j and the second for ∞ ∞ ∞ aij ≤ j=r i=r j=r i=r ∞ ∞ |aij | < ∞ and ∞ ∞ aij ≤ i=r j=r i=r j=r ∞ ∞ |aij | < ∞ so by Theorem 11.3. j=r |aij | < ∞. Also.3. This proves the theorem. For n ≥ r.4 on Page 262 ∞ ∞ ∞ ∞ ∞ ∞ |aij | + j=r i=r j=r i=r aij = j=r i=r ∞ ∞ (|aij | + aij ) (|aij | + aij ) i=r j=r ∞ ∞ ∞ ∞ = = i=r j=r ∞ ∞ |aij | + i=r j=r ∞ ∞ aij aij i=r j=r = j=r i=r ∞ ∞ ∞ ∞ |aij | + and so j=r i=r aij = i=r j=r aij as claimed. i=r j=r Then ∞ ∞ ∞ ∞ aij = i=r j=r j=r i=r aij and every infinite sum encountered in the above equation converges. ∞ i=r |aij | ∞ j=r aij ∞ < ∞ and for each i.3.29 Let aij be a number and suppose ∞ ∞ INFINITE SERIES |aij | < ∞ . i=r aij .28 and Theorem 11.30 Let ∞ i=r ai and cn ≡ ∞ i=r bi n be two series.272 Theorem 11.3.

. Then ∞  bj  = n=r cn i=r where cn = n ak bn−k+r . Formally write the following in the case r = 0: (a0 + a1 + a2 + a3 · ··) (b0 + b1 + b2 + b3 · ··) and start multiplying in the usual way. This yields a0 b0 + (a0 b1 + b0 a1 ) + (a0 b2 + a1 b1 + a2 b0 ) + · · · and you see the expressions in parentheses above are just the cn for n = 0.3. INFINITE SERIES OF NUMBERS 273 It isn’t hard to see where this comes from. it is only necessary to assume one of the series converges and the other converges absolutely. 2. ···. k=r Proof: Let pnk = 1 if r ≤ k ≤ n and pnk = 0 if k > n. This is known as Merten’s theorem and may be read in the 1974 book by Apostol listed in the bibliography. Also. 1. m=r |ak | Therefore.3. The following is a special case of Merten’s theorem.3. it is reasonable to conjecture that ∞ ∞ ∞ ai i=r j=r bj = n=r cn and of course there would be no problem with this in the case of finite sums but in the case of infinite sums. it is necessary to prove a theorem. Therefore.11. by Theorem 11. ∞ ∞ ∞ ∞ pnk |ak | |bn−k+r | = k=r n=r k=r ∞ |ak | n=r ∞ pnk |bn−k+r | |bn−k+r | n=k ∞ = k=r ∞ |ak | |ak | k=r ∞ n=k ∞ = = k=r bn−(k−r) |bm | < ∞.29 ∞ ∞ n ∞ ∞ cn n=r = = k=r ∞ ak bn−k+r = n=r k=r ∞ ∞ n=r k=r ∞ pnk ak bn−k+r ∞ ak n=r ∞ pnk bn−k+r = k=r ak n=k bn−k+r = k=r ak m=r bm 1 Actually.31 Suppose ∞ i=r ∞ ai and  ai  ∞ j=r bj ∞ j=r both converge absolutely1 . Theorem 11. Then ∞ cn = k=r pnk ak bn−k+r .

or not at all and give reasons for your answers.274 and this proves the theorem. ∞ . Suppose ak = 0 for large k and that p = limk→∞ the series. conditionally. If n=1 an and verges? ∞ ∞ ∞ n=1 bn both converge. If p < 1. can you conclude the sum. INFINITE SERIES 11. Explain why his statement is total nonsense. |ak | ln k ∞ k=1 exists. Determine whether the following series converge absolutely. 5. If this is not possible. conditionally.01 n 10n (−1) (1. ∞ n=1 an bn con∞ n=1 8. Suppose Explain. (a) (b) (c) (d) (e) (f) ∞ n=1 ∞ n=1 ∞ n=1 ∞ n=1 ∞ n=1 ∞ n=1 (−1) (−1) 5 n ln(k ) k 5 n ln(k ) k1.4 Exercises 1. A person says a series diverges by the alternating series test. Prove this theorem. 6. If p > 1. then k=1 ak converges absolutely. (a) (b) (c) (d) (e) (f) (g) ∞ n=1 ∞ n=1 ∞ n=1 ∞ n=1 (−1) (−1) n n √ 1 n2 +n+1 √ n+1− √ n n (n!)2 (−1) (2n)! (−1) n (2n)! (n!)2 ∞ (−1)n n=1 2n+2 ∞ n=1 ∞ n=1 (−1) (−1) n n n+1 n n+1 n n2 n 2.01)n n 1 (−1) sin n n 1 (−1) tan n2 n 1 (−1) cos n2 3. Explain why his statement is total nonsense. ∞ n=1 an converges absolutely. tell why. can you conclude ∞ converges? What if it is only the case that n=1 an converges? ln 1 an bn 9. then ak does not converge absolutely. Determine whether the following series converge absolutely. If n=1 an converges absolutely. or not at all and give reasons for your answers. can the same thing be said about ∞ n=1 a2 ? n 4. and bn is bounded. A person says a series converges conditionally by the ratio test. The logarithm test states the following. Find a series which diverges using one test but converges using another if possible. 7.

∞). ∞ This is called the integral test. 1 f (t) dt and the sum k=1 f (k) converge or diverge together. Using the result of Problem 10 establish Raabe’s Test. Suppose there exists a constant. an interesting variation on the ratio test. 15. Now conclude that there exists an integer. Define f (x) ≡ (1 − x) − 1 + px and show that f (0) = 0 while f (x) ≥ 0 for all x ∈ (0. Hint: Let bk ≡ k − 1 + C and note that for all k large enough. This is also called a power series centered at a. This test says the following. The expression. k k Now use comparison theorems and the p series to obtain the conclusion of the theorem. 2−k and ∞ k=0 11. determine the convergence of of p.5 Taylor Series Earlier Taylor polynomials were used to approximate known functions such as sin x and ln (1 + x) . Use Problem 10 to conclude that ak+1 p ≤1− ≤ ak k+C 1− 1 k+C p ∞ = bk bk+1 p showing that |ak | bp is decreasing for k ≥ k0 . Determine the convergence of the series 16. Thus |ak | ≤ C/bp = C/ (k − 1 + C) . A much more exciting idea is to use infinite series of known functions as definitions of possibly new functions. n+1 Show this series converges and so it makes sense 13. Consider the series ∞ ∞ k=0 n p (−1) n √1 to write . .11. 3−k . show that (1 − x) ≥ 1 − px. it follows that k=1 ak converges absolutely. 1) . Use this test to verify convergence of k=1 k1 whenever α α > 1 and divergence whenever α ≤ 1. k0 such that bk0 > 1 and for all k ≥ k0 the given inequality above holds.3. Verify Theorem 11. Then if p > 1. Hint: This can be done using p the mean value theorem from calculus. Definition 11. Suppose f is a nonnegative continuous decreasing function defined on [1.31 on the two series ∞ n=1 ∞ k=0 ∞ 1 n=2 n(ln(n))p for various values n 1 −n/2 k=1 k . 11. 12. and p ≥ 1. What about the Cauchy product of this series? Does k=0 (−1) n+1 it even converge? What does this mean about using algebra on infinite sums as though they were finite sums? 2 √1 . 14.5.1 Let {ak }k=0 be a sequence of numbers. bk > 1.11) is called a Taylor series centered at a. For p a positive number. C and a number p such that ak+1 p ≤1− ak k+C for all k large enough. TAYLOR SERIES p 275 10. Show the ∞ ∞ improper integral. ∞ ∞ ak (x − a) k=0 k (11.5. For 1 ≥ x ≥ 0.

Then if |x − a| < r. much can be said about such functions. define a new function. the Taylor series diverges. x is a variable. Defining. n→∞ |x| = lim √ = |x| n→∞ n n . k=0 |ak | |x − a| converges by comparison with the geometric series. so for such n.276 INFINITE SERIES In the above definition. With this lemma. k This might be a totally new function.4 Find the interval of convergence of the Taylor series Use Corollary 11. In fact |x − a| would then be an upper bound to {|y − a| : y ∈ D} . then x ∈ D also and furthermore. The nth term test implies n→∞ lim |an | |z − a| = 0 n n and so for all n large enough. If k=0 ak (x − a) converges then by the above lemma. the determination of r tends to be pretty easy. the following fundamental theorem is obtained. Example 11. This proves the theorem. ∞ k the series k=0 |ak | |x − a| converges.22. However. f defined on D as ∞ f (x) ≡ k=0 ak (x − a) . From now on D will be referred to as the interval of convergence and r of the above theorem as the radius of convergence. n n Therefore. The following lemma is fundamental in considering the form of D which always turns out to be an interval centered at a which may or may not contain either end point. Then if |x − a| < |z − a| .5. by the above lemma k=0 |ak | |x − a| converges and this proves the first part of this theorem. Proof: Let 1 > r = |x − a| / |z − a| . Proof: Let r ≡ sup {|y − a| : y ∈ D} . Determining which points of {x : |x − a| = r} are in D requires the use of specific convergence tests and can be quite hard.3. if |x − a| > r. Furthermore. one which has no name. Then there exists r ≤ ∞ such that the Taylor series converges absolutely if |x − a| < r. ∞ k Theorem 11. Thus you can put in various values of x and ask whether the resulting series of numbers converges.2 Suppose z ∈ D. ∞ k Therefore. it follows there exists z ∈ D such that |z − a| > |x − a| since otherwise. lim |x| n n 1/n ∞ xn n=1 n . r wouldn’t be as defined.3 Let k=0 ak (x − a) be a Taylor series.5. D to be the set of all values of x such that the resulting series does converge. |an | |x − a| = |an | |z − a| ∞ k n n |an | |z − a| < 1 |x − a| |x − a| n n ≤ n <r |z − a| |z − a| rn . ∞ k Now suppose |x − a| > r. r fails to be an upper bound to {|y − a| : y ∈ D} and so the Taylor series must diverge as claimed. Lemma 11. Nevertheless.5.

5. Then n→∞ lim |an | |y − a| ∞ n−1 = lim |an | |y − a| = 0 n→∞ n n because |an | |y − a| < ∞ n=0 and so. Example 11. in this case. but it is a serious mistake to think this.5.11. This theorem may seem obvious.13) has the same radius of convergence as the original series. Consequently.5. the limit involved in taking the derivative and the limit of the sequence of finite sums. Thus let |x − a| < r and pick y such that |x − a| < |y − a| < r. TAYLOR SERIES 277 √ because limn→∞ n n = 1 and so if |x| < 1 the series converges. At the ∞ (−1)n other endpoint.13) and this new differentiated power series. for n large enough.5. When x = 1 the series diverges because it reduces to n=1 n . has radius of convergence equal to r.5 Find the radius of convergence of ∞ nn n n=1 n! x . The following is special and pertains to power series. Then ∞ ∞ f (x) = n=0 an n (x − a) n−1 = n=1 an n (x − a) n−1 (11. th Apply the ratio test.12) for |x − a| < r. Taking the ratio of the absolute values of the (n + 1) terms n+1 (n+1)(n+1) n 1 (n+1)n! |x| n → |x| e = (n + 1) |x| n−n = |x| 1 + n n n n n! |x| and the nth Therefore the series converges absolutely if |x| e < 1 and diverges if |x| e > 1. |an | |y − a| n−1 < 1. integrate. just as you would differentiate a polynomial. The endpoints require ∞ 1 special attention.1 Operations On Power Series It is desirable to be able to differentiate. and multiply power series. however. the series converges because it reduces to n=1 n and the alternating series test applies and gives convergence. Proof: First it will be shown that the series on the right in (11. The following theorem says one can differentiate power series in the most natural way on the interval of convergence. .6 Let r > 0 and let ∞ n=0 an (x − a) n be a Taylor series having radius of convergence ∞ f (x) ≡ n=0 an (x − a) n (11. It is another example of the interchange of two limits. the derived series. Theorem 11. You usually cannot differentiate an infinite series whose terms are functions even if the functions are themselves polynomials. r = 1/e. 11.

for large enough n. n=0 n=0 ∞ n |an | r2 < ∞ ∞ n−1 (11. a + r) . By the comparison test. it follows both x and y are in [a − r1 . Therefore. n=1 |an | |x − a| and ∞ n therefore n=1 |an | |x − a| also converges which shows the radius of convergence of the derived series is no larger than that of the original series. |an | n |x − a| n−1 INFINITE SERIES = ≤ |an | |y − a| n x−a y−a n−1 n x−a y−a n−1 n−1 and ∞ n n=1 x−a y−a n−1 converges by the ratio test. Then considering the difference quotient. a + r1 ] . r) . letting r2 ∈ (r1 . Thus. Thus wn is between x − a and y − a and so wn + a ∈ [a − r1 . ∞ n−1 ∞ n−1 if n=1 |an | n |x − a| converges then by the comparison test. Therefore. a + r1 ] ⊆ (a − r. a + r1 ] . f (y) − f (x) y−x ∞ = n=0 ∞ an (y − x) n−1 an nzn n=1 −1 [(y − a) − (x − a) ] (11.14) Letting y be close enough to x. the radius of convergence of the derived series is at least as large as that of the original series. Let |x − a| < r and let r1 < r be close enough to r that x ∈ (a − r1 .15) n n = where the last equation follows from the mean value theorem and zn is some point between x − a and y − a. ∞ n |an | r1 . f (y) − f (x) n−1 = an nzn = y−x n=1 ∞ ∞ n−1 an n zn − (x − a) n=1 ∞ n−1 ∞ = = n=2 + n=1 an n (x − a) ∞ n−1 an n (n − n−2 1) wn (zn − (x − a)) + n=1 an n (x − a) n−1 (11.16) where wn is between zn and x − a. it follows n=1 an n (x − a) converges absolutely for any x satisfying |x − a| < r. It remains to verify the assertion about the derivative. a + r1 ) ⊆ [a − r1 . On the other hand.278 Therefore.

5. Continuing this way proves the corollary. TAYLOR SERIES which implies |wn | ≤ r1 .13) follows. ∞ ∞ f (x) = n=1 an n (x − a) n−1 = a1 + n=2 an n (x − a) n−1 .6 again to take the second derivative and obtain ∞ f (x) = 2a2 + n=3 an n (n − 1) (x − a) n−2 let x = a in this equation and obtain a2 = f (a) /2 = f (a) /2!. n! n (11.16) therefore satisfies ∞ n−2 an n (n − 1) wn (zn − (x − a)) n=2 ∞ 279 ≤ |y − x| n=2 ∞ |an | n (n − 1) |wn | n−2 ≤ |y − x| n=2 ∞ n−2 |an | r2 n (n − 1) n=2 n−2 |an | n (n − 1) r1 = |y − x| Now from (11. for such n. it is possible to characterize the coefficients of a Taylor series.5. From Theorem 11.5. f (a) = a0 ≡ f (0) (a) /0!.16) f (y) − f (x) n−1 − an n (x − a) ≤ C |y − x| . y−x n=1 Taking the limit as y → x (11. Next use Theorem 11.11. f (n) (a) . The first sum on the right in (11.17) Then an = (11.5. r1 r2 n−2 n−2 |an | r2 n (n − 1) n−2 ≤ n (n − 1) r1 r2 n−2 r1 and the series n (n − 1) r2 converges by the ratio test.7 Let and let ∞ n=0 ∞ an (x − a) be a Taylor series with radius of convergence r > 0 ∞ n f (x) ≡ n=0 an (x − a) . C independent of y such that ∞ n−2 |an | n (n − 1) r1 = C < ∞ n=2 Consequently. .14). from (11. Therefore. This proves the theorem. Corollary 11. As an immediate corollary.17). Now let x = a and obtain that f (a) = a1 = f (a) /1!. Therefore.18) Proof: From (11. there exists a constant.6. n−2 |an | r2 r1 r2 n−2 < 1 for all n large enough.

this equals either ± sin (ξ n ) or ± cos (ξ n ) and so its absolute value is no larger than 1. f (x) = 0 + x + 0 − x3 x5 x2n+1 f (2n+2) (ξ n ) +0+ +···+ + 3! 5! (2n + 1)! (2n + 2)! (x) = where ξ n is some number between 0 and x.1 on Page 257.5.9 Find the sum ∞ k=1 k2−k . you can differentiate both sides. Example 11.5. By Theorem 11. f − cos (x) etc. First consider f (x) = sin (x) . That is. Furthermore. Therefore. This implies sin (x) = k=0 (−1) k x2k+1 f (2n+2) (ξ n ) + (2k + 1)! (2n + 2)! and the last term converges to zero as n → ∞ for any value of x and therefore. by the nth term test limn→∞ n = 0.8 Find the power series for sin (x) . from Taylor’s formula. ∞ sin (x) = k=0 (−1) k x2k+1 (2k + 1)! for all x ∈ R.6.280 INFINITE SERIES This also shows the coefficients of a Taylor series are unique. and cos (x) centered at 0 and give the interval of convergence. if ∞ ∞ ak (x − a) = k=0 k=0 k bk (x − a) k for all x in some interval. Then f (x) = cos (x) . Example 11. doing the series term by term and obtain ∞ 2k k x cos (x) = (−1) (2k)! k=0 for all x ∈ R. ∞ n=0 ∞ f (2n+2) (ξ n ) <∞ (2n + 2)! f (2n+2) (ξ n ) (2n+2)! also. Theorem 11. f (x) = − sin (x) .1. Therefore. . then ak = bk for all k.5. it follows that 1 <∞ (2n + 2)! n=0 and so by the comparison test. ≤ (2n + 2)! (2n + 2)! By the ratio test. Thus f (2n+2) (ξ n ) 1 .

19) α α Next it is necessary to observe there is only one solution to this initial value problem. (1 + x) (11. from (11. ∞ 2= k=1 k2−k .10 Find a Taylor series for the function (1 + x) centered at 0 valid for |x| < 1.20). To −α see this. ∞ 1 From the formula for the sum of a geometric series. y − α y = 0. Differentiate both sides to obtain ∞ (1 − t) whenever |t| < 1.6 to do this.19) by (1 + x) .5.5. Then 4= 1 −2 = k=1 ktk−1 ∞ 2 (1 − (1/2)) −1 = k=1 k2−(k−1) and so if you multiply both sides by 2 . First note that if y (x) ≡ (1 + x) . Therefore.5. there must exist a constant.6 and the initial value problem.19) and it is y (x) = (1 + x) . there is exactly one solution α to the initial value problem in (11. The strategy for finding the Taylor series of this function consists of finding a series which solves the initial value problem above. However. 1−t = k=0 tk if |t| < 1. multiply both sides of the differential equation in (11. TAYLOR SERIES 281 It may not be obvious what this sum equals but with the above theorem it is easy to find. Use Theorem 11. ∞ ∞ (1 + x) n=0 an nxn−1 − n=0 ∞ αan xn = 0 and so ∞ an nxn−1 + n=1 n=0 an (n − α) xn = 0 . y (0) = 1. such that (1 + x) −α = 0. The following is a very important example known as the binomial series.21) be a solution to (11. then y is a solution of the following initial value problem. Example 11. C. (11.20) y = C. When this is done one obtains d α −α −α (1 + x) y = (1 + x) y − y dx (1 + x) Therefore.11. Let t = 1/2. Let ∞ y (x) ≡ n=0 an xn (11. However.19). y (0) = 1 and so it must be that C = 1. From Theorem 11. the process of finding it will demonstrate its existence.5. Of course it is not known at this time whether such a series exists.

22) again along with this ( α(α−1) )(α−2) 2 information. In general. n There is a very interesting issue related to the above theorem which illustrates the α limitation of power series. By 2 3 3! now you can spot the pattern.282 Changing the order variable of summation in the first sum. Then ∞ (1 + x) = n=0 α α n x . n! Therefore. With this notation.19) this requires an+1 = an (α − n) . Think about this. a1 = α. α(α−1)···(α−n+1) is often denoted as α . ∞ ∞ INFINITE SERIES an+1 (n + 1) x + n=0 n=0 n an (n − α) xn = 0 and from Corollary 11. It turns out that the right way to consider Taylor series is through the use of geometric series and something called the Cauchy integral formula of complex analysis.22) Therefore.5. It will then follow that this series equals (1 + x) because of uniqueness of the initial value problem. from (11. Thus the ratio st of the absolute values of (n + 1) term to the absolute value of the nth term is α(α−1)···(α−n+1)(α−n) (n+1)n! α(α−1)···(α−n+1) n! |x| n n+1 |x| = |x| |α − n| → |x| n+1 showing that the radius of convergence is 1 since the series converges if |x| < 1 and diverges if |x| > 1.11 Let α be a real number and let |x| < 1. a2 = α(α−1) . Theorem 11. n of these factors an = α (α − 1) · · · (α − n + 1) . However. The function f (x) = (1 + x) makes sense for all x > −1 but one is only able to describe it with a power series on the interval (−1. Using the same process. n+1 (11. it is necessary to take a course in complex analysis. 1) . To find the radius of convergence. use the ratio test. You may have noticed the prominent role played by geometric series. n! n=0 ∞ Furthermore. our candidate for the Taylor series is y (x) = α (α − 1) · · · (α − n + 1) n x . a3 = = α(α−1)(α−2) . . a0 = 1. the above discussion shows this series solves the initial value problem on its interval of convergence. The expression.5. The above technique is a standard one for obtaining solutions of differential equations and this example illustrates a deficiency in the method. these are topics for another course. You can also integrate power series on their interval of convergence.7 and the initial condition for (11. This is no accident. To completely understand power series.22) and letting n = 0. the following n! n theorem has been established. It only remains to show the radius of convergence of this series α equals 1. Then using (11.

5.12 Let f (x) = is r > 0. Proof: By Theorem 11.5. Then ∞ ∞ ∞ n ∞ n ∞ n an (x − a) n=0 n n=0 bn (x − a) n = n=0 k=0 ak bn−k (x − a) n whenever |x − a| < r ≡ min (r1 .5.6 Proof: Define F (y) ≡ a f (x) dx and G (y) ≡ and the Fundamental theorem of calculus.8 on Page 280. Here is an example.5. r2 ) . n=0 n+1 G (y) = n=0 an (y − a) = f (y) = F (y) . Next consider the problem of multiplying two power series.3. by Theorem 11. y ∞ ∞ n=0 n 283 an (x − a) and suppose the interval of convergence an (y − a) n+1 n=0 ∞ n+1 y a f (x) dx = a y n=0 an (x − a) dx = n . The significance of this theorem in terms of applications is that it states you can multiply power series just as you would multiply polynomials and everything will be all right on the common interval of convergence.5.14 Find the Taylor series for ex sin x centered at x = 0. This proves the theorem. Therefore.3 both series converge absolutely if |x − a| < r. Using Problems 7 . Then if |y − a| < r. By Theorem 11.5. n Therefore. Theorem 11.9 on Page 260 or Example 11.31 ∞ ∞ an (x − a) n=0 ∞ n k n n=0 bn (x − a) ∞ n n−k n = n ak (x − a) bn−k (x − a) n=0 k=0 = n=0 k=0 ak bn−k (x − a) . Example 11. But C = 0 because F (a) − G (a) = 0.11.5. ∞ ∞ an (y−a)n+1 . TAYLOR SERIES Theorem 11. and Example 11. G (y) − F (y) = C for some constant.13 Let n=0 an (x − a) and n=0 bn (x − a) be two power series having radii of convergence r1 and r2 . This proves the theorem. This theorem can be used to find Taylor series which would perhaps be hard to find without it. all that is required is to multiply    sin x ex   x3   x5 x2 x3    + · ·· x − + + · · · 1 + x + 2! 3! 3! 5!    From the above theorem the result should be x + x2 + − 1 1 + 3! 2! x3 + · · · .23 on Page 268.3. both positive.

(In practice this tends to not be very long.) I also know the resulting power series will converge for all x because both the series for ex and the one for sin x converge for all x. Find k2−k . Example 11.284 1 = x + x2 + x3 + · · · 3 You can continue this way and get the following to a few more terms. but if it does. If you are interested in this issue. as you see.6 (a) (b) (c) (d) (e) Exercises ∞ x n k=1 2 ∞ 1 n n k=1 sin n 3 x ∞ k k=0 k!x ∞ (3n)n n n=0 (3n)! x ∞ (2n)n n n=0 (2n)! x ∞ k=1 1. Note also that what has been accomplished is to divide the power series for sin x by the power series for cos x just like they were polynomials. 2. Then   cos x   x4 x2 a0 + a1 x + a2 x2 + · · · 1 − + + · · · =   2 4! x− x3 x5 + +··· . a1 x = x so a1 = 1. a3 − a1 x3 = 2 2 −1 3 1 1 1 3! x so a3 − 2 = − 6 so a3 = 3 . there does not appear to be a very simple pattern for the coefficients of the power series for tan x. Thus the first several terms of the power series for tan are 1 tan x = x + x3 + · · ·. 3! 5! Using the above.15 Find the Taylor series for tan x centered at x = 0. 0 −1 + a2 x2 = 0 so a2 = 0. 11. 1 1 1 1 7 x + x2 + x3 − x5 − x6 − x +··· 3 30 90 630 INFINITE SERIES I don’t see a pattern in these coefficients but I can go on generating them as long as I want. a0 = 0. Find the radius of convergence of the following. Clearly one can continue in this manner. tan (x) will have a power series valid on some interval centered at 0 and this becomes completely obvious when one uses methods from complex analysis but it isn’t too obvious at this point. read the last section of the chapter. Lets suppose it has a Taylor series a0 + a1 x + a2 x2 + · · ·. the above must be it. In fact. . 3 You can go on calculating these terms and find the next two yielding 1 2 17 7 tan x = x + x3 + x5 + x +··· 3 15 315 This is a very significant technique because.5. Of course there are some issues here about whether tan x even has a power series.

7. EXERCISES 285 3. 9. Use the power series technique which was applied in Example 11. Be sure to check all the hypotheses. The main difference is you have to do two differentiations of the power series instead of one. It even becomes a little questionable whether such strange functions even exist at all. However. you cannot say that fn (0) → f (0) . f (x) ≡ |x| has no derivative at x = 0.5. the function. . y (0) = 1. The theory of complex variables can be used to show there are no examples of such functions if they have a valid power series expansion. this function is very important to those who use modern techniques to study differential equations. Show also that f (k) (0) = 0 for all ∞ k ∈ N.6. Hint: This is a little different but you proceed the same way as in Example 11. Define the following function2 : f (x) ≡ 2 e−(1/x ) if x = 0 . This yields another way to obtain the power series for ex . Tell where your solution gives a valid description of a solution for the initial value problem. the power series for f (x) is of the form k=0 0xk and it converges for all values of x. Use the power series technique to find solutions in terms of power series to the initial value problem y + xy = 0.5. 0 if x = 0 ∞ xk k! . Thus even though fn (x) → f (x) for all x. One needs to consider test functions which have the property they have infinitely many derivatives but vanish outside of some interval. 10. ex ≡ k=0 Theorem 11. y (0) = 1. 5. gn (x) = fn (x) − fn−1 (x) if n > 1. y (0) = 0. 2 Surprisingly. y (0) = 1.31 on Page 273 to show directly the usual law of exponents. Suppose the function. Let the functions. it fails to converge to f (x) except at the single point. 4. Show that for all x.10 to consider the initial value problem y = y. fn (x) be given in Problem 9 and consider g1 (x) = f1 (x) . ex+y = ex ey . Find the power series centered at 0 for the function 1/ 1 + x2 and give the radius of convergence. x = 0.3. What is the solution to this initial value problem? 6. Use the power series technique on the initial value problem y + y = 0. However. ex is defined in terms of a power series. 8.11.10. and it is this very example which is used to show this. Let fn (x) ≡ 1 n + x2 1/2 . they do. there are enough of them. 1 ||x| − fn (x)| ≤ √ . Nevertheless. n Now show fn (0) = 0 for all n and so fn (0) → 0. Use Show that f (k) (x) exists for all k and for all x. Therefore.

12 to find the power +1 series for arctan x centered at 0. n 12. We typically don’t have names for them but they are there just the same.286 Show that for all x. Every such function can be written as an infinite sum of polynomials which of course have derivatives at every point. Find the exact value of ∞ n=1 n2 2−n . It is hard to find 0 ex dx because you don’t have a convenient antiderivative for the 2 integrand. You know 0 t+1 dt = ln |1 + x| . Where does this power series converge? Where does it converge to the function. x7 1 0 1 2 x sin x2 dx. You know 0 t21 dt = arctan x. 17. Find limx→0 tan(sin x)−sin(tan x) 4 . Then  ∞ bj  = n=0 cn i=0 where cn = ak bn−k .5. the version of this theorem which is of interest here is listed below. How do you know this is the power series for sin x2 ? 16. In fact. Thus it is nonsense to differentiate an infinite sum term by term without a theorem of some sort. ln |1 + x|? x 14. 11.31 on Page 273.1 Suppose ∞ i=0 ai and ∞  ai  ∞ j=0 bj ∞ j=0 n both converge absolutely. 1 13. INFINITE SERIES ∞ gk (x) = |x| k=0 and that gk (0) = 0 for all k. . 11. arctan x? 15.12 to find the power series for ln |1 + x| centered at 0. Find the power series for sin x2 by plugging in x2 where ever there is an x in the power series for sin x. Therefore.5. you can’t differentiate the series term by term and get the right answer3 .7. Use this and Theorem 11. Theorem 11. For convenience. bad can this get? It can be much worse than this. there are functions which are continuous everywhere and differentiable nowhere. Where does this power series converge? Where does it converge to the function. You should plug in small values of x using a calculator and see what you get using modern technology. Replace ex with an appropriate power series and estimate this integral.3. 3 How ∞ n=0 cn converges absolutely. 4 This is a wonderful example. Use the theorem about the binomial series to give a proof of the binomial theorem (a + b) = k=0 n n n−k k a b k whenever n is a positive integer. Use this and Theorem 11. k=0 Furthermore.7 Some Other Theorems First recall Theorem 11. Do the same as the previous problem for 18.

3. it follows ∞ ai i=0 = n=0 k1 +k2 =n ak1 ak2 .7. ∞ ∞ n |cn | n=0 = n=0 k=0 ∞ n ak bn−k ∞ ∞ ≤ n=0 k=0 ∞ ∞ |ak | |bn−k | = pnk n=0 k=0 ∞ ∞ k=0 n=k |ak | |bn−k | |ak | |bn−k | = = k=0 pnk |ak | |bn−k | = k=0 n=0 ∞ ∞ |ak | n=0 |bn | < ∞. Theorem 11.28 on Page 271 and letting pnk be as defined there. SOME OTHER THEOREMS 287 Proof: It only remains to verify the last series converges absolutely.11. form the product. By Theorem 11. The theorem is about multiplying two series. kp which have the p property that i=1 ki = m. if ∞ 2 ai converges absolutely. This proves the theorem. What if you wanted to consider ∞ p an n=0 where p is a positive integer maybe larger than 2? Is there a similar theorem to the above? Definition 11. ak1 ak2 · · · akp and then add all these products.7. For each such list of integers.3 Suppose ∞ n=0 an converges absolutely. It turns out a similar theorem holds for replacing 2 with p. from the above theorem. Then ∞ p ∞ an n=0 = m=0 cmp where cmp ≡ k1 +···+kp =m ak1 · · · akp . .2 Define ak1 ak2 · · · akp k1 +···+kp =m as follows. · · ·. Consider all ordered lists of nonnegative integers k1 .7. Note that n ak an−k = k=0 k1 +k2 =n ak1 ak2 Therefore.

7. Therefore.4 Let ∞ an (x − a) n=0 n be a power series having radius of convergence. r > 0. By the induction hypothesis and the above theorem on the Cauchy product. ∞ n=0 Proof: Since |x − a| < r.5. the series. n n=0 k1 +···+kp =n With this theorem it is possible to consider the question raised in Example 11. This question is clearly included in the more general question of when ∞ −1 an (x − a) n=0 n . converges absolutely. ∞ p+1 ∞ p ∞ an n=0 = n=0 ∞ an n=0 ∞ an an n=0 = = cmp m=0 ∞ n n=0 k=0 ∞ n ckp an−k ak1 · · · akp an−k n=0 k=0 k1 +···+kp =k ∞ = = n=0 k1 +···+kp+1 =n ak1 · · · akp+1 and this proves the theorem.15 on Page 284 about the existence of the power series for tan x.288 INFINITE SERIES Proof: First note this is obviously true if p = 1 and is also true if p = 2 from the above p+1 ∞ theorem. p n an (x − a) ∞ n=0 n =    n=0 k1 ak1 (x − a) ∞ k · · · akp (x − a) p  = k1 +···+kp =n    ak1 · · · akp  (x − a) . Now suppose this is true for p and consider ( n=0 an ) . ∞ p ∞ an (x − a) n=0 n = n=0 bnp (x − a) n where bnp ≡ k1 +···+kp =n ak1 · · · akp . This theorem implies the following corollary for power series. Corollary 11. Then if |x − a| < r. the above theorem applies and ∞ an (x − a) .

23) and the formula for the sum of a geometric series. Suppose also that f (a) = 1. ∞ ∞ n |bnp | |x − a| p=0 n=0 ≤ p=0 n=0 ∞ Bnp |x − a| ∞ n p = p=0 n=0 |cn | |x − a| n <∞ by (11. this proves the lemma. this equals ∞ ∞ ∞ ∞ p cn (x − a) n=0 n . . then ∞ ∞ n |an | |x − a| < 1. the following theorem is easy to obtain. 1 = f (x) p=0 By Corollary 11. Thus |bnp | ≤ k1 +···+kp =n ∞ ∞ |ck1 | · · · ckp ≡ Bnp and so by Theorem 11.24) converges absolutely.4.7.3. SOME OTHER THEOREMS has a power series.11.7. letting p=0 bnp ≡ bn .24) equals ∞ n=0 ∞ ∞ bnp p=0 (x − a) n and so. ∞ 1 n = bn (x − a) . bnp (x − a) p=0 n=0 n (11.23) and so from the formula for the sum of a geometric series. Theorem 11.7.24) where bnp = k1 +···+kp =n ck1 · · · ckp . a power series having radius of convergence r > 0. Then there exists r1 > 0 and {bn } such that for all |x − a| < r1 .5 Let f (x) = n=0 an (x − a) . Then ∞ an (x − a) n=1 n ≤ n=1 |an | |x − a| < 1 n (11. f (x) n=0 Proof: By continuity.7. Since the series of (11.3. there exists r1 > 0 such that if |x − a| < r1 . n=1 n Now pick such an x. 289 Lemma 11. Then 1 f (x) = = 1+ 1+ 1 n an (x − a) 1 ∞ n n=0 cn (x − a) ∞ n=1 ∞ where cn = an if n > 0 and c0 = 0.28 on Page 271 implies the series in (11. With this lemma.

Consider f (x) = 1 + x2 .290 ∞ n INFINITE SERIES Theorem 11. ∞ 1 n = bn (x − a) . 1/f (x) will have a power series that will converge for |x − a| < r1 where r1 is the distance between a and the nearest singularity or zero of f (x) in the complex plane. Then 1 n = bn (x − a) f (x) n=0 where bn = bn /f (a) . you should see the book by Apostol [1] or any text on complex variable. What happens is this.7. This is just another instance of why the natural setting for the study of power series is the complex plane. In this case r = ∞ but the power series for 1/f (x) converges only if |x| < 1. there exists r1 > 0 and a sequence. the radius of convergence of f (x) and if f (x) = 0 it should be possible to write 1/f (x) as a power series centered at a. ∞ ∞ . Unfortunately this is not true. {bn } such that f (a) n = bn (x − a) f (x) n=0 for all |x − a| < r1 . Then by that lemma. There is a very interesting question related to r1 in this theorem. To read more on power series. In the case of f (x) = 1 + x2 this function has a zero at x = ±i. Then there exists r1 > 0 and {bn } such that for all |x − a| < r1 . f (x) n=0 Proof: Let g (x) ≡ f (x) /f (a) so that g (x) satisfies the conditions of the above lemma. Suppose also that f (a) = 0. This proves the theorem. One might think that if |x − a| < r. a power series having radius of convergence r > 0.6 Let f (x) = n=0 an (x − a) .

Part III Vector Valued Functions 291 .

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n. · · ·. 0. In particular. x. In other words a real number determines where you are on this line. R1 = R. 3) . 4) = (2. Similarly. 4) because. Go to the left a distance of 8 and then up a distance of 3. 0.Rn The notation. 6) 3 2 −8 6 (−8. Thus (1. Why would anyone be interested in such a thing? First consider the case when n = 1. 4) ∈ R3 and (2. consider the following definition. The set {(0. Recall that R is identified with the points of a line. Observe that this amounts to identifying a point on this line with a real number. Rn refers to the collection of ordered lists of n real numbers. · · ·. you could draw two lines through the point. xj = yj . · · ·. 0) is called the origin. The point 0 ≡ (0. 2. 1. 0) : t ∈ R } for t in the ith slot is called the ith coordinate axis. even though the same numbers are involved. Look at the number line again. it is conventional to denote (x1 . the first entries are not equal. xn ) : xj ∈ R for j = 1. · · ·. xj are called the coordinates. · · ·. When (x1 . Definition 12. · (2. Conversely. · · ·. you can identify another point in the plane with the ordered pair (−8. The reason you go to the left is that there is a − sign on the eight. xn ) = (y1 . Now suppose n = 2 and consider two lines which intersect each other at right angles as shown in the following picture. taking a point in the plane. (2. every ordered pair determines a unique point in the plane. · · ·. The numbers. You go to the right a distance of 2 and then up a distance of 6. More precisely. xn ) by the single bold face letter. xn ) ∈ Rn . they don’t match up. · · ·. 6) . Then from the definition. (x1 . 2. From this reasoning. 3) · Notice how you can identify a point shown in the plane with the ordered pair. · · ·.7 Define Rn ≡ {(x1 . n} . 1.0. one vertical and the 293 . · · ·. 4) ∈ R3 but (1. t. yn ) if and only if for all j = 1.

called scalars. w ∈ Rn and α. 4. · · ·. As another example. the algebraic properties satisfy the conclusions of the following theorem.3) Descartes 1596-1650 is often credited with inventing analytic geometry although it seems the ideas were actually known much earlier.2 For v. (1. You see that the ordered triples correspond to points in space just as the ordered pairs correspond to points in a plane and single real numbers correspond to points on a line. chemistry. How many coordinates would be needed? You would need one for the temperature. One is addition and the other is multiplication by numbers. you would need to be considering R6 . xn ) + (y1 . points in the plane can be identified with ordered pairs similar to the way that points on the real line are identified with real numbers. 1 Ren´ e (12. There are other ways to identify points in space with three numbers but the one presented is the most basic. you would need a time coordinate as well. Then ax ∈ Rn is defined by ax = a (x1 . . x1 on the horizontal line in the above picture and x2 on the vertical line in the above picture. consider a hot object which is cooling and suppose you want the temperature of this object.1 If x ∈ Rn and a is a number. Thus. · · ·. (real numbers).1. He also wrote a large book in which he tried to explain the book of Genesis scientifically. x2 ) . such that the point of interest is identified with the ordered pair. Now suppose n = 3. In short. Definition 12. Thus you would need to be considering R5 . It also occurs in numerical analysis when people try to solve hard problems on a computer. 12.1) This is known as scalar multiplication. the following hold.2) With this definition. β scalars. Letting the third component determine how far up or down you go. the coordinates are known as Cartesian coordinates after Descartes1 who invented this idea in the first half of the seventeenth century.1.294 RN other horizontal and determine unique points. This is often the case in applications to business when they are trying to maximize profit subject to constraints. this determines a point in space. If the two objects moved around. and physics being some of them. also called a scalar. I will often not bother to draw a distinction between the point in n dimensional space and its Cartesian coordinates. In this case. physiology. · · ·. −5) would mean to determine the point in the plane that goes with (1. three for the position of the point in the object and one more for the time. y ∈ Rn then x + y ∈ Rn and is defined by x + y = (x1 .1 Algebra in Rn There are two algebraic operations done with elements of Rn . You can’t stop here and say that you are only interested in n ≤ 3. the first two coordinates determine a point in a plane. (12. Sometimes n is very large. What if you were interested in the motion of two objects? You would need three coordinates to describe where the first object is and you would need another three coordinates to describe where the other object is located. He was interested in many different subjects. xn ) ≡ (ax1 . 4) and then to go below this plane a distance of 5 to obtain a unique point in space. (x1 . axn ) . If x. Many other examples can be given. xn + yn ) (12. depending on whether this number is positive or negative. yn ) ≡ (x1 + y1 . Theorem 12. As just explained. · · ·. Therefore. v + w = w + v. Descartes ended up dying in Sweden. · · ·.

10) 12. Draw a picture of the points in R2 which are determined by the following ordered pairs. (α + β) v =αv+βv.2. α (vn + wn )) = (αv1 + αw1 . 1)? Explain. Also α (v + w) = αv+αw.10). αvn + αwn ) = (αv1 . 0). 3.8) (12. v + 0 = v. 7) . In the above 0 = (0. (v + w) + z = v+ (w + z) . αwn ) = αv + αw. · · ·. 2. αvn ) + (αw1 . 5. 3) (d) (2.7) α (v + w) = α (v1 + w1 . · · ·. v+ (−v) = 0. For example.4) (12. −2) . 3. · · ·. 2. the existence of an additive identity.7) (12. Compute 5 (1. α (βv) = αβ (v) . the existence of an additive inverse. · · ·. EXERCISES the commutative law of addition.9) (12. You should verify these properties all hold. −2) (c) (−2.2 Exercises 1. 3. the associative law for addition. · · ·.5) (12.12.3)-(12. −2. 2) (b) (−2.6) (12. As usual subtraction is defined as x − y ≡ x+ (−y) . Does it make sense to write (1. 295 (12. 3. −5) 4. 0) (b) (−2. consider (12. Draw a picture of the points in R3 which are determined by the following ordered triples. 1) (c) (−2. (a) (1. −2. 2) + (2. −2) + 6 (2. 1. Verify all the properties (12. 2. vn + wn ) = (α (v1 + w1 ) . (a) (1. 1v = v. · · ·.

r) ≡ {x ∈ Rn : |x − a| < r} . Now |x − y| = (x − y) where the square root is always the positive square root. Thus |x − y| is equal to the distance between these two points on R. Consider the following picture in which one of the solid lines joins the two points and a dotted line joins . yn ) be two points in Rn . x2 ) (y1 . this is the right way to define distance which is seen from the Pythagorean theorem. x3 ) and (y1 .1 Let x = (x1 . Now suppose n = 3 and let (x1 . Thus it is the same formula as the above definition except there is only one term in the sum. This is called an open ball of radius r centered at a. Then the solid line joining these two points is the hypotenuse of a right triangle which is half of the rectangle shown in dotted lines. This is called the distance formula. Consider the following picture in the case that n = 2. the Pythagorean theorem implies the length of the hypotenuse equals |y1 − x1 | + |y2 − x2 | 2 2 1/2 = (y1 − x1 ) + (y2 − x2 ) 2 2 1/2 which is just the formula for the distance given above.296 RN 12. B (a. r) is defined by B (a. y2 . Geometrically.3 Distance in Rn How is distance between two points in Rn defined? Definition 12. y2 ) 2 1/2 (x1 . xn ) and y = (y1 . (y1 . x2 ) There are two points in the plane whose Cartesian coordinates are (x1 .3. x and y was given by the absolute value of their difference. There the distance between two points. x2 ) and (y1 . Then |x − y| to indicates the distance between these points and is defined as n 1/2 2 distance between x and y ≡ |x − y| ≡ k=1 |xk − yk | . It gives all the points in Rn which are closer to a than r. Therefore. · · ·. First of all note this is a generalization of the notion of distance in R. The symbol. x2 . What is its length? Note the lengths of the sides of this triangle are |y1 − x1 | and |y2 − x2 | . y3 ) be two points in R3 . · · ·. y2 ) respectively.

y2 . However. −1. |a − b| = 47. x2 . 6) and b = (2. x3 ) to (y1 . Another convention which is usually followed. x3 ) By the Pythagorean theorem.3 Describe the points which are at the same distance between (1. x3 ) (x1 . This completes the argument that the above definition is reasonable. x2 . 1. y2 . y2 . y2 . Example 12. One could define the distance to be the length of some other sort of line joining these points. especially in R2 and R3 is to denote the first component of a point in R2 by x and the second component by y.3. 3) and (0. a = (1. there is nothing sacred about using straight lines. which is again just the distance formula above. 2. x3 ) and (y1 . 0) Use the distance formula and write |a − b| = (1 − 2) + (2 − 3) + (−4 − (−1)) + (6 − 0) = 47 √ Therefore. x3 ) and (y1 . the length of the line joining the points (x1 . by the Pythagorean theorem again. In R3 it is customary to denote the first and second components as just described while the third component is called z. DISTANCE IN RN the points (x1 . x2 . It won’t be done in this book but sometimes this sort of thing is done. y3 ) is just |y3 − x3 | .3. −4. y2 . x2 . x3 ) (y1 . x3 ) .12.2 Find the distance between the points in R4 . Of course you cannot continue drawing pictures in ever higher dimensions but there is not problem with the formula for distance in any number of dimensions. All this amounts to defining the distance between two points as the length of a straight line joining these two points. 2.3. y2 . y3 ) 297 (y1 . (y1 . x3 ) and (y1 . the length of the dotted line joining (x1 . 2) . y3 ) equals (y1 − x1 ) + (y2 − x2 ) 2 2 2 1/2 2 1/2 + (y3 − x3 ) 2 1/2 2 = (y1 − x1 ) + (y2 − x2 ) + (y3 − x3 ) 2 . 2 2 2 2 2 . Here is an example. Therefore. x2 . y2 . Example 12. x3 ) equals (y1 − x1 ) + (y2 − x2 ) 2 2 1/2 while the length of the line joining (y1 . 3.

two zeros or one repeated zero. From the quadratic formula (see Problem 18 on Page 44) this happens exactly when n 2 4 i=1 xi θyi − 4 |x| |y| ≤ 0 2 2 and so n n xi θyi = i=1 i=1 xi yi ≤ |x| |y| . y. Lemma 12. assume |y| = 0 and then p (t) is a polynomial of degree two whose graph opens up. n n n 0 ≤ p (t) = = |x| + 2t 2 x2 + 2t i i=1 n i=1 i=1 xi θyi + t2 i=1 2 2 yi xi θyi + t2 |y| If |y| = 0 then (12.12) Proof: Let θ be either 1 or −1 such that n n n θ i=1 xi yi = i=1 2 xi (θyi ) = i=1 xi yi and consider p (t) ≡ n i=1 (xi + tθyi ) . y. Then (x − 1) + (y − 2) + (z − 3) = Squaring both sides (x − 1) + (y − 2) + (z − 3) = x2 + (y − 1) + (z − 2) and so x2 − 2x + 14 + y 2 − 4y + z 2 − 6z = x2 + y 2 − 2y + 5 + z 2 − 4z which implies −2x + 14 − 4y − 6z = −2y + 5 − 4z and so 2x + 2y + 2z = −9. it either has no zeroes. If it has two zeros. · · ·. z) such that (12. Then n xi yi ≤ |x| |y| .11) Since these steps are reversible. (x.12) is obviously true because both sides equal zero. xn ) and y = (y1 . i=1 (12.3. z) be such a point.298 Let (x. Therefore.11) holds. the above inequality must be violated because in this case the graph must dip below the x axis. 2 2 2 2 2 2 2 2 RN x2 + (y − 1) + (z − 2) . yn ) be two points in Rn . Therefore. Therefore. · · ·. Then for all t ∈ R. The following lemma is fundamental. it either has no zeros or exactly one.4 Let x = (x1 . 2 2 (12. the set of points which is at the same distance from the two given points consists of the points. It is a form of the Cauchy Schwarz inequality.

z) and (x1 . Show the distance from the point. A sphere centered at the point (x0 . 3. Obtain a 2 2 theorem which will be valid for general pairs of points. −2) to the first of these points is the same as the distance from this point to the second of the original pair of points. Two of them which follow directly from the definition are |x − y| = |y − x| . Corollary 12. (x. |x + y| ≤ |x| + |y| and this proves the corollary. The third fundamental property of distance is known as the triangle inequality. Proof: Using the above lemma. z) whose distance to (x0 . There are certain properties of the distance which are obvious.12. Draw a picture of the sphere centered at the point. This proves the inequality. Find an equation for the sphere which is the set of all points that are at a distance of 4 from the point (1.3. A sphere is the set of all points which are at a given distance from a single given point. 0) . −4) and (2. y) and (x . (3.4. y. 5. Recall that in any triangle the sum of the lengths of two sides is always at least as large as the third side. y0 . 4 = 5+3 . Suppose the distance between (x. 4.4 Exercises 1. 2. Then |x + y| ≤ |x| + |y| . EXERCISES 299 as claimed. z1 ) and prove your theorem using the distance formula. y0 . z0 ) equals r. 2. |x − y| ≥ 0 and equals 0 only if y = x. (0. (x. The above lemma makes possible a completely algebraic proof of this inequality. n |x + y| 2 ≡ i=1 n (xi + yi ) x2 + 2 i i=1 2 2 n n = ≤ xi yi + i=1 2 i=1 2 yi |x| + 2 |x| |y| ≤ |y| 2 = (|x| + |y|) and so upon taking square roots of both sides. (4. In the next chapter a different proof is given. z0 ) ∈ R3 having radius r consists of all points. y ) were defined to equal the larger of the two numbers |x − x | and |y − y | .5 Let x. y. y1 . y be points of Rn . Write an equation for this sphere in R3 . . 0) if this notion of distance is used. You are given two points in R3 . 3) in R3 . Note that 3 = 4+2 . 12. 3. 4. The following corollary is equivalent to this simple statement and this will be more clear in the next chapter.

z1 ) and (x2 . In the case where n = 1. y1 ) and (x2 . Therefore. 6.)? 7. l. yi . What would happen 2 2 2 if you used the way of measuring distance given in Problem 4 (|(x. z2 ) . y) = (x1 . consider x = x1 + t (x2 − x1 ) where t ∈ R and the totality of all such points will give R. y1 )     Now by similar triangles. if x1 and x2 are two different points in R. you obtain this equation along with y = y1 + mt (x2 − x1 ) = y1 + t (y2 − y1 ) . If (x1 . y) is an arbitrary point on l. y2 . l. |y| . x1 +x2 . y1 +y2 . 2. z)| = maximum of |z| . y2 )              (x. the only line is just R1 = R. y1 ) + t (x2 − x1 . 2. y2 . Now consider the plane. y2 − y1 ) . Suppose that x1 = x2 . |x| . Then if (x.300 RN 5. Therefore.5 Lines in Rn To begin with consider the case n = 1. Repeat the same problem except this time let the distance between the two points be |x − x | + |y − y | . y. y2 ) be two different points in R2 which are contained in a line. z1 ) and (x2 . 12. z1 +z2 < 1. y) m≡ y2 − y1 y − y1 = x2 − x1 x − x1 and so the point slope form of the line. zi )| = 1 for i = 1.   (x2 . . Does a similar formula hold? Let (x1 . If t is defined by x = x1 + t (x2 − x1 ) . (x1 . y1 . showing that every point on R is of this form. y1 . show that in terms of the usual distance. You see that you can always solve the above equation for t. (x. z2 ) are two points such that |(xi . Give a simple description using the distance formula of the set of points which are at an equal distance between the two points (x1 . is given as y − y1 = m (x − x1 ) .

is a line. Definition 12. y1 = y2 and so you still obtain the above formula for the line. Use the definition of a line given above to write (x. Example 12. the following is the definition of a line in Rn . denoted by − is defined to be the collection of points. t ∈ R. The reason for the word. 2. Since the two given points are different. To see this replace t with 3s. t ∈ [0. Lemma 12.5. The directed line segment from → p to q. pq. Because of this. rather than the word. 2. 6) . Then ta + b = x1 + t x2 − x1 and so x = ta + b is a line containing the two different points. t ∈ R. This proves the lemma.5. −6. p = q. “a”. It tells us how the set of points are obtained. Proof: Let x1 = b and let x2 − x1 = a so that x2 = x1 . −4. Obviously. 0) + t (1. x1 and x2 is the collection of points of the form x = x1 + t x2 − x1 where t ∈ R.5. Often t denotes time in applications to Physics. z) = (1.5.12. Definition 12. . The difference is they are obtained from different values of the parameter. b ∈ Rn with a = 0. Then x = ta + b.1 A line in Rn containing the two different points. x1 and x2 .4 Find a parametric equation for the line through the points (1.2 Let a. 0) and (2. y. Note this definition agrees with the usual notion of a line in two dimensions and so this is consistent with earlier concepts. x = p + t (q − p) . 6) .3 Let p and q be two points in Rn . p  0     q This line segment is a part of a line from the above Definition. 1] with the direction corresponding to increasing t. LINES IN RN 301 If x1 = x2 . x = x1 . there are many ways to trace out a given set of points and each of these ways corresponds to a different parametric equation for the line. → Think of − as an arrow whose point is on q and whose base is at p as shown in the pq following picture.5. What happens is this: The line is a set of points but the parametric description gives more information than that. “the” is there are infinitely many different parametric equations for the same line. Then you obtain a parametric equation for the same line because the same set of points are obtained. then in place of the point slope form above. This is known as a parametric equation and the variable t is called the parameter.

4. 3. then so is y whenever y is close enough to x. y) − (x2 . y2 )| . r) ⊆ U. (x.1 Let U ⊆ Rn . 2 sin (t)) where t ∈ [0. 2π] .2 A subset. of Rn is called a closed set if Rn \ C is an open set. 12. Let (x1 . one must consider functions which are defined on subsets of Rn and their properties. consider what would happen . can not include the edges or the set would fail to be open. t) where t ∈ R. This is a nice exercise in messy 2. y) − (a. surely there should be something called a closed set and here is the definition of one. Describe the set of points encountered as t changes. y) = (2 cos (t) . 0)| = r is known as an ellipse. 0)| + |(x. if U is any subset of Rn . 4. Find a parametric equation for the line through the points (2. consider the following picture. U is an open set if whenever x ∈ U. 1) . y2 ) be two points in R2 .7 Open And Closed Sets Eventually. r > 2a. C. y) such that |(x. 0. This is because an open set. It describe a type of subset of Rn with the property that if x is in this set. Definition 12. If there is something called an open set. The two given points are known as the focus points of the ellipse. y1 ) and (x2 . there exists r > 0 such that B (x. (−a. Thus you want all points. In other words U is an open set exactly when every point of U is an interior point of U .7. 3. Simplify this to the form algebra. For example. Let (x. r) ⊆ U. z) = (2 cos (t) . r) U You see in this picture how the edges are dotted.302 RN 12. 3. More generally. y) − (−a. Describe the set of points encountered as t changes. 0) in R2 and a number. x−A 2 α 2 + y β = 1. Definition 12. 5. The next definition will end up being quite important. The set of points described by (x. Let (x.7.6 Exercises 1. Give a simple description using the distance formula of the perpendicular bisector of the line segment joining these two points. Suppose you are given two points. 2 sin (t) . 5) and (−2. y. qx B(x. y) ∈ R2 : |(x. y1 )| = |(x. y) − (x1 . 0) and (a. To illustrate this definition. x ∈ U is an interior point of U if there exists r > 0 such that x ∈ B (x.

This must be considered to be true because there is nothing in ∅ so there can be no example to show it false2 . then B (x. r) Note that x ∈ C and since Rn \ C is open. You also see the edges of B (x. Then B (x. / (There are none. r1 ) ⊆ B (x. If you look at Rn \ C. The point is. Also note that Rn and ∅ are both open and closed.7. 0) . 2 To a mathematician. 1) is also / contained in Rn \ ∅ = Rn . |x − y| ≥ 0 and so y ∈ B (x. such statements are considered as true by default. If x ∈ ∅. there exists a ball. This is intuitively clear but does require a proof. Therefore. r) ≡ {y ∈ Rn : |y − x| ≤ r} is a closed set. From this. OPEN AND CLOSED SETS 303 if you picked a point out on the edge of U in the above picture. B (x.3 Let x ∈ Rn and let r ≥ 0. Here is why. Proof: Suppose y ∈ B (x.) satisfies the desired property of being an interior point. C. what would be its skin? It can’t be in Rn \ C and so it must be in C. We do not consider biological or aerodynamic considerations in such statements. it follows Rn is also both open and closed. the statment: Whenever a pig is born with wings it can fly must be taken as true. Every open ball centered at that point would have in it some points which are outside U . C qx B(x. you might have to take r to be very small. all winged pigs must be superb flyers since there can be no example of one which is not. It is necessary to show there exists r1 > 0 such that B (y. D (x. There is no such thing as a winged pig and therefore. such a point would violate the above definition. . r) = ∅. You may say this is a very strange way of thinking about truth and ultimately this is because mathematics is not about truth. Note that if r = 0 then B (x. r) dotted suggesting that B (x. r) contained entirely / in Rn \ C. Therefore. Therefore. r) . it must be open because every point in it.12.r) . Since ∅ has no points in it. This is a rough heuristic explanation of what is going on with these definitions. Also. r) ought to be an open set. from the definition. It is more about consistency and logic. Therefore. This will be done in the next theorem and will give examples of open sets. It is roughly the case that open sets don’t have their skins while closed sets do. as equally true. you can say anything you want about the elements of the empty set and no one can gainsay your statement. ∅ is both open and closed. This is because if y ∈ Rn . it follows ∅ is open. It is also closed because if x ∈ ∅. Theorem 12. then there must be a ball centered at x which is also contained in ∅. it follows from the above triangle inequality that |z − x| = ≤ < |z − y + y − x| |z − y| + |y − x| r1 + |y − x| = r − |x − y| + |y − x| = r. Also. On the other hand we would also consider the statement: Whenever a pig is born with wings it can’t possibly fly. you can see that if x is close to the edge of U. Then if |z − y| < r1 . Here is a picture of a closed set. the empty set. Define r1 ≡ r − |x − y| .7. r) is an open set.

Similarly. Then if (x. Therefore. δ) ⊆ Rn+m \ (C × H) . it follows that / if z ∈ B (y. Since U is open. y) . r) T r q x D(x. r1 ) ⊆ U and that t ∈ B (y. δ) ≡    m n (s. r) . δ) .5 Let U be an open set in Rm and let V be an open set in Rn .4 A set. · · ·. r2 ) ⊆ V which shows that B ((x. y) where x ∈ Rm and y ∈ Rn . Also here is an important definition. r1 ) ⊆ U. you can write it in the form (x. · · ·.304 RN Now suppose y ∈ D (x. |x − z| ≥ |x − y| − |y − z| > |x − y| − δ = |x − y| − (|x − y| − r) = r and this shows that B (y. y) ∈ C × H. Now B ((x. If C and H are bounded. r) is a closed set as claimed. y) would be a / / . (x.7.7. the following identification will be made. t) ∈ B ((x. xm ) and y = (y1 . xm . there exists r2 > 0 such that B (y. x = (x1 . Proof: Let (x. Similarly. Since y was an arbitrary point in Rn \ D (x. y) . Hence U × V is open as claimed. bi ] such that n A⊆ i=1 [ai . (x. If C is a closed set in Rm and H is a closed set in Rn . then by the triangle inequality. it follows Rn \D (x. A picture which is descriptive of the conclusion of the above theorem which also implies the manner of proof is the following. Either x ∈ C or y ∈ H since otherwise (x. δ) . r) r1 E q y Recall R2 consists of ordered pairs. y) . r) is an open set which shows from the definition that D (x. y1 . b) : a ∈ A. · · ·. means {(a. y) such that x ∈ R and y ∈ R. r2 ) ⊆ V . if δ ≡ min (r1 . In general. starting with something in Rn+m . b ∈ B} . y) = (x1 . The following theorem has to do with the Cartesian product of two closed sets or two open sets. δ) ⊆ U × V. y) ∈ U × V. there exists r1 > 0 such that B (x. · · ·. A × B. then so is C × H. A ⊆ Rn is said to be bounded if there exist finite intervals. δ) ⊆ Rn \ D (x. then it follows that s ∈ B (x. Then U × V is an open set in Rn+m . r) . t) ∈ Rn+m : k=1 |xk − sk | + j=1 2 |yj − tj | < δ 2 2    Therefore. yn ) . y) . Now suppose A ⊆ Rm and B ⊆ Rn . yn ) ∈ Rn+m . the Cartesian product of two sets. r) . [ai . bi ] . It is necessary to show there exists δ > 0 such that / B ((x. R2 is also written as R × R. y) ∈ A × B. r2 ) and (s. Definition 12. then C × H is a closed set in Rn+m . T r r1 q E q x y B(x. Then |x − y| > r and defining δ ≡ |x − y| − r. Next suppose (x. Theorem 12.

it follows that s ∈ B (x. Show carefully that Rn is both open and closed.12. r) which is contained in Rm \ C. ¢  ¢ ¢ ¢¢  ¢  ¢ ¢ ¢ ¢ Because of this fact that only direction and magnitude are important. Therefore. q − p. at the origin. B ((x.8. Therefore. bi ] and if H is bounded.8 Exercises 1. The point in Rn . that x ∈ C. 12. see the following picture. r) . r) ⊆ Rn+m \ (C × H) showing C × H is closed. r) .9 Vectors Suppose you push on something. C × H ⊆ m+n i=1 [ai . A similar argument holds if y ∈ H. Suppose therefore. the arrow. t) ∈ B ((x. y) . → Geometrically. bi ] such that C ⊆ i=1 [ai . ¢ ¢  . · · ·. 3. bm+1 ] .5. Vectors are used to model this. bi ] for intervals [am+1 . how hard you push and the direction you push. What is important? There are really two things which are important. Subtract p from all these points to obtain the directed line segment consisting of the points 0 + t (q − p) . Let − be a directed line segment or pq − consists of the points of the form → vector. EXERCISES 305 point of C ×H. y) . − was slid so it points in the same direction and the base is pq. will represent the vector. y) . Geometrically think of vectors as directed line segments as shown in the following picture in which all the directed line segments are considered to be the same vector because they have the same direction. For example. the direction in which the arrows point. Show that every open set in Rn is the union of open balls contained in it. and the same magnitude (length). bi ] and this establishes the last part of this theorem. 12. Consider B ((x. Then from Definition 12. r) ⊆ Rm \ C. / m If C is bounded. What was just described would be called a force vector. 2. t ∈ [0. it is always possible → to put a vector in a certain particularly simple form. its magnitude and its direction. m+n H ⊆ i=m+1 [ai . 1] . there exist [ai . It has two essential ingredients. bm+n ] . [am+n . 0. 1] . Show the intersection of any two open sets is an open set. Since C is closed. If (s. there exists r > 0 such that / B (x.3 that pq p + t (q − p) where t ∈ [0.

