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

13

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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1 The Number Line And Algebra Of The Real Numbers To begin with. 15 . These properties will not be proved which is why they are called axioms rather than theorems. In general. 1 is half way between the number 0 and the number.3 For each x ∈ R. consider the real numbers. It is assumed that R has the following algebra properties. denoted by R. n ∈ Z. N ≡ {1. −4 −3 −2 −1 ' 0 1 1/2 2 3 4 E As shown in the picture.The Real Numbers An understanding of the properties of the real numbers is essential in order to understand calculus.1.2 x + 0 = x. Thus the integers are deﬁned as Z ≡ {· · · − 1.1.1 x + y = y + x. 2. the natural numbers. (commutative law for addition) Axiom 2. 1. Q≡ m such that m. This section contains a review of the algebraic properties of real numbers. 2. as a line extending inﬁnitely far in both directions. you can see where to place all the other rational numbers. deﬁned as the numbers which are the quotient of two integers. · · ·} and the rational numbers. (existence of additive inverse). 1. axioms are statements which are regarded as true. · · ·} . ≡ indicates something is being deﬁned. the notation. By 2 analogy. listed here as a collection of assertions called axioms. (additive identity). n = 0 n are each subsets of R as indicated in the following picture. Axiom 2. 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. there exists −x ∈ R such that x + (−x) = 0. Axiom 2.1. 0. In this book.

Do you mean (6 − 3) − 4 = −1 or 6 − (3 − 4) = 6 − (−1) = 7? It makes a diﬀerence doesn’t it? However. (associative law for addition).(existence of multiplicative inverse). if you see 6 − 3 − 4. think of division as multiplication by the multiplicative inverse as just indicated and think of subtraction as addition of the additive inverse. Axiom 2.5 xy = yx. 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.16 THE REAL NUMBERS Axiom 2.6 (xy) z = x (yz) . 1 There are certainly real and important things which should not be described using mathematics because it has nothing to do with these things. something is “true” if it follows from axioms using a correct logical argument. Thus. The reasoning which demonstrates this assertion is called a proof. In mathematics. only one number has the property that it is an additive inverse and that.1. the following theorem is important and follows from the above axioms. A word of advice regarding division and subtraction is in order here. Thus. Theorem 2. The axioms listed above are just a careful statement of exactly what is necessary to make the usual algebraic manipulations valid.1. when you see x/y. all you have to do is to check and see if it acts like one. For example. This means that for a given number. 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. This means there is a natural ambiguity in an expression like 6 − 3 − 4.8 For each x = 0.(distributive law). In many cases the source of confusion will disappear almost magically. In the ﬁrst part of the following theorem.4 (x + y) + z = x + (y + z) .9 x (y + z) = xy + xz. 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. 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. Axiom 2. Proofs and deﬁnitions are very important in mathematics because they are the means by which “truth” is determined. Whenever you feel a little confused about an algebraic expression which involves division or subtraction.10 The above axioms imply the following. In doing algebra. 1.1. The signiﬁcance of this is that if you are wondering if a given number is the additive inverse of a given number. there exists x−1 such that xx−1 = 1. (associative law for multiplication). the so called binary operations of addition and multiplication are associative and so no such confusion will occur. (commutative law for multiplication). Take these away and it becomes a gray wasteland ﬁlled with endless tedium and meaningless manipulations. only one number has the property that it is a multiplicative inverse. Axiom 2.1 It is also the deﬁnitions and proofs which make the subject of mathematics intellectually worth while. think x + (−y) .7 1x = x. The multiplicative inverse and additive inverses are unique. (multiplicative identity). given a nonzero number. The reason for this is that subtraction and division do not satisfy the associative law.1. Axiom 2.1. Axiom 2. think x y −1 and when you see x − y. you would normally interpret it as the ﬁrst of the above alternatives. . feelings and emotions have nothing to do with math. Division and subtraction are deﬁned in the usual way by x−y ≡ x+(−y) and x/y ≡ x y −1 .1.

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

Also recall summation notation.11 Let x1 . j=1 xj means to take all the numbers. x1 . When you have doubts. 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. Thus xy 2 = x y 2 and is not equal 2 to (xy) . Example 2. Parentheses are done before anything else. you manipulate expressions involving letters in the same manner as you would if they were speciﬁc numbers. Also. Recall the notion of something raised to an integer power. Thus y 2 = y × y and b−3 = b1 3 etc. x2 . As an example of the use of this notation. x2 . there are a few conventions related to the order in which operations are performed. insert parentheses to resolve the ambiguities. m xj = x1 + x2 + · · · + xm j=1 while if r is an integer. m xj ≡ xk + · · · + xm . xm be numbers. m m+r . the notation requires m+r xj−r = x1 + x2 + · · · + xm j=1+r and so j=1 xj = j=1+r xj−r . Be sure you understand why m+1 m xk = k=1 k=1 xk + xm+1 . Then m xj ≡ x1 + x2 + · · · + xm . Summation notation will be used throughout the book whenever it is convenient to do so. Exponents are always done before multiplication. and completes the proof of this theorem. If you have not seen this. you should verify the following.1. j=1 Thus this symbol. not just numbers.1. Thus x − y (z + w) = x − [y (z + w)] and is not equal to (x − y) (z + w) . xm and add them all up. Another thing to keep in mind is that you often use letters to represent numbers. j=k It is also possible to change the variable of summation.18 THE REAL NUMBERS This proves 4.12 6 k=1 m (2k + 1) = 48. Division or multiplication is always done before addition or subtraction. · · ·. Since they represent numbers. the following is a short review of this topic. · · ·. Deﬁnition 2. Be very careful of such things since they are a source of mistakes. This notation will be used whenever there are things which can be added.

you add them as follows. 5 = 3. 11. Add the fractions x x2 −1 + x−1 x+1 . x and y. Find f (−1. x2 + 1 = x + 1 and so letting x = 2. 4. Simplify the following expressions using correct algebra. 8. Show − (ab) = (−a) b. Based on what you observe for 8 these. x (y − x) = (y − x) (y + x) . give a formula for (x + y) . EXERCISES Example 2. Find a formula for (x + y) . Let x = 3 and y = 1.13 Add the fractions. and (x + y) . y) . 2) . Simplify x2 y 4 z −6 x−2 y −1 z . 1 3 n = 1 x+y = 1 x + 1 y = 13. Consider the expression x + y (x + y) − x (y − x) ≡ f (x. (a) (b) (c) x2 y+xy 2 +x x x2 y+xy 2 +x xy x3 +2x2 −x−2 x+1 14. Therefore. When is it true that (x + y) = xn + y n ? 9. Then since these have the same common denominator. Find the error in the following argument. x x2 +y 19 + y x−1 .1. Now substituting in what these variables equal yields 1 = 1+1. Then 1 = 3 − 2 = 3 − (3 − 1) = x − y (x − y) = (x − y) (x − y) = 22 = 4. Show on the number line the eﬀect of adding two positive numbers.2.2. 6. 5. Therefore. You add these just like they were numbers. Let x = 1 and y = 2. 2 3 4 7. Find the error in the following. Then xy = y 2 and so xy − x2 = y 2 − x2 . 3. 2 12. Show on the number line the eﬀect of multiplying a number by −1. (x + y) . Let x = y = 1. 5 = 9. 2. Show on the number line the eﬀect of subtracting a positive number from another positive number.2 Exercises 1. Then cross multiplying. In these expressions the variables represent real numbers. yields 2 = 9. Then 3 1 + 1 = 2 . (x2 + y) (x − 1) 2. . Find the error in the following argument. 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 . Write the ﬁrst expression as (x2x(x−1) and +y)(x−1) y (x2 +y ) the second as (x−1)(x2 +y) . Dividing both sides by (y − x) yields x = x+y. √ Find the error in the following argument. √ 10.

(multiplication of an inequality by a positive number). Either x is positive.3.20 15. in words (x is greater than y) means x is to the right of y on the number line.5 If x < y and y < z then x < z (Transitive law).9 If x < 0 then x−1 < 0.4 For a given real number x. x Now let x = 2 and y = 2 to obtain 3=4 THE REAL NUMBERS 17.3. Verify the following formulas.3 The product of two positive real numbers is positive. Axiom 2. Axiom 2.6 If x < y then x + z < y + z (addition to an inequality). A number. Axiom 2. This order can be deﬁned very precisely in terms of a short list of axioms but this will not be done here. I suggest you plug in some numbers to reassure yourself about these axioms. x ≥ y if either x > y or x = y. (x is less than y) means y lies to the right of x on the number line. xy + y = y + y = 2y. one and only one of the following alternatives holds.2 The sum of two positive real numbers is positive. then xz > zy (multiplication of an inequality by a negative number).3. You may assume the associative. properties which should be familiar are listed here as axioms.3. (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. Axiom 2. If you examine the number line.3. 2. or −x is positive.1 The expression.7 If x ≤ 0 and y ≤ 0. Axiom 2. Axiom 2. Axiom 2. Instead. x < y. is positive if x > 0. x. and distributive laws hold for the integers.3. Show the rational numbers satisfy the ﬁeld axioms.3. x ≤ y if either x = y or x < y. commutative.3.10 If x < y then xz < yz if z > 0. Find the error in the following.11 If x < y and z < 0. things assumed to be true. Axiom 2. then xy ≥ 0.3. . Axiom 2. x = 0.3 Order The real numbers also have an order deﬁned on them. The expression x > y. the following should be fairly reasonable and are listed as axioms. Deﬁnition 2. Axiom 2.3.8 If x > 0 then x−1 > 0.3. in words.

x < y. 3. For example. x2 + 2x + 4 = 2 (x + 1) + 3 ≥ 0 for all x.2. 8} is a subset of {1. 3. x. 2.12 Each of the above holds with > and < replaced by ≥ and ≤ respectively except for 2. 3. 8} ∩ {3. 8} .3. involves set notation. For example {1. exactly one of the following must hold. 3. Thus {1. If this is to hold. 7. / Sometimes a rule speciﬁes a set. Alternatively. Axiom 2. 3. 3. 8} . x + 1 and 2x − 3 are nonnegative or they 3 are both nonpositive. 8} because these numbers are those which are in at least one of the two sets. either both of the factors. Therefore. Therefore. The union of two sets is the set consisting of everything which is contained in at least one of the sets.13 For any x and y.14 Solve the inequality 2x + 4 ≤ x − 8 Subtract 2x from both sides to yield 4 ≤ −x−8. 4. 7. 2.3. Note that trichotomy could be stated by saying x ≤ y or y ≤ x. 5.3. the solution to this inequality is x ≤ −1 or x ≥ 3 . 5. 4. 2. 8}.15 Solve the inequality (x + 1) (2x − 3) ≥ 0. subtract x from both sides to get x + 4 ≤ −8. 2.3. 2. it is customary to write 3 ∈ {1. 8} = {1.3. However. 3. 3. 3. 8} ⊆ {1.3. A or B.3. 3. To indicate that 3 is an element of {1. 2. A and B consists of everything which is in both of the sets. 2. 2. The intersection of two sets. the solution to this problem is all x ∈ R.1 Set Notation A set is just a collection of things called elements. 9 ∈ {1. {1. 4. 8} = {3. and 8. 2. 3. Then subtract 4 from both sides to obtain x ≤ −12.8 and 2. A ∩ B ≡ {x : x ∈ A and x ∈ B} . 8} ⊇ {1.2. This is described next. 4. {1. This would be written as S = {x ∈ Z : x > 2} .9 in which it is also necessary to stipulate that x = 0. Then multiply both sides by (−1) to obtain x ≤ −12. As an example of the union of two sets. 2. 3. 8} ∪ {3. 2.3. or x > y (trichotomy). such that x > 2.3. In general. It is not an exclusive or. ORDER 21 Axiom 2. 8} would be a set consisting of the elements 1. in symbols. In general A ∪ B ≡ {x : x ∈ A or x ∈ B} . To simplify the way such things are written. If A and B are sets with the property that every element of A is an element of B. Example 2. The second case yields x + 1 ≤ 0 and 2x − 3 ≤ 0 which implies x ≤ −1 and x ≤ 3 . 2. 7. 8} means 9 is not an element of {1. 3. 8} . Be sure you understand that something which is in both A and B is in the union. 2 2 Example 2. 2. . Example 2. {1.3. Either x = y. 8} . 8} because 3 and 8 are those elements the two sets have in common. Next add 8 to both sides to get 12 ≤ −x. 3. then A is a subset of B. 4. This notation says: the set of all integers. 2. 2. 8} .16 Solve the inequality (x) (x + 2) ≥ −4 Here the problem is to ﬁnd x such that x2 + 2x + 4 ≥ 0. The same statement about the two sets may also be written as {1. 5. 4. For example you could specify a set as all integers larger than 2. The ﬁrst case yields x + 1 ≥ 0 and 2x − 3 ≥ 0 so x ≥ −1 and x ≥ 2 3 yielding x ≥ 2 .

and nonnegative if x ≤ −1. ∞). 3 3.3. x. such that ∅ has something in it which is not in A. Therefore. b] indicates the set of numbers. −1] ∪ [ 3 . 2 3 2 was the answer. they cannot be included in any set of real numbers. Solve (3x + 1) (x − 2) > 0. or else 3 3x + 1 ≥ 0 and x − 2 ≤ 0 so x ≥ −1 and x ≤ 2. [a. Mathematicians like to say the empty set is a subset of every set. b) are deﬁned by analogy to what was just explained. . The reason that there will always be a curved parenthesis next to ∞ or −∞ is that these are not real numbers. denoted by ∅. Written as −1 . a] means the set of all real numbers which are less than or equal to a. Example 2. Thus ∅ is deﬁned as the set which has no elements in it. (x + 1) and (2x − 2) and determine where these equal zero. x such that a < x < b and (a. Thus A \ B ≡ {x ∈ A : x ∈ B} . 2 . (a. In general. / Set notation is used whenever convenient. This was worked earlier and x ≤ −1 or x ≥ this is denoted by (−∞. 3 3 1. x such that a < x ≤ b. Solve x+1 2x−2 < 0.17 Solve the inequality 2x + 4 ≤ x − 8 This was worked earlier and x ≤ −12 was the answer. A. The reason they say this is that if it were not so. −1 ∪ (2. ∅ has nothing in it and so the least intellectual discomfort is achieved by saying ∅ ⊆ A. ∞) . b) consists of the set of real numbers. Thus either 3x + 1 ≤ 0 and x − 2 ≥ 0 in which case x ≤ −1 and x ≥ 2. In terms of set notation Example 2. [a. 1) . ∞) . a situation which never occurs. However.22 THE REAL NUMBERS When with real numbers. 2. Solve (3x + 1) (x − 2) ≤ 0. To illustrate the use of this notation consider the same three examples of inequalities. To identify the interesting intervals. x such that x ≥ a and (−∞. Thus the answer would be −∞. x+1 Note that 2x−2 is positive if x > 1.18 Solve the inequality (x + 1) (2x − 3) ≥ 0. The two points. such that a ≤ x ≤ b and [a. ∞) means the set of all numbers. a and b are called endpoints of the interval. −12]. there would have to exist a set. 2. negative if x ∈ (−1. If A and B are two sets. the answer is (−1. It is written as R or (−∞. Example 2. Therefore. These sorts of sets of real numbers are called intervals. A \ B denotes the set of things which are in A but not in B. b] denotes the set of real numbers. Other intervals such as (−∞. all that was necessary to do was to look at the two factors. b) denotes the set of real numbers such that a ≤ x < b. This is just everything not included in the above problem.4 Exercises With Answers This happens when the two factors have diﬀerent signs. the curved parenthesis indicates the end point it sits next to is not included while the square parenthesis indicates this end point is included. 1) .3. A special set which needs to be given a name is the empty set also called the null set.3.19 Solve the inequality (x) (x + 2) ≥ −4 Recall this inequality was true for any value of x. This is written as (−∞.

To describe this algebraically. Solve (3x + 2) (x − 3) ≤ 0. y d d d d d x The following is a fundamental theorem about the absolute value. On something like this.1 |x| ≡ x if x ≥ 0.6.6 The Absolute Value A fundamental idea is the absolute value of a number. Solve 3x−4 x2 +2x+2 3x+9 x2 +2x+1 x2 +2x+1 3x+7 2 ≥ 0. Solve 3x+7 x2 +2x+1 23 ≥ 1. Solve 10. −x if x < 0. 4. Solve x2 − 2x ≤ 0. 3) the expression is positive and it is negative if x > 3 or if x < −2. 2 x2 + 2x + 1 (x + 1) When x = 3 or x = −2. Solve x+2 3x−2 < 0. 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.5 Exercises 1.5. 8. Solve (3x + 2) (x − 3) > 0. EXERCISES 4. ≥ 1. 9. 3. Solve (x − 1) (2x + 1) > 2. Theorem 2. 7.2 |xy| = |x| |y| . Solve (x + 2) (x − 2) ≤ 0. Solve (x − 1) (2x + 1) ≤ 2. For x ∈ (−2. 2. the answer is [−2. this equals zero. x+3 5. subtract 1 from both sides to get 6 + x − x2 (3 − x) (2 + x) = . 6. < 1. Thus |x| can be thought of as the distance between x and 0. 2. 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. Solve x+1 < 1.6. Solve 11. This is important because the absolute value deﬁnes distance on R. 2. 3]. Deﬁnition 2. . Therefore.2.

1) 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| .) Applying this observation to the above inequality.2) (2. This proves the theorem. Consider the following. Either of these inequalities may be called the triangle inequality. ||x| − |y|| ≤ |x − y| because if |x| − |y| ≥ 0.2. in this case the result of the theorem is veriﬁed. This theorem is the basis for the following fundamental result which is of major importance in calculus.6.3 The following inequalities hold.2).1) while if |x| − |y| ≤ 0. Proof: By Theorem 2. You should verify the other cases.6. Therefore. y ≥ 0 and x ≤ 0 while y ≥ 0. Now note that if 0 ≤ a ≤ b then 0 ≤ a2 ≤ ab ≤ b2 and that if a. Note there is an inequality involved. |3 + (−2)| = |1| = 1 while |3| + |(−2)| = 3 + 2 = 5.24 THE REAL NUMBERS Proof: If both x.6. Theorem 2. Example 2. Therefore. the conclusion follows from (2. This veriﬁes the ﬁrst of these inequalities. y ≤ 0. b ≥ 0 then if a2 ≤ b2 it follows that b2 ≥ ba ≥ a2 and so b ≥ a (see the above axioms.4 Solve the equation |x − 1| = 2 (2. then the conclusion follows from (2. |x + y| ≤ |x| + |y| . ||x| − |y|| ≤ |x − y| . You observe that 5 > 1 and so it is important to remember that the triangle inequality is an inequality. both x. then |xy| = xy because in this case xy ≥ 0 while |x| |y| = (−x) (−y) = (−1) x (−1) y = (−1) (−1) xy = xy. |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|) . Multiply by a−1 if a = 0. To obtain the second one. |x + y| ≤ |x| + |y| .

6. y = |x + 1| and y = |2x − 2| on the same set of coordinate axes. then x2 − 4 < 1/10.2. 2 . Therefore. ∞) is included. 1 . If |x − 2| < 1. [3. such that if |x − 2| < δ.8 Solve |x + 1| ≤ |2x − 2| In order to keep track of what is happening.7 Solve |x + 1| = |2x − 2| There are two ways this can happen. x + 1 = 2 − 2x in which case x = 1/3. − 1 . 1 ].6. 2 Example 2. Consider x 3 between 1 and 3. For example. It could be the case that x + 1 = 2x − 2 in which case x = 3 or alternatively. In other words. |x + 1| = x + 1 when x > −1 and |x + 1| = −1 − x when x ≤ −1. Checking examples. Therefore. Example 2. x2 − 4 = |x + 2| |x − 2| ≤ (|x| + 2) |x − 2| ≤ 5 |x − 2| . then ||x| − 2| < 3 and so |x| < 5.5 Solve the inequality |2x − 1| < 2 From the number line. For example 3 x = 1 does not work.6. It follows the solution set 3 to this inequality is (−∞. ∞ ∪ −∞. x2 − 4 = |x + 2| |x − 2| ≤ (|x| + 2) |x − 2| ≤ 7 |x − 2| . 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 2.6.6. 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. then ||x| − |2|| < 1 and so |x| < 3. there are two solutions to this problem. it is not hard to draw its graph. it is a very good idea to graph the two relations. Note that some of this is arbitrary. Therefore. ∞). Thus the solution is x > 3/2 or x < 3 −1/2. Example 2. 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. if |x − 2| < 1. 1 ] ∪ [3. This happens if 2x − 1 > 2 or if 2x − 1 < −2. Example 2. You can see these values of x do not solve the inequality. if |x − 2| < 3. δ. x = 3 or x = −1. Therefore. you see the ﬁrst of the two cases is the one which holds. Similar considerations apply to the other relation. −1/2 < x and x < 3/2. Therefore. Similar reasoning obtains (−∞. 3 Example 2. This is not a hard job. THE ABSOLUTE VALUE 25 This will be true when x − 1 = 2 or when x − 1 = −2. 3 must be excluded. for such x. if |x − 2| < 50 .6 Solve the inequality |2x − 1| > 2. Therefore. Therefore.6.9 Obtain a number. the desired inequality will hold. 1 Therefore. −2 < 2x − 1 < 2 and so −1/2 < x < 3/2.

δ > 0. x2 − 1 < 3 |x − 1| < 3 ε = ε. 12. Solve |x + 2| ≤ 8 + |2x − 4| . then | x − 1| < ε. not the question of ﬁnding a particular such number. such that if |x − 1| < δ. then | x − 2| < 1/10. First of all.10 Suppose ε > 0 is a given positive number. 3. You need to tell how. a 16.7 Exercises 1. √ 15. show that if x ≤ z and y < 0 then xy ≥ yz.26 THE REAL NUMBERS 1 and so it would also suﬃce to take |x − 2| < 70 . then any which is smaller will also work. 10. Now if |x − 1| < 1. Obtain a number. such that if |x − 1| < δ. Hint: This δ will depend in some way on ε. Solve |x + 1| = |2x − 3| . Suppose 0 < a < b. Obtain a number. The example is about the existence of a number which has a certain property. x2 − 1 < 3 |x − 1| . Verify the axioms for order listed above are reasonable by consideration of the number line.6. 4. Then if |x − 1| < δ. How large can |x − 5| be? 14. Obtain a number. 1 ε and 3 . 7. Obtain a number. 3 . . 2. Show a−1 > b−1 . Solve 9. ε Now let δ = min 1. This notation means to take the minimum of the two numbers. 3 2. Show that if |x − 6| < 1. In particular. then x2 − 1 < ε. Solve (x + 1) (2x − 2) x ≥ 0. δ > 0. Example 2. Suppose |x − 8| < 2. > 2. 11. δ > 0. Tell when equality holds in the triangle inequality. 6. a such that there is no solution to |x + 1| = 4 − |x + a| . then x2 − 1 < 1/10. Solve |3x + 1| < 8. δ > 0. then |x| < 7. such that if |x − 1| < δ. note x2 − 1 = |x − 1| |x + 1| ≤ (|x| + 1) |x − 1| . Solve |x + 2| < |3x − 3| . Give your answer in terms of intervals on the real line. Solve x+3 2x+1 x+2 3x+1 > 1. 5. Suppose ε > 0 is√ given positive number. it follows |x| < 2 and so for |x − 1| < 1. 13. Describe the set of numbers. There are inﬁnitely many which will work because if you have found one. 8. such that if |x − 4| < δ.

2. having the property that a ∈ S and n + 1 ∈ S whenever n ∈ S contains all integers x ∈ Z such that x ≥ a.4 Prove by induction that n k=1 k2 = n(n+1)(2n+1) . Axiom 2. The theorem will be proved if T = ∅. If T = ∅ then by the well ordering principle. · · ·} is well ordered.8. Thus T consists of all integers larger than or equal to a which are not in S. The sum yields 1 and so does the formula on the right. ∞) ∩ Z) \ S. b − 1 ≥ a and / b − 1 ∈ S because if b ∈ S.1 A set is well ordered if every nonempty subset S. Now simplify the expression in the second line. (b − 1 is smaller.2 Any set of integers larger than a given number is well ordered.2. It must be the case that b > a since by deﬁnition. 6 The step going from the ﬁrst to the second line is based on the assumption that the formula is true for n. Suppose this formula is valid for some n ≥ 1 where n is an integer. it must be the case that T = ∅ and this says that everything in [a.8. In particular. ∞) ∩ Z is also in S. then b − 1 + 1 = b ∈ S by the assumed property of S.3 (Mathematical induction) A set S ⊆ Z. ∞) ∩ Z) \ S = T which contradicts the choice of b as the smallest element of T. Mathematical induction is a very useful devise for proving theorems about the integers. Then the integer. The above axiom implies the principle of mathematical induction. / b − 1 ∈ ([a.8. 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 . contains a smallest element z having the property that z ≤ x for all x ∈ S. This is called the induction hypothesis. Theorem 2.8. a ∈ T. n (n + 1) (2n + 1) 2 + (n + 1) . 6 By inspection. the natural numbers deﬁned as N ≡ {1. if n = 1 then the formula is true. Therefore.8 Well Ordering Principle And Archimedian Property Deﬁnition 2. WELL ORDERING PRINCIPLE AND ARCHIMEDIAN PROPERTY 27 2.8.) Since a contradiction is obtained by assuming T = ∅. Then n+1 n k2 = k=1 k=1 k 2 + (n + 1) 2 = n (n + 1) (2n + 1) 2 + (n + 1) . there would have to exist a smallest element of T. Example 2. denoted as b. Proof: Let T ≡ ([a.

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

x < k − 1 < y and this proves the theorem with l = k − 1.8.8.10 A set. Therefore. there exists a rational number arbitrarily close to it. Theorem 2. 79 = 3 with remainder 13. Proof: Let n ∈ N be large enough that n (y − x) > 1. Let k be the smallest element of S. S ∩ (a. You probably saw the process of division in elementary school. Deﬁnition 2. It follows from Theorem 2. Can this always be done? The answer is in the next theorem and depends here on the Archimedian property of the real numbers. S ⊆ R is dense in R if whenever a < b. Thus the above theorem says Q is “dense” in R.8. Then there exists a unique integer p and real number r such that 0 ≤ r < a and b = pa + r. .8 there exists m ∈ Z such that nx < m < ny and so take r = m/n. n (y − x) = ny + n (−x) = ny − nx > 1.2. What did you do? You likely did a process of long division 22 which gave the following result. Therefore. b) = ∅. Thus (y − x) added to itself n times is larger than 1.8. Even though you saw it at a young age it is very profound and quite diﬃcult to understand.11 Suppose 0 < a and let b ≥ 0. WELL ORDERING PRINCIPLE AND ARCHIMEDIAN PROPERTY Now suppose y − x > 1 and let S ≡ {w ∈ N : w ≥ y} . It is the next theorem which gives the density of the rational numbers.9 If x < y then there exists a rational number r such that x < r < y. 29 The set S is nonempty by the Archimedian property. Thus.8. Theorem 2. 22 This meant 79 = 3 (22) + 13. Either k − 1 ≤ x or k − 1 > x. 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. If k − 1 ≤ x. You were given two numbers. k − 1 < y. This means that for any real number. Suppose you want to do the following problem 79 . then ≤0 y − x ≤ y − (k − 1) = y − k + 1 ≤ 1 contrary to the assumption that y − x > 1.

k=1 √k > n. In doing this. D. This theorem is called the Euclidean algorithm when a and b are integers. both work and r2 > r1 . By the Archimedian property this set is nonempty. √ n 1 7. Recall (0. 2 4 6. Therefore. Derive a formula for n 4 5 4 3 k=1 k in the following way. 1) . Therefore. (a + kd) and then prove your . Then pa ≤ b because p + 1 is the smallest in S. i = 1. 3. Prove by induction that n k=1 n k=1 r ark = a r r−1 − a r−1 .8. 5. suppose pi and ri . Now consider the numbers which are of the form 2k where k ∈ Z and m ∈ N. E. and F such that things work out right. B. When you get your answer. r ≡ b − pa ≥ 0. Using the number m line. Let p + 1 be the smallest element of S. r < a as desired. 8. 4. 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. a Thus p1 − p2 is an integer between 0 and 1. demonstrate that the numbers of this form are also dense in R. 1) . The Archimedian property implies the rational numbers are dense in R. Prove by induction that whenever n ≥ 2. contradicting Theorem 2. Look for a formula in the form An + Bn + Cn + 2 Dn + En + F. 1) means the real numbers which are strictly larger than 0 and smaller than 1. Prove by induction that n k=1 1 k 3 = 4 n4 + 1 n3 + 1 n2 . If r = 0. 1) . The case that r1 > r2 cannot occur either by similar reasoning. 2. Thus r1 = r2 and it follows that p1 = p2 . prove it is valid by induction. 2. Show there is no smallest number in Q ∩ (0. n+1 4 5 4 3 2 k= n(n+1) .8. 2. If r ≥ a then b − pa ≥ a and so b ≥ (p + 1) a contradicting p + 1 ∈ S. show by induction that 9. Find a formula for result by induction. To verify uniqueness of p and r. C.30 THE REAL NUMBERS Proof: Let S ≡ {n ∈ N : an > b} . Then try to ﬁnd the constants A. 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. Let a and d be real numbers. 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. Show there is no smallest number in (0.9 Exercises 1. 2 n k=1 10.

Suppose the available interest rate is 7% per year and you want to take a loan for $100. etc. In general. If the payment period is one month. You put money in the bank and it accrues interest at the rate of r per payment period. Now you have 100 (1 + r) in the bank. ﬁnd a formula for the right side of the above formula.2. In an ordinary annuity.) In general. This is called the present value of an ordinary annuity. and you started with $100 then the amount at the end of one month would equal 100 (1 + r) = 100 + 100r.9. Then at the end of the nth payment period. 13. you n would have P (1 + r) in the bank. . this means r. is worth −k P (1 + r) to the bank right now. P at the end of each payment period. what should the monthly payments be? Hint: The rate per payment period is . n n 2 A= k=1 P (1 + r) −k . the ﬁrst payment at the end of the ﬁrst payment period. EXERCISES 11.000 with the ﬁrst monthly payment at the end of the ﬁrst month. 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) . Each accrue interest at the rate of r per payment period. n k=1 n 31 ark−1 . 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. you make payments. Hint: The ﬁrst payment sits in the bank for n − 1 payment periods and so n−1 this payment becomes P (1 + r) . Now suppose you want to buy a house by making n equal monthly payments. Clearly a payment made 10 years from now can’t be considered as valuable to the bank as one made today. the rate per payment period equals . This problem is a continuation of Problem 11. 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) . These terms need a little explanation. That is. then a − arn . Thus there are n payments in all. Typically. 360 for a thirty year loan. Using Problem 11.06/12. In this the second term is the interest and the ﬁrst is called the principal. It follows the amount of the loan should equal the sum of these “discounted payments”. n is pretty large. See the formula you got in Problem 13 and solve for P. The second sits in the bank for n − 2 payment n−2 periods so it grows to P (1 + r) . Thus this payment of P at the end of n payment periods. Using Problem 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. (When a bank says they oﬀer 6% compounded monthly. This is because the one made today could be invested by the bank and having accrued interest for 10 years would be far larger. If you want to pay oﬀ the loan in 20 years. suppose you start with P and it sits in the bank for n payment periods. Prove by induction that if r = 1. letting A be the amount of the loan. 1−r ark−1 = k=1 12. Consider the geometric series. the amount you would have at the end of n months would be 100 (1 + r) . 14.07/12.