0. what is rv? n 1/2 n 1/2 |rv| = k=1 (rai ) 2 1/2 2 = k=1 1/2 r (ai ) 2 2 n = r a2 i k=1 = |r| |v| . 0. By the distance formula this equals n 1/2 (qk − pk ) k=1 2 = |p − q| n 1/2 2 and for v any vector in Rn the magnitude of v equals = |v| . Thus the unit distance along any coordinate axis now has length r and in this rescaled system the vector is represented by a. a will be referred to as a vector instead of an element of Rn representing a vector as just described. v because multiplying by the scalar. then the vector represented by rv has the same direction as the vector. z e3 T       E e1   e2 ©       y x  . 0) where the 1 is in the ith slot and there are zeros in all the other spaces. the element of Rn at its point is a. If r is positive. · · ·. 1. These are ei ≡ (0. only has the effect of scaling all the distances. Thus the magnitude of rv equals |r| times the magnitude of v. The following picture illustrates the effect of scalar multiplication. v in the sense that when it is slid to place its tail at the origin. r. See the picture in the case of R3 . · · ·.306 ¢  RN ¢ ¢ ¢  ¢ ¢ ¢  ¢ ¢ In this way vectors can be identified with elements of Rn . From now on. ¢  ¢  ¢ ¢¢ v 2v ¢ −2v ¢ ¢ ¢ ¢  Note there are n special vectors which point along the coordinate axes. → The magnitude of a vector determined by a directed line segment − is just the distance pq between the point p and the point q. If r < 0 similar considerations apply except in this case all the ai also change sign. k=1 vk What is the geometric significance of scalar multiplication? If a represents the vector.

This is exactly what is obtained when the vectors. In the case of Rn where n ≤ 3. an + bn ) . yields the appropriate vector which duplicates the cumulative effect of all the vectors in the sum.9. · · ·. ai . · · ·.9.12. un + vn ) . The point of this slid vector. VECTORS 307 The direction of ei is referred to as the ith direction. 0) and so this vector gives something possibly nonzero only in the ith direction. · · ·. 0u and then. a + b = (a1 + b1 . To illustrate. and k for e3 . un ) . What is the geometric significance of vector addition? Suppose u. a involves a component in the i direction. 0. n v= k=1 a i ei . th Then the vector. an ) . v = (v1 . Given a vector. v = (a1 . How can one obtain this geometrically? Consider the − → directed line segment. Example 12. vn ) Then u + v = (u1 + v1 . an ) . The first exerts a force of 2i+3j−2k Newtons. Each of these would be represented by a force vector and the two forces acting together would yield an overall force acting on the object which would also be a force vector n n known as the resultant. Suppose the two vectors are a = k=1 ai ei and b = k=1 bi ei . ai ei is the ith component of the vector. · · ·. determines u + v. 0. see the following picture  ¢    I           +v u u ¢   ¢ ¢   I  ¢      v ¢ Note the vector u + v is the diagonal of a parallelogram determined from the two vectors u and v and that identifying u + v with the directed diagonal of the parallelogram determined by the vectors u and v amounts to the same thing as the above procedure. Thus ai ei = (0. u + v. In other words. · · ·. Also. · · ·. a and b are added. · · ·. n = i=1 (ai + bi ) ei . An item of notation should be mentioned here. the second exerts a force of 3i+5j + k . ai ei while the component in the ith direction of b is bi ei . it is standard notation to use i for e1 . v are vectors. place the vector u in standard position with its base at the origin and then slide the vector v till its base coincides with the point of u.1 There are three ropes attached to a car and three people pull on these ropes. u = (u1 . knowledge of the ith component of the vector is equivalent to knowledge of the vector because it gives the entry in the ith slot and for v = (a1 . follow −− −→ −−− the directed line segment u (u + v) to its end. Then it seems physically reasonable that the resultant vector should have a component in the ith direction equal to (ai + bi ) ei . Thus the addition of vectors according to the rules of addition in Rn . Now here are some applications of vector addition to some problems. What does addition of vectors mean physically? Suppose two forces are applied to some object. starting at the end of this directed line segment. · · ·. j for e2 .

Therefore. 1) + 5 1 1 . The velocity of the swimmer in still water would be 3j while the velocity of the river would be −4i. Here imagine a Cartesian coordinate system in which the third component is altitude and the first and second components are measured on a line from West to East and a line from South to North. the new displacement vector for the airplane is (1. while it moves 60 kilometer in the k direction. 2.9. 2. Find the total force in the direction of i. A man swims directly toward the opposite shore from the South bank of the river at a speed of 3 miles per hour. . Find the position of this airplane one minute later. Therefore. Now using that vector as the hypotenuse of a right triangle √ having equal sides. T 3 ' 4 You should write these vectors in terms of components. the force in the i direction is 10 Newtons. . Consider the vector (1.3 An airplane is traveling at 100i + j + k kilometers per hour and at a certain instant of time its position is (1.√ sides should be each of length 100/ 2. 1) . This gives 10i+7j + k Example 12. Therefore. In the j direction it has moved 60 kilometer during this 3 1 same time. To find the total force add the vectors as described above.            The vector has length 100.2 An airplane flies North East at 100 miles per hour. As it moves.308 RN Newtons and the third exerts a force of 5i − j+2k. 1) . Write this as a vector. The Newton is a unit of force like pounds. After one minute the airplane has moved in the i direction a 1 1 distance of 100 × 60 = 5 kilometer. How far down the river does he find himself when he has swam across? How far does he end up swimming? Consider the following picture. 2.9. 3 60 60 = 8 121 121 . A picture of this situation follows. Newtons. the velocity .9. is the initial position vector of the airplane.4 A certain river is one half mile wide with a current flowing at 4 miles per hour from East to West. 3 60 60 Example 12. Newtons. Example 12. the vector would the √ be 100/ 2i + 100/ 2j. Therefore. the position vector changes.

In the situation of 2 suppose the airplane uses 34 gallons of fuel every hour at that air speed and that it needs to fly North a distance of 600 miles. Find the displacement vector from the nest to the telephone pole. where is it after 2 hours? Let North be the direction of the positive y axis and let East be the direction of the positive x axis. A wind is pushing the airplane due east at 40 miles per hour. How far down the river does he find himself when he has swam across? How far does he end up swimming? 5. 3 12. Find the third force. the plane starts flying 30◦ East of North. x and 1/2 are two legs of a right triangle whose hypotenuse equals 5/6 miles.10 Exercises 1. Now to find the distance 6 downstream he finds himself. it follows the trip takes 1/6 hour or 10 minutes. Place an xy coordinate system so that the origin is the bird’s nest. A bird flies from its nest 5 km. A man can swim at 3 miles per hour in still water. What is the velocity of the airplane relative to the ground? What is the component of this velocity in the direction North? 2. in the direction 60◦ north of east where it stops to rest on a tree. After 1 hour. An airplane is flying due north at 150 miles per hour. Since the component of velocity in the direction across the river is The speed at which he travels is √ 3. and the positive x axis points east and the positive y axis points north. The wind blows from West to East at a speed of 50 kilometers per hour and an airplane is heading North West at a speed of 300 Kilometers per hour. A certain river is one half mile wide with a current flowing at 2 miles per hour from East to West. EXERCISES 309 of the swimmer is −4i + 3j. A man swims directly toward the opposite shore from the South bank of the river at a speed of 3 miles per hour. Therefore. 8. 0) . In what direction should he swim in order to travel directly across the river? What would the answer to this problem be if the river flowed at 3 miles per hour and the man could swim only at the rate of 2 miles per hour? 6. 5 42 + 32 = 5 miles per hour and so he travels 5 × 1 = 6 miles. In the situation of Problem 1 how many degrees to the West of North should the airplane head in order to fly exactly North. .12. It then flies 10 km. in the direction due southeast and lands atop a telephone pole. What will be the speed of the airplane? 3. Assuming the plane starts at (0.10. Three forces are applied to a point which does not move. A certain river is one half mile wide with a current flowing at 2 miles per hour from East to West. Two of the forces are 2i + j + 3k Newtons and i − 3j + 2k Newtons. by the Pythagorean theorem the distance downstream is (5/6) − (1/2) = 2 2 2 miles. note that if x is this distance. Will the airplane have enough fuel to arrive at its destination given that it has 63 gallons of fuel? 4. 7.

310 RN .

Definition 13. Also be sure you understand that (13. 311 . a·b=b·a a · a ≥ 0 and equals zero if and only if a = 0 (αa + βb) · c =α (a · c) + β (b · c) c · (αa + βb) = α (c · a) + β (c · b) |a| = a · a 2 (13.1. Proposition 13.3 Find (1. b.1.5) You should verify these properties. 3) .1.4) (13. b be two vectors in Rn define a · b as n a·b≡ k=1 ak bk . The dot product satisfies a fundamental inequality known as the Cauchy Schwartz inequality. −1) · (0.2) (13.2 The dot product satisfies the following properties. (13. α and β will denote scalars and a.1 Let a. This equals 0 + 2 + 0 + −3 = −1. With this definition.4) follows from the first three and is therefore redundant. c will denote vectors. also called the scalar product and sometimes the inner product. there are several important properties satisfied by the dot product.1 The Dot Product There are two ways of multiplying vectors which are of great importance in applications.6) Furthermore equality is obtained if and only if one of a or b is a scalar multiple of the other. It is listed here for the sake of convenience.4 The dot product satisfies the inequality |a · b| ≤ |a| |b| . 1.3) (13. Example 13. 2.Vector Products 13. In the statement of these properties.1.1) (13. The first of these is called the dot product. 0. 2. Theorem 13.

6). It only remains to verify this is the only way equality can occur. it will be assumed in what follows that b = 0.(13.6) whenever one of the vectors is a scalar multiple of the other.2). This means that whenever something satisfies these properties.1.312 VECTOR PRODUCTS Proof: First note that if b = 0 both sides of (13. In particular f (t) ≥ 0 when t = − a · b/ |b| |a| 4 2 2 which implies (13. This proves the theorem. If either vector equals zero. a+tb = 0 showing a = −tb. it follows that for this value of t. and (13.7) |b| Multiplying both sides by |b| .5 (Triangle inequality) For a. There are many other instances of these properties besides vectors in Rn . f (t) ≥ 0 for all t ∈ R. |a| |b| ≥ (a · b) 2 2 which yields (13.4.3). b ∈ Rn |a + b| ≤ |a| + |b| (13.7). Theorem 13.(13. Therefore. − a·b |b| 2 2 2 ≥ 0.5) f (t) = a · (a + tb) + tb · (a + tb) = a · a + t (a · b) + tb · a + t2 b · b = |a| + 2t (a · b) + |b| t2 . Also from (13.8) and equality holds if and only if one of the vectors is a nonnegative scalar multiple of the other.1) .6) equal zero and so the inequality holds in this case.4).2).5). Also ||a| − |b|| ≤ |a − b| (13. then equality is obtained in (13. the Cauchy Schwartz inequality holds.9) . This implies that f (t) = 0 2 when t = − a · b/ |b| and so from (13. The Cauchy Schwartz inequality allows a proof of the triangle inequality for distances in Rn in much the same way as the triangle inequality for the absolute value.1). Define a function of t ∈ R f (t) = (a + tb) · (a + tb) . equality holds in (13. You should note that the entire argument was based only on the properties of the dot product listed in (13.1.(13. From Theorem 13.6) so it can be assumed both vectors are non zero and that equality is obtained in (13. Now f (t) = |b| 2 2 2 t2 + 2t  a·b |b| 2 + |a| 2 2 2 |b| 2 = |b| t2 + 2t a·b |b| 2 + 2 a·b |b|  2  |a| |b| 2 − a·b |b| a·b |b| 2 2 2 2  = |b|  t + 2  2 |a|  + 2 |b|  2 a·b |b| 2 + 2 −  ≥ 0 for all t ∈ R. Then by (13.

2.10) and (13. The dot product can be used to determine the included angle between two vectors. ||a| − |b|| ≤ |a − b| . |a| − |b| ≤ |a − b| Similarly. |a + b| = (a + b) · (a + b) = (a · a) + (a · b) + (b · a) + (b · b) = |a| + 2 (a · b) + |b| ≤ |a| + 2 |a · b| + |b| ≤ |a| + 2 |a| |b| + |b| = (|a| + |b|) . consider the following picture. the included angle is the angle between these two vectors which is less than or equal to 180 degrees. This is because ||a| − |b|| equals the left side of either (13.1. α ≥ 0.2.11) and either way. To get equality in the second inequality above. Therefore. a=a−b+b so |a| = |a − b + b| ≤ |a − b| + |b| . (13. If either vector equals zero. Therefore.10) 13. THE GEOMETRIC SIGNIFICANCE OF THE DOT PRODUCT Proof : By properties of the dot product and the Cauchy Schwartz inequality.8). (13. |b| − |a| ≤ |b − a| = |a − b| . a and b.9) holds. Theorem 13. This proves the theorem. If α < 0 then equality cannot occur in the first inequality because in this case 2 2 (a · b) = α |a| < 0 < |α| |a| = |a · b| Therefore. then that vector equals zero times the other vector and the claim about when equality occurs is verified. To get the other form of the triangle inequality. Say b = αa.11) that (13. B ¨ b¨ e ¨ e ¨¨ θ €€ e a €€ e €€ e e €e q € a − be … e … e . 2 2 2 2 2 2 2 2 313 Taking square roots of both sides you obtain (13.11) It follows from (13.13.1 The Geometric Significance Of The Dot Product The Angle Between Two Vectors Given two vectors. To see how to do this.4 implies one of the vectors must be a multiple of the other. it can be assumed both vectors are nonzero. It remains to consider when equality occurs.2 13.10) or (13.

Observation 13. Therefore. 2i + j − k and 1i + 3j + 5k are perpendicular. 720 58. 766 16 × 360 = 43. from (13. 898◦ .2. Also from the properties of the dot product. the angle can be determines by solving the equation. When you take this dot product you get 2 + 3 − 5 = 0 and so these two are indeed perpendicular. You can tell if two nonzero vectors are perpendicular by simply taking their dot product. If the answer is zero. Set up a proportion. However.3 Two vectors are said to be perpendicular if the included angle is π/2 radians (90◦ ).314 By the law of cosines.4 Determine whether the two vectors. a · b = |a| |b| cos θ. Example 13. you should get used to thinking in terms of radians and not degrees. this means they are are perpendicular because cos θ = 0. This will involve using a calculator or a table of trigonometric functions. cos θ = . θ = . in calculus. This is because all the important calculus formulas are defined in terms of radians. .12) In words. Example 13. the dot product of two vectors equals the product of the magnitude of the two vectors multiplied by the cosine of the included angle. The answer is θ = . Note this gives a geometric description of the dot product which does not depend explicitly on the coordinates of the vectors. Find u · v.1 Find the angle between the vectors 2i + j − k and 3i + 4j + k. Example 13.2. 720 58 26 6 Now the cosine is known. . 2 2 2 2 2 2 VECTOR PRODUCTS (13.2 Let u.12) the cosine of the included angle equals cos θ = √ 9 √ = . v be two vectors whose magnitudes are equal to 3 and 4 respectively and such that if they are placed in standard position with their tails at the origin. From the geometric description of the dot product in (13.12) u · v = 3 × 4 × cos (60◦ ) = 3 × 4 × 1/2 = 6. |a − b| = (a − b) · (a − b) = |a| + |b| − 2a · b and so comparing the above two formulas.2.2. |a − b| = |a| + |b| − 2 |a| |b| cos θ. √ √ The dot product of these two vectors equals 6+4−1 = 9 and the norms are 4 + 1 + 1 = √ √ 6 and 9 + 16 + 1 = 26. Recall how this 2π x last computation is done. the angle between u and the positive x axis equals 30◦ and the angle between v and the positive x axis is -30◦ .76616 = 360 because 360◦ corresponds to 2π 2π radians. 766 16 radians or in terms of degrees.

enough to keep it from falling. the force tends to impede the motion from p1 to p2 but in this case. the physical concept of work would indicate that the force exerted by your arms did no work during this project even though the muscles in your hands and arms would likely be very tired. This is illustrated in the following picture in the case where the given force contributes to the motion. . Then the work done on the object by the given force equals F· (p2 − p1 ) . sweating profusely and exerting all your strength to keep the weight from falling on your feet. the direction of motion was at right angles to the force they exerted.5 Let F be a force acting on an object which moves from the point.2.2. since F|| points in the direction of the vector from p1 to p2 . From trigonometry. The reason for such an unusual definition is that even though your arms exerted considerable force on the weight. Thus from the geometric description of the dot product given above. Thus the work done by a force on an object as the object moves from one point to another is a measure of the extent to which the force contributes to the motion. The only part of a force which does work in the sense of physics is the component of the force in the direction of motion. Thus. F is applied to an object which moves on the straight line from p1 to p2 .13. then the work done by the force.2. F in terms of two vectors. keeping the height always three feet and then deposit this weight on another three foot high table. There are two vectors shown. F|| and F⊥ and the picture is intended to indicate that when you add these two vectors you get F while F|| acts in the direction of motion and F⊥ acts perpendicular to the direction of motion. the total work done should equal −→ |F| −1− 2 cos θ = |F| |p2 − p1 | cos θ p p If the included angle had been obtuse. one which is parallel to a given vector. y g F⊥ g    $q p F  $$$ 2 $$   $$ X $ θ g$$$ F||   q p1 In this picture the force.2 Work And Projections Our first application will be to the concept of work. cos θ would also be negative and so it is still the case that the work done would be given by the above formula. you see the magnitude of F|| should equal |F| |cos θ| . the work equals |F| |p2 − p1 | cos θ = F· (p2 −p1 ) . For example. THE GEOMETRIC SIGNIFICANCE OF THE DOT PRODUCT 315 13. p1 to the point p2 . completely in terms of the algebraic properties of the dot product. F on the object would have been negative because in this case. Definition 13. The concept of writing a given vector. This explains the following definition. The work is defined to be the magnitude of the component of this force times the distance over which it acts in the case where this component of force points in the direction of motion and (−1) times the magnitude of this component times the distance in case the force tends to impede the motion. The physical concept of work does not in any way correspond to the notion of work employed in ordinary conversation. Only F|| contributes to the work done by F on the object as it moves from p1 to p2 . if you were to slide a 150 pound weight off a table which is three feet high and shuffle along the floor for 50 yards. D and the other which is perpendicular can also be explained with no reliance on trigonometry.

316

VECTOR PRODUCTS

As before, this is mathematically more significant than any approach involving geometry or trigonometry because it extends to more interesting situations. This is done next. Theorem 13.2.6 Let F and D be nonzero vectors. Then there exist unique vectors F|| and F⊥ such that F = F|| + F⊥ (13.13) where F|| is a scalar multiple of D, also referred to as projD (F) , and F⊥ · D = 0. Proof: Suppose (13.13) and F|| = αD. Taking the dot product of both sides with D and using F⊥ · D = 0, this yields 2 F · D = α |D| which requires α = F · D/ |D| . Thus there can be no more than one vector, F|| . It follows F⊥ must equal F − F|| . This verifies there can be no more than one choice for both F|| and F⊥ . Now let F·D F|| ≡ 2 D |D| and let F⊥ = F − F|| = F− Then F|| = α D where α =
F·D . |D|2 2

F·D |D|
2

D

It only remains to verify F⊥ · D = 0. But
2 D·D |D| = F · D − F · D = 0.

F⊥ · D = F · D−

F·D

This proves the theorem. Example 13.2.7 Let F = 2i+7j − 3k Newtons. Find the work done by this force in moving from the point (1, 2, 3) to the point (−9, −3, 4) where distances are measured in meters. According to the definition, this work is (2i+7j − 3k) · (−10i − 5j + k) = −20 + (−35) + (−3) = −58 Newton meters. Note that if the force had been given in pounds and the distance had been given in feet, the units on the work would have been foot pounds. In general, work has units equal to units of a force times units of a length. Instead of writing Newton meter, people write joule because a joule is by definition a Newton meter. That word is pronounced “jewel” and it is the unit of work in the metric system of units. Also be sure you observe that the work done by the force can be negative as in the above example. In fact, work can be either positive, negative, or zero. You just have to do the computations to find out. Example 13.2.8 Find proju (v) if u = 2i + 3j − 4k and v = i − 2j + k.

13.2. THE GEOMETRIC SIGNIFICANCE OF THE DOT PRODUCT From the above discussion in Theorem 13.2.6, this is just 1 (i − 2j + k) · (2i + 3j − 4k) (2i + 3j − 4k) 4 + 9 + 16 −8 16 24 32 (2i + 3j − 4k) = − i − j + k. 29 29 29 29

317

=

Example 13.2.9 Suppose a, and b are vectors and b⊥ = b − proja (b) . What is the magnitude of b⊥ in terms of the included angle?

|b⊥ | = (b − proja (b)) · (b − proja (b)) = b−
2

2

b·a |a|
2

a

·
2

b−

b·a |a|
2

a
2 2

= |b| − 2 = |b|
2

(b · a) |a|
2

+
2 2

b·a |a|
2

|a|

1−

(b · a)
2

|a| |b|

= |b|

2

1 − cos2 θ = |b| sin2 (θ)

2

where θ is the included angle between a and b which is less than π radians. Therefore, taking square roots, |b⊥ | = |b| sin θ.

13.2.3

The Parabolic Mirror

When light is reflected the angle of incidence is always equal to the angle of reflection. This is illustrated in the following picture in which a ray of light reflects off something like a mirror.

c

Angle of incidence

} Angle of reflection Reflecting surface

An interesting problem is to design a curved mirror which has the property that it will direct all rays of light coming from a long distance away (essentially parallel rays of light) to a single point. You might be interested in a reflecting telescope for example or some sort of scheme for achieving high temperatures by reflecting the rays of the sun to a small area. Turning things around, you could place a source of light at the single point and desire to have the mirror reflect this in a beam of light consisting of parallel rays. How can you design such a mirror?

318

VECTOR PRODUCTS

It turns out this is pretty easy given the above techniques for finding the angle between vectors. Consider the following picture.

(0, p) r }

c

T Piece of the curved mirror

r (x, y(x))

Tangent to the curved mirror

It suffices to consider this in a plane for x > 0 and then let the mirror be obtained as a surface of revolution. In the above picture, let (0, p) be the special point at which all the parallel rays of light will be directed. This is set up so the rays of light are parallel to the y axis. The two indicated angles will be equal and the equation of the indicated curve will be y = y (x) while the reflection is taking place at the point (x, y (x)) as shown. To say the two angles are equal is to say their cosines are equal. Thus from the above, (0, 1) · (1, y (x)) 1 + y (x)
2

=

(−x, p − y) · (−1, −y (x)) x2 + (y − p)
2

1 + y (x)

2

.

This follows because the vectors forming the sides of one of the angles are (0, 1) and (1, y (x)) while the vectors forming the other angle are (−x, p − y) and (−1, −y (x)) . Therefore, this yields the differential equation, y (x) = which is written more simply as x2 + (y − p) + (p − y) y = x Now let y − p = xv so that y = xv + v. Then in terms of v the differential equation is xv = √ 1 − v. 1 + v2 − v
2

−y (x) (p − y) + x x2 + (y − p)
2

Using the technique for solving separable differential equations described in Problem 13 on Page 220 this reduces to 1 dx √ − v dv = x 1 + v2 − v
√ 1 To find − v dv use a trig. substitution, v = tan θ. Then in terms of θ, the 1+v 2 −v antiderivative becomes

1 − tan θ sec2 θ dθ sec θ − tan θ

=

sec θ dθ

= ln |sec θ + tan θ| + C.

13.2. THE GEOMETRIC SIGNIFICANCE OF THE DOT PRODUCT Now in terms of v, this is ln v + 1 + v 2 = ln x + c.

319

There is no loss of generality in letting c = ln C because ln maps onto R. Therefore, from laws of logarithms, ln v + 1 + v2 = ln x + c = ln x + ln C = ln Cx. Therefore, v+ and so 1 + v 2 = Cx − v. Now square both sides to get 1 + v 2 = C 2 x2 + v 2 − 2Cxv which shows 1 = C 2 x2 − 2Cx Solving this for y yields y= C 2 1 x + p− 2 2C y−p = C 2 x2 − 2C (y − p) . x 1 + v 2 = Cx

and for this to correspond to reflection as described above, it must be that C > 0. As described in an earlier section, this is just the equation of a parabola. Note it is possible to choose C as desired adjusting the shape of the mirror.

13.2.4

The Equation Of A Plane

The dot product makes possible a description of planes. To find the equation of a plane, you need two things, a point contained in the plane and a vector normal to the plane. Let p0 = (x0 , y0 , z0 ) denote the position vector of a point in the plane, let p = (x, y, z) be the position vector of an arbitrary point in the plane, and let n denote a vector normal to the plane. This means that n· (p − p0 ) = 0 whenever p is the position vector of a point in the plane. The following picture illustrates the geometry of this idea. ¢ ¢ ¢ ¢ ¢ ¢ # £ ¢ ¢ £n € ¢ ¢ p !i £p ¢ ¢  0 ¢ ¢ ¢ ¢ ¢ ¢ ¡   ¡   ¡   ¡  ¡   Expressed equivalently, the plane is just the set of all points p such that the vector, p − p0 is perpendicular to the given normal vector, n.

320

VECTOR PRODUCTS

Example 13.2.10 Find the equation of the plane with normal vector, n = (1, 2, 3) containing the point (2, −1, 5) . From the above, the equation of this plane is just (1, 2, 3) · (x − 2, y + 1, z − 3) = x − 9 + 2y + 3z = 0 Example 13.2.11 2x + 4y − 5z = 11 is the equation of a plane. Find the normal vector and a point on this plane. You can write this in the form 2 x − 11 + 4 (y − 0) + (−5) (z − 0) = 0. Therefore, a 2 normal vector to the plane is 2i + 4j − 5k and a point in this plane is 11 , 0, 0 . Of course 2 there are many other points in the plane. Definition 13.2.12 Suppose two planes intersect. The angle between the planes is defined to be the angle between their normal vectors.

13.3

Exercises

1. Use formula (13.12) to verify the Cauchy Schwartz inequality and to show that equality occurs if and only if one of the vectors is a scalar multiple of the other. 2. For u, v vectors in R3 , define the product, u ∗ v ≡ u1 v1 + 2u2 v3 + 3u3 v3 . Show the ax1/2 1/2 ioms for a dot product all hold for this funny product. Prove |u ∗ v| ≤ (u ∗ v) (v ∗ v) . Hint: Do not try to do this with methods from trigonometry. 3. Find the angle between the vectors 3i − j − k and i + 4j + 2k. 4. Find the angle between the vectors i − 2j + k and i + 2j − 7k. 5. If F is a force and D is a vector, show projD (F) = (|F| cos θ) u where u is the unit vector in the direction of D, u = D/ |D| and θ is the included angle between the two vectors, F and D. 6. A boy drags a sled for 100 feet along the ground by pulling on a rope which is 20 degrees from the horizontal with a force of 10 pounds. How much work does this force do? 7. An object moves 10 meters in the direction of j. There are two forces acting on this object, F1 = i + j + 2k, and F2 = −5i + 2j−6k. Find the total work done on the object by the two forces. Hint: You can take the work done by the resultant of the two forces or you can add the work done by each force. 8. An object moves 10 meters in the direction of j + i. There are two forces acting on this object, F1 = i + 2j + 2k, and F2 = 5i + 2j−6k. Find the total work done on the object by the two forces. Hint: You can take the work done by the resultant of the two forces or you can add the work done by each force. 9. An object moves 20 meters in the direction of k + j. There are two forces acting on this object, F1 = i + j + 2k, and F2 = i + 2j−6k. Find the total work done on the object by the two forces. Hint: You can take the work done by the resultant of the two forces or you can add the work done by each force. 10. If a, b, and c are vectors. Show that (b + c)⊥ = b⊥ + c⊥ where b⊥ = b− proja (b) .

13.4.

THE CROSS PRODUCT

321

11. In the discussion of the reflecting mirror which directs all rays to a particular point, (0, p) . Show that for any choice of positive C this point is the focus of the parabola 1 and the directrix is y = p − C . 12. Suppose you wanted to make a solar powered oven to cook food. Are there reasons for using a mirror which is not parabolic? Also describe how you would design a good flash light with a beam which does not spread out too quickly. 13. Find (1, 2, 3, 4) · (2, 0, 1, 3) . 14. Show that (a · b) =
1 4

|a + b| − |a − b|

2

2

.
2

15. Prove from the axioms of the dot product the parallelogram identity, |a + b| + 2 2 2 |a − b| = 2 |a| + 2 |b| . 16. Find the equation of the plane having a normal vector, 5i + 2j−6k which contains the point (2, 1, 3) . 17. Find the equation of the plane having a normal vector, i + 2j−4k which contains the point (2, 0, 1) . 18. Find the equation of the plane having a normal vector, 2i + j−6k which contains the point (1, 1, 2) . 19. Find the equation of the plane having a normal vector, i + 2j−3k which contains the point (1, 0, 3) . 20. If (a, b, c) = (0, 0, 0) , show that ax + by + cz = d is the equation of a plane with normal vector ai + bj + ck. 21. Find the cosine of the angle between the two planes 2x+3y−z = 11 and 3x+y+2z = 9. 22. Find the cosine of the angle between the two planes x+3y −z = 11 and 2x+y +2z = 9. 23. Find the cosine of the angle between the two planes 2x+y−z = 11 and 3x+5y+2z = 9. 24. Find the cosine of the angle between the two planes x+3y+z = 11 and 3x+2y+2z = 9.

13.4

The Cross Product

The cross product is the other way of multiplying two vectors in R3 . It is very different from the dot product in many ways. First the geometric meaning is discussed and then a description in terms of coordinates is given. Both descriptions of the cross product are important. The geometric description is essential in order to understand the applications to physics and geometry while the coordinate description is the only way to practically compute the cross product. Definition 13.4.1 Three vectors, a, b, c form a right handed system if when you extend the fingers of your right hand along the vector, a and close them in the direction of b, the thumb points roughly in the direction of c.

322

VECTOR PRODUCTS

For an example of a right handed system of vectors, see the following picture. ¢  ¢c

y ˆˆˆa ˆˆˆ¢¢ ¨ b ¨ ¨ % ¨

¢

¢

In this picture the vector c points upwards from the plane determined by the other two vectors. You should consider how a right hand system would differ from a left hand system. Try using your left hand and you will see that the vector, c would need to point in the opposite direction as it would for a right hand system. From now on, the vectors, i, j, k will always form a right handed system. To repeat, if you extend the fingers of our right hand along i and close them in the direction j, the thumb points in the direction of k. The following is the geometric description of the cross product. It gives both the direction and the magnitude and therefore specifies the vector. Definition 13.4.2 Let a and b be two vectors in Rn . Then a × b is defined by the following two rules. 1. |a × b| = |a| |b| sin θ where θ is the included angle. 2. a × b · a = 0, a × b · b = 0, and a, b, a × b forms a right hand system. The cross product satisfies the following properties. a × b = − (b × a) , a × a = 0, For α a scalar, (αa) ×b = α (a × b) = a× (αb) , For a, b, and c vectors, one obtains the distributive laws, a× (b + c) = a × b + a × c, (b + c) × a = b × a + c × a. (13.16) (13.17) (13.15) (13.14)

Formula (13.14) follows immediately from the definition. The vectors a × b and b × a have the same magnitude, |a| |b| sin θ, and an application of the right hand rule shows they have opposite direction. Formula (13.15) is also fairly clear. If α is a nonnegative scalar, the direction of (αa) ×b is the same as the direction of a × b,α (a × b) and a× (αb) while the magnitude is just α times the magnitude of a × b which is the same as the magnitude of α (a × b) and a× (αb) . Using this yields equality in (13.15). In the case where α < 0, everything works the same way except the vectors are all pointing in the opposite direction and you must multiply by |α| when comparing their magnitudes. The distributive laws are much harder to establish but the second follows from the first quite easily. Thus, assuming the first, and using (13.14), (b + c) × a = −a× (b + c) = − (a × b + a × c) = b × a + c × a.

13.4.

THE CROSS PRODUCT

323

A proof of the distributive law is given in a later section for those who are interested. Now from the definition of the cross product, i × j = k j × i = −k k × i = j i × k = −j j × k = i k × j = −i With this information, the following gives the coordinate description of the cross product. Proposition 13.4.3 Let a = a1 i + a2 j + a3 k and b = b1 i + b2 j + b3 k be two vectors. Then a × b = (a2 b3 − a3 b2 ) i+ (a3 b1 − a1 b3 ) j+ + (a1 b2 − a2 b1 ) k. Proof: From the above table and the properties of the cross product listed, (a1 i + a2 j + a3 k) × (b1 i + b2 j + b3 k) = a1 b2 i × j + a1 b3 i × k + a2 b1 j × i + a2 b3 j × k+ +a3 b1 k × i + a3 b2 k × j = a1 b2 k − a1 b3 j − a2 b1 k + a2 b3 i + a3 b1 j − a3 b2 i = (a2 b3 − a3 b2 ) i+ (a3 b1 − a1 b3 ) j+ (a1 b2 − a2 b1 ) k (13.19) This proves the proposition. It is probably impossible for most people to remember (13.18). Fortunately, there is a somewhat easier way to remember it. This involves the notion of a determinant. A determinant is a single number assigned to a square array of numbers as follows. det a b c d ≡ a b c d = ad − bc. (13.18)

This is the definition of the determinant of a square array of numbers having two rows and two columns. Now using this, the determinant of a square array of numbers in which there are three rows and three columns is defined as follows.   a b c e f 1+1 det  d e f  ≡ (−1) a i j h i j + (−1)
1+2

b

d f h j

+ (−1)

1+3

c

d h

e . i

Take the first element in the top row, a, multiply by (−1) raised to the 1 + 1 since a is in the first row and the first column, and then multiply by the determinant obtained by crossing out the row and the column in which a appears. Then add to this a similar number 1+2 obtained from the next element in the first row, b. This time multiply by (−1) because b is in the second column and the first row. When this is done do the same for c, the last element in the first row using a similar process. Using the definition of a determinant for square arrays of numbers having two columns and two rows, this equals a (ej − if ) + b (f h − dj) + c (di − eh) , an expression which, like the one for the cross product will be impossible to remember, although the process through which it is obtained is not too bad. It turns out these two

324

VECTOR PRODUCTS

impossible to remember expressions are linked through the process of finding a determinant which was just described. The easy way to remember the description of the cross product in terms of coordinates, is to write i a × b = a1 b1 j a2 b2 k a3 b3 (13.20)

and then follow the same process which was just described for calculating determinants above. This yields (a2 b3 − a3 b2 ) i− (a1 b3 − a3 b1 ) j+ (a1 b2 − a2 b1 ) k (13.21)

which is the same as (13.19). Later in the book a complete discussion of determinants is given but this will suffice for now. Example 13.4.4 Find (i − j + 2k) × (3i − 2j + k) . Use (13.20) to compute this. i 1 3 j k −1 2 −2 1 = −1 −2 2 1 i− 1 2 3 1 j+ 1 3 −1 −2 k

= 3i + 5j + k.

13.4.1

The Distributive Law For The Cross Product

This section gives a proof for (13.16), a fairly difficult topic. It is included here for the interested student. If you are satisfied with taking the distributive law on faith, it is not necessary to read this section. The proof given here is quite clever and follows the one given in [5]. Another approach, based on volumes of parallelepipeds is found in [16] and is discussed a little later. Lemma 13.4.5 Let b and c be two vectors. Then b × c = b × c⊥ where c|| + c⊥ = c and c⊥ · b = 0. Proof: Consider the following picture. 

c⊥ Tc     θ b

E

b b Now c⊥ = c − c· |b| |b| and so c⊥ is in the plane determined by c and b. Therefore, from the geometric definition of the cross product, b × c and b × c⊥ have the same direction. Now, referring to the picture,

|b × c⊥ | = |b| |c⊥ | = |b| |c| sin θ = |b × c| . Therefore, b × c and b × c⊥ also have the same magnitude and so they are the same vector. With this, the proof of the distributive law is in the following theorem.

13.4.

THE CROSS PRODUCT

325

Theorem 13.4.6 Let a, b, and c be vectors in R3 . Then a× (b + c) = a × b + a × c (13.22) Proof: Suppose first that a · b = a · c = 0. Now imagine a is a vector coming out of the page and let b, c and b + c be as shown in the following picture. a × (b + c) f w f f f f f f f f f s d f d a×c d f

T a×b

I  f c    d f   r b + c r d  E f b

Then a × b, a× (b + c) , and a × c are each vectors in the same plane, perpendicular to a as shown. Thus a × c · c = 0, a× (b + c) · (b + c) = 0, and a × b · b = 0. This implies that to get a × b you move counterclockwise through an angle of π/2 radians from the vector, b. Similar relationships exist between the vectors a× (b + c) and b + c and the vectors a × c and c. Thus the angle between a × b and a× (b + c) is the same as the angle between b + c and b and the angle between a × c and a× (b + c) is the same as the angle between c and b + c. In addition to this, since a is perpendicular to these vectors, |a × b| = |a| |b| , |a× (b + c)| = |a| |b + c| , and |a × c| = |a| |c| . Therefore, |a × c| |a × b| |a× (b + c)| = = = |a| |b + c| |c| |b|

|b + c| |a× (b + c)| |b + c| |a× (b + c)| = , = |a × c| |c| |a × b| |b| showing the triangles making up the parallelogram on the right and the four sided figure on the left in the above picture are similar. It follows the four sided figure on the left is in fact a parallelogram and this implies the diagonal is the vector sum of the vectors on the sides, yielding (13.22). Now suppose it is not necessarily the case that a · b = a · c = 0. Then write b = b|| + b⊥ where b⊥ · a = 0. Similarly c = c|| + c⊥ . By the above lemma and what was just shown, a× (b + c) = a× (b + c)⊥ = a× (b⊥ + c⊥ ) = a × b⊥ + a × c⊥ = a × b + a × c. This proves the theorem. The result of Problem 10 of the exercises 13.3 is used to go from the first to the second line.

and so

326

VECTOR PRODUCTS

13.4.2

Torque

Imagine you are using a wrench to loosen a nut. The idea is to turn the nut by applying a force to the end of the wrench. If you push or pull the wrench directly toward or away from the nut, it should be obvious from experience that no progress will be made in turning the nut. The important thing is the component of force perpendicular to the wrench. It is this component of force which will cause the nut to turn. For example see the following picture. 

¢¢ F ¢ ¢θ¨¨ ¨ ¢ 

¢¢ F u e ¢ e F⊥ ¢θ¨¨ e¨ B¢ ¨¨ R ¨ ¨¨ ¨

In the picture a force, F is applied at the end of a wrench represented by the position vector, R and the angle between these two is θ. Then the tendency to turn will be |R| |F⊥ | = |R| |F| sin θ, which you recognize as the magnitude of the cross product of R and F. If there were just one force acting at one point whose position vector is R, perhaps this would be sufficient, but what if there are numerous forces acting at many different points with neither the position vectors nor the force vectors in the same plane; what then? To keep track of this sort of thing, define for each R and F, the Torque vector, τ ≡ R × F. That way, if there are several forces acting at several points, the total torque can be obtained by simply adding up the torques associated with the different forces and positions. Example 13.4.7 Suppose R1 = 2i − j+3k, R2 = i+2j−6k meters and at the points determined by these vectors there are forces, F1 = i − j+2k and F2 = i − 5j + k Newtons respectively. Find the total torque about the origin produced by these forces acting at the given points. It is necessary to take R1 × F1 + R2 × F2 . Thus the total torque equals i 2 1 j k −1 3 −1 2 + i 1 1 j 2 −5 k −6 1 = −27i − 8j − 8k Newton meters

Example 13.4.8 Find if possible a single force vector, F which if applied at the point i + j + k will produce the same torque as the above two forces acting at the given points. This is fairly routine. The problem is to find F = F1 i + F2 j + F3 k which produces the above torque vector. Therefore, i 1 F1 j 1 F2 k 1 F3 = −27i − 8j − 8k

13.4.

THE CROSS PRODUCT

327

which reduces to (F3 − F2 ) i+ (F1 − F3 ) j+ (F2 − F1 ) k = − 27i − 8j − 8k. This amounts to solving the system of three equations in three unknowns, F1 , F2 , and F3 , F3 − F2 = −27 F1 − F3 = −8 F2 − F1 = −8 However, there is no solution to these three equations. (Why?) Therefore no single force acting at the point i + j + k will produce the given torque. The mass of an object is a measure of how much stuff there is in the object. An object has mass equal to one kilogram, a unit of mass in the metric system, if it would exactly balance a known one kilogram object when placed on a balance. The known object is one kilogram by definition. The mass of an object does not depend on where the balance is used. It would be one kilogram on the moon as well as on the earth. The weight of an object is something else. It is the force exerted on the object by gravity and has magnitude gm where g is a constant called the acceleration of gravity. Thus the weight of a one kilogram object would be different on the moon which has much less gravity, smaller g, than on the earth. An important idea is that of the center of mass. This is the point at which an object will balance no matter how it is turned. Definition 13.4.9 Let an object consist of p point masses, m1 , · · ··, mp with the position of the k th of these at Rk . The center of mass of this object, R0 is the point satisfying
p

(Rk − R0 ) × gmk u = 0
k=1

for all unit vectors, u. The above definition indicates that no matter how the object is suspended, the total torque on it due to gravity is such that no rotation occurs. Using the properties of the cross product,
p p

Rk gmk − R0
k=1 k=1

gmk

×u=0

(13.23)

for any choice of unit vector, u. You should verify that if a × u = 0 for all u, then it must be the case that a = 0. Then the above formula requires that
p p

Rk gmk − R0
k=1 k=1

gmk = 0.

dividing by g, and then by

p k=1

mk , R0 =
p k=1 Rk mk . p k=1 mk

(13.24)

This is the formula for the center of mass of a collection of point masses. To consider the center of mass of a solid consisting of continuously distributed masses, you need the methods of calculus. Example 13.4.10 Let m1 = 5, m2 = 6, and m3 = 3 where the masses are in kilograms. Suppose m1 is located at 2i+3j+k, m2 is located at i−3j+2k and m3 is located at 2i−j+3k. Find the center of mass of these three masses.

This expression is known as the box product and is sometimes written as [a.4. i + 2j − 5k. b] . 1]} . Example 13. i + 3j − 6k.4. You should consider what happens if you interchange the b with the c or the a with the c. then the collection of all such points is what is meant by the parallelepiped determined by these three vectors. and c consists of {ra+sb + tb : r. c.3 The Box Product Definition 13. the volume of this parallelepiped is the area of the base times the altitude which is just |a × c| |b| cos θ = a × c · b. Therefore. The following is a picture of such a thing. s.328 Using (13. and t each in [0. The result will be either the desired volume or minus the desired volume. You can see geometrically from drawing pictures that this merely introduces a minus sign. In any case the box product of three vectors always equals either the volume of the parallelepiped determined by the three vectors or else minus this volume.11 A parallelepiped determined by the three vectors. s. (i + 2j − 5k) × (i + 3j − 6k) = = i j k 1 2 −5 1 3 −6 3i + j + k . the parallelogram determined by the vectors. take the cross product and then take the dot product of this with the third of these vectors. b.24) R0 = VECTOR PRODUCTS 5 (2i + 3j + k) + 6 (i − 3j + 2k) + 3 (2i − j + 3k) 5+6+3 11 3 13 = i− j+ k 7 7 7 13. if you pick three numbers. r.4. a and c has area equal to |a × c| while the altitude of the parallelepiped is |b| cos θ where θ is the angle shown in the picture between b and a × c.12 Find the volume of the parallelepiped determined by the vectors. pick any two of these. t ∈ [0.    ¨¨ ¢ ¢   ¨ ¢ ¢   ¨¨ ¨ ¢ ¢   ¢  ¢ ¢  ¢ ¢   ¢ ¢ a × c  ¢ ¢ ¢   ¢ c¢ ¢ ¢   ¢ ¢ ¢   B¢ ¢   ¨¨ ¨¨ ¨ θ ¢  ¨¨b ¨ ¨¨ ¢   ¨ E¨ a You notice the area of the base of the parallelepiped.3i + 2j + 3k. According to the above discussion. 1] and form ra+sb + tb. That is. a.

23) holds for all unit vectors. Now to prove the distributive law. What does it mean geometrically if the box product of three vectors gives zero? 8. m2 is located at i − 2j + k and m3 is located at 4i + j + 3k. Find the center of mass of these three masses. b. Suppose m1 is located at 2i − 3j + k.23) holds for u = i. Therefore. EXERCISES 329 Now take the dot product of this vector with the third which yields (3i + j + k) · (3i + 2j + 3k) = 9 + 2 + 3 = 14.5. b. and m3 = 4 where the masses are in kilograms and the distance is in meters. show that this implies (13. and m3 = 1 where the masses are in kilograms and the distance is in meters. c or -1 times the volume of this parallelepiped. u. m2 = 1. c2 . Suppose a = (a1 . and c are three vectors whose components are all integers. then a = 0. c] equals the determinant c1 a1 b1 c2 a2 b2 c3 a3 b3 . Suppose a. let x be a vector. i − 7j − 5k.3i + 2j + 3k. Show the box product.13. i − 2j − 6k. 6. m2 is located at i − 3j + 6k and m3 is located at 2i + j + 3k.5 Exercises 1. 3. x · a× (b + c) = (x × a) · (b + c) = (x × a) · b+ (x × a) · c =x·a×b+x·a×c = x· (a × b + a × c) . k. [a. This shows the volume of this parallelepiped is 14 cubic units. 13. m2 = 3. Suppose m1 is located at 2i − j + k. Find the volume of the parallelepiped determined by the vectors. Find the center of mass of these three masses. . and c = (c1 . Let m1 = 2. Can you conclude the volume of the parallelepiped determined from these three vectors will always be an integer? 7. In particular. j. From the above picture (a × b) ·c = a· (b × c) because both of these give either the volume of a parallelepiped determined by the vectors a. Show that if a × u = 0 for all unit vectors. b. 5. 2. Here is another proof of the distributive law for the cross product. From the above observation. b2 . b = (b1 . u. b3 ) . x· [a× (b + c) − (a × b + a × c)] = 0 for all x. c3 ) . a2 . a3 ) . Let m1 = 5. 4. this holds for x = a× (b + c) − (a × b + a × c) showing that a× (b + c) = a × b + a × c and this proves the distributive law for the cross product another way. If you only assume (13.

2.6 Vector Identities And Notation There are two special symbols.6. εijk is also called the permutation symbol. Verify directly from the coordinate description of the cross product that the right thing happens with regards to the vectors i. εijk is defined as follows. a × b has the property that it is perpendicular to both a and b.   1 if (i. j. here is the definition of these symbols.1 The symbol. To begin with. by the coordinate description of the dot and cross product and by geometric reasoning. or (3. Explain why |a × b| has the correct magnitude. j. (1. (2. k. Definition 13. the dot and the cross can be switched as long as the order of the vectors remains the same. 2) −1 if (i. 0 if i = j With the Kroneker symbol. z) such that the above expression equals zero. Next verify that the distributive law holds for the coordinate description of the cross product. the set of all (x. k) = (1. 3. 1. 11. 1. a and b. Using Problem 7. y. All that is missing is the material about the right hand rule. 10. 2. 2) . 1) . 1) .6. A single one is called an index. δ ij . · · ·. show that (a × b) ·c = a· (b × c) In other words. Definition 13. δ ij ≡ 1 if i = j . Using the notion of the box product yielding either plus or minus the volume of the parallelepiped determined by the given three vectors. or (3. First define it in terms of coordinates and then get the geometric properties from this. i and j can equal any integer in {1. This gives another way to approach the cross product. 3. show an equation for this plane is x a1 b1 y a2 b2 z a3 b3 =0 That is. 3) . It is desired to find an equation of a plane containing the two vectors. 2. This symbol. and k integers in the set. δ ij and εijk which are very useful in dealing with vector identities. {1.330 VECTOR PRODUCTS 9. εijk ≡  0 if there are any repeated integers The subscripts ijk and ij in the above are called indices. 13. j. 3} . j. called the Kroneker delta symbol is defined as follows.2 For i. . k) = (2. 3) . n} for any n ∈ N. Verify directly that the coordinate description of the cross product. Hint: There are two ways to do this. Then show by direct computation that this coordinate description satisfies |a × b| = |a| |b| − (a · b) = |a| |b| 2 2 2 2 2 2 1 − cos2 (θ) where θ is the angle included between the two vectors. 2.

there is exactly one term in the sum on the left which is nonzero and it must equal -1. The cases for (u × v)2 and (u × v)3 are verified similarly. If u. δ ik ak = ai . Therefore. s} . Thus ai bi means i ai bi . k} = {r. If there is a repeated index in {j. When you use this convention. The right also reduces to 1 in this case. To see this. For example. the left side equals zero. Proposition 13. note that if the two sets are not equal. s} then every term in the sum on the left must have either εijk or εirs contains a repeated index. Also. εijk εirs = (δ jr δ ks − δ kr δ js ) . This follows because εiij = −εiij and so εiij = 0. If i = s and j = r. it can be assumed {j. Simply stated. The reason for this is that you end up getting confused about what is meant.4 Let u. it immediately implies that if there is a repeated index. δ ij xj means j δ ij xj = xi .6. it could be that j is not equal to either r or s. i u1 v1 j u2 v2 k u3 v3 . · · ·. The right side also reduces to -1 in this case. The last claim follows directly from the definition.6. v are vectors in R3 . Therefore. the answer is zero. The right also reduces to zero in this case because then j = k = r = s and so the right side becomes (1) (1) − (−1) (−1) = 0. k.3 The following holds. With this notation. un ) and the Cartesian coordinates of v are (v1 . There is a very important reduction identity connecting these two symbols. k} . You should check that this rule reduces to the above definition. If you want to write i ai bi ci it is best to simply use the summation notation. the convention is that you sum over the repeated index. VECTOR IDENTITIES AND NOTATION 331 The way to think of εijk is that ε123 = 1 and if you switch any two of the numbers in the list i.13. Proof: If {j. Proof: The first claim is obvious from the definition of the dot product. then every term in the sum on the left equals zero. From the above formula in the proposition. ε1jk uj vk ≡ u2 v3 − u3 v2 . Then the right side equals zero. Thus ai bi is all right but aii bi is not. The right side also equals zero in this case. k} = {r. It is useful to use the Einstein summation convention when dealing with these symbols. j. u×v ≡ and so (u × v)1 = (u2 v3 − u3 v2 ) .6. It is this: Never have an index be repeated more than once. v be vectors in Rn where the Cartesian coordinates of u are (u1 . Thus εijk = −εjik and εijk = −εkji etc. The second is verified by simply checking it works. Also. Lemma 13. then there is one of the indices in one of the sets which is not in the other set. vn ). there is one very important thing to never forget. then there is exactly one term in the sum on the left and it equals 1. If i = r and j = s for s = r. For example. the same thing. then (u × v)i = εijk uj vk . · · ·. it changes the sign. For example. you can easily discover vector identities and simplify expressions which involve the cross product. Then u · v = ui vi .

((u × v) ×w)i = εijk (u × v)j wk = εijk εjrs ur vs wk = −εjik εjrs ur vs wk = − (δ ir δ ks − δ is δ kr ) ur vs wk = − (ui vk wk − uk vi wk ) = u · wvi − v · wui = ((u · w) v − (v · w) u)i . Prove that εijk εijr = 2δ kr . Actually.5 Discover a formula which simplifies (u × v) ×w. Discover a vector identity for (u × v) × (z × w) in terms of box products. This is good notation and it will be used in the rest of the book whenever convenient. 13.7 Exercises 1. You will see it in advanced books on mechanics in physics and engineering. this notation is a special case of something more elaborate in which the level of the indices is also important.332 Example 13. 5. it follows that (u × v) ×w = (u · w) v − (v · w) u. VECTOR PRODUCTS Since this holds for all i. Simplify |u × v| + (u × v) − |u| |v| . It also occurs in the subject of differential geometry.6. From the above reduction formula. 6. Discover a vector identity for (u × v) · (z × w) . Simplify (u × v) · (v × w) × (w × z) . but there is time for this more general notion later. Discover a vector identity for u× (v × w) . 3. 4. 2 2 2 2 . 2.

0.0.0.3 Let f (x. 333 . y 3 + x. b be elements of R (scalars). 16). √ Example 14. 1 − x2 . For example. y . θ (t) . z) = x+y . g be functions with values in Rp . y) = sin xy. When D (f ) is not specified. If f and g have values in R3 . You could define a function having values in R3 as (r (t) . As before. f · g or (f .4 Let f . g) is the name of a function whose domain is D (f ) ∩ D (g) which is defined as (f .2 Let f (x. Then f is a function defined on R2 which has values in R3 . and φ (t) is the latitude of the rocket. θ (t) is the longitude. f (1.0. If f : D (f ) → X and g : X → Y. g) (x) ≡ f · g (x) ≡ f (x) · g (x) . Then D (f ) would consist of the set z of all (x. define a new function.1 A rocket is launched from the rotating earth. 2) = (sin 2. y. Definition 14. it will be understood that the domain of f consists of those things for which f makes sense. Then af + bg is the name of a function whose domain is D (f ) ∩ D (g) which is defined as (af + bg) (x) = af (x) + bg (x) . This is called the composition of the two functions. then g ◦ f is the name of a function whose domain is {x ∈ D (f ) : f (x) ∈ D (g)} which is defined as g ◦ f (x) ≡ g (f (x)) . f × g by f × g (t) ≡ f (t) × g (t) . z) such that |x| ≤ 1 and z = 0. f which is written in bold face because it will possibly have values in Rp . y. Let a. Example 14. Example 14. φ (t)) where r (t) is the distance of the center of mass of the rocket from the center of the earth. There are many ways to make new functions from old ones. x4 . 9. Here is a simple example which is obviously of interest. D (f ) denotes the domain of the function.Functions Vector valued functions have values in Rp where p is an integer at least as large as 1.

and h. the variable. 1 + t.334 FUNCTIONS You should note that f (x) is not a function. x should be considered as a generic variable free to be anything in D (f ) .5 Let f (t) ≡ (t. The name of the function is f . 1.0. Find f · g. x. g (t) = 1. z. Then f · g is the name of the function satisfying f · g (t) = f (t) · g (t) = t3 + t + t2 + 2t = t3 + t2 + 3t Note that in this case is was assumed the domains of the functions consisted of all of R because this was the set on which the two both made sense. 1 + t2 and g:R2 → R is given by g (x. Note the total similarity to the scalar valued case. people often write f (x) to denote a function and it doesn’t cause too many problems in beginning courses. y) ≡ x + y. Find the time rate of change of the volume of the parallelepiped spanned by the vectors f . It is the value of the function at the point. Also note that f and g map R into R3 but f · g maps R into R. y. Definition 14.1 Exercises t and let g (t) = t + 1. t2 + 1. 1) . g be given in the previous problem. Example 14. t3 . . 14. Then g ◦ f : R → R and g ◦ f (t) = g (f (t)) = g 2t. w) = xy zw . Let f (t) = t. t. t2 +1 . f is continuous if it is continuous at every point of D (f ) . t. t2 . Let f (t) = t.0. and h (t) = (sin t.1 A function f : D (f ) ⊆ Rp → Rq is continuous at x ∈ D (f ) if for each ε > 0 there exists δ > 0 such that whenever y ∈ D (f ) and |y − x| < δ it follows that |f (x) − f (y)| < ε. t2 . Example 14. 6 − x2 y 2 . When this is done. 2) and g (t) ≡ t2 . Nevertheless. 4. Let f . t .6 Suppose f (t) = 2t.2. Find f × g. t+1 2.2 Continuous Functions What was done earlier for scalar functions is generalized here to include the case of a vector valued function. t 1. 14. 1 + t2 = 1 + 2t + t2 . I will use this slightly sloppy abuse of notation whenever convenient. g. Find D (f ) if f (x. 3. t.

3. Theorem 14.1 Sufficient Conditions For Continuity The next theorem is a fundamental result which will allow us to worry less about the ε δ definition of continuity. 2. Show f is continuous at every point t. af + bg is continuous at x whenever f . αn ) where each αi is a natural number or zero. given by f (x) = |x| is continuous. 14. then f is continuous if and only if each fk is a continuous real valued function. let n |α| ≡ i=1 |αi | The symbol. The proof of this theorem is in the last section of this chapter.2. where the dα are real numbers. b ∈ R. . Let f (t) = (t. Definition 14.means xα ≡ xα1 xα2 · · · xαn . fq ) : D (f ) → Rq .then g ◦ f is continuous at x. sin t) . · · ·. and g is continuous at f (x) . The above theorem implies that polynomials are all continuous. if y is close to x. Also.2. Suppose |f (x) − f (y)| ≤ K |x − y| where K is a constant.3 Exercises 1.2. For functions defined on Rn . 3. 1. Functions satisfying such an inequality are called Lipschitz functions.3 Let α be an n dimensional multi-index. For the second claim. To see the third claim is likely.14.2 The following assertions are valid. The function. note that closeness in Rp is the same as closeness in each coordinate. This means α = (α1 . 3 1 2 An n dimensional polynomial of degree m is a function of the form p (x) = |α|≤m dα xα. The function f : Rp → R. 4. If f is continuous at x. there is a notion of polynomial just as there is for functions defined on R. 2. If f = (f1 . For example the first claim says that (af + bg) (y) is close to (af + bg) (x) when y is close to x provided the same can be said about f and g. g are continuous at x ∈ D (f ) ∩ D (g) and a. EXERCISES 335 14. Its conclusions are not surprising. Show that f is everywhere continuous. The fourth claim is immediate from the triangle inequality. f (x) is close to f (y) and so by continuity of g at f (x). xα . g (f (y)) is close to g (f (x)) . f (x) ∈ D (g) ⊆ Rp . · · ·.

Then |L − L1 | ≤ |L − f (y)| + |f (y) − L1 | < ε + ε = 2ε. |f (y) − L1 | < ε. x. then f (x) > l.336 α FUNCTIONS 3. Show that f is everywhere continuous.1 which involves quotients of functions encountered in the previous problem. 6.4. π k : R3 → R given by π k (x) = xk is a continuous function. a concept closely related to continuity is that of the limit of a function. The following theorem is just like the one variable version presented earlier. Suppose f : R3 → R is given by f (x) = 3x1 x2 + 2x2 . Use Theorem 14. Generalize the previous problem to the case where f : Rq → R is a polynomial. There exists one because x is a limit point of D (f ) . is a limit point of A if B (x. Proof: Let ε > 0 be given. |L − f (y)| < ε. one can define what it means for limy→x f (x) = ±∞.4.4 Limits Of A Function As in the case of scalar valued functions of one variable. r) contains infinitely many points of A for every r > 0. Definition 14. this shows L = L1 . then |f (y) − L| < ε. there exists δ > 0 such that whenever |y − x| < δ and y ∈ D (f ) . 4. Since ε > 0 was arbitrary. Pick such a y.4 If f (x) ∈ R. and y ∈ D (f ) then.4. Definition 14. The notion of limit of a function makes sense at points. Then lim f (y) = L y→x if and only if the following condition holds. 1). As in the case of functions of one variable. . x. which are limit points of D (f ) and this concept is defined next. limy→x f (x) = ∞ if for every number l.1 Let A ⊆ Rm be a set. 14.2 to verify 3 that f is continuous.2.4. There exists δ > 0 such that if 0 < |y − x| < δ and y ∈ D (f ) . State and prove a theorem using Theorem 5. Hint: You should first verify that the function. Definition 14. A point. Suppose |f (x) − f (y)| ≤ K |x − y| where K is a constant and α ∈ (0. For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ.2 Let f : D (f ) ⊆ Rp → Rq be a function and let x be a limit point of D (f ) . Theorem 14.3 If limy→x f (y) = L and limy→x f (y) = L1 .4. then L = L1 . 5.

|f · g (y) − L · K| ≤ |fg (y) − f (y) · K| + |f (y) · K − L · K| ≤ |f (y)| |g (y) − K| + |K| |f (y) − L| . δ 2 ) .1) is left for you.4. y→x lim f (y) g (y) = LK.5 Suppose limy→x f (y) = L and limy→x g (y) = K where K. for 0 < |y − x| < δ 1 . Since h is continuous near L. and so for such y. then |L − b| ≤ r also. The proof of (14. it follows that for ε > 0 given.3) is left to you. (14. Then by the triangle inequality. There exists δ 1 such that if 0 < |y − x| < δ 1 and y ∈ D (f ) . |g (y) − K| < .4) Suppose limy→x f (y) = L.2)is to be verified. lim (af (y) + bg (y)) = aL + bK. Proof: The proof of (14.5) Then letting 0 < δ ≤ min (δ 1 . b ∈ R. LIMITS OF A FUNCTION 337 Theorem 14. L ∈ Rq . then y→x lim h ◦ f (y) = h (L) . (14. Now (14. . then |h (y) −h (L)| < ε Now since limy→x f (y) = L.2) and if g is scalar valued with limy→x g (y) = K = 0. Then if a. |f (y)| < 1 + |L| . there exists η > 0 such that if |y − L| < η. the triangle inequality implies. Therefore.3) Also. then |f (y) −L| < η. Therefore. if h is a continuous function defined near L.1) y→x y→x lim f · g (y) = LK (14. Let ε > 0 be given.4.4). then |f (y) − L| < 1. |f (y) − L| < ε ε . there exists δ > 0 such that if 0 < |y − x| < δ. Consider (14.14. (14. it follows from (14. Now let 0 < δ 2 be such that if y ∈ D (f ) and 0 < |x − y| < δ 2 . 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (14. |h (f (y)) −h (L)| < ε. |f · g (y) − L · K| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] . if 0 < |y − x| < δ. If |f (y) − b| ≤ r for all y sufficiently close to x.2).5) that |f · g (y) − L · K| < ε and this proves (14. It is like a corresponding theorem for continuous functions.

4. Assume |f (y) − b| ≤ r.6) if and only if y→x lim fk (y) = Lk (14. Then if 0 < |y − x| < δ. Thus. by the triangle inequality. there exists δ k such that if 0 < |y − x| < δ k . it follows |f (x) − f (y)| < ε. Since L is the limit of f . · · ·. then |L − b| > r. then ε |fk (y) − Lk | < √ . it follows |fk (y) − Lk | ≤ |f (y) − L| < ε which verifies (14. it follows p 1/2 |f (y) − L| = k=1 p |fk (y) − Lk | ε2 p 1/2 2 < k=1 = ε.4. .7) where f (y) ≡ (f1 (y) . Now suppose (14. Then letting ε > 0 be given. It is required to show that |L − b| ≤ r. The following theorem is important.6). fp (y)) and L ≡ (L1 . |f (y) − L| < |L − b| − r and so r < |L − b| − |f (y) − L| ≤ ||b − L| − |f (y) − L|| ≤ |b − f (y)| .338 FUNCTIONS It only remains to verify the last assertion. If this is not true. However. · · ·. Next suppose x is a limit point of D (f ) and limy→x f (y) = f (x) . Lp ) . This means that if ε > 0 there exists δ > 0 such that for 0 < |x − y| < δ and y ∈ D (f ) . y→x lim f (y) = L (14.7). |L − b| − r) . then |f (x) − f (y)| < ε.7) holds. y→x Proof: First suppose f is continuous at x a limit point of D (f ) . |L − b| − r) whenever y ∈ D (f ) is close enough to x. Theorem 14. Hence f (x) = limy→x f (y) . then |f (y) − f (x)| = |f (x) − f (x)| = 0 and so whenever y ∈ D (f ) and |x − y| < δ. a contradiction to the assumption that |b − f (y)| ≤ r. Theorem 14. this holds if 0 < |x − y| < δ and this is just the definition of the limit. f is continuous at x if and only if lim f (y) = f (x) . Consider B (L. showing f is continuous at x. Then for x a limit point of D (f ) . it follows f (y) ∈ B (L. Then for every ε > 0 there exists δ > 0 such that if |y − x| < δ and y ∈ D (f ) .7 Suppose f : D (f ) → Rq . In particular. δ p ) . Then letting ε > 0 be given there exists δ > 0 such that if 0 < |y − x| < δ. · · ·.6 For f : D (f ) → Rq and x ∈ D (f ) a limit point of D (f ) . it follows |f (y) − f (x)| < ε. if y = x. Proof: Suppose (14. p Let 0 < δ < min (δ 1 .

4. Therefore. Now consider points on the line y = x where the value of the function equals 1/2. 0) there are points where the function equals 1/2 and points where the function has the value 0. Hint: It might help to −y 2 write this in terms of the variables (s. Find the following limits if possible (a) lim(x.8 Find lim(x. y − 2) .y)→(3.y)→(0.y)→(3. To see this. Just take ε = 1/10 for example. 14.14. Note it is necessary to rely on the definition of the limit much more than in the case of a function of one variable and it is the case there are no easy ways to do limit problems for functions of more than one variable. In other words the concept is totally worthless. You can’t be within 1/10 of 1/2 and also within 1/10 of 0 at the same time.0) x sin 2 1 x2 +y 2 3 2 2 2 3 −18y +6x −13x−20−xy −x (e) lim(x. This theorem shows it suffices to consider the components of a vector valued function when computing the limit. why must x be a limit point of D (f )? Hint: If x were not a limit point of D (f ). Since arbitrarily close to (0. It is what it is and you will not deal with these concepts without agony. In the definition of limit. this limit xy x2 +y 2 . the value of the function equals 0. = 6 and lim(x.6 The Limit Of A Sequence As in the case of real numbers.1) It is clear that lim(x. take points on the line y = 0.1) y = 1. just as in the case of a function of one variable. (0. At these points.1) equals (6. it follows there can be no limit.5 Exercises x2 −y 2 x2 +y 2 x(x2 −y 2 ) (x2 +y 2 ) 1. Therefore.3 is a limit and that so is 22 and 7 and 11. EXERCISES 339 This proves the theorem. one can consider the limit of a sequence of points in Rp . Argue that 33. . 14. Example 14. In fact.y)→(0.0) First of all observe the domain of the function is R2 \ {(0. 2.y)→(1.y)→(0. the limit may not exist.2) −2yx +8yx+34y+3y+4y−5−x2 +2x . x2 −9 x−3 x2 −9 x−3 .5. show there exists δ > 0 such that B (x.y)→(0.9 Find lim(x. 0)} . every point in R2 except the origin. this is the case here.y)→(3. 0) is a limit point of the domain of the function so it might make sense to take a limit. t) = (x − 1.4. 1) . However.0) (x2 −y4 ) 2 (x2 +y 4 )2 Hint: Consider along y = 0 and along x = y 2 .y)→(0. δ) contains no points of D (f ) other than possibly x itself. y . (d) lim(x. Example 14.0) (c) lim(x.0) (b) lim(x.

There is absolutely no difference between this and the definition for sequences of numbers other than here bold face is used to indicate an and a are points in Rp .8). √ |an − ak | < ε/ p. n n +3 sin (n) .4 Let an = 1 1 n2 +1 . showing that limn→∞ an = a.1 A sequence {an }n=1 converges to a. then |an −a| < ε and |an −a1 | < ε. Then letting ε > 0 be given there exist nk such that if n > nk . Proof: Suppose a1 = a. This is the content of the next theorem. · · ·. |an −a| < ε. ε.6. · · ·. for such n. 2 It suffices to consider the limits of the components according to the following theorem. it follows that for n > nε . |a1 −a| ≤ |a1 −an | + |an −a| < ε + ε < |a1 −a| /2 + |a1 −a| /2 = |a1 −a| . In words the definition says that given any measure of closeness.6. Theorem 14. Thus the limit is (0. Theorem 14. the terms of the sequence are eventually all this close to a. · · ·. p. 1/3) . Then let 0 < ε < |a1 −a| /2 in the definition of the limit.6. Then given ε > 0 there exists nε such that if n > nε . · · ·. . it suffices to consider the components.340 Definition 14. np ) . This proves the theorem. Therefore.2 If limn→∞ an = a and limn→∞ an = a1 then a1 = a. Now suppose (14. lim an = ak .8) k n→∞ Proof: First suppose limn→∞ an = a. n 1/2 n |an − a| = k=1 |an k − ak | 2 < k=1 ε2 p 1/2 = ε. ap ) if and p 1 only if for each k = 1. letting nε > max (n1 . an ∈ Rp .3 Let an = an . then |an − ak | ≤ |an − a| < ε k which establishes (14. It follows there exists nε such that if n ≥ nε . Then limn→∞ an = a ≡ (a1 . (14. As in the case of a vector valued function. 0. a contradiction.8) holds for each k. Example 14. 3n2 +5n .6. k Therefore. and write n→∞ ∞ FUNCTIONS lim an = a or an → a if and only if for every ε > 0 there exists nε such that whenever n ≥ nε .

6. the triangle inequality and Cauchy Schwarz inequality imply |an · bn −a · b| ≤ |an · bn −an · b| + |an · b − a · b| ≤ |an | |bn −b| + |b| |an −a| ≤ (|a| + 1) |bn −b| + |b| |an −a| . Definition 14. let nε > max (n1 . let ε > 0 be given and choose n1 such that if n ≥ n1 then |an −a| < 1. and |an −a| < .10) is entirely similar and is left for you. ∞ .10) lim an · bn = a · b an bn → ab.5 Suppose {an } and {bn } are sequences and that n→∞ 341 lim an = a and lim bn = b. Now let n2 be large enough that for n ≥ n2 .6. 14. 2 (|a| + 1) 2 (|b| + 1) This proves (14.6. m ≥ nε .9) (14.6. Therefore. A sequence is Cauchy means the terms are “bunching up to each other” as m. Then n→∞ lim xan + ybn = xa + yb n→∞ (14.6. Theorem 14. |bn −b| < ε ε . 2 (|a| + 1) 2 (|b| + 1) Such a number exists because of the definition of limit. |an −am | < ε. Then there exists a ∈ Rp such that an → a. then Proof: The first of these claims is left for you to do. To do the second. For n ≥ nε . If bn ∈ R.9). n2 ) . |an · bn −a · b| ≤ (|a| + 1) |bn −b| + |b| |an −a| ε ε < (|a| + 1) + |b| ≤ ε. The proof of (14. n get large. THE LIMIT OF A SEQUENCE Theorem 14.14. there exists nε such that whenever n. n→∞ Also suppose x and y are real numbers.7 Let {an }n=1 be a Cauchy sequence in Rp . Then for such n.6 {an } is a Cauchy sequence if for all ε > 0.1 Sequences And Completeness Recall the definition of a Cauchy sequence.

Theorem 14.6. Theorem 14.6. By completeness k of R. it follows that |an −a| < Therefore. since ε > 0 is arbitrary. it follows there exists ak such that limn→∞ an = ak .6. ap ) .3 that lim an = a. then the sequence is a Cauchy sequence. · · ·. n→∞ ∞ This proves the theorem. for all n.8 The set of terms in a Cauchy sequence in Rp is bounded in the sense that for all n.10 A function f : D (f ) → Rq is continuous at x ∈ D (f ) if and only if.9 If a sequence {an } in Rp converges. Therefore.342 Proof: Let an = an . an . if m. It follows that for all n > n1 . Proof: Let ε = 1 in the definition of a Cauchy sequence and let n > n1 .6. whenever xn → x with xn ∈ D (f ) .6. 14.2 Continuity And The Limit Of A Sequence Just as in the case of a function of one variable. it says a function is continuous if it takes convergent sequences to convergent sequences whenever possible. Then from the definition of convergence. there exists nε such that if n > nε . n1 |an | ≤ 1 + |an1 | + k=1 |ak | . it follows {an }n=1 is a Cauchy sequence. p. Theorem 14. |an | < M for some M < ∞. it follows that |an −am | ≤ |an −a| + |a − am | < ε ε + =ε 2 2 ε 2 showing that. |an | < 1 + |an1 | . n ≥ nε + 1. {an } is a Cauchy sequence. there is a very useful way of thinking of continuity in terms of limits of sequences found in the following theorem. Then from the definition. Proof: Let ε > 0 be given and suppose an → a. In words. Then p 1 |an − am | ≤ |an − am | k k FUNCTIONS which shows for each k = 1. This proves the theorem. . · · ·. |an −an1 | < 1. Letting a = (a1 . it follows k from Theorem 14. · · ·. it follows f (xn ) → f (x) .

If and f and g are each real valued functions continuous at x. · · ·. 14. 14. and g is continuous at f (x) . there exists δ > 0 such that if |y − x| < δ. 5. then f g is continuous at x. fq ) : D (f ) → Rq . Then f achieves its maximum and its minimum on C. If f is continuous at x. x2 ∈ C such that for all x ∈ C.7. b ∈ R.8 Exercises 1. 4. yet |f (x) −f (xn )| ≥ ε. although xn → x. f : D ⊆ Rp → Rq is Lipschitz continuous or just Lipschitz for short if there exists a constant. . f (x1 ) ≤ f (x) ≤ f (x2 ) . then |f (x) − f (y)| < ε.7. Theorem 14. 3.14. By continuity. |f (x) −f (xn )| < ε which shows f (xn ) → f (x) . First there is a version of the extreme value theorem generalizing the one dimensional case. then |f (x) − f (y)| < ε. These theorems are proved in the next section. K such that |f (x) − f (y)| ≤ K |x − y| for all x. there exists nδ such that if n ≥ nδ . 2. If f = (f1 . x1 . 2. Suppose f fails to be continuous at x. f (x) ∈ D (g) ⊆ Rp . The function. However.2 The following assertions are valid 1. There is also the long technical theorem about sums and products of continuous functions.7. If. This proves the theorem. Show every Lipschitz function is uniformly continuous which means that given ε > 0 there exists δ > 0 independent of x such that if |x − y| < δ. then f /g is continuous at x. g (x) = 0. does it follow that |f | is also uniformly continuous? If |f | is uniformly continuous does it follow that f is uniformly continuous? Answer the same questions with “uniformly continuous” replaced with “continuous”. This means there exist. then |xn −x| < δ and so for all n this large. Then there exists ε > 0 and xn ∈ D (f ) 1 such that |x − xn | < n . in addition to this. f (xn ) fails to converge to f (x) . If f is uniformly continuous. But this is clearly a contradiction because. Let ε > 0 be given. y ∈ D. g are continuous at x ∈ D (f ) ∩ D (g) and a. Now suppose the condition about taking convergent sequences to convergent sequences holds at x. Theorem 14. Explain why. PROPERTIES OF CONTINUOUS FUNCTIONS 343 Proof: Suppose first that f is continuous at x and let xn → x. It follows f must be continuous after all. given by f (x) = |x| is continuous.1 Let C be closed and bounded and let f : C → R be continuous.then g ◦ f is continuous at x. then f is continuous if and only if each fk is a continuous real valued function. The function f : Rp → R. af + bg is continuous at x when f .7 Properties Of Continuous Functions Functions of p variables have many of the same properties as functions of one variable.

4. b ∈ R. δ 2 ) . it follows |f (x) − f (y)| < 2(|a|+|b|+1) and there exists δ 2 > 0 ε such that whenever |x − y| < δ 2 . in addition to this. 2. · · ·. δ 2 . and g is continuous at f (x) . then |g (x) − g (y)| < ε . f (x) ∈ D (g) ⊆ Rp . Now let ε > 0 be given. g (x) = 0. Theorem 14. using the triangle inequality |af (x) + bf (x) − (ag (y) + bg (y))| ≤ |a| |f (x) − f (y)| + |b| |g (x) − g (y)| < |a| ε 2 (|a| + |b| + 1) + |b| ε 2 (|a| + |b| + 1) < ε. If and f and g are each real valued functions continuous at x.1 The following assertions are valid 1. then everything happens at once. Then if |x − y| < δ.9. δ 3 ) . fq ) : D (f ) → Rq . for such y. af + bg is continuous at x when f . 2 (1 + |g (x)| + |f (y)|) and there exists δ 3 such that if |x − y| < δ 3 . it follows that |g (x) − g (y)| < 2(|a|+|b|+1) . all the above hold at once and |f g (x) − f g (y)| ≤ . g are continuous at x ∈ D (f ) ∩ D (g) and a. By assumption. The function f : Rp → R.then g ◦ f is continuous at x. The function.) There exists δ 1 > 0 such that if |y − x| < δ 1 . |f g (x) − f g (y)| ≤ |f (x) g (x) − g (x) f (y)| + |g (x) f (y) − f (y) g (y)| ≤ |g (x)| |f (x) − f (y)| + |f (y)| |g (x) − g (y)| ≤ (1 + |g (x)| + |f (y)|) [|g (x) − g (y)| + |f (x) − f (y)|] . then |f (x) − f (y)| < 1. then |f (x) − f (y)| < ε 2 (1 + |g (x)| + |f (y)|) Now let 0 < δ ≤ min (δ 1 . Therefore. 5. there exist δ 1 > 0 such ε that whenever |x − y| < δ 1 . If f is continuous at x. If f = (f1 . Now begin on 2. If |x − y| < δ.9 Some Advanced Calculus This section contains the proofs of the theorems which were just stated without proof. Proof: Begin with 1. |f (y)| < 1 + |f (x)| . then f /g is continuous at x. then f is continuous if and only if each fk is a continuous real valued function. There exists δ 2 such that if |x − y| < δ 2 .344 FUNCTIONS 14. Then let 0 < δ ≤ min (δ 1 . Therefore.) Let ε > 0 be given. then f g is continuous at x. It follows that for such y. 3. given by f (x) = |x| is continuous. If.

14. Then if |x − y| < min (δ 0 .) To obtain the second part. everything holds and f (x) f (y) − ≤ M [|f (x) − f (y)| + |g (y) − g (x)|] g (x) g (y) . δ 1 ) . 2 ε −1 M 2 Then if 0 < δ ≤ min (δ 0 . |g (x) − g (y)| < |g (x)| /2 and so by the triangle inequality. 345 This proves the first part of 2. then |f (x) − f (y)| < and let δ 3 be such that if |x − y| < δ 3 . δ 2 . then |g (y) − g (x)| < ε −1 M . and |g (y)| < 3 |g (x)| /2. δ 1 . SOME ADVANCED CALCULUS (1 + |g (x)| + |f (y)|) [|g (x) − g (y)| + |f (x) − f (y)|] < (1 + |g (x)| + |f (y)|) ε ε + 2 (1 + |g (x)| + |f (y)|) 2 (1 + |g (x)| + |f (y)|) = ε.9. − |g (x)| /2 ≤ |g (y)| − |g (x)| ≤ |g (x)| /2 which implies |g (y)| ≥ |g (x)| /2. δ 3 ) . f (x) f (y) f (x) g (y) − f (y) g (x) − = g (x) g (y) g (x) g (y) |f (x) g (y) − f (y) g (x)| ≤ 2 |g(x)| 2 = 2 |f (x) g (y) − f (y) g (x)| |g (x)| 2 ≤ ≤ ≤ ≤ 2 |g (x)| 2 |g (x)| 2 |g (x)| 2 2 [|f (x) g (y) − f (y) g (y) + f (y) g (y) − f (y) g (x)|] [|g (y)| |f (x) − f (y)| + |f (y)| |g (y) − g (x)|] 3 |g (x)| |f (x) − f (y)| + (1 + |f (x)|) |g (y) − g (x)| 2 2 2 2 (1 + 2 |f (x)| + 2 |g (x)|) [|f (x) − f (y)| + |g (y) − g (x)|] |g (x)| ≡ M [|f (x) − f (y)| + |g (y) − g (x)|] where M≡ 2 |g (x)| 2 (1 + 2 |f (x)| + 2 |g (x)|) Now let δ 2 be such that if |x − y| < δ 2 . let δ 1 be as described above and let δ 0 > 0 be such that for |x − y| < δ 0 . and |x − y| < δ.

11) implies q |f (x) − f (y)| ≤ i=1 q |fi (x) − fi (y)| ε = ε. · · ·. q. it follows that |g (y) − g (f (x))| < ε. let ε > 0 be given and let δ = ε. fk is continuous.11) Suppose first that f is continuous at x. 2. the above inequality holds for all k and so the last part of (14. p i=1 ak . there exists δ k > 0 such that whenever |x − y| < δ k |fk (x) − fk (y)| < ε/q. fq ) : D (f ) → Rq . Now begin on 3. then f is continuous if and only if each fk is a continuous real valued function. For |x − y| < δ. The first part of the above inequality then shows that for each k = 1. This proves part 5. Here is a multidimensional version of the nested interval lemma. · · ·. Then there exists δ > 0 such that if |x − y| < δ. This proves part 3. · · ·. Then if ε > 0 is given. δ q ) . Lemma 14. Then there exists η > 0 such that if |y − f (x)| < η and y ∈ D (g) . The problem is one which has a yes or a no answer. q < i=1 This proves part 4.) Part 4. Then if |x − y| < δ.) To verify part 5.2 Let Ik = k = 1. Let ε > 0 be given. then |f (z) − f (x)| < η.) and completes the proof of the theorem. · · ·.). bk ≡ x ∈ Rp : xi ∈ ak . If f is continuous at x. the triangle inequality implies |f (x) − f (y)| = ||x| − |y|| ≤ |x − y| < δ = ε. and g is continuous at f (x) . Then |fk (x) − fk (y)| ≤ |f (x) − f (y)| q 1/2 ≡ i=1 q |fi (x) − fi (y)| ≤ i=1 2 |fi (x) − fi (y)| . Either is it or it is not continuous.) Note that in these proofs no effort is made to find some sort of “best” δ. Now let 0 < δ ≤ min (δ 1 .9. c ∈ R which is an element of every Ik . and suppose that for all Then there exists a point.) says: If f = (f1 .then g ◦ f is continuous at x. This shows the only if part. bk i i i i Ik ⊇ Ik+1 . Then if |x − z| < δ and z ∈ D (g ◦ f ) ⊆ D (f ) . Now suppose each function. It follows from continuity of f at x that there exists δ > 0 such that if |x − z| < δ and z ∈ D (f ) . |fk (x) − fk (y)| < ε.346 <M FUNCTIONS ε −1 ε −1 M + M = ε. all the above hold and so |g (f (z)) − g (f (x))| < ε. then |f (x) − f (y)| < ε. f (x) ∈ D (g) ⊆ Rp . 2 2 This completes the proof of the second part of 2. (14. p .).

14) (14.14. · · ·. bi . Thus there are 2p of these sets 2 2 because there are two choices for the ith slot for i = 1. cp ) it follows c ∈ Ik for all k. SOME ADVANCED CALCULUS 347 Proof: Since Ik ⊇ Ik+1 . Definition 14.14). · · ·. Lemma 14. Also. if x and y are two points in one of these sets. 2 · · · . · · ·. c ∈ Ik for all k. Therefore. i i Defining c ≡ (c1 .13) shows that is an upper bound for the set. there exists a point ci ∈ ak . It turns out the sequentially compact sets in Rp are exactly those which are closed and bounded.5 Let C ⊆ Rp be closed and bounded. let C ⊆ i=1 [ai . · · · i ci = sup al : l = k. di ] = ai +bi . letting D0 = p i=1 p p ∞ p |bi − ai | p 2 1/2 . bk ≡ x ∈ Rp : xi ∈ ak . and consider all sets of the form i=1 [ci . for each k = 1.9. If you don’t like the proof. cp ) . 1/2 2 |x − y| = i=1 |xi − yi | p −1 i=1 1/2 ≤2 |bi − ai | 2 ≡ 2−1 D0 . Lemma 5. This proves the lemma. i i i i This implies that for each i. ai +bi or [ci . ak ≤ ci ≤ bk . bk i i i i Ik ⊇ Ik+1 . bk ⊇ ak+1 . (14. · · ·. if k ≤ l. k + 1. {xnk }k=1 such that xnk → x. it follows that for each i = 1. there exists a point. for each i and each k. Then C is sequentially compact. Theorem 14. K ⊆ Rp is sequentially compact if and only if whenever {xn }n=1 ∞ is a sequence of points in K. here is another one which follows directly from the one variable nested interval lemma.9. bk ≥ bk+1 .4 A set. k + 1.13) By the first inequality in (14. bi ] . ak ≤ ak+1 . x ∈ K and a subsequence. p. bk for all k. bk+1 . · · · i bk i (14. |xi − yi | ≤ 2−1 |bi − ai | .7 on Page 95. Thus. i i i ci ≡ sup al : l = 1. ak . c ∈ R which is an element of every Ik . Proof: Let {an } ⊆ C. . and suppose that for all Then there exists a point.12). ak . Now define al ≤ bl ≤ bk . Therefore. This proves the lemma. · · · and so it is at least as large as the least upper bound of this i set which is the definition of ci given in (14. · · ·. Proof: For each i = 1. The following definition is similar to that given earlier.12) i i i i Consequently.9. di ] where [ci . 2.7. bk+1 and so by the nested interval i i i i theorem for one dimensional problems. bk ⊇ ak+1 . p. It defines what is meant by a sequentially compact set in Rp .(14. di ] equals either ai . al : l = k. p .3 Let Ik = k = 1. p i=1 ak . Then i i letting c ≡ (c1 .9. · · ·. Only half of this result will be needed in this book and this is proved next. 2. picking any k.

dp ) and c ≡ (c1 . · · ·. y ∈ I2 |x − y| ≤ 2−1 D1 ≤ 2−2 D0 . there exists r > 0 such that / B (c. Theorem 14. This proves f achieves its maximum and also shows its maximum is less than ∞. y. f (x1 ) ≤ f (x) ≤ f (x2 ) . Having picked this. Then f is uniformly continuous on C. and a point.7 Let f : D (f ) → Rq . Let k be so large that D0 2−k < r.6. Definition 14. there exists a subsequence. Recall that a function is uniformly continuous if the following definition holds. cp ) are two such points. Theorem 14. But then since f is continuous at x. x2 ∈ C such that for all x ∈ C. and I2 ∩ C contains an for infinitely many values of n. c which is contained in each Ik . it follows |f (x) − f (y)| < ε. Ik must be contained in B (c. there exists a point. c ∈ C as claimed. ∞ Having picked these two. Then there exists a sequence. Since C is sequentially compact. Then f is uniformly continuous if for every ε > 0 there exists δ > 0 such that whenever |x − y| < δ. ∞ ∞ Now pick an1 ∈ I1 ∩ {an }n=1 . contrary to the manner in which the Ik are defined in which Ik contains an for infinitely many values of n. xnk . r) and so has no points of C in it.10 on Page 342 that f (x) = limk→∞ f (xnk ) = M. it follows |x − y| ≤ 2−k D0 .8 Let f :C → Rq be continuous where C is a closed and bounded set in Rp . Then f achieves its maximum and its minimum on C. x. Since C is a closed set. The ∞ result is a subsequence of {an }n=1 which converges to c ∈ C because any two points in Ik −k are within D0 2 of each other. r) contains no points of C. Since the union of these sets equals all of I0 . · · ·. x. it follows p C = ∪2 Jk ∩ C. Let x2 = x.6 Let C be closed and bounded and let f : C → R be continuous. Therefore. {xn } such that f (xn ) → M. By the nested interval lemma. Now do to I1 what was done to I0 to obtain I2 ⊆ I1 and for any two points. Then since c ∈ Ik . and Ik ∩ C contains an for infinitely many values of n. and any two points of Ik are closer than D0 2−k . let an3 ∈ I3 ∩ {an }n=1 with n3 > n2 and continue this way. x1 . B (c. · · ·. let an2 ∈ I2 ∩ {an }n=1 with n2 > n1 . Let I1 ≡ Jk .9. J2p } these sets determined above. The case of a minimum is handled similarly. Proof: Let M = sup {f (x) : x ∈ C} . Claim: c ∈ C. r) is contained completely in Rp \ C. since d ≡ (d1 . In other words.348 In particular. it follows from Theorem 14. x ∈ C such that xnk → x. Continue in this way obtaining sets. This means there exist. This proves the theorem. k=1 Pick Jk such that an is contained in Jk ∩ C for infinitely many values of n. . Ik such that Ik ⊇ Ik+1 and for any two points in Ik . Recall this means +∞ if f is not bounded above and it equals the least upper bound of these values of f if f is bounded above.9. Here is a proof of the extreme value theorem. p 1/2 FUNCTIONS D1 ≡ i=1 |di − ci | 2 ≤ 2−1 D0 Denote by {J1 .9. Proof of claim: Suppose c ∈ C.

Therefore. from Theorem 14. Since C is sequentially compact. k→∞ a contradiction. ε ≤ lim |f (xnk ) − f (ynk )| = |f (x) − f (x)| = 0. there exists ε > 0 and pairs of points. This proves the theorem. xn and yn satisfying |xn − yn | < 1/n but |f (xn ) − f (yn )| ≥ ε. SOME ADVANCED CALCULUS 349 Proof: If this is not so.6. . there exists x ∈ C and a subsequence.9. But |xnk − ynk | < 1/k and so ynk → x also.10 on Page 342.14. {xnk } satisfying xnk → x.

350 FUNCTIONS .

1. In the case where D (f ) is only assumed to satisfy D (f ) ⊇ (t − r. lim f (s) .1 In the case where D (f ) is only assumed to satisfy D (f ) ⊇ (t. t + r) . s→t− s→∞ and s−∞ lim f (s) . then |f (s) − L| < ε.Limits And Derivatives 15. In other words it is desired to consider f (t0 + h) − f (t0 ) lim h→0 h Specializing to functions of one variable. t) . s→t+ lim f (s) = L if and only if for all ε > 0 there exists δ > 0 such that if 0 < s − t < δ.1 Limits Of A Vector Valued Function f (t0 + h) − f (t0 ) h and determined what they get close to as h gets small. lim f (s) . 351 . one can give a meaning to s→t+ The above discussion considered expressions like lim f (s) . then |f (s) − L| < ε. Definition 15. s→t− lim f (s) = L if and only if for all ε > 0 there exists δ > 0 such that if 0 < t − s < δ.

lim t→π/2 t→π/2 t→π/2 t2 + 1 . 0.1. then neither does f (t) . · · ·.352 LIMITS AND DERIVATIVES One can also consider limits as a variable “approaches” infinity. fp (t)) and a fi (t) dt exists for each i = 1.4. sin t. Use Theorem 14. lim sin t. p. Example 15. · · ·. ln π π + 1 . f (t) .t . a a fp (t) dt .1) lim f (t) = L if for every ε > 0 there exists l such that whenever t < l. 1. The only difference is that here |·| refers to the norm or length in Rp where maybe p > 1.7 on Page 338 and the continuity of the functions to write this limit equals lim cos t.1) holds.3 Let f (t) = Recall that limt→0 (1. 1) .2 The Derivative And Integral The following definition is on the derivative and integral of a vector valued function of one variable. Note that in all of this the definitions are identical to the case of scalar valued functions. t→∞ lim f (t) = L if for every ε > 0 there exists l such that whenever t > l. Find limt→π/2 f (t) .2 Let f (t) = cos t.7 on Page 338. limt→0 f (t) = 15.4. ln 4 2 sin t 2 t . . then b f (t) dt is defined as the vector. b]) . · · ·. Example 15. Find limt→0 f (t) . sin t t + 1 .1. Then from Theorem 14. If the limit does not exist. (15. ln (t) . = 1. lim ln (t) t→π/2 = 0.1 The derivative of a function. This is what is meant by saying f ∈ R ([a. t2 + 1. lim f (t + h) − f (x) ≡ f (t) h h→0 The function of h on the left is called the difference quotient just as it was for a scalar b valued function. Of course nothing is “close” to infinity and so this requires a slightly different definition.2. is defined as the following limit whenever the limit exists.t 2 . If f (t) = (f1 (t) . a b b f1 (t) dt. Definition 15. |f (t) − L| < ε and t→−∞ (15.

Theorem 15. there is a fundamental theorem of calculus.5 Let f (t) = (at. Find f (x) . then f is continuous at t. bt) where a. this shows that if |y − t| < δ. f (x) = lim y→x 353 f (y) − f (x) . As before. Theorem 15. The difference quotient. Thus f (t) = (a. Therefore. y−x As in the case of a scalar valued function. t 1 h t+h fp (s) ds t 1 and limh→0 h t fi (s) ds = fi (t) for each i = 1. As in the scalar case. · · ·. the triangle inequality implies |f (t + h) − f (t)| < |h| + |f (t)| |h| . h then for such h. Then it follows 1 h t+h f (s) ds − a t+h 1 h t f (s) ds = a 1 h t+h f1 (s) ds.2.3 If f ∈ R ([a. Proof: Say f (t) = (f1 (t) . This proves the theorem. .2.15. f (t + h) − f (t) − f (t) < 1. Example 15. f (x + h) − f (x) = lim 0 = 0 h→0 h→0 h lim Example 15. · · ·. fp (t)) = f (t) a and this proves the claim.2 If f (t) exists. · · ·. 1 h→0 h lim t+h f (s) ds − a 1 h t f (s) ds = (f1 (t) . 1+|fε (x)| it follows if |h| < δ. · · ·. b) . fp (t)) . differentiability implies continuity but not the other way around. b are constants. Letting y = h + t. From the above discussion this derivative is just the vector valued functions whose components consist of the derivatives of the components of f . then d dt t f (s) ds a = f (t) . THE DERIVATIVE AND INTEGRAL This is exactly like the definition for a scalar valued function. Proof: Suppose ε > 0 is given and choose δ 1 > 0 such that if |h| < δ 1 . |f (y) − f (t)| < ε which proves f is continuous at t.2. then |f (t + h) − f (t)| < ε. p from the fundamental theorem of calculus for scalar valued functions. f (x + h) − f (x) c−c = =0 h h Therefore. b]) and if f is continuous at t ∈ (a. Now letting δ < min δ 1 . Find f (t) .2.4 Let f (x) = c where c is a constant.2. b) .

the expression |r (t + h) − r (t)| is a good approximation for the distance traveled by the object on the time interval [t. Thus |r (t)| T represents the speed times a unit direction vector. the approximate distance travelled on the time interval. [t. this expression is really the average speed of the object on this small time interval and so the limit as h → 0. r(t + h) r r(t) r |r (t + h) − r (t)| h gives for small h. rq (t)) .2. You can see that it is reasonable to suppose these unit vectors. · · ·. This is the physical significance of the derivative when t is time. . Now each of these unit vectors is of the form r (t + h) − r (t) ≡ Th . T which is tangent to the curve at the point r (t) .354 LIMITS AND DERIVATIVES 15. deserves to be called the instantaneous speed of the object. Therefore. r (t) ≡ = r (t + h) − r (t) |r (t + h) − r (t)| r (t + h) − r (t) = lim h→0 h→0 h h |r (t + h) − r (t)| |r (t + h) − r (t)| lim Th = |r (t)| T.1 Geometric And Physical Significance Of The Derivative Suppose r is a vector valued function of a parameter.2) Therefore. The real distance would be the length of the curve joining the two points but if h is very small. a unit tangent vector to the curve at the point r (t) . |r (t + h) − r (t)| Thus Th → T. Therefore. Thus r (t) is the velocity of the object. How do you go about computing r (t)? Letting r (t) = (r1 (t) . T which defines the direction in which the object is moving. this is essentially equal to |r (t + h) − r (t)| as suggested by the picture below. t not necessarily time and consider the following picture of the points traced out by r. h→0 h lim In the case that t is time. converge to a unit vector. h. the expression r (t0 + h) − r (t0 ) h (15. t + h] . t + h] divided by the length of time. ¨ ¨¨  ¨r¨  r ¨¨ ¨  r 2 222 r(t + h) ¨¨  ¨22222 ¨ B r(t) ¨¨ 22  I   r 2 X r 22 ¨ E In this picture there are unit vectors in the direction of the vector from r (t) to r (t + h) . if they converge.

2) gets close to a vector. 5] . and vector addition and scalar multiplication. Find the velocity vector when t = 1. b ∈ R and suppose f (t) and g (t) exist.7 Let r (t) = sin t. Example 15.7 on Page 338. v if and only if all the coordinate functions of the term in (15.4).5) are referred to as the product rule.15. From the above discussion.2) get close to the corresponding coordinate functions of v. z) . · · ·. t2 .2. Find a tangent line to the curve parameterized by r at the point r (2) . the vector. Therefore.2. g have values in R3 . this is simply r (1) = (cos 1. and (15. a parametric equation for the tangent line is (sin 2. 1) .2. (15. r (2) = (cos 2. vq ) . 15. Theorem 15. t + 1 for t ∈ [0. Then the following formulas are obtained. 4. it suffices to simply use r (2) as a direction vector for the line. 4. r (t) and so it is possible to find parametric equations for the line tangent to the curve at various points.2) converges to v ≡ (v1 . (af + bg) (t) = af (t) + bg (t) .2. 2. (15. h h Then as h converges to 0. Example 15. t2 . · · ·. (15. then (f × g) (t) = f (t) × g (t) + f (t) × g (t) The formulas. 4. In any case. 1) = (x. In the case where t is time.4) .2 Differentiation Rules There are rules which relate the derivative to the various operations done with vectors such as the dot product. 5] . (f · g) (t) = f (t) · g (t) + f (t) · g (t) If f . t + 1 for t ∈ [0. This by Theorem 14.5) (15. y. 3) + t (cos 2. this simply says the velocity vector equals the vector whose components are the derivatives of the components of the displacement vector.3) (15. From the above discussion. r (t) . the cross product. Therefore. T determines a direction vector which is tangent to the curve at the point. 1) .8 Let a. 355 where vk = rk (t) .2. a direction vector has the same direction as r (2) .6 Let r (t) = sin t.4. THE DERIVATIVE AND INTEGRAL is equal to r1 (t0 + h) − r1 (t0 ) rq (t0 + h) − rq (t0 ) . which says that the term in (15.

10 Let r (t) = t2 . sin t.5) this equals(2t. 1 (1 + t) − t 1 2 t +2 . Therefore. the velocity is r (1) = 1 1 3.2. f · g (t + h) − fg (t) f (t + h) · g (t + h) − f (t + h) · g (t) f (t + h) · g (t) − f (t) · g (t) = lim + h→0 h→0 h h h (g (t + h) − g (t)) (f (t + h) − f (t)) + · g (t) = lim f (t + h) · h→0 h h lim n = lim n h→0 fk (t + h) k=1 (gk (t + h) − gk (t)) + h n n k=1 (fk (t + h) − fk (t)) gk (t) h = k=1 fk (t) gk (t) + k=1 fk (t) gk (t) = f (t) · g (t) + f (t) · g (t) . sin t. . Example 15. 1+1 . cos t × 1. Formula (15.9 Let r (t) = t2 .4). sin t.2. t2 + 2 kilometers where t is given in hours. this can be continued. Example 15. t) where t ∈ R. That is. r (t) = (cos 2t. 0 √ t Example 15. you can consider the possibility of taking the derivative of the derivative and then the derivative of that and so forth. . dt. − sin t) × (t. cos t Find This equals π 2 t 0 π 0 r (t) dt. 2. π 0 sin t dt. Recall the velocity at time t was r (t) . find r (t) and plug in t = 1 to find the velocity. t+1 . 2t).11 An object has position r (t) = t3 . −1/2 2t 1 (t2 + 2) t Obviously. 3t2 . . (15. 2 2 (1 + t) 1 (1 + t) 2. Find the velocity of the object in kilometers per hour when t = 1. sin 2t.356 LIMITS AND DERIVATIVES Proof: The first formula is left for you to prove. Consider the second. r (t) = = When t = 1.12 Describe the curve which results from the vector valued function.5) is left as an exercise which follows from the product rule and the definition of the cross product in terms of components given on Page 323. The main thing to consider about this is the notation and it is exactly like it was in the case of a scalar valued function presented earlier. Thus r (t) denotes the second derivative. 1 From (15. cos t. Usually it is not possible to do this! Example 15. 2 . When you are given a vector valued function of one variable.2. π 0 cos t dt = 1 3 3 π . Find (r (t) × p (t)) . cos t and let p (t) = (t. ln (t + 1) . ln (t + 1) . 3t2 .2. sometimes it is possible to give a simple description of the curve which results. √ 4 3 kilometers per hour. 2t) + t2 .

here is an interesting application.3. y (t)) traces out a circle. |r (t) − P1 | 15. Then the condition that the angle of reflection equals the angle of incidence reduces to saying the angle between P0 − r (t) and −r (t) equals the angle between P1 − r (t) and r (t) . Consider a plane which contains the two points and let r (t) denote a parameterization of the intersection of this plane with the walls of the room. |P0 − r (t)| |r (t)| |P1 − r (t)| |r (t)| This reduces to (r (t) − P0 ) · (−r (t)) (r (t) − P1 ) · (r (t)) = |r (t) − P0 | |r (t) − P1 | (r (t) − P1 ) · (r (t)) d = |r (t) − P1 | |r (t) − P1 | dt (15. This is because |r (t) − P1 | = (r (t) − P1 ) · (r (t) − P1 ) and so using the chain rule and product rule. Suppose you are in a large room and you make a sound. z (t)) . LEIBNIZ’S NOTATION 357 The first two components indicate that for r (t) = (x (t) . Example 15.15. from (15.3 Leibniz’s Notation dy dt Leibniz’s notation also generalizes routinely.This implies the curve of intersection of the plane with the room is an ellipse having P0 and P1 as the foci. y (t) . Therefore. C. (x (t) . (P0 − r (t)) · (−r (t)) (P1 − r (t)) · (r (t)) = . But what if the room were shaped so that the sound is reflected off the wall toward a single point. d d (|r (t) − P1 |) + (|r (t) − P0 |) = 0 dt dt showing that |r (t) − P1 | + |r (t) − P0 | = C for some constant. the pair. While it is doing so. As an application of the theorems for differentiating curves.6).13 Sound waves have the angle of incidence equal to the angle of reflection. possibly far away from you? Then you might have the interesting phenomenon of someone far away hearing what you said quite clearly.2. It is also a situation where the curve can be identified as something familiar. How should the room be designed? Suppose you are located at the point P0 and the point where your sound is to be reflected is P1 . z (t) is moving at a steady rate in the positive direction. Draw a picture to see this.6) Now and a similar formula holds for P1 replaced with P0 . = y (t) with other similar . the curve which results is a cork skrew shaped thing called a helix. The sound waves spread out and you would expect your sound to be inaudible very far away. d |r (t) − P1 | dt = = Therefore. For example. notations holding. Therefore. 1 −1/2 ((r (t) − P1 ) · (r (t) − P1 )) 2 ((r (t) − P1 ) · r (t)) 2 (r (t) − P1 ) · (r (t)) .

1+x2 . Let r (t) = t. cos t2 for t ∈ [0. t2 . sin t2 . t + 1 for t ∈ [0.4 Exercises (a) limx→0+ |x| x . (a) Show first that this condition does not require r (t) to be a constant. Let r (t) = 4 + (t − 1) . x−2 2 √ √ 3. 5] . 4. 5] . the velocity is always perpendicular to the displacement. cos t2 . 8. Prove (15. Is the velocity of this object ever equal to zero? If so. Suppose an object has position r (t) ∈ R3 where r is differentiable and suppose also that |r (t)| = c where c is a constant. cos x x x |x| . Let r (t) = sin t. t + 1 for t ∈ [0. x + 1) = ( 3 a. Find limx→2 + 7. 13. tan 4x 5x x x2 sin x2 1+x2 . Find the velocity when t = 3. t + 1 for t ∈ [0. . That is. Prove (15. 3 2 √ t2 + 1 (t − 1) . Let r (t) = sin t. 10. Find the velocity when t = 3. a + 1) for all a ∈ R. 4] . 7. 5] . 11.358 LIMITS AND DERIVATIVES 15. Find a tangent line to the curve parameterized by r at the point r (2) . ln t2 + 1 . (b) Show that you can conclude that r (t) · r (t) = 0. 5. Let r (t) = sin t. 14. x 1. Find the velocity when t = 3.5) from the formula (f × g)i = εijk fj gk . Let r (t) = sin 2t. sec x. Let r (t) = t. 12. t2 . Prove from the definition that limx→a ( 3 x. a3 − b3 = (a − b) a2 + ab + b2 . Find the following limits if possible (b) limx→0+ (c) limx→4 (d) limx→∞ 2. Hint: You might want to use the formula for the difference of two cubes. t + 1 for t ∈ [0. Hint: You can do this either mathematically or by giving a physical example. x −4 . 9. Prove (15. 5] .5) from the component description of the cross product. Find a tangent line to the curve parameterized by r at the point r (2) . find the value of t at which this occurs and the point in R3 at which the velocity is zero. t2 . 2t + 1 for t ∈ [0. (t−1) t5 3 3 describe the position of an object in R as a function of t where t is measured in seconds and r (t) is measured in meters. 5] . e x2 −16 x+4 .5) directly from the definition of the derivative without considering components. x x2 −4 2 x+2 . x + 2x − 1. 6. Find a tangent line to the curve parameterized by r at the point r (2) . sin x/x.

and p (t) are three differentiable functions of t which have values in R3 . Newton’s1 first law is: “Every body persists in its state of rest or of uniform motion in a straight line unless it is compelled to change that state by forces impressed on it. If F (t) = f (t) for all t ∈ (a. The next example involves the concept that if you know the force along with the initial velocity and initial position. If r (t) = 0 for all t ∈ (a. show there exists a constant vector. Find a formula for (r (t) × s (t) · p (t)) . 1 − t2 . b] .7) where a is the acceleration and m is the mass of the object. Curves of this sort are important in various computer programs. 16. The third law says roughly that if you apply a force to something. in which many of his ideas are found.1 Let r (t) denote the position of an object. y (1) = xn . Newton’s third law states: “To every action there is always opposed an equal reaction. Find r (t) . Show k that y (0) = x0 . Then the acceleration of the object is defined to be r (t) . Newton used calculus and these laws to solve profound problems involving the motion of the planets and other problems in mechanics. b a f (t) dt = 15. A bezier curve in Rn is a vector valued function of the form n y (t) = k=0 n n−k k xk (1 − t) t k where here the n are the binomial coefficients and xk are n + 1 points in Rn . and find y (0) and y (1) . He invented a version of the binomial theorem when he was only 23 years old and built a reflecting telescope. Suppose r (0) = (1.5.5 Newton’s Laws Of Motion Definition 15. 2e−t . only the second two are independent of each other. 1. Principia. and stated the fundamental laws of mechanics listed here. then you can determine the position. 1) meters. He finished his life as Master of the Mint. b) and F is continuous on [a. and directed to contrary parts.” Of these laws. . 17. b) . the first law being implied by the second. He formulated the laws of gravity. In 1686 he published an important book.2 Let r (t) denote the position of an object of mass 2 kilogram at time t and suppose the force acting on the object is given by F (t) = t. and r (0) = (0. 1) meters/sec. 0. made major contributions to optics. Suppose r (t). b). However.5.15.5. He showed that Kepler’s laws for the motion of the planets came from calculus and his laws of gravitation. Recall that n = n = 1 and 0 n n n n−1 = 1 = n. the thing applies the same force back. NEWTON’S LAWS OF MOTION 359 15. show F (b) − F (a) . the mutual actions of two bodies upon each other are always equal.” Newton’s second law is: F = ma (15. he made major contributions to the subject partly in order to study physics and astronomy. or. The second law is the one of most interest. 1 Isaac Newton 1642-1727 is often credited with inventing calculus although this is not correct since most of the ideas were in existence earlier. Newton was also very interested in theology and had strong views on the nature of God which were based on his study of the Bible and early Christian writings. c such that r (t) = c for all t ∈ (a. s (t) . Note that the statement of this law depends on the concept of the derivative because the acceleration is defined as a derivative. Example 15. 18.

Denoting r (t) as (x (t) . 1. C2 . 1) = (0. the velocity is found. −1) + (c1 . e−t . e−t + 2t 12 2 meters. r (t) = t3 t2 /2 − t4 /12 + 1. Actually. .8 meters per sec2 and so the following needs to be solved. and C3 = 0. C2 = 0. and c3 = 2. Thus letting c = (c1 . 2e−t and so r (t) = t/2. r (0) = (0. c2 . C3 ) which means C1 = 1.360 LIMITS AND DERIVATIVES By Newton’s second law. it comes as measurements taken by instruments and the position is continuously being updated based on this information. y (t)) . + t. 1 − t2 . C2 . C3 ) must be determined from the initial condition for the displacement. mr (t) = −mgj. Therefore the velocity is given by r (t) = t2 t − t3 /3 . −e−t 4 2 +c where c is a constant vector which must be determined from the initial condition given for the velocity. 1 − t2 /2.3 An artillery piece is fired at ground level on a level plain. c3 ) . the displacement has also been found. −e−t + 2 . 0. c2 = 1. r (0) = 400 cos (π/6) i + 400 sin (π/6) j. (0. 0) . Thus r (0) = (1. (C1 . the displacement must equal r (t) = t3 t2 /2 − t4 /12 . in applications of this sort of thing acceleration does not usually come to you as a nice given function written in terms of simple functions you understand. Also let the direction of flight be along the positive x axis. c3 ) which requires c1 = 0. r (t) = t2 t − t3 /3 . −mgj where m is the mass of the shell. Thus the initial velocity is the vector. Example 15. Another situation which often occurs is the case when the forces on the object depend not just on time but also on the position or velocity of the object. x (t) = 0. 1) + (C1 . y (t) = −g. c2 .5. + t. . C3 ) 12 2 where the constant vector. Therefore. 400 cos (π/6) i + 400 sin (π/6) j while the only force experienced by the shell after leaving the artillery piece is the force of gravity. C2 . 1) = (0. Rather. + 1. How far does the shell fly before hitting the ground? Neglect air resistance in this problem. 0. Therefore. e−t + 2t + (C1 . 4 2 Now from this. The angle of elevation is π/6 radians and the speed of the shell is 400 meters per second. 2r (t) = F (t) = t. 0. The acceleration of gravity equals 9.

Such lumps have been known to surprise people on the ground. NEWTON’S LAWS OF MOTION 361 Therefore. Thus t = 40. 60 × 60 The explanation for this is that there are 5280 feet in a mile and so it goes 600×5280 feet in one hour. √ x = 200 3 (40.5. The shell hits the ground when y = 0 and this occurs when −4. y (t) = −gt+C and from the information on the initial velocity. 30000) feet and the initial velocity is r (0) = (880. Example 15.1) r (t) pounds. Thus it flies at 600 × 5280 = 880 feet per second. Thus y (t) = −4. This blue ice weighs 64 pounds near the earth and experiences a force of air resistance equal to (−. Thus the initial displacement is r (0) = (0. Similarly.1) r (t) pounds. 64 = m × 32.000 feet. 2 (r1 (t) . 0) . The slug is the unit of mass in the system involving feet and pounds. The first thing needed is to obtain information which involves consistent units. x (t) = 400 cos (π/6) so x (t) = 400 cos (π/6) t = 200 3t. Thus m = 2 slugs. (r1 (0) . The position of the lump of blue ice will be computed from a point on the ground directly beneath the airplane at the instant the blue ice escapes and regard the airplane as moving in the direction of the positive x axis. 816 326 530 6) = 14139. −64) pounds and the force due to air resistance is (−.9t2 + 200t = 0. r2 (t)) = (−. Thus 32 pounds is the force exerted by gravity on the lump and so its mass must be given by Newton’s second law as follows. r2 (t)) + (0. r2 (0)) = (880. The force of gravity is (0.5. The jet is flying at 600 miles per hour.9t2 + 200t + D.1) (r1 (t) . −64) . There are 60 × 60 seconds in an hour. D = 0 because the artillery piece is fired at ground level which requires both x and √ to y equal zero at this time. (r1 (0) . Newtons second law yields the following initial value problem for r (t) = (r1 (t) . C = 400 sin (π/6) = 200.4 A lump of “blue ice” escapes the lavatory of a jet flying at 600 miles per hour at an altitude of 30. The next example is more complicated because it also takes in to account air resistance. 0) feet/sec.15. The blue ice weighs 32 pounds near the earth. 30000) . I want to change this to feet per second. 190 265 9 meters. 816 326 530 6 seconds and so at this time. Also find the velocity when the lump hits the ground. r2 (t)) . r2 (0)) = (0. Find the position and velocity of the blue ice as a function of time measured in seconds.

1) 1 2 exp − t (.0 and r2 (t) = (−64/ (.0 5t) .8) to find r (t) = (c/k) t − r1 (t) = − 1 2 exp (.1) = −640.8) mr + kr = c.1) .0 This gives the coordinates of the position.0 5t) + 17600. r2 (t) = −640.1) r1 (t) = 0 2r2 (t) + (.0 + 640. r1 (t) = 880. e(k/m)t r = = (c/m) e(k/m)t 1 kt em c + C k and using the initial condition. 2r1 (t) + (.362 Therefore. (15. Thus m c u=− v− +D k k r (t) = (c/k) t − and so 1 −kt c m c me m v − + u+ v− k k k k Now apply this to the system (15.1) t 2 (880) + 2 (880) (. v = c/k + C and so r (t) = (c/k) + (v − (c/k)) e− m t Now this implies 1 −kt c me m v − +D k k where D is a constant to be determined from the initial conditions.9) = −17600.0 exp (−.0 exp (−.1) r2 (t) = −64 r1 (0) = 0 r2 (0) = 30000 r1 (0) = 880 r2 (0) = 0 To save on repetition solve LIMITS AND DERIVATIVES (15.10) .0 5t) + 42800.1)) t − (. What of the velocity? Using (15. r (0) = u.0 5t) .1) 64 (. You should check this gives d e(k/m)t r dt Therefore. r (0) = v. k (15.0 exp (−.1) 2 64 (. Now multiply both sides by e(k/m)t . Divide the differential equation by m and get r + (k/m) r = c/m.9) in the same way to obtain the velocity.0t − 12800.1) − (.0 exp (−.1) + 30000 + 2 (.

This is close enough to hitting the ground and so plugging in this value for t yields the approximate velocity.588 feet.14))) = (32. I do not have a good way to find this value of t using algebra. as is often done in beginning physics courses that everything takes place in a vacuum.14.10) to determine the velocity. This is a fairly hard equation to solve using the methods of algebra.0 + 640. Thus it suffices to solve the equation. increasingly correct models can be studied in a systematic way as above. 15. the work done on the object would be approximately equal to dW = F (t) · v (t) dt. 0 = −640. This is an over simplification when high speeds are involved.14)) + 42800.11) If no work has been done at time t = 0. −616.0 (66.15.0 exp (−.1 Kinetic Energy Newton’s second law is also the basis for the notion of kinetic energy. However if plugging in various values of t using a calculator you eventually find that when t = 66. NEWTON’S LAWS OF MOTION 363 To determine the velocity when the blue ice hits the ground.0 5t) + 42800. the total work done up to time t would be W (t) = m |v (t)| − m |v0 | where |v0 | 2 2 denotes the initial speed of the object. 2 2 .14)) . This difference represents the change in the kinetic energy. this problem used several physical simplifications. dt 2 dt Therefore. (880.0t − 12800. However. −640.0.0 5 (66.0 exp (−. How is the total work done on the object by the force related to the final velocity of the object? By Newton’s second law.5.0 5 (66. (t. You see that air resistance can be very important so it is not enough to pretend. 56) .0 5 (66. This is not really true because it actually depends on the distance between the center of mass of the earth and the center of mass of the lump. It was also assumed the air resistance is proportional to the velocity. −640. It hits ground when r2 (t) = 0.5. When a force is exerted on an object which causes the object to move. 23. Notice how because of air resistance the component of velocity in the horizontal direction is only about 32 feet per second even though this component started out at 880 feet per second while the component in the vertical direction is -616 feet per second even though this component started off at 0 feet per second. Now in a small increment of time. it is necessary to find the value of t when this event takes place and then to use (15. (15. W (0) = 0. It was assumed the force acting on the lump of blue ice by gravity was constant.0 exp (−.then (15. Actually.0 exp (−. In fact. t + dt) . dt Hence. dW m d 2 = mv (t) · v (t) = |v (t)| . and letting v be the velocity. it follows that the force is doing work which manifests itself in a change of velocity of the object.0 = 1.14) − 12800.11) implies dW = F · v. F (t) = mv (t) .

Then the impulse equals the change in momentum.5.2 Impulse And Momentum Work and energy involve a force acting on an object for some distance. The notion of impulse and momentum are related in the following theorem. a This is defined as b b b F1 (t) dt. The impulse of this force is b F (t) dt.6 Let F be a force acting on an object of mass m. a F3 (t) dt . b b F (t) dt = a a m dv dt = mv (b) − mv (a) dt (15. b] . More precisely. Letting the collision take place in the time interval. Theorem 15. Definition 15. In other words. b F (t) dt = mv (b) − mv (a) . This is known as the conservation of linear momentum.364 LIMITS AND DERIVATIVES 15. a Proof: This is really just the fundamental theorem of calculus and Newton’s second law applied to the components of F. b] and denoting the two masses by mA and mB and their velocities by vA and vB it follows that b mA vA (b) − mA vA (a) = a (Force of B on A) dt and b mB vB (b) − mB vB (a) = a (Force of A on B) dt b = − a (Force of B on A) dt = − (mA vA (b) − mA vA (a)) and this shows mB vB (b) + mA vA (b) = mB vB (a) + mA vA (a) .5. a a F2 (t) dt. Impulse involves a force which acts on an object for an interval of time. . [a.5. A and B collide.5 Let F be a force which acts on an object during the time interval. [a.12) Now suppose two point masses. The linear momentum of an object of mass m and velocity v is defined as Linear momentum = mv. in a collision between two masses the total linear momentum before the collision equals the total linear momentum after the collision. Newton’s third law says the force exerted by mass A on mass B is equal in magnitude but opposite in direction to the force exerted by mass B on mass A.

b) . f . and c = f /m. Verify Formula (15. only its direction. argue from Newton’s second law that this is the equation for finding the velocity. 9.8. 1) meters at time t = 0 and that its initial velocity at this time is v = i + j − k meters per sec. Now argue that r × r = (r × r) .8 meters per sec2 .12) carefully by considering the components. Suppose the force acting on an object. Suppose also that the object is at the point (0. Does there exist a terminal velocity? What is it? 2. Find a formula for the displacement. then there exists a constant vector. Neglecting air resistance. use a calculator or other means to estimate the time before the cannon ball hits the ground. Show the solution to v + rv = c with the initial condition. Suppose in the context of Problem 7 that the cannon ball has mass 10 kilograms and it experiences a force of air resistance which is . If the angle of elevation equals π/4. EXERCISES 365 15. v of an object acted on by air resistance proportional to the velocity and a constant force. 3. Fill in the details for the derivation of kinetic energy. Therefore. Hint: Let r (t) denote the position vector of the object from the fixed point. what can be said about z and r? . Verify that the motion of the object takes place in a plane. Show using Corollary 6. mr × r = g (r) r × r = 0. In particular verify that mv (t) · 2 d v (t) = m dt |v (t)| . θ from ground level on a vast plain. F (t) =e−t i + cos (t) j + t2 k meters per sec2 .6 Exercises 1. v (0) = v0 is v (t) = v0 − c e−rt + (c/r) . Then the force acting on the object must be of the form g (r (t)) r (t) and by Newton’s second law. 4. Show that if v (t) = 0. A cannon is fired at an angle. The acceleration of gravity is 9.01v Newtons where v is the velocity in meters per second. r (t) of the cannon ball. 8. possibly from gravity. this equals mr (t) . Suppose an object moves in three dimensional space in such a way that the only force acting on the object is directed toward a single fixed point in three dimensional space. The speed of the ball as it leaves the mouth of the cannon is known to be s meters per second. Suppose that the air resistance is proportional to the velocity but it is desired to find the constant of proportionality. Suppose an object having mass equal to 5 kilograms experiences a time dependent force. 7. 11.4 that Newton’s first law can be obtained from the second law. z independent of t such that v (t) = z for all t. Also suppose that the initial speed is 100 meters per second. for all t ∈ (a. Thus F · v = 0. 5. Such forces are sometimes called forces of constraint because they do not contribute to the speed of the object.15. why would dW = F (t) · v (t) dt? 2 6. showing that (r × r) must equal a constant vector. 10. find a formula for how far the cannon ball goes before hitting the ground. Show the maximum range for the cannon ball is achieved when θ = π/4. F is always perpendicular to the velocity of the object. Describe how you could find this constant. Show the Kinetic energy of the object is constant. z. 1. Also. Therefore. If v is velocity and r = k/m where k is a constant for air r resistance and m is the mass. Find the position of the object as a function of t.6.