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

m. n) .3 If p is a prime and p|ab then either p|a or p|b. . Then since the only factors of p are 1 and p it follows(p.11. denoted by (m. then q divides p. y ∈ Z } . Remove one of the horses and use the induction hypothesis to conclude the remaining n horses are all the same color. r = m (1 − x0 ) + (−y0 q) n ∈ S. Then the smallest number in S is the greatest common divisor. a) = 1 and therefore. Theorem 2. This proves the theorem. The notation for this is a|b. p = (m. Thus m = (x0 m + y0 n) q + r and so.2 Let m. Either p divides m or it does not. Two integers are relatively prime if their greatest common divisor is one. Now suppose q divides both m and n. However. Is there something wrong with this argument? 2. Theorem 2. Deﬁnition 2. x and y. Proof: Suppose p does not divide a. If p does not divide m. Therefore. n) . then by Theorem 2. Then m = qx and n = qy for integers. Now suppose the theorem that all horses are the same color is true for n horses and consider n + 1 horses. Here is the proof by induction. there is a smallest element of S. That is there is zero remainder. it is good general knowledge and so is included. DIVISIBILITY AND THE FUNDAMENTAL THEOREM OF ARITHMETIC 33 25. Therefore. The greatest common divisor of two positive integers. Therefore. a divides the number. The following deﬁnition describes what is meant by a prime number and also what is meant by the word “divides”. However.8. Thus p|m. By well ordering. Similarly p|n. solving for r. there exists integers. read a divides b and a is called a factor of b.10 Divisibility And The Fundamental Theorem Of Arithmetic It is not necessary to read this section in order to do calculus. called p = x0 m + y0 n. m = pq + r where 0 < r < p. A single horse is the same color as himself. r = 0. p which has the property that p divides both m and n and also if q divides both m and n. A prime number is one which has the property that the only numbers which divide it are itself and 1.10.10. n be two positive integers and deﬁne S ≡ {xm + yn ∈ N : x. The remaining n horses are the same color by the induction hypothesis. All horses are the same color. Put the horse which was removed back in and take out another horse.1 The number. p = mx0 + ny0 = x0 qx + y0 qy = q (x0 x + y0 y) showing q|p. x and y such that 1 = ax + yp. Proof: First note that both m and n are in S so it is a nonempty set of positive integers. n is that number.8.10.11. this is a contradiction because p was the smallest element of S.2. b if in Theorem 2. all n + 1 horses are the same color as the n − 1 horses which didn’t get moved.10.

q2 . ab = pz for some integer z.3. · · ·. b = abx + ybp = pzx + ybp = p (xz + yb) and this shows p divides b.10. Hence pi = qi for all i because it was already argued that p1 = q1 . THE REAL NUMBERS Theorem 2. q) if necessary. q) = 1. Assume this theorem is true for all a ≤ n − 1.10. Furthermore. Proof: If a equals a prime number. there is no way to reorder the qk such that m = n and pi = qi for all i.34 Multiplying this equation by b yields b = abx + ybp. If n is a prime. Then a = i=1 pi where pi are all prime numbers. In particular the prime factorization exists for the prime number 2. Therefore. Reordering if necessary it can be assumed that qj = q1 . and n + m is the smallest positive integer such that this happens. n−1 m−1 pi+1 = i=1 j=1 qj+1 . Since p|ab. if n is not a prime. .5 (rational root theorem) Let an xn + · · · + a1 x + a0 = 0 where each ai is an integer and an = 0. the fraction q may be reduced to lowest terms such that (p.10. proving the theorem. n. an pn + an−1 pn−1 q + · · · + a1 pq n−1 + a0 q n = 0. these are of the form factor of a0 . then there exist two integers k and m such that n = km where each of k and m are less than n. Therefore. the prime factorization clearly exists. Suppose n m n pi = i=1 j=1 qj where the pi and qj are all prime. it follows that n − 1 = m − 1 and the prime numbers. p1 |qj for some j. · · ·. Then if the equation has any rational solutions. Since these are prime numbers this requires p1 = q1 . It remains to argue the prime factorization is unique except for order of the factors. Then dividing both sides by p1 = q1 . this prime factorization is unique except for the order of the factors. Dividing p and q by (p. and this results in a contradiction.4 (Fundamental theorem of arithmetic) Let a ∈ N\ {1}. each of these is no larger than n − 1 and consequently. Then by Theorem 2. Theorem 2. Substituting into the equation. then it has a prime factorization. Thus so does n. Since n + m was as small as possible for the theorem to fail. The next theorem is a very nice high school theorem which characterizes all possible rational roots for polynomials having integer coeﬃcients. each has a prime factorization. ± factor of an Proof: Let p be a rational solution. qm can be reordered in such a way that pk = qk for all k = 2. On the other hand.

b are integers. [a. Euclid3 showed there were inﬁnitely many prime numbers using a very simple argument. [a. Since [a. b] will denote their least common multiple. If not. Then verify these numbers are irrational. b] .10. b] = ab/q for some q an integer.6 An irrational number is one which is not rational. 2. z. pn } and then considered the number p1 · · · pn + 1 consisting of the product of all the primes plus 1. 5. Example 2. 4. y. Show that if n = m.C.2. This is the smallest number which has both a and b as factors. ab = [a. √ √ 2 is irrational 2 is the solution of the equation x2 − 2 = 0. b] is the least common multiple. b] q + r where 0 < r < [a. the only possible rational roots to this equation are ±2 and ±1 and none of these work. show 7 6. Let an = 22 + 1 for n = 1. {p1 . p|a0 and this proves the theorem. from Theorem 2. 6. Therefore. You ﬁll in the details. Then this number can’t be prime because it is larger than every prime number. 2. This argument about inﬁnitely many primes is due to Polya. Therefore. · · ·. Using Theorem 2. some prime number. Hint: Show [a. Either an is prime or it is not. Now what is the largest such q? This would yield the smallest ab/q. √ 2 must be irrational. Similarly. n It gives more information than the argument of Euclid. b) . q n ) = 1. c} are three positive integers. (q. 3. However. Therefore. a0 q n = − an pn + · · · + a1 pq n−1 and so p|a0 q n but (p. Here is how you might proceed. 3 7. This means they are not rational. Then verify r is a common multiple of a and b contradicting that [a.5. · · ·. √ √ 2.10.3 again. b] must divide ab. (not rational) show that numbers of the form r 2 where r ∈ Q are dense in R. 5 5 are all irrational numbers.3 q|an because it does not divide pn due to the fact that pn and q have no prime factors in common. Show that if {a. The numbers. b] = ab/ (a. By Theorem 2. Hence r = 0.5.11. 2(2 ) + 1 are 3 He n lived about 300 B. b. pk from the above list must divide it.10. then an and am are relatively prime. argue that q must divide both a and b. Now obtain a terrible contradiction. q must divide the left side also. they have a greatest common divisor which may be written as ax + by + cz for some integers x. If it is not. b] is a common multiple of a and b. Using the fact that 2 is irrational. pn ) = 1 and so by Theorem 2.10. Show if it exists. then all the numbers dividing it other than 1 fail to divide am for all m < n. EXERCISES Hence an pn = − an−1 pn−1 q + · · · + a0 q n 35 and q divides the right side of the equation and therefore. He assumed there were only ﬁnitely many. However. If a. Show [a.10.11 Exercises √ √ √ 1. . Explain why this shows there must be inﬁnitely many primes.

the number is not prime5 . For example. E2 = f2 (2.3) are of the form E1 = f1 . 2x − y + (−2) (x + y) = 8 + (−2) (7). you can see that (5. What does this say about p? How does pk1 = 22 + 1 yield a contradiction? n 2. (2. lived from 1707 to 1783. x and y solve the above system if and only if x and y solve the system −3y=−6 x + y = 7. Hint: To verify an and am are relatively prime for m > n. For example the problem could be to ﬁnd x and y such that x + y = 7 and 2x − y = 8. y) which solve both equations is called the solution set. 297. and diﬀerential equations. (x. . His collected papers take up more shelf space than a typical encyclopedia. it satisﬁes aE1 = af1 and so. note that the solution set does not change if any equation is replaced by a non zero multiple of itself. He is generally regarded as the founder of number theory. To solve this.6). y) solves (2.3) The set of ordered pairs. p = 1. It also does not change if one equation is replaced by itself added to a multiple of the other equation. they are called Fermat6 primes.suppose they are not and that for some number. from −3y = −6 and now. 967 . For more information on these matters. At this time it is unknown whether there are inﬁnitely many Fermat primes. His most famous conjecture was that there is no solution to the equation xn + y n = z n if n ≥ 3. Also.4) The second equation was replaced by −2 times the ﬁrst equation added to the second. analysis. mechanics. 6 Fermat lived from 1601 to 1665.6). (2. He had 13 children. For example. He made major contributions to number theory. born in Switzerland. y) is a solution to the above system. This was ﬁnally proved in the 1990’s by Andrew Wiles. Then letting m = n + r. (2. then (2. Consequently. 294 . E2 + aE1 = f2 + af1 .5) where E1 and E2 are expressions involving the variables. If (x. since it also solves E2 = f2 it must solve the second equation in (2.12 Systems Of Equations Sometimes it is necessary to solve systems of equations. He was the most proliﬁc mathematician ever to live.5) has the same solution set as E1 = f1 .36 THE REAL NUMBERS prime numbers for several values of n but Euler4 showed that when n = 5.6) Why is this? If (x. That is there is no analog to pythagorean triples with higher exponents than 2. p (integer) = 2. Thus the solution is y = 2. [4]. His memory was prodigious and he could do unbelievable feats of computation in his head. 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. He and Lagrange invented the branch of mathematics known as calculus of variations. 5 The number in this case is 4. y) 4 Leonhard Euler. algebra. knowing y = 2. an = pk1 while am = pk2 . 2) = (x. it follows from the other equation that x + 2 = 7 and so x = 5.5) then it solves the ﬁrst equation in (2. you should see the book by Chahal. The claim is that if a is a number. When numbers of this form are prime.explain why pk2 = am = 22 n 2r + 1 = (pk1 − 1) 2r +1 = p (integer) + 2.

This yields x = 11.6) is veriﬁed. the solution set of the whole system does not change.6) are exactly the same which means they have the same solution set. Also aE1 = af1 and it is given that the second equation of (2. Then using this in the second equation. The other thing which does not change the solution set of a system of equations consists of listing the equations in a diﬀerent order. .9) At this point. This yields. This yields the system x + 3y + 6z = 25 y + 2z = 8 z=3 (2. you can tell what the solution is. z=3 a system which has the same solution set as the original system. This process is not really much diﬀerent from what you have always done in solving a single equation.7) To solve this system replace the second equation by (−2) times the ﬁrst equation added to the second.12. x + 3y + 6z = 25 2x + 7y + 14z = 58 2y + 5z = 19 (2. you would add −2x to both sides and then add 6 to both sides.5) and (2. Here is another example. replace the third equation with (−2) times the second added to the third. More precisely. Therefore. Of course the same reasoning applies with no change if there are many more variables than two and many more equations than two. y) is a solution of the second equation in (2.8) Now take (−2) times the second and add to the third.6) then it solves the ﬁrst equation of (2. This yields x + 3y = 19 y=6 z=3 Now add (−3) times the second to the top.5). Now using this in the top equation yields x + 6 + 18 = 25 and so x = 1. suppose you wanted to solve 2x + 5 = 3x − 6. Example 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. z = 3.9) you could have continued as follows.12. In (2. In this case. This yields x=1 y=6 . This system has the same solution as the original system and in the above. the system x + 3y + 6z = 25 y + 2z = 8 2y + 5z = 19 (2.2. For example. This shows the solutions to (2. It is still the case that when one equation is replaced with a multiple of another one added to itself. SYSTEMS OF EQUATIONS 37 solves (2. Add (−2) times the bottom equation to the middle and then add (−6) times the bottom to the top.5). E2 = f2 and it follows (x. it follows y + 6 = 8 and so y = 2.1 Find the solutions to the system.

7 and a z column. a y column.2 Give the complete solution to the system of equations. 2 . This yields.38 THE REAL NUMBERS It is foolish to write the variables every time you do these operations. Next take (−2) times the second row and add to the third. 1 3 6 25 0 1 2 8 0 0 1 3 which is the same as (2. combining some row operations. 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. or replacing a row by a multiple of another row added to it. 14 . These operations are called row operations. It is easier to write the system (2.7) would be to take (−2) times the ﬁrst row of the augmented matrix above and add it to the second row.9). 5x+10y−7z = −2.8). 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. You get the idea I hope. you are just taking a row of this augmented matrix and replacing it with a multiple of another row added to it. Then multiply the ﬁrst row by 1/5. Thus the ﬁrst step in solving (2. 0 2 5 19 Note how this corresponds to (2. 2x + 4y − 3z = −1. 1 3 6 25 0 1 2 8 . the ﬁrst row by 5. 0 0 1 21 .7) as the following “augmented matrix” 1 3 6 25 2 7 14 58 . Now when you replace an equation with a multiple of another equation added to itself.12. Each of these operations leaves the solution set unchanged. Write the system as an augmented matrix and follow the procedure of either switching rows. Thus the top row in the augmented matrix corresponds to the equation. Example 2. The rows correspond 5 2 0 to the equations in the system. multiplying a row by a non zero number. This yields 2 4 −3 −1 0 0 1 1 3 6 5 9 Now. and 3x + 6y + 5z = 9. and then take (−1) times the ﬁrst row and add to the second. 2 4 −3 −1 0 0 1 1 . take (−3) times the ﬁrst row and add this to 2 times the last row and replace the last row with this. x + 3y + 6z = 25.

. You write the augmented matrix and do row operations until you get a simpler system in which it is possible to see the solution. You can have more equations than variables. These things are all the same. etc. The phenomenon of an inﬁnite solution set occurs in equations having only one variable also. i = 1. There is clearly no solution to this. 0 −5 3 1 −10 0 . m j=1 where aij are numbers. This should not be surprising that something like this can take place. As illustrated above. it has the same solution set as the ﬁrst system of equations. You always set up the augmented matrix and go to work on it. Apparently z can equal any number. consider the equation x = x. and −2x + y = −6. the system is called inconsistent. Example 2. It doesn’t matter what x equals. It doesn’t matter. xn ) solving each of the equations listed. 2. or inﬁnitely many solutions. the solution set of this system is x = 3 + 5t. · · ·. 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. All is based on the observation that the row operations do not change the solution set. This is impossible so the last system of equations determined by the above augmented matrix has no solution. This is what it is all about.2.3 Give the complete solution to the system of equations. y − 10z = 0. This shows there is no solution to the three given equations. SYSTEMS OF EQUATIONS 39 Putting in the variables. Deﬁnition 2. fewer equations than variables.12. 0 0 0 This says y = 10z and x = 3 + 5z. Furthermore. fj is a number. and it is desired to ﬁnd (x1 . the last two rows say z = 1 and z = 21. Therefore. 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. It can even happen for one equation in one variable. 3. ﬁnding the solutions to the system.12. no solution. you do exactly the same things to solve any linear system. y = 10t. When this happens. Consider for example. However. The system has an inﬁnite set of solutions and this is a good description of the solutions. · · ·. and z = t where t is completely arbitrary.4 A system of linear equations is a list of equations.12. n aij xj = fj . such a system of linear equations may have a unique solution. x = x+1. −1 −5 9 1 −10 0 0 0 0 and then divide the top row which results by 3. For example. 3x − y − 5z = 9. It turns out these are the only three cases which can occur for linear systems.

0 4 0 12 0 2 3 21 Take −1/2 times the third row and add to the bottom row. This yields −41 15 0 168 0 −5 0 −15 . and y = 1. Then take 5 times the third row and add to four times the second.13 Exercises 1. y + 8z = 0. and −2x + y = −4. −41 15 0 −5 −3 1 0 2 the fourth row by this added to 3 times the 0 168 0 −15 . add the top row to the second row.12. . the second row by 41. 0 12 3 21 Take (−41) times the third row and replace the ﬁrst row by this added to 3 times the ﬁrst row. x + 6z = 27. −3x + y = 12. 0 12 1 −1 To solve this multiply the top row by 109. −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. 123 −41 0 −492 0 −5 0 −15 . Give the complete solution to the system 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. −41x + 15y = 168. 2. Then switch the third and the ﬁrst rows. 3x − y + 4z = 6. Finally take 41 times the third row and add to 4 times the top row. and multiply the top row by 1/109.5 Give the complete solution to the system of equations. 109x − 40y = −447. y = 3 and z = 5.40 THE REAL NUMBERS Example 2. and 2x + z = −1. 2. 2x + z = 511. The augmented matrix is −41 109 −3 2 15 −40 1 0 0 168 0 −447 . Here are some exercises. Give the complete solution to the system of equations.

13x − 3y + 6z = −25. 3x − y + 4z = −9. Give the complete solution to the system of equations. 81x + 105y + 20z = 682. and −4x + y + 5z = 19. and y = 0 are plugged in to the equations. 7. Give the complete solution to the system of equations. 8x+3y+3z = −1. and −2x + y = 6. 2x+4y−4z = −2. Give the complete solution to the system of equations. and −2x − z = 3. 2x+3y −5z = 31. 5. Give the complete solution to the system of equations.−x + y = 4. Brunhilde would balance all three of the others. and x + y − 5z = 21. and −18x + 40y − 9z = 179. 2x + 4y + 3z = 5. −19x+8y = −108. 10. 2x+2y −5z = 27. . EXERCISES 41 3. 9. 12. 16. and 84x + 110y + 21z = 713. Four times the weight of Ichabod is 660 pounds less than seventeen times the weight of Gaston. Give the complete solution to the system of equations. 15. 18. and z = 3. z = −4. −8x + 3y + 5z = 13. 8. 8x+2y+3z = −3. 2x + 4y + 2z = 4. 13. 65x + 84y + 16z = 546. 7x + 14y + 15z = 22. and 2x + 4y − 7z = −6. −71x+30y = −404. −5x−10y+5z = 0.2. Give the complete solution to the system of equations. −8x + 2y + 5z = 18. 17. 6. Give the complete solution to the system of equations. 14. y − 4z = 0. Thus x and z can equal anything. it doesn’t work. 9x − 2y + 4z = −17. −32x + 63y − 14z = 292. and −4x − 8y + 13z = 8. −9x+15y = 66. Give the complete solution to the system of equations. Four times the weight of Gaston plus the weight of Siegfried equals 290 pounds. Give the complete solution to the system of equations. 4x + z = 14.13. y + 8z = 0. Give the complete solution to the system of equations. Four times the weight of Gaston is 150 pounds more than the weight of Ichabod. Why? 4. y − 4z = 0. 3x − y − 2z = 6. −2x + y = −12. Give the complete solution to the system of equations. 11. Both equations equal zero and so −5x + 2y − z = −5x − 2y − z which is equivalent to y = 0. Find the weights of the four girls. But when x = 1. and −2x + y = −2. Consider the system −5x + 2y − z = 0 and −5x − 2y − z = 0. and 4x + y + 3z = −9. Give the complete solution to the system of equations. 3x − y − 2z = 3. −11x+18y = 79 . −7x − 14y − 10z = −17. and 3x + 6y + 10z = 13. and −2x + y = −4. Give the complete solution to the system of equations. 9x − 18y + 4z = −83. Give the complete solution to the system of equations.

If S is a nonempty subset of R which is not bounded above. then inf (S) + δ would be a lower bound which is larger than inf (S) contrary to the deﬁnition of inf (S) .l. It is this axiom which distinguishes Calculus from Algebra. . In this book real numbers will continue to be the points on the number line. sup (S)] = ∅. but it is not clear from this Theorem whether the entire real line consists of only rational numbers. (S) or inf (S) similarly. a group of mathematicians.b. Every existence theorem in calculus depends on some form of the completeness axiom. Deﬁnition 2. 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. conﬁne their attention to algebra. between any two real numbers.9.42 THE REAL NUMBERS 2. This shows that if it is desired to consider all points on the number line.14. as the quotient of integers. Before 500 B. g.u.14. 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.3 Let S be a nonempty set and suppose sup (S) exists. then a number. Unfortunately. but they discovered their beliefs were false. then sup (S) − δ is an upper bound for S which is smaller than sup (S) . (S) means g is a lower bound for S and it is the largest of all lower bounds.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 might desire to throw out all the irrational numbers. they were also able to show 2 could not be written as the quotient of two integers. If the indicated set equals ∅. contrary to the deﬁnition of sup (S) as the least upper bound. and considering only the rational numbers.14 Completeness of R By Theorem 2. if the indicated set equals ∅. If inf (S) exists. especially when it became clear there were an endless supply of such “irrational” numbers. S ∩ [inf (S) .8. a line which has no holes. (S) or often sup (S) .1 A non empty set. If S is a nonempty set bounded below.14. inf (S) + δ) = ∅.b.l. there exists a rational number. This suggests there are a lot of rational numbers. S ⊆ R is bounded above (below) if there exists x ∈ R such that x ≥ (≤) s for all s ∈ S.C. not just as a point on a line but also algebraically.b. points on the number line. In the second claim. S ∩ (sup (S) − δ. If S is a nonempty set in R which is bounded above. l. Some people might wish this were the case because then each real number could be described. Then for every δ > 0. this information is expressed by saying sup (S) = +∞ and if S is not bounded below. deﬁne the greatest lower bound. A fundamental result about sup and inf is the following. led by Pythagoras believed in this. it is necessary to abandon the attempt to describe arbitrary real numbers in a purely algebraic manner using only the integers. thus they could √ regard 2 as a number. Proposition 2. Thus g is the g. Proof: Consider the ﬁrst claim. inf (S) = −∞. 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. then for every δ > 0. It happened roughly like this. Axiom 2. This discovery that the rational numbers could not even account for the results of geometric constructions was very upsetting to the Pythagoreans.

k) = n · (n − 1) · · · (n − k + 1) = n! . (n − k)! 9.5? What about any other number? 3. show the number of ways of selecting a set of k things from a set of n things is n . 8. Prove the binomial theorem from Problem 9. n ≥ 1. (a) |x + 1| = |2x + 3| (b) |x + 1| − |x + 4| = 6 5. That is. ak xn−k y k and you need to determine n what ak should be. Show that if S = ∅ and is bounded above (below) then sup S (inf S) is unique. Show P (n. If S = ∅ can you conclude that 7 is an upper bound? Can you conclude 7 is a lower bound? What about 13. Find sup S. Let S = [2. 2. Solve the following inequalities which involve absolute values. k 10. Now consider what happens when you multiply. 11. permutations of n things taken k at a time. Then 0 = x2 − y 2 = (x − y) (x + y) and so 0 = (x − y) (x + y) . Prove by induction that n < 2n for all natural numbers. How are inf (−S) and sup (S) related? Hint: Draw some pictures on a number line. Solve the following equations which involve absolute values. Now let S = [2.15 Review Exercises 1. Now divide both sides by x − y to obtain 0 = x + y = 1 + 1 = 2. Hint: When you take (x + y) . there is only one least upper bound and only one greatest lower bound. Let S be a set which is bounded above and let −S denote the set {−x : x ∈ S} . {1. Imagine writing (x + y) = (x + y) (x + y) · · · (x + y) where there are n factors in the product. n} . What about sup (−S) and inf S where S is a set which is bounded below? 4. Is sup S always a number in S? Give conditions under which sup S ∈ S and then give conditions under which inf S ∈ S. Which of the ﬁeld axioms is being abused in the following argument that 0 = 2? Let x = y = 1. 2. n . 7. (a) |2x − 6| < 4 (b) |x − 2| < |2x + 2| 6. is deﬁned to be the number of diﬀerent ways to form an ordered list of k of the numbers.2.15. Each factor contributes either an x or a y to a typical term. Let k ≤ n where k and n are natural numbers. 5). · · ·. P (n. Using the preceding problem. k) . 5] . Give conditions under which equality holds in the triangle inequality. Find sup S. note that the result will be a sum of terms of the form. REVIEW EXERCISES 43 2.

Find a formula for this number.44 THE REAL NUMBERS 12. Derive a formula for the multinomial expansion. ax2 + bx + c = 0. Suppose a > 0 and that x is a real number which satisﬁes the quadratic equation. k2 ···kr elements in them. It seems they used pretty much the same process outlined in this exercise. The symbol n k1 k2 · · · kr denotes the number of ways of selecting r subsets of {1. √ −b ± b2 − 4ac x= . 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 . Find a formula for x in terms of a and b and square roots of expressions involving these numbers. 19. Now solve the result for x. You should obtain the quadratic formula7 . a a Then add and subtract the quantity b2 /4a2 . Hint: See Problem 10. Is it ever the case that (a + b) = an + bn for a and b positive real numbers? √ 15. Find the value of x at which f (x) is smallest by completing the square. 13. Verify that b2 b x2 + x + 2 = a 4a x+ b 2a 2 . there is exactly one real root and when it equals a negative number there are no real roots. When it is positive there are two diﬀerent real roots. Also determine f (R) and sketch the graph of f. n} which contain k1 . ( binomial expansion. . Is it ever the case that a2 + b2 = a + b for a and b positive real numbers? 16. Suppose f (x) = 3x2 + 7x − 17. 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. Hint: First divide by a to get c b x2 + x + = 0. · · ·. ak ) which is analogous to the n 18. 14. Let n be a natural number and let k1 + k2 + · · ·kr = n where ki is a non negative integer. The process by which this was accomplished in adding in the term b2 /4a2 is referred to as completing the square. 2a The expression b2 − 4ac is called the discriminant. Prove by the binomial theorem and Problem 9 that the number of subsets of a given ﬁnite set containing n elements is 2n .C. = 3 − 49 17 − 36 3 7 The ancient Babylonians knew how to solve these quadratic equations sometime before 1700 B. When it is zero.

15. Show that if it is assumed R is complete. Let l be the least upper bound and argue there exists n ∈ N ∩ [l − 1/4. Find f (R) . 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. Hint: Suppose completeness and let a > 0.2. l] . In particular. If there exists x ∈ R such that na ≤ x for all n ∈ N. then the Archimedian property can be proved. ﬁnd the largest value of f (x) and the value of x at which it occurs. Now what about n + 1? . Suppose f (x) = −5x2 + 8x − 7. REVIEW EXERCISES 45 20. then x/a is an upper bound for N.

46 THE REAL NUMBERS .

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

B. Proof: Consider the following picture.7 Suppose l1 and l2 both intersect a third line. then alternate interior angles are equal. With this deﬁnition.1. Then if the angles. Theorem 3. β.5 If l1 and l2 are parallel lines intersected by l3 . Deﬁnition 3. Deﬁnition 3. Axiom 3.48 BASIC GEOMETRY AND TRIGONOMETRY l2 l1 ¡ l3 ¡ α¡ ¡ ¡ ¡α ¡ ¡ As suggested by the above picture. Then l1 and l2 are parallel.10 Let α. l3 in a right angle. A right angle is said to have 90◦ or to be a 90◦ angle.1.1.1. Axiom 3. the new angle formed by the extension equals the original angle.1. In a right triangle the long side is called the hypotenuse.1. the angle formed by placing α and β together is a right angle as claimed.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.9 Given a straight line and a point.10 says the sum of the two non 90◦ angles in a right triangle is 90◦ . then the resulting angle is denoted by α + β. α and β are placed next to each other.1. The similar triangles axiom can be used to prove the Pythagorean theorem.1. and γ be the angles of a right triangle with γ the right angle. there exists a straight line which contains the point and intersects the given line in two right angles. Axiom 3. Then as shown in the picture. Then c is deﬁned to be the length of the line from A to B. This line is called perpendicular to the given line. It is a line perpendicular to the line determined by the line segment joining B and C which passes through the point.6 An angle is a right angle if when either side is extended.11 When an angle α is placed next to an angle β as shown above. a is the .1. Theorem 3. Theorem 3. the resulting angle is a right angle. the following axiom will be used.9. Deﬁnition 3. B α β γ α C A In the picture the top horizontal line is obtained from Axiom 3.8 A right triangle is one in which one of the angles is a right angle.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.

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

it is often the case that people are a little sloppy in referring to these things. Thus. and (−1. The reader has likely encountered the notion of graphing relations of the form y = 2x + 3 or y = x2 + 5. Recall that you ﬁrst found lots of ordered pairs which satisﬁed the relation. 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. y) referred to as a point in the plane.(1. 3). 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.50 y • BASIC GEOMETRY AND TRIGONOMETRY (2. I will often indulge in this sloppiness. First here is the graph of y = x2 + 1. 5). 1) all satisfy the ﬁrst relation which describes a straight line. For example (0. it is common to see (x. .

= 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. The reason this is important is that if there are two points. and y0 are numbers. 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. x0 . (x1 . –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 ) . and (x2 . y2 ) which satisfy this relation. 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.3. where m. then (y1 − y0 ) − (y2 − y0 ) m (x1 − x0 ) − m (x2 − x0 ) y1 − y2 = = x1 − x2 x1 − x2 x1 − x2 m (x1 − x2 ) = m. For example. taken in the same order. Sometimes this 2 4 . y1 ) .

the slope of the line. Example 3. Also. Suppose a. between any pair of points satisfying this relation.2. 7. Sketch the graph of x x2 +1 . This is more often called the equation of the straight line. 0) . Two lines are parallel if they have the same slope. Find the equation of the line through the point (2.3 Exercises 1. 1 1+x2 . 6. 2) and has constant slope equal to 3. . Sketch the graph of y = x3 + 1.points in the plane may be identiﬁed by giving a pair of numbers. There are actually many ways used to measure this distance but the best way. and (b. Suppose there are two points in the plane and it is desired to ﬁnd the distance between them. This shows that there is a constant slope. 3) which is parallel to the line whose equation is 2x + 3y = 8. 3. b = 0. 0) and (2.52 BASIC GEOMETRY AND TRIGONOMETRY is referred to as the rise divided by the run. Such a relation is called a straight line. Consider the following picture. Sketch the graph of the straight line which goes through the points (1. Sketch the graph of y = 4. (y − 2) = 3 (x − 1) . 8. m. 2. the point (x0 . 3.4 Distance Formula And Trigonometric Functions As just explained. y0 ) satisﬁes the relation. and the only way used in this book is determined by the Pythagorean theorem. 3) and ﬁnd the relation which describes this line. Find the equation of the line which goes through the points (0. Sketch the graph of the relation deﬁned as y= 1 if x ≤ −2 1 − x if −2 < x < 3 1 + x if x≥3 3.1 Find the relation for a straight line which contains the point (1. From the above discussion. a) . 5. Sketch the graph of y = x2 − 2x + 1.

1. the distance between the points denoted by (x0 . y0 ) and P1 is the point determined by (x1 . . Therefore. by the Pythagorean theorem the distance between the two indicated points is (x0 − x1 ) + (y0 − y1 ) .3. This shows the following deﬁnition is well deﬁned. sin θ) the coordinates of the top vertex of the smaller triangle. y1 ) should be the square root of the sum of the squares of the lengths of the two sides. Therefore. The trigonometric functions cos and sin are deﬁned next. y1 ) • 53 x • (x0 . DISTANCE FORMULA AND TRIGONOMETRIC FUNCTIONS y (x1 . P1 ) or |P0 P | .4. y1 )| or sometimes when P0 is the point determined by (x0 . y1 ) . Rsin(θ)) (cos(θ). Consider the following picture in which the small circle has radius 1. sin(θ)) ¡ ¡ ¡θ ¡ By Theorem 3. y0 ) − (x1 . 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 length of the side on the bottom is |x0 − x1 | while the length of the side on the right is |y0 − y1 | . the large circle has radius R. Now deﬁne by (cos θ.10 on Page 48 the two triangles have the same angles and so they are similar. y0 ) and (x1 . ¡ ¡ ' ' (Rcos(θ). y0 ) In this picture. and the right side of each of the two triangles is perpendicular to the bottom side which lies on the x axis. The distance between the two points is written as |(x0 . it follows the coordinates of the top vertex of the larger triangle are as shown. y0 ) • (x1 . as d (P0 .