Such a collision is called inelastic. suppose an object slides down a frictionless inclined plane from a height of 100 feet. show the kinetic energy before the collision is greater than the kinetic energy after the collision. Many times the resulting system is so complex that it is impossible to solve in terms of known functions. Using Problem 12. 14. It is a large massive block of wood hanging from a long string. By conservation of momentum mv = (m + M ) V where V is the speed of the block of wood immediately after the collision.366 LIMITS AND DERIVATIVES 12. The speed of the bullet can be determined from measuring how high the block of wood rises. −mgk and a force. There is a popular toy consisting of identical steel balls suspended from strings of equal length as illustrated in the following picture. Explain how this can be done and why. A rifle is fired into the block of wood which then moves. When it collides with the other balls. Show the total energy of the object. Here v is the velocity and the first term is the kinetic energy while the second is the potential energy. there is a natural question about whether there even exist solutions. perhaps at a slower speed? This is an example of an elastic collision because energy is conserved. 16. Thus linear momentum is conserved but energy is not. 15. Suppose the only forces acting on an object are the force of gravity. Thus the energy is 1 (m + M ) V 2 and this block of wood rises to a height of h. When it reaches the bottom. Thus F · v = 0. 2 15. Therefore. 13. how fast will it be going? Assume it starts from rest. Of course this could change if you fixed things so the balls would stick to each other. the ball on the left is observed to swing away from the others with the same speed the ball on the right had when it collided. Why does this happen? Why don’t two or more of the stationary balls start to move. Now use Problem 12. Hint: Let v be the speed of the bullet which has mass m and let the block of wood have mass M. Hint: Use Newton’s second law to show the time derivative of the above expression equals zero. The ballistic pendulum is an interesting device which is used to determine the speed of a bullet.7 Systems Of Ordinary Differential Equations Newton’s laws of motion yield a system of ordinary differential equations. F which is perpendicular to the motion of the object. This is . The ball at the right is lifted and allowed to swing. In the experiment of Problem 14. 1 2 E ≡ m |v| + mgz 2 is constant.

x = f (t. b] .16) . each fi is also and so lims→t |f (s)| = |f (t)| showing f is continuous at t. b] × Rn → Rn satisfies the following two conditions. · · ·. Then letting v = (v1 .7. The first of these conditions is known as a Lipschitz condition. Proof: By the triangle inequality. b b b v· a f (t) dt = v1 a b f1 (t) dt + · · · + vn a b fn (t) dt = a v · f (t) dt ≤ a |f (t)| dt by the Cauchy Schwarz inequality. b] it follows from Definition 15. Also from this definition. First of all. b]) . Lemma 15. x (c) = x0 if and only if x is a solution to the integral equation. n 1/2 ||f (t)| − |f (s)|| ≤ |f (t) − f (s)| ≡ i=1 |fi (t) − fi (s)| 2 and since f is continuous. In fact you may let v = u/ |u| if u = 0. x (s)) ds.7. SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 367 a profound question which must ultimately be dealt with. b].2.2 Suppose x : [a. one can obtain the following simple lemma. let v be such a unit vector with the property that b b v· a f (t) dt = a f (t) dt .7. This section contains a fairly general result on existence and uniqueness for systems of ordinary differential equations. (15. t (15. x1 )| ≤ K |x − x1 | . there exists a vector. x) − f (t. To do this. Then x is a solution to the initial value problem. b]) .1 Let f be a continuous function defined on [a.13) (15. Then |f | is also continuous and b b f (t) dt ≤ a a |f | (t) dt. note that if u ∈ Rn .1 on Page 352 that f ∈ R ([a. b] having values in Rn . vn ) . 15. b] → Rn is a continuous function and c ∈ [a. let v = e1 . recall from Theorem 10. This proves the lemma. v such that |v| = 1 and u · v = |u| .14) Suppose that f : [a. Therefore.15) x (t) = x0 + c f (s. if f is continuous on [a. Therefore. (15.1 Picard Iteration |f (t.15.4 on Page 233. If u = 0. x) . if f is a continuous vector valued function defined on [a. It only remains to prove the inequality. then f ∈ R ([a.3. f is continuous and bounded.7. Lemma 15.

letting t = c on both sides. c (15. x0 (s)) ds = x0 + c f (s. Lemma 15. Conversely.16) and so it suffices to study this integral equation. x1 (s)) − f (s. 2 2 KMf c |s − c| ds ≤ KMf (15.18) Continuing in this way leads to the following lemma.3 Let k ≥ 2. This proves the lemma.15) is equivalent to the integral equation (15. t xk (t) ≡ x0 + c f (s. Theorem 15. x0 )| : s ∈ [a. Then for any t ∈ [a. b] .the fundamental theorem of calculus. and if xk−1 (s) has been determined. Then for any t ∈ [a. x (t)) . then since f is continuous. Also. t x2 (t) ≡ x0 + c f (s. t x1 (t) ≡ x0 + c t f (s. It follows from this lemma that the initial value problem. b] . you begin with an initial function.368 LIMITS AND DERIVATIVES Proof: If x solves (15.16).7. t |x2 (t) − x1 (t)| ≤ c t |f (s. |xk (t) − xk−1 (t)| ≤ Mf K k−1 |t − c| . x0 )| ds ≤ Mf |t − c| . In this method. x ∈ Rn } . x0 ) ds. These definitions imply some simple estimates.3 on Page 353 can be used to differentiate both sides and obtain x (t) = f (t.2. integrate both sides from c to t obtaining (15. k! k (15. Let Mf ≡ max {|f (s.17) Now using this estimate and the Lipschitz condition for f . x1 (s)) ds.19) . The most famous technique for studying this integral equation is the method of Picard iteration . x0 (t) ≡ x0 and then iterate as follows. xk−1 (s)) ds. gives x (c) = x0 . b] . (15. |x1 (t) − x0 | ≤ t |f (s.16). if x is a solution of the initial value problem. x0 )| ds ≤ c t K |x1 (s) − x0 | ds ≤ |t − c| .

20). SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 369 Proof: The estimate has been verified when k = 2. xk (s)) ds − x0 + c f (s. Then if k > l. by the induction hypothesis.. {xk (t)}k=1 is a Cauchy sequence. denote by x (t) the point to which it converges. then for all t ∈ [a. |t − c| . then |xk (t) − xl (t)| < ε. b] . b] .15. ∞ there exists L such that if k. Assume it is true for k.7. it follows that for all ε > 0. This shows that for every ε > 0. b] .1 implies t t |xk+1 (t) − xk (t)| = x0 + c t f (s. is dominated by t ≤ c KMf K k−1 |s − c| ds k! k+1 k ≤ Mf K k This proves the lemma.4 For each t ∈ [a.7. the triangle inequality and the estimate of the above lemma imply k−1 ∞ |xk (t) − xl (t)| ≤ r=l ∞ r+1 |xr+1 (t) − xr (t)| ≤ ∞ r=l Mf r=l Kr |t − c| ≤ Mf (b − a) (r + 1)! (K (b − a)) (r + 1)! r (15.7. ∞ |x (t) − xl (t)| ≤ Mf r=l (K (b − a)) <ε (r + 1)! r (15. Then the Lipshitz condition on f and Lemma 15. (15. Letting k → ∞ in (15. xk+1 (s)) ds = c |f (s. (r+1)! a fact which is easily seen by an application of the ratio test. This proves the lemma. Proof: Pick such a t ∈ [a. Lemma 15. Since the right side of the inequality does not depend on t.21) whenever l is sufficiently large. |x (t) − xl (t)| < ε. (k + 1)! Lemma 15. In other words.7. ∞ Since {xk (t)}k=1 is a Cauchy sequence. r=0 (K(b−a)) .22) . xk (s)) − f (s. xk−1 (s))| ds t ≤ c K |xk (s) − xk−1 (s)| ds which. l > L. {xk (t)}k=1 is a Cauchy sequence. b]}) = 0. there exists L such that if l ≥ L.5 The function t → x (t) is continuous and l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a.20) ∞ r a quantity which converges to zero as l → ∞ due to the convergence of the series.

Then letting l be large enough that l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a. Then there exists a unique solution to the initial value problem.7. x (s)) − f (s. x (s))| ds t ≤ c K |xl (s) − x (s)| ds ε = ε.370 LIMITS AND DERIVATIVES Proof: Formula (15. x (s)) ds. xl (s)) − f (s. Therefore. . this verifies that t l→∞ t lim f (s.7.15). xl (s)) ds = c c f (s. xl (s)) ds − c t c f (s. assume x and x1 are two solutions to the initial value problem. This proves the existence part of the following theorem. Letting l be large enough that l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a.13) and (15.6 Let f satisfy (15.14). K (b − a) f (s. xk−1 (s)) ds f (s. x (s)) ds ≤ c |f (s. 3 ε By the continuity of xl . |x (s) − x (t)| ≤ |x (s) − xl (s)| + |xl (s) − xl (t)| + |xl (t) − x (t)| ≤ 2ε + |xl (s) − xl (t)| . b]}) < t t ε .2 it follows that t x (t) − x1 (t) = c (f (s. b] . It follows that x (t) = lim xk (t) k→∞ t = lim k→∞ x0 + c t f (s. b]}) < ε/3. x (s)) ds c = x0 + and so by Lemma 15. x is a solution to the initial value problem.7. Theorem 15.15). x1 (s))) ds.21). (15.the last term is dominated by 3 whenever |s − t| is small enough. Let ε > 0 be given and let t ∈ [a.22) was established above in (15.2. (15. Then by Lemma 15. This verifies continuity of t → x (t) and proves the lemma. Proof: It only remains to verify the uniqueness assertion. K (b − a) < K (b − a) Since ε is arbitrary.

x (s)) − f (s.7. Then this equation implies that for all such t. x1 (s))| ≤ t K |x (s) − x1 (s)| ds. Now suppose that t ≥ c. There are much simpler and better ways to obtain approximate solutions to differential equations than using Picard iteration. . x1 = x. But g (c) = 0 and so 0 ≥ g (t) ≥ 0. SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 371 Suppose first that t < c. The most primitive way of doing this is the Euler method. it follows that h (t) ≤ Kh (t) and so e−Kt h (t) ≤0 which means e−Kt h (t) − e−Kc h (c) ≤ 0. x1 (s))| |x (s) − x1 (s)| ds. x (s)) − f (s. it yields a method for finding the solution as well but it is never used this way. x = f (t. x) .7. Therefore. it follows that −g (t) = |x (t) − x1 (t)| and so −g (t) ≤ Kg (t) which implies 0 ≤ g (t) + Kg (t) and consequently.15. x (0) = x0 . But h (c) = 0 and so this requires t h (t) ≡ c |x (s) − x1 (s)| ds ≤ 0 and so x (t) = x1 (t) whenever t ≥ c. ≤K c Letting h (t) = t c |x (s) − x1 (s)| ds. Then t |x (t) − x1 (t)| ≤ c t |f (s. 0 ≤ eKt g (t) which implies integration from t to c gives 0 ≤ eKc g (c) − eKt g (t) . In principle. c |x (t) − x1 (t)| ≤ t c |f (s. Suppose you want to find the solution to the initial value problem. 15.2 Numerical Methods For Differential Equations The above considers a fundamental philosophical question about existence of solutions to the initial value problem. Letting g (t) = c t |x (s) − x1 (s)| ds. Hence g (t) = 0 for all t ≤ c and so x (t) = x1 (t) for these values of t. This proves uniqueness and establishes the theorem.

01 (0) = 1 Now y2 = 1 + (. T . xn + k2 2 2 hf (tn + h. h Noting that ti + h = ti+1 . y1 = 1 + . x (0) = x0 . where f satisfies the conditions given above for existence. If you used the step size . x) . T ] .01 + (. y500 = (1.001. Therefore. x (ti )) . 0. · · ·. How well does it work? In general. x (t) ≡ Example 15. It is customary to write xi instead of x (ti ) . there will be no pattern and you just have to iterate things till you get to the end. Euler’s method will be applied to an initial value problem whose solution is known. nT . Continuing this way. In the following example. xn + k1 2 2 1 1 hf tn + h. (15. the resulting function will be piecewise linear and hopefully will not be too far off. 413 159 102 576 6. x (0) = x0 . 042 which is pretty close. and using the pattern which is emerging. 5] using Euler’s method with a step size of . x0 is known because it is given. 2T . The correct answer is y = ex . This is done by a computer. Now from Euler’s method.01) .23) (15. x (0) = x0 .24) Now this can be used to find an approximate solution as follows. There are many methods and the detailed study of them is outside the scope of this book. You need a much better method than the Euler method if you want to solve ordinary differential equations.7 Solve the initial value problem y = y. x (ti + h) − x (ti ) = f (ti . Using x (t2 ) one used (15. y (0) = 1 for t ∈ [0. For t ∈ (tk . xn + k3 ) . Of course this was an easy example because it led to a pattern which was easy to apply. xn ) 1 1 hf tn + h.24) x (t1 ) = x0 + hf (0.01 and a step size of . you then n n n n n replace the derivative with a difference quotient as follows. this can be substituted back in to (15. 77 and this is the value which Euler’s method gives for y (5) . k1 k2 k3 k4 ≡ ≡ ≡ ≡ hf (tn .24) to find x (t3 ) and you continue doing this till you get x (tn ). h h This whole idea is based on approximating functions with their linear approximations locally. One of the most famous is the Runge Kutta fourth order method. this can be written more simply as x (ti+1 ) = x (ti ) + hf (ti .24) to find x (t2 ) = x (t1 ) + hf (t1 . Next.7.001.001) = 148. x (t1 )) . x (ti )) . Letting h = T and ti = ih. You split the time interval into n equal pieces.01) 1. From (15. (n−1)T . when you are working with numerical methods you test them on known examples and see how well they perform. Having found x (t1 ) .01) 500 2 = 144. tk+1 ) you define (tk+1 − t) (t − tk ) x (tk ) + x (tk+1 ) . To solve x = f (t. .01.01 = (1.01) 1 = 1. y3 = 1. 5000 you would have (1. Thus y (5) = e5 = 148. you do the following to go from tn to tn+1 . x0 ) . In general.372 LIMITS AND DERIVATIVES for t ∈ [0.

8 Exercises 1. f. The computer algebra system. 1] . 3. Thus the difference between the true solution and Euler solution is less than Ch. Show that in going from 0 to t1 .15.2 and compare with the true solution. y (0) = 1 on the interval [0. Consider the model problem y = y. y (0) = 0 so the differential equation does not depend on y. Even better schemes have been devised. the the the the 4. 6 This method is called fourth order because it can be shown that the difference between the true solution and this approximate solution is dominated by Ch4 where C is some constant independent of the choice of h.2 using the Euler method and compare with the true solution. xn ) . uses one such system which is a fifth order method. Show that if y = f (x) .the difference between the Euler solution and true solution is less than a constant times h2 . Now use the Runge Kutta method for h = . . Then EXERCISES 373 1 (k1 + 2k2 + 2k3 + k4 ) .2 and compare with the true solution. This xn+1 is the prediction. xn+1 ≡ xn + 15. Maple. Work the above model problem using the following method known as a predictor corrector method. Then xn+1 is the correction. Use h = . then the Runge Kutta method above reduces to Simpson’s rule for numerical integration. Assume anything you like about smoothness of the function. The important thing for you to realize at this point is that the initial value problem for an ordinary differential equation is a significant problem and it has been solved quite well. xn+1 = xn + h f (tn . x∗ n+1 2 ∗ where here x∗ n+1 = xn + hf (tn . Solve it numerically for h = . Now show how these errors add up and conclude Euler method is of order 1. xn ) + f tn+1 .8. 2.

374 LIMITS AND DERIVATIVES .

· · ·. Consider such a smooth curve having parameterization (x1 .1 Arc Length And Orientations The application of the integral considered here is the concept of the length of a curve. b] . 4. 3. b) . 5. 16. to be an approximation to the curve. The following picture illustrates what is meant by this. defined above are giving the coordinates of a point in Rn and the list of these functions is called a parameterization for the smooth curve. C. b]} . 375 . [a. xi (a + h) − xi (a) lim . · · ·. · · ·. b] → R such that the following conditions hold 1. The integral is used to define what is meant by the length of such a smooth curve. · · ·. b] . Such a direction is called an orientation. a = t0 < · · · < tn = b and letting pi = ( x1 (ti ). The functions. Note the natural direction of the interval also gives a direction for moving along the curve. xn (t)) . t → p (t) is one to one on (a. xi is continuous on [a. b] ⊆ R and functions xi : [a. C = ∪ {(x1 (t) . This is done by defining things in such a way that the more general concept reduces to the earlier notion. h→0+ h and xi (b) defined similarly as the derivative from the left. xn (t)) : t ∈ [a.Line Integrals The concept of the integral can be extended to functions which are not defined on an interval of the real line but on some curve in Rn . xi exists and is continuous and bounded on [a. Forming a partition of [a. For p (t) ≡ (x1 (t) . C is a smooth curve in Rn if there exists an interval. xn ) . 2. you could consider the polygon formed by lines from p0 to p1 and from p1 to p2 and from p3 to p4 etc. |p (t)| ≡ n i=1 |xi (t)| 2 1/2 = 0 for all t ∈ [a. First it is necessary to consider what is meant by arc length. b]. xn (ti ) ). with xi (a) defined as the derivative from the right. xi (t) . b] . The earlier treatment in terms of initial value problems will be made more rigorous here.

C. 1] . A parameterization for the line segment joining these two points is fi (t) ≡ tpi + (1 − t) qi . Does the definition of length given above correspond to the usual definition of length in the case when the curve is a line segment? It is easy to see that it does so by considering two points in Rn . The proof is somewhat technical so is given in the last section of this chapter. The answer to this question is that the length of the curve does not depend on parameterization. p and q. Would the same length be obtained if another parameterization were used? This is a very important question because the length of the curve should depend only on the curve itself and not on the method used to trace out the curve. You can see from the following picture that the polygonal approximation would appear to be even better and that as more points are added in the partition. the sum of the lengths of the line segments seems to get close to something which deserves to be defined as the length of the curve. t ∈ [0.376 LINE INTEGRALS p1       4 p2 4 4 4 4 4 p3   p0   Now consider what happens when the partition is refined by including more points. . p3 p1 p2   p0 Thus the length of the curve is approximated by n |p (tk ) − p (tk−1 )| . it is reasonable to expect this to be close to n |p (tk−1 )| (tk − tk−1 ) k=1 which is seen to be a Riemann sum for the integral b |p (t)| dt a and it is this integral which is defined as the length of the curve. k=1 Since the functions in the parameterization are differentiable.

b] → C and g : [c. If f ∼ g and g ∼ h. Imagine t is time and p (t) gives the location of a point in space. then f ∼ h. The symbol. b] → C is a parameterization of C. (16.1. t2 for t ∈ [−1.1. Consequently. You see that going from f to g corresponds to tracing out the curve in the opposite direction.6. 1] . they preserve the direction. d] → C be two parameterizations satisfying 1 . f −1 ◦ h = f −1 ◦ g ◦ g−1 ◦ h and so since both of these functions are increasing. f ∼ f.2 on Page 385 but the proof is mathematically fairly advanced so it is presented later.1) (16. To see (16. in the definition of a smooth curve that p (t) = 0.16. the length according to this definition is 1 0 n 1/2 (pi − qi ) i=1 2 dt = |p − q| . the point can stop and change directions abruptly. This is not hard to believe. If f ∼ g then g ∼ f .1.2) (16. ARC LENGTH AND ORIENTATIONS 377 Using the definition of length of a smooth curve just given. It is proved in Lemma 16. Definition 16. When the parameterizations are equivalent. Sometimes people wonder why it is required. which satisfy h ∼ f are called the equivalence class determined by f and those h ∼ g are called the equivalence class determined by g. It is also said that the two parameterization give the same orientation for the curve when f ∼ g. If f ∼ g then f −1 ◦ g is increasing.1. These two classes are called orientations of C. Now g−1 ◦ f must also be increasing because it is the inverse of f −1 ◦ g. then f and g are said to be equivalent parameterizations and this is written as f ∼ g. consider g (t) ≡ f ((a + b) − t) . The proof that curve length is well defined for a smooth curve contains a result which deserves to be stated as a corollary. Here is an example. the message is that there are exactly two directions of motion along a curve. either h ∼ g or h ∼ f . if h is a parameterization. producing a pointy place in C. ∼ is called an equivalence relation. and if f : [a.3) Proof: Formula (16. Example 16.2 If g−1 ◦ f is increasing. h. then if f −1 ◦ h is not increasing. Corollary 16.5.4 Graph the curve t3 .1.1 Let C be a smooth curve and let f : [a.1) is obvious because f −1 ◦ f (t) = t so it is clearly an increasing function. it follows f −1 ◦ h is also increasing. Then g−1 ◦ f is either strictly increasing or strictly decreasing. If p (t) is allowed to equal zero.2).1. In simple language.3). Now by Corollary 16. . of motion along the curve and this also shows there are exactly two orientations of the curve since either g−1 ◦ f is increasing or it is decreasing. This verifies (16. This proves the lemma. Lemma 16. Thus this new definition which is valid for smooth curves which may not be straight line segments gives the usual length for straight line segments. They give the direction of motion on C. If C is such a smooth curve just described. it must be the case that g−1 ◦ h is increasing. also a parameterization of C.3 The following hold for ∼. These parameterizations.1.

consider the following picture. Such a curve should not be considered smooth. each of which is called an “orientation”. orientation specifies a direction over which motion along the curve is to take place. The pair of concepts consisting of the set of points making up the curve along with a direction of motion along the curve is called an oriented curve. t = x1/3 and so y = x2/3 . it is called a force field.2.2 Line Integrals And Work Let C be a smooth curve contained in Rp . This is new. x (t + h) − x (t) ≈ x (t) h where the wriggly equal sign indicates the two quantities are close. In the notation of Leibniz. one writes dt for h and dW = F (x (t)) · x (t) dt . C is an “oriented curve” if the only parameterizations considered are those which lie in exactly one of the two equivalence classes. Also. F on an object which moves from the point x (t) to the point x (t + h) along the straight line shown would equal F·(x (t + h) − x (t)) . Thus the graph of this curve looks like the picture below. Thus.1 Suppose F (x) ∈ Rp is given for each x ∈ C where C is a smooth oriented curve and suppose x → F (x) is continuous. In order to define what is meant by the work. provided h is small. Note the pointy place. A curve. in the direction determined by the given orientation of the curve will be defined.    F(x(t))          x(t) x(t + h) In this picture. In the case that F (x) is a force. It is reasonable to assume this would be a good approximation to the work done in moving along the curve joining x (t) and x (t + h) provided h is small enough.378 LINE INTEGRALS In this case. Next the concept of work done by a force field. In simple language. Definition 16. Earlier the work done by a force which acts on an object moving in a straight line was discussed but here the object moves over a curve. The mapping x → F (x) is called a vector field. F on an object as it moves along the curve. the work done by a constant force. it specifies the order in which the points of C are encountered. C. 16.

dt 379 Defining the total work done by the force at t = 0.16. to equal zero. Then x (t) = q − p and F (x (t)) = F. the new definition adds to but does not contradict the old one. Therefore. . Then since φ is increasing. this is called the line integral. b] and as t goes from a to b.2. Definition 16. 1] be a parameterization for this oriented curve. x is one of the allowed parameterizations of C in the given orientation of C. [a. Then the work done is F · (q − p) . this will show up as the work being negative. Regardless the physical interpretation of F.2. the work would satisfy the following initial value problem. the above definition yields 1 F · (q − p) dt = F · (q − p) . d] → C is another allowed parameterization.2. the line integral measures the extent to which the motion over the curve in the indicated direction is aided by the force. Thus g−1 ◦ f is an increasing function. d b F (g (s)) · g (s) ds = c b a F (g (φ (t))) · g (φ (t)) φ (t) dt b = a F (f (t)) · d g g−1 ◦ f (t) dt dt = a F (f (t)) · f (t) dt. the straight line in the direction from p to q. W (a) = 0. is well defined in the sense that every parameterization in the given orientation of C gives the same value for C F · dR. Does the concept of work as defined here coincide with the earlier concept of work when the object moves over a straight line when acted on by a constant force? Let p and q be two points in Rn and suppose F is a constant force acting on an object which moves from p to q along the straight line joining these points. If the net effect of the force on the object is to impede rather than to aid the motion.3 The symbol. x (t) moves in the direction determined from the given orientation of the curve.2 Let F (x) be given above. In other words. When F is interpreted as a force. corresponding to the first endpoint of the curve. dW = F (x (t)) · x (t) . dt This motivates the following definition of work. there is an interval. 0 Therefore. C F · dR. dW = F (x (t)) · x (t) . φ. Is the same thing obtained from the above definition? Let x (t) ≡ p+t (q − p) . Proof: Suppose g : [c. Theorem 16. This proves the theorem. Then the work done by this force field on an object moving over the curve C in the direction determined by the specified orientation is defined as b F · dR ≡ C a F (x (t)) · x (t) dt where the function. LINE INTEGRALS AND WORK or in other words. t ∈ [0.

F (x. 4. 3] the position of an object is given by r (t) = ti + tj + tk.3 Exercises 1. F (x. y. If f and g are both increasing functions. Assume anything you like about the domains of the functions. F (x. Suppose for t ∈ [0.4 Suppose for t ∈ [0. Suppose for t ∈ [0. 5. y. −2 sin (2t) . y. this equals the following integral. Also suppose there is a force field defined on R3 . π] the position of an object is given by r (t) = ti + cos (2t) j + sin (2t) k. C. .380 LINE INTEGRALS Example 16.1 · (1. z) ≡ yzi + xzj + xyk. Here is a vector field. Find C F· dR. 3. Also suppose there is a force field defined on R3 . Taking the dot product. Also suppose there is a force field defined on R3 . show f ◦ g is an increasing function also. π 2t cos 2t − 2 (sin 2t) t2 + 2 cos 2t dt = π 2 0 16. 2. 2yz and here is the parameterization of a curve. Suppose for t ∈ [0. t) where t goes from 0 to π/4. Find F · dR C where C is the curve traced out by this object which has the orientation determined by the direction of increasing t. 2 sin 2t.2. z) ≡ 2xyi + x2 j + k. F (x. 2π] the position of an object is given by r (t) = ti + cos (2t) j + sin (2t) k. Find F · dR C where C is the curve traced out by this object which has the orientation determined by the direction of increasing t. z) ≡ zi + xzj + xyk. x + z 2 . Find F · dR C where C is the curve traced out by this object which has the orientation determined by the direction of increasing t. the y in the formula for F with cos (2t) and the z in the formula for F with sin (2t) because these are the values of these variables which correspond to the value of t. 1] the position of an object is given by r (t) = ti + tj + tk. Also suppose there is a force field defined on R3 . Repeat the problem for r (t) = ti + t2 j + tk. y. y. z) ≡ 2xyi+ x2 + 2zy j+ y 2 k.t2 . To find this line integral use the above definition and write π F · dR = C 0 2t (cos (2t)) . R (t) = (cos 2t. 2 cos (2t)) dt In evaluating this replace the x in the formula for F with t. Find F · dR C where C is the curve traced out by this object which has the orientation determined by the direction of increasing t. Repeat the problem for r (t) = ti + t2 j + tk.

the radius of curvature is large. In case T (s) = 0. Let F (x. In particular. y (t) . κ (s) in the above lemma is called the curvature. Therefore. m on a curve with parameterization. In the case where |T (s)| = 0 near the point of interest. showing the scalar valued function is (s)| κ (s) = |T (s)| . the vector. The plane determined by the two vectors. In this section. Proof: First. yields T · T + T · T = 0 which shows T · T = 0.4. B (s) ≡ T (s) × N (s) is called the binormal. κ (s) = 0 and the radius of curvature would be considered infinite. y (t) . T. b] . T (s) equals a constant and so the space curve is a straight line which it would be supposed has no curvature. a person riding a roller coaster. y (t) . Therefore. y. the vector. They are moving over some sort of curve in three dimensions.4. z (t)) for t ∈ [a. there is no special direction normal to the curve at such points which could be distinguished from any other direction normal to the curve. Thus at points where there is a lot of curvature. N (s) is called the principal normal. T and N is called the osculating plane. from the fundamental theorem of calculus. z (t)) · (x (t) .16. Hint: b F (x (t) . s . s = 0 |R (r)| dr because of the definition of arc length. κ (s) with T (s) = κ (s) N (s) . assume anything about smoothness and continuity to make the following manipulations valid. 1 The radius of curvature is defined as ρ = κ . 16.4. a etc. This proves the lemma.2 The vector.4 Motion On A Space Curve A fly buzzing around the room. the principal normal is undefined in this case. the radius of curvature is small and at points where the curvature is small. z (t)) · (x (t) . T (s) is called the unit tangent vector and the vector. N (s) perpendicular to T (s) and a scalar valued function. Note also that it incorporates an orientation on the curve because there are exactly two ends you could begin measuring length from. Therefore. Lemma 16.1 Define T (s) ≡ R (s) . MOTION ON A SPACE CURVE 381 6. This is known as the parameterization of the curve in terms of arc length. then there exists a unit vector.When T (s) = 0 so the principal normal is defined. Also. Definition 16. z (t)) dt = a b m (x (t) . and a satellite orbiting the earth all have something in common. This makes sense because if there is no curving going on. (x (t) . assume that R exists and is continuous. y (t) . Show directly that the work done equals the difference in the kinetic energy. y (t) . z) be a given force field and suppose it acts on an object having mass. z (t)) dt. 1 = |R (s)| = |T (s)| . T let N (s) = |T (s) and so T (s) = |T (s)| N (s) . It identifies a particular plane which is in a sense tangent to this space curve. The function. Denote by R (s) the function which takes s to a point on this curve where s is arc length. Thus R (s) equals the point on the curve which occurs when you have traveled a distance of s along the curve from one end. T is perpendicular to the vector. Thus it measures the rate at which the curve twists. T · T = 1 and so upon differentiating this on both sides. The binormal is normal to the osculating plane and B tells how fast this vector changes. In the case where |T (s)| = 0. Then |T (s)| = 1 and if T (s) = 0.

none of this is defined because in this case there is not a well defined osculating plane.B (s) · B (s) + B (s) · B (s) = 0 showing that B is perpendicular to B also. thus N = = B ×T+B×T τ N × T+κB × N. It is a remarkable result because it says that from knowledge of the two scalar functions. N. τ is called the torsion.4 (Serret Frenet) Let R (s) be the parameterization with respect to arc length of a space curve and T (s) = R (s) is the unit tangent vector. Proof: κ ≥ 0 because κ = |T (s)| . s R0 because R (s) = T (s) and so R (s) = R0 + 0 T (r) dr. B is given to form a right handed system of unit vectors each perpendicular to the others. Now recall that T is a multiple called curvature multiplied by N so the vectors. This is an important example of a system of differential equations in R9 . Thus N × T = −B and B × N = −T. The conclusion of the following theorem is called the Serret Frenet formulas. the following situation is obtained. Therefore. B forms a right handed system of unit vectors each of which is perpendicular to every other. Thus a value of t would correspond to a point on this curve and you could let B (t) . τ (s) such that B = τ N. B must be a multiple of N. There are two vectors. T = κN.3 Let R (s) be a parameterization of a space curve with respect to arc length and let the vectors. Then you can see that any two vectors which are perpendicular to this plane must be multiples of each other. and principal normal at this point of the curve. It is just the solution of an initial value problem of the sort discussed earlier. hence perpendicular to the plane determined by them. especially in applications. B is either zero or is perpendicular to T. Then B = T × N and there exists a scalar function. N. unit tangent. B must be some scalar multiple of N and it is this multiple called τ . N = −κT − τ B where κ is the curvature and is nonnegative and τ is the torsion.4. you can reconstruct the entire space curve starting at some point. Take a piece of paper. But also. Suppose |T (s)| = 0 T so the principal normal. from the definition of B. unit tangent. Lets go over this last claim a little more. Then the following system of differential equations holds in R9 . you deal with a space curve which is parameterized by a function of t where t is time. T. T and N have the same direction and B = T × N . T and B which are perpendicular to each other and both B and N are perpendicular to these two vectors. N (s) = |T (s) is defined. and N are vectors which are functions of position on the space curve. and B be as defined above. T. and N when s = 0 you can obtain the binormal. B is a vector which is perpendicular to both vectors. Thus B = τ N as claimed. The vectors. Therefore. The first two equations are already established. draw two unit vectors on it which are perpendicular.4. B is a right hand system. τ and κ. N. . Therefore. and principal normal vectors. The binormal is the vector B ≡ T × N (s)| so T. and initial values for B. The scalar function. In case T = 0. This establishes the Frenet Serret formulas.) Now take the derivative of this expression. To get the third.382 LINE INTEGRALS Lemma 16. Differentiating this. T and B and since this is in three dimensions. Often. T (t) . note that B × T = N which follows because T. Having done this. Proof: From the definition of B = T × N. B. (Use your right hand. Now recall again that T. B is a unit vector and so B (s) · B (s) = 0. B = τ N. The following example is typical. Later it will be done algebraically but for now. and you can differentiate both sides and get B = T × N + T × N . T. N. and N (t) be the binormal. Theorem 16.

4. Recall that B = τ N where the derivative on B is taken with respect to arc length. κ (t) . s (t) .4. Corollary 16.6 Let R (t) be a space curve and denote by v (t) the velocity. T ] . t ds dt = v which implies . T (t) . find the arc length. the curvature. Here t ∈ [0. dt dt ds dt dt Proof: T = dR = dR ds = v ds . Note the curvature is constant in this example. Then v = vT and a = dv T + κv 2 N. Therefore. The final task is to find the torsion. MOTION ON A SPACE CURVE 383 Example 16. Now the tangent vector is dR dR dt 1 R (t) = =√ ds dt ds a2 + b2 1 √ ((−a sin t) i + (a cos t) j + bk) 2 + b2 a 1 ((b sin t) i−b cos tj + ak) + b2 a cos t a2 +b2 2 Now the curvature. An important application of the usefulness of these ideas involves the decomposition of the acceleration in terms of these vectors of an object moving over a space curve. the binormal. N (t) . s = 0 v (r) dr and so ds dt 1 = v . the principal normal. B (s) = = = 1 dt ((b cos t) i+ (b sin t) j) 2 ds +b 1 ((b cos t) i+ (b sin t) j) a2 + b2 τ (− (cos t) i − (sin t) j) = τ N √ a2 and it follows −b/ a2 + b2 = τ . B (t) . remembering that t is a function of s. Also. The arc length is s (t) = 0 obtained using the chain rule as T = = The principal normal: dT ds = = and so N= The binormal: B = = √ √ 1 2 + b2 a a2 i −a sin t − cos t j k a cos t b − sin t 0 dT dt dt ds 1 ((−a cos t) i + (−a sin t) j + 0k) a2 + b2 dT dT / = − ((cos t) i + (sin t) j) ds ds t √ a2 + b2 dr = √ a2 + b2 t.16.the unit tangent vector. T = v/v which implies v = vT as claimed. v (t) = R (t) and let v (t) ≡ |v (t)| denote the speed and let a (t) denote the acceleration. τ (t) .5 Given the circular helix. R (t) = (a cos t) i + (a sin t) j + (bt) k. κ (t) = dT ds = + a sin t a2 +b2 2 = a a2 +b2 . Therefore.4. and the torsion.

8.4. κ = |T (t)| /v = dv v2 T + v 2 κN = N. 2. (−2. This is unfortunate when it occurs but you can sometimes find a parametric description of such curves. 1) is obtained from (1. N points from the object toward the center of the circle because it is a positive multiple of the vector. This follows from the above quite easily. 5) . dt r The vector. it is possible to give an important formula from physics. 3. It follows v rt v v t . Thus. y.384 LINE INTEGRALS Now the acceleration is just the derivative of the velocity and so by the Serrat Frenet formulas. . (x. z) = (3. − v sin v t . 4) . Find a parametrization for the intersection of the plane 3x + y + z = −3 and the circular cylinder x2 + y 2 = 1. Also note that from the above. Suppose an object orbits a point at constant speed. The parameterization of the object which is as described is R (t) = r cos Therefore. Example 16. 4 + t) where t ∈ [0. 5) − (3. y.8 Find a parametrization for the straight line joining (3. The vector. 2 + 8t. a = = dv dT T+v dt dt dv dT dv T+v v= T + v 2 κN dt ds dt Note how this decomposes the acceleration into a component tangent to the curve and one |T | which is normal to it. This yields z = 2x2 − x + 3. 4) + t (−2. r sin t r r v rt . 8.7 Find a parameterization for the intersection of the surfaces y + 3z = 2x2 + 4 and y + 2z = x + 1. Find a parametrization for the intersection of the planes 2x + y + 3z = −2 and 3x − 2y + z = −4. You need to solve for x and y in terms of x. 10. 2. 1) = (3 − 2t. r r r r Sometimes curves don’t come to you parametrically. −t + 3 + 2t2 . Find a parametrization for the intersection of the plane 4x + 2y + 3z = 2 and the elliptic cylinder x2 + 4z 2 = 9. Now you should check to see this works. v. 2. − v sin r v rt . − v cos v t . y = −4x2 + 3x − 5. 16. v |T | T (t) = v 2 κN and so v = κ |T | and N = T (t) |T | From this. z) = t. T = − sin 1 r . 2.5 Exercises 1. Note where this came from. 4) and (1.4. letting t = x. cos v rt and T = − v cos r . Therefore. a= Example 16. . 1] . What is the centripetal acceleration of this object? You may know from a physics class that the answer is v 2 /r where r is the radius. −4t2 − 5 + 3t. the parameterization is (x. 10.

if t = 0 is taken to correspond to s = 0. b] such that tn → t but φ (tn ) fails to converge to φ (t) . 2. 9. s as a function of the parameter.6.16. INDEPENDENCE OF PARAMETERIZATION 4. d] be one to one and suppose φ exists and is continuous on [a.5.7. b] because then the final claim follows from Lemma 5. Find the arc length. b) from the conditions f and g satisfy. 16. Therefore. φ is either strictly increasing or strictly decreasing. Let R (t) = e5t i+e−5t j+5 2tk. Let R (t) = 2i + (4t + 2) j + 4tk. b] .4 on Page 94. By Lemma 5. for some ε > 0 there 1 Recall that all continuous functions of this sort are Riemann integrable. d b f (s) ds = c a f (φ (t)) φ (t) dt s Proof: Let F (s) = f (s) . Find the arc length. g : [c. t.6. 7. would the same answer be obtained? Theorem 16. Find the arc length. the length of C is defined as |p (t)| dt a If some other parameterization were used to trace out C. then there exists a sequence. If φ is not continuous on [a.6. b] . b] → [c.3 on Page 117. b] was a parameterization of a smooth curve. b] → C. b] . 385 5.) Then the first integral equals F (d) − F (c) by the fundamental theorem of calculus. φ ≤ 0 and the second integral equals b a − a f (φ (t)) φ (t) dt = b d (F (φ (t))) dt dt = F (φ (a)) − F (φ (b)) = F (d) − F (c) . d] → C be parameterizations of a smooth curve which satisfy conditions 1 .6 Independence Of Parameterization b Recall that if p (t) : t ∈ [a. Proof: It is obvious φ is 1 − 1 on (a. Is the force acting on the object a continuous function? Explain. if t = 0 is taken to correspond to s = 0. It only remains to verify continuity on [a. Find a parametrization for the straight line joining (1. b] which is Riemann integrable1 . b] . (For example. The case when φ is increasing is similar. . Let R (t) = (cos t) i + (cos t) j + 2 sin t k. Find a parametrization for the intersection of the surfaces 3y + 3z = 3x2 + 2 and 3y + 2z = 3. An object moves along the x axis toward (0. s as a function of the parameter.15. t. Then φ (t) ≡ g−1 ◦ f (t) is 1 − 1 on (a. 4. b) . √ 6. Suppose φ is strictly decreasing. and either strictly increasing or strictly decreasing on [a. Lemma 16.1 Let φ : [a. C. 0) and then along the curve y = x2 in the direction of increasing x at constant speed. Therefore. {tn } ⊆ [a. let F (s) = a f (r) dr. 4) .2 Let f : [a. This proves the theorem. 1) and (−1. Then if f is a continuous function defined on [a. √ 8. if t = 0 is taken to correspond to s = 0. t. Then φ (a) = d and φ (b) = c. continuous on [a. s as a function of the parameter.

4) Now letting s = φ (t) for s ∈ I. s.1. b] → C and g : [c. φ(b−δ) b−δ |g (s)| ds = φ(a+δ) a+δ b−δ |g (φ (t))| φ (t) dt |f (t)| dt. by Theorem 16. b − δ]) ⊂ (c. Also. b − δ] and is continuous there. As in Theorem 8. this shows φ exists on [a + δ. a contradiction. f (t) = g (s) and so in particular. Now f (t) = g◦ g−1 ◦ f (t) = g (φ (t)) and it was just shown that φ is a continuous function on [a − δ. φ (t) = hi (fi (t)) fi (t) = hi (gi (s)) fi (t) = fi (t) gi (φ (t)) (16. gi is either strictly increasing or strictly decreasing. Let s0 ∈ φ ([a + δ. (See Theorem 14. Theorem 16. gi (s) (16. Consequently. By continuity of gi .386 LINE INTEGRALS exists a subsequence. d] .9. 1 hi (gi (s)) = . gi (s) = fi (t) . b] and letting δ → 0+ in the above. Then by assumption 4. Therefore. Proof: Let C be the curve and suppose f : [a.) there is a further subsequence.3 The length of a smooth curve is not dependent on parameterization. Is it true that a |f (t)| dt = c |g (s)| ds? Let φ (t) ≡ g−1 ◦f (t) for t ∈ [a. for s ∈ I. an open interval. d] → C both satisfy b d conditions 1 .5. The decreasing case is handled similarly. Therefore. Thus g−1 ◦ f (tn ) → s and still tn → t. it follows t ∈ J1 .1. it follows gi (s) = 0 for all s ∈ I where I is an open interval contained in [c. of [c. g . Therefore. yields d b |g (s)| ds = c a |f (t)| dt and this proves the theorem. for t ∈ J1 . b] . still denoted by n such that |φ (tn ) − φ (t)| ≥ ε. d] which is not equal to φ (t) . Then by the above lemma φ is either strictly increasing or strictly decreasing on [a. Using the sequential compactness of [c. this implies that for s ∈ I.5 on Page 347. b + δ] . Since s0 is arbitrary.6 on Page 151. and f on [a. d] which contains s0 . an open interval containing φ−1 (s0 ) .6. s = hi (fi (t)) = φ (t) and so. b]. gi (s0 ) = 0 for some i. Suppose for the sake of simplicity that it is strictly increasing. φ is continuous as claimed. the continuity of f and g imply f (tn ) → g (s) and f (tn ) → f (t) . It follows that on this interval. J ≡ gi (I) is also an open interval and you can define a differentiable function.6. hi : J → I by hi (gi (s)) = s. for s and t related this way. a+δ = Now using the continuity of φ. g (s) = f (t) and so s = g−1 ◦ f (t) = φ (t) . still denoted by n such that {φ (tn )} converges to a point. d) . It follows f (t) = g (φ (t)) φ (t) and so. Therefore.5) which shows that φ exists and is continuous on J1 . .

m The weight of this mass. Consider a garage door spring. A major consideration was the careful definition of arc length of a circle and showing the radian measure of an angle is well defined. to the bottom end of the spring as shown in the following picture. the distance formula. These springs exert a force which resists extension. what are some things the circular functions are good for? This chapter is devoted to these questions. m. This involved similar triangles and such notions. this yields my + ky = 0. the only thing necessary do calculus is the concept of completeness and a way to measure distance. Therefore. mg = kl. Is it possible to define the circular functions beginning with these things instead of dragging in all that plane geometry? Also. the restoring force exerted by the spring is of the form kz where k is some constant which depends on the spring. Attach such a spring to the ceiling and attach a mass. Then Newton’s second law along with Hooke’s law imply my = k (l − y) − mg and since kl − mg = 0. It does not have to be a small elephant. Thus the acceleration of the spring would be y . It has been experimentally observed that as long as the extension. there is a physical motivation for the circular functions. mg. moving the bottom end of the spring downward a distance l where the upward force exerted by the spring exactly balances the downward force exerted on the mass by gravity. The extension of the spring in terms of y would be (l − y) . Now let y be the displacement from this equilibrium position of the bottom of the spring with the positive direction being up.) This is known as Hooke’s law which is the simplest model for elastic materials. To begin with. (It would be different for a slinky than for a garage door spring. z. You recall the important role of plane geometry in defining them. On the other hand. is a downward force which extends the spring. 387 . of such a spring is not too great. Any mass will do.The Circular Functions Again The circular functions have already been discussed.

(2n!) (2n + 1)! n=0 ∞ (17. Remember. y.4 on Page 133 the expression (x ) ω 2 (x) + 2 2 2 2 must equal a constant.3) that C (t) satisfies the following initial value problems.2). The following theorem gives the necessary existence and uniqueness results. To establish the existence of a solution. you can define functions in terms of power series. z (0) = y0 . y (a) = y1 .1) is the function. Theorem 17.4 There exists exactly one function. z (t) = y0 C (ωt) + y0 S (ωt) . Based on physical reasoning just presented.0. . (17.388 THE CIRCULAR FUNCTIONS AGAIN Dividing by m and letting ω 2 = k/m yields the equation for undamped oscillation. S (t) ≡ (−1) . Therefore. x (t) = 0 and so z (t) = y (t) .3) Using the ratio test. y (t) ≡ z (t − a). (17.6 again to write 2 2 d (x ) ω 2 (x) + = 0. Now multiply both sides of the differential equation by x and use Theorem 6. let z (t) ≡ y (t + a) . although it is sometimes done. y + ω 2 y = 0. there should be a solution to this equation. C (0) = 1. The quantity which is a constant in the above proof of uniqueness is sometimes referred to as the energy.1) if and only if z solves z + ω 2 z = 0. Then y solves (17. z (0) = y1 . Therefore. Then let x = z − y and use Theorem 6. y (a) = y0 .6 to conclude x satisfies the following initial value problem. Suppose both z and y are solutions to the problem (17. C + C = 0.8.1). It is the displacement of the bottom end of a spring from the equilibrium position. C (0) = 0. x (a) = x (a) = 0.2) Now let C (t) ≡ n=0 ∞ (−1) n t2n t2n+1 n .2. x + ω 2 x = 0. It follows immediately from (17.1) Proof: First consider the question of uniqueness. which satisfies the following initial value problem. However this expression equals zero when t = a and so it must be zero for all t. it is not enough to base questions of existence in mathematics on physical intuition. dt 2 2 By Corollary 6. However.4) Consider the function.) Then you see right away using the theorem about differentiation of power series that S (t) = C (t) and C (t) = −S (t) . It follows from the chain rule and what ω was just observed about S and C that z solves (17. This proves the uniqueness part.2. (17. our solution to (17. in particular. y + ω 2 y = 0. you see both series in the above converge for all t ∈ R. (Of course you know what these series are already but you don’t need to know this for the purposes of this presentation.

By the Theorem 17. y (x) = C + S.5) (17.4.10) Proof: To verify (17. S (0) = 0.4) consider the function. (17. Then y +y =C and y (0) = C (0) + S (0) = 0 + 0 = 0. These properties will be obtained directly from the initial value problems they satisfy. S (t) is the solution to the initial value problem S + S = 0. 2 2 24 x− (17. The second half of (17. m and the function would be the displacements from equilibrium of the bottom of the spring when initially it is raised one unit above the equilibrium point and released with zero velocity.7) (17. k would be equal in magnitude to the mass. 6 x2 x2 x4 1− ≤ C (x) ≤ 1 − + . this would have the spring constant.9) (17.6) These conditions in (17. Now multiply by C and use Theorem 6. C (x − y) = C (x) C (y) + S (x) S (y) . The second of these functions. y (0) = S (0) − C (0) = 1 − 1 = 0. Thus by Theorem 17.4) is proved similarly only this time consider y (x) = S (x) − C (x) . For x ≥ 0.4 again y (x) = 0.5) use the initial value problem satisfied by C to write C + C = 0. In addition. x3 ≤ S (x) .0. Theorem 17. the spring constant. while y (0) = C (0) + S (0) = −C (0) + C (0) = 0.8) (17.389 In terms of the spring. S (−t) = −S (t) .0.5 The functions C and S satisfy the following properties. k equal in magnitude to the mass. To verify (17. y (x) = 0. C 2 (t) + S 2 (t) = 1. S (x + y) = S (x) C (y) + C (x) S (y) . another proof is given of Property (17. m and the function would be the displacements from equilibrium of the bottom of the spring when initially it is at the equilibrium point and moving upward with unit speed. It will be shown that y solves the differential equation and the initial condition.6 to obtain d dt (C (t)) (C (t)) + 2 2 2 2 +C +S +S =0 =0 .2. S (0) = 1. The next theorem is on properties of these functions. C and S.0. C (−t) = C (t) . In terms of the spring.4) which is based on the initial value problems satisfied by the functions rather than the differentiation theorem for power series.6) say that S is odd and C is even because the property of being odd or even is defined in terms of these equations.

By Corollary 6. This proves the first part of (17. ∞). Therefore. Also y (0) = S (y) − S (y) = 0 and y (0) = C (y) − C (y) = 0. Therefore. u (x) ≥ 0 for all x ≥ 0 and this shows the top half of (17.10). Then by Theorem 6. it follows y (t) = 0. Therefore. c.0. Let z (x) = C (x) − 1 − x2 2 2 2 . Then u (0) = 0 and x3 + S (x) ≥ 0 6 u (x) = −x + by (17.9). Also using Theorem 6. Now let u (x) = 1 − x 2 2 ≥ 0 for all x ≥ 0.2. Then z (0) = 0 and z (x) = −S (x) + x ≥ 0 so by Corollary 6.6).8.8. it follows y (x) = 0 proving (17.5. Then from (17. fix y and let y (x) = S (x + y) − (S (x) C (y) + S (y) C (x)) . Let y (t) = S (−t) + S (t) . it follows that z (x) = C (x) − 1 − proving the bottom half of (17.8. by Theorem 17.390 and so THE CIRCULAR FUNCTIONS AGAIN (C (t)) (C (t)) + =c 2 2 for some constant.10).7). To verify (17.8. Let w (x) = x − S (x) . Now the initial conditions for C imply this constant.5. The second part is similar. Then y (0) = 0 and so by Corollary 6. y (x) = C (x + y) − (C (x) C (y) − S (y) S (x)) and y (x) = −S (x + y) − (−S (x) C (y) − S (y) C (x)) so y + y = 0.10) other properties of C and S related to their periodic behavior may be obtained. yields (17. y (t) = S (−t) + S (t) and so y + y = 0.4). This brings us to the estimates.5).8) is completely similar and is left as an exercise. . by Corollary 6. With (17.9) and (17. This proves + x 24 4 − C (x) .4. Then by Theorem 17.6 again. . c equals 1/2. it follows that w is increasing on [0.2.7).5 on Page 133.0.9). Using C = −S. Then w (0) = 0 and w (x) = 1 − C (x) ≥ 0. Now let y (x) = S (x) − x − y (x) = C (x) − 1 − x2 2 ≥0 x3 6 x 6 3 x2 2 ≥ 0 for all x ≥ 0.5on Page 133.4. The proof of (17. it follows that y (x) = S (x) − x − (17.6 y (t) = −S (−t) + S (t) and so y (0) = 0 and y (0) = −1 + 1 = 0. w (x) ≥ 0 which shows that x − S (x) ≥ 0.

2 4 C (x) = −S (x) ≤ −x + x2 x3 = (−x) 1 − 6 6 <0 showing that C is strictly decreasing on this interval because of Corollary 6. P ) and 2 C P = 0. P/2) because S (x) = C (x) and C (x) > 0 on (0. P ] because its derivative. Therefore. S (x + 2P ) = S (x) . S (t)) is one to one for t ∈ [0. There is only one such number because for x ∈ (0. By the intermediate value theorem there exists a number. 3P/2] . S is strictly decreasing on [P/2. P ] . S (t2 ) ≤ 0 and so S (t1 ) ≤ 0. Now consider what happens on the interval. Points on this interval are of the form. P/2) . P/2) while S (x + P/2) = S (x) C (P/2) + S (P/2) C (x) = C (x) ≥ 0. Furthermore. Now if r (t1 ) = r (t2 ) for t2 ∈ (3P/2. Recall.(17. 2P ) and C (t) = cos t while S (t) = sin t for t given in radians and P = π where 2π is the circumference of the unit circle.391 Theorem 17. Also this shows that r (t) is one to one for t ∈ [0. Also C is strictly decreasing on this interval because its derivative.7). It only remains to verify that C and S are periodic of period 2P. If r (t1 ) = r (t2 ) for t1 ∈ [0. P/2).5).0. From (17. C (x + P/2) = C (x) C (P/2) − S (x) S (P/2) = −S (x) ≤ 0. Now S (t1 ) = S (t2 ) < 0 which can’t happen for t1 ∈ [0. P ] . C (x + 2P ) = C (x) . [P/2. Since C is strictly decreasing on the interval [0. This proves the first part of the theorem. from (17. > 0 if x ∈ (0. S (P ) = S (P/2) C (P/2) + S (P/2) C (P/2) = 0 C (P ) = C (P/2) C (P/2) − S (P/2) S (P/2) = −1. r is one to one on [0. Therefore. S (x + 2P ) = S (x + P ) C (P ) + C (x + P ) S (P ) = −S (x + P ) = − [S (x) C (P ) + C (x) S (P )] = S (x) .8).6. C is negative on (P/2. P ) . then C (t1 ) = C (t2 ) and S (t1 ) = S (t2 ) . . It follows that r is one to one on [0. 2p) and t1 ∈ [0. P ] it follows that r is one to one on [0. use the same arguments to verify that C and S are strictly increasing and C (2P ) = 1 while S (2P ) = 0. use similar arguments to verify that S is strictly decreasing and that C is strictly increasing and that S (3P/2) = −1 while C (−3P/2) = 0. First consider the claim that S and C are 2P periodic. P/2] . This means that for 2 all x ∈ R. both C and S are periodic of period 2P. < 0 if x ∈ (0. that P = π. 2 3 C (1) = 1 > 0.6 There exists a positive number. r (t) ≡ (C (t) . P/2) . 2) . In going from 3P/2 to 2P. P/2 ∈ (0.6).8.10) that C (2) < 0 because C (2) ≤ 1 − 2 + 24 = − 1 < 0. P such that C (x) > 0 on [0. S (P/2) = 1. and that C = cos while S = sin. In going from P to 3P/2. P ] and t2 ∈ [P. x + P/2 where x ∈ [0. 2P ). P/2] . Therefore. Therefore. 3P/2] . −S is negative on (P/2. S is increasing on (0. 3P/2] . In addition to this. C (t1 ) = C (t2 ) > 0 and so. 2 Proof: From (17. and (17. t1 ∈ [0. P/2] . 2) such that C (P/2) = 0. P ). But S (t1 ) ≥ 0 and so t1 = P = t2 . Also the function.

0) and continuing around the unit circle till (1. S(t))         t     Thus. this involves starting at (1. so this gives an alternate way of defining the circular functions. y + ω 2 y = 0. 17. Note that this finishes off all the trig identities as well thanks to the previous theorem. The solution to this is just A (t) = t and so the length of this path traced out by r is just s. Now it remains to verify the other assertions. Since r is one to one on (0.1 The Equations Of Undamped And Damped Oscillation With the circular functions. A (0) = 0. r (t) = (C (t) .11) . Therefore. drawing a right triangle with the radius of the circle as its hypotenuse and t the angle just described. S (t)) is a point on the unit circle. (C(t). S (t)) is the point on the unit circle which is at a distance of t measured along an arc which starts at (1. s] is given by A (s) where A solves the initial value problem. 2P ] is just 2P but from the above discussion. Now the length of the curve traced out by r for t ∈ [0. THE CIRCULAR FUNCTIONS AGAIN C (x + 2P ) = C (x + P ) C (P ) − S (x + P ) S (P ) = −C (x + P ) = − [C (x) C (P ) − S (x) S (P )] = C (x) . y (0) = y0 .1. No reference was made to plane geometry. P = π. This proves the theorem. This equation resulted from the oscillations of a heavy weight on a spring but it occurs in many other physical contexts also. A (t) = (C (t)) + (S (t)) = 2 2 S 2 (t) + C 2 (t) = 1.5). just the definition of distance along with the notion of arc length. 2P ) . Theorem 17. 0) . y + ω 2 y = 0 may be solved. 0) and proceeds counter clock wise to this point as shown in the following picture in which t denotes the length of the indicated arc of the circle. Define 2π to be this length. In other words.392 To verify the assertion about C. the equation of undamped oscillation.1 The initial value problem. y (0) = y1 (17. C (t) = cos t and S (t) = sin t. the length of the path traced out by r for t ∈ [0. (C (t) . First note that by (17.

Theorem 17. THE EQUATIONS OF UNDAMPED AND DAMPED OSCILLATION has a unique solution and this solution is y (t) = y0 cos (ωt) + y1 sin (ωt) .12) Proof: You should verify that (17. −2a Now since C1 is arbitrary. a > 0 (17. it follows any solution of (17. Now consider another sort of differential equation. d −at e y = C1 e−2at .0. By the product and chain rules. y − a2 y = 0 is of the form C1 e−at + C2 eat for some constants C1 and C2 provided a > 0. Let z = (D − a) y. ω 393 (17. All that remains of the proof is to do the part when a = 0 which is left as an exercise involving the mean value theorem.13) To give the complete solution. This is a device which resists motion like a shock absorber on a car. C1 and C2 .12) does indeed provide a solution to the initial value problem (17. In the case when a = 0. You know how these work. (D − a) y ≡ y − ay = C1 e−at .1 on Page 221. Thus (D + a) z = 0 and so z (t) = C1 e−at from Theorem 9. If the car is just sitting still the shock absorber applies no force to the car.17.1. Now consider the differential equation of damped oscillation. y − a2 y = 0. e−at y = and so y= C1 −2at e + C2 −2a C1 −at e + C2 eat . It follows from Theorem 17. dt Therefore. every solution of y = 0 is of the form C1 t + C2 for some constants.1.19. Multiply both sides of this last equation by e−at . This proves most of the following theorem.2 Every solution of the differential equation.13). let Dy ≡ y . It only gives a force in response to up and down motion of the car and you assume this force is proportional to the velocity and opposite the velocity. Now you should verify that any expression of this form actually solves the equation. my = −ky where k was the spring constant and m was the mass of the object. (17. you would have my = −ky − δ 2 y . In the example of the object bobbing on the end of a spring. Thus in our spring example.11). Suppose the object is also attached to a dash pot. Therefore.13) is of the form y = C1 e−at +C2 eat . Then the differential equation may be written as (D + a) (D − a) y = 0.4 that this is the only solution to this problem.

1. Theorem 17. This is according to Ohm’s law. The voltage drop across the resistor is Ri where R is the resistance.14) in terms of z. you di must get zero because there is no voltage source in the circuit. They use Theorem 17.17) Proof: Let z = ebt y and write (17.2 rather than Theorem 17.14) are of the form e−bt (C1 + C2 t) . Example 17.1. In this theorem the first case is referred to as the underdamped case.1. . and an inductor in series as shown in the following picture.18) √ a − b2 . z is a solution to the equation z + a − b2 z = 0. where r = √ b2 − a. The voltage drop across the capacitor is v = Q where Q is the charge on the C capacitor and C is a constant called the capacitance. z (t) = C1 cos (ωt) + C2 sin (ωt) where ω = Therefore. a resistor.3 Suppose b2 − a < 0. y + 2by + ay = 0.4 An important example of these equations occurs in an electrical circuit having a capacitor. the following theorem is given. Then all solutions of (17.394 THE CIRCULAR FUNCTIONS AGAIN where δ 2 is the constant of proportionality of the resisting force. (17.14) Actually this is a general homogeneous second order equation. In the case that b2 − a = 0 the solutions of (17.15) √ where ω = a − b2 and C1 and C2 are constants. (17.14) are of the form e−bt (C1 cos (ωt) + C2 sin (ωt)) . Thus L dt + Ri + Q = 0 and C written in terms of the voltage drop across the capacitor. Dividing by m and adjusting the coefficients.1. The other two cases are completely similar. a second order linear differential equation of the sort discussed above. more general than what results from damped oscillation. (17. y = e−bt (C1 cos (ωt) + C2 sin (ωt)) (17.16) In the case that b2 − a > 0 the solutions are of the form e−bt C1 e−rt + C2 ert .such damped oscillation satisfies an equation of the form.1. then by Theorem 17. this becomes LCv + CRv + v = 0. The current equals the rate of change of the charge on the capacitor. R C L di The voltage drop across the inductor is L dt where i is the current and L is the inductance. The second case is called the critically damped case and the third is called the overdamped case. as claimed. When these voltages are summed.1. If b2 − a < 0.1. Concerning the solutions to this equation. (17. Thus. Thus i = Q = Cv .

Is the derivative of a function always continuous? Hint: Consider h (x) = 1 x2 sin x if x = 0 .18). Explain why this equation describes a physical system which has some dubious properties.5. In (17.8). Verify that y = C1 e−at + C2 eat solves the differential equation.6).1) and C (. (17.14) consider the equation in which b = −1 and a = 3. Prove from the initial value problems satisfied by S and C the formula (17.5 and Problem 5. y C1 t + C2 .0.5 that for all x ≥ 0.19) 6. Give upper and lower bounds for these numbers.13). estimate S (. A.5 and Theorem 17. y (0) = 1. = 0 are of the form y = 5. Also verify the second half of (17. In the case of undamped oscillation show the solution can be written in the form A cos (ωt − φ) where φ is some angle called a phase shift and a constant. This mass causes the end of the spring to be displaced a distance of 39. S (x) = 1.0. Show from Corollary 6. 3. 14. S (x) ≤ x − x3 x5 + . y (0) = 0.9. 12. 9.5. 7. The mass end of the spring is then pulled down a distance of one cm. 2. 10. establish the limit. 11.8. 0 if x = 0 Show h (0) = 0. Assume the acceleration of gravity is 9.0. Keep everything the same in Problem 8 except suppose the suspended end of the spring is also attached to a dash pot which provides a force opposite the direction of the √ velocity having magnitude 10 19 |v| Newtons for |v| the speed. 6 120 (17. 1 − C (x) = 0.17. Give the displacement as before. x→0 x lim 8. y + 5y − y = 0. y (0) = 1. A mass of ten Kilograms is suspended from a spring attached to the ceiling. establish the limit. Solve the initial value problem y + 2y + 2y = 0. 13. Solve the initial value problem.2.2 Exercises 1. Using Theorem 17. What is h (x) for x = 0? . Using Theorem 17. called the amplitude.8m/ sec2 . Verify that all solutions to the differential equation. Using Theorem 17.5 and Problem 5 and Theorem 5.9. 4. x→0 x lim 15. Verify (17. y (0) = 0. Find the displacement from the equilibrium position of the end of the spring as a function of time.5 and Problem 5 and Theorem 5.1) . 2 cm. and released. EXERCISES 395 17.0.

π/2.2π. 7π/4. show these angles on the unit circle and find the sine and cosine of each one.3π/4.5π/3. Suppose f (t) = a cos ωt + b sin ωt.π. sin φ) . Show there exists φ such that f (t) = a2 + b2 sin (ωt + φ) . Now recall the formulas for the sine and cosine of sums of angles. √ a a Hint: f (t) = a2 + b2 √a2 +b2 cos ωt + √a2b+b2 sin ωt and √a2b+b2 . √a2 +b2 is a point on the unit circle so it is of the form (cos φ. π/4. 2π/3. For θ = 0. Do this without any reference to triangles or plane geometry.3π/2.5π/6.5π/4. .11π/6. 17. π/6. These are important examples.7π/6. π/3.4π/3.396 THE CIRCULAR FUNCTIONS AGAIN 16.

2 . Find the Carte6 sian or rectangular coordinates of this point.1. π . θ)    θ       r     x You see in this picture. θ) .1.1 The polar coordinates of a point in the plane are 5. In general these lists of numbers which have a different meaning than Cartesian coordinates are called Curvilinear coordinates. can be described in terms of the Cartesian coordinates. x = r cos (θ) . x = 5 cos π = 5 3 and y = 5 sin π = 5 . √ From (18. 0) while θ is the angle shown between the positive x axis and the line from the origin to the point. indicated by a small dot in the picture.1). (0. (18. 397 . y     (x. Thus the given point. Probably the simplest curvilinear coordinate system is that of polar coordinates. This angle will always be given in radians and is in the interval [0. 2π). y = r sin (θ) .1 Polar Cylindrical And Spherical Coordinates So far points have been identified in terms of Cartesian coordinates but there are other ways of specifying points in two and three dimensional space.1) Example 18.2 Suppose the Cartesian coordinates of a point are (3. How are the two coordinates systems related? From the picture. The idea is suggested in the following picture. These other ways involve using a list of two or three numbers which have a totally different meaning than Cartesian coordinates to specify a point in two or three dimensional space. Thus the Cartesian coordinates 6 2 6 2 √ 5 5 are 2 3. (r. Find the polar coordinates. the number r identifies the distance of the point from the origin. (x. y) or the polar coordinates. 4) .Curvilinear Coordinate Systems 18. Example 18. y) •   (r.

the location of the point is narrowed down to a circle and finally. (r. 0) and so r = 5 = 32 + 42 . When ρ is specified. φ. z = ρ cos (φ) . and 4 = 5 sin (θ) .) Therefore. π]. y1 . 0) and the point indicated by a dot and labeled as (x1 . φ. while r is the length of this line. (r. like the one shown as a dot.398 CURVILINEAR COORDINATE SYSTEMS √ Recall that r is the distance form (0. At this point. y1 . is the angle between the positive x axis and the line joining the origin to the point (x1 . Therefore. Let φ ∈ [0. The angle between the positive z axis and the line between the origin and the point indicated by a dot is denoted by φ. Then when φ is given. θ) . Spherical coordinates should be especially interesting to you because you live on the surface of a sphere. z1 ) . ∞). the point whose Cartesian coordinates are (0. 2π). Thus r and θ determine a point in the plane determined by letting z = 0 and r and θ are the usual polar coordinates. Note the point is in the first quadrant. use a calculator or a table of trigonometric functions to find that at least approximately. and ρ ∈ [0. θ. φ. The following picture serves as motivation for the definition of these two other coordinate systems. 2π). x = ρ sin (φ) cos (θ) . You may also know . θ = . z=z and for spherical coordinates. This has been known for several hundred years. and (ρ. For Cylindrical coordinates. y1 . z1 ) φ ρ y1 E y r z1 x1     © x          θ (x1 . Now consider two three dimensional generalizations of polar coordinates. 0) as shown. Letting z1 denote the usual z coordinate of a point in three dimensions. 0. 927 295 radians. Thus r ≥ 0 and θ ∈ [0. z1 ). and θ. x = r cos (θ) . The spherical coordinates are determined by (ρ. this indicates that the point of interest is on some sphere of radius ρ which is centered at the origin. (Both the x and y values are positive. z1 ) • (x1 . y = r sin (θ) . z T (ρ. the angle is something between 0 and π/2 and also 3 = 5 cos (θ) . θ) . θ) (r. θ. θ ∈ [0. θ. It remains to identify the angle. θ determines which point is on this circle. y = ρ sin (φ) sin (θ) . z1 ) are the cylindrical coordinates of the dotted point. dividing yields tan (θ) = 4/3. 0) In this picture. ρ is the distance between the origin. y1 . The picture shows how to relate these new coordinate systems to Cartesian coordinates.

s d eθ        e d ˆr y ˆ ˆ(r. To discuss this. When this is the case. A good example of this is the force exerted by the sun on a planet. cos θ) . r (t) = = Next consider the acceleration. (18. r (t) = r (t) er + r (t) der d + r (t) θ (t) eθ + r (t) θ (t) eθ + r (t) θ (t) (eθ ) dt dt = r (t) er + 2r (t) θ (t) eθ + r (t) θ (t) eθ + r (t) θ (t) (−er ) θ (t) r (t) − r (t) θ (t) 2 d (er (θ (t))) dt r (t) er + r (t) θ (t) eθ . . er and eθ are shown.2). = θ (t) dt dθ dt dθ and so from (18.2) dθ dθ Now consider the position vector from 0 of a point in the plane. You should convince yourself that the picture above corresponds to this definition of the two vectors.1 18. r (t) er + r (t) = er + 2r (t) θ (t) + r (t) θ (t) eθ .4) 1 Actually latitude is determined on maps and in navigation by measuring the angle from the equator rather than the pole but it is essentially the same idea that we have presented here. der der deθ deθ = θ (t) .Then r (t) = r (t) er (θ (t)) where r (t) = |r (t)| . r (t) .18. Note that er is a unit vector pointing away from 0 and der deθ eθ = . θ)       θ     The vector. der deθ = θ (t) eθ .2 The Acceleration In Polar Coordinates Sometimes you have information about forces which act not in the direction of the coordinate axes but in some other direction. This force is always directed toward the sun and so the force vector changes as the planet moves.3) as needed along with the product rule and the chain rule. What is the velocity and acceleration? Using the chain rule. er = − . er = (cos θ. = −θ (t) er (18. sin θ) and the vector. THE ACCELERATION IN POLAR COORDINATES 399 that the standard way to determine position on the earth is to give the longitude and latitude. consider the following simple diagram in which two unit vectors.3) dt dt Using (18. (18. Thus r (t) is just the distance from the origin. it is often useful to express things in terms of different coordinates which are consistent with these directions. eθ = (− sin θ.2. The latitude corresponds to φ and the longitude corresponds to θ. 0 to the point.

the force acting on the object is mr . . Consider the following examples.4) corresponding 2 to eθ equals zero and mr = −Rθ (t) er . objects must move in a plane.4). Then from the definition of a central force and Newton’s second law.2. Suppose at each point of space.400 CURVILINEAR COORDINATE SYSTEMS This is a very profound formula. From (18. θ (t) = 0.2 A platform rotates at a constant speed in the counter clockwise direction and an object of mass m moves from the center of the platform toward the edge at constant speed. (r × r) = n. Therefore. Find the force acting on the object. the equal area law. F (r) which a given object of mass m will experience if its position vector is r. around a circle of radius R. the term in (18. This is called a force field. Therefore. Thus θ (t) = s/R and so mr = −mR s R 2 er = −m s2 er . mr × r = m (r × r) = g (r) r × r = 0. The following simple lemma is very interesting because it says that in a central force field.2. 0. a positive constant. θ = 0. Then the motion of the object is in a plane. You can observe this by experiment if you like. Then r (t) = v. In this case. s. The term 2r θ is called the Coriolis force. r (t) = 0. Thus the object experiences centripetal force from the first term and also a funny force from the second term which is in the direction of rotation of the platform. r (t) = R.1 Suppose an object of mass m moves at a uniform speed. mr = g (r) r.4) mr (t) = −mr (t) ω 2 er + m2vωeθ . Proof: Let r (t) denote the position vector of the object. The next example has as a special case one of Kepler’s laws. obtained as a very special case of (18.2. Lemma 18. Go to a playground and have someone spin one of those merry go rounds while you ride it and move from the center toward the edge. R This is the familiar formula for centripetal force from elementary physics. Therefore. a constant and since the speed is constant. This proves the lemma. while θ (t) = ω. Kepler’s second law . Example 18. What forces act on this object? Let v denote the constant speed of the object moving toward the edge of the platform. a force field is a central force field if F (r) = g (r) er . Thus in a central force field. Example 18. The speed of the object is s and so it moves s/R radians in unit time. By Newton’s second law. a constant vector and sor · n = r· (r × r) = 0 showing that n is a normal vector to a plane which contains r (t) for all t.3 Suppose an object moves in three dimensions in such a way that the only force acting on the object is a central force. the force an object experiences will always be directed toward or away from the origin. r is associated a force.

4 An object moves in three dimensions in such a way that the only force acting on the object is a central force. is very small when usual units are used and it has been computed using a very delicate experiment. These laws.3. The area of the circular sector. and there is a formula for the time it takes for the planet to move around the sun.5)    dθ  2 2222 2 222  In this picture.67 × 10−11 Newton meter2 /kilogram2 . The constant. C. The experiment involved a light source shining on a mirror attached to a quartz fiber from which was suspended a long rod with two equal masses at the ends which were attracted . dt 2 dt 2 (18. Therefore.2. were shown by Newton to be consequences of his law of gravitation which states that the force acting on a mass. dθ is the indicated angle and the two lines determining this angle are position vectors for the object at point t and point t + dt.7) 18. The above lemma says the object moves in a plane.3 Planetary Motion Kepler’s laws of planetary motion state that planets move around the sun along an ellipse. the equal area law described above holds. M is given by F = −GM m 1 r3 r = − GM m 1 r2 er where r is the distance between centers of mass and r is the position vector from M to m. It is now accepted to be 6.4) that 2r (t) θ (t) + r (t) θ (t) = 0 Multiply both sides of this equation by r. it follows from (18. (18.6) = 0. dA. Gravity acts according to this law and so does electrostatic force. PLANETARY MOTION 401 Example 18. m by a mass. r2 θ = c for some constant. Then the object moves in a plane and the radius vector from the origin to the object sweeps out area at a constant rate. Here G is the gravitation constant. (18. discovered by Kepler. G. This yields 2rr θ + r2 θ = r2 θ Consequently. is essentially r2 dθ and so dA = 1 r2 dθ. From the assumption that the force field is a central force field. This is called an inverse square law. 2 1 dθ c dA = r2 = . Now consider the following picture.18.

13) Also. Experiments like these are major accomplishments.4) and Newton’s second law.9). the motion is in a plane.2. dr c dr = 2 .9). Now from (18. (18. The gravitation force between the suspended masses and the two large masses caused the fibre to twist ever so slightly and this twisting was measured by observing the deflection of the light reflected from the mirror on a scale placed some distance from the fibre.8) = 0 and so there exists a constant. = = Differentiating (18. and so 2rr θ + r2 θ = 0 −2r θ −2 dr c −2rr θ = = (18. 2r (t) θ (t) + r (t) θ (t) = 0. By the chain rule.3. d2 r dt2 = = = dθ dt c r2 c r2 − dr dθ 2 2c2 r5 . The constant was first measured successfully by Lord Cavendish in 1798 and the present accepted value was obtained in 1942. r2 θ 2 2 er + 2r (t) θ (t) + r (t) θ (t) eθ = − GM m m 1 r2 er = −k 1 r2 er 1 r2 .12) again with respect to t. In the following argument.10) and (18. by (18. (18. r (t) − r (t) θ (t) Thus k = GM and r (t) − r (t) θ (t) = −k As in (18. From Lemma 18. (It could also be a comet or an asteroid.12) (18. .11) r3 dt Now consider the first of the above equations. θ = dr dθ dr = dθ dt dt and by (18. dθ r dt d2 θ dt2 −2c dr −2c dr dθ = 3 3 dt r r dθ dt −2c2 dr −2c dr c = 5 r3 dθ r2 r dθ d2 r dθ2 d2 r dθ2 d2 r dθ2 dr d2 θ dθ dt2 2 dr −2c2 dr + dθ r5 dθ + 2 2 (18. The question of interest is to know how r depends on θ.402 CURVILINEAR COORDINATE SYSTEMS by two larger masses.10) r2 r r dt r2 −2c dr = (18. also.5). the one which states that planets move along ellipses. such that r2 θ = c.9) Therefore. c. regarding r as a function of θ and θ as a function of t.) Consider the first of Kepler’s laws. M is the mass of the sun and m is the mass of the planet.

2 dθ  ρ c  dθ Now note that the first and third terms add to zero and so −ρ−2 d2 ρ k −1 =− 2 2 2 −ρ ρ c dθ Multiplying both sides by −ρ−2 yields the equation. from the chain rule.14) Next consider the above equation in terms of ρ = r−1 . dr dρ = (−1) ρ−2 . c dθ2 a much more manageable equation. c1 such that 1 2 dρ dθ 2 + ρ2 − k ρ = c1 c2 . r = ρ−1 . + ρ2 = k dρ .8) yields r (t) − r (t) θ (t) = −k d2 r dθ2 c r2 2 2 1 r2 403 − dr dθ 2 2c2 r5 −r c r2 2 = −k 1 r2 which is a fairly messy looking differential equation. PLANETARY MOTION It follows that the first equation of (18. 1 d 2 dθ dρ dθ 2 dρ dθ . dθ dθ dρ dθ 2 d2 r = 2ρ−3 dθ2 substituting this in to (18.18. Multiply both sides by d2 ρ dρ dρ k dρ +ρ = 2 dθ c dθ dθ2 dθ Then from the product rule. d r = dθ2 2 − ρ−2 d2 ρ . d2 ρ k + ρ = 2. it can be simplified by 4 multiplying both sides by r2 to get c d2 r − dθ2 dr dθ 2 2 r −r =− k 2 r c2 (18. c2 dθ Therefore. However. dθ2  dr = dθ 2 2ρ−3 dρ dθ 2 − ρ−2 d2 ρ  dρ  k   − (−1) ρ−2  (2ρ) − ρ−1 = − 2 2 . there exists a constant.3.14). Thus.

15) (18. k = ρ1 = δ sin θ. Thus r + εr sin θ = εp and so r = (εp − εy) . this reduces to the equation of an ellipse and if ε > 1. Therefore. φ. If ε < 1. 2c2 k + δ sin θ c2 (18. there exists an angle. δ dρ1 dθ 2 + ρ1 δ 2 =1 is a point on the unit circle.404 and so dρ dθ 2 CURVILINEAR COORDINATE SYSTEMS = 2c1 + = ≡ k ρ − ρ2 c2 − ρ− 2 k2 + 2c1 4c4 δ2 − ρ − k 2c2 2 k 2c2 Now letting ρ1 = ρ − k 2c2 . this reduces to the equation of a parabola. dθ Differentiating the second equation with respect to θ. Redefining. (18. ρ1 = δ sin (α (θ)) . dρ1 = α (θ) δ cos (α (θ)) dθ and so α (θ) = 1. (Let θ = θ + φ) it can be assumed that φ = 0 so ρ− Thus ρ= and so r = = where 1 c2 /k = k 1 + (c2 /k) δ sin θ c2 + δ sin θ pε 1 + ε sin θ ε = c2 /k δ and p = c2 /kε.16) Here all these constants are nonnegative. α (θ) = θ + φ for some constant. This proves that objects which . θ if necessary. this is called a hyperbola. dρ1 = δ cos (α (θ)) . Then squaring both sides.17) 2 In case ε = 1. Therefore. x2 + y 2 = (εp − εy) = ε2 p2 − 2pε2 y + ε2 y 2 And so x2 + 1 − ε2 y 2 = ε2 p2 − 2pε2 y. 1 δ2 which shows that α (θ) such that 1 dρ1 ρ1 δ dθ .

(18. The constant. (18.7) the following equation must hold. From (18.3. the equal area formula.19) This relationship is known as Kepler’s third law. ε is called the eccentricity. Recall Example 10. T2 = = 4π 2 ε4 p4 3 kεp (1 − ε2 ) k (1 − ε2 ) 2 3 2 3 4π a 4π a = . Using this formula. 2) (1 − ε (1 − ε2 ) / ε2 p2 (1 − ε2 ) 2 = 1. holds for any central force.16).18) Now note this is the equation of an ellipse and that the diameter of this ellipse is 2εp ≡ 2a. Kepler’s third law involves the time it takes for the planet to orbit the sun. and (18. .17) you can complete the square and obtain x2 + 1 − ε2 and this yields x2 / ε2 p2 1 − ε2 + y+ pε2 1 − ε2 2 y+ pε2 1 − ε2 2 = ε2 p 2 + p2 ε4 ε2 p2 = . k GM = 4π 2 (εp) 3 3 Written more memorably. ellipses or circles. 1 − ε2 Now let T denote the time it takes for the planet to make one revolution about the sun.18. (1 − ε2 ) This follows because ε2 p2 (1 − 2 ε2 ) ≥ ε2 p2 . area of ellipse π√ Therefore.2 on Page 248 which gives the area of an ellipse. Kepler’s second law. This is called Kepler’s first law in the case of a planet.9. this has shown T2 = 4π 2 GM diameter of ellipse 2 3 . εp c εp =T 2 1 − ε2 (1 − ε2 ) 2 πε2 p2 c (1 − ε2 )3/2 4π 2 ε4 p4 c2 (1 − ε2 ) 3 T = and so T2 = Now using (18. PLANETARY MOTION 405 are acted on only by a force of the form given in the above example move along hyperbolas. The case where ε = 0 corresponds to a circle. not just one which satisfies an inverse square law.

(1. 4. x2 + y 2 x2 + y 2 . but also it takes you in entirely the wrong direction because the whole point of introducing the new coordinates is to write everything in terms of these new coordinates and not in terms of Cartesian coordinates. A point has Cartesian coordinates. 2. θ (t) = 1 + t. z = x2 + y 2 in cylindrical coordinates and in spherical coordinates. 2. Then in terms of Cartesian coordinates. r = 5 where r is one of the cylindrical coordinates.4 Exercises 1. θ = π/4 where θ is the angle measured from the postive x axis cylindrical coordinates. Find the speed and the velocity of the object in terms of Cartesian coordinates. Suppose you know how the spherical coordinates of a moving point change as a function of t. 3) . 6. and z (t) . 8. Describe the following surface in rectangular coordinates. Write the following in cylindrical coordinates. (a) z = x2 + y 2 . φ = π/4 where φ is the polar angle in spherical coordinates.406 CURVILINEAR COORDINATE SYSTEMS 18. Describe the following surface in rectangular coordinates. θ = π/4 where θ is the angle measured from the postive x axis spherical coordinates. However. y (t) . 3. 7. Hint: You would need to find x (t) . (a) z = x2 + y 2 . Can you figure out the velocity of the point? Specifically. Describe how to solve for r and θ in terms of x and y in polar coordinates. and ρ (t) = t. the velocity would be x (t) i + y (t) j + z (t) k. sometimes this inversion can be done. Write the following in spherical coordinates. 5. (b) x2 − y 2 = 1 (c) z 2 + x2 + y 2 = 6 (d) z = (e) y = x (f) z = x 11. 9. Describe the following surface in rectangular coordinates. ρ = 4 where ρ is the distance to the origin. Describe the following surface in rectangular coordinates. suppose φ (t) = t. Find its spherical and cylindrical coordinates. (b) x2 − y 2 = 1 (c) z 2 + x2 + y 2 = 6 (d) z = (e) y = x (f) z = x 10. Give the cone. Describe the following surface in rectangular coordinates. Not only is it often very difficult or even impossible to do it. In general it is a stupid idea to try to use algebra to invert and solve for a set of curvilinear coordinates such as polar or cylindrical coordinates in term of Cartesian coordinates.

) 15. Using (18.4. Is it necessary that the orbit be circular? What if you want the satellite to stay above the same point on the earth at all times? If the orbit is to be circular and the satellite is to stay above the same point. It is desired to place a satellite above the equator of the earth which will rotate about the center of mass of the earth every 24 hours. In the low pressure area stuff will move toward the center so r gets smaller.256 days. determine the mass of the sun. How are things different in the Southern hemisphere? 13. The earth goes around it in 365 days. Such a satellite is called geosynchronous. the low pressure area already has a counter clockwise rotation because of the rotation of the earth and its spherical shape. (Actually it is 365. The orbit of the earth is pretty nearly circular and the distance from the sun to the earth is about 149 × 106 kilometers.18. What are some physical assumptions which are made in the above derivation of Keplers laws from Newton’s laws of motion? 14.19) and the above value of the universal gravitation constant.6).98 × 1024 kilograms. EXERCISES 407 12. . Explain why low pressure areas rotate counter clockwise in the Northern hemisphere and clockwise in the Southern hemisphere. at what distance from the center of mass of the earth should the satellite be? You may use that the mass of the earth is 5. Hint: Note that from the point of view of an observer fixed in space. Now consider (18.

408 CURVILINEAR COORDINATE SYSTEMS .

Part IV Functions Of More Than One Variable 409 .

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Thus       1 2 −1 4 0 6  3 4 + 2 8  =  5 12  . 3 because it is in the second row and the third column. 3  5 2 8 7  =  15 6 −9 1 2 18 −27 3 6 The new matrix is obtained by multiplying every entry of the original matrix by the given scalar. For example. multiplied by a scalar and sometimes multiplied.  1 2  5 2 6 −9 This matrix is a 3 × 4 matrix because there are three rows and four columns.1 Matrices Several of them are referred to as matrices. consider the following example. To illustrate scalar multiplication. a32 = −9. When this is done. The symbol. (aij ) refers to a matrix in which the i denotes the row and the j denotes the column. They can sometimes be added. The first   1 row is (1 2 3 4) . Elements of the matrix are identified according to position in the matrix. −A is defined to equal (−1) A.Linear Algebra 19. the result is the matrix which is obtained by adding corresponding entries.     1 2 3 4 3 6 9 12 6 24 21  . etc. you can remember the columns are like columns in a Greek temple. For example. There are various operations which are done on matrices.  3 4 8 7  1 2 A matrix is a rectangular array of numbers. a12 = 2. If A is an m × n matrix. 5 2 6 −4 11 −2 Two matrices are equal exactly when they are the same size and the corresponding entries are identical. Two matrices which are the same size can be added. They stand up right while the rows just lay there like rows made by a tractor in a plowed field. 411 . Stated in a general form the rules for scalar multiplication and addition are these. The 6 convention in dealing with matrices is to always list the rows first and then the columns. Also. The first column is  5  . the second row is (5 2 8 7) and so forth. 8 is in position 2. here is a matrix. Using this notation on the above matrix. a23 = 8.

the commutative law of addition. (19.1. (19.8) (19. With this definition.4) (19. β scalars. (A + B) + C = A + (B + C) . (α + β) A = αA + βA. the following properties are all obvious but you should verify all of these properties valid for A. A + (−A) = 0. The zero matrix.1) The above properties.2 Let x ∈ Rn .1.7) (19. Recall this means x is a list of n real numbers. for α. From now on. m × n matrices and 0 an m × n zero matrix. the existence of an additive identity.5) (19.  .8) are known as the vector space axioms and the fact that the m × n matrices satisfy these axioms is what is meant by saying this set of matrices forms a vector space.3) (19. and C. the existence of an additive inverse.6) (19. 1A = A. Also if x is a scalar. α (A + B) = αA + αB. xn These n × 1 matrices are also called vectors. . denoted by 0 will be the matrix consisting of all zeros. the associative law for addition. A + 0 = A. α (βA) = αβ (A) . this list of numbers will be arranged vertically.(19.412 LINEAR ALGEBRA Definition 19. etc. while a 1 × n matrix of the form (x1 · · · xn ) is referred to as a row vector. B. sometimes column vectors.2) (19. The number Aij will typically refer to the ij th entry of the matrix.1 Let A = (aij ) and B = (bij ) be two m × n matrices. the following also hold. Also. Thus  x1  . 3 × 4 zero matrices. A. Definition 19. xA = (cij ) where cij = xaij . .1) . In fact for every size there is a zero matrix.  x = . Then A + B = C where C = (cij ) for cij = aij + bij . A + B = B + A. Note there are 2 × 3 zero matrices.

Consider the following example   7 1 2 3  8  =? 4 5 6 9 The way I like to remember this is as follows. These numbers are listed in the same order giving. an m × 1 matrix. Motivated by this example.1. and produces a vector in Rm . vn Then Av is an m × 1 matrix and the ith component of this matrix is n (Av)i = j=1 Aij vj . here is the definition of how to multiply an m × n matrix by an n × 1 matrix. but the real reason for considering matrices is that they can be multiplied.   v1  . This is where things quit being banal. MATRICES 413 All the above is fine. in this case. Note also that multiplication by an m × n matrix takes a vector in Rn .  . . First consider the problem of multiplying an m × n matrix by an n × 1 column vector. .  v = . Thus   Av =   A1j vj  .19. . n j=1 Amj vj n j=1 Using the repeated index summation convention on Page 331. Thus   7 1 2 3  7×1+8×2+9×3 50 8 = = .  a11 a21 a12 a22 a13 a23  x1  x2  = x3 a11 x1 + a12 x2 + a13 x3 a21 x1 + a22 x2 + a23 x3 .3 Let A = Aij be an m × n matrix and let v be an n × 1 matrix. an n × 1 matrix. a 2 × 1 matrix. 4 5 6 7×4+8×5+9×6 122 9 In more general terms. (vector) Definition 19. placing it on top the two rows as shown   7 8 9  1 2 3 .1. (Av)i = Aij vj . . Slide the vector. 8 9 7 4 5 6 multiply the numbers on the top by the numbers on the bottom and add them up to get a single number for each row of the matrix.

these must match (m × n) (n × p )=m×p If the two middle numbers don’t match. Hence AB as just What is the ij th entry of AB? It would be the it would be the ith entry of Abj . k=1 (19.  3 1  1  7 6 2 2 6 2 6 2 6 . AB is defined as follows: AB ≡ (Ab1 .10) This motivates the definition for matrix multiplication which identifies the ij th entries of the product. the following may be helpful. It is of the form (3 × 2) (2 × 3) and since the inside numbers match. you can’t multiply the matrices. The answer is of the form        1 2 1 2 1 2  3 1  2 . Bnj and from the above definition. · · ·.11) In terms of the repeated summation convention. Thus    Aik Bkj .  3 1  3 . bj =  . ith entry of the j th column of AB.1. bp ) where bk is an n × 1 matrix. Then an m × p matrix. Definition 19. Abp ) where Abk is an m × 1 matrix. 7 6 2 2 6 First check to see if this is possible. (19.12) Two matrices.414 LINEAR ALGEBRA With this done. . Let A be an m × n matrix and let B be an n × p matrix.   1 2 2 3 1 Example 19.5 Multiply if possible  3 1  .4 Let A = (Aij ) be an m × n matrix and let B = (Bij ) be an n × p matrix. Now  B1j  . · · ·. the ith entry is n (19. Before doing so. A and B are said to be conformable in a particular order if they can be multiplied in that order. AB. the next task is to multiply an m × n matrix times an n × p matrix. it must be possible to do this. (19. Thus if A is an r × s matrix and B is a s × p then A and B are conformable in the order.1. Then B is of the form B = (b1 . (AB)ij = Aik Bkj . on Page 331.9) defined is an m × p matrix. Then AB is an m × p matrix and n (AB)ij = k=1 Aik Bkj .

7 Multiply if possible  7 6 2   3 1  .1. In fact. there are some properties which do hold. 0 1 1 0 = 2 4 1 3 . Therefore. A (aB + bC) = a (AB) + b (AC) (B + C) A = BA + CA A (BC) = (AB) C (19.9 If all multiplications and additions make sense. 14 This is not possible because it is of the form (3 × 2) (3 × 3) and the middle numbers don’t match.15) .    2 3 1 1 2 Example 19. Example 19. It seems natural to ask if the product of any two n × n matrices commutes. However. 0 0 Note the above two examples show matrix multiplication is not commutative. Proposition 19.1. 2 6 0 0 0 This is possible because in this case it is of the form (3 × 3) (3 × 2) and the middle numbers do match. 1 2 3 4 0 1 1 0 and 0 1 1 0 1 3 2 4 .6 Multiply if possible  3 1   7 6 0 0 2 6   1 2 .8 Compare The first product is 1 2 3 4 the second product is 0 1 1 0 1 3 2 4 = 3 1 4 2 . it can happen that AB makes sense while BA does not make sense which was the case in these examples.14) (19. and you see these are not equal.1. Thus the above product  5 5 .1. b scalars.1.  2 3 1 2 Example 19. you cannot conclude that AB = BA for matrix multiplication. MATRICES where the commas separate the columns in the equals  16 15  13 15 46 42 a 3 × 3 matrix as desired. When the multiplication is done it equals   13 13  29 32  . 0 415 resulting product. the following hold for matrices and a.19.13) (19.

14) is entirely similar.1.17) is left as an exercise and this proves the lemma.15). (A (BC))ij = Aik (BC)kj = Aik Bkl Clj = (AB)il Clj = ((AB) C)ij . Then AT denotes the n × m matrix which is defined as follows. This proves (19. Consider (19. (AB) T ij T (19.416 LINEAR ALGEBRA Proof: Using the repeated index summation convention and the above definition of matrix multiplication. . Proof: From the definition. AT ij = Aji The transpose of a matrix has the following important property.1. This motivates the following definition of the transpose of a matrix. The following example shows what is meant by this operation. denoted by placing a T as an exponent on the matrix.15).16) (19. (A (aB + bC))ij = Aik (aB + bC)kj = Aik (aBkj + bCkj ) = aAik Bkj + bAik Ckj = a (AB)ij + b (AC)ij = (a (AB) + b (AC))ij showing that A (B + C) = AB + AC as claimed. Thus the 3 × 2 matrix became a 2 × 3 matrix. the associative law of multiplication. Definition 19. Then (AB) = B T AT and if α and β are scalars. The number 3 was in the second row and the first column and it ended up in the first row and second column. Lemma 19. Formula (19.  T 1 2 1 3 2  3 1  = 2 1 6 2 6 What happened? The first column became the first row and the second column became the second row. Another important operation on matrices is that of taking the transpose.17) (αA + βB) = αAT + βB T T = = = = (AB)ji Ajk Bki B T ik AT B T AT ij kj (19.11 Let A be an m × n matrix and let B be a n × p matrix.10 Let A be an m × n matrix.

it is not a good way to find the inverse for a matrix. = A−1 A a contradiction.14 Let A = 1 1 1 1 .1.1. Then AIn = A. If Im is the m × m identity matrix. Proof: (AIn )ij = = Aik δ kj Aij and so AIn = A. However. However.13 An n×n matrix. Does A have an inverse? One might think A would have an inverse because it does not equal zero.1.12 Suppose A is an m × n matrix and In is the n × n identity matrix. A−1 if and only if AA−1 = A−1 A = I where I = (δ ij ) for 1 if i = j δ ij ≡ 0 if i = j 19.1 Finding The Inverse Of A Matrix A little later a formula is given for the inverse of a matrix.1. 1 1 1 1 −1 1 = 0 0 and if A−1 existed. Example 19.19. Thus the answer is that A does not have an inverse. multiply 1 1 1 2 and 2 −1 −1 1 2 −1 1 1 −1 1 1 2 = 1 0 1 0 0 1 0 1 1 1 1 2 . A has an inverse.1. It is also important to note that not all matrices have inverses. The other case is left as an exercise for you.15 Let A = To check this. Show 2 −1 −1 1 is the inverse of A. Example 19. Definition 19.1. Lemma 19. MATRICES There is a special matrix called I and defined by Iij = δ ij 417 where δ ij is the Kroneker symbol defined on Page 330. it also follows that Im A = A. this could not happen because you could write 0 0 = A−1 −1 1 0 0 =I = A−1 A −1 1 = −1 1 −1 1 = . It is called the identity matrix because it is a multiplicative identity in the following sense. = .

0 1 1 Now take (−1) times the second row and add to the first to get 1 0 0 1 −1 1 . . Putting in the variables. the end result was something of the form (I|v) x where I is the identity and v gave a column of the inverse. In each case. w This is the reason for the following simple procedure for finding the inverse of a matrix. Writing the augmented matrix for these two systems gives 1 1 1 2 for the first system and 1 1 1 2 0 1 (19.19) 1 0 (19. x z y w This requires the solution of the systems of equations. the first y z column of the inverse was obtained first and then the second column . such that 1 1 1 2 x z y w = 1 0 0 1 . this says x = 2 and y = −1. x + y = 1. LINEAR ALGEBRA In the last example. Take (−1) times the first row and add to the second to get 1 1 1 0 1 −1 Now take (−1) times the second row and add to the first to get 1 0 0 1 2 −1 . Therefore.418 showing that this matrix is indeed the inverse of A. Putting in the variables. z + 2w = 1. this says z = −1 and w = 1. x + 2y = 0 and z + w = 0.18) for the second. . Lets solve the first system. the inverse is 2 −1 −1 1 . In the above. Now solve the second system. Take (−1) times the first row and add to the second to get 1 1 0 . (19. how would you find A−1 ? You wish to find a matrix. Didn’t the above seem rather repetitive? Note that exactly the same row operations were used in both systems.19) to find z and w.

8) show 0 is unique.  0 0 .20) if possible. Using only the properties (19.(19. . Using only the properties (19. 3.   1 1 1 0 0 0 2 2  0 1 0 1 −1 0  1 0 0 1 1 −2 −1 2 and so the inverse of A is the matrix on the right.19.1. 7.2.17). form the augmented n × 2n matrix.(19.(19.1) .1) .1.1) .8) show −A is unique.16 Suppose A is an n × n matrix.1) .   1 1 0 0 1 0 1 0 . Prove (19.8) and previous problems show (−1) A = −A. A has no inverse exactly when it is impossible to do row operations and end up with one like (19.8) show 0A = 0. (A|I) and then do row operations until you obtain an n × 2n matrix of the form (I|B) (19.   1 0 1 Example 19. This yields after a some computations. The matrix. 1 1 −1 Form the augmented matrix. 4.20). Here the 0 on the left is the scalar 0 and the 0 on the right is the zero for m × n matrices. B = A−1 . Find A−1 . 1 19. To find A−1 if it exists. EXERCISES 419 Procedure 19.1) . 2.2 Exercises 1. Just multiply the matrices and see if     1 1 1 0 1 0 1 0 2 2  1 −1 1   1 −1 0 = 0 1 1 1 −1 0 0 1 −1 −1 2 2 it works.(19. 5. In (19.   1 1 0 2 2  1 −1 0 . Using only the properties (19.(19.8) describe −A and 0.17 Let A =  1 −1 1 . −1 0 0 1 1  1 1 0 −1 1 Now do row operations until the n × n matrix on the left becomes the identity matrix. When this has been done. Using only the properties (19. 1 1 1 −2 −2 Checking the answer is easy. Prove that Im A = A where A is an m × n matrix. 6.

−1. and C =  −1 2 2 1 −2 −3 −1 0 2 = B −1 A−1 . Use the result of Problem 8 to verify directly that (AB) = B T AT without making any reference to subscripts. Suppose A and B are square matrices of the same size. 19. That is. Show (Ax. Give an example of matrices. A. 14. Let A =  −2 1 if possible. 15. They are all wrong. Give an example  1 12.     x1 − x2 + 2x3 x1     2x3 + x1  in the form A  x2  where A is an appropriate matrix. B such that neither A nor B equals zero and yet AB = 0. 17. A = 0. 16. B. A such that A2 = I and yet A = I and A = −I. A and B such that AB = BA. Find xT y and xyT if possible. then B = A−1 . y)Rm = x. 3 2 2 2 2 . Find −1 . then it is unique. A. Give an example of a matrix. Show that if A−1 exists for an n × n matrix. 1) and y = (0. and yet AB = AC. Show (AB) −1 T of matrices. ·)Rk denotes the dot product in Rk . 10. if BA = I and AB = I. Which of the following are correct? (a) (A − B) = A2 − 2AB + C 2 (b) (AB) = A2 B 2 (c) (A + B) = A2 + 2AB + C 2 (d) (A + B) = A2 + AB + BA + B 2 (e) A2 B 2 = A (AB) B (f) (A + B) = A3 + 3A2 B + 3AB 2 + B 3 (g) (A + B) (A − B) = A2 − B 2 (h) None of the above. B = . (a) AB (b) BA (c) AC (d) CA (e) CB (f) BC 13. Let x = (−1. Give another example other than the one given in this section of two square matrices. 1. Write     x3  3x3 3x4 + 3x2 + x1 x4 18. Let A and be a real m × n matrix and let x ∈ Rn and y ∈ Rm .420 LINEAR ALGEBRA 8. C such that B = C. 2) . 11. 9.AT y Rn where (·.    1 1 −3 1 1 −1 −2 0  .

One of them is longer than the other. vn .    where the 1 is in the ith position and there are zeros everywhere else. Thus v is a list of real numbers arranged vertically.23) T . then letting ei ∈ Rm and ej ∈ Rn . Of course the ei for a particular value of i in Rn would be different than the ei for that same value of i in Rm for m = n. 0. Then eT v = v i . eT Aej = Aij i (19.3. if A is an m × n matrix. 0) . which one is meant will be determined by the context in which they occur.22) i Also. 0. b scalars. (19. · · ·. It turns out this is the only type of linear transformation available. Thus if A is a linear transformation from Rn to Rm . . 1. v ∈ Rn and a. Lemma 19. A : Rn → Rm is called a linear transformation if for all u. · · ·.3. if A is an m × n matrix.2 A vector. b scalars. (19. · · ·. If A−1 does not exist. v1 .  . They are all right. Find all 2 × 2 matrices. B such that AB = 0.  .21) Definition 19.3 Linear Transformations By (19. From (19. then for v. 20.  ∈Rn  A au + bv = aAu + bAv ∈ Rm (19. matrix multiplication defines a linear transformation as just defined. However. here is a simple definition. ei ∈ Rn is defined  0  .3 Let v ∈ Rn .  . 19. ei ≡  1   . Let  1 2 3 A =  2 1 4 . Let A = −1 3 −1 3 . Before showing this.21).21) holds.13). 22. there is always a matrix which produces A.1 A function.19. Prove that if A−1 exists and Ax = 0 then x = 0.3. Definition 19. 1 0 2  Find A−1 if possible. 0 as follows:     . u vectors in Rn and a. These vectors have a significant property. Thus ei = (0. 421 21. LINEAR TRANSFORMATIONS (i) All of the above.3. determine why.

This theorem shows that any linear transformation defined on Rn can always be considered as a matrix.   . Then there exists a unique m × n matrix.24) . vn as claimed. and noting that (ej )k = δ kj     A1j A1k (ej )k    . .  .4 Let L : Rn → Rm be a linear transformation.    . Example 19. (Lx)i = eT Lx = eT xk Lek = eT Lek xk . This proves the lemma. this is true for x = ej and then multiply on the left by eT to obtain i Bij = eT Bej = eT Aej = Aij i i showing A = B.  .3. From the definition of matrix multiplication using the repeated index summation convention.3. . The ik th entry of this matrix is given by eT Lek i Proof: By the lemma. Then in particular.    T  T T  ei Aej = ei  Aik (ej )k  = ei  Aij  = Aij    . Amj Amk (ej )k by the first part of the lemma. Consider (19.3. 1. this linear 1 3 transformation is that determined by matrix multiplication by the matrix 2 1 1 3 . i i i Let Aik = eT Lek . Corollary 19. means the linear transformation determined by the matrix is one to one. Proof: This follows immediately from the above theorem.422 LINEAR ALGEBRA Proof: First note that eT is a 1 × n matrix and v is an n × 1 matrix so the above i multiplication in (19. L : Rn → Rm is completely determined by the vectors {Le1 . · · ·. Theorem 19. L : R2 → R2 which has the property 2 1 that Le1 = and Le2 = .   .24) depends only on these vectors. suppose Bx = Ax = Lx for all x ∈ Rn . (19. A such that Ax = Lx for all x ∈ Rn . From the above theorem and corollary. · · ·.  (0.  .6 Find the linear transformation.   . .   .    . This proves uniqueness. It equals   v1  . to prove the existence part of the theorem. The unique matrix determining the linear transformation which is given in (19. Len } .5 A linear transformation.23).   . i To verify uniqueness. For example.  . the terms “linear transformation” and “matrix” will be used interchangeably. · · ·0)  vi  = vi    .22) makes perfect sense. to say a matrix is one to one. Therefore.

) Let ik+1 be the smallest index larger than ik such that Aeik+1 ∈ span {f1 . These sums are called linear combinations. Now suppose {f1 . Also recall that δ ij = 1 if i = j . en } with the property that Aei = 0. For x ∈ Rn arbitrary. Aeik } = span {f1 . Aei1 } because Aek = 0 for k < i1 . (By construction. · · ·. LINEAR TRANSFORMATIONS 423 19. · · ·. Define span {x1 . · · ·. · · ·. xk } be a set of vectors in Rn . Aeik } = span {Ae1 . · · ·.1 Least Squares Problems k Definition 19. {e1 . · · ·. · · ·. you should review the dot product and its properties on Page 311. xk }. First it could happen that Aej ∈ span {f1 . (19.3. fk } . Then define / fk+1 ≡ Aeik+1 − Aeik+1 − k j=1 k j=1 Aeik+1 · fj fj Aeik+1 · fj fj . fr } such that fi · fj = δ ij and span {f1 .3. fk } = A (Rn ) . fk } . being a special case of something called the Gram Schmidt procedure. Before reading further. 0 if i = j Lemma 19. Proof: Let f1 = Aei1 |Aei1 | where ei1 is the first vector in the list.19. ck ∈ R In words span {x1 . · · ·. fk } showing that span {f1 . · · ·. · · ·. fr } = A (Rn ) ≡ {Ax : x ∈ Rn }. · · ·. · · ·. fk } have been chosen in such a way that fi · fj = δ ij and span {Aei1 .7 Let {x1 . · · ·. Aej is in / span {f1 . A = 0. fk } for some j. In this case. stop and consider span {f1 . · · ·. fk } for all j. xk } ≡ i=1 ci xi : c1 . Ae2 . Then there exist vectors. fk } for all j ≤ ik .8 Let A be an m × n matrix. n k Ax = A i=1 xi ei =Aei = i=1 xi Aei n k k n = i=1 xi j=1 yij fj = j=1 i=1 xi yij fj ∈ span {f1 . fk } . · · ·. · · ·. · · ·.25) . · · ·. · · ·.3. xk } consists of all vectors which can be obtained by adding up scalars times the vectors in the set {x1 . There are two cases to consider. {f1 . The following lemma is very significant. The other case is that Aej ∈ span {f1 .3. This was just accomplished for k = 1. Thus span {f1 } = span {Aei1 } = span {Ae1 . · · ·.

Theorem 19.8 with span {f1 . Continue until the first case is obtained. The following is a fundamental existence theorem which is based on the above lemma.26) fk+1 · fl = = Aeik+1 · fl − Aeik+1 − Aeik+1 − k j=1 k j=1 Aeik+1 · fj fj · fl Aeik+1 · fj fj =0 Aeik+1 · fl − Aeik+1 · fl k j=1 Aeik+1 · fj fj Therefore. Let y1 . fk+1 } has the property that fi · fj = δ ij and each fj ∈ A (Rn ) . Since A (Rn ) = span {f1 . · · ·. since |fk+1 | = 1. Aeik+1 = span Ae1 . Then from the definition of |·| and the properties of the dot product. it follows that if you can find y1 . r 2 r r y− k=1 yk fk = y− k=1 yk fk r · y− k=1 yk fk δ kl = |y| − 2 k=1 r 2 yk (y · f k ) + k r l 2 yk k=1 yk yl fk · fl = |y| − 2 k=1 r 2 yk (y · f k ) + 2 yk − 2yk (y · f k ) = |y| + k=1 2 Now complete the square to obtain r r 2 yk − 2yk (y · f k ) + (y · f k ) k=1 r r 2 = = |y| + |y| + k=1 2 2 − k=1 2 (y · f k ) 2 (yk − (y · f k )) − k=1 2 (y · f k ) . / Then span {f1 . · · ·. fr } be the vectors of Lemma 19. then letting Ax = k=1 yk fk . it will follow that this x is the desired solution. Furthermore. · · ·. This proves the lemma. fk+1 } = span Aei1 . · · ·. · · ·. x minimizes this function if and only if (y−Ax) · Aw = 0 for all w ∈ R . yr in such a way as to minimize r 2 n y− k=1 r y k fk . · · ·. . it follows that {f1 . yr be a list of scalars. Proof: Let {f1 . fr } = A (Rn ). · · ·. δ jl (19. fk } . fr } . Aeik+1 Also. · · ·. · · ·. This must happen in no more than n applications of the above process because for each j. ij < ij+1 and ij can’t be any larger than n.3.3.9 Let y ∈ Rm and let A be an m × n matrix. for l < k + 1. |y−Ax| . · · ·. from the properties of the dot product on Page 311. Then there exists x ∈ Rn 2 minimizing the function.424 LINEAR ALGEBRA Note the denominator is non zero because of the assumption that Aeik+1 ∈ span {f1 .

Lemma 19. yn  2 A as small as possible. 2 2 2 2 19. Suppose you are given points in the plane. Ax · y = = = Aij xj yi xj AT yi ji x·AT y. Of course this will be impossible in general. .  − . Then Ax · y = x·AT y Proof: This follows from the definition. the best values for m and b occur as the solution to   y1 m  . LINEAR TRANSFORMATIONS 425 This shows that the minimum is obtained when yk = (y · f k ) . b yn xn 1 which is of the form y = Ax and it is desired to choose m and b to make m b  y1  .3.19. b yn .10 Let A be an m × n matrix.3.3.2 The Least Squares Regression Line As an important application of the above theorem is the problem of finding the least squares n regression line in statistics.3. = .  . which occurs if and only if (y−Ax) · Aw = 0 for all w ∈ Rn . try to find m. b to get as close as possible. 2 2 2 2 Then from the above equation. let t ∈ R and consider |y−A (x + tw)| 2 = = (y−Ax − tAw) · (y−Ax − tAw) |y−Ax| − 2t (y−Ax) · Aw + t2 |Aw| . . . . −2t (y−Ax) · Aw + t2 |Aw| ≥ 0. The desired system is     y1 x1 1  .   . yi )}i=1 and you would like to find constants m and b such that the line y = mx + b goes through all these points.  .  AT A = AT  . To verify the other part.  m . Using the repeated index summation convention.9. This proves the existence part of the Theorem. Therefore. According to Theorem 19. {(xi . |y−Ax| ≤ |y−Az| for all z ∈ Rn if and only if for all w ∈ Rn and t ∈ R |y−Ax| − 2t (y−Ax) · Aw + t2 |w| ≥ |y−Ax| and this happens if and only if for all t ∈ R and w ∈ Rn .   . (Why?) This proves the theorem.

It is necessary to show there exists x ∈ Rn such that y = Ax. Theorem 19. Therefore.10. From Theorem 19. . This proves half the theorem.3 The Fredholm Alternative The next major result is called the Fredholm alternative. 19. A= . .  . and c the system  2    y  x1 x1 1 1 a  . One could clearly do a least squares fit for curves of the form y = ax2 + bx + c in the same way. Proof: First suppose that for some x ∈ Rn . In this case you want to solve as well as possible for a.  . AT (y − Ax) · w = 0 which shows that AT (y − Ax) = 0. m= and b= −( n i=1 xi ) ( n i=1 n i=1 yi ) + ( ( n i=1 x2 ) n − ( i ( n i=1 xi yi ) n 2 n i=1 xi ) n i=1 −( xi ) ( n i=1 xi yi + n 2 i=1 xi ) n − ( n i=1 yi ) 2 n i=1 xi ) x2 i . It comes from Theorem 19.3.  b  =  . (y − Ax) · y = 0.27) . by assumption. n 2 i=1 xi n i=1 xi n i=1 xi n m b = n i=1 xi yi n i=1 yi Solving this system of equations for m and b. Then letting AT z = 0 and using the above lemma.   .3. 1 LINEAR ALGEBRA x1  . b.  .  . . (19.3.3. Many other similar problems are important. y · z = Ax · z = x · AT z = x · 0 = 0. Ax = y. including many in higher dimensions and they are all solved the same way.9 there exists 2 x minimizing |y − Ax| which therefore satisfies (y − Ax) · Aw = 0 for all w ∈ Rn . . (Why?) Therefore. Then there exists x ∈ Rn such that Ax = y if and only if whenever AT z = 0 it follows that z · y = 0. . AT z = 0 it follows that z · y = 0. c x2 xn 1 yn n and one would use the same technique as above. suppose that whenever.9 and Lemma 19. . for all w ∈ Rn . .426 where   1 . xn Thus. . computing AT A.11 Let A be an m × n matrix. . To do the other half.3.

(b) L is one to one. 5. (1.12 and Problem 4. then x = 0. The following corollary is also called the Fredholm alternative.3. Therefore. since AT is assumed to be one to one. 427 Corollary 19. 4) . 7. If −ta+t2 b ≥ 0 for all t ∈ R and b ≥ 0. This proves the theorem. Referring to Problem 7. In the proof of Theorem 19. 1) . it follows that for all y ∈ Rm . Explain why there always exists a solution to the equation. Then A is onto if and only if AT is one to one. AT y = AT Ax and also explain why this is called a least squares solution to the equation.19.12 Let A be an m × n matrix. (2. 3. 2) . Therefore. y · z = 0 whenever AT z = 0. If AT x = AT y. x + 2y = 1 2x + 3y = 2 3x + 5y = 4 9.5) . let y = z where AT z = 0 and conclude that z · z = 0 whenever AT z = 0. Now let y ∈ Rm be given. Proof: Suppose first A is onto. y · z = 0 whenever AT z = 0 because. Why is this so? 4. and (3. . b.26).4 Exercises 1. 19. (a) Lx = 0 implies x = 0.3. Is it possible that AT is one to one? What does this say about A being onto? Prove your answer. Thus AT is one to one. then a = 0.27) with w = x. Why is this so? 2. show that an m × n matrix is onto if and only if its transpose is one to one. Using Corollary 19. Find m and b such that y = mx + b approximates these four points as well as possible.3. it must be the only solution. Suppose L : Rn → Rm is a linear transformation. Now do the same thing for y = ax2 + bx + c.8 explain the assertion (19. In the proof of Lemma 19. (y − Ax) · (y−Ax) = (y − Ax) · y− (y − Ax) · Ax = 0 showing that y = Ax. If x · w = 0 for all w ∈ Rn .11 there exists x such that Ax = y therefore.11 the following argument was used.11. finding a.3. Suppose A is a 3 × 2 matrix. EXERCISES Now by (19.3.3. 3. 8.9 concluded with the following observation. then AT (x − y) = 0 and so x − y = 0. 6. by Theorem 19. and c to give the best approximation. The proof of Theorem 19.4. and 0 is a solution to this equation. Then by Theorem 19. (0.3. y = Ax. You are doing experiments and have obtained the ordered pairs. A is onto. Show the following are equivalent. find the least squares solution to the following system.

Definition 19.5.2 Let A (t) be an m × n matrix and let B (t) be an n × p matrix with the property that all the entries of these matrices are differentiable functions. Describe how to find a polynomial. j.5. Cij (t) = Aik (t) Bkj (t) + Aik (t) Bkj (t) = (A (t) B (t))ij + (A (t) B (t))ij = (A (t) B (t) + A (t) B (t))ij Therefore. z = a + bx + cy + dxy + ex2 + f y 2 for example giving the best fit to the given ordered triples.5. Is there any reason you have to use a polynomial? Would similar approaches work for other combinations of functions just as well? 19. 19. Then (A (t) B (t)) = A (t) B (t) + A (t) B (t) . Say A (t) = (Aij (t)) . Then define A (t) ≡ Aij (t) . zi ) . That is. Suppose also that Aij (t) is a differentiable function for all i. The next lemma is just a version of the product rule. k ' i£  £ £ rrj r j .428 LINEAR ALGEBRA 10.5 Moving Coordinate Systems The study of moving coordinate systems gives a non trivial example of the usefulness of the above ideas involving linear transformations and matrices.1 The Coriolis Acceleration Imagine a point on the surface of the earth. Proof: (A (t) B (t)) = Cij (t) where Cij (t) = Aik (t) Bkj (t) and the repeated index summation convention is being used. here is the concept of the product rule extended to matrix multiplication. Therefore. Suppose you have several ordered triples. yi . one pointing East and one pointing directly away from the center of the earth. To begin with. one pointing South. A (t) is the matrix which consists of replacing each entry by its derivative.1 Let A (t) be an m × n matrix. (xi . Such an m × n matrix in which the entries are differentiable functions is called a differentiable matrix. the ij th entry of A (t) B (t) equals the ij th entry of A (t) B (t) + A (t) B (t) and this proves the lemma. Lemma 19. Now consider unit vectors.

5. j (t) . and the vector has changed although the components have not. It is assumed these vectors are C 1 functions of t. j (t) . β. then there exists a vector. Then define the components of u with respect to these vectors.19. and the positive z axis extend in the direction of k (t) . Also. . j. they change direction and so each is in reality a function of t. Lemma 19. and displacements. let i∗ . the positive y axis extend in the direction of j (t). Ω (t) such that u (t) = Ω (t) × u (t) . Nevertheless. k (t) form an orthonormal set. but of course they are not.5. If you are standing on the earth you will consider these vectors as fixed. Then Q (t) Q (t) = Q (t) Q (t) = I. Q (t) (αu + βv) ≡ αu1 + βv 1 i (t) + αu2 + βv 2 j (t) + αu3 + βv 3 k (t) = αu1 i (t) + αu2 j (t) + αu3 k (t) + βv 1 i (t) + βv 2 j (t) + βv 3 k (t) = α u1 i (t) + u2 j (t) + u3 k (t) + β v 1 i (t) + v 2 j (t) + v 3 k (t) ≡ αQ (t) u + βQ (t) v showing that Q (t) is a linear transformation. Letting the positive x axis extend in the direction of i (t) . if u (t) ≡ Q (t) u. k (t) be an orthonormal basis of vectors for each t. Thus u (t) ≡ u1 i (t) + u2 j (t) + u3 k (t) . i.3 Suppose Q (t) is a real. Also. scalars. j∗ . k at time t0 as u ≡ u1 i (t0 ) + u2 j (t0 ) + u3 k (t0 ) . Now let u be a vector and let t0 be some reference time. In general. For example you could let t0 = 0. Let u (t) be defined as the vector which has the same components with respect to i. Q (t) preserves all distances because. k but at time t. the second as j and the third as k. velocities. like the vectors described in the first paragraph. As the earth turns. since the vectors. it is with respect to these apparently fixed vectors that you wish to understand acceleration. k∗ be the usual fixed vectors in space and let i (t) . 3 1/2 i 2 |Q (t) u| = i=1 u = |u| . yields a moving coordinate system. j. This is exactly the situation in the case of the apparently fixed basis vectors on the earth if u is a position vector from the given spot on the earth’s surface to a point regarded as fixed with the earth due to its keeping the same coordinates relative to the coordinate axes which are fixed with the earth. MOVING COORDINATE SYSTEMS 429 Denote the first as i. i (t) . differentiable n × n matrix which preserves disT T tances. Now define a linear transformation Q (t) mapping R3 to R3 by Q (t) u ≡ u1 i (t) + u2 j (t) + u3 k (t) where u ≡ u1 i (t0 ) + u2 j (t0 ) + u3 k (t0 ) Thus letting v be a vector defined in the same manner as u and α.

Q (t) Q (t) u = u and so Q (t) Q (t) = Q (t) Q (t) = I. w. (Q (t) u·Q (t) w) = = = This implies 1 2 2 |Q (t) (u + w)| − |Q (t) (u − w)| 4 1 2 2 |u + w| − |u − w| 4 (u · w) . (19.2 that Q (t) Q (t) + Q (t) Q (t) = 0 and so Q (t) Q (t) = − Q (t) Q (t) From the definition. j∗ . k∗ . =u T T T T T T T T . k∗ . it follows from (19. This proves the first part of the lemma. Therefore.430 Proof: Recall that (z · w) = 1 4 LINEAR ALGEBRA |z + w| − |z − w| 2 2 . Lemma 19. Then writing the matrix of Q (t) Q (t) with respect to fixed in space orthonormal basis vectors. T Q (t) Q (t) u · w = (u · w) for all u. Q (t) u = u (t) .29) where because Ω (t) × u (t) ≡ Ω (t) = ω 1 (t) i∗ +ω 2 (t) j∗ +ω 3 (t) k∗ .28) that T the matrix of Q (t) Q (t) is of the form   0 −ω 3 (t) ω 2 (t)  ω 3 (t) 0 −ω 1 (t)  −ω 2 (t) ω 1 (t) 0 for some time dependent scalars. Therefore. This proves the lemma and yields the existence part of the following theorem. Therefore.  1    1  u 0 −ω 3 (t) ω 2 (t) u  u2  (t) =  ω 3 (t) 0 −ω 1 (t)   u2  (t) u3 −ω 2 (t) ω 1 (t) 0 u3   w2 (t) u3 (t) − w3 (t) u2 (t) =  w3 (t) u1 (t) − w1 (t) u3 (t)  w1 (t) u2 (t) − w2 (t) u1 (t) where the ui are the components of the vector u (t) in terms of the fixed vectors i∗ . T u (t) = Ω (t) ×u (t) = Q (t) Q (t) u (t) (19.28) u (t) = Q (t) u =Q (t) Q (t) u (t). i∗ w1 u1 j∗ w2 u2 k∗ w3 u3 T T ≡ i∗ w2 u3 − w3 u2 + j∗ w3 u1 − w1 u3 + k∗ w1 u2 − w2 u1 . Therefore. j∗ . ω i . It follows from the product rule.5. . i∗ . where these are the usual basis vectors for R3 .