Proof: This follows immediately from the above deﬁnition and the distance formula. Thus the above identity holds. Since (cos θ.) at the point whose coordinates are (0. b and c are the lengths of the sides and A. cos A ≡ b/c. tan A ≡ a/b. is given as (R cos θ. .54 BASIC GEOMETRY AND TRIGONOMETRY Deﬁnition 3. 0) and so the side opposite the vertex. deﬁne cos θ and sin θ as follows. csc θ ≡ . cot θ ≡ . R sin θ) . Place the vertex of the angle (The vertex is the point. cos θ sin θ cos θ sin θ (3. B c a A b C You should verify sin A ≡ a/c. Having deﬁned the cos and sin there is a very important generalization of the Pythagorean theorem known as the law of cosines. Consider the following picture of a right triangle. θ.4. Proposition 3. Then from the deﬁnition of the cos C. this speciﬁes cos θ and sin θ by simply letting R = 1. Consider the following picture of a triangle in which a. b A Theorem 3.1 For θ an angle. C. the distance of this point to (0. and C denote the angles indicated. the coordinates of the vertex. sin θ) is a point on the circle which has radius 1.3 Let ABC be a triangle as shown above. is on the point whose coordinates are (0. B.4. Then the point of intersection. 0) in such a way that one side of the angle lies on the positive x axis and the other side extends upward. B a c C The law of cosines is the following.4. The other trigonometric functions are deﬁned as follows. cos2 θ + sin2 θ = 1. sec θ ≡ . In particular. and csc A ≡ c/a.2 For any angle. Then c2 = a2 + b2 − 2ab cos C Proof: Situate the triangle so the vertex of the angle. 0) equals 1. B is on the positive x axis as shown in the above picture. Extend this other side until it intersects a circle of radius R.1) It is also important to understand these functions in terms of a right triangle. tan θ ≡ sin θ cos θ 1 1 . sec A ≡ c/b.

5.2. From Proposition 3. This proves the corollary. Therefore. Then the length of any side is no longer than the sum of the lengths of the other two sides. Similarly. 2 (1 − cos A) and so 3.4 Let ABC be any triangle as shown above. b . and Proposition 3. By assumption c/b = 1 = c /b . Then by the law of cosines. b.4. Proof: This follows immediately from the law of cosines. Corollary 3. Thus the angle at A is equal to the angle at A . 0) . 2 |cos θ| ≤ 1 and so c2 = a2 + b2 − 2ab cos C ≤ a2 + b2 + 2ab = (a + b) . 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.5 Suppose T and T are two triangles such that one angle is the same in the two triangles and in each triangle. the sides forming that angle are equal. a sin C) while it is clear the coordinates of A are (b. Similar reasoning shows a /b = a/b = a /b . a .2.3. The following picture is descriptive of the situation. Such triangles in which two sides are equal are called isoceles. Proof: Let T = ABC with the two equal sides being AC and AB. Let T be labeled in the same way but with primes on the letters. a2 = b2 + c2 − 2bc cos A = 2b2 − 2b2 cos A and so a/b = 2 (1 − cos A). To see how this will be done. THE CIRCULAR ARC SUBTENDED BY AN ANGLE 55 B are (a cos C. from the distance formula.5 The Circular Arc Subtended By An Angle How can angles be measured? This will be done by considering arcs on a circle.4. Corollary 3. C ¨ ¨ ¨ a B A¨ ¨ ¨ 2 A ¨¨ ¨ ¨¨ b ¨ ¨¨ c C ¨ ¨ b ¨ a ¨¨ c B Denote by a.4. Then the corresponding sides are proportional. c and c the sides indicated in the picture. a/c = a /c .4. let θ denote an angle and place the vertex of this angle at the center of .

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

{p0 . l (A) . THE CIRCULAR ARC SUBTENDED BY AN ANGLE 57 A. then |P | ≤ |Q| . p2 p3 p1 p0 Also. 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. see the following picture.4. This eﬀect of adding in one point is illustrated in the following picture. denote by |pi − pi−1 | the distance between pi and pi−1 . 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. To see this. see the following picture. The only purpose for doing this is to obtain the existence of an upper bound. . For example. 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. pn } . by l (A) ≡ sup {|P | : P ∈ P (A)}. To be a little sloppy. denote by P (A) the set of all such partitions.4 is that if P. add in one point at a time to P . simply pick M to be the perimeter of a rectangle containing the whole circle of which A is a part. Then for P ∈ P (A) . · · ·. pn } is a partition of A if p0 is one endpoint. {|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. For P = {p0 . Q ∈ P (A) and P ⊆ Q. |P | ≤ M where M is the perimeter of a rectangle containing the arc. Therefore.3.4. Therefore. pn is the other end point. for any P ∈ P (A) . · · ·.5. By Corollary 3. A. and the points are encountered in the indicated order as one moves in the counter clockwise direction along the arc. A fundamental observation following from Corollary 3. To illustrate.

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

Then denoting the resulting arc on the circle by A. THE CIRCULAR ARC SUBTENDED BY AN ANGLE 59 Before proceeding further. Proposition 3. here is the deﬁnition of the measure of an angle.5. This implies a − b < ε for all positive ε and so it must be the case that a − b ≤ 0 since otherwise.3 The above deﬁnition is well deﬁned and also. if A is an arc subtended by the angle θ on a circle of radius r then the length of A. the following corollary gives a proof. sin θ) . R r l (A2 ) Deﬁnition 3. Here is a picture which illustrates the conclusion of this corollary. note the proof of the above theorem involved showing l (A1 ) < + ε where ε > 0 was arbitrary and from this. You should note the measure of θ is independent of dimension.5.5. Proof: That the deﬁnition is well deﬁned follows from Theorem 3. 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. 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. it follows that for all P ∈ P (A) the inequality (1 − cos θ) + sin θ ≥ |P | ≥ sin θ. r This is a very typical way of showing one number is no larger than another. Corollary 3.2 Let θ be an angle. The formula also follows from Theorem 3.2) Proof: Situate the angle. 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. This is also called the radian measure of the angle. This is because the units of length cancel when the division takes place. 2 With this preparation. (1 − cos θ) + sin θ ≥ l (A) ≥ sin θ (3.1. (cos(θ). 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. To me. 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. the conclusion that l (A1 ) ≤ R l (A2 ).5. this seems abundantly clear but in case it is hard to believe.1 and letting R = 1. 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.5. you could take ε = a−b and 2 conclude 0 < a − b < a−b . denoted by l (A) is given by l (A) = rθ.3. Now is a good time to present a useful inequality which may or may not be self evident. (cos θ. a contradiction.

Several observations are now obvious from this. and r ∈ [0. 0) due to the deﬁnition of l (A) . sin θ) and (1. p such that −b = 2πp + r1 where 1 ∈ [0. y = 2πp2 + ry . Proof: First suppose b ≥ 0. x + y = 2πp + rx+y . You can easily ﬁnd other values for cos and sin at all the other multiples of π/2. 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. then b = (−p) 2π. Deﬁnition 3. Then there exists a unique integer p and real number r such that 0 ≤ r < 2π and b = p2π + r. For b ∈ R.3) (3.6. The following deﬁnition is for sin b and cos b for b ∈ R. r ≡r Otherwise. Then sin b ≡ sin r and cos b ≡ cos r where b = 2πp + r for p an integer. The measure of the angle which is determined by the arc from (1. Observation 3. 2π). L ≥ sin θ because L is the length of the hypotenuse of a right triangle having sin θ as one of the sides. Up till now these have been deﬁned as functions of pointy things called angles.2 Let b ∈ R.11 on Page 29 there exists a unique integer. If r1 = 0. 2π) having the property that b = 2πp+rb for p an integer. cos b = cos (−b) . sin b = − sin (−b) .1 Let b ∈ R. Therefore. Lemma 3. This proves the top half of the inequality. b = (−p) 2π + (−r1 ) = (−p − 1) 2π + 2π − r1 and r ≡ 2π − r1 ∈ (0.6. However. .6.8. Then rx+y = rx + ry + 2kπ for some k ∈ Z. functions of sums and diﬀerences of numbers.1) provided they make sense. 3.3 Let k ∈ Z. Now suppose b < 0. Proof: By deﬁnition. 0) to (−1. Then from Theorem 2. p such that b = 2πp + r where 0 ≤ r < 2π. From the deﬁnition of the trig functions.6. Then there exists a unique integer. cos (π/2) = 0 and sin (π/2) = 1. the measure of a right angle must be 2π/4 = π/2.4) (3. The following theorem will make possible the deﬁnition. 2π). 0) is seen to equal π by the same reasoning. cos (b + 2kπ) = cos b cos2 b + sin2 b = 1 (3. 2π) .5) The other trigonometric functions are deﬁned in the usual way as in (3.6 The Trigonometric Functions Now the Trigonometric functions will be deﬁned as functions of an arbitrary real variable. Theorem 3. then the following formulas hold. x = 2πp1 + rx . y ∈ R.4 Let x. sin (b + 2kπ) = sin b. denote by rb the element of [0. The next topic is the important formulas for the trig. The bottom half follows because l (A) ≥ L where L is the length of the line segment joining (cos θ.60 BASIC GEOMETRY AND TRIGONOMETRY |P | .

4. 0) . 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). This proves the lemma. Therefore. The following theorem is the fundamental identity from which all the major trig. Theorem 3. 2π) and so in this case k = −1.6. starting at (1. Lemma 3. 0) . Now from the above lemma. |rx+y − rx | = 2π − ry . 0) . y ∈ R . 2 2 2 . Therefore.5 Let x. 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. (cos (x + y) − cos x) + (sin (x + y) − sin x) = (cos y − 1) + sin2 x. 0) is the same as the length of the arc joining p (ry ) = p (y) to (1. There are two cases to consider here. z. Since rx and rx+y are both in [0. their diﬀerence is also in [0. by Corollary 3. Then cos (x + y) cos y + sin (x + y) sin y = cos x.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) .6. p (z) on the unit circle and the coordinates of this point are cos z and sin z. 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) . 2π) and so k = 0. there is a unique point. Now since the circumference of the unit circle is 2π. Writing this in terms of the deﬁnition of the trig functions and the distance formula. 2π) their diﬀerence is also in [0. the length of the arc joining p (2π − ry ) to (1. Note also that p (z) = p (rz ) . y ∈ R. First assume rx+y ≥ rx .6) Proof: Recall that for a real number. p(x) p(x + y) (1. Thus. As an illustration see the following picture. Then |rx+y − rx | = rx+y − rx = ry + 2kπ.6 Let x. Since both rx+y and rx are in [0. 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. the arc joining p (x) and p (x + y) is of the same length as the arc joining p (y) and (1. (3. in this case. rx+y < rx and in this case |rx+y − rx | = rx − rx+y = −ry − 2kπ. identities involving sums and diﬀerences of angles are derived.3. In the other case.6. 0) and moving counter clockwise a distance of rz on the unit circle yields p (z) . Proof: The length of the arc between p (x + y) and p (x) is |rx+y − rx | . 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.

3 again. Then (3.) Thus √4 sin π = 2/2 also. from this and (3.6. First. Observation 3.11) Then using Observation 3. called reference angles. this implies sin (x − y) = sin x cos y − cos x sin y. 4 0 = cos π 2 = cos π π + 4 4 = 2 cos2 π −1 4 2 2 (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. it is easy to obtain the cosine and sine of many special angles. (Why do isn’t it equal to − 2/2? Hint: Draw a picture.6. cos (u + v) = cos (u − (−v)) = cos u cos (−v) + sin u sin (−v) = cos u cos v − sin u sin v Thus.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. 6 6 .8) (3.10) (3.3). (Why?) Here is another one.3 implies cos 2x = cos2 x − sin2 x = 2 cos x − 1 = 1 − 2 sin x Therefore.3 this implies (3. This proves the theorem.9) (3.13) (3. letting v = π/2. this shows that sin (x + π/2) = cos x.14) (3. and Observation 3. Letting y = π/2.7) (3. From (3.3. In addition to this.6.6). 4 0 = cos π 2 = cos 3 π 6 = 4 cos3 π π − 3 cos .16) With these fundamental identities. making use of the above identities.6. 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. cos π .16).12) (3. Now let u = x + y and v = y.6) implies cos u cos v + sin u sin v = cos (u − v) Also. (3.15) √ √ and so cos π = 2/2.

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

b = 3. 16. 23. √ Show there also exists ψ such that f (x) = A2 + b2 cos (αx + ψ) . Find a. √ 3. Give all solutions to sin x + √ √ 3 cos x. 3 cos x = 22. Sketch a graph of y = tan x. 17. 20. functions of x. This is a very √ important result. θ = 1 π. 4 3 d c αd b d d βd θ a . enough that some of these quantities are given names. Sketch a graph of y = sin x. In the picture. Hint: Use Problem 20. 14. 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.64 BASIC GEOMETRY AND TRIGONOMETRY 12. In the picture. Prove the law of sines from the deﬁnition of the trigonometric functions. The law of sines says sin (A) /a = sin (B) /b = sin (C) /c. Sketch a graph of y = cos x. and θ = 2 π. C. 18. 3 d c d b d d θ d a 24. Using Problem 19 graph y = sin x + 21. 13. Sketch a graph of y = sin 2x. show there exists φ such that f (x) = A2 + B 2 sin (αx + φ) . Find a formula for tan (2x) in terms of trig. 15. Find a formula for tan x 2 in terms of trig. Find c. α = 2 π and c = 3. Using Problem 2 graph y = cos2 x. If f (x) = A cos αx + B sin αx. a = 5. 19. If ABC is a triangle where the capitol letters denote vertices of the triangle and the angle at the vertex. functions of x. A2 + B 2 is called the amplitude and φ or ψ are called phase shifts.

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. The discussion will be somewhat informal since it is assumed the reader has seen this sort of thing already. In words. the area of the triangle equals 2 2 one half the base times the height.3. SOME BASIC AREA FORMULAS 65 3. Now consider a general triangle in which a line perpendicular to the line from A to C has been drawn through B. Thus this area would be 1 BD AD + CD = 1 BD b. First of all. 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) . This also holds if the height and base are chosen with respect to any other side of the triangle. 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. 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.8. consider a right triangle as indicated in the following picture. For example. as just described in the case where AB is the 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. . Therefore.8.8 3. B c A D a b C The area of this triangle would be the sum of the two right triangles formed.1 Some Basic Area Formulas Areas Of Triangles And Parallelograms This section is a review of how to ﬁnd areas of some simple ﬁgures. see the picture in which the two triangles are ABC and CDA.

To obtain (3.8.66 BASIC GEOMETRY AND TRIGONOMETRY 3.8.17) sin α and 1+ε≥ α ≥1−ε tan α (3. 2 Then the area of S (θ) equals r2 θ. A and the two lines just mentioned. . cos α ≤ α ≤ (1 + ε) cos α tan α Taking α smaller if necessary and noting that for all α small enough. The angle between the two lines is called the central angle of the sector.18) Proof: This follows from Corollary 3. (3. Theorem 3. l (A) = α and so 1 − cos α + sin α ≥ α ≥ sin α. cos α is very close to 1. whenever α is small enough. Therefore. of a circle of radius r which subtends an angle. First a fundamental inequality must be obtained. The problem is to deﬁne the area of this shape.17) holds and multiply by cos α. sin α sin α Now using the properties of the trig functions. α. Then whenever the positive number. Lemma 3. let α be small enough that (3. is small enough. The circular sector determined by A is obtained by joining the ends of the arc.2 Let S (θ) denote the sector of a circle of radius r having central angle. This proves the lemma.5. Then for such α. A.17) holds. 1 − cos α α +1≥ ≥ 1. sin α (1 + cos α) 1 + cos α (3. 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.2 The Area Of A Circular Sector Consider an arc.1 Let 1 > ε > 0 be given.4 on Page 59.18).8. 1 − cos α 1 − cos2 α = sin α sin α (1 + cos α) = sin2 α sin α = . The following is a picture of one of these. θ. sin α <ε 1 + cos α and so (3.19) implies that for such α. yields (3. α 1≤ ≤1+ε (3. to the center of the circle. dividing by sin α.19) From the deﬁnition of the sin and cos. S (θ) denotes the points which lie between the arc. θ. The sector.18). In this corollary. A. This lemma is very important in another context.

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

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

P = (x. y) such that the equation holds. AND HYPERBOLAS 69 4. one can obtain an equation which will describe a parabola. PARABOLAS. Now consider an arbitrary equation of the form. the description of the parabola requires that (x − a) + (y − b) = |c − y| . b) where b = c as shown in the picture. x2 − 2xa + a2 + y 2 − 2yb + b2 = c2 − 2cy + y 2 and so (x − a) + b2 − c2 = (2b − 2c) y. Find the area of an equilateral triangle whose sides have length l. P0 . Ellipses. Squaring both sides.10. To see this. letting a = −e 2d . complete the square on the right as follows: y = = = = Therefore. y = dx2 + ex + f where d = 0. 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. By this is meant the set of points (x.10 3.10. y) to the line is |c − y| .20) The simplest case is when a = 0 and b = −c. b) The distance from the point. and Hyperbolas The Parabola A parabola is a collection of points. Such a set of points always is a parabola. From this deﬁnition. Suppose then that the line is y = c and the point is (a. An equilateral triangle is one in which all sides are of equal length. ELLIPSES. 2 2 2 (3. Therefore. 5. y=c · P0 = (a. Then in this case. 4d2 e2 1 2 y = (x − a) − 2 d 4d .1 Parabolas. x2 = 4cy.3. 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 . 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. Now join the ends of these lines to obtain a four sided ﬁgure. What is the area of this four sided ﬁgure? 3.

Let a generic point on the ellipse be (x.20). there are two points. = 2b − 2c. P1 ) + d (P. The line. Let the two given points be (a. Now one can obtain an equation which will describe an ellipse much as was done with the parabola. Each is called a focus point by itself. P such that d (P. y) . (x − a) + (y − b − h) = c − 2 2 (x − a) + (y − b) ≥ 0. 3. −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 . P1 and P2 which are ﬁxed and the ellipse consists of the set of points. 2 4d d (3. P2 ) = c. b) and (a. 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 . 2 2 (3. These two points are called the foci of the ellipse. b + h) . 2 2 2 2 Therefore. Then according to the description of an ellipse and the distance formula.10.21) Then the above equation reduces to (3. y = c is called the directrix and the point. b and c such that − e2 1 = b2 − c2 .2 The Ellipse With an ellipse.70 BASIC GEOMETRY AND TRIGONOMETRY Now you can show that there exists numbers. Exactly similar results occur if the directrix is of the form x = c and by similar arguments to those above. the set of points in the plane satisfying ay 2 + by + c = x is also a parabola.22) (x − a) + (y − b) from both sides. (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. 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) . (x − a) + (y − b) + Subtracting 2 2 2 2 (x − a) + (y − b − h) = c. P0 in the above is called the focus. where c is a ﬁxed positive number.

Let a generic point on the hyperbola be (x. Now one can obtain an equation which will describe a hyperbola.23). These two points are called the foci of the hyperbola. P1 ) − d (P. PARABOLAS. b < a. |y1 − y2 | ≤ 2b. 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. (Why?) Suppose (x1 . β) α+a © x © β − b$ In this ellipse. P such that d (P. 2 implying that |x1 − x2 | ≤ |x1 − α| + |α − x2 | ≤ a + a = 2a and similarly. Each is called a focus point by itself. β − b) . y1 ) − (x2 . Thus. 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. b + β) and (α. 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. β) . If b > a.24) . b + h) . where c is a ﬁxed positive number. Here is the graph of a typical ellipse.10. then |x1 − x2 | ≤ 2a because from the above equation. there are two points. redeﬁning the constants. |(x1 . 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. 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. P2 ) = c. β + b z α−a d d X $ $ y (α. y1 ) and (x2 . 2 b a2 2 2 (3.3. ELLIPSES. Therefore. 3. y2 ) are two points on the above ellipse in which b > a. Then according to the description of a hyperbola and the distance formula. this reduces to the equation for a circle of radius r centered at the point (α. an ellipse has the form (y − β) (x − α) + = 1. (x − a) + (y − b) − 2 2 (x − a) + (y − b − h) = c. Let the two given points be (a. it follows that |xi − α| ≤ a for i = 1.10. the ellipse would be long in the y direction rather than the x direction.3 The Hyperbola With a hyperbola. y) .23) Note that if a = b = r. b) and (a.

Verify that either (3.21) hold. = 1. Find the focus and the directrix of this parabola. 10. 4. Consider y = 2x2 + 3x + 7. Sketch a graph of the hyperbola. b.11 Exercises 1. x2 4 y2 4 (x−1)2 4 (x−1)2 9 + + (y−2)2 9 (y−2)2 4 = 1. = 1. 7. y) satisfying the equations given such that |(x. 2. you can simply take these last two equations as the deﬁnition of a hyperbola. Show that the set of points which satisﬁes either (3. 9.25) 2 b a2 If you like.24) or (3. Sketch a graph of the hyperbola. c which make (3. (3. Sketch a graph of the ellipse whose equation is 6.25) holds for a hyperbola. − − y2 9 x2 9 = 1. Sketch a graph of the ellipse whose equation is 5.20) in the case that the directrix is of the form x = c. y)| > n. 2 2 3. 3. (x−1)2 9 = 1. Derive a similar formula to (3. Find the numbers. (If n is any positive number there exist points (x.72 or BASIC GEOMETRY AND TRIGONOMETRY (y − β) (x − α) − = 1.) . What is the diameter of the ellipse.24) or (3.25) is unbounded. + (y−2)2 4 8.

You see it corresponds to the point in the plane whose coordinates are (3. 73 . Thus (a. a + ib a + b2 a + b2 a + b2 You should prove the following theorem. However. Theorem 4. The ﬁeld of complex numbers is denoted as C. a+ib. I have graphed the point 3 + 2i. has a unique multiplicative inverse.1 The complex numbers with multiplication and addition deﬁned as above form a ﬁeld satisfying all the ﬁeld axioms listed on Page 15. a − ib a b 1 = 2 = 2 −i 2 . Just as a real number should be considered as a point on the line. 2) . in the following picture. if you are in a hurry to get to calculus.The Complex Numbers This chapter gives a brief treatment of the complex numbers. 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. In dealing with complex numbers. Every non zero complex number. These things used to be taught in precalculus classes and people were expected to know them before taking calculus. (a + ib) + (c + id) = (a + c) + i (b + d) and (a + ib) (c + id) = = ac + iad + ibc + i2 bd (ac − bd) + i (bc + ad) . with a2 +b2 = 0. q 3 + 2i Multiplication and addition are deﬁned in the most obvious way subject to the convention that i2 = −1.0. For example. you can skip this short chapter. 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. such a point is written as a + ib. b) identiﬁes a point whose x coordinate is a and whose y coordinate is b. Thus. An important construction regarding complex numbers is the complex conjugate denoted by a horizontal line above the number.

b) and the ordered pair (c. |a + ib| ≡ a2 + b2 . Thus. Therefore. are often written in the so called polar form which is described next. 8) . Theorem 4. [r (cos t + i sin t)] = rn (cos nt + i sin nt) . Then |z − w| = (a − c) + (b − d) . z − w = 1 − i3 and so (z − w) (z − w) = (1 − i3) (1 + i3) = 10 so |z − w| = 10. With this deﬁnition. For example. denoting by z the complex number. 5) and (1. From the distance formula √ 2 2 this distance equals (2 − 1) + (5 − 8) = 10. Then if n is a positive integer. 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 .0. (a. THE COMPLEX NUMBERS What it does is reﬂect a given complex number across the x axis. a + ib ≡ a − ib. sin θ = . Complex numbers. Algebraically. Deﬁnition 4. Suppose x + iy is a complex number. the following formula is easy to obtain. + x2 + y 2 =1 is a point on the unit circle. z = a + ib.2 Deﬁne the absolute value of a complex number as follows. Then x + iy = Now note that x x2 + y 2 and so x x2 + y2 .0. Remark 4.0. y x2 + y2 y x2 + y2 x2 + y 2 x x2 2 2 2 + y2 y +i y x2 2 + y2 . d) equals |z − w| where z and w are as just described. letting z = 2 + i5 and √ w = 1 + i8. 2π) such that cos θ = x x2 + y2 .74 It is deﬁned as follows. n . it is important to note the following. It is not too hard but you need to do it. consider the distance between (2. a + ib (a + ib) = a2 + b2 .4 Let r > 0 be given. the same thing obtained with the distance formula. Thus the distance between the point in the plane determined by the ordered pair.3 : Let z = a + ib and w = c + id. there exists a unique angle. θ ∈ [0. A fundamental identity is the formula of De Moivre which follows. Be sure to verify this. |z| = (zz) 1/2 . On the other hand.

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

76 Example 4. 4. Graph the complex cube roots of 8 in the complex plane. THE COMPLEX NUMBERS First ﬁnd the cube roots of 27. z. Also. Factor x3 + 8 as a product of linear factors. z 2 . x2 + 3x + 9 cannot be factored without using complex numbers. 9. By the above procedure using De Moivre’s theorem. 11. Let z = 2 + i7 and let w = 3 − i8. derive a formula for sin (5x) and one for cos (5x). 6. 7. 3 −1 + i 23 . Find zw. Therefore.1 Exercises 1. Find z −1 . 12. 3. Hint: Use Problem 18 on Page 32 and if you like. n. you might use Pascal’s triangle to construct the binomial coeﬃcients. Let z = 5 + i9. √ √ these cube roots are 3. Note also x − 3 +i −i = x2 + 3x + 9 and so x3 − 27 = (x − 3) x2 + 3x + 9 where the quadratic polynomial. and w/z. r = |z| . 10. show that in the polar form of a complex number. z + w. even negative integers? Explain. De Moivre’s theorem says [r (cos t + i sin t)] = rn (cos nt + i sin nt) for n a positive integer. 2. Completely factor x4 + 16 as a product of linear factors. 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 . Factor x4 + 16 as the product of two quadratic polynomials each of which cannot be factored further without using complex numbers. Give the complete solution to x4 + 16 = 0. 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.7 Factor the polynomial x3 − 27. 4. and 3 −1 − i 23 . Do the same for the four fourth roots of 16. Now using De Moivre’s theorem. Write x3 + 27 in the form (x + 3) x2 + ax + b where x2 + ax + b cannot be factored any more using only real numbers. Does this formula continue to hold for all integers.0. n . show there exists ω a complex number with |ω| = 1 and ωz = |z| . You already know formulas for cos (x + y) and sin (x + y) and these were used to prove De Moivre’s theorem. If z is a complex number. 8. show that in the polar form for zw the angle involved is θ + φ. 5.

If z.1. 15. I claim that 1 = −1. I plan to use it now for rational exponents. EXERCISES 77 13. De Moivre’s theorem is really a grand thing. 14. Therefore. Suppose p (x) = an xn + an−1 xn−1 + · · · + a1 x + a0 where all the ak are real numbers. 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. −1 = i2 = √ √ −1 −1 = (−1) = 2 √ 1 = 1. 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? . squaring both sides it follows 1 = −1 as in the previous problem. 1 = 1(1/4) = (cos 2π + i sin 2π) 1/4 = cos (π/2) + i sin (π/2) = i. 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. Suppose also that p (z) = 0 for some z ∈ C. not just integers. what is wrong? 16. This is clearly a remarkable result but is there something wrong with it? If so. Also verify that k=1 zk = k=1 zk . Here is why.

78 THE COMPLEX NUMBERS .

Part II Functions Of One Variable 79 .

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let f (d) ≡ the biological father of d.1 General Considerations The concept of a function is that of something which gives a unique output for a given input. (8. However. 6} . When R = f (D). 2. f (8) = 3. −2.Functions 5.1.1) This is a very interesting function called the Dirichlet function. f . This rule is called a function and it is denoted by a letter such as f. 81 .1. 4. Then f is a function. Note that it is not deﬁned in a simple way from a formula. (1. The symbol. the set of ﬁrst entries in the given set of ordered pairs. 4.1. 6) and let D ≡ {1. Example 5. 7.5 Let D consist of the set of people who have lived on the earth except for Adam and for d ∈ D. The set of all elements of R which are of the form f (x) for some x ∈ D is often denoted by f (D) . and let f (1) = 2. is called the range of f. Deﬁnition 5. 2) . 8. f (2) = −2. 5.4 For x ∈ R deﬁne f (x) = m 1 n if x = n in lowest terms for m. 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. R ≡ {2. (2.1. 3) . 8} by f (x) ≡ x + 1 for each x ∈ D. (7. −2) . {1. D (f ) = D is called the domain of f. For example. the function. and f (7) = 6. n ∈ Z 0 if x is not rational (5. 7} ≡ D. Sometimes functions are not given in terms of a formula. Example 5. The set R. consider the following function deﬁned on the positive real numbers having the following deﬁnition.2 Consider the list of numbers. sometimes there is no discernible procedure which yields a particular function. D and R along with a rule which assigns a unique element of R to every element of D. 3. also written R (f ) .1 Consider two sets.1.3 Consider the ordered pairs. 5. Example 5. 3. Deﬁne a function which assigns an element of D to R ≡ {2. 7} . Example 5. 6. 2. In this example there was a clearly deﬁned procedure which determined the function. the set of second entries. 6. is said to be onto. 3.

it is understood to consist of every number for which f makes sense. x. 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) . The function.7 are considered later in the book and techniques for ﬁnding x (t) and A (t) from the given conditions are presented. When D (f ) is not speciﬁed.8 Let f. x. Then you could let A (t) denote the amount of the chemical at time t. Similarly for k an integer. Let a. Nevertheless. g be functions with values in R.6 and 5. f. The name of the function is f. This is called the composition of the two functions. given by f (x) = x2 + 4. people often write f (x) to denote a function and it doesn’t cause too many problems in beginning courses. Suppose A0 is the amount of chemical at some given time. When this is done. 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. These last two examples show how physical problems can result in functions.1. the variable. from this point with the positive direction being up. It is the value of the function at the point. If f : D (f ) → X and g : D (g) → Y. 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)) .6 Consider a weight which is suspended at one end of a spring which is attached at the other end to the ceiling. x should be considered as a generic variable free to be anything in D (f ) . 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.82 FUNCTIONS Example 5.1. Examples 5.1. 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) . Thus. Later this will be generalized. Deﬁnition 5. f k is the name of a function deﬁned as f k (x) = (f (x)) k The function. Example 5.7 Certain chemicals decay with time. x2 + 4 may mean the function.1. b be elements of R. 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) .1. In this chapter the functions are deﬁned on some subset of R having values in R. . You should note that f (x) is not a function. Measure the displacement of the mass. The following deﬁnition gives several ways to make new functions from old ones. I will use this slightly sloppy abuse of notation whenever convenient.

GENERAL CONSIDERATIONS Example 5. Thus from the deﬁnition. Thus f is one to one. f (x) = x+1 the domain of f would be all real numbers not equal to −1. Therefore. 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. the function f is one to one sometimes written.9 Let f (t) = t and g (t) = 1 + t. In this case the degree of the polynomial. f −1 is deﬁned on f (D (f )) and f −1 (y) = x where f (x) = y.10 Let f (t) = 2t + 1 and g (t) = 1 + t.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. f : D (f ) ⊆ X → Y. the domain of the function might not be all of R. if x2 + 8 . Polynomials and rational functions are particularly easy functions to understand. Note that in this last example.5. Note that in the case of a rational function. This is discussed in the following deﬁnition. f is a rational function if h (x) f (x) = g (x) where h and g are polynomials. . For example. For example. deﬁne the following set known as the inverse image of y. f (x) is n. Closely related to the deﬁnition of a function is the concept of the graph of a function. If t < −1 the inside of the square root sign is negative so makes no sense. √ Example 5. Deﬁning id by id (z) ≡ z this says f ◦ f −1 = id and f −1 ◦ f = id . Deﬁnition 5. There may be many elements in this set. f −1 (f (x)) = x for all x ∈ D (f ) and f f −1 (y) = y for all y ∈ f (D (f )) .1. but when there is always only one element in this set for all y ∈ f (D (f )) . then x = x1 . the inverse function. The concept of a one to one function is very important. if whenever f (x) = f (x1 ) . 1 − 1.1.11 For any function.1. Thus the degree of a polynomial is the largest exponent appearing on the variable. Then f g : R → R is given by f g (t) = t (1 + t) = t + t2 . g ◦ f : {t ∈ R : t ≥ −1} → R. 1 − 1. Deﬁnition 5. If f is one to one. Then √ g ◦ f (t) = 1 + (2t + 1) = 2t + 2 83 for t ≥ −1.1. it was necessary to fuss about the domain of g ◦ f because g is only deﬁned for certain values of t.1. f −1 (y) ≡ {x ∈ D (f ) : f (x) = y} .

f (x) = x2 − 2 y 2 1 x −2 −1 1 2 Deﬁnition 5. f (3) etc. 3. when referring to sequences.15 A function whose domain is deﬁned as a set of the form {k. R2 denotes the Cartesian product of R with R. The graph of f consists of the set.1. Example 5. etc. it is traditional to write f1 . f (k + 2) . k + 2.1. X × Y = {(x.14 Let f : D (f ) → R (f ) be a function. Thus you can consider f (k) .84 FUNCTIONS Deﬁnition 5. fk+1 the second and so forth. fk is called the ﬁrst term. · · ·} . {0. 1. To ﬁnd f (x) . In the above context. the Cartesian product of the two sets. 3. 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. Note that knowledge of the graph of a function is equivalent to knowledge of the function.1. f2 . Deﬁnition 5.16 Let {ak }k=1 be deﬁned by ak ≡ k 2 + 1. X and Y. The graph of f can be represented by drawing a picture as mentioned earlier in the section on Cartesian coordinates beginning on Page 49. instead of f (1) .13 Given two sets. y ¡ ¡ ¡ 2 1 x −2 −1 ¡ ¡ ¡ −2 ¡ ¡ 1 ¡ ¡ 2 Here is the graph of the function. · · ·} for k an integer is known as a sequence. y) : y = f (x) for x ∈ D (f )} . 2. It is also common to write the sequence. k + 1. y) : x ∈ X and y ∈ Y } . 2. etc. simply observe the ordered pair which has x as its ﬁrst element and the value of y equals f (x) . is assumed to be a set described as follows. the natural numbers consisting of {1. ∞ . written as X × Y. f (2) . Usually the domain of the sequence is either N. {(x. f (k + 1) . Also. · · ·} or the nonnegative integers. consider the picture of a part of the graph of the function f (x) = 2x − 1. ∞ not as f but as {fi }i=k or just {fi } for short.1. For example.

then letting bk = ank . Let f : R → R be deﬁned by f (t) ≡ t3 + 1. an+2 ≡ an + an+1 . . Then if bk ≡ ank . Suppose a1 = 1. an . suppose an = n2 + 1 .· · ·. n3 = 5. Find a7 . Find f −1 if possible. 2. 5. 8. when the ﬁrst several terms of the sequence are given and then a rule is speciﬁed which determines an+1 from knowledge of a1 . ··· 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 } . 6. Deﬁnition 5. A function. Find g ◦ f. Give the domains of the following functions. this is often not the case. it follows that f (x) < f (y) . n2 = 3.1.17 Let a1 = 1 and a2 = 1. a3 = 10. t 1. Are you able to guess a formula for the k th term of this sequence? 5. Example 5. 1. Thus a1 = 2. EXERCISES 85 This gives a sequence. 2 5. If n1 = 1. This particular sequence is called the Fibonacci sequence and is important in the study of reproducing rabbits.1. · · ·. are 1. However. and a3 = −1. a7 = a (7) = 72 + 1 = 50 just from using the formula for the k th term of the sequence. It is nice when sequences come to us in this way from a formula for the k th term. Let f : {t ∈ R : t = −1} → R be deﬁned by f (t) ≡ t t+1 . f : R → R is a strictly increasing function if whenever x < y.5. a2 = 3. Let g (t) ≡ 2. Assuming a1 . listed in order. This happens. it follows bk = (2k − 1) + 1 = 4k 2 − 4k + 2. Is f one to one? Can you ﬁnd a formula for f −1 ? 4. Include the domain of g ◦ f. an+1 are known. does f −1 always exist? Explain your answer. This rule which speciﬁes an+1 from knowledge of ak for k ≤ n is known as a recurrence relation. In fact. Thus the ﬁrst several terms of this sequence. (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 3.2. · · ·. · · ·.18 Let {an } be a sequence and let n1 < n2 < n3 . If f is a strictly increasing function. 3. Suppose also that for n ≥ 4 it is known that an = an−1 + 2an−2 + 3an−3 .2 Exercises √ 2 − t and let f (t) = 1 . {bk } is called a subsequence of {an } . For example. etc. Sometimes sequences are deﬁned recursively. nk = 2k − 1.

(a) f + g (b) f g (c) f 3 (d) f /g 10. 11. Draw the graph of the function f (x) = 13. t if t > 1 FUNCTIONS 8. Suppose an = 1 n x 1+x . Draw the graph of the function f (x) = x2 + 2x + 2. 12.86 7. and let nk = 2k . You will √ be able to show that there are two values of r which work. 1 15. If f : R → R and g : R → R are two one to one functions. a1 = 1 and a2 = 1 both hold. Find bk where bk = ank . Does it follow that g ◦ f is one to one? 9. 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 . satisfying f (x) − f in the domain of f ? 1 x = 3x which has both x and 1 x 17. an+2 ≡ an + an+1 of the form rn . Find all values of x where f (x) = 1 if there are any. the empty set. Let f (t) be deﬁned by f (t) = Find f −1 if possible. If Xi are sets and for some j. 2t + 1 if t ≤ 1 . 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. Verify carefully that Xi = ∅. which of the following are necessarily one to one on their domains? Explain why or why not by giving a proof or an example. R (f ) ⊆ D (g) . . n i=1 14. the nonzero real numbers. Does there exist a function f . Suppose f (x) + f x = 7x and f is a function deﬁned on R\ {0} . 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. Suppose f : D (f ) → R (f ) is one to one. Then you try to pick c and d such that the conditions. and g : D (g) → R (g) is one to one. d. Draw the graph of the function f (x) = x3 + 1. one of which is r = 1+2 5 . Xj = ∅. Does there exist any such function? 16.

Continuous functions are those in which a suﬃciently small change in x results in a small change in f (x) . there is a hole in the picture of the graph of this function and instead of ﬁlling in the hole with the appropriate value. For example. f (x0 ) is too large. They rule out things which could never happen physically. That is why it is called a nonremovable discontinuity or jump discontinuity.5. Here is another example. In Calculus. Making this restriction precise turns out to be surprisingly diﬃcult although many of the most important theorems about continuous functions seem intuitively clear. This is called a removable discontinuity because the problem can be ﬁxed by redeﬁning the function at the point x0 .3 Continuous Functions The concept of function is far too general to be useful by itself. .3. it is not possible for a car to jump from one point to another instantly. 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. CONTINUOUS FUNCTIONS 87 5. Now that pictures have been given of what it is desired to eliminate. 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. the most fundamental restriction made is to assume the functions are continuous. it is time to give the precise deﬁnition. 2 1 x −2 −1 y • c x0 1 2 You see. here are examples of graphs of functions which are not continuous at the point x0 .

In fact this statement in words is pretty much the way Cauchy described it. . He was also a good Catholic.88 FUNCTIONS The deﬁnition which follows. When he was a secondary school teacher. He also did research on many topics in mechanics and physics including elasticity. somewhat later produced the totally rigorous ε δ deﬁnition presented here. he wrote a paper which was so profound that he was granted a doctor’s degree. and many other topics. Eventually Cauchy learned many languages. He wrote several hundred papers which ﬁll 24 volumes. 2 Wilhelm Theodor Weierstrass 1815-1897 brought calculus to essentially the state it is in now. Consider the second nonremovable discontinuity. Cauchy was one of the most proliﬁc mathematicians who ever lived. 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. The need for rigor in the subject of calculus was only realized over a long period of time. In sloppy English this deﬁnition says roughly the following: A function.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. This deﬁnition does indeed rule out the sorts of graphs drawn above.3. More than anyone else. Cauchy invented the subject of complex analysis. 1 Augustin Louis Cauchy 1789-1857 was the son of a lawyer who was married to an aristocrat. He made fundamental contributions to partial diﬀerential equations. 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. After the reign of terror. Cauchy gave the deﬁnition in words and Weierstrass. A function. f is continuous if it is continuous at every point of D (f ) . The completely rigorous deﬁnition above is due to Weierstrass. He also discovered some pathological examples such as space ﬁlling curves. Deﬁnition 5. calculus of variations. Notwithstanding his great achievments he was not known as a popular teacher. optics and astronomy. He is also credited with giving the ﬁrst rigorous deﬁnition of continuity. 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. He married in 1818 and lived for 12 years with his wife and two daughters in Paris till the revolution of 1830. complex analysis. Cauchy was educated at ﬁrst by his father who taught him Greek and Latin. 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. 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.

(x − δ. Now let δ > 0 be completely arbitrary. y ∈ (x − δ. |f (y) − f (x)| < ε. between x0 − δ and x0 where f (x) < 2 + ε. ﬁrst show it is not continuous at x if x = 0. In the interval. x. letting y1 . Example 5. CONTINUOUS FUNCTIONS The removable discontinuity case is similar. x + δ).2 Let f (x) = x if x is rational . In particular. there will be points. y1 such that |y1 | > |x| and irrational numbers. 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. 0 if x is irrational This function is continuous at x = 0 and nowhere else. x + δ) there are rational numbers. Therefore. Take such an x and let ε = |x| /2. The other thing to notice is that the concept of continuity as described in the deﬁnition is a point property.5. Thus |f (y1 ) − f (y2 )| = |y1 | > |x| . for these values of x. |f (x) − f (x0 )| > ε. there would exist δ > 0 such that for every point. That is to say it is a property which a function may or may not have at a single point.3. Here is an example. y2 .3. To verify the assertion about the above function. Similar reasoning shows it excludes the removable discontinuity case as well. This is why it is so important to use the deﬁnition. the deﬁnition of continuity given above excludes the situation in which there is a jump in the function. If f were continuous at x. But then. There are many ways a function can fail to be continuous and it is impossible to list them all by drawing pictures.

f (x) = −5x + 10 is continuous at x = −3.3 Show the function. |−5x + 10 − (25)| = 5 |x − (−3)| . .4 Show the function.3. let 0 < δ ≤ 1 ε. To see f is continuous at 0. |x| < |y1 | = |f (y1 ) − f (y2 )| ≤ |f (y1 ) − f (x)| + |f (x) − f (y2 )| < 2ε = |x| . it follows from this inequality that 1 |−5x + 10 − (25)| = 5 |x − (−3)| < 5 ε = ε.90 and y2 be as just described. Then if |y − 0| < δ = ε. Then if 0 < |x − (−3)| < 5 δ. 1√ 2 √ |x − 5| ≤ 22 |x − 5| 11 2x + 12 + 22 √ whenever |x − 5| < 1 because for such x. If ε > 0 is given. FUNCTIONS which is a contradiction. The choice of δ for a particular ε is usually arrived at by using intuition. it follows |f (y) − f (0)| < ε and so f is continuous at x = 0. Here is another example. 2x + 12 > 0. let ε > 0 be given and let δ = ε. the actual ε δ argument reduces to a veriﬁcation that the intuition was correct. Now consider: √ 2x + 12 − √ 22 = √ 2x + 12 − 22 √ 2x + 12 + 22 √ 2x + 12 is continuous at x = 5. Example 5. 5 Sometimes the determination of δ in the veriﬁcation of continuity can be a little more involved. Now let ε > 0 be given. Consider the following. Then if |x − 5| < δ.3. whenever |y − 0| < δ. Since a contradiction is obtained by assuming that f is continuous at x. Here is another example. To do this. all the inequalities above hold and =√ √ 2x + 12 − √ √ 2 ε 22 2 = ε. it must be concluded that f is not continuous there. ε 222 . Then |f (y) − f (0)| = 0 if y is irrational |f (y) − f (0)| = |y| < ε if y is rational. either way.5 Show f (x) = −3x2 + 7 is continuous at x = 7. Choose δ √ such that 0 < δ ≤ min 1. 22 ≤ √ |x − 5| < √ 22 22 2 Exercise 5. How did I know to let δ = ε? That is a very good question. Example 5. f (x) = First note f (5) = √ 22. This allows one to ﬁnd a suitable δ.3. note ﬁrst that f (−3) = 25 and it is desired to verify the conditions for continuity.

SUFFICIENT CONDITIONS FOR CONTINUITY First observe f (7) = −140. it follows that −3x2 + 7 − (−140) ≤ 3 ((1 + 7) + 7) |x − 7| = 3 (1 + 27) |x − 7| = 84 |x − 7| .4. af + bg is continuous at x when f . 91 If |x − 7| < 1. |x| = |x − y + y| ≤ |x − y| + |y| and so |x| − |y| ≤ |x − y| . Now −3x2 + 7 − (−140) = 3 |x + 7| |x − 7| ≤ 3 (|x| + 7) |x − 7| . and g is continuous at f (x) . it follows ε = ε. 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 g ◦ f is continuous at x. They made fundamental contributions to the calculus of variations and to mechanics and astronomy. 4. you will have learned some very profound ideas even if they did originate in the eighteenth century.4. 84 . g (x) = 0. However. Don’t be discouraged by these historical observations. f (x) ∈ D (g) ⊆ R. If f and g are each real valued functions continuous at x. The fourth claim is veriﬁed as follows. then f g is continuous at x. 3.1 The following assertions are valid for f. 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) . ε Now let ε > 0 be given. you should try a few of them because until you master this concept. 1. Therefore. then f /g is continuous at x. If you are able to master calculus as understood by Lagrange or Laplace3 . 84 These ε δ proofs will not be emphasized any more than necessary. If. it follows from the version of the triangle inequality which states ||s| − |t|| ≤ |s − t| that |x| < 1 + 7. 2. g functions and a. 3 Lagrange and Laplace were two great physicists of the 1700’s. if |x − 7| < 1. . For the third claim. g are continuous at x ∈ D (f ) ∩ D (g) and a. The function. Choose δ such that 0 < δ ≤ min 1.5. −3x2 + 7 − (−140) ≤ 84 |x − 7| < 84 5. g (f (y)) is close to g (f (x)) . in addition to this. The proof of this theorem is in the last section of this chapter but its conclusions are not surprising. Then for |x − 7| < δ. you will not really understand calculus as it has been understood for approximately 150 years. b numbers. If f is continuous at x.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. given by f (x) = |x| is continuous. before the need for rigor was realized. b ∈ R. The function f : R → R. Theorem 5. 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.

if |y − x| is suﬃciently small.1 The functions. Therefore. It follows that for θ small and positive. whenever |θ| is small enough. Then if |θ| < δ. cos y − cos x = cos (y − x) cos x − sin (x − y) sin x − cos x and so. then −θ = |θ| > 0 and −θ ≥ sin (−θ) . sin2 θ ≥ sin2 θ 1 − cos2 θ = = 1 − cos θ ≥ 0. one can take δ = ε and obtain that for |x − y| < δ = ε. 1 − cos θ + sin θ ≥ θ ≥ sin θ.5 Continuity Of Circular Functions The functions sin x and cos x are often called the circular functions. Now let ε > 0 be given and take δ = ε.4 on Page 59 the following inequality is valid for small positive values of θ.92 Similarly. cos and sin are continuous.2) that if |θ| < δ. Therefore. note that for |θ| < π/2. since |cos x| . It follows from (5. then |sin θ| < ε. From the ﬁrst part of this theorem. Next. 1 + cos θ 1 + cos θ (5. If θ < 0. Proof: First it will be shown that cos and sin are continuous at 0. both of these last two terms are less than ε/2 and this proves cos is continuous at x. 5. f (x) = |x| . then ε > 1 − cos θ ≥ 0. ||x| − |y|| ≤ |x − y| . This proves these functions are continuous at 0. given ε > 0 there exists δ > 0 such that if |θ| < δ. showing sin is continuous at 0. sin x) is a point on the unit circle. |θ| ≥ |sin θ| . cos θ ≥ 0 and so for such θ. FUNCTIONS It follows that if ε > 0 is given. By Corollary 3. Theorem 5. it follows |sin θ − 0| = |sin θ − sin 0| = |sin θ| ≤ |θ| < δ = ε.5. |sin x| ≤ 1.5. ||x| − |y|| ≤ |x − y| < δ = ε which shows continuity of the function. This is because for each x ∈ R. The proof that sin is continuous is left for you to verify. Therefore. |θ| ≥ |sin θ| = sin θ. But then this means |sin θ| = − sin θ = sin (−θ) ≤ −θ = |θ| in this case also.2) From the ﬁrst part of√ this argument for sin. . Now y = (y − x) + x and so cos y = cos (y − x) cos x − sin (x − y) sin x. |cos y − cos x| ≤ ≤ |cos x (cos (y − x) − 1)| + |sin x| |sin (y − x)| |cos (y − x) − 1| + |sin (y − x)| . |y| − |x| ≤ |x − y| . (cos x.

Let f (x) = 1 if x ∈ Q and consider g (x) = f (x) sin x. In this case. Now try to complete the argument by letting δ ≤ min (1. Let f (x) = 1 x2 +1 . Hint: First show the function given as f (x) = x is continuous and then use the theorem. Let f (x) = 2x + 7. 3.5. The symbol. Let f (x) = x show f is continuous at every value of x in its domain. Then show it is continuous at every point. Hint: |f (x) − f (3)| = x2 + 1 − (9 + 1) = |x + 3| |x − 3| . 11. 5. Show f is continuous at x = 1. √ 9. Note that if one δ works in the deﬁnition.6. 2. Thus if |x − 3| < 1. Hint: You might want to make use of the identity. 10. 8. Let f (x) = 2x2 + 1. 6. . ε/4) . Show f is continuous at every value of x. Show f is continuous at x = 2. 4.6 Exercises 1.4. Let f (x) = x2 + 1. |x| < 1 + 3 = 4 and so |f (x) − f (3)| < 4 |x − 3| . Show f is continuous at every point. Proofs of these theorems are in the last section at the end of this chapter.1. Hint: You need to let ε > 0 be given. then so does any smaller δ. it follows from the triangle inequality. you should try δ ≤ ε/2. Hint: Review the two versions of the triangle inequality for absolute values. Show f is continuous at x = 4.7 Properties Of Continuous Functions Continuous functions have many important properties which are consequences of the completeness axiom. Determine where g is 0 if x ∈ Q / continuous and explain your answer. Let f (x) = |2x + 3|. Show f is continuous at every point x. Show sin is continuous. show all polynomials are continuous and that a rational function is continuous at every point of its domain. Show f is continuous at x = 3. Let f (x) = x2 + 1. min means to take the minimum of the two numbers in the parenthesis. 5. Let f (x) = x2 + 2x. EXERCISES 93 5. Using Theorem 5. √ x− √ y=√ x−y √ x+ y at some point in your argument. 7.

f.7. You see this taking place in the above picture where the line and the graph of the function cross.94 FUNCTIONS The next theorem is called the intermediate value theorem and the following picture illustrates its conclusion.1 and Problem 9 on Page 93 it follows √ easily that the function. The proof of this lemma is in the last section of this chapter in case you are interested. Nevertheless.4 Let φ : [a. it follows f (x) > f (y) . 2 This example illustrates the use of this major theorem very well. The x value at this point is the one whose existence is guaranteed by the theorem. Then there exists x ∈ (a. Therefore. b] → R is continuous and suppose f (a) < c < f (b) . Lemma 5.3 A function. deﬁned on some interval is strictly increasing if whenever x < y.) Now if your function is continuous (having no jumps) and is one to one. It may seem this is obvious but without completeness the conclusion of the theorem cannot be drawn.7. y c x a b You see in the picture there is a horizontal line. the above picture makes this theorem very easy to believe. This lemma is not real easy to prove but it is one of those things which seems obvious. b) such that f (x) = c.7. for it to fail would be incredible. f (0) = 7 > 0 while f 5π 2 = 5π 2 4 +7− 5π 2 3 sin 5π 2 which is approximately equal to −422. √ Example 5. given √ by f (x) = x4 + 7 − x3 sin x is continuous. by the intermediate value theorem there must exist x ∈ 0. Deﬁnition 5. You should draw a picture of the graph of a strictly increasing or decreasing function from the deﬁnition. 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. 5π such that f (x) = 0. It gives the existence of a certain point. it follows f (x) < f (y) . 731 331 831 631 6 < 0. It says something exists but it does not tell how to ﬁnd it. 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.4. f. 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. . 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. The function is strictly decreasing if whenever x < y. b] → R be a one to one continuous function. Theorem 5. Then φ is either strictly increasing or strictly decreasing.2 Does there exist a solution to the equation x4 + 7 − x3 sin x = 0? By Theorem 5.7. (This is called the horizontal line test. Also.

d] → [a.7. d) and f −1 : (c. Then you notice this inside doll also comes apart in the center. k + 1. neither will the new graph. and (5. d] and f −1 : [c. In Russia there is a kind of doll called a matrushka doll. Thus c ∈ Ik for every k and this proves the lemma. it becomes possible to prove the following lemma which shows a function continuous on a closed interval in R is bounded. Of course. b] → R is one to one and continuous. This corollary is not too surprising either. not to the drawing of pictures. if k ≤ l. d) → (a. The next corollary follows from the above. b] is continuous. The proof of this corollary is the same as the proof of the lemma. this implies ak ≤ ak+1 . Then there exists a point. it is at least as large as the least upper bound. b) is an open interval. This is why there is a proof in the last section of this chapter. (c. the ﬁrst containing the second. bk and suppose that for all k = 1. b) is continuous. To view the graph of the inverse function. bk is an upper bound to al : l = k. Proof: Since Ik ⊇ Ik+1 . With the nested interval lemma.5.5) for each k = 1.5 Let φ : (a. If this went too fast.7. then f ([a. It involves a sequence of intervals.4). · · ·. b) → R be a one to one continuous function. · · · . the reason for the last inequality in (5. 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.3) (5.7. The nested interval lemma is like a matrushka doll except the process never stops. Consequently. Consider the intervals Ik ≡ (0. PROPERTIES OF CONTINUOUS FUNCTIONS 95 Corollary 5. This is really quite a remarkable result and may not seem so obvious. b) → R be one to one and continuous. This goes on quite a while until the ﬁnal doll is in one piece. 2.7. 2. if f : [a. Corollary 5. Separating the two halves you ﬁnd an identical doll inside. c ≡ sup al : l = 1.6 Let f : (a. Lemma 5. b]) is a closed interval.7 Let Ik = ak . 2 · · · . 1/k) . Also. bk ≥ bk+1 . Then φ is either strictly increasing or strictly decreasing.4) By the ﬁrst inequality in (5. simply turn things on the side and switch x and y. · · · ≤ bk (5. you ﬁnd yet another identical doll inside. The fundamental question is whether there exists a point in all the intervals. the second containing the third. · · · ak ≤ c = sup al : l = k. Separating the two halves.3). c ∈ R which is an element of every Ik . the concept of continuity is tied to a rigorous deﬁnition. You pick it up and notice it comes apart in the center. Ik ⊇ Ik+1 . 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. k + 1. If the original graph has no jumps in it. . Now deﬁne al ≤ al ≤ bl ≤ bk .4) (5.5) is that from (5. [c. Then f (a. Thus the only candidate for being in all the intervals is 0 and 0 has been left out of them all. the third containing the fourth and so on. Therefore.

there must exist some x ∈ I such that f (x) = M. If for −1 1 all x ∈ I. Therefore.10 Let I = [a. x. b] and let f : I → R be continuous. By the nested interval lemma. it follows that f must fail to be bounded on at 2 least one of these sets.1. Theorem 5. Clearly. Let I1 be one of these on which f is not bounded. 1) . the function. you could consider the function h (x) = M − f (x) . Example 5. Since M is the least upper bound of f (I) there exist points. Then use what was just proved to conclude h achieves its maximum at some point. Consider the two sets. contrary to Lemma 5. The same function deﬁned on [. y ∈ I2 |x − y| ≤ 2−1 b−a ≤ 2−2 (b − a) .9 Let f (x) = 1/x for x ∈ (0. then |f (c) − f (y)| < 1. This proves the theorem. Then f achieves its maximum and its minimum on I. by continuity. That is there exist numbers. y. then by Theorem 5. |c − y| < δ and so (5. . But this implies that for all y ∈ Ik . Also. Ik such that Ik ⊇ Ik+1 and for any two points in Ik . x1 . Consequently. 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. m ≤ f (x) ≤ M. The argument for the minimum is similar.7. g (x) ≡ (M − f (x)) = M −f (x) is continuous on I.8 f (I) has a least upper bound. there exists a δ > 0 such that if |c − y| < δ. |x − y| ≤ 2−k (b − a). g is not bounded above. x. b] . x1 . (5. f is not bounded. 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. Then f is bounded. M.96 FUNCTIONS Lemma 5. f (x) = M.8. m and M such that for all x ∈ [a.000001.6) Let k be so large that 2−k (b − a) < δ.7. 2 Continue in this way obtaining sets.7. c which is contained in each Ik . Alternatively.6) holds for all such y. |f (y)| ≤ |f (c)| + 1 which shows that f is bounded on Ik contrary to the way Ik was chosen. x2 ∈ I such that for all x ∈ I. a. The next theorem is known as the max min theorem or extreme value theorem.7. Since f is not bounded on I0 .there exists a point. Now do to I1 what was done to I0 to obtain I2 ⊆ I1 and for any two points. This means there exist. This contradiction proves the lemma. f (x1 ) ≤ f (x) ≤ f (x2 ) . Then for every y ∈ Ik . Proof: Let I ≡ I0 and suppose f is not bounded on I0 . b] and let f : I → R be continuous.4. 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.8 Let I = [a.7. Proof: By completeness of R and Lemma 5. This proves f achieves its maximum. b . x ∈ I such that (M − f (x)) is as small as desired. a+b 2 and a+b .

5. Note that f is not necessarily deﬁned at x. Show that even though f (0) < 0 and f (2) > 0.1 Let f : D (f ) ⊆ R → R be a function where D (f ) ⊇ (x − r. |L − f (y)| < ε.9 Limits Of A Function A concept closely related to continuity is that of the limit of a function. x + r) for some r > 0. 1) ∪ (1. 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. Let f (x) = x − 2 for x ∈ Q.9. f (x) = x7 − 8. EXERCISES 97 5. Hint: Look for discontinuous functions satisfying the horizontal line test. Give an example of a continuous function deﬁned on (0. If everything is the same as the above. 1) which does not achieve its maximum on (0. For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ. Give an example of a continuous function deﬁned on (0. there is no point in Q where f (x) = 0. 2] which is positive at 2. Deﬁnition 5. 1) . except y is required to be larger than x and f is only required to be deﬁned on (x. x + r) . the number you get on your √ calculator is wrong. 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. 5. x) ∪ (x. You supply the details. 1] which is bounded but does not achieve either its maximum or its minimum. show that the conclusion of the intermediate value theorem could no longer be obtained. It has been known since the time of Pythagoras that 2 is irrational.5. In fact. √ 7.8 Exercises 1. . That is. √ 6. Why does it exist? Hint: Use the intermediate value theorem on the function. 4. Then y→x lim f (y) = L if and only if the following condition holds. then the notation is y→x+ lim f (y) = L. negative at 0 but is not equal to zero for any value of x. then. Hint: Try f (x) = x2 − 2. Give an example of a function which is one to one but neither strictly increasing nor strictly decreasing. Give an example of a continuous function deﬁned on [0. Give an example of a discontinuous function deﬁned on [0. 3. Do you believe in 7 8? That is.8. If you throw out all the irrational numbers. does there exist a number which multiplied by itself seven times yields 8? Before you jump to any conclusions. the rational numbers. 2. Does this contradict the intermediate value theorem? Explain. √ 8. your calculator does not even know about 7 8.

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. x→∞ lim f (x) = L if for every ε > 0 there exists l such that whenever x > l.with the same conditions above. More precisely: . Of course nothing is “close” to inﬁnity and so this requires a slightly diﬀerent deﬁnition.7) holds. Proof: Let ε > 0 be given. y→x− Limits are also taken as a variable “approaches” inﬁnity. Roughly speaking. 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 5.6. Another concept is that of a function having either ∞ or −∞ as a limit. then |f (y) − L| < ε. |f (y) − L1 | < ε. There exists δ > 0 such that if 0 < |y − x| < δ. (5. for such y. The following pictures illustrate some of these deﬁnitions. c b a s c c c b s c x x In the left picture is shown the graph of a function. |f (x) − L| < ε and x→−∞ (5. |L − L1 | ≤ |L − f (y)| + |f (y) − L1 | < ε + ε = 2ε. limy→x f (y) = b. In this case. the limit of the function equals ∞ if the values of the function are ultimately larger than any given number. then L = L1 .98 FUNCTIONS If f is only required to be deﬁned on (x − r. In the second picture. the values of the function do not ever get close to their target because nothing can be close to ±∞.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. this shows L = L1 .9. x) and y is required to be less than x. Since ε > 0 was arbitrary. The value of a function at x is irrelevant to the value of the limit at x! This must always be kept in mind. Therefore. this is equivalent to f being continuous at x. we write lim f (y) = L. Theorem 5.2 If limy→x f (y) = L and limy→x f (y) = L1 . You do not evaluate interesting limits by computing f (x)! In the above picture. Note the value of the function at x equals c while limy→x+ f (y) = b and limy→x− f (y) = a.9.

Then if a.11) Suppose limy→x f (y) = L. it follows from (5. |f g (y) − LK| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] .9. b ∈ R. then limy→x f (x) = ∞ if for every number l. then f (x) > l. δ 2 ). limx→∞ f (x) = ∞ if for all k. and the triangle inequality. |g (y) − K| < .8) y→x y→x lim f g (y) = LK f (y) L = . Next consider (5. (5. 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. (5.9. Therefore. then L ≤ a and if f (y) ≥ a then L ≥ a.12) Then letting 0 < δ ≤ min (δ 1 . there exists δ > 0 such that whenever |y − x| < δ. are deﬁned similarly. It is like a corresponding theorem for continuous functions. Let ε > 0 be given.10) Also. . if h is a continuous function deﬁned near L.9) and if K = 0. Suppose limy→x f (y) = L and limy→x g (y) = K where K and L are real numbers in R. It may seem there is a lot to memorize here.3 If f (x) ∈ R.8) is left for you. If f (y) ≤ a all y of interest. 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (5. There exists δ 1 such that if 0 < |y − x| < δ 1 .13) that |f g (y) − LK| < ε and this proves (5. then y→x lim h ◦ f (y) = h (L) . In fact. for 0 < |y − x| < δ1 . Limits as x → ±∞ and one sided limits are handled similarly.13) Now let 0 < δ 2 be such that for 0 < |x − y| < δ 2 . One sided limits and limits as the variable approaches −∞. lim (af (y) + bg (y)) = aL + bK.4 In this theorem.5. then |f (y) − L| < 1. and so for such y. g (y) K (5. Then by the triangle inequality.9. |f (y) − L| < ε ε . there exists l such that f (x) > k whenever x > l. Theorem 5.10) is left to you.9). The proof of (5.9). Proof: The proof of (5. LIMITS OF A FUNCTION 99 Deﬁnition 5. (5. |f (y)| < 1 + |L| . y→x lim (5. the symbol. |f g (y) − LK| ≤ |f g (y) − f (y) K| + |f (y) K − LK| ≤ |f (y)| |g (y) − K| + |K| |f (y) − L| . limy→x denotes any of the limits described above. this is not so because all the deﬁnitions are intuitive when you understand them.