5. k (t) be as described. By . j. j (t) . k (t). Therefore. Quantities which are relative to the moving coordinate system and quantities which are relative to a fixed coordinate system are distinguished by using the subscript. (19.19.4 Let i (t) .29). This proves the theorem. and so vB = x i + y j + z k and aB = x i + y j + z k. Suppose Ω1 also works. k are constant. rB (t) is the position vector of a point as perceived by the observer on the earth with respect to the vectors he thinks of as fixed. Proof: It only remains to prove uniqueness. k (t) . Then u (t) = Q (t) u and so u (t) = Q (t) u and Q (t) u = Ω×Q (t) u = Ω1 ×Q (t) u for all u. j (t) .5. Similarly. Now let R (t) be a position vector and let r (t) = R (t) + rB (t) where rB (t) ≡ x (t) i (t) +y (t) j (t) +z (t) k (t) . R (t) is the position vector of a point p (t) on the earth’s surface and rB (t) is the position vector of another point from p (t) . MOVING COORDINATE SYSTEMS 431 Theorem 19. v = R + x i + y j + z k + Ω × rB = R + x i + y j + z k + Ω× (xi + yj + zk) . vB (t) and aB (t) will be the velocity and acceleration relative to i (t) . then u (t) = Ω (t) × u (t) . xi + yj + zk = xΩ × i + yΩ × j + zΩ × k = Ω × (xi + yj + zk) and consequently. k} . Then there exists a unique vector Ω (t) such that if u (t) is a vector whose components are constant with respect to i (t) . this implies (Ω − Ω1 ) ×w = 0 for all w and thus Ω − Ω1 = 0. B on those relative to the moving coordinates system. Now consider the acceleration. Then v ≡ r = R + x i + y j + z k+xi + yj + zk . (Ω − Ω1 ) ×Q (t) u = 0 for all u and since Q (t) is one to one and onto. j. if e ∈ {i. e = Ω × e because the components of these vectors with respect to i. thus regarding p (t) as the origin. rB (t)  ¢¢d ‚ d ¢  R(t) ¢    r(t) ¢   In the example of the earth. j (t) . Ω×vB a = v = R + x i + y j + z k+x i + y j + z k + Ω × rB . Therefore.

The term Ω× (Ω × rB ) is called the centripetal acceleration. he will feel the effects of the Coriolis force and this force is really strange. Thus i∗ and j∗ depend on t while k∗ does not. (19. if the nauseated victim moves relative to the rotating wall. and the term −2Ω × vB is called the Coriolis acceleration. from the center of the earth. At some point. it follows from the geometric definition of the cross product that R = ωk∗ × R Therefore.30) Here the term − (Ω× (Ω × rB )) is called the centrifugal acceleration. the bottom drops out and the victims are held in place by friction.30) implies aB = a − Ω× (Ω × R) − 2Ω × vB − Ω× (Ω × rB ) . k (t) . an acceleration experienced by the observer as he moves relative to the moving coordinate system. since the earth rotates from West to East and the speed of a point on the surface of the earth relative to an observer fixed in space is ω |R| sin φ where ω is the angular speed of the earth about an axis through the poles. k be the unit vectors described earlier with i pointing South. There is a ride found in some amusement parks in which the victims stand next to a circular wall covered with a carpet or some rough material. Solving for aB . Thus k∗ is fixed in space with k∗ pointing in the direction of the north pole from the center of the earth while i∗ and j∗ point to fixed points on the survace of the earth. It is not necessary to move relative to coordinates fixed with the revolving wall in order to feel this force and it is pretty predictable. p. Also. Formula (19. k∗ .31) . observe the coordinates of R (t) are constant with respect to i (t) . j∗ .432  vB Ω×rB (t) LINEAR ALGEBRA    +Ω× x i + y j + z k+xi + yj + zk  = R + aB + Ω × rB + 2Ω × vB + Ω× (Ω × rB ) . The acceleration aB is that perceived by an observer who is moving with the moving coordinate system and for whom the moving coordinate system is fixed. 19. j (t) . aB = a − R − Ω × rB − 2Ω × vB − Ω× (Ω × rB ) . Letting R (t) be the position vector of the point p. Let i∗ .2 The Coriolis Acceleration On The Rotating Earth Now consider the earth. The mass multiplied by the Coriolis acceleration defines the Coriolis force. j pointing East. and k pointing away from the center of the earth at some point of the rotating earth’s surface. be the usual basis vectors attached to the rotating earth. Then the whole circular room begins to revolve faster and faster. Let i. However. j. Ω = ωk∗ and so =0 R = Ω × R+Ω × R = Ω× (Ω × R) since Ω does not depend on t.5. The difference between these forces is that the Coriolis force is caused by movement relative to the moving coordinate system and the centrifugal force is not. (19. it being an acceleration felt by the observer relative to the moving coordinate system which he regards as fixed. The force they feel is called centrifugal force and it causes centrifugal acceleration.

32) . this term is therefore. then aB = a − Ω× (Ω × R) − 2Ω × vB = ≡g − Note that GM (R + rB ) |R + rB | 3 − Ω× (Ω × R) − 2Ω × vB ≡ g − 2Ω × vB . j (t) . j∗ . To see this. although the components of acceleration which are in other directions are very small when compared with the acceleration due to the force of gravity and are often neglected. It is necessary to obtain k∗ in terms of the vectors. k∗ the usual way with φ the polar angle. Ω is quite small. c to find k∗ = ai+bj+ck    0 cos (φ) cos (θ) − sin (θ)  0  =  cos (φ) sin (θ) cos (θ) 1 − sin (φ) 0 k∗   sin (φ) cos (θ) a sin (φ) sin (θ)   b  cos (φ) c (19. the acceleration relative to the moving coordinate system on the earth is not directed exactly toward the center of the earth except at the poles and at the equator. k. ρ cos (φ) It follows.19. Therefore. and so ω = 7. b. the following formula describes the acceleration relative to a coordinate system moving with the earth’s surface. i = cos (φ) cos (θ) i∗ + cos (φ) sin (θ) j∗ − sin (φ) k∗ j = − sin (θ) i∗ + cos (θ) j∗ + 0k∗ and k = sin (φ) cos (θ) i∗ + sin (φ) sin (θ) j∗ + cos (φ) k∗ . i. Letting (ρ. j∗ . φ) be the usual spherical coordinates of the point p (t) on the surface taken with respect to i∗ . if the only force acting on an object is due to gravity. If the acceleration a.2722 × 10−5 2 |rB | . k (t) next. it follows the i∗ . you can totally ignore the term Ω× (Ω × rB ) because it is so small whenever you are considering motion near some point on the earth’s surface. This is described in terms of the vectors i (t) . if the relative velocity. note seconds in a day ω (24) (3600) = 2π. θ. vB is large. no larger than 7. If you are using seconds to measure time and feet to measure distance. the Coriolis acceleration could be significant.5. j. aB = g−2 (Ω × vB ) While the vector. Thus the following equation needs to be solved for a. MOVING COORDINATE SYSTEMS 433 In this formula. k∗ coordinates of this point are   ρ sin (φ) cos (θ)  ρ sin (φ) sin (θ)  .2722 × 10−5 in radians per second. is due to gravity. Clearly this is not worth considering in the presence of the acceleration due to gravity which is approximately 32 feet per second squared near the surface of the earth. 2 Ω× (Ω × R) = (Ω · R) Ω− |Ω| R and so g.

434 LINEAR ALGEBRA The first column is i. aB = g−2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] B where g = − GM (R+r3 ) − Ω× (Ω × R) as explained above. aB = a − Ω× (Ω × R) −2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] .33). the second is j and the third is k in the above matrix.6 In 1851 Foucault set a pendulum vibrating and observed the earth rotate out from under it. aB = −gk−2z ω sin φj. This is what allowed him to observe the earth rotate out from under it.5 Suppose a rock is dropped from a tall building.5. It was a very long pendulum with a heavy weight at the end so that it would vibrate for a long time without stopping1 . The dominant term in this expression is clearly the second one because x will be small. Where will it strike? Assume a = −gk and the j component of aB is approximately −2ω (x cos φ + z sin φ) . (19. This shows the rock does not fall directly towards the center of the earth as expected but slightly to the east. Clearly such a pendulum will take 24 hours for the plane of vibration to appear to make one complete revolution at the north pole. This equals 2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] . The term Ω× (Ω × R) is pretty |R+rB | small and so it will be neglected. The solution is a = − sin (φ) . considering the j component. Two integrations give ωgt3 /3 sin φ for the j component of the relative displacement at time t. a is due to gravity.33) Remember φ is fixed and pertains to the fixed point. Also. the Coriolis force will not be neglected. Therefore. 1 There is such a pendulum in the Eyring building at BYU and to keep people from touching it. there is a little sign which says Warning! 1000 ohms. Example 19. Example 19. . the following equation is descriptive of the situation. Therefore. Is it possible to predict what will take place at various latitudes? Using (19.31). this is 2gtω sin φ. if the acceleration. in (19. Now the Coriolis acceleration on the earth equals   ∗ k   2 (Ω × vB ) = 2ω − sin (φ) i+0j+ cos (φ) k × (x i+y j+z k) . p (t) on the earth’s surface. the i and k contributions will be very small. b = 0. z = −gt approximately. However.5. Therefore. and c = cos (φ) . It is also reasonable to expect that no such observed rotation would take place on the equator.

Therefore.36) . ml All terms of the form xy or y y can be neglected because it is assumed x and y remain small. The pendulum can be 2 thought of as the position vector from (0. the tension in the string of the pendulum. Ω× (Ω × R) . MOVING COORDINATE SYSTEMS 435 Neglecting the small term.5. y (0) = . the equations of motion become y = − (gm − 2ωmy sin φ) x +g and y +g These equations are of the form x + a2 x = by . Then it is fairly tedious but routine to verify that for each bt 2 √ sin b2 + 4a2 t . y l−z x k T = −T i−T j+T l l l and consequently. ml If the vibrations of the pendulum are small so that for practical purposes. y + a2 y = −bx where a2 = constant. x (0) = 0. the first two equations become x = − (gm − 2ωmy sin φ) and x + 2ωy cos φ ml y − 2ω (x cos φ + z sin φ) . 2 (19. the last equation may be solved for T to get z =T gm − 2ωy sin (φ) m = T.34) along with the initial conditions. c. Therefore. y = c cos 2 bt 2 √ sin b2 + 4a2 t 2 x = c sin (19. and m is the mass of the pendulum bob. 0. √ c b2 + 4a2 x (0) = 0. z = z = 0. With these simplifying assumptions. l (19.19.35) yields a solution to (19. Also. the pendulum is assumed to be long with a heavy weight so that x and y are also small. y (0) = 0. is directed towards the point at which the pendulum is supported. the differential equations of relative motion are x = −T y = −T and x + 2ωy cos φ ml y − 2ω (x cos φ + z sin φ) ml l−z − g + 2ωy sin φ. l) to the surface of the sphere x2 +y 2 +(z − l) = 2 l . g l x = 2ωy cos φ l y = −2ωx cos φ. this becomes = −gk + T/m−2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] where T.34) and b = 2ω cos φ.

it follows ω = hour. This is what describes the actual observed vibrations of the pendulum. Writing these solutions differently. Therefore. c T = 4π 2π = sec φ. The Coriolis acceleration is also responsible for the phenomenon of the next example. The term sin t changes relatively fast 2 and takes values between −1 and 1. Therefore. 2 Therefore. not by taking readings with instruments using the North Star but by doing an experiment with a big pendulum. observe T in hours. You could actually determine latitude. Then the acceleration observed by a person on the earth relative to the apparently fixed vectors. The plane of vibration is √ b2 +4a2 determined by this vector and the vector k. Thus the plane of vibration will have made one complete revolution when t = T for bT ≡ 2π. i. Example 19. Of course the situation could be more complicated but this will suffice to explain the above question. ) At this instant in time. is aB = −a (rB ) (xi+yj+zk) − 2ω [−y cos (φ) i+ (x cos (φ) + z sin (φ)) j− (y sin (φ) k)] . Also note the pendulum would not appear to change its plane of vibration at the equator because limφ→π/2 sec φ = ∞. k.35) by uniqueness of the initial value problem. the above formula implies T = 24 sec φ. 2ω cos φ ω 2π 24 Since ω is the angular speed of the rotating earth. Why? Neglect accelerations other than the Coriolis acceleration and the following acceleration which comes from an assumption that the point p (t) is the location of the lowest pressure. a = −a (rB ) rB where rB = r will denote the distance from the fixed point p (t) on the earth’s surface which is also the lowest pressure point.5.36) will hold for some value of c and so the solution to (19. = π 12 in radians per I think this is really amazing.7 It is known that low pressure areas rotate counterclockwise as seen from above in the Northern hemisphere but clockwise in the Southern hemisphere. the time it takes for the earth to turn out from under the pendulum is This is very interesting! The vector. the conditions of (19. (Recall k points away from the center of the earth and j points East. defined as t = 0. √ b2 + 4a2 x (t) sin bt 2 t =c sin bt y (t) cos 2 2 sin bt 2 always has magnitude equal to |c| cos bt 2 but its direction changes very slowly because b is very small.34) having these initial conditions will be those of (19.436 LINEAR ALGEBRA It is clear from experiments with the pendulum that the earth does indeed rotate out from under it causing the plane of vibration of the pendulum to appear to rotate. You would set it vibrating. The purpose of this discussion is not to establish these self evident facts but to predict how long it takes for the plane of vibration to make one revolution. and then solve the above equation for φ. j. there will be some instant in time at which the pendulum will be vibrating in a plane determined by k and j.

k are fixed relative to the earth and so are constant vectors. EXERCISES 437 Therefore. Q (t) as described above.6. Therefore. the motion towards the low pressure has to be more pronounced in comparison with the motion in the k direction in order to draw this conclusion. the vectors. Remember the Coriolis force was 2Ω × vB where Ω was a particular vector which came from the matrix. Is this true on the rotating earth assuming the experiment . j. so that z is fairly constant and the last term can be neglected. this implies rB × rB = 0 initially and then the above implies its kth component is negative in the upper hemisphere when φ < π/2 and positive in the lower hemisphere when φ > π/2. Show that   i (t) · i (t0 ) j (t) · i (t0 ) k (t) · i (t0 ) Q (t) =  i (t) · j (t0 ) j (t) · j (t0 ) k (t) · j (t0 )  . then the kth component of (rB × rB ) is negative provided φ ∈ 0. this shows clockwise rotation in the lower hemisphere and counter clockwise rotation in the upper hemisphere. from the properties of the determinant and the above differential equations. If it is assumed there is not a substantial motion in the k direction. Using the right hand and the geometric definition of the cross product. 2 2 Beginning with a point at rest. The first term will be negative because it is assumed p (t) is the location of low pressure causing y 2 +x2 to be a decreasing function. π and positive if φ ∈ π . (rB × rB ) = i −a (rB ) x + 2ωy cos φ x i x x j y y k z z = i x x j y y k z z = j k −a (rB ) y − 2ωx cos φ − 2ωz sin (φ) −a (rB ) z + 2ωy sin φ y z Then the kth component of this cross product equals ω cos (φ) y 2 + x2 + 2ωxz sin (φ) . An illustration used in many beginning physics books is that of firing a rifle horizontally and dropping an identical bullet from the same height above the perfectly flat ground followed by an assertion that the two bullets will hit the ground at exactly the same time. Note also that as φ gets close to π/2 near the equator. i (t) · k (t0 ) j (t) · k (t0 ) k (t) · k (t0 ) There will be no Coriolis force exactly when Ω = 0 which corresponds to Q (t) = 0. 19.19. the above reasoning tends to break down because cos (φ) becomes close to zero. π . one obtains some differential equations from aB = x i + y j + z k by matching the components.6 Exercises 1. Therefore. i. When will Q (t) = 0? 2. These are x + a (rB ) x = y + a (rB ) y = z + a (rB ) z = 2ωy cos φ −2ωx cos φ − 2ωz sin (φ) 2ωy sin φ Now remember.

you cross out the row . The determinant of A.7. denoted as det (A) is a number. Then take the determinant of the resulting 2 × 2 matrix. 19. Multiply this by 4 and then by (−1) because the 4 is in the first column and the second row. this number is very easy to find. Cross out the row and the column which contain 4 and take the determinant of the 2 × 2 2+1 matrix which remains. (−1) 1+1 1 3 2 2 1 + (−1) 2+1 4 2 2 3 1 + (−1) 3+1 3 2 3 3 2 = 0. Definition 19. Now go to the 4. Finally consider the 3 on the bottom of the first column. and i points South.7 Determinants Let A be an n × n matrix. Having defined what is meant by the determinant of a 2 × 2 matrix. Then 3+1 multiply this by 3 and by (−1) because this 3 is in the third row and the first column. Thus det Example 19.3 Find the determinant of  1 2  4 3 3 2  3 2 .438 LINEAR ALGEBRA takes place over a large perfectly flat field so the curvature of the earth is not an issue? Explain. It follows exactly the same pattern and you see it gave the same answer. = a b c d . If the matrix is a 2×2 matrix. j points East. Now 1+1 multiply this determinant by 1 and then multiply by (−1) because this 1 is in the first row and the first column. What other irregularities will occur? Recall the Coriolis force is 2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] where k points away from the center of the earth. (−1) 2+1 4 2 3 2 1 + (−1) 2+2 3 1 3 3 1 + (−1) 2+3 2 1 3 2 2 = 0. You could also expand the determinant along the second row as follows. The determinant is also often denoted by enclosing the matrix with two vertical lines. Cross out the row and column containing this 3 and take the determinant of what is left.7. Then det (A) ≡ ad − cb. This gives the first term in the above sum. what about a 3 × 3 matrix? Example 19.7. This is the pattern used to evaluate the determinant by expansion along the first column.2 Find det 2 4 −1 6 a b c d . You pick a row or column and corresponding to each number in that row or column. 1 Here is how it is done by “expanding along the first column”.1 Let A = a b c d . What is going on here? Take the 1 in the upper left corner and cross out the row and the column containing the 1. From the definition this is just (2) (6) − (−1) (4) = 16.

(This i+j is called the ij th minor of A. it requires a little effort to establish it. This is a lot of terms. Suppose now you have a 10 × 10 matrix. Definition 19. To make the th formulas easier to remember. det (A) = 3 (−1) 1+3 5 4 1 3 3 4 1 2 5 4 3 4 3 5 2 4 3 2 + 2 (−1) 2+3 1 1 3 1 5 1 2 3 4 2 4 3 4 5 2 4 3 5 + 4 (−1) 3+3 + 3 (−1) 4+3 . you will always get the same thing which is defined to be the determinant of the matrix. Theorem 19. I think you should regard the above claim that you always get the same answer by picking any row or column with considerable skepticism. cof (A)ij will denote the ij entry of the cofactor matrix. This is done in the section on the theory of the determinant which follows. Then a new matrix called the cofactor matrix. Lets pick the third column. However.37) The first formula consists of expanding the determinant along the ith row and the second expands the determinant along the j th column. What about a 4 × 4 matrix? Example 19. A.7. ) and then multiply this number by (−1) . (19. take the determinant of what is left.7. 800 terms involved in the evaluation of such a determinant by Laplace expansion along a row or column. Then adding these gives the value of the determinant. In addition to the difficulties just discussed. 628 . The above examples motivate the following incredible theorem and definition. . there will be 4 × 3 × 2 = 24 terms to evaluate in order to find the determinant using the method of Laplace expansion. Then n n det (A) = j=1 aij cof (A)ij = i=1 aij cof (A)ij . cof (A) is defined by cof (A) = (cij ) where to obtain cij delete the ith row and the j th column of A. If you do so.7. Now you know how to expand each of these 3 × 3 matrices along a row or a column.5 Let A = (aij ) be an n×n matrix. take the determinant of the (n − 1) × (n − 1) matrix which results.6 Let A be an n × n matrix where n ≥ 2. This method of evaluating a determinant by expanding along a row or a column is called the method of Laplace expansion. multiply this by the number i+j and by (−1) assuming the number is in the ith row and the j th column. I hope you see that from the above pattern there will be 10! = 3. It is incredible and not at all obvious.7.4 Find det (A) where 1  5 A=  1 3  2 4 3 4 3 2 4 3  4 3   5  2 As in the case of a 3 × 3 matrix. Note that each of the four terms above involves three terms consisting of determinants of 2 × 2 matrices and each of these will need 2 terms. you can expand this along any row or column. DETERMINANTS 439 and column containing it. Therefore.19. you will get −12 assuming you make no mistakes. You could expand this matrix along any row or any column and assuming you make no mistakes.

7 0 0 −1 and now expand this along the first column to get this equals 1×2× 3 33.440 LINEAR ALGEBRA Notwithstanding the difficulties involved in using the method of Laplace expansion.7 0 −1  2 2 0 0  3 77 6 7   3 33.10 If two rows or two columns in an n × n matrix. ∗   . You should verify the following using the above theorem on Laplace expansion. all other rows of A1 and A2 coinciding with those of A.  .  . Without using the corollary. Some of the most important are listed in the following theorem.9 Let 1  0  A= 0 0 Find det (A) . an ) and the ith row of A2 is (b1 ..7  0 −1 Next expand the last along the first column which reduces to the product of the main diagonal elements as claimed. · · ·.   ∗ ∗ ··· ∗  . Definition 19. you could expand along the first column. Thus det (A) = 1 × 2 × 3 × −1 = −6.7 A matrix M . In other words. Thus such a matrix equals zero below the main diagonal. 0 ··· 0 ∗ A lower triangular matrix is defined similarly as a matrix for which all entries above the main diagonal are equal to zero.  0 ∗ . Theorem 19.7. as shown. This gives 2 6 7 1 0 3 33. bn ) . .    . From the above corollary. · · ·. A. it suffices to take the product of the diagonal elements. . certain types of matrices are very easy to deal with. ..7. Then det (A) = x det (A1 ) + y det (A2 ) where the ith row of A1 is (a1 .8 Let M be an upper (lower) triangular matrix. det is a linear function of each . are switched.. the determinant of the resulting matrix equals (−1) times the determinant of the original matrix. is upper triangular if Mij = 0 whenever i > j.7. Example 19.. the entries of the form Mii . There are many properties satisfied by determinants. .7. If A is an n×n matrix in which two rows are equal or two columns are equal then det (A) = 0. This example also demonstrates why the above corollary is true. Suppose the ith row of A equals (xa1 + yb1 .  . Corollary 19. Then det (M ) is obtained by taking the product of the entries on the main diagonal. xan + ybn ). · · ·.

The same is true with the word “row” replaced with the word “column”. If B is the matrix obtained from A by replacing the ith row (column) of A by a times the ith row (column) then a det (A) = det (B) . Now using the corollary some more. it has the same determinant as A.7. Here is an example which shows how to use this corollary to find a determinant. This theorem implies the following corollary which gives a way to find determinants. Corollary 19. This yields the matrix. Then replace the third row by (−4) times the first row added to it.7. and if A is an n × n matrix. Then det (A) = det (B) . In addition to this. As I pointed out above. Example 19.12 Find the determinant of the matrix. replace the fourth row by (−2) times the first row added to it.19. Finally. DETERMINANTS 441 row A.   1 2 3 4  5 1 2 3   A=  4 5 4 3  2 2 −4 5 Replace the second row by (−5) times the first row added to it. if A and B are n × n matrices.7.   1 2 3 4  0 −9 −13 −17   B=  0 −3 −8 −13  0 −2 −10 −3 and from the above corollary. then det (AB) = det (A) det (B) . the method of Laplace expansion will not be practical for any matrix of large size.11 Let A be an n × n matrix and let B be the matrix obtained by replacing the ith row (column) of A with the sum of the ith row (column) added to a multiple of another row (column). Then det (C) = − det (D) where 1  0 D=  0 0  2 −3 0 0  3 4 −8 −13   11 22  14 −17 . det (B) = −1 det (C) where 3 1  0 C=  0 0  2 0 −3 6 3 11 −8 30  4 22  . then det (A) = det AT . −13  9 The second row was replaced by (−3) times the third row added to the second row and then the last row was multiplied by (−3) . Now replace the last row with 2 times the third added to it and then switch the third and second rows.

Replace the k column with the rth column to obtain a matrix. Theorem 19.7.1. then A−1 = a−1 ij where a−1 = det(A)−1 cof (A)ji ij for cof (A)ij the ij th cofactor of A. i=1 Now consider n air cof (A)ik det(A)−1 i=1 when k = r. Now n n air cof (A)ik = i=1 T i=1 air cof (A)ki T which is the krth entry of cof (A) A.7. However. n T (19. if det (A) = 0. n −1 = i=1 air cof (A)ik det (A) −1 air cof (A)ik det (A) i=1 −1 = δ rk .6 and letting (air ) = A. expanding this matrix along the k th column yields n th 0 = det (Bk ) det (A) Summarizing. det (A) Using the other formula in Theorem 19.38) arj cof (A)kj det (A) j=1 −1 = δ rk Now n n arj cof (A)kj = j=1 j=1 arj cof (A)jk T . cof (A) A = I. 3 The theorem about expanding a matrix along any row or column also provides a way to give a formula for the inverse of a matrix. Proof: By Theorem 19. Therefore. n air cof (A)ir det(A)−1 = det(A) det(A)−1 = 1.6.10.7.13 on Page 417.442 LINEAR ALGEBRA You could do more row operations or you could note that this can be easily expanded along the first column followed by expanding the 3 × 3 matrix which results along its first column.13 A−1 exists if and only if det(A) = 0. Thus 11 22 det (D) = 1 (−3) = 1485 14 −17 and so det (C) = −1485 and det (A) = det (B) = −1 (−1485) = 495. Recall the definition of the inverse of a matrix in Definition 19.7. Bk whose determinant equals zero by Theorem 19. If det(A) = 0. and similar reasoning.

the determinant of this matrix equals the determinant of the matrix. A cof (A) = I.7. Example 19.   1 2 3  0 −6 −8  0 0 −2 which equals 12. det (A) T T 443 (19. In words. where ij a−1 = cof (A)ji det (A) ij In other words. Theorem 19.10. It is an abomination to call it the adjoint although you do sometimes see it referred to in this way.11 on Page 441. The transpose of the cofactor matrix is called the adjugate or sometimes the classical adjoint of the matrix A.7.13 says that to find the inverse. Now suppose A−1 exists. 0 This way of finding inverses is especially useful in the case where it is desired to find the inverse of a matrix whose entries are functions. Therefore.7.7. DETERMINANTS which is the rk th entry of A cof (A) .   1 2 3 A= 3 0 1  1 2 1 First find the determinant of this matrix.14 Find the inverse of the matrix. take the transpose of the cofactor matrix and divide by the determinant. This proves the theorem. the inverse of A should equal −2 1  4 12 2  −2 −2 8 T  1 −6 6 0  =  −1 6 1 −6 2 1 3 −1 6 1 6 2 3 −1 2  .19. det (A) T −1 . Using Corollary 19. Then by Theorem 19. 8 −6 Each entry of A was replaced by its cofactor. from the above theorem.38) and (19.39) that A−1 = a−1 .7. .39) and it follows from (19. A−1 is equal to one over the determinant of A times the adjugate matrix of A. A−1 = cof (A) . The cofactor matrix of A  −2  4 2 is  −2 6 −2 0  . Therefore. 1 = det (I) = det AA−1 = det (A) det A−1 so det (A) = 0.

· · ·. det (A) ∗ · · · yn · · · ∗ where here the ith column of A is replaced with the column vector. r such that every row is a linear combination of some r rows. . Procedure 19. there is a formula for A−1 given above. . Then Cramer’s rule says xi = det Ai det A T T where Ai is obtained from A by replacing the ith column of A with the column (y1 . as of a matrix. Now in the case that A−1 exists. ···. The cofactor matrix is   1 0 0 C (t) =  0 et cos t et sin t  0 −et sin t et cos t and so the inverse is  1 0 1  0 et cos t et 0 −et sin t T  −t 0 e et sin t  =  0 et cos t 0  0 − sin t  . . · · ·. yn ) . . Ax = y for x. .7. Ax = y. cj such that as = j=1 cj aij . In case you are solving a system of equations. it follows that if A−1 exists. Definition 19. cos t 0 cos t sin t This formula for the inverse also implies a famous procedure known as Cramer’s rule. . to a system of equations. The row rank of a matrix is the smallest number. (y1 · · · ·. x = A−1 A x = A−1 (Ax) = A−1 y thus solving the system. Let A be an m × n matrix. A given row.444 Example 19. · · ·. n n xi = j=1 a−1 yj ij = j=1 1 cof (A)ji yj .17 A submatrix of a matrix A is a rectangular array of numbers obtained by deleting some rows and columns of A. yn ) . The determinant rank of the matrix equals r where r is the largest number such that some r × r submatrix of A has a non zero determinant. det (A) By the formula for the expansion of a determinant along a column. . Cramer’s rule gives a formula for the solutions.7. yn ) for x = (x1 . r. This formula is known as Cramer’s rule. Using this formula. .16 Suppose A is an n × n matrix and it is desired to solve the system T T Ax = y. A is a linear combination of rows r ai1 .  xi = det  . xn ) . and the determinant of this modified matrix is taken and divided by det (A). such that every column is a linear combination of some r columns.   ∗ · · · y1 · · · ∗ 1  .7.15 Suppose LINEAR ALGEBRA et  0 A (t) = 0 Find A (t) −1   0 0 cos t sin t  − sin t cos t . The column rank of a matrix is the smallest number. First note det (A (t)) = et . air if there are scalars. x. . y = (y1 .

18 If A has determinant rank. 1. In fact.19 Let A be an n × n matrix. It is a remarkable fact that for n × n matrices. Find the determinants of the following matrices.) 3 −9 3   1 2 3 2  1 3 2 3   (c)   4 1 5 0 . 4.20 Let A be an n × n matrix. Theorem 19. Corollary 19. What are the possible values of det (A) if A is an orthogonal matrix? 3. 5. This amazing result is proved in the next section but is stated here. 19.   1 2 3 (a)  3 2 2  (The answer is 31. If A−1 exist. Theorem 19. Let A be an r × r matrix and suppose there are r − 1 rows (columns) such that all rows (columns) are linear combinations of these r − 1 rows (columns). give a counter example.) 0 9 8   4 3 2 (b)  1 7 8 (The answer is 375. The following theorem is of fundamental importance and ties together many of the ideas presented above. it is easy to see they are all equal once the theorem has been proved. det (A) = 0. It says the row rank and column rank are both no larger than the determinant rank. A matrix is said to be orthogonal if AT A = I. r. Explain your answer. A is one to one.7. . 3.7. Thus the inverse of an orthogonal matrix is just its transpose. Show det (A) = 0. what is the relationship between det (A) and det A−1 . Then the following are equivalent. There also exist r columns such that every column is a linear combination of these r columns. explain why it is so and if it is not so. (The answer is −2. Is it true that det (A + B) = det (A) + det (B)? If this is so. 2.19.) 1 2 1 2 2. It is proved in the next section. A is onto.8 Exercises 1. EXERCISES 445 The following theorem is proved in the section on the theory of the determinant.8.7. then there exist r rows of the matrix such that every other row is a linear combination of these r rows. Then A is one to one if and only if A is onto. one to one is equivalent to onto.

F (t) = det Now suppose  a (t) b (t) c (t) F (t) = det  d (t) e (t) f (t)  . S such that A = S −1 BS. λ. Only certain ones are. Why? Hint: Show that if Ax = λx. It turns out that not every number is an eigenvalue. Explain why this shows that (λI − A) is not one to one and not onto. Show det (aA) = an det (A) where here A is an n × n matrix and a is a scalar. Show using Theorem 19. g (t) h (t) i (t)  c (t) f (t)  i (t) Use Laplace expansion and the first part to verify F (t) =    a (t) b (t) c (t) a (t) b (t) det  d (t) e (t) f (t)  + det  d (t) e (t) g (t) h (t) i (t) g (t) h (t)   a (t) b (t) c (t) +  d (t) e (t) f (t)  . the vector. Verify a (t) c (t) b (t) d (t)  + det a (t) c (t) b (t) d (t) . then B ∼ A. Is it true that A−1 will also be upper triangular? Explain. Suppose det (λI − A) = 0. Show that A−1 exists if and only if all elements of the main diagonal are non zero. Is everything the same for lower triangular matrices? 9.19 to argue det (λI − A) = 0.18 showed that determinant rank is at least as large as column and row rank.446 LINEAR ALGEBRA 6. then A ∼ C. then (λI − A) x = 0. Show they are all equal. Let A and B be two n × n matrices. In the context of Problem 9 show that if A ∼ B. When this occurs.7. 7. Use the formula for the inverse in terms of the cofactor matrix to find the inverse of the matrix. 13. Let F (t) = det a (t) c (t) b (t) d (t) . Suppose A is an upper triangular matrix. 8. ↑Theorem 19. Let A be an n × n matrix and let x be a nonzero vector such that Ax = λx for some scalar.  t  e 0 0 . et cos t et sin t A= 0 t t t 0 e cos t − e sin t e cos t + et sin t . What sort of equation is this? How many solutions does it have? 12.7. 10.19 there exists x = 0 such that (λI − A) x = 0.7. Show also that A ∼ A and that if A ∼ B and B ∼ C. then det (A) = det (B) . A ∼ B (A is similar to B) means there exists an invertible matrix. 11. λ is called an eigenvalue. Now use Theorem 19. x is called an eigenvector and the scalar. g (t) h (t) i (t) Conjecture a general result valid for n × n matrices and explain why it will be true. Show that if A ∼ B. Can a similar thing be done with the columns? 14.

From (19. n} so that every number from {1. n} to one of the three numbers. · · ·. (i1 . Proof: To begin with. q. the second property states that if two of the numbers are switched. · · ·. in ) . 3) and (2. There will be some repetition between this section and the previous section for the convenience of the reader.9. · · ·. · · ·. · · ·. in the case where n > 1 and {i1 . p. the list is of the form (i1 . 1) = 0 and verify it works. the value of the function is multiplied by −1. · · ·. Lemma 19.11. Define sgn1 (1) ≡ 1 and observe that it works. · · ·. · · ·. in+1 ) ≡ . · · ·. · · ·.41) In words. · · ·. Let sgn2 (1. · · ·. 3) are different. Now explain why det (C) = det (A) det (B) . This is clearly true if n = 1. it is necessary to show the existence of such a function. · · ·. · · ·. · · ·. p. iθ+1 .9 The Mathematical Theory Of Determinants It is easiest to give a different definition of the determinant which is clearly well defined and then prove the earlier one in terms of Laplace expansion. · · ·. and the 0 is a r × m matrix. in+1 ) ≡ 0. sgnn (i1 . 2) = 1 and sgn2 (2. 1. iθ−1 . q. · · ·.19. sgnn+1 will be defined in terms of sgnn . No switching is possible. Thus. iθ−1 . Let θ be the position of the number n + 1 in the list. Assuming such a function exists for n. Hint: Part of this will require an explanation of why A 0 det = det (A) . · · ·. iθ+1 . iθ+1 . in ) = − sgnn (i1 .42) where n = iθ in the ordered list. Letting Ik denote the k × k identity matrix. sgnn+1 (i1 . (i1 .40) (19. Also. n) = 1 sgnn (i1 . 2) = sgn2 (1. sgnn (1. 0. This means the order is important so (1. In the case where n = 2. in ) (19. tell why C= A D 0 Im Ir 0 0 B .1 There exists a unique function. n + 1. sgnn which maps each list of numbers from {1. 19.42) it must be that sgnn+1 (i1 . then n + 1 appears somewhere in the ordered list. in+1 ) .9. Let A be an r × r matrix and let B be an m × m matrix such that r + m = n. · · ·. in ) ≡ (−1) n−θ sgnn−1 (i1 . n + 1. 2. Consider the following n × n block matrix C= A D 0 B . The following Lemma will be essential in the definition of the determinant. · · ·. in ) be an ordered list of numbers from {1. If there are any repeated numbers in (i1 . THE MATHEMATICAL THEORY OF DETERMINANTS 447 15. where the D is an m × r matrix. in } = {1. · · ·. it is also clearly true. or −1 which also has the following properties. Let (i1 . iθ−1 . in ) (19. n} appears in the ordered list. iθ+1 . in+1 ) . · · ·. D Im See Corollary 19. 1. in ) . n. 1) = 0 while sgn2 (2. · · ·.7. · · ·. If there are no repeats. iθ−1 . · · ·. n} .

41) in the case where there are no numbers repeated in (i1 . · · ·. · · ·. · · ·. each of these switches introduces a factor of −1 and so r s−1 s−1−r sgnn i1 . in+1 r s s−1 (19. in+1 r s−1 (−1) s−1−r sgnn i1 . q. It remains to verify (19. · · ·. q . Consider sgnn+1 i1 . p . q. · · ·. · · ·. q . in+1 θ s r s−1 sgnn+1 i1 . sgnn+1 i1 . The interesting case is when θ = r or θ = s. Then sgnn+1 i1 . · · ·.41) with n replaced with n + 1. iθ+1 . · · ·. · · ·. Similarly. sgnn+1 i1 . · · ·.44) By making s − 1 − r switches. q. in+1 = (−1) r (−1) n+1−s sgnn i1 . · · ·.44). · · ·. n + 1. q. The first of these is obviously true because sgnn+1 (i1 . · · ·. · · ·. · · ·. By induction. · · ·. in+1 (−1) while r n+1−θ r θ s r s ≡ sgnn i1 .448 (−1) n+1−θ LINEAR ALGEBRA sgnn (i1 . q. · · ·. in+1 (−1) n+1−θ = sgnn i1 .43) to the rth position in (19. where the r above the p indicates the number. n + 1. · · ·. q. q.41) holds because both sides would equal zero from the above definition. a switch of p and q introduces a minus sign in the result. if θ > s or if θ < r it also follows that (19. q. · · ·. p. sgnn i1 . · · ·. · · ·. in+1 . · · ·. p. in+1 ) . · · ·. · · ·. q. · · ·. n. p. n + 1. · · ·. · · ·. · · ·. · · ·. n + 1. · · ·. It is necessary to verify this satisfies (19. p. move the q which is in the s − 1th position in (19. in+1 = (−1) while n+1−r r s sgnn i1 . Consider the case where θ = r and note the other case is entirely similar. n + 1. q is in the sth position. · · ·. in+1 ) . in+1 = (−1) Therefore. · · ·. in+1 = (−1) n+1−s sgnn i1 . · · ·. r (19. q. · · ·.40) and (19. · · ·. by induction. · · ·. · · ·. iθ−1 . · · ·. in+1 = (−1) = (−1) = (−1) n+s n+1−r r s n+1−r sgnn i1 . · · ·. q . · · ·.43) sgnn+1 i1 . in+1 ) . q. · · ·. · · ·. in+1 2s−1 sgnn i1 . n + 1) ≡ (−1) n+1−(n+1) sgnn (i1 . n) = 1. · · ·. in+1 r s−1 and so. · · ·. q . · · ·. q. · · ·. · · ·. If there are repeated numbers in (i1 . then it is obvious (19. in+1 .41) holds. in+1 . in+1 r . Suppose first that r < θ < s. · · ·. p is in the rth position and the s above the q indicates that the number.

kn ) sgn (k1 . · · ·.41) gives both functions are equal to zero for that ordered list. The determinant of A. Thus det (A (r1 . · · ·.9.···. kn ) ar1 k1 · · · arn kn (19.47) = det (A (r1 . Note it suffices to take the sum over only those ordered lists in which there are no repeats because if there are. 1) + f (1.···. 1) + f (2. denoted by det (A) is defined by det (A) ≡ (k1 . in ) . note that you can obtain any ordered list of distinct numbers from a sequence of switches. sgn (k1 . · · ·. If any numbers are repeated.9.kn ) sgn (k1 . Let A be an n × n matrix. in ) = g (i1 . · · ·.46) (19. rn ) denote an ordered list of n numbers from {1. · · ·.19.4 Let (r1 . Then sgn (r1 .kn ) to be the sum of all the f (k1 · · · kn ) for all possible choices of ordered lists (k1 . THE MATHEMATICAL THEORY OF DETERMINANTS = − sgnn+1 i1 . To see this function is unique. In what follows sgn will often be used rather than sgnn because the context supplies the appropriate n.41). f and g both satisfying (19. · · ·.3 Let (aij ) = A denote an n × n matrix. Definition 19. f (k1 . n}. kn ) of numbers of {1. then (19. in+1 . · · ·. This proves the lemma. · · ·. · · ·. · · ·. · · ·. A = (aij ) and let (r1 . Let A (r1 .···. k2 ) = f (1. 2) + f (2. rn )) = (k1 . n}. Define f (k1 · · · kn ) (k1 . n + 1. (k1 .9. · · ·. · · ·. rn ) be an ordered list of numbers from {1. A. If there exist two functions. · · ·. · · ·. · · ·. rn ) denote the matrix whose k th row is the rk row of the matrix. . · · ·.40) and (19. For example.2 Let f be a real valued function which has the set of ordered lists of numbers from {1. n) = A. n} as its domain. · · ·. · · ·. · · ·. · · ·. kn ) = 0 and so that term contributes 0 to the sum. 2) . n}. n) and applying the same sequence of switches. r s 449 This proves the existence of the desired function. rn )) . eventually arrive at f (i1 . rn ) det (A) = (k1 .45) and A (1.kn ) sgn (k1 . n} . Proposition 19. · · ·.9. n) = g (1. · · ·. kn ) ar1 k1 · · · arn kn (19.···. q. · · ·. you could start with f (1.k2 ) Definition 19. kn ) a1k1 · · · ankn where the sum is taken over all ordered lists of numbers from {1.

kn ) a1k1 · · · arkr · · · asks · · · ankn . · · ·. consider n slots placed in order. To see this. kn ) ar1 k1 · · · arn kn . · · ·. · · ·. n)) = LINEAR ALGEBRA (19. · · ·. · · ·. · · ·.···. · · ·. · · ·. With the above. s. rn ). it is possible to give a more symmetric description of the determinant from which it will follow that det (A) = det AT . Thus there are n (n − 1) ways to fill the first two slots. say the rth row equals the sth row. n)) . n) so r < s. kn ) a1k1 · · · arks · · · askr · · · ankn  These got switched  . this equals = (k1 . · · ·. Consequently.···.···. ks . (k1 . Observation 19. n)) = − det (A) Now letting A (1. · · ·.50) p sgn (r1 . · · ·.1. r.···.48) sgn (k1 . this implies det (A (r1 .450 Proof: Let (1. · · ·. s. ij aT = aji . ks .···. det (A (1. s. kr and kr . rn )) = (−1) det (A) = sgn (r1 . det (A (1. However. · · ·. · · ·. r. For each of these choices.6 The following formula for det (A) is valid. · · ·. · · ·. s. rn ) = 0 and also sgn (r1 .kn ) − sgn k1 .49) shows that A (r1 . and continuing in this way. r. calling ks . · · ·. · · ·s. · · ·. · · ·. Continuing this way. n) play the role of A. Corollary 19. · · ·. · · ·. · · ·.9. Then for each of these ways there are n − 2 choices left for the third slot. if there is a repeat. · · ·.kn ) and renaming the variables. p det (A (r1 . n} . (r1 . kn  a1k1 · · · askr · · · arks · · · ankn (19.kn ) sgn (k1 . · · ·. rn ) det (A) and proves the proposition in the case when there are no repeated numbers in the ordered list. n) = (1. · · ·.9. There are n choices for the first slot. n). ks . · · ·. · · ·. kr . r.49) = (k1 . · · ·. there are n − 1 choices for the second. By Lemma 19. · · ·. (r1 . rn ) = 0 so the formula holds in this case also. kr . det (A) = 1 · n! (19. ks = − det (A (1. · · ·. r.5 There are n! ordered lists of distinct numbers from {1. · · ·. s. · · ·. (Recall that for AT = aT . · · ·.48) -(19. rn ) from (1. n} as stated in the observation.) ij . · · ·. · · ·. there are n! ordered lists of distinct numbers from {1. then the reasoning of (19. r.kn ) And also det AT = det (A) where AT is the transpose of A. rn )) = (−1) det (A) where it took p switches to obtain(r1 . · · ·. · · ·.rn ) (k1 . · · ·. rn ) sgn (k1 . n)) = − det (A (1. · · ·.9. kr . switching pairs of numbers.

the determinant of the resulting matrix equals (−1) times the determinant of the original matrix. The same is true with the word “row” replaced with the word “column”. xan + ybn ). · · ·. the determinant of the resulting matrix is (−1) times the determinant of the original matrix.···. det (A) = det AT = − det AT = − det (A1 ) . If A is an n×n matrix in which two rows are equal or two columns are equal then det (A) = 0. are switched. w.4 when two rows are switched. is a linear combination of the vectors {v1 .kn ) =x +y (k1 . rn ) = 0 and so there is no contribution to the sum.kn ) This proves the corollary since the formula gives the same number for A as it does for AT . kn ) ar1 k1 · · · arn kn .19.9.···. · · ·.8 We say a vector. . an ) and the ith row of A2 is (b1 . sgn (r1 . (r1 . all other rows of A1 and A2 coinciding with those of A. · · ·. · · ·. · · ·cr such that w = k=1 ck vk .9. det (A) ≡ (k1 . · · ·. · · ·. kn ) ar1 k1 · · · arn kn . c1 . det is a linear function of each row A. · · ·.rn ) (k1 . · · ·. Thus if A1 is the matrix obtained from A by switching two columns. · · ·. It remains to verify the last assertion.) n! det (A) = sgn (r1 . (r1 .···. kn ) a1k1 · · · aki · · · ankn (k1 .kn ) 451 sgn (r1 .···. 1 If A has two equal columns or two equal rows. kn ) a1k1 · · · bki · · · ankn ≡ x det (A1 ) + y det (A2 ) . (If the ri are not distinct. Proof: By Proposition 19.9. then switching them results in the same matrix. This is the same as saying w ∈ span {v1 . · · ·. bn ) .7 If two rows or two columns in an n × n matrix.9. Definition 19. The same is true of columns because det AT = det (A) and the rows of AT are the columns of A. rn ) sgn (k1 .9. Suppose the ith row of A equals (xa1 + yb1 . Then det (A) = x det (A1 ) + y det (A2 ) where the ith row of A1 is (a1 . vr } r if there exists scalars. By Corollary 19. det (A) = (k1 . rn ) sgn (k1 . THE MATHEMATICAL THEORY OF DETERMINANTS Proof: From Proposition 19.9.···. rn ) where the ri are distinct. In other words. Corollary 19. kn ) a1k1 · · · (xaki + ybki ) · · · ankn sgn (k1 . A. · · ·. · · ·.4. det (A) = − det (A) and so det (A) = 0. vr } . · · ·. The following corollary is also of great use.kn ) sgn (k1 .···.6 the same holds for columns because the columns of the matrix equal the rows of the transposed matrix. · · ·.kn ) sgn (k1 . if the ri are distinct. Therefore. Summing over all ordered lists.

det (A) = k=1 ck det a1 · · · ar ··· an−1 ak = 0. kn ) r1 a1r1 br1 k1 ··· rn anrn brn kn = (r1 ···.7 we may rearrange the columns to have the nth column a linear combination of the r first r columns. Then det (AB) = det (A) det (B) .kn ) sgn (k1 .rn ) (k1 .51) (19.kn ) = (k1 . · · ·. Recall the following definition of matrix multiplication.7 r a1 ··· ar ··· an−1 r k=1 ck ak . (r1 ···.452 LINEAR ALGEBRA Corollary 19.9. kn ) br1 k1 · · · brn kn (a1r1 · · · anrn ) sgn (r1 · · · rn ) a1r1 · · · anrn det (B) = det (A) det (B) . The case for rows follows from the fact that det (A) = det AT . · · ·. Definition 19. AB = (cij ) where n cij ≡ k=1 aik bkj . One of the most important rules about determinants is that the determinant of a product equals the product of the determinants.···.9. · · ·. Theorem 19.···.9.kn ) sgn (k1 .4.9 Suppose A is an n × n matrix and some column (row) is a linear combination of r other columns (rows). Then by Proposition 19.12 Suppose a matrix is of the form M= or M= A 0 A ∗ ∗ a 0 a (19. This proves the corollary.9. kn ) c1k1 · · · cnkn (k1 . Thus an = k=1 ck ak and so det (A) = det By Corollary 19. det (AB) = sgn (k1 . Proof: Let A = a1 · · · an be the columns of A and suppose the condition that one column is a linear combination of r of the others is satisfied.10 If A and B are n × n matrices.9. Then det (A) = 0. Proof: Let cij be the ij th entry of AB. A = (aij ) and B = (bij ).9.9. Then by using Corollary 19. Lemma 19.rn ) = This proves the theorem.52) .11 Let A and B be n × n matrices.···.

Definition 19. · · ·kn−1 ) m1k1 · · · m(n−1)kn−1 = a det (A) .13 Let A = (aij ) be an n × n matrix. This will follow from the above definition of a determinant. Proof: Denote M by (mij ) . · · ·. The following is the main result.9. kn ) then using the earlier conventions used to prove Lemma 19. kn ) m1k1 · · · mnkn Letting θ denote the position of n in the ordered list. To make th the formulas easier to remember.9.52) to write det (M ) = det M T = det AT ∗ 0 a = a det AT = a det (A) . kθ−1 .51) use Corollary 19. the term involving mnkn in the above expression equals zero. det (M ) ≡ (k1 .14 Let A be an n × n matrix where n ≥ 2. Therefore. the only terms which survive are those for which θ = n or in other words. Then det (M ) = a det (A) . This proves the lemma. kθ+1 . Theorem 19. (19. i+j (This is called the ij th minor of A. ) and then multiply this number by (−1) .kn ) sgnn (k1 . mnn = a and min = 0 if i = n. THE MATHEMATICAL THEORY OF DETERMINANTS 453 where a is a number and A is an (n − 1) × (n − 1) matrix and ∗ denotes either a column or a row having length n − 1 and the 0 denotes either a column or a row of length n − 1 consisting entirely of zeros.···. mnn = a and mni = 0 if i = n while in the second case. (k1 . det (M ) equals (−1) (k1 . take the determinant of the (n − 1) × (n − 1) matrix which results. those for which kn = n.52).6 and (19.9. . cof (A) is defined by cof (A) = (cij ) where to obtain cij delete the ith row and the j th column of A. cof (A)ij will denote the ij entry of the cofactor matrix.···. Therefore.kn−1 ) sgnn−1 (k1 . Then n n det (A) = j=1 aij cof (A)ij = i=1 aij cof (A)ij . Then if kn = n. · · ·. · · ·.9. the above expression reduces to a (k1 . Then a new matrix called the cofactor matrix. Earlier this was given as a definition and the outrageous totally unjustified assertion was made that the same number would be obtained by expanding the determinant along any row or column.···.9. From the definition of the determinant. Thus in the first case. To get the assertion in the situation of (19.1.19. · · ·.53) The first formula consists of expanding the determinant along the ith row and the second expands the determinant along the j th column.kn ) n−θ sgnn−1 k1 . arguably the most important idea is that of Laplace expansion along a row or a column. In terms of the theory of determinants. The following theorem proves this assertion. kn θ n−1 m1k1 · · · mnkn Now suppose (19.

Also.1. Therefore. ain ) be the ith row of A. Recall the definition of the inverse of a matrix in Definition 19. i+j Aij 0 n aij cof (A)ij which is the formula for expanding det (A) along the ith row. This proves the theorem. n air cof (A)ir det(A)−1 = det(A) det(A)−1 = 1. Replace the k column with the rth column to obtain a matrix. i=1 Now consider n air cof (A)ik det(A)−1 i=1 when k = r.9. aij . 0.13 on Page 417.12. by Lemma 19.4.14 and letting (air ) = A. are switched. det (Bj ) = = Therefore. det (A) = j=1 (−1) (−1) n−j (−1) det n−i det ∗ aij Aij 0 ∗ aij = aij cof (A)ij . However.454 LINEAR ALGEBRA Proof: Let (ai1 . Let Bj be the matrix obtained from A by leaving every row the same except the ith row which in Bj equals (0. n det (A) = = det A n T = j=1 aT cof AT ij ij aji cof (A)ji j=1 which is the formula for expanding det (A) along the ith column. when two rows or two columns in a matrix.9. If det(A) = 0. Note that this gives an easy way to write a formula for the inverse of an n × n matrix. · · ·.7. Bk whose determinant equals zero by Corollary 19. Thus cof (A)ij ≡ (−1) det Aij . Theorem 19.9.9. Proof: By Theorem 19. if det (A) = 0. recall that from Proposition 19. this results in multiplying the determinant of the old matrix by −1 to get the determinant of the new matrix.9. then A−1 = a−1 ij where a−1 = det(A)−1 cof (A)ji ij for cof (A)ij the ij th cofactor of A.9. 0. expanding this matrix along the k th column yields n th 0 = det (Bk ) det (A) −1 = i=1 air cof (A)ik det (A) −1 . · · ·. 0) . n det (A) = j=1 det (Bj ) Denote by Aij the (n − 1) × (n − 1) matrix obtained by deleting the ith row and the j th i+j column of A. M.15 A−1 exists if and only if det(A) = 0. Then by Corollary 19. At this point.7. · · ·.

19.9. THE MATHEMATICAL THEORY OF DETERMINANTS Summarizing,

455

n

air cof (A)ik det (A)
i=1

−1

= δ rk .

Using the other formula in Theorem 19.9.14, and similar reasoning,
n

arj cof (A)kj det (A)
j=1

−1

= δ rk

This proves that if det (A) = 0, then A−1 exists with A−1 = a−1 , where ij a−1 = cof (A)ji det (A) ij
−1

.

Now suppose A−1 exists. Then by Theorem 19.9.11, 1 = det (I) = det AA−1 = det (A) det A−1 so det (A) = 0. This proves the theorem. The next corollary points out that if an n × n matrix, A has a right or a left inverse, then it has an inverse. Corollary 19.9.16 Let A be an n × n matrix and suppose there exists an n × n matrix, B such that BA = I. Then A−1 exists and A−1 = B. Also, if there exists C an n × n matrix such that AC = I, then A−1 exists and A−1 = C. Proof: Since BA = I, Theorem 19.9.11 implies det B det A = 1 and so det A = 0. Therefore from Theorem 19.9.15, A−1 exists. Therefore, A−1 = (BA) A−1 = B AA−1 = BI = B. The case where CA = I is handled similarly. The conclusion of this corollary is that left inverses, right inverses and inverses are all the same in the context of n × n matrices. Theorem 19.9.15 says that to find the inverse, take the transpose of the cofactor matrix and divide by the determinant. The transpose of the cofactor matrix is called the adjugate or sometimes the classical adjoint of the matrix A. It is an abomination to call it the adjoint although you do sometimes see it referred to in this way. In words, A−1 is equal to one over the determinant of A times the adjugate matrix of A. In case you are solving a system of equations, Ax = y for x, it follows that if A−1 exists, x = A−1 A x = A−1 (Ax) = A−1 y thus solving the system. Now in the case that A−1 exists, there is a formula for A−1 given above. Using this formula,
n n

xi =
j=1

a−1 yj = ij
j=1

1 cof (A)ji yj . det (A)

By the formula for the expansion of a determinant along a column,   ∗ · · · y1 · · · ∗ 1  . . . , . .  det  . xi = . . . det (A) ∗ · · · yn · · · ∗

456

LINEAR ALGEBRA
T

where here the ith column of A is replaced with the column vector, (y1 · · · ·, yn ) , and the determinant of this modified matrix is taken and divided by det (A). This formula is known as Cramer’s rule. Definition 19.9.17 A matrix M , is upper triangular if Mij = 0 whenever i > j. Thus such a matrix equals zero below the main diagonal, the entries of the form Mii as shown.   ∗ ∗ ··· ∗  .  ..  0 ∗ . .  .     . . . .. ... ∗   . 0 ··· 0 ∗ A lower triangular matrix is defined similarly as a matrix for which all entries above the main diagonal are equal to zero. With this definition, here is a simple corollary of Theorem 19.9.14. Corollary 19.9.18 Let M be an upper (lower) triangular matrix. Then det (M ) is obtained by taking the product of the entries on the main diagonal. Recall the following definition of rank presented earlier. Definition 19.9.19 A submatrix of a matrix A is a rectangular array of numbers obtained by deleting some rows and columns of A. Let A be an m × n matrix. The determinant rank of the matrix equals r where r is the largest number such that some r × r submatrix of A has a non zero determinant. A given row, as of a matrix, A is a linear combination of rows r ai1 , ···, air if there are scalars, cj such that as = j=1 cj aij . The row rank of a matrix is the smallest number, r such that every row is a linear combination of some r rows. The column rank of a matrix is the smallest number, r, such that every column is a linear combination of some r columns. Theorem 19.9.20 The determinant rank of A coincides with the row rank. Proof: Suppose the determinant rank of A = (aij ) equals r. If rows and columns are interchanged, the determinant rank of the modified matrix is unchanged. Thus rows and columns can be interchanged to produce an r × r matrix in the upper left corner of the matrix which has non zero determinant. Now consider the r + 1 × r + 1 matrix, M,   a11 · · · a1r a1p  .  . . . .  .  . .  .   ar1 · · · arr arp  al1 · · · alr alp where C will denote the r×r matrix in the upper left corner which has non zero determinant. I claim det (M ) = 0. There are two cases to consider in verifying this claim. First, suppose p > r. Then the claim follows from the assumption that A has determinant rank r. On the other hand, if p < r, then the determinant is zero because there are two identical columns. Expand the determinant along the last column and divide by det (C) to obtain
r

alp = −
i=1

cof (M )ip det (C)

aip .

19.9. THE MATHEMATICAL THEORY OF DETERMINANTS

457

Now note that cof (M )ip does not depend on p. Therefore the above sum is of the form
r

alp =
i=1

mi aip

which shows the lth row is a linear combination of the first r rows of A. Since l is arbitrary, this proves that every row is a linear combination of the first r rows. Now suppose for some k < r, there exist k rows such that every row is a linear combination of these k rows. Then the matrix, C in the upper left corner must have determinant equal to zero because this matrix would be of the form   k 1 T i=1 ci vi   . .   .
k r T i=1 ci vi T where the rows are vi matrix is of the form k i=1

. By Corollary 19.9.7 on Page 451 the determinant of the above  T  vi1  .  1 2 k ci1 ci2 · · · cik det  .  .
i1 ,···,ik T vik

where each matrix in the above sum has r rows. But there are only k choices for vectors to fill these rows and so there must be repeated rows resulting in the above sum equaling zero as claimed. Therefore, k ≥ r after all and so the row rank of A equals r. Corollary 19.9.21 The column rank of A coincides with the determinant rank of A. Proof: This follows from the above theorem by considering AT . The rows of AT are the columns of A and the determinant rank of AT and A are the same by Corollary 19.9.6 on Page 450. The following theorem is of fundamental importance and ties together many of the ideas presented above. Theorem 19.9.22 Let A be an n × n matrix. Then the following are equivalent. 1. det (A) = 0. 2. A, AT are not one to one. 3. A is not onto. Proof: Suppose det (A) = 0. Then the determinant rank of A = r < n. Therefore, there exist r columns such that every other column is a linear combination of these columns by Corollary 19.9.21. In particular, it follows that for some m, the mth column is a linear combination of all the others. Thus letting A = a1 · · · am · · · an where the columns are denoted by ai , there exists scalars, αi such that am =
k=m

α k ak . ··· −1 ··· αn
T

Now consider the column vector, x ≡

α1

. Then

Ax = −am +
k=m

αk ak = 0.