They are minor modiﬁcations of the above.9.9. then |f (y) − L| < η. Now let ε > 0 be given. then |g (x) − L| < ε/2. Then x→a lim h (x) = L. it follows that for ε > 0 given. if 0 < |x − a| < δ. f (x) ≤ h (x) ≤ g (x) . b). If L < h (x) . Letting 0 < δ ≤ min (δ 1 . then |h (x) − L| ≤ |g (x) − L| . Assume f (y) ≤ a. b]. This proves the theorem. b] . δ 2 ). then |h (x) − L| ≤ |f (x) − L| . There exists δ 1 such that if 0 < |x − a| < δ 1 . Letting ε be small enough that a < L − ε. The same theorem holds for one sided limits and limits as the variable moves toward ±∞.6 For f : I → R. If this is not true. (a. A very useful theorem for ﬁnding limits is called the squeezing theorem. or [a. L + ε) which requires f (y) > a contrary to assumption. and I is an interval of the form (a. [a. then |h (x) − L| ≤ |f (x) − L| + |g (x) − L| < ε/2 + ε/2 = ε. Theorem 5. Proof: You ﬁll in the details. there exists δ > 0 such that if 0 < |y−x| < δ. Proof: If L ≥ h (x) . The proofs are left to you. it follows that ultimately. b) . f (y) ∈ (L − ε. if 0 < |y−x| < δ. Therefore. |h (x) − L| ≤ |f (x) − L| + |g (x) − L| .5 Suppose limx→a f (x) = L = limx→a g (x) and for all x near a. then f is continuous at x ∈ I if and only if limy→x f (y) = f (x) . there exists η > 0 such that if |y−L| < η. Theorem 5. |f (x) − L| < ε/2 and there exists δ 2 such that if 0 < |x − a| < δ 2 . It is required to show that L ≤ a.100 FUNCTIONS Consider (5. Therefore. It only remains to verify the last assertion. Since h is continuous near L.11). then |h (y) − h (L)| < ε Now since limy→x f (y) = L. |h (f (y)) − h (L)| < ε. Compare the deﬁnition of continuous and the deﬁnition of the limit just given. for y close enough to x. then L > a. .

**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 do for I1 what was done for I0 . b] is sequentially compact. Here is the deﬁnition. The notion of uniform continuity involves being able to choose a single δ which works on the whole domain of f. there exists a δ depending only on ε such that if |x − y| < δ then |f (x) − f (y)| < ε. If limn→∞ an = a. Then f is uniformly continuous if for every ε > 0.1. 1) . the δ needed in the ε. 30. for a given ε > 0. However. . 5. does it follow that limn→∞ |an | = |a|? Prove or else give a counter example. Theorem 5.5. you can assume f (xn ) → f (x) and f (yn ) → f (x). δ deﬁnition of continuity becomes very small as x gets close to 0.3 Every closed interval. Split it in half and let I2 be the interval which contains xn for inﬁnitely many values of n. At least one of these intervals contains xn for inﬁnitely many values of n. Show this requires that f (x) = 0. K ⊆ R is sequentially compact if whenever {an } ⊆ K is a sequence. This is discussed in this section. (a) (b) n5 1. Consider the two intervals a. Show the following converge to 0. This is a continuous function because. b] . b] ≡ I0 .13. It is an amazing fact that under certain conditions continuity implies uniform continuity. Hint: Let en ≡ n n − 1 so that (1 + en ) = n. This proves the theorem. Deﬁnition 5. By continuity. n3 such that n3 > n2 and xn3 ∈ I3 . Furthermore. 1) .13.1 Let f : D ⊆ R → R be a function. it is continuous at every point of (0. (This can be done because in each case the intervals contained xn for inﬁnitely many values of n. Now pick n1 such that xn1 ∈ I1 . This n 2 nice approach to establishing this limit using only elementary algebra is in Rudin [14].13 Uniform Continuity There is a theorem about the integral of a continuous function which requires the notion of 1 uniform continuity. xn → x and yn → x such that f (xn ) < 0 and f (yn ) > 0.01n 10n n! √ √ n 32.13.13. UNIFORM CONTINUITY 113 argue there exist sequences. Prove limn→∞ n n = 1. b each of 2 2 which has length (b − a) /2.) By the nested interval lemma there exists a point. n2 such that n2 > n1 and xn2 ∈ I2 . |xnk − c| < (b − a) 2−k and so limk→∞ xnk = c ∈ [a. by Theorem 5. Now observe that en > 0 and use the binomial theorem to conclude 1 + nen + n(n−1) e2 ≤ n. Consider the function f (x) = x for x ∈ (0. Deﬁnition 5. {ank } such that this subsequence converges to a point of K. there exists a subsequence. [a.2 A set. Proof: Let {xn } ⊆ [a. c contained in all these intervals. Continue this way obtaining a sequence of nested intervals I0 ⊇ I1 ⊇ I2 ⊇ I3 · ·· where the length of In is (b − a) /2n . a+b and a+b . 31.4. etc. The following theorem is part of the Heine Borel theorem. Call this interval I1 .

k→∞ an obvious contradiction. · · ·. 4. ∞) → R given by f (x) = x . I = [a. n Now since K is sequentially compact.114 FUNCTIONS Theorem 5. A function. k Consequently. |f (xδ ) − f (yδ )| ≥ ε. Theorem 5. Show every Lipschitz function is uniformly continuous. show that yn → z also. 5. |xn − yn | < 1 . there exists ε > 0 such that for every δ > 0 there exists a pair of points. 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”. Consider f : (1. 5. K such that |f (x) − f (y)| ≤ K |x − y| for all x. |f (xn ) − f (yn )| ≥ ε. ( xnk is like a person walking toward a certain point and ynk is like a dog on a leash which is constantly getting shorter. Proof: If this is not true. Show f is uniformly continuous even though the set on which f is deﬁned is not sequentially compact. 1/3. Explain why.15 Theorems About Continuous Functions In this section.14 Exercises 1. {xnk } such that xnk → z ∈ K. The following corollary follows from this theorem and Theorem 5. 1/2. there exists a subsequence. xδ and yδ such that even though |xδ − yδ | < δ. ynk → z also. Obviously ynk must also move toward the point also. Now nk ≥ k and so 1 |xnk − ynk | < .5 Suppose I is a closed interval.15.13. 1 3. Then f is uniformly continuous. 0 = |f (z) − f (z)| = lim |f (xnk ) − f (ynk )| ≥ ε. 2. the theorem must be true. y ∈ D.4 Let f : K → R be continuous where K is a sequentially compact set in R. f : D ⊆ R → R is Lipschitz continuous or just Lipschitz for short if there exists a constant. You should give a precise proof of what is needed here. Then f is uniformly continuous on K. Taking a succession of values for δ equal to 1. and letting the exceptional pair of points for δ = 1/n be denoted by xn and yn .13.) By continuity of f and Problem 12 on Page 111. b] and f : I → R is continuous.1 The following assertions are valid . If |xn − yn | → 0 and xn → z. Corollary 5. If f is uniformly continuous.3. proofs of some theorems which have not been proved yet are given.13. Therefore.

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

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

Then if |x−z| < δ and z ∈ D (g ◦ f ) ⊆ D (f ) . f (yn ) ≥ c. Lemma 5. From continuity of f at x.3 Let φ : [a. it follows that |g (y) − g (f (x))| < ε. the above inequality does not hold. If for some other pair of points. b) .5.15. Then there exists x ∈ (a. This proves part 4. Now |xn − x| ≤ (b − a) 2−n and |yn − x| ≤ (b − a) 2−n and so xn → x and yn → x.15. d] and [d. all the above hold and so |g (f (z)) − g (f (x))| < ε. d] . then there exists x1 < y1 . (For the last step. x2 < y2 with x2 . b] → R be a continuous function and suppose φ is 1 − 1 on (a. Theorem 5. If φ is not strictly decreasing on (a. x1 . then on [a.) and completes the proof of the theorem. b] . let ε > 0 be given and let δ = ε. Next here is a proof of the intermediate value theorem. divide it in half as was done for the original interval and argue that on one of these smaller intervals. Proof: Let d = a+b and consider the intervals [a. Then if |x−y| < δ. let xn . n→∞ Consequently f (x) = c and this proves the theorem. Let xt ≡ tx1 + (1 − t) x2 and yt ≡ ty1 + (1 − t) y2 . Then xt < yt for all t ∈ [0. Then φ is either strictly increasing or strictly decreasing on [a. 1] because tx1 ≤ ty1 and (1 − t) x2 ≤ (1 − t) y2 . b) . THEOREMS ABOUT CONTINUOUS FUNCTIONS 117 |y−f (x)| < η and y ∈ D (g) . y2 ∈ (a. (φ (y2 ) − φ (x2 )) (y2 − x2 ) < 0.). y1 ∈ (a. b). In the nth interval. yn be elements of this interval such that f (xn ) ≤ c. 2 the function is ≤ c at one end point and ≥ c at the other. f (x) − c = lim (f (xn ) − c) ≤ 0 n→∞ while f (x) − c = lim (f (yn ) − c) ≥ 0. Next apply the nested interval lemma to get x in all these intervals. Now consider that interval. b] . Pick the interval on which f has values which are at least as large as c and values no larger than c. if f (d) ≤ c.) To verify part 4. Proof: First it is shown that φ is either strictly increasing or strictly decreasing on (a. b] f ≥ 0 at one end point and ≤ 0 at the other. there exists δ > 0 such that if |x−z| < δ and z ∈ D (f ) . If f (d) ≥ c. b) such that (φ (y1 ) − φ (x1 )) (y1 − x1 ) > 0. then |f (z) − f (x)| < η. b) such that f (x) = c.2 Suppose f : [a. see Problem 12 on Page 111). b] → R is continuous and suppose f (a) < c < f (b) . the function has values at least as large as c and values no larger than c. Continue in this way. the triangle inequality implies |f (x) − f (y)| = ||x| − |y|| ≤ |x−y| < δ = ε. then on [d. This proves part 3. b). Therefore. On the other hand. then since φ is 1 − 1.15.

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

It is positive because the object is moving in the positive direction.5.01) + (. Thus the velocity at t = .5) + (.5 + h] to get 30 (. 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. from −10 to 21. the object is at 21 kilometers. 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.1 Velocity Imagine an object which is moving along the real line in the positive direction and that at time t > 0.0001) − 30 (. this average velocity would be pretty close to the thing which deserves to be called the instantaneous velocity at t = . .5 + .5) 2 2 /. What number does this average get close to as h gets smaller and smaller? Clearly it gets close to 31 and for this reason. It came out positive because the object moved in the positive direction along the real line.000001 instead of just .0001. the position of the object is r (t) = −10 + 30t + t2 where distance is measured in kilometers and t in hours.0001] .0001 = 30 (. 000 1 Of course. you would expect to be even closer using a time interval of length .5) 2 2 /h = 30 + 2 (.5 is deﬁned as 31.5 + h) + (.5 + . the object is at the point −10 kilometers and when t = 1. the number would be negative. The average velocity during this time is the distance traveled divided by the elapsed time. In general.5 + h) − 30 (. Thus at t = 0. 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 + . The notion just described of ﬁnding an instantaneous velocity has a geometrical application to ﬁnding the slope of a line tangent 119 . Thus the average velocity would be 21−(−10) = 31 1 kilometers per hour.5 hours.Derivatives 6.5 would be close to (r (. the velocity at time . if considering the average velocity of the object on the interval [.0001) − r (.5)) /.5 + .0001 = 31. If the object were moving in the negative direction.5) + h.5. . For example. [.5) − (. Thus in this case form the average velocity on the interval.

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

Proof: Suppose ε > 0 is given and choose δ 1 > 0 such that if |h| < δ 1 . Letting y = h + x. this lack of diﬀerentiability is manifested by there being a pointy place in the graph of y = |x| at x = 0. Find f (x) .3 Let f (x) = c where c is a constant. the pointy places don’t have derivatives. f (x + h) − f (x) c−c = =0 h h Therefore.2. Geometrically. See Problem 18 on Page 103.2. THE DERIVATIVE Theorem 6. f (x + h) − f (x) − f (x) < 1. 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. f (h) − f (0) h lim = lim =1 h→0+ h→0+ h h while f (h) − f (0) −h = lim = −1. 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. 1+|fε (x)| it follows if |h| < δ.2. . h→0− h→0− h h lim Thus the two limits. does not mean f has a derivative. this shows that if |y − x| < δ. h then for such h. It is very important to remember that just because f is continuous. In short.6.4 Let f (x) = cx where c is a constant. |f (y) − f (x)| < ε 121 which proves f is continuous at x. then f is continuous at x.2. Now letting δ < min δ 1 . h→0 lim f (x + h) − f (x) = lim 0 = 0 h→0 h Example 6. Set up the diﬀerence quotient. Example 6. then |f (x + h) − f (x)| < ε. The following picture describes the situation. the triangle inequality implies |f (x + h) − f (x)| < |h| + |f (x)| |h| . Find f (x) .2 If f (x) exists. To see this.

9) f (t) .8) Written with a slight abuse of notation. h h h Therefore.5 Let f (x) = x for x > 0. (6. The formula. (af + bg) (t) = af (t) + bg (t) . (6. Written with a slight abuse of notation. g (t) = cf (ct) . g g 2 (t) Formula (6.6 Let a. √ x+h− x x+h−x √ = √ h h x+h+ x 1 =√ √ x+h+ x √ Set up the diﬀerence quotient.7) (6.4) (6. Then the following formulas are obtained. f (x + h) − f (x) c (x + h) − cx ch = = = c. If f is diﬀerentiable at ct where c = 0. Then (gp ) (t) = pf (t) p−1 p (6. b − c) and g (t) = f (t + c) .6) (6.2. then g is diﬀerentiable on (a − c. assume f (t) = 0.5) If f is diﬀerentiable on (a. f (x + h) − f (x) = h and so h→0 lim f (x + h) − f (x) 1 1 = lim √ √ = √ . let gp (t) ≡ f (t) . (f (ct)) = cf (ct) . b) and if g (t) ≡ f (t + c) . an easy to remember version of (6. (6.122 Set up the diﬀerence quotient. b ∈ R and suppose f (t) and g (t) exist.5) is referred to as the quotient rule. Then letting g (t) ≡ f (ct) . If g (t) = 0. . (f (t + c)) = f (t + c) For p an integer and f (t) exists. (6.3) (f g) (t) = f (t) g (t) + f (t) g (t) .2. Find f (x) . Theorem 6.10) (In the case where p < 0.10) says (f (t) ) = pf (t) p p−1 f (t) .4) is referred to as the product rule. f f (t) g (t) − g (t) f (t) (t) = .) Written with a slight abuse of notation. h→0 DERIVATIVES lim √ f (x + h) − f (x) = lim c = c. (6. h→0 h Example 6. h→0 h 2 x x+h+ x There are rules of derivatives which make ﬁnding the derivative very easy.

THE DERIVATIVE Proof: The ﬁrst formula is left for you to prove. (6.6. (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. Consider the second. Formulas (6. 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 6.4 that (6.10) holds for p an integer.4) follows.2. 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) .4).10) holds because g0 (t) = 1 and so by Example 6. Next consider the quotient rule.6). g 2 (t) f (t) . 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 5.9. f (t) . Then (gp+1 (t)) = f (t) gp (t) and so by the product rule. g0 (t) = 0 = 0 (f (t)) Next suppose (6.2.9. If the formula holds for some integer.10) in the case where p equals a nonnegative integer. 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. First consider (6.4 on Page 99. (6. it follows from Theorem 5.3.2 to conclude limh→0 f (t + h) = f (t) . f g Now consider Formula (6. Here is why. g−p (t) = gp (t) −1 p p p−1 −1 (t) = g (t) f (t) − g (t) f (t) .8) are left as an exercise.2.7) and (6. If p = 0.

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.

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. Keep in mind there are certain conventions which must be followed. done by a computer algebra system. Both mathematica and Maple have good help menus. you should use a computer algebra system. What do these graphs tell you about the case when the second derivative equals zero? 4. if you are interested in getting a nice graph of a function. However the computer worked a lot harder. 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. 3. y = x3 . Sketch a graph of the function. Sketch the graph of the function. You won’t learn any calculus from playing with a computer algebra system but you might have a lot of fun. 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 . f (x) = 1 − x2 is increasing and intervals on which it is concave up and concave down. Sketch the graphs of y = x4 . There are also easy to use versions of Maple available which involve essentially pointing and clicking. In Maple. 6. 1 -1 0 x 1 In general. and y = −x4 . For example to write x raised to the second power you enter x ˆ2. Find intervals on which 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.11 Exercises 1.136 DERIVATIVES −1 −1 √ 3 1 √ 3 1 A better graph of this function is the following. √ 2.

. 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. 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. Hint: For the last part consider y = x3 and y = x4 .6. 7. 137 5. 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. f (x) = x2 / 1 + x2 . 6. EXERCISES concave down. Find all inﬂection points for the function.11.

138 DERIVATIVES .

In the following picture.5.2) Proof: First consider (7. Thus this section will be on the functions. see Apostol. sin x + (1 − cos x) ≥ x ≥ sin x. [17] and Rose. and cot.1) (7. sin(x)) ¨ ¨¨ ¨ % x (1 − cos(x)) Now divide by sin x to get 1+ 1 − cos x 1 − cos x x =1+ ≥ ≥ 1. To see it done in terms of areas of a circular sector. [2]. Lemma 7. sin. csc.1 The following limits hold. The proof given here is a modiﬁcation of that found in Tierney.3) (cos(x). the book by Apostol has no loose ends in the presentation unlike most other books which use this approach.1. tan. There are several approaches to this lemma. or almost any other calculus book. sin x =1 x→0 x 1 − cos x =0 lim x→0 x lim (7.1 The Circular Functions The Trigonometric functions are also called the circular functions. it follows from Corollary 3. cos.1). sec.4 on Page 59 that for small positive x. [13] and is based on arc length. However.Some Important Special Functions 7. |sin x| sin x sin x 139 . The ﬁrst thing to do is to give an important lemma. (7.

The derivative of cos can be found the same way.2 The derivatives of the trig. 1+ sin2 x |sin x| x =1+ ≥ ≥1 |sin x| (1 + cos x) (1 + cos x) sin x and so from the squeezing theorem. Using Lemma 7.1.1 on Page 92 which says limx→0 sin (x) = 0. = lim Finally.1. 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 . it follows that for all small values of x. |sin x| sin x (Why?) From the trig. Theorem 5. With this.5. 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.1. The following theorem is now obvious and the proofs of the remaining parts are left for you. 1 − cos x 1 − cos2 x sin x 1 = = sin x . x→0 x This proves the Lemma. Theorem 7.5 on Page 100.140 SOME IMPORTANT SPECIAL FUNCTIONS For small negative values of x. it is also true that 1+ 1 − cos x x ≥ ≥ 1. 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. x→0 lim sin x = lim x→0 x 1 x sin x = 1. functions are as follows. x x (1 + cos x) x 1 + cos x Therefore. and the limit theorems. it is easy to ﬁnd the derivative of sin. x lim =1 x→0 sin x and consequently. from Theorem 5. 1 − cos x lim = 0. identities.9. Alternatively. from the limit theorems.

4 A fence 9 feet high is 2 feet from a building. Find the derivative of the function. Example 7. Drawing a triangle. Thus 2 cos3 θ − 5 sin θ + 5 sin θ cos2 θ = 0. One is 5 feet wide and the other is 2 feet wide. 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) = + . Find and prove a formula for the derivative of sinm (x) for m an integer. 5. √ √ 2 1 and 2 cos3 θ − 5 sin3 θ = 0 and so tan θ = 5 3 2 3 5 . The details are similar to the problem of 7.2. sin θ cos θ Then the ﬁnal answer is the two hallways. 3. 4. Find the derivative of the function.1. you see that √ 2 √ 2 √ 2 √ 2 ( 3 5) +( 3 2) ( 3 5) +( 3 2) √ √ at this value of θ. you have sec θ = and csc θ = .7. Letting θ be the angle between this rod and the outside wall for the hall having width 2. minimize length of rod f (θ) = 2 csc θ + 5 sec θ. 3 3+ √ 3 √ 3 2 2 3 .2. Example 7.1. 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. 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 . using the rules of diﬀerentiation. . functions. 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. 2. sin6 (5x) .2 Exercises 1. tan7 (4x) . Therefore.1. 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. Prove tan (x) = 1 + tan2 (x) . Therefore. EXERCISES 141 Here are some examples of extremum problems which involve the use of the trig.3 Two hallways intersect at a right angle. Prove all parts of Theorem 7.

First ﬁnd the number 21234567812345 and then · · ·? Can you ﬁnd this number? It is just 1234567812345 1234567812345 too big. 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. When x and y are not integers. A2 + B 2 gives the “amplitude” and φ is called the “phase shift” while ω is called the “frequency”. 1 bm is deﬁned as b−m . There are no mathematical questions about the existence of this number. Two hallways intersect at a right angle. 7. bm means to multiply b by itself m times assuming m is a positive integer. SOME IMPORTANT SPECIAL FUNCTIONS sec3 (2x) tan3 (3x) . If x is a rational number. b0 ≡ 1 provided b = 0. 000 000 000 001 123 as an approximate answer.1 The Exponential And Log Functions The Rules Of Exponents As mentioned earlier.4) (7. (ab) = ax bx bxy = (bx ) . That is its deﬁnition and it is a useful exercise for you to verify (7. What exactly is meant by (−1) ? Even in the case where b > 0 there are diﬃculties. 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.4) and (7. One is 3 feet wide and the other is 4 feet wide. The problem is not one of theory but 1234567812345 of practicality. For example. How could you ﬁnd φ? A √ B . In the case where b = 0 the symbol is undeﬁned. √A2 +B 2 A2 +B 2 7. what would you do with 2 2 ? As mentioned earlier. φ such that f (x) = 11.142 6. A fence 5 feet high is 2 feet from a building. 8. m/n and b > 0 the symbol bm/n √ means n bm . Find the intervals where cos (3x) is increasing. the meaning of bx is no longer clear. Then the following algebraic properties are obtained. √ 12. 1/2 suppose b = −1 and x = 1/2.3 7.5) hold with this deﬁnition.5) 1 b These properties are called the rules of exponents. Clearly something else must be going on.3. 9. Find all intervals where sin (2x) is concave down. If m < 0. To make √ √ matters even worse. √ √ A2 + B 2 sin (ωx + φ) . Find the derivative of the function. However. Hint: Remember a point on the unit circle determines an angle. What is the length of the longest thin rod which can be carried horizontally from one hallway to the other? 10. Be sure you understand these properties for x and y integers. f. This is very important because it allows us to understand what is going on. It yields 2 1234567812344 = 2. Repeat Problem 11 but this time show f (x) = A2 + B 2 cos (ωx + φ) . The amplitude gives the height of the periodic function. Show there exists an angle. 2 is irrational and so cannot be written as the quotient of two integers. . Could you use this deﬁnition to ﬁnd 2 1234567812344 ? Consider what you would do. b−1 = y x (7. These are serious diﬃculties and must be dealt with. To see this. bx+y = bx by . consider Problem 6 on Page 97. a calculator can ﬁnd 2 1234567812344 . The number.

No reason for believing in such an assumption has been given notwithstanding the pretty pictures drawn by the calculator. THE EXPONENTIAL AND LOG FUNCTIONS 143 7.1 one can easily ﬁnd out all about bx . y = bx for various choices of b.5) both hold for all x.8) (7. 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.3.3. n are integers. A Wild Assumption Using your calculator or a computer you can obtain graphs of the functions.2 Let expb be deﬁned in Wild Assumption 7. Wild Assumption 7. denoted by ln b for b > 0 satisfying expb (x) = ln b expb (x) .7) (7. Then there exists a unique number. (7.6) . and for all y ∈ R. The following picture gives a few of these graphs. Furthermore. Furthermore.3. ln (ab) = ln (a) + ln (b) . 3x 8 6 (1/2)x 2x 4 2 –2 –1 0 1 x 2 These graphs suggest that if b < 1 the function.3. ln 1 = 0. √ expb (m/n) = n bm whenever m. 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). then expb (h) = bh = 1. This is done to conform with usual usage.1 follows from the ﬁrst part of this assumption.1 for b > 0.2 The Exponential Functions. y ∈ R. and bx > 0 for all x ∈ R. See Problem 1. the function is increasing but just how was the calculator or computer able to draw those graphs? Also.7. ln (by ) = y ln b. a given function deﬁned at x.3. Based on Wild Assumption 7. Later in the book.3.3. I want it to be completely clear that the Wild Assumption is just that. the last claim in Wild Assumption 7. if b = 1 and h = 0. y = bx is decreasing while if b > 1.1 For every b > 0 there exists a unique diﬀerentiable function expb (x) ≡ bx valid for all real values of x such that (7. Also.4) and (7. the wild assumption will be completely justiﬁed. Theorem 7.

expb (x + h) − expb (x) h→0 h lim bx+h − bx h→0 h bh − 1 x = lim b .9) from this. Then. Next. From (6. Also. Thus ln 1 = 0 as claimed. x Next consider (7. ln (by ) (by ) = ((by ) ) = g (x) where g (x) ≡ bxy .3. Therefore. To obtain (7.1. 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) .10). x Therefore. To verify (7.1. ∞) onto (−∞. an operation justiﬁed by Wild Assumption 7.2) and the continuity of 2x . h 1x 1x = 1x+x = 12 x = 1x and so.5). dividing both sides by 1x . 1x = 1 for all x ∈ R. ∞) . ln maps (0. Now dividing both sides by (by ) veriﬁes (7. note ln a = ln ab−1 = ln (a) + ln b−1 = ln (a) − ln (b) . by the product rule and Wild Assumption 7. exp1 (x) = 1 for all x and so exp1 (x) = ln 1 exp1 (x) = 0. Proof: First consider (7. h→0 h = lim −1 The expression.144 ln SOME IMPORTANT SPECIAL FUNCTIONS a = ln (a) − ln (b) b The function.8).6). Keeping y ﬁxed.10) The function.7).1 and this is denoted by ln b.3.4) and (7. using (6. ∞) .9) (7. g (x) = y expb (xy) and so ln (by ) (by ) = y expb (xy) = y (ln b) (bxy ) = y (ln b) (by ) . x (7. Therefore. x → ln x is diﬀerentiable and deﬁned for all x > 0 and ln (x) = 1 . limh→0 b h is assumed to exist thanks to Wild Assumption 7.8). ln (ab) = ln a + ln b as claimed. b x x x x x It remains to verify (7. This proves (7. if b = 1 then bx = 1x for all x ∈ R.6). consider the function x → bxy = (by ) .7) on Page 122. h→0 2 − 1 h→0 2h − 1 ln 2 .3. ln (1) = lim ln 2h − ln 1 h ln 2 ln 2 = lim h = = 1. Now by (7. x → ln x is one to one on (0.

by the intermediate value theorem. then (2x ) = (ln 2) 2x = 0 and by Corollary 6. this would imply 2x is a constant function which it is not.11) and (7. More precisely. Then choose n large enough that n > y and − n < y.11) and (7.8. ∞) onto (−∞. x = y and this shows ln is one to one as claimed.12) that ln achieves values which are arbitrarily large and arbitrarily large in the negative direction. x x lim y x y x − ln 1 −1 It remains to verify ln is one to one.12) ln 1 2 n ≤ −n n < y < < ln (2n ) . 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) = . THE EXPONENTIAL AND LOG FUNCTIONS 145 ln 2 = 0 because if it were. .7. 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. e such that ln (e) = 1.8. Therefore. it follows there exists a unique number. Then by the mean value theorem.3. This wonderful number is called Euler’s number and it can be shown to equal approximately 2.1 and the mean value theorem.11) 2 Also.7) 0 = ln (2) + ln which shows that ln 1 2 1 2 ≥ 1 + ln 2 1 2 (7. 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. there exists t between x and y such that (1/t) (x − y) = ln x − ln y = 0.4. ∞) . This 7.3.3. e Since ln is one to one onto R. 2n such that ln x = y.3 The Special Number. from (7. Therefore.3 21 − 1 = ln (2) 2y ≤ ln (2) 21 1 and it follows that 1 ≤ ln 2. Therefore. by Corollary 6. there exists x ∈ proves the theorem.12) 1 ≤− . Corollary 6. 2 2 1 n 2 By the intermediate value theorem. It only remains to verify that ln maps (0. . 718 3.8. ln achieves all values. Therefore. Then 2 2 from (7. there exists y ∈ (0. 2 It follows from (7. Suppose ln x = ln y. (7. By Wild Assumption 7. let y ∈ R.3.

5 Let b > 0 and b = 1.3. logb by ≡ ln (by ) y ln b = =y ln b ln b 1 1 .9) all hold with ln replaced with logb .15) (7.10).7) .4 The Function ln |x| The function.3. Proposition 7. it is possible to write logb |x| whenever x = 0. 7. ln blogb x = logb x ln b = ln x and so. ln is only deﬁned on positive numbers. Also.7) on Page 122.3.(7.14) follows from (7.13). bx and logb x is in the following proposition.5 Logarithm Functions Next a new function called logb will be deﬁned. logb (x) = Proof: Formula (7. it is possible to write ln |x| whenever x = 0. −x x This proves the corollary. it follows (7. and for all y ∈ R. blogb x = x.14) holds. The fundamental relationship between the exponential function. logb by = y. (ln |x|) = (ln (−x)) = (ln ((−1) x)) 1 1 = (−1) = . However. ln b (7. Then for all x > 0. ln b x (7. since ln is one to one. What is the derivative of these functions? .4 For all b > 0 and b = 1 logb (x) ≡ ln x .3.8).16) (7. This proposition shows this new function is logb you may have studied in high school.3 Let f (x) = ln |x| for x = 0. The functions. What is the derivative of this function? Corollary 7. Formula (7. Then f (x) = 1 .13) Notice this deﬁnition implies (7.16) is obvious from (7.14) and this veriﬁes (7. logb are only deﬁned on positive numbers. x Proof: If x > 0 the formula is just (7.3.146 SOME IMPORTANT SPECIAL FUNCTIONS 7. Deﬁnition 7. However. Then ln |x| = ln (−x) so by (6.15). Suppose then that x < 0.

3. (b) log3 27x3 . x = 1+ 2(81) = 162 + quadratic formula. Prove the last part of the Wild Assumption follows from the ﬁrst part of this assumption. 2. simplify the expression.4 Exercises 1. That is.8 Using properties of logarithms.3. Therefore.10 Compare ln (x) and loge (x) ln x . Example 7. solve 5x−1 = 32x+2 .(7.9 Solve log3 (x) + 2 = log9 (x + 3) .7 Using properties of logarithms.7.16). From the given equation. log3 From (7. it follows loge (x) = ln x. = log3 3−2 + log3 (x) = −2 + log3 (x) . loge (x) ≡ Recall that 7.6 Let f (x) = logb |x| for x = 0. −x ln b x ln b . (Why?) 1 √ (x+3) 1 162 √ 973.7) on Page 122.3. 3log3 (x)+2 = 3log9 (x+3) = 9 2 (log9 (x+3)) = 9log9 √ √ 1+12×81 1 and so 9x = x + 3. then expb (h) = 1 if h = 0 follows from the ﬁrst part. Take ln of both sides. Then solving this for x yields ln 5+2 x = ln 5−2 ln 3 . only one solution was possible.3. Simplify (a) log4 (16x) . These logarithms are called natural logarithms. log3 1 x 9 = log3 1 9 + log3 (x) 1 9x (logb (−x)) = (logb ((−1) x)) 1 1 (−1) = . show that if b = 1. ln e Since ln e = 1 from the deﬁnition of e. (ln b) x 147 Proof: If x > 0 the formula is just (7. EXERCISES Corollary 7.9). (logb |x|) = = This proves the corollary. Thus (x − 1) ln 5 = (2x + 2) ln 3. ln 3 Example 7. Then logb |x| = logb (−x) so by (6. Hint: If bh = 1 for h = 0.3.4. show bx = 1 for all x ∈ R. Example 7. In the use of the Example 7. Suppose then that x < 0. Then f (x) = 1 .7) .

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

6 on Page 100 and 6. Theorem 8. Proof: Deﬁne H (h) ≡ Then for h = 0. Then (g ◦ f ) (x) exists and (g ◦ f ) (x) = g (f (x)) f (x) .9.1. Also suppose that f (x) exists and that g (f (x)) exists. 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) . d) and g : (c.Properties And Applications Of Derivatives 8. taking the limit and using Theorem 5.1 Suppose f : (a. b) → (c. ln (x4 + 1) x4 + 1 149 .1.4.1 8.2 Let f (x) = ln ln x4 + 1 .9. h h Note that limh→0 H (h) = g (f (x)) due to Theorems 5. From the chain rule. h→0 if f (x + h) − f (x) = 0 . Now it is time to consider the theorem in full generality.6.1. f (x) = ln ln x4 + 1 ln x4 + 1 1 1 = x4 ln (x4 + 1) x4 + 1 1 1 = 4x3 . Find f (x) .2. Special cases of it are in Theorem 6.2. h This proves the chain rule. d) → R.2 on Page 121. Therefore. g (f (x + h)) − g (f (x)) f (x + h) − f (x) = H (h) .1 The Chain Rule And Derivatives Of Inverse Functions The Chain Rule The chain rule is one of the most important of diﬀerentiation rules. Example 8.

The interested reader should consult the book by Rudin. f −1 has a derivative at the point f (x) . Example 8. It turns out that for problems like this. (0. The theorems which give this justiﬁcation are called the implicit and inverse function theorems. √ √ Near this point. 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. using the chain rule and product rule. you might have x2 + y 2 = 4. 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. The procedure by which this is accomplished is nothing more than the chain rule and other rules of diﬀerentiation.3 Let f (x) = (2 + ln |x|) .1. you can’t solve for y in terms of x but you can solve for x in terms of y. Near the point. Recall that f −1 is deﬁned according to the formula f −1 (f (x)) = x.5 Let f : [a.4 Suppose y is a diﬀerentiable function of x and y 3 + 2yx = x3 + 7 + ln |y| . b] → R be a continuous function. the derivative of the inverse function. They are some of the most profound theorems in mathematics and are topics for advanced calculus. This illustrates the technique of implicit diﬀerentiation. x = 4 − y 2 . 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. Thus f (x) = 3 (2 + ln |x|) (2 + ln |x|) 3 2 = (2 + ln |x|) . x→b− x−a x−b x→a+ . Use the chain rule again. Near the point. Here is an example in which. 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. y Now you can solve for y and obtain y = − 3y2y−3x y. Thus near (1.1. This was a simple example but in general. then you can diﬀerentiate both sides with respect to x and write. Find f (x) . For example. Deﬁne f (a) ≡ lim f (x) − f (a) f (x) − f (b) . y = 4 − x2 . f (b) ≡ lim . Deﬁnition 8. x 2 8. 0) . If you believe y is some diﬀerentiable function of x. and f (x) exists and is non zero then the inverse function. dy It happens that if f is a diﬀerentiable one to one function deﬁned on an interval.1. 1) . This relation deﬁnes y as a function of x near a given point such as (0.1. (1. you have y = − 4 − x2 . 3y 2 y + 2xy + 2y = 3x2 + 2 y .150 PROPERTIES AND APPLICATIONS OF DERIVATIVES 3 Example 8. 0) . One case is of special interest in which y = f (x) and it is desired to ﬁnd dx or in other words. −1) . b] .2 Implicit Diﬀerentiation And Derivatives Of Inverse Functions Sometimes a function is not given explicitly in terms of a formula. [a. Find y (x) .

and Corollary 5.7.6 on Page 95 f is either strictly increasing or strictly decreasing and f −1 is continuous. Then f −1 (f (x1 )) exists and is given by the formula. 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. b] and f (x1 ) = 0. Suppose f (x1 ) exists for some x1 ∈ (a. 1 f −1 (f (x1 )) = f (x1 ) . Corollary 8. b) → R be continuous and one to one. f −1 (y) − f −1 (f (x1 )) 1 = y − f (x1 ) f (x1 ) y→f (x1 ) lim and this proves the theorem. 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. The notation x → b− is deﬁned similarly. This is one of those theorems which is very easy to remember if you neglect the diﬃcult questions and simply focus on formal manipulations. 1 f −1 (f (x1 )) = f (x1 ) .1. Therefore there exists η > 0 such that if 0 < |f (x1 ) − f (x)| < η. Suppose f (x1 ) exists for some x1 ∈ [a. b) and f (x1 ) = 0. this deﬁnition includes the derivative of f at the endpoints of the interval and to save notation.4. 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. Theorem 8. b] → R be continuous and one to one. The following obvious corollary comes from the above by not bothering with end points.8. then 0 < |x1 − x| = f −1 (f (x1 )) − f −1 (f (x)) < δ where δ is small enough that for 0 < |x1 − x| < δ.7 Let f : (a. x − x1 1 − < ε. f (x) − f (x1 ) f (x1 ) It follows that if 0 < |f (x1 ) − f (x)| < η.7. Then f −1 (f (x1 )) exists and is given by the formula. b] .1.6 Let f : [a. Thus. since ε > 0 is arbitrary. Now use the chain rule on both sides to write f −1 (f (x)) f (x) = 1. f −1 (f (x)) = x. Consider the following. f (x1 ) ≡ lim x→x1 f (x) − f (x1 ) x − x1 where it is understood that x is always in [a. and then divide both sides by f (x) to obtain f −1 (f (x)) = 1 .1. . Proof: By Lemma 5.

dy dy du = . 1 f (0) Example 8. The methods of algebra are insuﬃcient to solve hard problems in analysis. dx du dx Notice how the du s cancel. 1.5 on Page 133.8 Let f (x) = ln 1 + x2 + x3 + 7. I can see that f (0) = 7 and so by the formula for the derivative of an inverse function. 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. f (x) = 2x + 3x2 + 7 1 + x2 > −1 + 3x2 + 7 > 6 > 0.1. This is typical in useful applications so you need to get used to this idea. To do this.152 PROPERTIES AND APPLICATIONS OF DERIVATIVES Example 8. The chain rule has a particularly attractive form in Leibniz’s notation.9 Suppose f (a) = 0 and f (x) = The function. As in the last example. You need something more. f is one to one because it is strictly increasing due to the fact that its derivative is positive for all x. 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 ) . Suppose y = g (u) and u = f (x) .1. 8. Then from the above theorem (g ◦ f ) (x) = g (f (x)) f (x) = g (u) f (x) or in other words. f −1 (7) = f −1 (f (0)) = = 1 .2 Exercises dy dx . However. This particular form is a very useful crutch and is used extensively in applications. ﬁnd (a) y = esin x (b) y = ln sin x2 + 7 (c) y = tan cos x2 . The question is to determine whether f has an inverse. By Corollary 6. 7 1 + x4 + ln (1 + x2 ). I am not able to ﬁnd a formula for the inverse function. Show that f has an inverse and ﬁnd f −1 (7) . Thus y = g ◦ f (x) . Find f −1 (0) .8. In each of the following.

exp .1 .1 π 4 π 2 (d) y = tan −x + (e) y = 2 5x+sin(x) . Thus exp (ln x) = x. 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. .1. (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. 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) .5 +1 8.1) Theorem 7. In each of the following. Show that if D (g) ⊆ U ⊆ D (f ) . By this theorem. it also follows that ln−1 : R → (0. and for r a real number. ln (exp (y)) = y.0 . then f ◦ g is also one to one. Then by Corollary 8.8. Using Problem 3 show that the following functions are one to one and ﬁnd the derivative of the inverse function at the indicated point. and if f and g are both one to one.3.2 on Page 143 says that for x > 0. This function is so important it is given a special symbol. 4.3 The Function xr For r A Real Number ln (xr ) = r ln (x) (8. ∞) exists. e2 3 (b) y = x3 + 7x + 1 (c) y = tan x3 + 5 π 4 .7 ln−1 is diﬀerentiable.3. (a) y = ex 3 +1 .

it follows exp (x) =1 exp (x) which gives the desired result.1 Logarithmic Diﬀerentiation x Example 8. ln (exp x) = x and so since ln is one to one. f (x) 2x2 = + ln 1 + x2 . f (x) 1 + x2 . (xr ) = exp (r ln x) r r r = exp (r ln x) = xr = rxr−1 . Find f (x) .2) using the chain rule. (xr ) = rxr−1 .2).1) can be written as xr = exp (r ln x) Theorem 8. (|f (x)| ) = exp (r ln |f (x)|) (r ln |f (x)|) = |f (x)| r r r |f (x)| = exp (r ln |f (x)|) . Proof: Diﬀerentiate both sides of (8. Also. To establish the last claim. Now by this theorem again. using the chain and product rules.3.3. it follows ex = exp x as claimed.3 Suppose f (x) is a non zero diﬀerentiable function. With this understanding. Note that x = ln(exp (x)). Example 8. Furthermore. taking the derivative of both sides.7. from the above. x x x (8. note ln (exp x) = x and so using the chain rule and Corollary 8. since ln is one to one. e such that ln e = 1.1.2) and this shows from (8. Find the derivative of r |f (x)| . Then exp (x) = ex . First. in particular. Thus ln (f (x)) = x ln 1 + x2 and so.3) that (xr ) = rxr−1 as claimed. 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.3.1 There exists a unique number e such that ln e = 1.2 on Page 143 there exists a unique number.3) (8. x = x ln (e) = ln (ex ) = ln (expe (x)) and so. it follows exp (x) = expe (x) = ex . f (x) 8. r f (x) r−2 = r |f (x)| f (x) f (x) . the part about the validity of the laws of exponents. it becomes possible to ﬁnd derivatives of functions raised to arbitrary real powers.3. note that (8.3. exp (x) = exp (x) . ln (ex ) = x ln e = x. Therefore. From the Wild Assumption on Page 143.2 For x > 0. Proof: From Theorem 7. From (8.3.4 Let f (x) = 1 + x2 .154 PROPERTIES AND APPLICATIONS OF DERIVATIVES Proposition 8.

3 6 Diﬀerentiating both sides. Find f −1 (y) . This process is called logarithmic diﬀerentiation. What is h (x) for x = 0? Is h also periodic of period 1? . 8. Now ﬁnd f −1 (1) . EXERCISES Then solve for f (x) to obtain f (x) = 1 + x2 x 155 2x2 + ln 1 + x2 1 + x2 . This shows you don’t need to remember the wretched quotient rule if you don’t want to. Find f (x) . Derive the quotient rule from the product rule and the chain rule. 4. Find f −1 (3) . 2.4. 1 f (x) = f (x) 3 Therefore. Is the derivative of a function always continuous? Hint: Consider a diﬀerentiable function which is periodic of period 1 and non constant. f. I think you can see the advantage of doing it this way over using the quotient rule. 0 if x = 0 Show h (0) = 0. 6 You could use the quotient and chain rules but it is easier to use logarithmic diﬀerentiation.4 Exercises 1. = lim 5. √ 3 3 x +sin(x) Example 8. Now consider h (x) = 1 x2 f x if x = 0 . Let f (x) ≡ x3 + 7x + 3. 1 1 ln (f (x)) = ln x3 + sin (x) − ln x4 + 2x . 3.5 Let f (x) = √x4 +2x .8. 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 .3. Let f (x) ≡ x3 + 1. 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. Explain why f has an inverse. the answer is 3 3x2 + cos x x3 + sin x − 1 4x3 + 2 . Periodic of period 1 means f (x + 1) = f (x) for all x ∈ R. 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) .

Find the derivatives of the following functions.156 PROPERTIES AND APPLICATIONS OF DERIVATIVES 6. arcsin (x) is deﬁned 2 2 to be the angle whose sine is x which lies in − π . Also note that for y on this interval. functions. Observe the function.5 -4 -2 0 2 4 -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. is one to one on the interval − π . 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 .5 The Inverse Trigonometric Functions It is desired to consider the inverse trigonometric functions. Use (8. Graphing the function y = sin x.1. 7. cos (y) ≥ 0. Find an explicit formula for f −1 and use it to compute f −1 (9) .5 -1 However. π . (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. the derivative of x → arcsin (x) exists for all x ∈ [−1.2) or logarithmic diﬀerentiation to diﬀerentiate the following functions.6 on Page 151 2 2 about the derivative of the inverse function. π . 1] . Let f (x) = x3 + 1. Then use the formula given in the theorem of this section to see you get the same answer. sin. π shown in the 2 2 above picture as the interval containing zero on which the function climbs from −1 to 1. 1 0. In words. Now the arcsin function is deﬁned as the inverse of the sin when its domain is restricted to − π . a little thing like this will not prevent the deﬁnition of useful inverse trig. is clear sin is not one to one on R and so it is not possible to deﬁne an inverse function.

Therefore.4) Next consider the inverse tangent function. tan (y) = x and by the chain rule. sec2 (y) y = 1. By Theorem 8. − cos (x) Therefore. It is a mistake to memorize too many formulas. π . −π 2 π 2 Therefore. I will follow the way of doing it which is used in the book . = sec2 (y) 1 + x2 1 + tan2 (y) 1 = arctan (x) . letting y = arctan (x) .8. π .6 arctan has a derivative. it is impossible to take the inverse of tan.1.5. ∞) is deﬁned according to the rule: arctan (x) is the angle whose tangent is x which is in − π . 2 2 Therefore. cos (y) ≥ 0. y = and so 1 1 1 = . Thus 2 2 √ 1 = arcsin (x) . 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) . arctan (x) for x ∈ (−∞. However. Now taking the derivative of both sides. tan is one to one on − π .5) 1 + x2 The inverse secant function can be deﬁned similarly. 1 − x2 (8. There is no agreement on the best way to restrict the domain of sec. Let y = arcsin (x) so sin (y) = x. cos (y) y = 1 and so y = 1 = cos y 1 1 − sin2 (y) =√ 1 . 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. π 2 2 and lim tan (x) = +∞. (8. THE INVERSE TRIGONOMETRIC FUNCTIONS 157 the chain rule to ﬁnd the formula. 1 − x2 The positive value of the square root is used because for y ∈ − π .

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

but cosh (x) > 0 for all x. If you guessed “hyperbolic tangent” you got it right.7) 8. you see that sinh (0) = 0.6. (cosh t. 2 2 tanh (x) ≡ sinh (x) . The reason these are called hyperbolic functions is that cosh2 t − sinh2 t = 1 (8. sinh t) is a point on the hyperbola whose equation is x2 − y 2 = 1. I imagine you can guess what the third is called. this function equals arcsec (x) and its derivative equals 1 1 = √ 2−1 |x| x x x2 − 1 √ and so either way. Also. Using the chain rule. 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. sinh (x) = cosh x. Thus the graphs of these functions are as follows. sinh is an increasing function. cosh (x) ≡ . 1 .8) and so the point. This is not important but is the source for the term hyperbolic. (arcsec (|x|)) = √ x x2 − 1 159 (8. The other hyperbolic functions are deﬁned by analogy to the circular functions. Therefore. 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. it is concave up for all x.6 The Hyperbolic And Inverse Hyperbolic Functions ex + e−x ex − e−x . Since cosh (x) = cosh (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 . 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. cosh (0) = 1 and that sinh (x) < 0 if x < 0 while sinh (x) > 0 for x > 0. THE HYPERBOLIC AND INVERSE HYPERBOLIC FUNCTIONS If x > 0. cosh (x) = sinh (x) .8.

then sinh (y) = x and so using the chain rule and the theorem about the existence of the derivative of the inverse function. it has an inverse function.9) 1 + x2 The derivative of the hyperbolic tangent is also easy to ﬁnd. This yields after a short computation (tanh x) = 1 − tanh2 x. If y = sinh−1 (x) . . Verify (8. From the identity (8. Many other schemes have been used besides this identity for computing π. 1 John Machin computed π to 100 decimal places in 1706 through the use of this identity. Later in 1873 William Shanks did it to over 700 places using this identity. 2. sinh−1 (x) . y =√ which gives the formula 1 1 + x2 1 = sinh−1 (x) . Find derivatives of the following functions.10). (8.10) √ Another notation for the inverse hyperbolic functions which is sometimes used is arcsinh or arccosh or arctanh. 808 decimal places. Simplify arcsin x + arccos x. (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. 4. A wonderful identity which was used to compute π for over 200 years1 is the following. y cosh (y) = 1. Therefore.7 Exercises 1. π = 4 arctan 4 1 5 − arctan 1 239 . After this. (8.8) cosh (y) = √ 1 + sinh2 (y) = 1 + x2 . The next advance was in 1948.160 PROPERTIES AND APPLICATIONS OF DERIVATIVES 1 –3 –2 –1 0 –1 1 2 3 Since x → sinh (x) is strictly increasing. computers began to be used and currently π is “known” to millions of decimal places. 8.

x→b− (8. this rule has become known as L’Hˆpital’s o rule ever since. x→b− lim f (x) = lim g (x) = 0. By the Cauchy mean value theorem. If you knew the function.13) Proof: By the deﬁnition of limit and (8.1 Let [a. 5. This is interesting because there is a simple way to deﬁne arctan directly as a function of a real variable[9]. 8.11) and f and g exist on (a. ∞] and suppose f. 8. g are functions which satisfy.12) there exists c < b such that if t > c. o The rule was actually due to Bernoulli who had been L’Hˆpital’s teacher. The best versions of this rule are based on the Cauchy Mean value theorem. Show arcsin x = arctan √1−x2 . named after him. b] ⊆ [−∞. It is possible to start with the arctan function and obtain all the other trig functions in terms of this one. 9. Prove coth2 x − 1 = csch2 x. appeared in this book. 6. Theorem 8. 7. y) such that g (t) (f (x) − f (y)) = f (t) (g (x) − g (y)) . 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. 2 L’Hˆpital published the ﬁrst calculus book in 1696. o .8.8 L’Hˆpital’s Rule o There is an interesting rule which is often useful for evaluating diﬃcult limits called L’Hˆpital’s2 o rule. This rule.8. Find a formula for sinh−1 in terms of ln . Use De Moivre’s theorem to get some help in ﬁnding a formula for tan (4θ) .2 on Page 133. Prove 1 − tanh2 x = sech2 x.8. y such that c < x < y < 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. Nevertheless. 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.ˆ 8. b). there exists t ∈ (x. Suppose also that lim f (x) = L. L’Hˆpital did not claim the rule o o as his own but Bernoulli accused him of plagarism. arctan explain how to deﬁne sin and cos. g (t) 2 Now pick x. g (x) f (x) = L. g (x) (8. b) with g (x) = 0 on (a. Find a formula for tanh−1 in terms of ln. Approaches like these avoid all reference to plane geometry. Theorem 6.12) x→b− Then x→b− lim (8. then ε f (t) −L < .

14) and f and g exist on (a. However. x→0 7 sec2 (7x) tan 7x 7 Sometimes you have to use L’Hˆpital’s rule more than once.13). the derivative of the denominator is nonzero for x close to 0.1 on 3x2 sin x−x Page 139. 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 . f (x) − f (y) ε −L < . b). if limx→0 cos x−1 exists and equals L.162 PROPERTIES AND APPLICATIONS OF DERIVATIVES Since g (s) = 0 for all s ∈ (a. x→0 lim 5x + sin 3x 5 + 3 cos 3x 8 = lim = . Also.8. Therefore. it will follow o x−x that limx→0 cos x−1 = L and consequently limx→0 sinx3 = L. Therefore.16) Here is a simple example which illustrates the use of this rule. 3x2 it will follow from L’Hˆpital’s rule that the original limit exists and equals L. . limx→0 sinx3 = −1 . it will equal the limit of the original function. 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. f (t) f (x) − f (y) = g (t) g (x) − g (y) and so. f (x) ε − L ≤ < ε. g (x) (8. o Example 8. since t > c. Therefore. Suppose also that lim f (x) = L.1. limx→0 − 6x x = −1 . x→a+ lim f (x) = lim g (x) = 0.8. if the limit of the quotient of the derivatives exists. this shows (8. Example 8.15) x→a+ Then x→a+ lim (8. x→a+ (8.3 Find limx→0 5x+sin 3x tan 7x . ∞] and suppose f. g (x) f (x) = L. The following corollary is proved in the same way. Corollary 8. b) with g (x) = 0 on (a. Thus. But from Lemma 7.5 Be sure to check the assumptions of L’Hˆpital’s rule before using it. b) it follows g (x) − g (y) = 0. x3 Note that limx→0 (sin x − x) = 0 and limx→0 x3 = 0. o 6 6 o Warning 8. g (x) 2 Since ε > 0 is arbitrary. if this limit exists and equals L. g are functions which satisfy. Therefore.8.8. b] ⊆ [−∞. by L’Hˆpital’s rule. g (x) − g (y) 2 Now letting y → b−.2 Let [a.4 Find limx→0 sin x−x . From L’Hˆpital’s rule.

You should plug . By the Cauchy mean value theorem. y such that c < x < y < b. the assumptions of L’Hˆpital’s rule do not hold and so it does not apply. g are functions which satisfy. g (x) (8. an expression whose limit as 1 x → 0+ equals 0. these people think one can ﬁnd the limit by evaluating the function at values of x which are closer and closer to 0.6 Find limx→0+ The numerator becomes close to 1 and the denominator gets close to 0.8. Theoretically.001.8 Let [a. In practice.7 Find limx→0 This limit equals limy→0 ln|1+x10 | . f (t) f (x) − f (y) = g (t) g (x) − g (y) and so. This illustrates the folly of trying to compute limits through calculator or computer experiments. g (t) 2 Now pick x. If the limit is taken as x gets close to 0. x→b− g (x) lim (8.8. b] ⊆ [−∞.8. Example 8. This is a good illustration of the above warning.19) Proof: By the deﬁnition of limit and (8. it follows g (x) − g (y) = 0. Some people get the unfortunate idea that one can ﬁnd limits by doing experiments with a calculator. since t > c. If it is like mine.8. L’HOPITAL’S RULE 163 cos 2x x .ˆ 8. x→b− lim f (x) = ±∞ and lim g (x) = ±∞. 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. x10 = 1 where L’Hˆpital’s rule has been o ln|1+x10 | used. it will give the answer. the procedure may fail miserably. y) such that g (t) (f (x) − f (y)) = f (t) (g (x) − g (y)) . This is an amusing example. In fact there is no limit o unless you deﬁne the limit to equal +∞.001 in to the function. f (x) − f (y) ε −L < . Therefore. 1 ln|1+y| y = limy→0 1 ( 1+y ) Theorem 8. there exists t ∈ (x. Example 8. then f (t) ε −L < . and x10 see what your calculator or computer gives you. g (x) − g (y) 2 . There is another form of L’Hˆpital’s rule in which limx→b− f (x) = ±∞ and limx→b− g (x) = o ±∞. b). 0 and will keep on returning the answer of 0 for smaller numbers than .18) there exists c < b such that if t > c. Therefore. ∞] and suppose f.18) x→b− Then f (x) = L. Take the derivative of the numerator and the denominator which yields −2 sin 2x . x→b− (8. b) with g (x) = 0 on (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. Since g (s) = 0 on (a. Suppose also lim f (x) = L.17) and f and g exist on (a. b) .

whenever y is large enough.8.8. ∞] and suppose f. Corollary 8.8.22) Theorems 8.8.8. Again.1 and Corollary 8. b). This observation is stated as the next corollary. −1 −1 ε + 2 g(x) g(y) f (x) f (y) −1 −1 <ε due to the assumption (8. both f (x) − 1 and f (y) to rewrite the above inequality yields f (y) −L g (y) Therefore.8 and Corollaries 8.8.8. x→a+ lim f (x) = ±∞ and lim g (x) = ±∞. Please do not think any meaning is being assigned to the nonsense 0 expression 0 .1 8.17) which implies lim g(x) g(y) f (x) f (y) −1 −1 y→b− = 1.8. for y large enough.19).8.1 and Corollary 8. Theorem 8.20) and f and g exist on (a. f (y) −L <ε g (y) and this is what is meant by (8. It is just a symbol to help remember the sort of thing described by Theorem 0 8.164 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.2 and 8.9 deal with indeterminate forms which are of the form ±∞ . b) with g (x) = 0 on (a. b] ⊆ [−∞.9 Let [a. g (x) (8.2 involve the notion of indeterminate forms of the form 0 . Continuing g(x) g(y) f (x) f (y) −1 −1 ε < 2 −1 −1 . 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.21) lim f (x) = L. g are functions which satisfy.9 will be referred to as L’Hˆpital’s o rule from now on. . x→a+ g (x) lim Then x→a+ (8.8. There are other indeterminate forms which can be reduced to these forms just discussed. This proves the theorem. x→a+ (8. there is no essential diﬀerence between the proof in the case where x → b− and the proof when x → a+. Therefore. Theorem 8. Don’t ever try to assign meaning to such symbols. Suppose also that f (x) = L. this is just a symbol which is helpful in remembering the ∞ sort of thing being considered.8. As before.8 and Corollary 8.2.

8. it follows y→∞ lim 1+ x y y = lim exp y ln 1 + y→∞ x y = ex . When a bank says they oﬀer 6% compounded monthly. It really isn’t clear what this limit should be. In this the second term is the interest and the ﬁrst is called the principal. If the payment period is one month.10 that limy→∞ 1 + x y written as r P 1+ n y n t . This becomes the new principal.8. From the above the amount in the account after t years is P 1+ r n nt n 2 (8. o lim y ln 1 + x y = = = Therefore. this means r. It is good to ﬁrst see why this is called an indeterminate form. 8. Consider the problem of a rate of r per year and compounding the interest n times a year and letting n increase without bound. By deﬁnition. The expression in (8. the rate per payment period equals . This is what is meant by compounding continuously. Now 1 raised to anything is 1 and so it would y seem this limit should equal 1. it follows x/y → 0 and so 1 + x → 1. 1+ Now using L’Hˆpital’s rule. Now you have 100 (1 + r) in the bank. On the other hand.23) can be Recall from 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.06/12.ˆ 8. These terms need a little explanation. the amount you would have at the end of n months is 100 (1 + r) .23) = ex . 1 + x > 1 and a number raised y to higher and higher powers should approach ∞. L’HOPITAL’S RULE 165 x y y Example 8. y→∞ x y y = exp y ln 1 + x y .8.10 Find limy→∞ 1 + . One might think that as y → ∞. It is an indeterminate form which can be described as 1∞ . if x > 0. In general. 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.8. 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) . and you started with $100 then the amount at the end of one month would equal 100 (1 + r) = 100 + 100r. The interest rate per payment period is then r/n and the number of payment periods after time t years is approximately tn.

12. (a) limx→0+ (b) limx→0 √ 1− cos 2x √ . this would be 100e(. taking the limit as n → ∞. 2 sin x −sin(3x) 5 .01)x 1/x2 ) (s) limx→0 (cos 4x)( 2. (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. Find the following limits.8.9 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. Find the limits. How much will you have at the end of 4 years? From the above discussion. you get P ert = A.166 PROPERTIES AND APPLICATIONS OF DERIVATIVES and so. you would gain interest of about $27.06)4 = 127.11 Suppose you have $100 and you put it in a savings account which pays 6% compounded continuously. Thus. This shows how to compound interest continuously. Example 8. sin4 (4 x) 2 2x −25x . 8.

RELATED RATES (c) limn→∞ n (d) limx→∞ (e) limx→∞ √ n 7−1 .8. √ √ (j) limx→∞ 3 x3 + 7x2 − x2 − 11x . . x2 167 3x+2 5x−9 3x+2 5x−9 . 1/x 2x (f) limn→∞ cos √n 2x (g) limn→∞ cos √5n n n (h) limx→3 x −27 x−3 . √ √ (k) limx→∞ 5 x5 + 7x4 − 3 x3 − 11x2 . . The related rates problem asks for how fast the remaining variable is changing. x ln x 1−x √ 2 ln e2x +7 x √ sinh( x) √ √ 7 x− 5 x √ limx→0+ √x− 11 x . (l) limx→∞ (m) limx→∞ (n) limx→0+ (o) 5x2 +7 2x2 −11 5x2 +7 2x2 −11 x 1−x . Find the following limits. √ 2 x +13n (i) limn→∞ cos π 4n n .10. (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. Example 8. 9 . 3. .1 A cube of ice is melting such that dV = −4cm3 / sec where V is the dt volume. .10.10 Related Rates Sometimes some variables are related by a formula and it is known how fast all are changing but one. How fast are the sides changing when they are equal to 5 centimeters in length? .

An isosceles triangle has two sides of equal length. Example 8. l2 = x2 + y 2 . A point having coordinates (x. it follows that x = 4. How fast is the volume changing when the side of the base equals 10 inches? 3.10. If dy dt = 2.11 Exercises 1. at the instant described 2ll = 2xx + 2yy 10l = 8 (−60) + 6 (−70) and so l = −90 miles per hour at this instant. 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. 3). How fast is θ changing when θ = π/6 dt radians? 4. 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. Note there is no way of knowing the volume or the sides as a functions of t.2 One car travels north at 70 miles per hour and the other travels east at 60 miles per hour toward an intersection.168 PROPERTIES AND APPLICATIONS OF DERIVATIVES The volume is V = x3 where x is the length of a side of the cube. 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. A spectator at a tennis tournament sits 10 feet from the end of the net and on the line determined by the net. 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. Therefore. 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. Therefore. x2 4 + y2 9 = 1. and will have a very sore neck when he wakes up the next morning. 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. 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? . Suppose dA = 3 square inches per minute. the chain rule implies dV dx −4 = = 3x2 dt dt and the problem is to ﬁnd dx dt when x = 5. When y = 3. He watches the ball go back and forth. Therefore. y) moves over the ellipse. dx dt at the point (2. Suppose each side of the base is changing at the rate of −3 inches per second. 8. dx −4 −4 = = cm/second dt 3 (25) 75 at this time. ﬁnd 5.