458

LINEAR ALGEBRA

Since also A0 = 0, it follows A is not one to one. Similarly, AT is not one to one by the same argument applied to AT . This verifies that 1.) implies 2.). Now suppose 2.). Then since AT is not one to one, it follows there exists x = 0 such that AT x = 0. Taking the transpose of both sides yields xT A = 0 where the 0 is a 1 × n matrix or row vector. Now if Ay = x, then |x| = xT (Ay) = xT A y = 0y = 0 contrary to x = 0. Consequently there can be no y such that Ay = x and so A is not onto. This shows that 2.) implies 3.). Finally, suppose 3.). If 1.) does not hold, then det (A) = 0 but then from Theorem 19.9.15 on Page 454 A−1 exists and so for every y ∈ Rn there exists a unique x ∈ Rn such that Ax = y. In fact x = A−1 y. Thus A would be onto contrary to 3.). This shows 3.) implies 1.) and proves the theorem. Corollary 19.9.23 Let A be an n × n matrix. Then the following are equivalent. 1. det(A) = 0. 2. A and AT are one to one. 3. A is onto. Proof: This follows immediately from the above theorem.
2

19.10

Exercises

1. Let m < n and let A be an m × n matrix. Show that A is not one to one. Hint: Consider the n × n matrix, A1 which is of the form A1 ≡ A 0

where the 0 denotes an (n − m) × n matrix of zeros. Thus det A1 = 0 and so A1 is not one to one. Now observe that A1 x is the vector, A1 x = which equals zero if and only if Ax = 0. Ax 0

19.11

The Determinant And Volume

The determinant is the essential algebraic tool which provides a way to give a unified treatment of the concept of volume and it is this which is the most significant application of determinants.

19.11.

THE DETERMINANT AND VOLUME

459

Lemma 19.11.1 Suppose A is an m × n matrix where m > n. Then A does not map Rn onto Rm . Proof: Suppose A did map Rn onto Rm . Then consider the m × m matrix, A1 ≡ A 0 where 0 refers to an n × (m − n) matrix. Thus A1 cannot be onto Rm because it has at least one column of zeros and so its determinant equals zero. However, if y ∈ Rm and A is onto, then there exists x ∈ Rn such that Ax = y. Then A1 x 0 = Ax + 0 = Ax = y.

Since y was arbitrary, it follows A1 would have to be onto. The following proposition is a special case of a fundamental linear algebra result sometimes called the exchange theorem. Proposition 19.11.2 Suppose {v1 , · · ·, vp } are vectors in Rn and span {v1 , · · ·, vp } = Rn . Then p ≥ n. Proof: Define a linear transformation from Rp to Rn as follows.
p

Ax ≡
i=1

x i vi .

(Why is this a linear transformation?) Thus A (Rp ) = span {v1 , · · ·, vp } = Rn . Then from the above lemma, p ≥ n since if this is not so, A could not be onto. Proposition 19.11.3 Suppose {v1 , · · ·, vp } are vectors in Rn such that p < n. Then there exist at least n − p vectors, {wp+1 , · · ·, wn } such that wi · wj = δ ij and wk · vj = 0 for every j = 1, · · ·, vp . Proof: Let A : Rp → span {v1 , · · ·, vp } be defined as in the above proposition so that A (Rp ) = span {v1 , · · ·, vp } . Since p < n there exists zp+1 ∈ A (Rp ) . Then by Lemma 19.3.8 / on Page 423 there exists xp+1 such that (zp+1 − xp+1 , Ay) = 0 for all y ∈ R . Let wp+1 ≡ (zp+1 − xp+1 ) / |zp+1 − xp+1 | . Now if p + 1 = n, stop. {wp+1 } is the desired list of vectors. Otherwise, do for span {v1 , · · ·, vp , wp+1 } what was done for span {v1 , · · ·, vp } using Rp+1 instead of Rp and obtain wp+2 in this way such that wp+2 · wp+1 = 0 and wp+2 · vk = 0 for all k. Continue till a list of n − p vectors have been found. Recall the geometric definition of the cross product of two vectors found on Page 322. As explained there, the magnitude of the cross product of two vectors was the area of the parallelogram determined by the two vectors. There was also a coordinate description of the cross product. In terms of the notation of Proposition 13.6.4 on Page 331 the ith coordinate of the cross product is given by εijk uj vk where the two vectors are (u1 , u2 , u3 ) and (v1 , v2 , v3 ) . Therefore, using the reduction identity of Lemma 13.6.3 on Page 331 |u × v|
2 p

= εijk uj vk εirs ur vs = (δ jr δ ks − δ kr δ js ) uj vk ur vs = uj vk uj vk − uj vk uk vj = (u · u) (v · v) − (u · v)
2

460 which equals det u·u u·v u·v v·v .

LINEAR ALGEBRA

Now recall the box product and how the box product was ± the volume of the parallelepiped spanned by the three vectors. From the definition of the box product u×v·w = i j k u1 u2 u3 · (w1 i + w2 j + w3 k) v1 v2 v3   w1 w2 w3 = det  u1 u2 u3  . v1 v2 v3  w2 u2 v2 2 w3 u3  v3

Therefore,

w1 2 |u × v · w| = det  u1 v1

which from the theory of determinants equals     u1 u2 u3 u1 v1 w1 det  v1 v2 v3  det  u2 v2 w2  = w1 w2 w3 u3 v3 w3    u1 u2 u3 u1 v1 w1 det  v1 v2 v3   u2 v2 w2  = w1 w2 w3 u3 v3 w3   u1 v1 + u2 v2 + u3 v3 u1 w1 + u2 w2 + u3 w3 u2 + u2 + u2 3 2 1 2 2 2 v1 w1 + v2 w2 + v3 w3  v1 + v2 + v3 det  u1 v1 + u2 v2 + u3 v3 2 2 2 u1 w1 + u2 w2 + u3 w3 v1 w1 + v2 w2 + v3 w3 w1 + w2 + w3   u·u u·v u·w = det  u · v v · v v · w  u·w v·w w·w You see there is a definite pattern emerging here. These earlier cases were for a parallelepiped determined by either two or three vectors in R3 . It makes sense to speak of a parallelepiped in any number of dimensions. Definition 19.11.4 Let u1 , · · ·, up be vectors in Rk . The parallelepiped determined by these vectors will be denoted by P (u1 , · · ·, up ) and it is defined as    p  P (u1 , · · ·, up ) ≡ sj uj : sj ∈ [0, 1] .  
j=1

The volume of this parallelepiped is defined as volume of P (u1 , · · ·, up ) ≡ (det (ui · uj ))
1/2

.

In this definition, ui ·uj is the ij th entry of a p×p matrix. Note this definition agrees with all earlier notions of area and volume for parallelepipeds and it makes sense in any number of dimensions. However, it is important to verify the above determinant is nonnegative. After all, the above definition requires a square root of this determinant.

19.11.

THE DETERMINANT AND VOLUME

461

Lemma 19.11.5 Let u1 , · · ·, up be vectors in Rk for some k. Then det (ui · uj ) ≥ 0. Proof: Recall v · w = vT w. Therefore, in terms of matrix multiplication, the matrix (ui · uj ) is just the following
p×k

 uT 1  .   .  u1 . uT p which is of the form U T U.

k×p

···

up

First show det U T U ≥ 0. By Proposition 19.11.3 there are vectors, wp+1 , · · ·, wk such that wi · wj = δ ij and for all i = 1, · · ·, p, and l = p + 1, · · ·, k, wl · ui = 0. Then consider U1 = (u1 , · · ·, up , wp+1 , · · ·, wk ) ≡ where W T W = I. Then
T U1 U1 =

U

W

UT WT

U

W

=

UT U 0

0 I

. (Why?)

Now using the cofactor expansion method, this last k × k matrix has determinant equal T T to det U T U (Why?) On the other hand this equals det U1 U1 = det (U1 ) det U1 = 2 det (U1 ) ≥ 0. In the case where k < p, U T U has the form W W T where W = U T has more rows than columns. Thus you can define the p × p matrix, W1 ≡ and in this case,
T 0 = det W1 W1 = det

W

0

,

W

0

WT 0

= det W W T = det U T U.

This proves the lemma and shows the definition of volume is well defined. Note it gives the right answer in the case where all the vectors are perpendicular. Here is why. Suppose {u1 , · · ·, up } are vectors which have the property that ui · uj = 0 if i = j. Thus P (u1 , · · ·, up ) is a box which has all p sides perpendicular. What should its volume be? Shouldn’t it equal the product of the lengths of the sides? What does det (ui · uj ) give? The matrix (ui · uj ) is a diagonal matrix having the squares of the magnitudes of the sides 1/2 down the diagonal. Therefore, det (ui · uj ) equals the product of the lengths of the sides as it should. The matrix, (ui · uj ) whose determinant gives the square of the volume of the parallelepiped spanned by the vectors, {u1 , · · ·, up } is called the Grammian matrix and sometimes the metric tensor. These considerations are of great significance because they allow the computation in a systematic manner of k dimensional volumes of parallelepipeds which happen to be in Rn for n = k. Think for example of a plane in R3 and the problem of finding the area of something on this plane. Example 19.11.6 Find the equation of the plane containing the three points, (1, 2, 3) , (0, 2, 1) , and (3, 1, 0) .

462

LINEAR ALGEBRA

These three points determine two vectors, the one from (0, 2, 1) to (1, 2, 3) , i + 0j + 2k, and the one from (0, 2, 1) to (3, 1, 0) , 3i + (−1) j+ (−1) k. If (x, y, z) denotes a point in the plane, then the volume of the parallelepiped spanned by the vector from (0, 2, 1) to (x, y, z) and these other two vectors must be zero. Thus   x y−2 z−1 −1 −1  = 0 det  3 1 0 2 Therefore, −2x − 7y + 13 + z = 0 is the equation of the plane. You should check it contains all three points.

19.12

Exercises
T T T

1. Here are three vectors in R4 : (1, 2, 0, 3) , (2, 1, −3, 2) , (0, 0, 1, 2) . Find the volume of the parallelepiped determined by these three vectors. 2. Here are two vectors in R4 : (1, 2, 0, 3) , (2, 1, −3, 2) . Find the volume of the parallelepiped determined by these two vectors. 3. Here are three vectors in R2 : (1, 2) , (2, 1) , (0, 1) . Find the volume of the parallelepiped determined by these three vectors. Recall that from the above theorem, this should equal 0. 4. If there are n + 1 or more vectors in Rn , Lemma 19.11.5 implies the parallelepiped determined by these n + 1 vectors must have zero volume. What is the geometric significance of this assertion? 5. Find the equation of the plane through the three points (1, 2, 3) , (2, −3, 1) , (1, 1, 7) .
T T T T T

19.13

Linear Systems Of Ordinary Differential Equations

Another important application of linear algebra is to linear systems of ordinary differential equations. Consider for t ∈ [a, b] the system x = A (t) x (t) + g (t) , x (c) = x0 , (19.54)

where c ∈ [a, b] , A (t) is an n × n matrix whose entries are continuous functions of t, (aij (t)) and g (t) is a vector whose components are continuous functions of t. It turns out that this system satisfies the conditions of Theorem 15.7.6 on Page 370 with f (t, x) ≡ A (t) x + g (t) . Lemma 19.13.1 The system, (19.54) satisfies the hypotheses of Theorem 15.7.6 on Page 370 with f (t, x) ≡ A (t) x + g (t) . Proof: First note that if the ai are nonnegative numbers, then by the Cauchy Schwarz inequality,
n n n 1/2 n 1/2

ai
i=1

=
i=1

ai 1 ≤
n

a2 i
i=1 1/2 i=1

1

=

n1/2
i=1

a2 i

19.13.

LINEAR SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS

463

so squaring both sides,
n

2

n

ai
i=1 T

≤n
i=1

a2 . i
T

Now let x = (x1 , · · ·, xn ) and x1 = (x11 , · · ·x1n ) . Then letting M ≡ max {|aij (t)| : t ∈ [a, b] , i, j ≤ n} , it follows from the above inequality |f (t, x) − f (t, x1 )| = |A (t) (x − x1 )|  =  
n n 2

1/2

 aij (t) (xj − x1j )  2 1/2  |xj − x1j |  1/2
2 |xj − x1j |  j=1

i=1 j=1

 ≤  M   ≤ M 
i=1 n i=1 n

 

n j=1 n

n

 = Mn 

n j=1

1/2
2 |xj − x1j | 

= M n |x − x1 | .

Therefore, let K = M n. This lemma yields the following extremely important theorem. Theorem 19.13.2 Let A (t) be a continuous n × n matrix and let g (t) be a continuous vector for t ∈ [a, b] and let c ∈ [a, b] and x0 ∈ Rn . Then there exists a unique solution to (19.54) valid for t ∈ [a, b] . This theorem includes more examples of linear systems of equations than one typically encounters in any beginning course on differential equations. With this and the theory of determinants and matrices, some fundamental theorems about the nature of solutions to linear systems of equations become possible. Definition 19.13.3 Let Φ (t) = (x1 (t) , · · ·, xn (t)) be an n × n matrix in which the ith column is the vector, xi (t) . Then Φ (t) ≡ (x1 (t) , · · ·, xn (t)) . Φ (t) is called a fundamental matrix for the equation x (t) = A (t) x (t) , on the interval [a, b] if for each i = 1, 2, · · ·, n, xi (t) = A (t) xi (t) , and for all t ∈ [a, b] , Φ (t)
−1

(19.55)

exists.

464

LINEAR ALGEBRA

A fundamental matrix consists of a matrix whose columns are solutions of (19.55). The following lemma is an amazing result about matrices of this form. Lemma 19.13.4 Let Φ (t) be a matrix which has the property that its columns are solutions of (19.55) where A (t) is a continuous n × n matrix defined on an interval, [a, b] . Then if c is any constant vector, it follows that Φ (t) c is a solution of (19.55). Furthermore, this gives all possible solutions to (19.55) if and only if det (Φ (t0 )) = 0 for some t0 ∈ [a, b] . (When all solutions to (19.55) are obtained in the form Φ (t) c, Φ (t) c is called the general solution.) Finally, det (Φ (t)) either equals zero for all t ∈ [a, b] or det (Φ (t)) is never equal to zero for any t ∈ [a, b] . Proof: Let Φ (t) = (x1 (t) , · · ·, xn (t)) . Then Φ (t) c =
n n n i=1 ci xi

(t) and so

(Φ (t) c)

=
i=1 n

ci xi (t)

=
i=1

ci xi (t)
n

=
i=1

ci A (t) xi (t) = A (t)
i=1

ci xi (t)

= A (t) (Φ (t) c) .

This proves the first part, also called the principle of superposition. Suppose now that det (Φ (t0 )) = 0 for some t0 ∈ [a, b] and let z be a solution of (19.55). Choose a constant vector, c as follows. c ≡ Φ (t0 )
−1

z (t0 ) .

Then Φ (t0 ) c = z (t0 ) and defining x (t) ≡ Φ (t) c, it follows x is a solution to (19.55) which has the property that at the single point, t0 , x (t0 ) = z (t0 ) . Therefore, by the uniqueness part of Theorem 19.13.2, x (t) = z (t) for all t ∈ [a, b] , showing that z (t) = Φ (t) c. Since z is an arbitrary solution to (19.55) this proves all solutions to the equation, (19.55), are obtained as Φ (t) c if det (Φ (t0 )) = 0 at some t0 ∈ [a, b] . Now it is shown that if at some point, t0 , det (Φ (t0 )) = 0 then you do not obtain all solutions in this form. Since det (Φ (t0 )) = 0, it follows from Theorem 19.9.22 on Page 457 that Φ (t0 ) cannot map Rn onto Rn and so there exists z0 ∈ Rn with the property that there is no solution, c, to the equation Φ (t0 ) c = z0 . From the existence part of Theorem 19.13.2, there does exist a solution, z, to the initial value problem z (t) = A (t) z (t) , z (t0 ) = z0 , and this solution cannot equal Φ (t) c for any choice of c because if it did, you could plug in t0 and find that Φ (t0 ) c = z0 , a contradiction to how z0 was chosen. It remains to verify the last amazing assertion. This follows from the following picture which summarizes the above conclusions which have been proved at this point. The graph in the picture represents det (Φ (t)) and shows it is impossible to have this function equal to zero at some point and yet nonzero at another.

19.13.

LINEAR SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS

465

f Φ(t)c is general solution a f t s db d Φ(t)c not general solution

Either Φ (t) c is the general solution or it is not. Therefore, the graph of det (Φ (t)) cannot cross the t axis and this proves the lemma. The function, t → det (Φ (t)) is known as the Wronskian2 . and the above lemma is sometimes called the Wronskian alternative. Theorem 19.13.5 Let A (t) be a continuous n × n matrix and let c ∈ [a, b]. Then there exists a fundamental matrix for the equation, x (t) = A (t) x (t) , Φ (t) , which satisfies Φ (c) = I. Proof: From Theorem 19.13.2 there exists xi satisfying (19.55) and the initial condition, xi (c) = ei . Now let Φ (t) = (x1 (t) , · · ·, xn (t)) . Thus Φ (c) = I and so det (Φ (t)) is never −1 equal to zero on [a, b] by the above lemma. Therefore, for all t ∈ [a, b] , Φ (t) exists and consequently, Φ (t) is a fundamental matrix. This proves the theorem. The most important formula in the theory of differential equations is the variation of constants formula, sometimes called Green’s formula. This formula is concerned with the solution to the system, x = A (t) x (t) + g (t) , x (c) = x0 , (19.56) where c ∈ [a, b] , A (t) is an n × n matrix whose entries are continuous functions of t, (aij (t)) and g (t) is a vector whose components are continuous functions of t. By Theorem 19.13.2 there exists a unique solution to this initial value problem but that is all this theorem says. The variation of constants formula gives a representation of the solution to this problem in terms of the fundamental matrix for x = A (t) x. Look for a solution to (19.56) which T is of the form x (t) = Φ (t) v (t) , v (t) = (v1 (t) , · · ·, vn (t)) , where Φ (t) is a fundamental matrix which satisfies Φ (c) = I. Let Φ (t) = (x1 (t) , · · ·, xn (t)) . Then
n

Φ (t) v (t) =
i=1

vi (t) xi (t)

and so by the product rule,
n

(Φ (t) v (t))

=
i=1

vi (t) xi (t) + vi xi (t) Φ (t) v (t) + Φ (t) v (t) .

=

Therefore, x will be a solution to the differential equation in (19.56) if and only if
=A(t)Φ(t)v(t)

Φ (t) v (t) + Φ (t) v (t) = A (t) Φ (t) v (t) + g (t) .
2 This

is named after Wronski, a Polish mathematician who lived from 1778-1853.

466

LINEAR ALGEBRA

Since Φ (t) is a fundamental matrix, Φ (t) = A (t) Φ (t) and so this equation reduces to Φ (t) v (t) = g (t) . Now multiplying on both sides by Φ (t) which exists because Φ (t) is a fundamental matrix, it follows that x will be a solution to (19.56) if and only if v (t) = Φ (t)
−1 −1

g (t) .
−1

From the formula for the inverse of a matrix, Φ (t) has all continuous entries and so the right side of the above is continuous. Therefore, it makes sense to define
t

v (t) ≡
c

Φ (s)

−1

g (s) ds + x0

and Φ (t) v (t) will be a solution to the differential equation of (19.56). Now consider
t

x (t) = Φ (t) v (t) = Φ (t) x0 + Φ (t)
c

Φ (s)

−1

g (s) ds.

(19.57)

From the above discussion, it solves the differential equation of (19.56). However, it also satisfies the initial condition because x (c) = Φ (c) x0 +Φ (c) 0 = Ix0 . Therefore, by Theorem 19.13.2 the formula given in (19.57) is the solution to the initial value problem (19.56). It is (19.57) which is called the variation of constants formula.

19.14

Exercises

1. The differential equation of undamped oscillation is y + ω 2 y = 0 where ω = 0. Define a new variable, z = y and show this differential equation may be written as the first order system z 0 −ω 2 z = . y 1 0 y Now show a fundamental matrix for this equation is ω cos ωt sin ωt −ω sin ωt cos ωt .

Finally, show that all solutions of the equation, y +ω 2 y = 0 are of the form c1 cos ωt+ c2 sin ωt. 2. Do the same thing for the equation y − ω 2 y = 0 that was done in Problem 1. 3. Now suppose you have the equation, y + 2by + 4cy = 0. Try to reduce this to one of the above problems by changing the equation to one for the dependent variable z = eλt y and choosing λ appropriately. 4. Show that any differential equation of the form y (n) + a1 (t) y (n−1) + · · · + an−1 (t) y + an (t) y = 0 can be written as a first order system using a technique similar to that outlined in Problem 1. 5. Show that if Φ (t) is a fundamental matrix for x = A (t) x and xp = A (t) xp + f (t) then if z = A (t) z + f (t) , there exists c a constant vector such that xp + Φ (t) c = z. Thus the general solution for the equation x = A (t) x + f (t) is xp + Φ (t) c where c is an arbitrary constant vector. The solution, xp is called a particular solution.

. A (t) for t ∈ [−1. tell why. 1] used in the differential equation x = A (t) x but remembers there were two solutions.19. If not possible. x1 (t) = sin t t2 and x2 (t) = tet t Find the continuous matrix if possible. He has forgotten the continuous matrix.14. EXERCISES 467 6.

468 LINEAR ALGEBRA .

y) . 469 . However. y) denote a scalar valued function of two variables evaluated at the point (x. Notice how elaborate this picture is.1 . we are permitted and even required to think in a meaningful way about things which cannot be drawn. file which I then imported into this document. I used a grid consisting of 70 choices for x and 70 choices for y. 1I used Maple and exported the graph as an eps. One of these is the concept of a scalar valued function of two variables. How does one go about depicting such a graph? The usual way is to fix one of the variables. Sometimes attempts are made to understand three dimensional objects like the above graph by looking at contour graphs in two dimensions. it is certainly interesting to consider some things which can be visualized and this will help to formulate and understand more general notions which make sense in contexts which cannot be visualized. it doesn’t take long before it is impossible to draw meaningful pictures. The computer did this drawing in seconds but you couldn’t do it as well if you spent all day on it. The following is the graph of the function z = cos (x) sin (2x + y) drawn using Maple. The lines in the drawing correspond to taking one of the variables constant and graphing the curve which results. z) such that z = f (x. a computer algebra system. Let f (x. Its graph consists of the set of points. This is because one needs more than three dimensions to accomplish the task and we can only visualize things in three dimensions. Then do the same thing for other values of x and the result would depict the graph desired graph. Computers do this very well. say x and consider the function z = f (x.Functions Of Many Variables 20. (x. one of the main purposes of calculus is to free us from the tyranny of art.1 The Graph Of A Function Of Two Variables With vector valued functions of many variables. Ultimately. In calculus. The contour graph of the above three dimensional graph is below and comes from using the computer algebra system again. y. Graphing this would give a curve which lies in the surface to be depicted. y) where y is allowed to vary and x is fixed. y) .

or whatever else may be measured. z) = x2 + y 2 + z 2 .2 The Directional Derivative The directional derivative is just what its name suggests. y0 ) ¨     E y x   ©   . However. In a contour geographic map. As a simple example. The following picture illustrates the situation in the case of a function of two variables. So much for art. A scalar function of three variables. some people like to try and visualize even these examples. If many contour lines are close to each other. these lines are called isotherms or isobars depending on whether the function involved is temperature or pressure. 20. If you have looked at a weather map. It is the derivative of a function in a particular direction. However. temperature. cannot be visualized because four dimensions are required. z T          ¨ ¨¨v ¨ ¨¨ B ¨ z = f (x. there really are limits to what you can accomplish in this direction. y) (x0 .470 FUNCTIONS OF MANY VARIABLES 4 y 2 –4 –2 0 –2 –4 2 x 4 This is in two dimensions and the different lines in two dimensions correspond to points on the three dimensional graph which have the same z value. y. They play the role of contour lines for a function of two variables. The level surfaces of this function would be concentric spheres centered at 0. the contour lines represent constant altitude. (Why?) Another way to visualize objects in higher dimensions involves the use of color and animation. This is done by looking at level surfaces in R3 which are defined as surfaces where the function assumes a constant value. pressure. this indicates rapid change in the altitude. consider f (x.

2 t √ 2 2 2+ t √ 2 and f (x) = 2. at the point x as Dv f (x) ≡ lim t→0 f (x + tv) − f (x) . define the directional derivative of f in the direction.20. t It tells how fast z is changing in this direction. · · ·0) and the 1 is in the ith position. For x ∈ U. √2 . ei where T ei = (0.2 Find the directional derivative of the function. He could go various directions. · · ·xn ) . When (x. = lim t→0 t t→0 lim 2 Actually. some steeper than others. . There are some special unit vectors which come to mind immediately. The directional derivative in this direction is defined as f (x0 + tv1 . y0 ) . ∂f (x) ∂xi ≡ f (x+tei ) − f (x) t f (x1 . · · ·. f (x. · · ·. THE DIRECTIONAL DERIVATIVE 471 In this picture. · · ·. letting t → 0.2. v2 ) is a unit vector in the xy plane and x0 ≡ (x0 . · · ·. A simple example of this is a person climbing a mountain. However.1 Let f : U → R where U is an open set in Rn and let v be a unit vector. this you difference quotient equals 1 2 10 + 4t 2 + t2 and so. √ take the limit of this as t → 0. y0 ) is a point in the xy plane. you would be getting the slope of the indicated tangent line. Thus. · · ·xn ) − f (x1 . write the difference quotient described above. 2) . 0. The direction vector must always be a unit vector2 . there is a more general formulation of this known as the Gateaux derivative in which the length of v is not considered but it will not be considered here. v. Thus f (x + tv) = 1 + Therefore. Definition 20. xi + t. If you looked at it from the side. y) as shown in the picture. v ≡ (v1 .2. xn ) be a typical element of Rn . 2 There is something you must keep in mind about this. Then to find the directional derivative from the definition. y) = x2 y in the direction of i + j at the point (1. 0. ∂xi This is called the partial derivative of f. t t and to find the directional √ derivative. this results in a change in z = f (x.2. 4 Dv f (1. t Example 20.3 Let U be an open subset of Rn and let f : U → R. 2) = 5√ 2 . t→0 lim Definition 20.2. The directional derivative is just a measure of the steepness in a given direction. y) moves in the direction of v. These are the vectors. t t 1 + √2 2 + √2 − 2 f (x + tv) − f (x) = . This unit 1 1 vector is v ≡ √2 . This motivates the following general definition of the directional derivative. y0 + tv2 ) − f (x0 . ∂f (x) ≡ Dei f (x) . 1. Then letting T x = (x1 . xi . First you need a unit vector which has the same direction as the given vector.

y. ∂y . Thus in the above example. define the directional derivative of f in the direction. x + t 1/ 5 y + t 2/ 5 − xy lim t→0 t 1√ 2 4 4 2√ 2 √ 4 √ 4 1 √ 2 = lim xy 5 + xt + 5y + ty + t 5. fx (x. T t→0 f (x + tv) − f (x) . fyxx = − sin x + 2. Having taken ∂x ∂y ∂z one partial derivative. z. and ∂f ∂z if f (x. 2/ 5 and from the definition. there is no reason to stop doing it.2. Other notation for this partial derivative is fxi . x 5 + y 5 + t t→0 5 5 5 5 25 5 5 5 4 √ 1√ 2 2 √ 1 √ = xy 5 + 5y . at the point x as Dv f (x) ≡ lim Example 20. z sin (xy) .472 FUNCTIONS OF MANY VARIABLES and to find the partial derivative. ∂y∂x Also observe that ∂2f = fyx = cos x + 2x.i . 2) at the point (x. z) = y 2 .2. a unit vector in this direction is 1/ 5. yx T (1. you can take partial derivatives of vector valued functions and use the same notation. In the above example. 5 5 5 5 You see from this example and the above definition that all you have to do is to form the vector which is obtained by replacing each component of the vector with its directional derivative. zy cos (xy) .4 Find ∂f ∂f ∂x . Definition 20. y. t . z 3 x . differentiate with respect to the variable of interest and regard all the others as constants. y.2. From the definition above.6 Let f (x. fxy are called mixed partial derivatives. Thus.5 Let f : U → Rp where U is an open set in Rn and let v be a unit vector. Example 20. ∂2f = fxy = cos x + 2x. . Find the directional derivative in the direction √ √ T First. If y = f (x) . the desired limit is √ √ 2 √ √ x + t 1/ 5 y + t 2/ 5 − xy 2 . These partial derivatives. the partial derivative of f with respect to xi may also be denoted by ∂y or yxi . ∂f = sin x + x2 . From the above definition. ∂x∂y Higher order partial derivatives are defined by analogy to the above. f. In particular. z) = D1 f (x. denoted by ∂y∂x or fxy . w) = T xy 2 . y) .2. one could take the partial ∂2f derivative with respect to y of the partial derivative with respect to x. ∂xi Example 20. or Di f. v. x 5 + y 5 . y) = y sin x + x2 y + z. ∂f = y cos x + 2xy. and ∂f = 1. z 3 T . The concept of a directional derivative for a vector valued function is also easy to define although the geometric significance expressed in pictures is not. For x ∈ U.7 Find the partial derivative with respect to x of the function f (x. y) = xy 2 .

0) . Would the directional derivative be a correct manifestation of steepness? 2. Why must the vector in the definition of the directional derivative be a unit vector? Hint: Suppose not. then fxi (x) = 0 for each xi . As an important application of Problem 5 consider the following. and ∂f ∂z for f = (a) x2 y + cos (xy) + z 3 y (b) ex 2 +y 2 z sin (x + y) 2 (c) z 2 sin3 ex +y 3 (d) x2 cos sin tan z 2 + y 2 (e) xy 2 +z 3. 0) 0 if (x. xi )}i=1 the set of all such pairs and try to find numbers a and b such that the line x = at + b approximates these ordered pairs as well as p 2 possible in the sense that out of all choices of a and b. You just do this argument given earlier for each variable to get the conclusion. Find ∂f ∂f ∂x . you want to minimize the function of two variables. b) ≡ i=1 (ati + b − xi ) . Experiments are done at n times. ∂y . i=1 (ati + b − xi ) is as small as possible. 6. Hint: This is just a repeat of the similar one variable theorem given earlier. fxz. EXERCISES 473 20. 4. f (x) ≤ f (y) . Prove that if f has all of its partial derivatives at x. . y) = (0.2 on Page 126. fxy . y) = Find ∂f ∂x 2xy+6x3 +12xy 2 +18yx2 +36y 3 +sin(x3 )+tan(3y 3 ) 3x2 +6y 2 if (x. ∂f ∂y (0. (a) x2 y 3 z 4 + sin (xyz) (b) sin (xyz) + x2 yz (c) z ln x2 + y 2 + 1 (d) ex 2 +y 2 +z 2 (e) tan (xyz) 5. Suppose f (x. Denote by {(ti . Suppose f : U → R where U is an open set and suppose that x ∈ U has the property that for all y near x. t2 .3 Exercises 1. Find fx . · · ·. Theorem 6. fz . fyx . fzx . fyz for the following and form a conjecture about the mixed partial derivatives. 0) .5. You will be finding the formula for the least squares regression line. y) = (0. fzy .20. 0) and (0. fy . t1 . In other words.3. Find a formula for a and b in terms of the given ordered pairs. p 2 f (a. tn and at each time there results a collection of numerical p outcomes.

|s| < r/2 and consider h(t) h(0) 1 ∆ (s. 1) .474 FUNCTIONS OF MANY VARIABLES 20. Then fxk xl (x) = fxl xk (x) . l. y)| = ≤ |(t. y + s) are interchanged in (20. This astonishing fact is due to Euler in 1734. t) = fxy (x. y + δs) . Letting (s. k. fxk . It is necessary to assume the mixed partial derivatives are continuous in order to assert they are equal. y) . y) and f (x. 1). y) ∈ U . y + s) − f (x. it follows fxy (x. and fxk xl exist on U and fxk xl and fxl xk are both continuous at x ∈ U. fxl . fy . Theorem 20. t) = = 1 1 (h (t) − h (0)) = h (αt) t st st 1 (fx (x + αt. Corollary 20. ∆ (s. Applying the mean value theorem again. fxy and fyx exist. y + s) − fx (x + αt. y) = fyx (x. If the terms f (x + t.t)→(0. Then if fxy and fyx are continuous at the point (x. 1) such that ∆ (s.4. y) = fyx (x. y + s) − f (x + t. y + s) − (x.4 Mixed Partial Derivatives Under certain conditions the mixed partial derivatives will always be equal.1) r = √ < r.1 Suppose f : U ⊆ R2 → R where U is an open set on which fx . ∆ (s. t) = fxy (x + αt. 2 As implied above. 0) and using the continuity of fxy and fyx at (x. t) is also unchanged and the above argument shows there exist γ.0) lim ∆ (s. y)) s for some α ∈ (0.2 Suppose U is an open subset of Rn and f : U → R has the property that for two indices. Proof: Since U is open. δ ∈ (0. t) → (0. s)| = t2 + s2 r2 r2 + 4 4 1/2 1/2 (20. fxl xk . y). . there exists r > 0 such that B ((x. y) . by the mean value theorem from calculus and the (one variable) chain rule. t) = fyx (x + γt. Therefore. (s. h (t) ≡ f (x + t. y + s)−f (x + t. y) − (f (x. y))}. r) ⊆ U. st Note that (x + t. Now let |t| . y + βs) where α. y) . t) ≡ {f (x + t. y) . This proves the theorem. The following is obtained from the above by simply fixing all the variables except for the two of interest. ∆ (s.1).4. β ∈ (0. y + s) ∈ U because |(x + t. The following is a well known example [1].

Then letting δ = min (r1 . B (x. 0) . fx = y Now fxy (0.1 Let A denote a nonempty subset of Rp . 0) ≡ = while fyx (0. y) = (0. Using the standard rules of differentiation.20. Now every nonempty ball in Rp contains infinitely many points (Why?) and this proves the lemma.5. 0) y −y 4 lim = −1 y→0 (y 2 )2 y→0 lim lim showing that although the mixed partial derivatives do exist at (0. A point. an open set. p ≥ 1 be a function and let x be a limit point of D (f ). 0) xy (x2 −y 2 ) x2 +y 2 475 From the definition of partial derivatives it follows immediately that fx (0. r1 ) ⊆ A for some r1 > 0.5 The Limit Of A Function Of Many Variables Limits of scalar valued functions of one variable and later vector valued functions of one variable were considered earlier. r) .3 Let f (x. A if for every r > 0. 20. 0) .3 Let f : D (f ) ⊆ Rp → Rq where q. y) = (0. y) = (0. 0) − fy (0.5.5. 0) x x4 lim =1 x→0 (x2 )2 x→0 x4 − y 4 + 4x2 y 2 (x2 + 2 y2 ) . Definition 20. then every point of A is a limit point of A. Now consider vector valued functions of many variables. 0) ≡ = fy (x. 0) 0 if (x. y) − fx (0. it follows B (x. 0) = 0.4.2 If A is a nonempty open set in Rp . fy = x x4 − y 4 − 4x2 y 2 (x2 + y 2 ) 2 fx (0. r) be a ball as above. Lemma 20. x is said to be a limit point of the set. B (x. Since x ∈ A. Proof: Let x ∈ A and let B (x.5. Definition 20. r) . D (f ) and this concept is defined next. 0) = fy (0. y) = if (x. When f : D (f ) → Rq one can only consider in a meaningful way limits at limit points of the set. r) contains infinitely many points of A. The case where A is open will be the one of most interest but many other sets have limit points. they are not equal there. for (x. THE LIMIT OF A FUNCTION OF MANY VARIABLES Example 20. δ) ⊆ A∩B (x. Then lim f (y) = L y→x .

f (y) = (f1 (y) . |f · g (y) − L · K| ≤ |f · g (y) − f (y) · K| + |f (y) · K − L · K| ≤ |f (y)| |g (y) − K| + |K| |f (y) − L| . Proof: Suppose limy→x f (y) = L1 and limy→x f (y) = L2 . δ) ∩ D (f ) . if h is a continuous function defined near L.7) (20. |L1 − L2 | ≤ |L1 − f (y)| + |f (y) − L2 | < ε + ε = 2ε. fq (y)) . Now let 0 < δ 2 be such that for 0 < |x − y| < δ 2 . limy→x f (y) = L = (L1 · ··. let δ i > 0 correspond to Li in the definition of the limit and let δ = min (δ 1 . Lk ) if and only if lim fk (y) = Lk (20. limy→x g (y) = K where K and L are vectors in Rp for p ≥ 1.3) lim f · g (y) = L · K Also. for 0 < |y − x| < δ 1 . (20. 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (20. then |f (y) − L| < 1. y→x (20. p. the properties of the dot product and the Cauchy Schwartz inequality. δ 2 ).5) y→x for each k = 1. Consider (20. then y→x lim h ◦ f (y) = h (L) .2) (20.5. Theorem 20. it must be unique. |g (y) − K| < . Proof: The proof of (20. Then by the triangle inequality. It is like a corresponding theorem for continuous functions. For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ and y ∈ D (f ) then.5 Suppose x is a limit point of D (f ) and limy→x f (y) = L . Then if a. |f · g (y) − L · K| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] . · · ·. p ≥ 1 be a function and let x be a limit point of D (f ). Let ε > 0 be given. y→x lim af (y) + bg (y) = aL + bK.4) T For a vector valued function. |f (y) − L| < ε ε . There exists δ 1 such that if 0 < |y − x| < δ 1 .476 FUNCTIONS OF MANY VARIABLES if and only if the following condition holds. Therefore. Therefore.4 Let f : D (f ) ⊆ Rp → Rq where q. Since ε > 0 is arbitrary. there exists y ∈ B (x.2) is left for you. |L − f (y)| < ε. it follows from the triangle inequality that |f (y)| < 1 + |L| . · · ·. Then if limy→x f (y) exists.3). Then for ε > 0 be given. Since x is a limit point. b ∈ R. this shows L1 = L2 .6) . Proposition 20. and so for such y.5.

THE LIMIT OF A FUNCTION OF MANY VARIABLES Then letting 0 < δ ≤ min (δ 1 . q Then. Suppose first that limy→x f (y) = L. Consider (20. Also. |f (y) − L| < ε. q 1/2 |f (y) − L| ≡ k=1 q |fk (y) − Lk | ε2 q 1/2 2 < k=1 = ε. Since h is continuous near.5). Consider (20. Suppose then that limy→x f (y) = f (x) and let ε > 0 be given. limy→x f (y) = f (x) . it follows |f (y) − f (x)| < ε.6 For f : D (f ) → Rq and x ∈ D (f ) such that x is a limit point of D (f ) .5. it follows that for ε > 0 given. δ q ) . there exists δ > 0 such that if 0 < |y − x| < δ. Then if ε > 0 is given. there exists η > 0 such that if |y − L| < η.20. if follows that if 0 < |y − x| < δ. then |f (x) − f (y)| < ε. |fk (y) − Lk | ≤ |f (y) − L| < ε. . But for each k. Proof: It follows immediately that if f is continuous at x then for all ε > 0 there exists δ > 0 such that if |x − y| < δ and y ∈ D (f ) . · · ·. Therefore. ε |fk (y) − Lk | < √ . since x is a limit point of D (f ) . if 0 < |y − x| < δ.4). there exists δ > 0 such that whenever y ∈ D (f ) and |y − x| < δ. then |h (y) − h (L)| < ε Since limy→x f (y) = L. then |f (y) − L| < η. Therefore. δ 2 ) . it follows from (20. letting 0 < δ ≤ min (δ 1 . then |h (f (y)) − h (L)| < ε. From the definition of the limit. it follows f is continuous at x if and only if limy→x f (y) = f (x) . there exists δ > 0 such that if |y − x| < δ. This proves the theorem. Theorem 20. Then if ε > 0 is given.7) that |f · g (y) − L · K| < ε 477 and this proves (20.5.3). |f (x) − f (x)| < ε and so if |x − y| < δ. then |f (x) − f (y)| < ε. L. Next suppose limy→x fk (y) = Lk for each k. there exists δ k such that if 0 < |y − x| < δ k . |fk (y) − Lk | ≤ |f (y) − L| and so if |y − x| < δ.

tell why it does not exist. 6. A if and only if for all r > 0. Show that if f . then limy→x f (y) × g (y) = L × M. .8) and a picture of the situation is depicted below. suppose f is a function of one variable which has a derivative at the point x0 . f (x0 )) ¢ ¢ ¢ ¢ Thus from (20. limy→x f (y) was only defined in the case where x was a limit point of D (f ) . ¢ ¢ ¢ ¢ ¢r (x0 . Find limx→0 sin(|x|) |x| and prove your answer from the definition of limit. Suppose x is defined to be a limit point of a set. Suppose g is a continuous vector valued function of one variable defined on [0. g :U → R3 where U is a nonempty subset of Rp and x is a limit point of U. 5.8). y) if it exists. x→x0 8.0) f (x. f (x0 )) is given by y − f (x0 ) = f (x0 ) (x − x0 ) (20. 0) xy x2 +y 2 n Find lim(x. f at the point (x0 . 0 if (x. ∞).y)→(0. 7. Prove lim g (|x|) = g (|x0 |) . y = f (x0 ) + f (x0 ) (x − x0 ) . Let {xk }k=1 be any finite set of points in Rp . B (x. 4. show if limy→x f (y) = L and limy→x g (y) = M. y) ≡ if (x. y) = (0. Show this is equivalent to the above definition of limit point. Give some examples of limit problems for functions of many variables which have limits and prove your assertions. 0) . 3.6 Exercises 1. Let f (x. y) = (0. Then the tangent line to the graph of the function. r) contains a point of A different than x.7 Approximation With A Tangent Plane To begin with.478 FUNCTIONS OF MANY VARIABLES 20. Why? 2. If it does not exist. 20. Show this set has no limit points.

Proof: f ((x0 . y0 ) v1 + (x0 . Then f ((x0 . y0 ) v2 ∂x ∂y changes only in second component ∂f ∂f (x0 . y0 ) v1 + (x0 . v2 )) = f (x0 . y0 ) v1 + (x0 . v→0 |v| lim Therefore. v2 )) = f (x0 . f (x0 ) + f (x0 ) v is a very good approximation to. y0 )) −  changes only in first component    = f (x0 + v1 . y0 ) .20. y0 ) v2 ∂x ∂y − By the mean value theorem. v2 )) − f (x0 . y) ∈ U and are continuous at the point (x0 .1 Let U be an open subset of R2 and suppose f : U → R has the property that the partial derivatives fx and fy exist for (x. f (x0 + v) . y0 + v2 ) − f (x0 .7. y0 )  ∂f ∂f (x0 .7. y0 ) + where o (v) satisfies (20. y0 ) + (v1 . but what about letting v be arbitrary and small? The idea similar to the above is an expression of the form =o(v) f ((x0 . y0 + v2 ) − f (x0 . |v| (20.9). =    v Now this shows f (x0 + v) − (f (x0 ) + f (x0 ) v) = o (v) where o (v) = 0. APPROXIMATION WITH A TANGENT PLANE How close y is to f (x)? Letting v = (x − x0 ) . there exist numbers s and t in [0. y0 + v2 ) + f (x0 . y0 + v2 ) v1 + (x0 . y0 + sv2 ) v2 ∂x ∂y . y0 ) v2 ∂x ∂y ∂f ∂f (x0 . f (x0 + v) − y = f (x0 + v) − f (x0 ) (v) − f (x0 ) (v) v   →0 as v→0 479   f (x0 + v) − f (x0 ) − f (x0 ) v. for small v. y0 ) + (v1 .10) = (f (x0 + v1 . y0 ) v2 + o (v) ∂x ∂x (20. y0 ) + (v1 . y0 ) + ∂f ∂f (x0 .9) Theorem 20. What of a function of two variables? Obviously such an approximation exists in one direction if the function has a directional derivative in the given direction. y0 ) + av1 + bv2 + o (v1 . 1] such that this equals = ∂f ∂f (x0 + tv1 . y0 + v2 ) − f (x0 . y0 ) v1 + (x0 . v2 ) where |v|→0 lim |o (v)| = 0.

y0 + sv2 ) − (x0 . y0 + v2 ) − (x0 . y0 + sv2 ) − (x0 . y0 + v2 ) − (x0 . ∂f ∂f (x0 ) . y0 ) (y − y0 ) = z is the ∂x ∂x equation of a plane tangent to the graph of f. denote by θi v the vector T (0. |o (v)| ≤ It follows |o (v)| ∂f ∂f ∂f ∂f ≤ (x0 + tv1 . The message of the above theorem is that the approximation is very good if both |x − x0 | and |y − y0 | are small. Writing this in a different form. ∂xi i=1 That is. vp ) T . y0 ) (x − x0 ) + ∂f (x0 . y − y0 ) . ∂x1 ∂xp Proof: The proof is similar to the case of two variables. Then p ∂f f (x0 + v) = f (x0 ) + (x0 ) vi + o (v) .480 − = FUNCTIONS OF MANY VARIABLES ∂f ∂f (x0 . letting v ≡ (x − x0 . vp ) . f is differentiable at x0 and the derivative of f equals the linear transformation obtained by multiplying by the 1 × p matrix.7. y0 ) (y − y0 ) + o (v) ∂x ∂x ∂f ∂f ∂f ∂f (x0 + tv1 . y) = f (x0 . · · ·. y0 ) + (x0 . y0 ) v2 ∂y ∂y ∂f ∂f (x0 + tv1 . y0 ) and this proves the theorem. y0 ) + ∂f ∂f (x0 . vi . 0. Of course the above theorem has a generalization to any number of variables but for more than two it is impossible to draw a meaningful picture. y0 ) v1 + ∂x ∂x Therefore. Letting v = (v1 · ··. The right side of the above. y0 + v2 ) − (x0 . f (x0 . y0 ) v1 + (x0 .10). y0 ) + ∂f (x0 . y0 ) ∂x ∂x ∂y ∂y |v| . there is a meaningful theorem about approximating the function with one of a special form as above. y0 ) v2 ∂x ∂y ∂f ∂f (x0 . vi+1 . (x0 ) . limv→0 |o(v)| = 0 because of the assumption that fx and fy are continuous at |v| the point (x0 . Nevertheless. Theorem 20. y0 ) (x − x0 ) + (x0 .2 Let U be an open subset of Rp for p ≥ 1 and suppose f : U → R has the property that the partial derivatives fxi exist for all x ∈ U and are continuous at the point x0 ∈ U. f (x. · · ·. and noticing that |v1 | and |v2 | are both no larger than |v| . y0 ) |v| ∂x ∂x ∂y ∂y Therefore. y0 ) + (x0 . · · ·. letting o (v) denote the expression in (20. y0 + sv2 ) − (x0 .

3) + 1 (x − 1) + 2 (y − 2) + 6 (z − 3) = 11 + 1 (x − 1) + 2 (y − 2) + 6 (z − 3) = −12 + x + 2y + 6z What about the case where f has values in Rq rather than R? Is there a similar theorem about linear approximations in this case also? . fx (1.11) changes only in the ith position = i=1   f (x0 + θi−1 v) − f (x0 + θi v) − ∂f (x0 ) vi ∂xi Now by the mean value theorem there exist numbers si ∈ (0. 1) such that the above expression equals p p ∂f ∂f = (x0 + θi v+si vi ) vi − (x0 ) vi ∂xi ∂xi i=1 i=1 and so letting o (v) equal the expression in (20.7. fy (1. fy = x. Approximate f (x.3 Let f :U → Rp where U is an open set in Rn .7. 2. y. 2. 0. · · ·. 3) = 6. 2. 3) . As before. z) near (1. fx = y. This is called the linear approximation of the function f at the point x0 . y. Therefore. fz = 2z. Taking the partial derivatives of f. let x − x0 = v and write p f (x) = f (x0 ) + i=1 ∂f (x0 ) (xi − x0i ) + o (v) ∂xi where o (v) satisfies (20. vp ) . 2. This proves the theorem. 3) = 2. θp−1 (v) = (0. p |o (v)| ≤ i=1 p ∂f ∂f (x0 + θi v + si vi ) − (x0 ) |vi | ∂xi ∂xi ≤ i=1 ∂f ∂f (x0 + θi v + si vi ) − (x0 ) |v| ∂xi ∂xi p and so lim |o (v)| ∂f ∂f ≤ lim (x0 + θi v + si vi ) − (x0 ) = 0 v→0 |v| v→0 ∂xi ∂xi i=1 because of continuity of the fxi at x0 . and fz (1.11). z) = xy + z 2 . y. 3) = 1. APPROXIMATION WITH A TANGENT PLANE Thus θ0 v = v.9). Now p T 481 f (x0 + v) −  p f (x0 ) + i=1 ∂f (x0 ) vi ∂xi  p i=1 (20.4 Suppose f (x. Sometimes people use C 1 as an adjective and say f is C 1 Example 20. the desired approximation is f (1. Therefore. Then f is in C 1 (U ) if all its partial derivatives exist and are continuous on U. and θp v = 0.20. 2.7. z) for (x. Definition 20.

p ∂fk fk (x) = fk (x0 ) + (x0 ) vi + ok (v) .9) holds for o (v) because it holds for each of the components of o (v) .13) holds. the following holds for each k = 1. the above equation is then equivalent to (20. Cp+1 .6 Let f : U → Rq where U is an open subset of Rp .7. oq (v)) . Also. |f (x) − f (x0 )| < (Cp + 1) |x − x0 | < (Cp + 1) showing f is continuous at x0 . · · ·. · · ·. From Theorem 20. let δ = min δ 1 . then |o (x − x0 )| < |x − x0 | . Corollary 12. Then (20. Proof: Let f (x) ≡ (f1 (x) . fq (x)) . |f (x) − f (x0 )| ≤ (Cp + 1) |x − x0 | (20.14). But also. Since o (v) satisfies (20.12) ∂xi i=1 where o (v) satisfies (20. by the triangle inequality. This is the content of the following important lemma.2. Letting v = x − x0 . Lemma 20.5 on Page 299. · · ·. p . Now letting ε > 0 be given. the function must be continuous at x0 .7. if |x − x0 | < δ 1 . then ∂f f is continuous at x0 .3. ∂xi (20. · · ·.9). ∂xi i=1 Define o (v) ≡ (o1 (v) .7.5 Let U be an open subset of Rp for p ≥ 1 and suppose f : U → Rq has the property that the partial derivatives fxi exist for all x ∈ U and are continuous at the point x0 ∈ U. Furthermore. then p ∂f f (x0 + v) = f (x0 ) + (x0 ) vi + o (v) (20. p i=1 ∂f (x0 ) (xi − x0i ) ≤ C ∂xi p |xi − x0i | ≤ Cp |x − x0 | i=1 Therefore.14) Proof: Suppose (20.482 FUNCTIONS OF MANY VARIABLES Theorem 20.12). Then for |x − x0 | < δ. then whenever |x − x0 | is small enough. If (20. this is equivalent to p T T f (x) = f (x0 ) + i=1 ∂f (x0 ) (xi − x0i ) + o (x − x0 ) . if C ≥ max ∂xi (x0 ) . i = 1. q.13) When a formula like the above holds. ε =ε Cp + 1 .9). p |f (x) − f (x0 )| ≤ i=1 ∂f (x0 ) (xi − x0i ) + |x − x0 | ∂xi < (Cp + 1) |x − x0 | ε which verifies (20.13) holds. there exists δ 1 > 0 such that if |x − x0 | < δ 1 .

APPROXIMATION WITH A TANGENT PLANE Definition 20. 0) .9) holds for g (v) . δ) contains points where the value of the function equals 1/2 and also points where the value of the function equals 0. the symbol. |v| 483 v→0 Also. y) ≡ Then fx (0.20. This is both imprecise and useful because it neglects everything which is not important and directs our attention to that which really matters.1 at the point (0. o (v) . namely (20.7. 0) = 0 so the partial derivatives do indeed exist. I find it helpful to think of o (v) as an adjective rather than a precise definition. y) = (0. 0) x2 −y 4 x2 +y 4 2 (20. f (x. 0) − f (0. fy (0. Something more than existence of the partial derivatives at a point is necessary in order to accomplish such a linear approximation. from the above discussion. Therefore. I realize some of the above theorems and definitions are hard but they are the only route to correct understanding of multivariable calculus. This time it is of the function. y) ≡ if (x. t→0 t→0 t t if (x.15) . f (δ/2. You see the way it is pinched near the center. Thus it is permissible to write things like o (v) = 10o (v) or o (v) = o (v) + o (v) because if o (v) satisfies (20. Here is another picture. then so does o (v) + o (v) and 10o (v) . 0) ≡ lim f (t. lim |g (v)| = 0.6 on Page 477 that f is not continuous at (0. Consequently no limit can exist. y) = (0. This illustrates the limitations of abandoning careful logical reasoning and definitions in favor of pictures. Here is an example. 0) xy x2 +y 2 Similarly.9). 0) 0 = lim = 0.7 A function. δ/2) = 0.7. 0) 1 if (x. You might find the picture of this function amusing. 0) . 0) . I think you should notice that from the above discussion you see there is a problem and so it can be seen in the picture because it was expected. it is likely the picture would never have revealed the truth.9). 0) because for every δ > 0. f (x. y) = (0. 0) 0 if (x.5. v → g (v) is o (v) if (20. y) = (0. Thus B ((0. δ/2) = 1 while 2 f (0. it is impossible to give the sort of approximation for f described in Theorem 20. this function is not even continuous at the point (0. However. That is. (Why?) It follows from Theorem 20. means o (·) is a function which satisfies (20.9).7. However.

(20. Use this approximation to estimate f (1. It contained two thousand baths.6. 1. Find a linear approximation to the function f (x.15) is not continuous at (0. y. There exists η > 0 such that if |g (x + v) − g (x)| < η. 20.8 Exercises 1. and Lemma 20.. then |o (g (x + v) − g (x))| < ε Cn + 1 |g (x + v) − g (x)| (20. z) = x 3 yz 2 near the point (1.16) ∂xi i=1 Lemma 20. Then o (g (x + v) − g (x)) = o (v) . 0) and yet it has directional derivatives in every direction at (0. Show the function in (20.16).. In 1 Kings chapter 7 there is a description of the molten sea in Solomon’s temple. 7. 8. ten cubits from the one brim to the other: it was round all about. How many baths of brass were used? 20. |v| (20. 0). A function. g : U → Rp has a good linear approximation at x ∈ U if n ∂g (x) g (x + v) = g (x) + vi + o (v) . “And he made a molten sea.17) From (20.18) Now let ε > 0 be given. there exists δ > 0 such that if |v| < δ.1 Let g : U → Rp where U is an open set in Rn and suppose g has a good linear approximation at x ∈ U . (20. and his height was five cubits: and a line of thirty cubits did compass it round about.1. 3. And it was an hand breadth thick.9.19) ...1) and then use a calculator to make a comparison. √ 2. What was the approximate volume in cubic feet of the brass used in the molten sea..9 20...1 Differentiation And The Chain Rule The Chain Rule As in the case of a function of one variable.9. 1) .9.5 feet. Proof: It is necessary to show v→0 lim |o (g (x + v) − g (x))| = 0.” Lets assume a hand breadth is 8 inches and a cubit is 1.484 FUNCTIONS OF MANY VARIABLES This is a very interesting example which you will examine in the exercises.7. it is important to consider the derivative of a composition of two functions. then |g (x + v) − g (x)| ≤ (Cn + 1) |v| .

Recall the notation f ◦ g (x) ≡ f (g (x)) . let V be an open set in Rp .17).1 equals p f (g (x + v)) = f (g (x)) + i=1 ∂f (g (x)) (gi (x + v) − gi (x)) + o (v) . ∂yi ∂xj (20. Suppose g has a good linear approximation at x ∈ U and that f has a good linear approximation at g (x) . This proves the lemma. The last assertion of the following theorem is known as the chain rule.21) Proof: From the assumption that f has a good linear approximation at g (x) . Cn+1 . p f (g (x + v)) = f (g (x)) + i=1 ∂f (g (x)) (gi (x + v) − gi (x)) + o (g (x + v) − g (x)) ∂yi which by Lemma 20.20.9. DIFFERENTIATION AND THE CHAIN RULE η Let |v| < min δ.9. Thus f ◦ g is the name of a function and this function is defined by what was just written. which implies 485 |o (g (x + v) − g (x))| < < ε Cn + 1 ε Cn + 1 |g (x + v) − g (x)| (Cn + 1) |v| and so |o (g (x + v) − g (x))| <ε |v| which establishes (20.9. ∂yi Now since g has a good linear approximation at x. |g (x + v) − g (x)| ≤ η. the above becomes   p n ∂gi (x) ∂f (g (x))  f (g (x + v)) = f (g (x)) + vj + o (v) + o (v) ∂yi ∂xj j=1 i=1   p p n ∂gi (x)  ∂f (g (x)) ∂f (g (x))  vj + o (v) + o (v) = f (g (x)) + ∂yi ∂xj ∂yi j=1 i=1 i=1 n p i=1 = f (g (x)) + j=1 ∂f (g (x)) ∂gi (x) ∂yi ∂xj vj + o (v) .20) and ∂ (f ◦ g) (x) = ∂xj p i=1 ∂f (g (x)) ∂gi (x) .2 Let U be an open set in Rn . n p i=1 f (g (x + v)) = f (g (x)) + j=1 ∂f (g (x)) ∂gi (x) ∂yi ∂xj vj + o (v) . and let f : V → Rq . Then f ◦ g has a good linear approximation at x and furthermore. (20. For such v. Theorem 20. let g : U → Rp be such that g (U ) ⊆ V.

ρ cos φ sin θ. ∂ (f ◦ g) (x) ∂xk = = lim lim f (g (x+tek )) − f (g (x)) t p i=1 t→0 1 t→0 t ∂f (g (x)) ∂gi (x) ∂yi ∂xk t + o (tek ) . Using the formula. ∂yi ∂xk ∂xk Remember there is a sum on the repeated index. ∂x ∂u ∂x ∂v ∂x Clearly you can continue in this way taking partial derivatives with respect to any of the other variables.486 p FUNCTIONS OF MANY VARIABLES because i=1 ∂f (g(x)) o (v) + o (v) = o (v) . cos φ) . Example 20.9. ∂t From the above. ρ sin φ cos θ. T T T .20). It only remains to ∂yi verify (20. v) = sin (uv) and let u (x. Then the above says ∂z ∂yi ∂z = . ∂z ∂z ∂u ∂z ∂v = + = v cos (uv) sin (x) + us cos (uv) . taking the limit yields ∂ (f ◦ g) (x) = ∂xk p i=1 ∂f (g (x)) ∂gi (x) ∂yi ∂xk as claimed. v) where u. Example 20. sin φ sin θ. and eφ = (ρ cos φ cos θ.4 Recall spherical coordinates are given by x = ρ sin φ cos θ. vi = 0 unless i = k in which case vk = t. describe its acceleration in terms of spherical coordinates and the vectors. If an object moves in three dimensions. t. −ρ sin φ) . y. ∂z ∂z ∂u ∂z ∂v = + = v cos (uv) t cos (x) + us sec2 (x) cos (uv) . v are as just described. 0) . find ∂z and ∂x . eρ = (sin φ cos θ. This establishes (20. y. z = ρ cos φ. Now t→0 lim |o (tek )| =0 t and so. ∂t ∂u ∂t ∂v ∂t Also. This follows from observing that for v = tek . There is an easy way to remember this in terms of the repeated index summation convention presented earlier. s) = ∂z s tan x + y 2 + ts. t) = t sin x + cos y and v (x.3 Let f (u. y = ρ sin φ sin θ.9.21). Let y = g (x) and z = f (y) . eθ = (−ρ sin φ sin θ. Letting z = f (u.

by the chain rule. cos φ sin θ.22) T Therefore. and c = −ρ sin2 φ. Similarly. b. ρ sin φ sin θ. ∂θ ρ and ∂eρ = 0. the solution is a = 0. 0) T = (− cos φ sin φ) eφ + −ρ sin2 φ eρ . this gives a curve in the direction of increasing ρ. letting θ change and fixing the other two gives a vector which points East and is tangent to the sphere of radius ρ. φ) where each of these variables is a function of t. Thus      −ρ sin φ sin θ ρ cos φ cos θ sin φ cos θ a −ρ sin φ cos θ  ρ sin φ cos θ ρ cos φ sin θ sin φ sin θ   b  =  −ρ sin φ sin θ  0 −ρ sin φ cos φ c 0 Using Cramer’s rule. −ρ sin φ sin θ. −ρ sin φ sin θ. c such that ? = aeθ + beφ + ceρ . ∂φ ρ ∂eρ 1 T = (− sin φ sin θ. this gives a vector which is tangent to the sphere of radius ρ and points South. ρ dt (20. 0) =? ∂θ where it is desired to find a. eρ = eρ (ρ. Thus it is a vector which points away from the origin. DIFFERENTIATION AND THE CHAIN RULE Why these vectors? Note how they were obtained. 0) = eθ . (20. The giant turtle carrying the flat earth on its back as it proceeds through the universe is not usually accepted as a correct model. y (t) . letting only ρ change. θ. Thus r (t) = ρ (t) eρ (t) = (x (t) .20. dφ dθ eφ + eθ .9. Letting only φ change and fixing θ and ρ. φ) = (ρ sin φ cos θ. . ρ cos φ) T 487 and fix φ and θ.23) dt dt Now things get interesting. r = ρ eρ + ∂eθ T = (−ρ sin φ cos θ. ∂eρ 1 T = (cos φ cos θ. − sin φ) = eφ .22). You see. what directions would be most meaningful? Wouldn’t it be the directions of the vectors just described? Let r (t) denote the position vector of the object from the origin. Thus ∂eθ ∂θ = (−ρ sin φ cos θ. Given we live on a sphere. z (t)) Now this implies the velocity is r (t) = ρ (t) eρ (t) + ρ (t) (eρ (t)) . sin φ cos θ. To do so. Let r (ρ. θ. b = − cos φ sin φ. = = By (20. ∂ρ deρ dt ∂eρ dφ + ∂φ dt 1 dφ eφ + ρ dt ∂eρ dθ ∂θ dt 1 dθ eθ . It is thought by most people that we live on a large sphere. This must be differentiated with respect to t.

the chain rule is used to obtain r which will yield a formula for the acceleration in terms of the spherical coordinates and these special vectors. 0) = eθ . d (eρ ) = dt = ∂eρ ∂eρ ∂eρ θ + φ + ρ ∂θ ∂φ ∂ρ θ φ eθ + eφ ρ ρ d (eθ ) dt = = ∂eθ ∂eθ ∂eθ θ + φ + ρ ∂θ ∂φ ∂ρ θ (− cos φ sin φ) eφ + −ρ sin2 φ eρ + φ (cot φ) eθ + ρ eθ ρ d (eφ ) = dt = By (20. 0) (cot φ) eθ ∂eφ 1 T = (cos φ cos θ.488 Also. ∂ρ ρ With these formulas for various partial derivatives. By the chain rule. sin φ cos θ. 0) = (cot φ) eθ ∂φ ∂eθ 1 T = (− sin φ sin θ.23). − sin φ) = eφ . −ρ cos φ) = −ρeρ ∂φ ∂eφ ∂θ and finally. −ρ sin φ sin θ. ρ cos φ cos θ. ∂eφ ∂eφ ∂eφ θ + φ + ρ ∂θ ∂φ ∂ρ θ cot φ eθ + φ (−ρeρ ) + ρ eφ ρ r = ρ eρ + φ eφ + θ eθ + ρ (eρ ) + φ (eφ ) + θ (eθ ) and from the above.23) it is also necessary to consider eφ . ∂eφ T = (−ρ sin φ cos θ. ∂ρ ρ and Now in (20. cos φ sin θ. ρ cos φ cos θ. this equals ρ eρ + φ eφ + θ eθ + ρ φ θ φ θ eθ + eφ ρ ρ ρ θ cot φ eθ + φ (−ρeρ ) + eφ ρ + + ρ eθ ρ θ (− cos φ sin φ) eφ + −ρ sin2 φ eρ + φ (cot φ) eθ + . T = = (−ρ cos φ sin θ. FUNCTIONS OF MANY VARIABLES ∂eθ T = (−ρ cos φ sin θ.