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. Soup is being poured in at the constant rate of 4 cubic inches per second. assuming the cheetah moves toward the gazelle at all times.5 feet per minute and h (t) = .11. note that a little chunk of volume of the vase between heights y and y + dy would be dV = A (y) dy. EXERCISES 169 6. 11. 12. How fast is the surface area changing when the volume of the ball equals 20π cubic inches? 7. 2 2 8. Then if l is the desired 2 distance. then dV = A (y) where A (y) is the surface area of the top surface of the water at this dy height. A balloon in the shape of a ball is being inﬂated at the rate of 6 cubic inches per minute. area times height. A revolving search light at a prison makes one revolution per minute. . y /x = −4/3 (why?) and also (x ) + (y ) = 100. A hemispherical dish of radius 5 inches is sitting on a table. A mother cheetah attempts to ﬁx dinner. a Thompson gazelle. It is also known that the rate at which the grain falls oﬀ the conveyor belt is 100π cubic feet per minute. At the instant described. 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. 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. 0) denote the coordinates of the gazelle.) 1 9. 40) feet and dinner is moving in the direction of the positive x axis at the point (30. How fast is the light travelling along the nearest point on a wall 1/4 mile away? Give your answer in miles per hour. for her hungry children. How fast is the distance between her and dinner decreasing when she is located at the point (0. the rate at which the water evaporates is proportional to the surface area of the exposed water.8. The surface area of a sphere of radius r equals 4πr2 and the volume of the ball of radius r equals (4/3) πr3 . 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 . The volume of a right circular cone is 3 πr2 h. A vase of water is sitting on a table. l2 = (x − z) + y 2 . 0) feet? Is your answer a little surprising? Hint: Let (x.3 feet per minute. When the radius of the cone is 10 feet what is the height of the cone? 10. Show dy is a constant even though the surface area of dt dt the exposed water is constantly changing in a typical vase. It will be shown later that if V (y) is the total volume of the vase up to height y. It is observed that r (t) = . y) denote the coordinates of the cheetah and let (z. She moves at 100 feet per second while dinner travels at 80 feet per second. Grain comes oﬀ a conveyor belt and falls to the ground making a right circular cone. Thus dV = −kA (y). (To see this is very reasonable.) Also.

if the function is diﬀerentiable and if a maximum or minimum exists. [a. and if f (x0 ) exists. this involves checking only ﬁnitely many points. then from Theorem 6. For θ the angle between the two equal sides. and the smallest must be the minimum value of f on the interval. b). In this case. b) where f (x) = 0 and all points. How fast is the painter descending when the base of the ladder is at a distance of 5 feet from the house? 14. . The largest must be the maximum value of f on the interval.7. in (a. V and their derivatives.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. Typically. P is the pressure.2 on Page 126 f (x0 ) = 0. If it occurs at a point of the open interval. you do not necessarily know a maximum value or a minimum value of a continuous function even exists. x.5. 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. f . (a. f (x) = x3 − 3x + 1 on the interval [−2. b) . Find a formula for dV in terms dt of k. [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. At what rate must the string be let out when the length of string already let out is 200 feet? 16. in (a. Evaluate f at the end points and at these points where the derivative is zero or does not exist. b]. The minimum or maximum could occur at either end point or it could occur at a point in the open interval.170 PROPERTIES AND APPLICATIONS OF DERIVATIVES 13. say at x0 . 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. 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.12. However. dt 8. 3 18. Therefore.12 The Derivative And Optimization There are existence theorems such as Theorem 5. Then consider these points along with the end points of the interval. ﬁnd dθ when x = 5 inches. b]. x. the following simple procedure can be used to locate the maximum or minimum of a function. Find all points. The two equal sides of an isosceles triangle have length x inches and the third leg has length y inches. The current pulls the boat away at the rate of 2 feet per second. A certain volume of an ideal gas satisﬁes P V = kT where T is the absolute temperature. 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. b] . 17. A disposable cup is made in the shape of a right circular cone with height 5 inches and radius 2 inches. How fast is the rope unwinding when the distance between the bow of the boat and the windlass is 10 feet? 15. Suppose f is continuous on [a. b) where f (x) does not exist. Sometimes there are no end points. it can still be found by looking at the points where the derivative equals zero. Example 8. Water ﬂows in to this conical cup at the rate of 4 cubic inches per minute. 2]. A painter is on top of a 13 foot ladder which leans against a house. (a. 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.1 Find the maximum and minimum values of the function. P.

and 1. 1) the function equals 1 − x2 and so its derivative equals zero at x = 0.5 2 Example 8.8. 6 4 2 -2 -1 0 -2 -4 1 2 Example 8. 75. For x ∈ (−. the function equals x2 − 1 and so there is no point larger than 1 where the derivative equals zero. 2. f (−2) = −1. x = 0.5 0. −. It follows the function achieves its maximum at the end point. 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. x = 2 and its minimum at the point. There are no points where the derivative does not exist. The graph of this function is given below. 2. " . and f (2) = 3. f (0) = 1. evaluate the function at −1. The following is a graph of this function. The following is a graph of this function. You should verify that this function fails to have a derivative at the point x = 1. Now f (−. −2. f (1) = −1.3 Find the minimum value of the function f (x) = x + 1 x for x ∈ (0. the points where the derivative fails to exist. and f (2) = 3.5 1 1.5) = .5. Thus f (−1) = 3.5.12.12. 1 and the point where the derivative equals zero. Therefore. For x > 1.12.5. Therefore.2 Find the maximum and minimum values of the function f (x) = x2 − 1 on the interval [−. -0. ∞). Therefore. x = 1 where the derivative fails to exist. f (1) = 0. the points to look at are the end points. THE DERIVATIVE AND OPTIMIZATION 171 The points where f (x) = 3x2 − 3 = 0 are x = 1 or −1. 2].

to minimize is f (x) = 1+ 64 + x2 x2 + 64. From the Pythagorean theorem the length √ of the ladder equals 1 + y 2 + x2 + 64. The solution to the equation. 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. take the derivative of f and set it equal to zero and then solve for the value of x.12. x = −1 is of no interest because it is not greater than zero. 42 . x. the slanted line represents the ladder and x and y are as shown. Now using the relation between x and y. Clearly x > 0 so there are no endpoints to worry about. the function of a single variable. xy = 8.172 PROPERTIES AND APPLICATIONS OF DERIVATIVES 5 4 3 2 1 0 1 2 3 4 5 From the graph. Therefore. it seems there should exist a minimum value at the bottom of the graph. Example 8. It follows the shortest ladder is of length √ √ 1 + 64 + 42 + 64 = 5 5 feet. (Why?) Also the function is diﬀerentiable and so it suﬃces to consider only points where the derivative equals zero. To ﬁnd it. y/1 = 8/x. ∞) equals f (1) = 2 as suggested by the graph. (0. the minimum value of the function on the interval. Thus 1 1− 2 =0 x and so x = 1. By similar triangles. What is the length of the shortest ladder which extends from the ground to the warehouse.4 An eight foot high wall stands one foot from a warehouse. Therefore. yt t wall t t t t d d x t d d warehouse In this picture. A diagram of this situation is the following picture.

13 Exercises 1. (x.13. Consider the following picture of light passing from (x1 . A cylindrical can is to be constructed to hold 30 cubic inches. (x1 . 2. θ2 is called the angle of refraction. 0) equals 2 2 x2 + y1 /c1 2 and the time it takes to go from (xp . Form the rectangle which has (x. 0) θ2d Speed equals c2 d d d d• (x2 . this yields the desired relation between θ1 and θ2 .8. y1 ) to the point (xp . 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. Two positive numbers sum to 8. y) is on the ellipse. 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 formula for the rectangle of this sort which has the largest possible area. The picture indicates a situation in which c1 > c2 . 3. The ordered pair.12. y1 ) to (x2 . The angle θ1 is called the angle of incidence while the angle. EXERCISES 173 Example 8. 8. This is called Snell’s law. Find the minimum cost for such a can. y2 ) is (x2 − x1 − x) + y2 /c2 . 0) at the other end. Therefore. Therefore. Find the numbers if their product is to be as large as possible. y1 )• θ1 Speed equals c1 d (xp . x2 + 4y 2 = 4. Find the rectangle of this sort which has the largest possible area. y2 ) as shown. y) as one end of a diagonal and (0. A rectangle is inscribed in a circle of radius r. 0) to (x2 . 4. What is the relation between θ1 and θ2 ? The time it takes for the light to go from (x1 .5 Fermat’s principle says that light travels on a path which will minimize the total time. . y2 ) Then deﬁne by x the quantity xp − x1 .

He walks 5 miles per hour on the road but only 3 miles per hour in the woods. Find the dimensions of the strongest such beam assuming the strength is of the form kh2 w. 13. What is the largest possible volume which can be obtained? 11. What are the lengths if the sum of the two areas is to be as small as possible. 15. If he can use the river as one side. A wire of length 10 inches is cut into two pieces. Then a line tangent to this point is drawn which intersects the x axis at a point. and the line just drawn is thus x12y1 . x2 + 4y 2 = 4 which is in the ﬁrst quadrant. 9. the x axis. It is desired to carry a ladder horizontally around the corner. one of length x and the other of length 10 − x. A farmer has 600 feet of fence with which to enclose a rectangular piece of land that borders a river. Here k is some constant which depends on the type of wood used. 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. 6. Hint: You might want to use a calculator to graph this and get an idea what is going on. 6) if it exists. A hiker begins to walk to a cabin in a dense forest. The area of the triangle formed by the y axis. A point is picked on the ellipse. A reﬁnery is on a straight shore line. Describe the most economical route for a pipeline from the mooring place to the reﬁnery. Find maximum and minimum values if they exist for the function. One piece is bent into the shape of a square and the other piece is bent into the shape of a circle. Describe how you would ﬁnd the maximum value of the function. and then folding up the rectangular tabs which result. 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. ln x x for ln x 7.174 PROPERTIES AND APPLICATIONS OF DERIVATIVES 5. The volume of the right circular cone is (1/3) πr2 h and √ the area of the cone is πr h2 + r2 . What is the longest ladder which can be carried in this way? Hint: Consider a line through the inside corner which extends . f (x) = x > 0. 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 one with smallest area. 10. Two hallways. Out of all possible triangles formed in this way. Find the two lengths such that the sum of the areas of the circle and the square is as large as possible. 16. Find the dimensions of the right circular cone which has the smallest area given the volume is 30π cubic inches. x1 and the y axis at the point y1 . Oil needs to ﬂow from a mooring place for oil tankers to this reﬁnery. What is the best angle for this fold? 12. one 5 feet wide and the other 6 feet wide meet. 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. 14. 8. A rectangular beam of height h and width w is to be sawed from a circular log of radius 1 foot. what is the largest area that he can enclose. f (x) = 2+sin x for x ∈ (0. Find the path which will minimize the time it takes for him to get to the cabin.

ab ≤ p + bq .3 on Page 141. Now q q b let a and b be two positive numbers and consider f (t) = (at) + for t > 0. Suppose the total perimeter of the window is to be no more than 4π + 8 feet. suppose you want to ﬁnd 2.14 The Newton Raphson Method The Newton Raphson method is a way to get approximations of solutions to various equa√ √ tions. Use the law of sines and this fact. THE NEWTON RAPHSON METHOD 175 to the opposite walls. by the intermediate value theorem. Suppose p and q are two positive numbers larger than 1 which satisfy 1 p p 1 q + 1 = 1. The existence of 2 is not diﬃcult to establish by considering the continuous function. Hint: From theorems in plane geometry. The following picture illustrates the procedure of the Newton Raphson method. A triangle is inscribed in a circle in such a way that one side of the triangle is always the same length. then limx→∞ ln x xα = 0. You might also consider Example 7. 19. In the following picture. 1 p 20. and ai . The shortest such line will be the length of the longest ladder. 17. Find the shape and dimensions of the window which will admit the most light. no matter how you draw the triangle. s. 2) √ such that f (x) = 0 and this x must equal 2. bi positive numbers. the angle opposite the side having ﬁxed length is a constant. 8. there exists x ∈ (0. . f (x) = x2 − 2 which is negative at x = 0 and positive at x = 2. 21. α s 18. q n n 1/p n 1/q ai bi ≤ i=1 i=1 ap i i=1 bq i . α is a constant. Therefore. Using Problem 20 establish the following magniﬁcent inequality which is a case of 1 Holder’s inequality. Prove the important inequality.8. You know limx→∞ ln x = ∞. Show that out of all such triangles the maximum area is obtained when the triangle is an isosceles triangle. Show that if α > 0.1. For example.14. The problem consists of how to ﬁnd this number. not just to prove it exists. 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. t q ap Show the minimum value of f is ab. For p + 1 = 1.

f (x1 ) This second point. a ﬁrst approximation.417) − 2 = 1. Thus x3 = x2 − f (x2 ) . In other words. starting with x1 the above procedure yields x2 = −2x1 and so as the iteration continues. the sequence oscillates between positive and negative values as its absolute value gets larger and larger. x4 = 1. This is because. 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. 414 216 302 046 577.5 − ≤ 1. showing that the Newton Raphson method has yielded a very good approximation after only a few iterations.176 PROPERTIES AND APPLICATIONS OF DERIVATIVES x2 x1 In this picture. {xn } given by xn+1 = xn − f (xn ) .24) which hopefully has the property that limn→∞ xn = x where f (x) = 0.24). 4 Then 2 (1.417 − 2 . denoted in the picture as x1 is chosen and then the tangent line to the curve y = f (x) at the point (x1 . This method does not always work. You should check that the sequence of iterates which results does not converge. which was not very good. Thus x2 = x1 − f (x1 ) .417) √ √ What is the true value of 2? To several decimal places this is 2 = 1. f (x2 ) Continuing this way. This value of x is denoted by x2 . Then extend this tangent line to ﬁnd where it intersects the x axis. 2.5) (1. Now carry out the computations in the above case for x1 = 2 and f (x) = x2 − 2. even starting with an initial approximation. From (8. 2 (1. You can see from the above picture that this must work out in the case of f (x) = x2 − 2. suppose you wanted to ﬁnd the solution to f (x) = 0 where f (x) = x1/3 . yields a sequence of points.5.5) − 2 x3 = 1. x3 . For example. f (xn ) (8. 414 213 562 373 095. 2 (1. set y = 0 and solve for x. The equation of this tangent line is y − f (x1 ) = f (x1 ) (x − x1 ) . 2 x2 = 2 − = 1. f (x1 )) is obtained. 417.

Draw some graphs to illustrate the Newton Raphson method does not yield a convergent sequence in the case where f (x) = x1/3 . Hint: You may need to use a calculator to deal with tan x. EXERCISES 177 However. you can draw a picture to show that the method will yield a sequence which converges to x0 provided the ﬁrst approximation. Explain how you know you are this close.15 Exercises 1. 8.8. Use the Newton Raphson method to approximate the ﬁrst positive solution of x − tan x = 0. 3. Similarly. 2. then the method produces a sequence which converges to x0 provided x1 is close enough to x0 . if f (x) < 0 for x near x0 . c > 0 and p > 1. show convergence of the Newton Raphson method in the cases described above where f (x) > 0 near x0 or f (x) < 0 near x0 . √ 4. if f (x0 ) = 0 and f (x) > 0 for x near x0 . 5. Use the Newton Raphson method to compute an approximation to 3 which is within 10−6 of the true value. x1 is taken suﬃciently close to x0 . By drawing representative pictures. Using the Newton Raphson method and an appropriate picture. discuss the convergence of the recursively deﬁned sequence xn+1 = (p − 1) xn + cx1−p /p where n x1 .15. .

178 PROPERTIES AND APPLICATIONS OF DERIVATIVES .

Many interesting problems may be solved by formulating them as solutions of a suitable diﬀerential equation with initial condition called an initial value problem. This symbol is also called the indeﬁnite integral and sometimes is referred to as an integral although this last usage is not correct. are called antiderivatives and there is a special notation used to denote them.1.8.1 Initial Value Problems y (x) = f (x. although techniques for doing this are presented later which will cover many cases of interest. it follows H (x) equals a constant on (a. y (a) = y0 .4 on Page 133. 9. b] such that Various assumptions are made on f (t. Diﬀerential equations are the unifying idea in this chapter.1) is in ﬁnding a function whose derivative equals the given function. y) . This is in general a very hard problem. The initial value problem is to ﬁnd a function.2 Let f be a function. you can’t escape the fact that it is common usage to call that symbol an integral. The functions whose derivatives equal a given function. Nevertheless. At this time it is assumed that f does not depend on y and f is a given continuous deﬁned [a. Then letting H (x) ≡ A (x) − B (x) . y (x) for x ∈ [a. The main diﬃculty in solving these initial value problems like (9. b).1 There is at most one solution to the initial value problem. f (x) . this constant must equal H (a) = 0. y (a) = y0 . Therefore.Antiderivatives And Diﬀerential Equations A diﬀerential equation is an equation which involves an unknown function and its derivatives. (9. b].1.1) which is continuous on [a. Proof: Suppose both A (x) and B (x) are solutions to this initial value problem for x ∈ (a.1) Theorem 9. y (x)) . f (x) dx denotes the set of antiderivatives of f . b] . 179 . By continuity of H. 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. (9. from Corollary 6. it follows that H (a) = 0 and H (x) = A (x) − B (x) = f (x) − f (x) = 0. Thus F ∈ f (x) dx means F (x) = f (x). Thus the initial value problem of interest here is one of the form y (x) = f (x) . b). It is customary to refer to f (x) as the integrand. Deﬁnition 9.

f (x) xn . Then there exists a constant. b).3 it follows that if F (x) ∈ f (x) dx. b) .1. 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. From Lemma 9. C such that for all x ∈ (a. 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. There is another simple lemma about antiderivatives.1. G ∈ f (x) dx for x ∈ (a. From the formulas for derivatives presented earlier. 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. by Corollary 6. F (x) − G (x) = C. the following table of antiderivatives follows. 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 .180 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Lemma 9. Thus it is customary to write f (x) dx = F (x) + C where it is understood that C is an arbitrary constant. It is necessary to verify the two sets of functions are the same. F (x) = G (x) + C.8. and if nonempty. Now take H ∈ (af (x) + bg (x)) dx and pick F ∈ f (x) dx. then every other function in f (x) dx is of the form F (x) + C for a suitable constant.3 Suppose F . Consequently. C. Lemma 9. This proves the lemma.1. Suppose then that F ∈ f (x) dx and G ∈ g (x) dx. bg (x) dx = b g (x) dx This has shown the two sets of functions are the same and proves the lemma. Then aF + bG is a typical function of the right side of the equation. Proof: F (x) − G (x) = f (x) − f (x) = 0 for all x ∈ (a. Therefore H ∈ aF + b g (x) dx ⊆ a f (x) dx + b g (x) dx.4 If a and b are nonzero real numbers. Taking the derivative of this function. b).4 on Page 133. called a constant of integration.

h h h Therefore.5. The vertical line from the point. x + h] with the properties f (xM ) ≡ max {f (x) : x ∈ [x. This discussion implies the following theorem.9. f. . Theorem 5.5 Let n k=0 181 ak xk be a polynomial. using the squeezing theorem. AREAS The above table is a good starting point for other antiderivatives.4. xm ∈ [x. x + h up to the curve and the vertical line from x up to the curve deﬁne the area. hf (xm ) A (x + h) − A (x) hf (xM ) ≤ ≤ = f (xM ) . x + h]} Then. 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. x + h]} and f (xm ) ≡ min {f (x) : x ∈ [x. In general. A (x + h) − A (x) as indicated.1.7.1. for continuous functions. 9. f (xm ) = A (x) ≡ lim A (x + h) − A (x) = f (x) .10 on Page 96 implies there exists xM . This happens because the function is decreasing near x. A (x) represents the area between this curve and the x axis between the point. a and the point x as shown. 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. h h→0 The consideration of h < 0 is also straightforward. You can see that this area is between hf (x) and hf (x + h).2. Theorem 5. and the continuity of f. Proposition 9. For example.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.9.

Letting C = 2.2) 9.3 Find the area between the graph of the function y = 1/x2 and the x axis for x between 1/2 and 3. the graph of the function. b]. ∞) be continuous. f (x) is on top and sometimes the function. It follows that A (x) = x − 1 . Therefore. 2].2. Then letting A (x) denote the area between a. x + C has the property that its derivative gives x2 . 3 Thus C = −1 . 3 3 3 Example 9. 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. and the x axis. b] → [0. A (x) = f (x) is a diﬀerential equation. 3 (9. a and b. 1 A (x) = − x + 2 satisﬁes the appropriate initial value problem and so the area equals A (3) = 5 3. It is the length of the vertical line joining the two graphs which is of importance . It only remains to choose C in such a way that the function equals zero at x = 1. f (x) A(x) g(x) A(x + h) − A(x) a x x+h You see that sometimes the function. Consider the following picture.182 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Theorem 9.2. the area described equals 3 3 3 A (2) = 8 − 1 = 7 square units. The assertion that A should be continuous on [a. Find the area between the graph of the function.1 Let a < b and let f : [a. A (x) written in terms of the derivative of this unknown function. The function. 1 The function − x + C has the property that its derivative equals 1/x2 . which yields continuity on [a. b) . b] follows from the fact that it has to be continuous on (a. b]. and the x axis.3 Area Between Graphs It is a minor generalization to consider the area between the graphs of two functions. A (a) = 0. It is called this because it is an equation for an unknown function. the points 1 and 2. The problem for A described in the above theorem is called an initial value problem and the equation.2.2 Let f (x) = x2 for x ∈ [1. g (x) is on top. Example 9. A is continuous on [a. A (x) = f (x) for x ∈ (a. This is true for any 3 C. Also. x.

AREA BETWEEN GRAPHS 183 and this length is always |f (x) − g (x)| regardless of which function is larger.3. x + h]} . Hence A (x) = 9 − x2 .2 Let f (x) = 8 − x and g (x) = 2 of the two functions for x ∈ [−4. This yields the following theorem which generalizes the one presented earlier because the x axis is the graph of the function.3. A (−4) = 0. Theorem 9. b) . Also. Then A (x + h) − A (x) |f (xM ) − g (xM )| h |f (xm ) − g (xm )| h ≤ ≤ . 3].3) x2 2 − 1. g : [a. for x ∈ (−4. Find the area between the graphs You should graph the two functions. 2 (9. Then letting A (t) denote the area between the graphs of the two functions for x ∈ [a. By Theorem 5. t] . A (−3) = for x ∈ (−3. Example 9. −3] 9 − x2 if x ∈ [−3. 3). 3 Thus 3 (−4) − 9 (−4) + C = 0 3 and so C = − 44 . x + h]} and |f (xm ) − g (xm )| ≡ min {|f (x) − g (x)| : x ∈ [x. It follows that A (x) = 9x − x3 +D 3 10 3 . 3 A (x) = Also. 3] It follows that on (−4. A (x) = x − 9x + C where C is chosen so that A (−4) = 0. 3] because it is supposed to have a derivative. 3). −3) . b]. x + h] satisfying |f (xM ) − g (xM )| ≡ max {|f (x) − g (x)| : x ∈ [x. xm ∈ [x. Now 9 − x2 = 3 x2 − 9 if x ∈ [−4. A is continuous on [a. −3) . Therefore.3. as h → 0 A (x) = |f (x) − g (x)| Also A (a) = 0 as before. Theorem 5. A (−3) = 3 x3 44 − 9x − 3 3 (−3) 44 10 − 9 (−3) − = .1 Let a < b and let f.9.10 on Page 96 there exist xM .9. h h h and using the squeezing theorem.5 on Page 100. A (t) = |f (t) − g (t)| for t ∈ (a. A (a) = 0. The answer is A (3) where A (x) = |f (x) − g (x)| = 9 − x2 .7. 3 3 3 Now consider A (x) for x ∈ (−3. b] → R be continuous. It is necessary to have A continuous on the interval [−4. y = 0.

B (a) = 0.4) it will equal G (x) − G (a) .3. consider the initial value problem F (x) = f (x) . Find the area between the graphs of the functions. 3 3 3 This illustrates the following procedure which you can use to ﬁnd areas. Find the area between the graphs of the functions y = x + 1 and y = 2x for x ∈ [0. y = x2 + 1 and y = 3x + 5. F (a) = 0. . From Lemma 9. 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. A (x). G. 3 3 3 is given by 3 (3) 64 118 A (3) = 9 (3) − + = . such that G (x) = f (x) .4 Exercises 1. Then to ﬁnd the area between the two graphs of the functions. Therefore. The solution is y = −1 and 4. Example 9. By continuity of A.4). d] . First ﬁnd where the two graphs intersect.3. Find the area between the graphs of y = 5x + 14 and y = x2 . Find the area between the graphs of the functions. (9. 3). Proof: Suppose B (x) = |f (x) − g (x)| . you can verify that 4−y 2 > −3y and so 4 − y 2 − (−3y) = 4−y 2 +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 .4) Procedure 9. (9. there exists a constant. B (b) is the desired area. Then from the above explanation. More generally. Procedure 9.3.3 Suppose y = f (x) and y = g (x) are two functions deﬁned for x ∈ [a. A (3) . ﬁnd an antiderivative of |f (x) − g (x)| .1. the area. it follows C = −G (a) and so F (x) = G (x)−G (a) . C such that F (x) = G (x)+C.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. C such that A (x) = B (x) + C. 3. Then by Lemma 9. The desired area is then given by A (b) − A (a) .5 Find the area between x = 4 − y 2 and x = −3y. 4. A (b) − A (a) = (B (b) + C) − (B (a) + C) = (B (b) + C) − C = B (b) which is the desired area. 6 9. If there is a solution to the initial value problem. Since F (a) = 0.3. Proof: Suppose F solves (9. 4 − y 2 = −3y. (9.4 To solve the initial value problem. b] . 2.1. For y in this interval.4). 3]. ﬁnd an antiderivative. y = 2x2 and y = 6x + 8.3 there is some constant.

k such that the area of these two pieces is exactly equal. 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. 2] and the x axis in terms of known functions. Find the area between y = |x| and the x axis for x ∈ [−2. Hint: You should draw plenty of pictures to do this last part. 1) . 2π] . 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. Find the area between the graphs of y = x and y = sin x for x ∈ − π . 2]. EXERCISES 5. 13. Explain why there exists a number. Find the area between the x axis and the graph of the function 2x 1 + x2 for x ∈ [0. Show that the area of a right triangle equals one half the product of two sides which are not the hypotenuse. Find the area between y = ex and y = 2x + 1 for x > 0. 4 14. the line y = kx divides this region into two pieces. 9. In order to do this. 17. 10. Hint: This will likely involve the intermediate value theorem. b). π . 15. Establish this inequality by adding up areas in the following picture. Find the area between y = sin x and y = cos x for x ∈ 0. 16. Find the area between the graph of f (x) = 1/x for x ∈ [1.4. An inequality which is of major importance is ab ≤ ap bq + p q where here q is deﬁned by 1/p + 1/q = 1. 2]. For k ∈ (0. Let p > 1. π . Find the area between the graphs of x = y 2 and y = 2 − x. Write an equation satisﬁed by k and then ﬁnd an approximate value for k. 185 √ 8. Find the area between y = ln x and y = sin x for x > 0. Let A denote the region between the x axis and the graph of the function. 12. 6. 2 7. . Find the area between the graph of f (x) = 1/x2 for x ∈ [1. 0) and (0. 11. Find the area between ex and cos x for x ∈ [0. In order to do this. f (x) = x − x2 . 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. 2] and the x axis in terms of known functions.9. Hint: Recall the chain rule for derivatives.

5. Example 9. 2 Thus cos (2x) sin2 (2x) dx = = 1 2 u2 du = 3 u3 +C 6 (sin (2x)) +C 6 .5 The Method Of Substitution Finding areas can often be reduced to solving an initial value problem. Here are some other examples of the method of substitution. Example 9.5.5.2 Find 3 + 2−1 sin2 (x) dx = 6 (3 + u) 3 .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) Note it is of the form given in (9. du dx Let u = sin (2x). 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.186 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. There is a trick based on the Leibniz notation for the derivative which is very useful and illustrated in the following example. This is a special case of (9. 1 + x2 2x dx. Now formally du = cos (2x) dx.4 Find cos (2x) sin2 (2x) dx. sin (x) cos (x) Example 9. Example 9. Then = 2 cos (2x).5) with g (x) = 2−1 sin2 (x) and F (u) = Therefore. f (g (x)) g (x) dx = F (x) + C. The method of substitution is based on the following formula which is merely a restatement of the chain rule.5.5) when g (x) = 1 + x2 and F (u) = u7 /7. 1 12 3 12 + 2 sin2 x + C. Therefore.1 Find sin (x) cos (x) 3 + 2−1 sin2 (x) dx 2 3 (9. the answer is 6 7 1 + x2 2x dx = 1 + x2 /7 + C. where F (y) = f (y). The crucial step in the solution of this initial value problem is to ﬁnd an antiderivative for a given function.5) and massage things to get them in that form. it is not necessary to recall (9. Actually.

9. 2 ln (3) Example 9. 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. (sin(2x))3 6 = cos (2x) sin2 (2x) which veriﬁes the answer is right. the chain rule implies is another example.5. Thus in this example. 1 + cos (2x) cos2 (x) dx = dx 2 Now letting u = 2x. Here Example 9. Then subtracting and solving for cos2 (x). 1 + cos (2x) cos2 (x) = .5. this is written as 2 1 3x + C.7 Find cos2 (x) dx Recall that cos (2x) = cos2 (x) − sin2 (x) and 1 = cos2 (x) + sin2 (x).5 Find √ 3 2x + 7x dx. This was solved and ﬁnally the original variable was replaced. 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. When using this method.5. 4 . 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. it is a good idea to check your answer to be sure you have not made a mistake.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. 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 9.5. 2 Therefore. In this example u = 2x + 7 so that du = 2dx.

2. Example 9. This illustrates a general procedure. This is usually done by a trick.10 Find sec (x) dx. dx csc (x) = − csc (x) cot (x) and − csc(x)(cot(x)+csc(x)) 2 cot (x) = − csc (x) . C.5.9 f (x) f (x) dx = ln |f (x)| + C. Find the indicated antiderivatives. At this point. Example 9. Example 9. Procedure 9. recall that (ln |u|) = 1/u.5. (a) x cosh x2 + 1 dx . this becomes −1 du. This follows from the chain rule. Write the integral as − dx = − ln |cot (x) + csc (x)|+ (cot(x)+csc(x)) 9.188 Also ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 1 1 sin2 (x) dx = − cos x sin x + x + C 2 2 which is left as an exercise. 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. Thus this antiderivative is u − ln |u| + C = ln u−1 + C and so tan (x) dx = ln |sec x| + C.8 Find tan (x) dx Let u = cos x so that du = − sin (x) dx.5.11 Find d dx csc (x) dx.5. Thus sec (x) dx = ln |sec (x) + tan (x)| + C. Then writing the antiderivative in terms of u. Find the indicated antiderivatives. 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. Find the indicated antiderivatives.6 Exercises (a) (b) (c) (d) (e) √ x 2x−3 1. d This is done like the antiderivatives for the secant. (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.

Find the area between the graphs of y = cos2 x and y = sin2 x for x ∈ [0. (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. x 3+x4 dx 1 x2 +2x+2 √ 1 dx 4−x2 1 √ dx x x2 −9 ln(x2 ) x Hint: Let x = 3u. 7. π/2]. sin2 (x) dx. EXERCISES (b) (c) (d) (e) 4. Find the area between the graph of f (x) = x3 / 2 + 3x4 and the x axis for x ∈ [0. 11. 8. 2π]. 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. Find 1 dx. Find x3 5x dx sin (x) 7cos(x) dx x sin x2 dx √ x5 2x2 + 1 dx Hint: Let u = 2x2 + 1. 6.6. 4]. and the x axis. dx √ x3 (6x2 +5) (g) Find (h) Find dx x 3 (6x + 4) dx 9. 2 4 189 5. Hint: Derive and use sin2 (x) = 1−cos(2x) . . 2π]. x1/3 +x1/2 Hint: Try letting x = u6 and use long division. for x ∈ [0. Find the indicated antiderivatives. Find the area between the graphs of y = sin (2x) and y = cos (2x) for x ∈ [0.9. Find the area between the graphs of y = sin2 x.

Now let G ∈ u (x) v (x) dx.7. If u and v exist.2 Find x sin (x) dx Let u (x) = x and v (x) = sin (x). 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. Thus every function from the right in (9. This proves the proposition. Then from (9. Example 9.7) is a function found in the right side of (9. Then applying (9. Therefore. x sin (x) dx = (− cos (x)) x − (− cos (x)) dx = −x cos (x) + sin (x) + C.190 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9.7 Integration By Parts Another technique for ﬁnding antiderivatives is called integration by parts and is based on the product rule. Then uv − Proof: Let F ∈ u (x) v (x) dx = u (x) v (x) dx.7. then (uv) (x) = u (x) v (x) + u (x) v (x) .7).3 Find x ln (x) dx Let u (x) = ln (x) and v (x) = x.7).4 Find arctan (x) dx Let u (x) = arctan (x) and v (x) = 1. 2 .6) (9.7) is a function from the left. Example 9. Therefore every function from the left in (9.1 Let u and v be diﬀerentiable functions for which u (x) v (x) dx are nonempty.7). Then (uv − G) = −uv + (uv) = u v by the chain rule.7.7) u (x) v (x) dx. (uv) (x) − u (x) v (x) = u (x) v (x) Proposition 9.7. Then from (9. It follows that uv − G ∈ u (x) v (x) dx and so G ∈ uv − u (x) v (x) dx. Then (uv − F ) = (uv) − F = (uv) − u v = uv by the chain rule. Recall the product rule.7). 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. u (x) v (x) dx and (9.

8. Is there anything wrong here? If so. EXERCISES 191 9.9. (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. 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. 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. 2. Show that tan (x) sec (x) + ln |sec x + tan x| + C. Consider the following argument. If you don’t make any mistakes. Integrate by parts. 1 x2 3. 0 = −1. the process will go in circles. letting u (x) = x and v (x) = to get 1 dx = x x 1 x2 dx = 1 dx. x3 cos x2 dx sec3 (x) dx = 1 2 1 2 2 2 1 x(ln(|x|))2 1. . Try doing sin2 x dx the obvious way. Find the following antiderivatives. Find the following antiderivatives. x − 1 x x+ 1 dx x = −1 + Now subtracting what? 1 x dx from both sides. 4.8 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.