This means you determine the value of the various variables for various values of t without finding a neat formula involving known functions for the solution.). this would be a known function. As the fuel is burned. they can be solved numerically.20.5 Let f : U → Rp where U is an open set in Rn for n.) Then all that would be required would be to solve the system of differential equations3 . More could be said here involving moving coordinate systems and the Coriolis force.9. This is in fact the case. Thus you could predict where the booster shells would fall to earth so you would know where to look for them. The point is that if you are interested in doing all this in terms of φ. p ≥ 1 and let x ∈ U be given. ρ −ρ φ φ + 2 −ρ θ 2 sin2 (φ) = a (t) . Of course there are many variations of this. θ . ρ (0) = ρ1 (the initial vertical component of velocity of the rocket. Then f is defined to be differentiable at x ∈ U if and only if f has a good linear approximation at x. Suppose for simplicity that it experiences a force only in the direction of eρ . φ . (There is no reason to think these will stay the same.9. As an example of how this could be used. Note the prominent role played by the chain rule. ρ and this gives the acceleration in spherical coordinates. Definition 20. the rocket becomes less massive and so the acceleration will be an increasing function of t. directly away from the earth. consider a rocket. 20. ρ 2θ ρ + 2φ θ cot (φ) = 0 θ + ρ along with initial conditions.) and then initial conditions for φ. The initial value problems could then be solved numerically and you would know the distance from the center of the earth as a function of t along with θ and φ. You might want to specify forces in the eθ and eφ direction as well and attempt to control the position of the rocket or rather its payload. you may have suspected there should be a definition of something which will be equivalent to the assertion that a function has a good linear approximation. the above shows how to do it systematically and you see it is all an exercise in using the chain rule. All of the above is done in books on mechanics for general curvilinear coordinate systems and in the more general context. However. 2ρ φ 2 − θ cos φ sin φ = 0.2 Differentiation And The Derivative By now. θ. 3 You won’t be able to find the solution to equations like these in terms of simple functions. This sort of computation is usually done by a computer. . Suppose you wanted to know the latitude and longitude of the rocket as a function of time. probably 0. and ρ. ρ (0) = ρ0 (the distance from the launch site to the center of the earth. Of course this force produces a corresponding acceleration which can be computed as a function of time. special theorems are developed which make things go much faster but these theorems are all exercises in the chain rule. DIFFERENTIATION AND THE CHAIN RULE and now all that remains is to collect the terms. Thus r equals r = ρ −ρ φ + θ + 2 489 −ρ θ 2 sin2 (φ) eρ + φ + 2ρ φ − θ ρ 2 cos φ sin φ eφ + 2θ ρ + 2φ θ cot (φ) eθ .9. However. θ. say a (t).

Therefore. v It follows that f (x + v) − f (x) − f (x) v = o (v) . Now suppose f is differentiable in the new way in terms of having a good linear approximation. In the more general setting described above. if f is differentiable in the old way. then it is differentiable in the old way. a linear transformation. Then f (x + v) − f (x) − f (x) v = = f (x) v + o (v) − f (x) v o (v) v and this last expression converges to 0 by the definition of what it means to be o (v) . f (x + v) = f (x) + f (x) v + o (v) . Is this new definition equivalent to the old one in this case? In the case where n. it is differentiable in the new way just described. (20.490 FUNCTIONS OF MANY VARIABLES Of course an obvious question arrises. p = 1. Recall this implies p f (x + v) = f (x) + j=1 ∂f (x) vj + o (v) . an obvious question is: What is the derivative? In the case of a scalar function of one variable. ∂xj Taking the ith coordinate of the above equation yields p fi (x + v) = fi (x) + j=1 ∂fi (x) vj + o (v) ∂xj . it has been thought of as a number and this is what it is. suppose f (x) exists. Therefore. Thus v → f (x) v is a linear mapping from R to R.24) where v ∈ R. but multiplication by it yields a linear transformation from R to R. Then |f (x + v) − f (x) − f (x) v| =0 |v| |v|→0 lim because |f (x + v) − f (x) − f (x) v| f (x + v) − f (x) = − f (x) |v| v and f (x) is defined as the limv→0 f (x+v)−f (x) . and f (x) can be thought of as this linear mapping. the derivative is the same thing. Now that a definition of what it means for a function to be differentiable has been given. Till now. Why bother with a new definition if there is an old one which is already perfectly good? It is because in the case of a function of n variables. the old definition makes absolutely no sense because you can’t divide by a vector. p = 1. Let f : U → Rq where U is an open subset of Rp and f is differentiable. This is the whole reason for the new way of looking at things. f (x) equals the limit of the difference quotient as before and this shows that if f is differentiable in the new way. What if n.

. y) and D2 f (x. . Define D1 f (x.y) ∂yp There have been quite a few terms defined. . . Next the concept of partial or directional derivative.y) ∂y1 ∂fq (x. ··· ∂f1 ∂xp ∂f2 ∂xp       ∂fq ∂xp and that f (x + v) = f (x) + J (x) v + o (v) . (See Problem 1) In other words.y) ∂y2 ∂f2 (x.y) ∂xn ∂f2 (x.  ∂f1 (x.y) ∂xn       while     D2 f (x. In terms of matrices of partial derivatives.6 Suppose U is an open set in Rn and V is an open set in Rp . where the first of these terms means matrix multiplication in which v ∈ Rp and the second two denote a linear transformation acting on the vector. ∂fq ∂x1 ∂fq ∂x2 ··· ··· . ··· ∂f1 (x. Definition 20. DIFFERENTIATION AND THE CHAIN RULE 491 and it follows that the term with a sum is nothing more than the ith component of J (x) v where J (x) is the q × p matrix. There is no need to distinguish these subtle issues at this time.y) ∂x2 ∂fq (x. Generalization to more factors follows the same pattern. y) + D1 f (x..y) ∂y1 .y) ∂x2 ∂fq (x. ∂f1 (x. y) = f (x. . There is also a notion of partial derivative in this context.y) ∂yp ∂f2 (x.y) ∂x1 . .y) ∂y2 ∂fq (x. y) =    ∂x1 ∂f2 (x. . y) as follows. y) is defined similarly as the derivative of what is obtained when x is fixed and the variable of interest is y. . y) =    ∂f1 (x. To give a rough idea of the relationships of these topics.y) ∂yp     . . v. Next there was the concept of differentiability and the derivative being a linear transformation determined by a certain matrix.y) ∂f1 (x.9. ··· ··· ··· . This linear transformation is also denoted by Df (x) or sometimes f (x) to correspond completely with the earlier notation. D1 f (x.9. (20.y) ∂xn ∂fq (x. it was shown that if a function is C 1 .       ∂f1 ∂x1 ∂f2 ∂x1 ∂f1 ∂x2 ∂f2 ∂x2 . . .25) The linear transformation which results by multiplication by this q × p matrix is known as the derivative.y)   D1 f (x. Finally. Just think of them as different notations for the derivative. y) v + o (v) . then it has a derivative. Also suppose f : U × V → Rq is in C 1 (U × V ) . y) is a linear transformation mapping Rn to Rq which satisfies f (x + v.y) ∂y2 ∂f1 (x.y) ∂y1 ∂f2 (x. fix y and take the derivative of the resulting function of x.y) ∂x1 ··· ··· . First there was the concept of continuity. here is a picture.20.   ∂fq (x.. ∂x2 ∂f2 (x. Thus J (x) v = Df (x) v = f (x) v. D2 f (x.

then Df (x) is well defined. Let f (x. 0) . In fact. 0) (x2 +y 4 )2 (x2 −y4 ) 2 Show that all directional derivatives of f exist at (0. Now. using the definition in Problem 1. 2. 3. Consider f (x) = 1 x2 sin x if x = 0 . 0) but the function is not differentiable at (0.26) Then you should verify that f (x) exists for all x ∈ R but f fails to be continuous at x = 0.492 FUNCTIONS OF MANY VARIABLES Partial derivatives xy x2 +y 2 derivative C1 Continuous |x| + |y| You might ask whether there are examples of functions which are differentiable but not C 1 . t t Now this implies L1 v = L2 v+ o(t) . f is differentiable at x ∈ U if there exists a linear transformation. there can’t be two different linear transformations which satisfy the above equation. 0) . Show Dv f (x) = Df (x) v. 5. and are all equal to zero but the function is not even continuous at (0. 0) and that the partial derivatives exist at (0. y) = (0. 1 if (x. show that Jf (x) the above matrix of partial derivatives exists and Df (x) v = Lv = Jf (x) v. i = 1. 0) . such an example exists even in one dimension. Let f (x. y) = x if |y| > |x| . y) = if (x. y) = (0. Hint: Replace v with tv and use the above to write f (x+tv) − f (x) o (t) = Li v+ . t 2. 20. . Let f : U → Rq where U is an open set in Rp .10 Exercises 1. Thus the function is differentiable at every point of R but fails to be C 1 at every point of R. 0) . 4. Show that defining L ≡ Df (x) . −x if |y| ≤ |x| Show f is continuous at (0. Of course there are. That is. In more advanced treatments of differentiation the following is done. Suppose f : U → Rq and let x ∈ U and v be a unit vector. 0 if x = 0 (20. L such that f (x + v) = f (x) + Lv + o (v) .

√ 3 3 3 o (tv) t o (t) f (x) · v+ . 0. √3 = √ 4 3 3. Because of (20. 1) .30) occurs when v = in (20. 1 1 1 Therefore. There are ways to define the gradient for vector valued functions but this will not be attempted in this book.29) it is easy to find the largest possible directional derivative and the smallest possible directional derivative. x cos (xy) . THE GRADIENT 493 20. .27) ∂xi j=1 Definition 20. Dv f (x) = f (x) · v.1 Define gradient vector. z) = x2 +sin (xy)+z.31) f (x) / | f (x)| and the minimum (20. f (x) ≡ ∂f ∂x1 ∂f (x) . 1. 1) = (2. 1)· √3 . |Dv f (x)| ≤ | f (x)| and so for any choice of v with |v| = 1. the directional derivative is (2. f (1. − | f (x)| ≤ Dv f (x) ≤ | f (x)| . taking t → 0. · · ·. Find Dv f (1.11. ∂xn (x) T . y. z) = (2x. f (x.3 Let f : U → R be a differentiable function and let x ∈ U. √ . for v a unit vector.11. 0.31) occurs when v = − f (x) / | f (x)| .28). from the above. 1) where v = . t f (x) · v+ Example 20. From (20. it is only necessary to find f (1.29) and the Cauchy Schwarz inequality. Therefore. y.2 Let f (x. Then max {Dv f (x) : |v| = 1} = | f (x)| and min {Dv f (x) : |v| = 1} = − | f (x)| .20.27) that f (x + v) = f (x) + f (x) · v + o (v) (20. (20. Therefore. Proposition 20. Note this vector which is given is already a unit vector. 1) and take the dot product. 1. 0. Furthermore.28) An important aspect of the gradient is its relation with the directional derivative. the maximum in (20. This vector is called the This defines the gradient for a scalar valued function. (20. n ∂f (x) f (x + v) = f (x) + vi + o (v) .11. 1) .11. Thus if x ∈ U. √3 .30) Proof: From (20. f (x+tv) − f (x) t = = Therefore.29) 1 1 1 √ .11 The Gradient Let f : U → R where U is an open subset of Rn and suppose f is differentiable on U. It follows immediately from (20. (20.

this is a £ # £ f (x0 . x1 (t) for t in an interval lie in the level surface. z) : f (x. y. z) = c} . Like heat. The constant can depend on position in the material or even on time. Nevertheless. K is considered to be a constant but this is wrong. different for iron than for aluminum. y1 (t) . Since the points. y0 . If it is desired to find the rate in calories per second at which heat crosses this little surface in the direction of n it is defined as J · nA where A is the area of the surface and J is called the heat flux. b & £ & x1 (t0 ) £ & t t t ” x2 (s0 ) In this picture. something like a pollutant diffuses. z0 ) . It may be an insecticide in ground water for example. y. z2 (s)) which intersect at the point. When applied to diffusion. this would be a piece of a sphere. then Dv f (x) = f (x) · (− f (x) / | f (x)|) 2 = − | f (x)| / | f (x)| = − | f (x)| while if v = f (x) / | f (x)| . The gradient has fundamental geometric significance illustrated by the following picture. For example. the surface is a piece of a level surface of a function of three variables. The above relation between the heat flux and u is usually called the Fourier heat conduction law and the constant. Because it has cool places and hot places. is C 1 . Experiments show this scalar should depend on temperature. In this case J = −K c where c is the concentration of the diffusing species. K is known as the coefficient of thermal conductivity. In most applications. y2 (s) . y0 . y. x1 (t) = (x1 (t) . An identical relationship is usually postulated for the flow of a diffusing species. f. There are two smooth curves in this picture which lie in the surface having parameterizations. 2 The conclusion of the above proposition is important in many physical models. Thus n is a normal to this surface and has unit length. However. it follows 4 Do there exist any smooth curves which lie in the level surface of f and pass through the point (x0 . heat flows most readily in the direction which involves the maximum rate of decrease in temperature. consider some material which is at various temperatures depending on location. z) = x2 + y 2 + z 2 . z) . it tries to move from areas of high concentration toward areas of low concentration. (x0 . This intersection occurs when t = t0 and s = s0 . It is reasonable to suppose the rate at which heat flows across this surface will be largest when n is in the direction of greatest rate of decrease of the temperature. f (x. z) = c or more completely as {(x. For example. z1 (t)) and x2 (s) = (x2 (s) . Consider a small surface having a unit normal. It is a material property.494 FUNCTIONS OF MANY VARIABLES The proposition is proved by noting that if v = − f (x) / | f (x)| . Thus the surface is defined by f (x. if f (x. Mathematically. This expectation will be realized by taking J = −K u where K is a positive scalar function which can depend on a variety of things. things get very difficult if this dependence is allowed. z0 ) on this surface4 . In other words. y0 . y0 . then Dv f (x) = = f (x) · ( f (x) / | f (x)|) | f (x)| / | f (x)| = | f (x)| . Note the importance of the gradient in formulating these models. it is expected that the heat will flow from the hot places to the cool places. In this problem. this relationship is known as Fick’s law. y. z0 )? It turns out there do if f (x0 . n. y. z0 ) = 0 and if the function. it is indistinguishable from the problem of heat flow.

1) . y. y1 (t) . z1 (t)) z1 (t) = 0. Therefore. 1. 2) (b) z sin x2 y + 2x+y at (1. y0 . z0 ) is perpendicular to this tangent plane at the point. 1. 2x − 12 + 4y + 6z = 0. 4. 1. Letting s = s0 and t = t0 . 1) is a point on this level surface. z0 ) is perpendicular to both the direction vectors of the two indicated curves shown. Similarly. z) = 6 of the function. Therefore. z) = x2 + 2y 2 + 3z 2 at the point (1. z1 (t)) y1 (t) + (x1 (t) . 2) 2. 1. z0 ) · x2 (s0 ) = 0. 1) = (2. z1 (t)) x1 (t) + ∂x ∂f ∂f (x1 (t) . Surely if things are as they should be.12 Exercises 1. y2 (s) . z1 (t)) = c for all t in some interval. from this problem. First note that (1. y0 . these two direction vectors would determine a plane which deserves to be called the tangent plane to the level surface of f at the point (x0 . 4. Example 20. f (x2 (s) . y. 6z) and so f (1. EXERCISES 495 f (x1 (t) . z0 ) and that f (x0 . y1 (t) . Therefore. u) = (1. it suffices to find the normal vector to the proposed plane. w. y0 . 6) . y0 . f (x0 . (a) x2 y + z 3 at (1. y1 (t) . 1 1 1 √ 2. y0 . y1 (t) . y − 1. 1. z2 (s)) · x2 (s) = 0.11. Find the gradients of f = (a) x2 y + z 3 at (1. the equation of the plane is (2. y. y1 (t) . z − 1) = 0 or in other words. 1. z0 ). this merely states f (x1 (t) . 4y.12. y. it follows f (x0 . (x0 . z) = (2x. 2. z1 (t)) · x1 (t) = 0. . z0 ) · x1 (t0 ) = 0. 2 . one of the greatest theorems in all mathematics and a topic for an advanced calculus class. ∂y ∂z In terms of the gradient. Find the directional derivatives of f at the indicated point in the direction. But f (x. It follows f (x0 . 6) · (x − 1. 20. taking the derivative of both sides and using the chain rule on the left.20. ∂f (x1 (t) . f (x.4 Find the equation of the tangent plane to the level surface. z. y0 . 0) (c) u ln x + y + z 2 + w at (x. 1. 1. f (x. 1) consequence of the implicit function theorem. 1.

it follows that for all x. 1. 22 .13. √ √ 20. r) and consider the line segment joining these two points. Find the tangent plane to the indicated level surface at the indicated point. y ∈ D (x0 .3. z (t)) . Then for K = M n. The following lemma applies to such functions. n. y (t) . 6. Lemma 20. 2.496 (b) z sin x2 y + 2x+y at (1. r) such that f : U → Rn is C 1 (U ) . 2) (c) xy + z 2 + w at (1. |x+t (y − x) − x0 | = ≤ ≤ |(1 − t) (x − x0 ) + t (y − x0 )| (1 − t) |x − x0 | + t |y − x0 | (1 − t) r + tr = r . D(x0 . r) ≡ {x ∈ Rn : |x − x0 | ≤ r} and suppose U is an open set containing D (x0 . r) r r x x0 r y Observe x+ (0) (y − x) = x while x+ (1) (y − x) = y and for t ∈ (0. 1. 2) (c) cos (x) + z sin (x + y) = 1 at −π. (a) x2 y + z 3 = 2 at (1. where M denotes ∂f the maximum of ∂xi (z) for z ∈ D (x0 . 1 in the curve formed by the intersection of these surfaces. 1) (b) z sin x2 y + 2x+y = 2 sin 1 + 4 at (1. r) and i = 1. z) = 0 and f2 (x. y. Explain why the displacement vector of an object moving in R3 is always perpendicular to the velocity vector if the object is always at a fixed distance from a given point. · · ·. Hint: Recall the gradients of the two surfaces are perpendicular to the corresponding surfaces at this point.13 Nonlinear Ordinary Differential Equations Local Existence Recall Definition 20. y ∈ D (x0 . Proof: Let x. x+t (y − x) for t ∈ [0. Find a direction vector for this curve at this point. 5. 2 2 4. In a slightly more general setting. y. 1) . z) = 0 are two level surfaces which intersect in a curve which has parameterization. r) . suppose f1 (x.1 Let D (x0 . The level surfaces x2 + y 2 + z 2 = 4 and z + x2 + y 2 = 4 have the point 22 . (x (t) . 3π . 3) FUNCTIONS OF MANY VARIABLES 3. Find a differential equation for this curve.7. |f (x) − f (y)| ≤ K |x − y| . 1. 1] as shown in the following picture. A direction vector for the desired curve should be perpendicular to both of these gradients.

Now consider the map. r) • x0 Lemma 20. 1 n 0 i=1 1 n i=1 n i=1 ∂f (x+t (y − x)) (yi − xi ) dt ∂xi ∂f (x+t (y − x)) |yi − xi | dt ∂xi ≤ 0 ≤ M |yi − xi | ≤ M n |x − y| . 1] .13. y ∈ Rn . If h (t) = f (x+t (y − x)) for t ∈ [0. For x ∈D (x0 . . r) arbitrary. r) given as follows. ∂xi |f (y) − f (x)| = Therefore. by the chain rule.2 For any pair of points.20. r) P x will be the closest point in D (x0 . r) . then 1 f (y) − f (x) = h (1) − h (0) = 0 h (t) dt.13. For x ∈ D (x0 . Therefore. / x     $$P x W  $$ • $      z ' D(x0 . NONLINEAR ORDINARY DIFFERENTIAL EQUATIONS LOCAL EXISTENCE 497 showing that the points on the line segment x+t (y − x) for t ∈ [0. r) to x. P which maps all of Rn to D (x0 . Proof: From the above picture and z ∈ D (x0 . 1] are contained in D (x0 . r) as claimed and as indicated in the picture. P x = x. It follows that (y−P y) · (P x−P y) ≤ 0 and (x−P x) · (P y−P x) ≤ 0. x. |P x − P y| ≤ |x − y| . the cosine of this angle is always negative. Also. the angle between the vectors x−P x and z−P x is always greater than π/2 radians. n h (t) = i=1 ∂f (x+t (y − x)) (yi − xi ) .

r) The large dotted circle represents U and the little solid circle represents D (x0 . Also let x0 ∈ U and c ∈ [a. c − Proof: Consider the following picture.32) valid for t ∈ I. b] . r) is a closed ball as defined above which is contained in U.1 and the continuity of x → ∂xi (t.2. b] × D (x0 . y)| ≤ K |x − y| for all t ∈ [a. P x) − f (t. If D (x0 . then one can take I = [p. I ⊆ [a. Then there exists an interval. Theorem 20. there exists a constant.13.13. Now apply the Cauchy Schwarz inequality to the left side of the above inequality to obtain |x − y| |P x−P y| ≥ |P x−P y| 2 2 which yields the claim of the lemma. x) . x)| : (t. b] . r) is contained in U as shown. then |f (t. b] . y ∈ D (x0 .13. r) as indicated. (20. by Lemma 20. x (c) = x0 (20. and if M ≡ max {|f (t. . q] where p = max a. Therefore. b] × U → Rn be continuous and suppose that for each t ∈ [a. r) . c + r M . the map x → ∂xi (t.498 FUNCTIONS OF MANY VARIABLES Thus (x−P x) · (P x−P y) ≥ 0 and so if subtracting yields (x−P x− (y−P y)) · (P x−P y) ≥ 0 which implies (x − y) · (P x−P y) ≥ (P x−P y) · (P x−P y) = |P x−P y| . P x) . x) − f (t. Let ∂f f : [a. U D(x0 . This implies the following local existence and uniqueness theorem. x) is continuous.33) ∂f From Lemma 20. P y)| ≤ K |P x−P y| ≤ K |x − y| . r)} . x) . b] be a closed interval and let U be an open subset of Rn . Now let P denote the projection map defined above. b] such that c ∈ I and there exists a unique solution to the initial value problem. Consider the initial value problem x = f (t. K such that if x. Here r is chosen so small that D (x0 . |f (t.3 Let [a. x) ∈ [a. r M and q = min b. x = f (t. x (c) = x0 .

32). c − r M (20. x)| : (t. b] . q] . r) and so for [p. y.4 Let [a. However. This relation can be seen geometrically as in the following picture. if t ∈ [p. b] be a closed interval and let U be an open subset of Rn . P x (t) = x (t) and the solution to (20. z) subject to the constraints x2 + y 2 = 4 and z = 2x + 3y 2 . Let f : [a. it follows x (t) ∈ D (x0 . x) .14 Lagrange Multipliers Lagrange multipliers are used to solve extremum problems for a function defined on a level set of another function.7. r) . Also let x0 ∈ U and c ∈ [a. y. substitute it into f. b] × D (x0 . then one can take I = [p. it follows that there exists an interval. Thus the two numbers are x = y = 2. This was easy because you could easily solve the constraint equation for one of the variables in terms of the other. in the constraint equation. r)} . z) = xyz subject to the constraint that x2 + y 2 + z 2 = 4? It is still possible to do this using the techniques of Problem 5 on Page 473. x (c) = x0 valid for t ∈ I. say y. This is not too hard to do using methods developed earlier. This proves the theorem. for these values of t.34) and q = min b. There is a more general theorem which just gives existence. f (t. x (t) ∈ B (x0 .13. q] as given. 20. Then the function to maximize is f (x) = x (4 − x) and the answer is clearly x = 2.32) on I. Theorem 20. x) ∈ [a. I containing c such that for t ∈ I. what if you had many constraints. it seems you might encounter many cases and it does look a little fussy. and if M ≡ max {|f (t. Since x is continuous. Solve for one of the variables in the constraint equation. it does involve the notion of compactness in a space of continuous functions and this is a topic for an advanced calculus course. However. c + r M . This is called the Peano (pronounced piano) existence theorem and it is one of the most useful results in certain areas of applied math. Then there exists an interval. It remains to describe I. if |t − c| < M . t t |x (t) − x0 | = c x (s) ds ≤ c |x (s)| ds ≤ M |t − c| r and so. The proof is not particularly hard and may be found as an exercise in [10] or [14]. Therefore. say z. However. It turns out that at an extremum.14. b] . r) is a closed ball which is contained in U.33) has a unique solution valid for t ∈ [a. Solve for one of the variables.33) is the solution to (20. LAGRANGE MULTIPLIERS 499 It follows from Theorem 15. there is a simple relationship between the gradient of the function to be maximized and the gradient of the constraint function. I ⊆ [a. q] where p = max a. For example. b] such that c ∈ I and there exists a solution to the initial value problem. sometimes you can’t solve the constraint equation for one variable in terms of the others. x + y = 4 to find y = 4 − x. x) and so there is a unique solution to (20. What if you wanted to maximize f (x. Things are clearly getting more involved and messy. and then find where the partial derivatives equal zero to find candidates for the extremum. .6 on Page 370 that (20. Now what if you wanted to maximize f (x. b] × U → Rn be continuous. If D (x0 . Also. x = f (t. suppose you want to maximize xy given that x+y = 4.20. P x) = f (t.

y (t) . xz. z) = 0 and f (x. y0 . 2y. being essentially confined to three dimensions. y0 . y0 . h (t) = f (x (t) . z0 ) . y0 . But this means 0 = h (t0 ) = f (x (t0 ) . However. z) = (yz. z0 ) £  £ £ £ p In the picture. y. However. Of course the above argument is at best only heuristic. 2z) . z) = (2x. z0 ) when t = t0 . z0 ) is some scalar multiple of g (x0 . z) is the function of three variables which is being maximized or minimized on the level surface and suppose the extremum of f occurs at the point (x0 . z0 ) f (x0 . f (x0 . xy) = λ (2x. Example 20. y. As shown above.1 Maximize xyz subject to x2 + y 2 + z 2 = 27. the surface represents a piece of the level surface of g (x. z0 ) This λ is called a Lagrange multiplier after Lagrange who considered such problems in the 1700’s. t = t0 . Then g (x. y0 . In addition to this. h (t0 ) = 0. y. z) = x2 +y 2 +z 2 −27. then the function. z (t0 )) · x (t0 ) = f (x0 . z0 ) £ t £ £ £ £ £ # g(x0 . Then at the point which maximizes this function5 . y (t) .500 FUNCTIONS OF MANY VARIABLES £ £ £ & £t££ q (x0 . z (t)) is a point on a smooth curve which passes through (x0 . g (x0 . 5 There exists such a point because the sphere is closed and bounded. z0 ) . Here f (x. y0 . y. xz. z0 ) · x (t0 ) and since this holds for any such smooth curve. z (t)) must have either a maximum or a minimum at the point. y. Nor does it consider all cases. Thus f (x0 .14. Therefore. z0 ) = λ g (x0 . y0 . I think it is likely a geometric notion like that presented above which led Lagrange to formulate the method. z0 ) is perpendicular to the surface or more precisely to the tangent plane. 2z) and f (x. y. z0 ) is also perpendicular to the surface. y (t0 ) . . y0 . 2y. It does not deal with the question of existence of smooth curves lying in the constraint surface passing through (x0 . z) = xyz while g (x. y0 . (yz. y0 . y0 . it fails to consider the situation in which there are many constraints. z0 ). This picture represents a situation in three dimensions and you can see that it is intuitively clear that this implies f (x0 . y0 . if x (t) = (x (t) . xy) . y0 .

det (D2 f (t0 . etc.2 Let f : (a. This is because by assumption. 3) . x (t)) is C 1 and then use the Theorem on the local existence for solutions to ordinary differential equations which was proved. i = 1.35). x) (20. m (20. x to the initial value problem. i = 1. Not much is lost in doing this because this extra regularity will be available in nearly every conceivable example of any interest.35) Therefore. Now consider the system of nonlinear equations f (x) gi (x) = t = 0. x) is continuous. x (t)) x (t) = 0. (−3. x (t)) x (t) = 0 dt D1 f (t. Then 0 = f (t0 .13. q) → U such that f (t. · · ·.36). The above generalizes to a general procedure. the function. 3) which can be verified by plugging in to the function which is being maximized. b) × U → Rn where U is an open set in Rn and suppose D1 f and D2 f are both continuous on (a. x0 is a local maximum if f (x0 ) ≥ f (x) for all x near x0 which also satisfies the constraints (20. x (t)) + D2 f (t. x (t))−1 D1 f (t. This proves the theorem. x (t)) . 2λz 2 equals xyz. 2λy 2 . 3) . x (t))) = D1 f (t. x (t0 ) = x0 −1 for t ∈ (p. (p.14. q) . t → f (t. x0 ) = 0. q) . 3. q) such that t0 ∈ (p. q) and a function.20. The maximum occurs at (3. Thus. Let f : U → R be a C 1 function and let gi (x) = 0. Proof: By the Peano existence theorem6 . First it is essential to have a special case of the implicit function theorem. |x| = |y| = |z| . x) → −D2 f (t. it does often help to do it this way. It was still required to solve a system of nonlinear equations to get the answer. 6 I have not presented a proof of this important theorem so this part of the argument is technically incomplete. D1 f (t.14. x (t)) −1 D1 f (t. However you can just assume in addition that the function (t. the only candidates for the point where the maximum occurs are (3. 3. x) → −D2 f (t. each of 2λx2 . f (t0 . b) × U. (t. −3. Theorem 20. q) containing t0 and a solution. b) and x0 ∈ U. x : (p. There are no magic bullets here.4 on Page 499 there exists an open interval.36) be a collection of equality constraints with m < n. Theorem 20. Therefore. Then there exists (p. m. It follows that at any point which maximizes xyz. However. 3) (−3. x0 )) = 0. d (f (t. x (t)) + D2 f (t. · · ·. x0 ) and by the chain rule. . x (t) = −D2 f (t. 3. x (t)) must be a constant vector and this vector equals zero by (20. Suppose also that for t0 ∈ (a. LAGRANGE MULTIPLIERS 501 Therefore. A local minimum is defined similarly. x (t)) = 0 for all t ∈ (p.

xj with the constant x0j where x0 ≡ (x01 .37) has rank less than m + 1 as claimed. gmx1 (x0 ) gmx2 (x0 ) ··· gmxn (x0 ) . · · ·. Suppose now the rank of the matrix. (The case of a local minimum is handled similarly.9. and a function y defined on this interval with the property that F (t. Now let f 1 (y) be defined as what is obtained from f (x) by replacing xj for j none of the ik with x0j and xik with yk and let g l (y) be defined similarly for l = 1. g l (y0 ) = 0. . . This determines m + 1 variables. xim+1 and let y0 ≡ (y01 . This is a contradiction because. replace the variable. This will be established by deriving a contradiction if the matrix has rank m + 1. · · ·. . f 1 (y0 ) = t0 . ··· ··· ··· 1 fym+1 (y0 ) 1 gym+1 (y0 ) . m m gy1 (y0 ) gy2 (y0 ) = 0 for each l = 1.) Thus t0 ≡ f (x0 ) is the largest value of any f (x) for x near x0 satisfying the constraints. t0 ≥ f 1 (y) . ym+1 ) ≡ xi1 .502 FUNCTIONS OF MANY VARIABLES Now suppose x0 satisfies all the constraints and is a point where f has a local maximum. q) . · · ·. . m. some m + 1 × m + 1 submatrix has nonzero determinant. · · ·. m gym+1 (y0 )      has nonzero determinant. . .38)  . xn ) . . 2. . x0n ) and let y ∈ Rm+1 be defined as y ≡ (y1 . · · ·. q) . Therefore. xi1 . Suppose therefore. . .   . . and for all y close enough to y0 with g l (y) Furthermore.   fx1 (x0 ) fx2 (x0 ) · · · fxn (x0 )  g1x1 (x0 ) g1x2 (x0 ) · · · g1xn (x0 )    (20. .19 on Page 456. But this matrix equals D2 F (t0 . this matrix has rank m + 1 then by Definition 19. Therefore. . (p. Denote by W the set of points in Rm+1 W ≡ y ∈ Rm+1 : y = xi1 . .  . if j is not equal to one of the ik . as noted above. · · ·. · · ·. . Consider the m + 1 × n matrix. (20. . For x ≡ (x1 . xim+1 corresponding to the columns used to get the m + 1 × m + 1 matrix having nonzero determinant. .14. · · ·. . gmx1 (x0 ) gmx2 (x0 ) · · · gmxn (x0 ) It will be shown that this matrix has rank less than m + 1. xim+1 where x ∈ U.   g1x1 (x0 ) g1x2 (x0 ) · · · g1xn (x0 )   .39)   .37)  . y0m+1 ) ≡ x0i1 . m. . y (t)) = 0 for all t ∈ (p.2 there is an open interval containing t0 .  1 1 fy1 (y0 ) fy2 (y0 ) 1 1  gy (y0 ) gy (y0 ) 2  1  . t0 is the largest value for all f 1 (y) with y close to y0 such that g l (y) = 0.   . . . · · ·. . the matrix of (20. · · ·. y) ≡  (20. x0im+1 . y0 ) where F : R×W → Rm+1 is defined as  1  f (y) − t  g 1 (y)    F (t. g m (y) Therefore by Theorem 20.

This means there is an m × m submatrix which has nonzero determinant and so none of the above rows can be a linear combination of the others. This proves the following theorem.20. In particular. LAGRANGE MULTIPLIERS 503 equals m. and set what results equal to 0. by Theorem 19. . Then you proceed to look for solutions to these equations. λm such that (20. L = xyz − λ x2 + y 2 + z 2 − 4 − µ (x − 2y) and proceed to take derivatives with respect to every possible variable. λm such that      gmx1 (x0 ) g1x1 (x0 ) fx1 (x0 )       . m (20. µ = 0 also. Example 20.14. . from the first two equations. λm . yz − 2λx − µ = xz − 2λy + 2µ = xy − 2λz x + y2 + z2 2 0 0 0 4 0 = = = x − 2y Now you have to find the solutions to this system of equations. Form the Lagrangian. Therefore.40) it may be helpful to do the following. λ1 .40) holds. . . This yields n + m equations for the n + m unknowns. and if the rank of the matrix in (20. . gmxn (x0 ) g1xn (x0 ) fxn (x0 )  The λi are called the Lagrange multipliers. · · ·. x1 . either x or y must equal 0. leading to the following system of equations.40) L = f (x) − i=1 λi gi (x) and then proceed to take derivatives with respect to each of the components of x and also derivatives with respect to each λi and set all of these equations equal to 0. In general. Theorem 20. λ1 . xn . then from the first two equations.39) equals m. .3 Let U be an open subset of Rn and let f : U → R be a C 1 function. ···.36). If λ = 0.9. If µ = 0 and λ = 0.14. you just pick up the constraint equations. Of course these might be impossible to find using methods of algebra.   + · · · + λm   = λ1   . then there exist scalars. but you just do your best and hope it will work out. When you take the derivatives with respect to the Lagrange multipliers.14. this could be very hard or even impossible. then from the third equation. xyz = 2λx2 and xyz = 2λy 2 and so either x = y or x = −y.20 on Page 456 every row of the matrix of (20. · · ·. . First write the Lagrangian. there exist scalars. Therefore. To help remember how to use (20.37) is a linear combination of the rows of the above matrix.4 Minimize xyz subject to the constraints x2 + y 2 + z 2 = 4 and x − 2y = 0. which .40) is what results from taking the derivatives of L with respect to the components of x. The formula (20. Then if x0 ∈ U is either a local maximum or local minimum of f subject to the constraints (20. · · ·. λ1 .

Find the dimensions of the can which minimizes the surface area. Maximize 2x + 3y − 6z subject to the constraint. Therefore. Now use the last equation eliminate x and write the following system. divide the last equation by y and solve for λ to get λ = (2/5) z. I know this is not the best value for a minimizer because I can take x = 2 3 . 8 15 . Find points on xy = 4 farthest from (0. A can is supposed to have a volume of 36π cubic centimeters. y 2 − (2/5) z 2 = 0 a system which is easy to solve. a choice of 4 points to check. 2. A can is supposed to have a volume of 36π cubic centimeters. . 3 You should rework this problem first solving the second easy constraint for x and then producing a simpler problem involving only the variables y and z. 5y 2 + z 2 = 4 y 2 − λz = 0 yz − λy + µ = 0 yz − 4λy − µ = 0 From the last equation. Therefore. 0) . µ = (yz − 4λy) . − √ √ 2 and the minimum value of the function subject to the constraints is − 5 30 − 2 3. tell why. 4.504 FUNCTIONS OF MANY VARIABLES requires that both x and y equal zero thanks to the last equation. − 8 15 . 4 3 4 3 8 8 or −2 15 . − 20. Thus y 2 = 8/15 and z 2 = 4/3. and 5 5 z = −1. both µ and λ must be non zero. Find the points on y 2 x = 9 which are closest to (0. 3. However. Find the dimensions of the can which minimizes the cost. − 15 . The top and bottom of the can are made of tin costing 4 cents per square centimeter and the sides of the can are made of aluminum costing 5 cents per square centimeter. and −2 8 15 . 4 3 . Find the dimensions of the largest rectangle which can be inscribed in a circle of radius r. candidates for minima are 2 8 15 . But then from the fourth equation. Thus µ and λ are either both equal to zero or neither one is and the expression. If none exist. ± 8 15 . Substitute this into the third and get 5y 2 + z 2 = 4 y 2 − λz = 0 yz − λy + yz − 4λy = 0 y = 0 will not yield the minimum value from the above example. z = ±2 and now this contradicts the third equation. Clearly the one which gives the smallest value is 2 8 15 . What does this say about the method of Lagrange multipliers? 5. This satisfies the constraints and the product of these numbers equals a negative number. 6. Therefore. 0) if any exist.15 Exercises 1. ± 4 3 . y = 3 . x2 + 2y 2 + 3z 2 = 9. Now put this in the second equation to conclude 5y 2 + z 2 = 4 . xyz equals zero in this case.

2 + t. Find n numbers whose sum is 8n and the sum of the squares is as small as possible. x = (1 + 2t. 0. This λ is called an eigenvalue of the matrix. 0. 2x + 3y + z = 3 and the cylinder x2 + y 2 = 4. Let f (x1 . z) on the level surface. x5 be 5 positive numbers. 2. 0. Find the point on the intersection of z = x2 + y 2 and x + y + z = 1 which is closest to (0. 0) . one chosen on one line and the other on the other line. 2x2 + xy + z 2 = 16 which is closest to (0. 21. 0) . y. Find the point on this curve which is closest to (0. Find the point on the plane. 16. Find points p1 on the first line and p2 on the second with the property that |p1 − p2 | is at least as small as the distance between any other pair of points. Aij xj xi subject to the constraint. 19. 14. · · ·. Find the point. Show that when you use the method of Lagrange multipliers to maximize n the function. Find the point on x2 4 T T + y2 9 + z 2 = 1 closest to the plane x + y + z = 10. Thus Aij = Aji and recall ∂ (Ax)i = Aij xj where as usual sum over the repeated index. Find the dimensions of the largest triangle which can be inscribed in a circle of radius r. (x. Maximize their product subject to the constraint that x1 + 2x2 + 3x3 + 4x4 + 5x5 = 300. the value of λ which j corresponds to the maximum value of this functions is such that Aij xj = λxi . 20. j=1 x2 = 1. Show ∂xi (Aij xj xi ) = 2Aij xj . EXERCISES n n 505 7. 3) . 1 + 3s) . · · ·. Your answer should be j some function of a which you may assume is a positive number. 17.15. 0. A curve is formed from the intersection of the plane. A. Thus Ax = λx. 13. find x1 /xn . 1 + 2s. 3 + t) and x = (2 + s. 8. 10. 9. 0) . Minimize j=1 xj subject to the constraint j=1 x2 = a2 . . 0. Find the point on this curve which is closest to (0. 11. A curve is formed from the intersection of the plane. Let n be a positive integer. xn ) = xn x2 · · · x1 . 12. 2x + 3y + z = 4 which is closest to the point (1. Here are two lines. Find the point on the level surface. Minimize xyz subject to the constraints x2 + y 2 + z 2 = r2 and x − y = 0. If x ∈ S is the point where this maximum is achieved. Let A = (Aij ) be an n × n matrix which is symmetric. 18.20. 0) . 2x + 3y + z = 3 and the sphere x2 + y 2 + z 2 = 16. 15. 4x2 + y 2 − z 2 = 1which is closest to (0. Minimize 4x2 + y 2 + 9z 2 subject to x + y − z = 1 and x − 2y + z = 0. Let x1 . Then f achieves a maximum on the set. 0) . n 1 n S≡ x ∈ Rn : i=1 ixi = 1 and each xi ≥ 0 . n−1 22.

y) till it intersects the x and y axes and let A (x. The consideration of this question involves the function F (t) ≡ f (x + tv) for t ∈ (0. then n 1/n xi i=1 ≤ 1 n n xi i=1 and there exist values of the xi for which equality holds. This is a function of one variable and so the one variable Taylor’s formula applies to F provided F has derivatives. This says the “geometric mean” is always smaller than the arithmetic mean. p q show the maximum is achieved when x2p = y 2q and equals r2 . y) denote the area of the triangle formed by this line and the two coordinate axes. What is the analog of Taylor’s formula for a function of one variable? To answer this question. 2r) ⊆ U.16 Taylor’s Formula For Functions Of Many Variables Let U be an open subset of Rp and let f : U → R be a C k function. ∂i g ≡ ∂xi . Then if v ∈ Rp with |v| < r. it follows that x + tv ∈ U whenever |t| ≤ 2. · · ·. let x ∈ U and let B (x.506 FUNCTIONS OF MANY VARIABLES 23. First a definition is convenient. 24. Definition 20. 25. Maximize i=1 x2 (≡ x2 × x2 × x2 × · · · × x2 ) subject to the constraint.16. That this is the case is part of the next lemma. Thus ∂g . Maximize x2 y 2 subject to the constraint x2p y 2q + = r2 p q where p. 20. x2 /a2 + y 2 /b2 = 1 which is in the first quadrant. Extend the tangent line through (x. y) be a point on the ellipse. conclude that if each number xi ≥ 0. Now conclude that if x.1 Let ∂i denote the partial derivative with respect to xi where x = (x1 . xp ) . q are real numbers larger than 1 which have the property that 1 1 + = 1. 2) . then xp yq xy ≤ + p q and there are values of x and y where this inequality is an equation. Now show from this that n 1/n n n i=1 x2 = r2 . i x2 i i=1 ≤ 1 n n x2 i i=1 and finally. Find the maximum value of the area of this triangle as a function of a and b. Let (x. y > 0. n 1 2 3 i n Show the maximum is r2 /n .

···. Now suppose this is true for l < k. Then F ∈ C k (0. p} . Then p l F (l) (t) = i=1 vi ∂i f (x + tv) = i1 . TAYLOR’S FORMULA FOR FUNCTIONS OF MANY VARIABLES p i=1 507 vi ∂i ac- Now for v = (v1 . ( vi ∂i ) is defined just as you might expect. i1 . p 2 vi ∂i i=1 = i.···. define the “differential operator”. a fixed vector.j vi vj ∂i ∂j where   i.j  vi vj ∂i ∂j  (g) = i.il vi1 vi2 · · · vil ∂i1 ∂i2 · · · ∂il f (x + tv) . in in {1. · · ·.j vi vj (∂i (∂j g)) . p p 1 F (t) = i=1 vi ∂i f (x + tv) = i=1 vi ∂i f (x + tv) and this proves the lemma if l = 1.2 Let f and F be as above. · · ·.in vi1 vi2 · · · vin ∂i1 ∂i2 · · · ∂in where the sum is taken over all choices of the indices.k vi vj vk ∂i ∂j ∂k and more generally. vp ) . p n vi ∂i i=1 = i1 .j. Lemma 20.16. p 3 vi ∂i i=1 = i.16. 2) and for each l ≤ k p l (l) F (t) = i=1 vi ∂i f (x + tv) . ∂xi The symbol.20. Proof: From the chain rule. Similarly. · · ·. cording to the rule p p vi ∂i i=1 (g) ≡ i=1 p vi (∂i g) vi i=1 = p i=1 2 ∂g .

Proof: Using the repeated index summation convention.1.16.42). .41) holds whenever |v| is sufficiently small. t) . 1) such that p f (x + v) = f (x) + i=1 vi ∂i f (x) + · · · p k 1 ···+ (k − 1)! p k−1 vi ∂i i=1 1 f (x) + k! vi ∂i i=1 f (x + sv) (20. (20. If xλ is a point of S at which Hxλ · xλ = λ. then λ ≤ r ≤ µ.1 on Page 257. Theorem 20. it follows from Exercise 8 on Page 420 In case you didn’t work this exercise.1 Some Linear Algebra Hx · y = x·Hy =Hy · x. then Hxµ = µxµ . 1) such that (20.···. r and x = 0. µ = max {Hx · x : x ∈ S} . if xµ is a point of S at which Hxµ · xµ = µ. this formula holds for t = 1 since 1 < 2. there exists s ∈ (0. Lemma 20. ji yi = x·AT y.16. Then there exists λ.508 FUNCTIONS OF MANY VARIABLES Taking the derivative of this using the chain rule.42) If H is an n × n matrix with H = H T . By Taylor’s theorem. Ax · y = Aij xj yi = xj Aij yi = xj AT This lemma implies (20.5 Let H be a real n × n symmetric matrix and let S denote the vectors in Rn which have unit length. Then Ax · y = x·AT y. if Hx =rx for some real number.41) and this is Taylor’s formula for a function of many variables.il p  vil+1 ∂il+1  f (x + tv) vi1 vi2 · · · vil ∂i1 ∂i2 · · · ∂il  il+1 =1 = i1 . This proves the following theorem. Therefore. µ such that λ = min {Hx · x : x ∈ S} . from the above lemma.···. here is a proof of this exercise. In particular. then Hxλ = λxλ . Similarly. Theorem 11.il+1 p vi1 vi2 · · · vil+1 ∂i1 ∂i2 · · · ∂il+1 f (x + tv) l+1 = i=1 vi ∂i f (x + tv) and this proves the lemma. F (t) = F (0) + F (0) t + · · · + F (k−1) (0) tk−1 F (k) (st ) tk + (k − 1)! k! for some st ∈ (0.16.4 Let A be an m × n matrix. Then there exists s ∈ (0. In addition to this. 20. Theorem 20.3 Let U be an open set in Rp and let f : U → R be C k .16. yields  F (l+1) (t) = i1 .

2 The Second Derivative Test Let f : U → R where U is an open set in Rn and f is C 2 . This proves the theorem. it holds in particular for v = (H − λI) xλ and therefore.3 the following equation is valid for all v having |v| small enough. Hxλ · v = λxλ · v and so (H − λI) xλ · v = 0.20. This means H |x| · |x| = r |x| · |x| = r and so λ ≤ r ≤ µ by the way these two numbers are defined. x which is at unit distance from 0. If t is negative this yields 2Hxλ · v + tHv · v ≤ 2λxλ · v + tλv · v Now let t → 0 to obtain 2Hxλ · v ≤ 2λxλ · v. It remains to show µ and λ satisfy the given conditions. subtract this from both sides and then divide both sides by t. These points are called critical points. What is the analog of the second derivative test for functions of one variable? Let x be a point of U where Df (x) = 0.42).16. µ. it achieves a minimum value. x is a closed and bounded set in Rn and so since x →Hx · x is continuous. Consequently. Now let v ∈ Rn be an arbitrary vector. f (x + v) = = = = f (x) + f (x) + 1 2 1 2 p 2 vi ∂i i=1 f (x + sv) vi vj ∂i ∂j f (x + sv) i. TAYLOR’S FORMULA FOR FUNCTIONS OF MANY VARIABLES 509 Proof: A vector in S determines a unique point. 2 20.43) . H and so u u · ≥λ |u| |u| 2 Hu · u ≥ λ |u| = λu · u and so (Hu − λu) ·u ≥ 0 for all u = 0. By Theorem 20. =λ Hxλ · xλ + 2tHxλ · v + t Hv · v ≥ λxλ · xλ + 2tλxλ · v + t2 λv · v. Since Hxλ · xλ = λ.16. Since this holds for any v.16. Letting t > 0 and doing the same thing leads to 2Hxλ · v ≥ 2λxλ · v. λ and a maximum value. The claim about xµ and µ is completely similar. First note that if u is any nonzero vector in Rn . Then from what was just shown H (xλ + tv) · (xλ + tv) ≥ λ (xλ + tv) · (xλ + tv) and so from properties of dot products and (20.j 1 f (x) + vT H (x + sv) v 2 1 f (x) + H (x + sv) v · v 2 (20. The set of such points. x x x x Now suppose Hx = rx. (H − λI) xλ = 0. Thus all partial derivatives of f at this point equal zero.

The line through x having v as its direction vector is just x+tv and so from (20. µ = max {H (x) u · u : u ∈ S} .5. the resulting function of one variable has a local maximum. |(H (x + sv) − H (x)) v · v| ≤ Therefore. This matrix is called the Hessian matrix.1 on Page 474. . It remains to verify the test fails in case either µ or λ = 0. the test fails.16.46) . The case where µ < 0 is completely similar and is left as an exercise. By Theorem 20. If µ < 0 then f has a local maximum at x.43).16.510 where    H (y) ≡   FUNCTIONS OF MANY VARIABLES fx1 x1 (y) fx2 x1 (y) . . Also let µ and λ be defined for H = H (x) as in Theorem 20. ··· ··· . Proof: Suppose first λ > 0. Thus λ = min {H (x) u · u : u ∈ S} . y) = x4 + y 4 in which f clearly has a local minimum at (0.5 there exists v such 2 that H (x) v = µv. all the entries of H (y) are continuous functions of y.16.. . If either λ or µ equals zero.4. 0) is clearly neither a local minimum nor a local maximum for this function. If λ > 0 then f has a local minimum at x. . This is easily done by looking at f (x. 1 1 f (x + v) = f (x) + H (x) v · v+ (H (x + sv) − H (x)) v · v 2 2 By continuity of the entries of H (y) . 2 2 (20. . fxn xn (y)      fxn x1 (y) fxn x2 (y) · · · and this is a symmetric matrix due to Theorem 20.44) showing f has a local minimum at x. . The following theorem is the second derivative test for a function of many variables.6 Let f : U → R for U an open set in Rn and let f be a C 2 function and suppose that at some x ∈ U. Theorem 20. f (x.44) f (x+tv) = f (x) + t2 t2 H (x) v · v+ (H (x + sv) − H (x)) v · v 2 2 µt2 t2 2 = f (x) + |v| + (H (x + sv) − H (x)) v · v. . f (x + v) ≥ ≥ 1 v v 1 2 f (x) + H (x) · |v| + 2 |v| |v| 2 λ 2 f (x) + |v| 4 λ 2 − |v| 2 λ 2 |v| 2 (20.By the assumption f is C 2 . fx1 x2 (y) fx2 x2 (y) . If λ < 0 and µ > 0 there exists a direction in which when f is evaluated on the line through the critical point having this direction. Finally consider the case where µ > 0 and λ < 0. for all v small enough. it follows that if |v| is small enough. 0) . From (20. y) = x4 − y 4 in which (0.45) (20. and f (x. y) = −x4 − y 4 in which f has a local maximum at (0. the resulting function of one variable has a local minimum and there exists a direction in which when f is evaluated on the line through the critical point having this direction. ∂i f (x) = 0 for all i. 0) . This last case is called a saddle point. Thus H (x) v · v = µ |v| . fx1 xn (y) fx2 xn (y) .

Therefore. λ and µ will be found among the solutions to the above equation. 4 2 4 0 4 showing that this is a local minimum. y) = 12x2 − 12x + 4y + 4. Note this equation will always be an nth degree polynomial equation. y) = 8x3 − 12x2 + 28x + 24yx − 12y − 12 and fy (x. and (1. In the picture the plus signs denote all positive eigenvalues. The case where λ < 0 is similar. Example 20. −1) .16. The 1 points at which both fx and fy equal zero are 1 . (0. The solutions to this equation are called eigenvalues of the matrix. The number λ is the smallest solution to this equation and the number µ is the largest. −8.16.7 Let f (x. The line is unchanged if v is multiplied by a small scalar. therefore. this point is a saddle point. 4 −12 Next consider (0. or saddle points. Find the critical points and determine whether they are local minimums. local maximums. How can you tell which case occurs? The way to do this is to recall Theorem 20. det (λI − H) = 0. the matrix (λI − H) must not have an inverse since if it did. From continuity of the partial derivatives. TAYLOR’S FORMULA FOR FUNCTIONS OF MANY VARIABLES 511 Now consider the last term. f (x+tv) = f (x) + ≥ µt2 t2 2 |v| + (H (x + sv) − H (x)) v · v 2 2 µt2 µ 2 µt2 2 2 f (x) + |v| − |v| = f (x) + |v| . The minus signs denote all negative eigenvalues. −1) . This matrix is and its eigenvalues are 16. In general. called the characteristic equation of the matrix. x. . Therefore. − 1 . if Hx = λx and x = 0. y) = 2x4 − 4x3 + 14x2 + 12yx2 − 12yx − 12x + 2y 2 + 4y + 2. then (λI − H) x = 0 even though x = 0.5 in which it was shown that Hxλ = λxλ and Hxµ = µxµ . fx (x. This is the case λ > 0.16. f has a local minimum at the point. |(H (x + sv) − H (x)) v · v| ≤ µ 2 |v| 4 provided |v| is small enough. It follows the numbers. 2 The Hessian matrix is 24x2 + 28 + 24y − 24x 24x − 12 24x − 12 4 . − 4 . there is a picture to help you remember the situation. and the thing to determine is the sign of its eigenvalues evaluated at the critical points.20. 16 0 First consider the point 1 . you could multiply both sides of (λI − H) x = 0 by this inverse and conclude x = 0. This is the case µ < 0. −1) at this point the Hessian matrix is and the eigen−12 4 values are 16. for small enough |v| in a certain direction. 2 4 4 showing that in that direction. Therefore. As in the case of a function of one variable.

Example 20. −1) .1 –0.16. The geometric significance of a saddle point was explained above. −1) . 0) is a critical point for which the second derivative test gives no information. At this point the Hessian is 4 12 12 4 and the eigenvalues are 16. This should be no surprise since this was the case even for a function of one variable. In fact.2 –0. y) = arctan 2x4 − 4x3 + 14x2 + 12yx2 − 12yx − 12x + 2y 2 + 4y + 2 . they do look like a saddle. If you want to get a better picture. 1. Below is a graph of this function which illustrates the behavior near the point (1.9 –0.4 0. (0. a nice example is the Monkey saddle. Show (0.1 y –1 0x –0. Since arctan is a strictly increasing function. Here is a picture of the graph of the above function near the saddle point. For a function of two variables.2 –1.5 –1 –1.512 FUNCTIONS OF MANY VARIABLES Finally consider the point (1.5 0 –0. 0. you could graph instead f (x.5 –2 –1 x0 1 2 –2 –1 0y 1 2 Or course sometimes the second derivative test is inadequate to determine what is going on. −1) .2 You see it is a lot like the place where you sit on a saddle.8 Suppose f (x. In one direction it looks like a local minimum while in another it looks like a local maximum. −8 so this point is also a saddle point.2 0. y) = arctan 6xy 2 − 2x3 − 3y 4 .4 –1.2 0 –0.6 0.5 1 0.8 0.1 –0. Before doing anything it might be interesting to look at the graph of this function of two variables plotted using Maple. . it preserves all the information about whether the given function is increasing or decreasing in certain directions.

8. which is strictly increasing near t = 0. 0) = 0 and so does gxy (0. Now gxx (0. 0) = gy (0. 1) . Verify the claims made about the three examples in Theorem 20. 20.16. y) = 12xy − 12y 3 and clearly (0. − 21 . Then p (t) ≡ f (0. t) = −3t4 .17 Exercises 1. local maximums or saddle points. 0) . So are (1.6. −1) .16. . This shows the critical point. 5. If H = H T and Hx = λx while Hx = µx for λ = µ. show x · y = 0. 0) = 0. Next let x = 0 and y = t. note that ∂ (arctan (g (x. This implies fxx . −4) are critical points of the following 2 4 function of three variables and classify them as local minimums. −1) for Example 20. suppose you took x = t and y = t and evaluated this function on this line. gy (x. (0. y) and that a similar formula holds for the partial derivative with respect to y. 1) and (1. y) = 6xy 2 − 2x3 − 3y 4 gx (0. Now to see (0. 0) is a critical point.5.20. and (1. (0.16. gx (x. y) ∂x 1 + g (x. However. fyy are all equal to zero at (0. It is because the monkey can sit in the saddle and have a place for his tail. (0. the Hessian matrix is the zero matrix and clearly has only the zero eigenvalue. nor a local min. 0) and gyy (0. 4. fxy . (Why?) Therefore. Use the second derivative test on the critical points (1. 0) of f is neither a local max. Therefore. 0) also.17. the second derivative test is totally useless at this point. EXERCISES 513 This picture should indicate why this is called a monkey saddle. Show the points 1 . f has a local maximum at (0. This reduces to h (t) = f (t. along the line. t) = arctan(4t3 − t4 ). y))) 1 = 2 gx (x. Finish the proof of Theorem 20. and (1. −4) . 3. Therefore. 0) . y) = 6y 2 − 6x2 . 2. 0) is a critical point. Therefore. it suffices to verify that for g (x. t) .

1 53 2 . −4) . −4) are critical points of the following func2 12 tion of three variables and classify them according to whether they are local minimums. − 4 . 2) are critical points of the following function 2 20 of three variables and classify them according to whether they are local minimums. −6 so there is a local maximum at this point. The same 3 analysis shows there are saddle points at the other two critical points.514 FUNCTIONS OF MANY VARIABLES f (x. Answer: The Hessian matrix is −12x2 + 78 + 20y + 12x 20x − 10 20x − 10 −2 The eigenvalues must be checked at the critical points. f (x. Answer: The Hessian matrix is −