Therefore. Example 9. x+1 (x + 1)2 + 1 u 1 In this picture which is descriptive of (9. 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. function. Complete the square as before and write 1 (x2 + 2x + 2) Use the following substitution next.9.1 Find 1 (x2 +2x+2)2 dx. putting in this information to change back to the x variable. x + 1 = tan u so dx = sec2 u du. The technique will be illustrated by presenting examples.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.8).9 Trig.192 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. (x+1)2 +1 Therefore. Substitutions Certain antiderivatives are easily obtained by making an auspicious substitution involving a trig. 2 2 (x + 1)2 + 1 . sin u = √ x+1 (x+1)2 +1 and cos u = √ 1 . this last indeﬁnite integral becomes sec2 u tan2 u + 1 2 2 dx = 1 (x + 1) + 1 2 2 dx (9.

2 Now use integration by parts to obtain sec3 (u) du = sec2 (u) sec (u) du = 1/2 (9. Then making the substitution.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)| − . Example 9. TRIG. 3 sec2 u du. restoring the x = ln = ln 3 + x2 x √ + √ +C 3 3 3 + x2 + x + C. sec u = variable. Making the substitution. 4x2 + 3 dx.9. 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. 3 Therefore.9. √ √ 3 1/2 2 3 tan u + 1 sec2 (u) du 2 3 = sec3 (u) du.9. √ 1 x2 + 3 dx and tan u = √ x √ .3 Find √ √ Let 2x = 3 tan u so 2dx = 3 sec2 (u) du. SUBSTITUTIONS Example 9.9.2 Find Let x = √ √ 1 x2 +3 193 dx. x √ 3 + x2 u √ 3 √ 3+x2 √ 3 Using the above diagram.

3 Therefore. bx = a tan u and the trig was the right one to use. let 5x = 3 sin (u) so 5dx = 3 cos (u) du.4 Find √ 3 − 5x2 dx √ √ √ √ In this example. tan (u) = and sec (u) = 4x2 + 3 1/2 √ 3+4x2 √ .10) Now it follows from (9. 2x √ 3 + 4x2 u √ 3 2x √ 3 From the diagram. x. This is the auspicious substitution which often simpliﬁes these sorts of problems. Making the . 2 (9. The reason this might be a good idea is that it will get rid of the square root sign as shown below.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. Example 9.9.194 Therefore. 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. 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.

5 Now from (9. 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 . sin (u) = and cos (u) = √ 3−5x2 √ .10). 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. 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.9. TRIG. √ 5x u √ 3 √ 3 − 5x2 √ 5x √ 3 From the diagram. 2 5 2 5 = .9. changing back to x. Then changing the variable. SUBSTITUTIONS substitution. 3 Therefore.9.5 Find 5x2 − 3 dx √ √ √ √ In this example. 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. let 5x = 3 sec (u) so 5dx = 3 sec (u) tan (u) du.

The diagram is as follows. 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. 9. 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. These substitutions are often especially useful when the expression is enclosed in a square root.196 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Now it is necessary to change back to x. 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 .10 (a) (b) (c) (d) (e) (f) (g) (h) Exercises √ √ √ √ √ x (4−x2 ) 1. here is a short table of auspicious substitutions corresponding to certain expressions. Expression a2 + b2 x2 a2 − b2 x2 a2 x2 − b2 Trig. √ 5x2 − 3 u 5x √ √ 3 √ 5x √ 3 Therefore.

(a) (b) (c) (d) (36x2 − 25) dx (x2 − 4) dx (16x2 − 9) 3 dx (25x2 − 16) dx 3. 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 9.11. 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. Example 9. Find the antiderivatives. Before presenting this technique. . Hint: Complete the square.9. 3 1 261+25x2 −150x (25x2 + 9) 1 25+16x2 dx dx 4. a few more examples are presented. (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.1 Find 1 x2 +2x+2 dx. PARTIAL FRACTIONS (i) (j) (4 − 9x2 ) 3 197 dx (1 − 9x2 ) dx 2.11. (a) (b) (c) (d) (e) (f) (g) (h) (i) (j) 1 26+x2 −2x dx Hint: Complete the square.

+ 2 √3 2 du 1 du +1 = √ 3 2 u.2 Find 1 3x+5 dx.11. Therefore. 3 ln 2 2 √ 3 x+ 1 2 2 √ 3 x+ 1 2 + C. letting u = x+1 so that du = dx. 3x + 5 3 3x+2 x2 +x+1 Example 9. . x2 3x + 2 dx = +x+1 = Now let x+ so that x + 1 2 x2 3 4 dx x+ 2 + 3 4 dx.11. 2 + 2x + 2 x Example 9. u 3 Let u = 3x + 5 so du = 3dx and changing the variable. 3x + 2 +x+ 1 + 4 3x + 2 1 2 2 First complete the square in the denominator. 1 2 = 3 2 u 4 changing the variable. Then the last indeﬁnite integral reduces to 1 du = arctan u + C u2 + 1 and so 1 dx = arctan (x + 1) + C. 1 1 dx = ln |3x + 5| + C.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. 1 3 1 1 du = ln |u| + C. 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. Therefore. The following simple but important Lemma is needed to continue.3 Find dx.

9.11. Thus the problem involves ﬁnding a. Then letting r1 (x) = r (x) − = = xm−n bm g (x) an xm−n bm g (x) an xm−n bm . If this doesn’t happen. In this problem.6 Find −x3 +11x2 +24x+14 (2x+3)(x+5)(x2 +x+1) dx. b cx + d a + + 2x + 3 x + 5 x2 + x + 1 and try to ﬁnd constants. b.11. 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. It is required to show degree of r (x) < degree of g (x) or else r (x) = 0. c. b. Corollary 9. 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) = 0.5 Let f (x) and g (x) be polynomials. Then there exists a polynomial. If it is not so.11. Let this take place when l (x) = q1 (x) and let r (x) = f (x) − g (x) q1 (x). a. It is required to show the degree of r (x) is smaller than the degree of g (x) . Let r (x) g (x) = bm xm + · · · + b1 x + b0 = an xn + · · · + a1 x + a0 where m ≥ n and bm and an are nonzero. and d so that the above rational functions sum to the integrand. Now the degree of r1 (x) < degree of r (x). this is so. 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 . ﬁrst check to see if the degree of the numerator in the integrand is less than the degree of the denominator. pick the one which has the smallest degree. c.11. q (x) such that r (x) f (x) = q (x) + . r (x) such that the degree of r (x) < degree of g (x) and a polynomial. Then there exists a polynomial. Proof: Consider the polynomials of the form f (x) − g (x) l (x) and out of all these polynomials. then the degree of r ≥ the degree of g. a contradiction to the construction of r (x). This can be done because of the well ordering of the natural numbers discussed earlier. This proves the lemma. 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). Suppose f (x) − g (x) l (x) is never equal to zero for any l (x). g (x) g (x) Example 9. Then r (x) = 0. The reason cx + d is used in the numerator of the last expression is that x2 + x + 1 cannot be factored using real polynomials. See the preceding corollary which guarantees this can be done. PARTIAL FRACTIONS 199 Lemma 9.4 Let f (x) and g (x) be polynomials. d. In this case. Now look for a partial fractions expansion for the integrand which is in the following form.

it is now possible to ﬁnd the antiderivative of the given function. Example 9. Therefore. Anyway. a = 1.200 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) . 2b + 2c + a = −1 6a + 5b + 13c + 2d = 11 6a + 13d + 5b + 15c = 24 15d + 5a + 3b = 14 The solution is c = 1.11) and obtain a simple equation for ﬁnding b. d = 1. they have the same coeﬃcients. −x3 + 11x2 + 24x + 14 = (2b + 2c + a) x3 + (6a + 5b + 13c + 2d) x2 + (6a + 13d + 5b + 15c) x + 15d + 5a + 3b and therefore.11) Now these are two polynomials which are supposed to be equal. Here is an easier one. This reduces the above system to a more manageable size. (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. (9. b = −2. −x3 + 11x2 + 24x + 14 dx = (2x + 3) (x + 5) (x2 + x + 1) 1 dx − 2x + 3 2 dx + x+5 x2 1+x dx. In reality it is not that bad. Multiplying the right side out and collecting the terms. 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 = + .11. In this case the degree of the numerator is larger than the degree of the denominator and so long division must ﬁrst be used. Therefore. −x3 + 11x2 + 24x + 14 1 2 1+x = − + . dx. +x+1 Now each of these indeﬁnite integrals can be found using the techniques given above. 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. First let x = −5 in (9.7 Find 3x5 +7 x2 −1 + C. 2−1 x (x − 1) (x + 1) . it is necessary to solve the equations.

11. ax2 + bx + c which cannot be factored further. . 7 + 3x 5 2 = − x2 − 1 x−1 x+1 and so 5 2 3x5 + 7 = 3x3 + 3x + − . Therefore. (x + 2) (x + 2)2 (x + 3) The reason there are two terms devoted to (x + 2) is that this is squared. some linear of the form ax + b and others quadratic. x2 − 1 4 2 What is done when the factors are repeated? Example 9. do a long division. Since this is the case. You ﬁrst check to be sure the degree of the numerator is less than the degree of the denominator. First observe that the degree of the numerator is less than the degree of the denominator.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 . (x + 2) (x + 2)2 (x + 1) x +1 These examples illustrate what to do when using the method of partial fractions. dx. Letting x = 1. cx + d ex + f ax + b + + 3+ (x2 + 2x + 2) (x2 + 2x + 2)2 (x2 + 2x + 2) A B D gx + h + + + 2 . it follows b = −2. 3x + 7 (x + 2) (x + 3) 2 dx = − 1 + 2 ln (x + 2) − 2 ln (x + 3) + C. 2−1 x x−1 x+1 3x5 + 7 3 3 dx = x4 + x2 + 5 ln (x − 1) − 2 ln (x + 1) + C. Then letting x = −1.11.8 Find 3x+7 (x+2)2 (x+3) 201 therefore. Computing the constants yields 3x + 7 1 2 2 = 2 2 + x+2 − x+3 (x + 2) (x + 3) (x + 2) and therefore.9. look for a partial fractions decomposition in the following form. x+2 Example 9. If this is not so. PARTIAL FRACTIONS Therefore. First check to see if the degree of the numerator is smaller than the degree of the denominator.11. Next follow the procedure illustrated in the above examples. 7 + 3x = a (x + 1) + b (x − 1) . Then you factor the denominator into a product of factors. In this case the correct form of the partial fraction expansion is a b c + + . a = 5.

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.12 Rational Functions Of Trig.13 Exercises 1. This equals 2 cos2 (arctan u)−1. du = 1 + tan2 θ 1 dθ and so in terms of this new 2 2 2 variable. Find 1+sin θ dθ. 2. try the substitution u = sin (x) . Thus in this example. 9. 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. Give a condition on a. Otherwise you may be looking for something which is not there. b.12. . the indeﬁnite integral is 2 cos (2 arctan u) du. Setting up a little √ triangle as above. and c such that ax2 + bx + c cannot be factored as a product of two polynomials which have real coeﬃcients. (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 3.202 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. Find the partial fractions expansion of the following rational functions. Now replace u to obtain − tan θ 2 + 2 arctan tan θ 2 + C. The substitution is u = tan θ . (1 + cos (2 arctan u)) (1 + u2 ) You can evaluate cos (2 arctan u) exactly. The integrand is an example of a rational function of cosines and sines. In ﬁnding sec (x) dx. in terms of u the antiderivative equals −u + 2 arctan u. 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. When you use partial fractions. be sure you look for something which is of the right form. 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. 5. Functions cos θ 1+cos θ Example 9.1 Find dθ.

Beware that sometimes you may get it right even though it looks diﬀerent than the answer given.14 Practice Problems For Antiderivatives Here are lots of practice problems for ﬁnding antiderivatives. (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. Some of these are very hard but you don’t have to do all of them if you don’t want to. the better you will be at taking antiderivatives. I shall give answers to these problems so you can see whether you have it right. However. Find the antiderivatives. 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. there is no guarantee that my answers are right. . PRACTICE PROBLEMS FOR ANTIDERIVATIVES 6. Also. Find the antiderivatives. 203 7. (a) (b) (c) 1 (3x2 +12x+13)2 1 (5x2 +10x+7)2 dx dx dx 1 (5x2 −20x+23)2 9. Most of these problems are modiﬁcations of problems I found in a Russian calculus book.14.9. This book had some which were even harder. In ﬁnding csc (x) dx try the substitution u = cos (x) . the more you do. 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.

1 3 1 − 2 sin(2x+3) cos (2x + 3) + C Answer: cosh (3x + 3) dx = C 10. Find Answer: dx. 1 7 7 (2x + 3) −25 −25 dx. Find ln (−1 + tanh 2x) 1 sin2 (2x+3) Answer: 1 sin2 (2x+3) dx = ln (1 + tanh 2x) + C cosh (3x + 3) dx. Find dx = (3 + 2x) 5 dx. 2 3x ln 2 2 18. Answer: (2x + 3) 6. 1 16 1 cosh 8x sinh 8x+ 2 x+ Answer: 1 49+4x2 dx = 16. 4. sinh (3x + 3) + Answer: 1 1+cos 6x dx = tan 1 x + C 2 dx. Find √ 1 (4x2 −9) 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 . Find (36 + x2 ) + C (7x + 1) 30 30 Answer: 3. 1 11 11 x 3 − x5 5. Find (36+x2 )+ √ √ (36−x2 ) Answer: 2x+1 x (1296−x4 ) dx.204 1. Find 1 4 2 Answer: √ 12 1 2 (4x −9) dx = (4x2 − 9) + C dx. √ 11. 1 14 2 arctan 7 x + C Answer: 5 dx = 7. 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 Answer: (1 + sin 3x) dx = √ (1+sin 3x) 2 (sin 3x − 1) cos 3x +C 3 − x6 + 9x + C 14. Find Answer: tanh 2x dx = − 1 tanh 2x − 2 +1 4 9. ln x + 12. Find x 1 dx = − 48(2x+3)24 + C dx = (3 + 2x) + 5x dx. Answer: cosh2 8x dx = C 8. dx. Find √ √ 2x+1 x ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS dx. Find 5−2x2 5+2x2 et t+1 +C dx. Find +C cosh2 8x dx. 2 19. √ √ dx = 2 2 x + ln x + C Write this as 2. ln 2x + 17. 1 217 5−2x2 5+2x2 Answer: (7x + 1) 13. 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. 1 x ln 5 5 dx. Find 1 1+cos 6x dx. Find Answer: (3 + 2x) C 15. Find 81+x dx. tanh2 2x dx.

Find u 3 18 (6+2x)(6−x) Answer: + C. Find Answer: (4x3 + 2) dx = (4x3 + 2) x8 3 Answer: x7 ex dx = 1 ex + C 8 28. Find √sin 7x+cos 7x (sin 7x−cos 7x) 22. Find x2 1 18 205 x7 ex 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 30.9. Find √ 1 (x(3x−5)) sin ln 6+2x + C 6−x 34. this yields 1 arcsec 5 |x| + C. 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. x5 (6−3x2 ) dx. 8 8 8 x2 (4x3 + 2) dx. Find dx. Find dx = ln5 x + C dx. Answer: x8 = 2 189 29. 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. 1 4 dx = 1 6 ln |csc 4x − cot 4x| + C arctan 5x 1+25x2 1 9 32. 3 3 25. Find 1 x cos(ln 4x) 35. Find x23 2 − 6x12 10 10 dx. Find 1 √ 3(2+x) x dx. dx. 1 10 24. 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. 31. 18 (6+2x)(6−x) √ 1 (25x2 −9) dx = 1 3 du = cos ln 6+2x 6−x Now restoring the original variables. 1 5 Answer: (3x9 + 2) 5 ln4 x x 21. Find dx. 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 . PRACTICE PROBLEMS FOR ANTIDERIVATIVES 20. Find Answer: √ √ 3 6 arctan 1 √ 3(2+x) x Answer: csc 4x dx = √ √ √ 3 x 6 +C dx. dx. 33. 23.14. 27. Find dx. Find 5 ln4 x x +C dx.

=2 Answer: Let u2 = ex so 2udu = ex dx = au2 dx. Now let x = sin θ so dx = (1−x ) Answer: x ln (3x) dx = 1 x2 ln 3x − 1 x2 + C 2 4 46. Find 1 2x 1 2 du. Answer: 1 2 4x 1 1 x ln2 6x dx = 2 x2 ln2 6x− 2 x2 ln 6x+ +C .206 36. Now in terms of x this is (x2 − 4)− 2 ln 42. 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. In terms of u this is 2 √1 u 1+u2 2 tan θ − 2 ln (sec θ + tan θ) + C. 1 1 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS x−2 x+2 41. Answer: √ C 45. dx. Find Answer: 1 dx. Find √ 1 (ex +1) dx. Find √ arctan x √ x(1+x) dx. √ x+C Answer: √ C 44. ln 3x + √ 43. Find Answer: dx. 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 . 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. 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. 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. 1x e2 √ u2 +1 u 1 u dx = (4 + 9x2 )− (4 + 9x2 ) + C dx. Find x ln2 (6x) dx. Find cos3 3x sin 2 3x dx. In terms of x this gives arcsin x − (1 − x2 ) + C. Then this is √ 1+sin θ (1−sin2 θ) cos θ dθ = (1 + sin θ) dθ = θ − cos θ + C. Find √ 1 (x2 −36) 1 (x2 +49) Answer: dx = ln x + (x2 + 49) + √ arctan x √ x(1+x) = arctan2 1+x 1−x dx. Find 1 (x2 +49) 39. cos θ dθ. u = tan θ so du = sec2 θ dθ. 40. Find x ln (3x) dx. Now let + (x2 − 4) + C.

PRACTICE PROBLEMS FOR ANTIDERIVATIVES 47. 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. x3 ex dx. Find e2x = 1 e2x 4 54. = 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 . 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. 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. Find Answer: (e4x + 1) dx (e4x + 1)+ 1 arcsinh e2x +C 4 cos (ln 7x) dx. Find (1 − x2 ) + C 57. Find 3 x2 207 sin (ln 7x) . Find arctan 6x x3 x+4 3 (x+3)2 dx. Answer: e3x sin2 2x dx = 1 e3x − 6 x+C 58. Find 4x +65x+266 2 (x+2)(x2 +16x+66) dx. Find 1 x3 +8 1 12 1 x3 +8 dx dx. 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. Answer: x2 sin 8x dx = − 1 x2 8 49. 2 ln (csc 4x − cot 4x) + C e2x (e4x + 1) dx. Find x e 48.9. Find +C dx. dx = 1 2 x2 2x e 2 55. 7x2 +100x+347 (x+2)(x+7)2 Answer: 7x2 +100x+347 (x+2)(x+7)2 52. Find e3x sin2 2x dx. Answer: 3x +7x+8 2 (x+2)(x2 +2x+2) dx 53. Find 2 +C 3x +7x+8 2 (x+2)(x2 +2x+2) dx.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. 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. = 6 ln (x + 2) + 2 arctan (1 + x) + C 61. Find 1 cos 8x+ 256 1 cos 8x+ 32 x sin 8x+C 56.

2 +1)(x2 +2x+5) 2 3 Answer: 2 (x4+4x+3x +x dx 2 +1)(x2 +2x+5) = 1 2 dx. 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. Answer: = and so after wading through much afﬂiction. Find 2 (x4+4x+3x +x dx. 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. 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 1 x4 +81 1 11(3−x)99 + 1 97(3−x)97 +C 67. Find x2 +4 x6 +64 x2 +4 x6 +64 + dx. √ √ 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 71.208 63. Hint: √ x2 + 3x 2 + 9 . Now use partial fractions. There(x+ 3) +1 fore. 66. Find 1 x4 +x2 +1 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS dx. 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 . Find ln 1 + x7 + C dx x2 +1 x4 −2x2 +1 dx. Find 1 x6 +64 2+1 √ 1 3x 2 − 1 + C √ = ln x − 69. 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 + . Find x2 (x−3)100 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. Answer: x2 +1 x4 −2x2 +1 Answer: First factor the denominator. = u 2u4 +2 2 x5 x8 +1 dx + 192 √ 2 48 . Find x8 +1 dx + 1 . the indeﬁnite integral is 3x2 +12 16 √ 3x+ 1 + 1 − 192 √ 3x+ 1 √ 2 48 x− 3) +1 ( du.

Answer: tan5 (2x) dx = − 1 tan2 2x + 4 81. u = tan +C √ 1 . = 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. (x+3)+ (x−3) dx. Find tan5 (2x) dx. Find dx √ √ . Find √ 1 2x x2 √ x2 +6x+13 dx. x2 +9 . x(2+3 x+ 3 x) 209 x4 dx √ . 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.9. 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. Find x3 √1 x2 +9 dx. Answer: x2 x2 +6x+13 tan4 2x dx = (x2 + 6x + 13)+ + 1 ln 2 + 2 tan2 2x + C 4 dx . You might try letting u = . Find √ √ √(x+3)−√(x−3) dx. Find √ 1 8 74. Find 76. 82. Find sin6 (3x) dx. Find Answer: √ 2 (x2 (x2 + 6x + 13) + C dx. 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. 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. dx cos x+3 sin x+4 . tan(2x) 9 (x2 + 6x + 13)− 2 7 ln x + 3 + √ 75. u = tan (x) . PRACTICE PROBLEMS FOR ANTIDERIVATIVES 72.14. You might try letting u = sinh−1 (x + 2) . 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. x2 −9 77.

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

Therefore.15. V (0) = 0 dx and the answer is V (8) . Find the volume of the resulting shape between x = 0 and x = 8. 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. y = f (x) y = g(x) c a s xd b d x+h . VOLUMES 1 and so V (y) = π R2 y − 3 y 3 + C. 2 There is another way to ﬁnd volumes without using cross sections. Now since V (−R) = 0. 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. f (x) = x is revolved about the x axis. From the diﬀerential equation and initial condition. The following picture is descriptive of the situation. A (x) = πx and the appropriate diﬀerential equation and initial value is dV = πx.12) Now consider the problem of revolving the region between y = f (x) and y = g (x) for x ∈ [a. C = π − R + R3 and so 3 3 211 R3 4 + R3 = πR3 3 3 √ Example 9. This method involves the notion of shells. Therefore.4 The graph of the function.15. 2 (9. 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) .9. b] about the line x = c for c < a. V (x) = π x 2 and so V (8) = π 64 = 32π.

6 Find the volume of the solid formed by revolving the region between y = sin x. dV = 2π |f (x) − g (x)| (x − c) .15.212 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. V (x) = 2π (sin x − x cos x) + C and from the initial condition. it is not necessary to worry about which is larger. π] about the y axis. Example 9.13) Also. y = cos x and the x axis for x ∈ [0. dx Then using integration by parts. Example 9. V (0) = 0. f (x) or g (x) because it is expressed in terms of the absolute value of their diﬀerence.5 Find the volume of the solid formed by revolving the region between y = sin (x) and the x axis for x ∈ [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. C = 0. [a. you typically will have to worry about which is larger. V (0) = 0. the volume is V (π) = 2π 2 . Therefore. 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) . π/4] and so the initial value problem is dV = 2π (x + 4) (cos x − sin x) . Therefore. In this example. Therefore. x] about the line x = c. V (a) = 0 and this means that to ﬁnd the volume of revolution it suﬃces to solve the initial value problem. π/4] about the line x = −4 In this example. c = 0 and since sin (x) ≥ 0 for x ∈ [0. 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. lim (9. π] . V (a) = 0 dx (9. 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. the initial value problem is dV = 2πx sin (x) . Note that in the above formula. However. cos x > sin x for x ∈ [0. 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 .14) and the volume of revolution will equal V (b) .15.

using the method of substitution. Find the volume of the solid which results. the same formula obtained earlier using the method of cross sections to set up the diﬀerential equation. The bounded region between y = x2 and y = x is revolved about the x axis. 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. 3] is revolved about the y axis. Show the volume of a right circular cone is (1/3) × area of the base × height. Sketch the graph of this in the case where a b a = 2 and b = 3. denoted by A (y) is simply A (y) = A (h−y) . 213 √ In this case the volume of the sphere is obtained by revolving the region between y = √ R2 − x2 . y = − R2 − x2 and the x axis for x ∈ [0. 2 Argue that the area at height y.15. h2 5. . Hint: The cross sections at height y look just like R but shrunk. How much material was taken out? 3. Show that under these general conditions. Therefore. A sphere of radius R has a hole drilled through a diameter which is centered at the diameter and of radius r < R. 2π 2 R2 − x2 x dx = − 4 3 (R2 − x2 ) 3 π+C 4 and from the initial condition. The equation of an ellipse is x + y = 1. Find the volume of the solid which results.16.16 Exercises 2 2 1. and the x axis for x ∈ [1. Find the volume of this solid. The region between y = ln x. 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. 6. the volume of the cone is (1/3) × A × h. What is the volume of the resulting solid? 9. Thus this volume satisﬁes the initial value problem dV = 2π 2 R2 − x2 x. 9.7 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. π/3] is revolved about the line x = −1. EXERCISES Example 9. Find the volume of this solid. R] about the y axis. 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. 8. 4. Find the volume of what is left after the hole has been drilled. dx Thus. V (0) = 0. You should get an oval shaped thing which looks like a squashed circle. Now ﬁnd the volume of the solid obtained by revolving this ellipse about the y axis. 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. C = 3 R3 π.9. 7. 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.

b] . this shows the length of the curve joined by the hypotenuse of the right triangle is essentially equal to the length of the hypotenuse. Example 9.17. the length of the line is given by d−b c−a 2 1+ (c − a) = (a − c) + (b − c) 2 2 as hoped. Thus. Therefore. letting l denote the arc length function. − x2 r2 − x2 . our diﬀerential equation is dl = dx 1+ (r2 x2 = − x2 ) r2 r2 r =√ . 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 . 22 r and 22 r. Consider the following picture. Therefore. 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. Here is another familiar example. consider a straight line through the points (a. 22 r . Then the right answer is given by the Pythagorean theorem or distance formula and is (a − c) + (b − c) . b) and (c. To see this. l (c) . y = f (x) . d) where a < c. If the triangle is small enough. l (a) = 0. This deﬁnition gives the right answer for the length of a straight line.214 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. √ √ Here the function is f (x) = r2 − x2 and so f (x) = −x/ r2 − x2 .1 Find the length of the part of the circle having radius r which is between √ √ √ the points 0. £ dl £ dy £ £ dx £ £ which depicts a small right triangle attached as shown to the graph of a function. x] . l (a) = 0 2 as an initial value problem for the function. y = f (x) for x ∈ [a. 2 2 2 2 (dl) = (dx) + (dy) and dividing by (dx) yields dl = dx 1+ dy dx 2 = 1 + f (x) .17 Lengths And Areas Of Surfaces Of Revolution The same techniques can be used to compute lengths of the graph of a function. l (x) which gives the length of this curve on [a. dl = dx Thus l (x) = 1+ d−b c−a 2 2 2 1+ d−b c−a 2 . (x − a) and in particular.

l is an antiderivative of this last function. substitution. Using a trig substitution. 1 + 4x2 dx = 1 2 sec2 u du.17.3 What is the equation of a hanging chain? Consider the following picture of a portion of this chain. 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. Therefore. the length of the desired arc is √ √ 2 2 π l r = r arcsin =r .17. l (0) = 0.2 Find the length of the graph of y = x2 between x = 0 and x = 1. dx Thus. T (x) 0 T (x) sin θ T q θ E T (x) cos θ T ' 0q ρl(x)g c .17. Here is another example Example 9. 2x = tan u so dx = tution and using (9. getting the exact answer depends on ﬁnding 1 + 4x2 dx.9. Here f (x) = 2x and so the initial value problem to be solved is dl = 1 + 4x2 . LENGTHS AND AREAS OF SURFACES OF REVOLUTION 215 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. It only remains r to ﬁnd the constant.10) on Page 194. Use the trig. x = r sin θ. 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. Plugging in x = 0 this gives 0 = C and l (x) = r arcsin x so in r particular.

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

Both of these have the same central angle equal to 2πR 2πR 2π = .17. 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 .2 on Page 66.9. LENGTHS AND AREAS OF SURFACES OF REVOLUTION 217 cone in which it is desired to ﬁnd the lateral surface area. by Theorem 3. 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. rr rl rr rr rr RE ¨¨ ¨ ¨¨ ¨ l r1 rr rE r ¨ ¨¨ ¨¨ ¨¨ ¨¨ rr To do this. 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. The wet paint would make the following shape. In this picture. 2π (l + l1 ) l + l1 Therefore.8. one having radius l1 and the other having radius l + l1 . imagine painting the sides and rolling the shape on the ﬂoor for exactly one revolution.

2 Example 9.17. this yields the following initial value problem for A which can be used to ﬁnd the area of a surface of revolution. (Imagine painting it and rolling it on the ﬂoor and then taking the area of the rectangle which results. A (a) = 0. 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 → 0.218 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS R−r rr l rr rr l1 r rr r ¨¨ r ¨¨ ¨¨ ¨ ¨ ¨¨ and so by similar triangles. Consider the following picture of a piece of this graph. Of course this is just the cylinder of radius r and height b − a so this area should equal 2πr (b − a) . f. the area of this frustrum is πRl l+2 l+ lr R−r lr R−r = πl (R + r) = 2πl R+r 2 . Now consider a function. A (x) = 2πf (x) 1 + f (x) . substituting this into the above. Then from the above formula for the area of a frustrum. deﬁned on an interval. and using A (a) = 0. y = r for x ∈ [a. 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.) . [a. l1 = lr/ (R − r) . b] about the x axis. 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. 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.4 Find the surface area of the surface obtained by revolving the function. taking the limit as h → 0. x] . Therefore.

y = x for x ∈ [0. 2] . it follows that C = 2πr2 . y = cosh x for x ∈ [0. 10. The graph of the function. 3. y = sinh x for x ∈ [0. 4. Find the area of the surface of revolution if x ∈ [0. 219 The solution is A (x) = 2πr (x − a) . Louis is in the form of an inverted catenary. π/4] . √ 8. For a a positive real number. The graph of the function. 11. 9. the surface area equals A (r) = 2πr2 + 2πr2 = 4πr2 . 5. y = x1/2 − x 3 is revolved about the x axis. The graph of the function.9. Why? 7. Example 9. Therefore. Of 6. Therefore. In the hanging chain problem the picture and the derivation involved an assumption that at its lowest point. ax2 2 − 1 4a ln x for x ∈ [1. solve A (x) = 2πr 1 + 02 . 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. y = x2 for x ∈ [0. Find the area of the surface of revolution. √ Here the function involved is f (x) = r2 − x2 for x ∈ [−r. 2] . A (b) = 2πr (b − a) as expected. A (−r) = 0 r2 − x2 Thus. 1] is revolved about the x axis. Find the area of the surface of revolution. 3] .18 Exercises 1. EXERCISES Using the above initial value problem. the chain was horizontal. Find the length of the graph of y = ln (cos x) for x ∈ [0. The giant arch in St. r] and it is to be revolved about the x axis. Find the length of the graph of y = x1/2 − x3/2 3 for x ∈ [0. ﬁnd the length of y = course your answer should depend on a. 1] .17. 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 . Find the length of y = cosh (x) for x ∈ [0. 1] is revolved about the x axis. A (a) = 0. Find the area of the surface of revolution. The graph of the function. 9. 1] is revolved about the x axis. 3/2 . 1] is revolved about the y axis. simplifying the above yields A (x) = 2πr and so A (x) = 2πrx+C and since A (−r) = 0.5 Find the surface area of a sphere of radius r. Imagine lifting the end higher and higher and you will see this might not be the case in general. Find the area of the surface of revolution.18. Hint: Switch x and y and then use the previous problem. The graph of the function.

C. y (0) = 1. Here is how to ﬁnd the solutions to this equation. since the derivative of the function t → eat y (t) equals zero.220 12. 14. y (0) = 0. x2 a2 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS + y2 b2 = 1 is revolved about the x axis. y (t) = Ce−at is a solution of the above diﬀerential equation. You should verify that every function of the form. dt Therefore. showing this yields all solutions. F (x) − G (y) = c for c an arbitrary constant is regarded as an acceptable description of the solution of the diﬀerential equation. (9.15) It is arguably the most important diﬀerential equation in existence. then x → y (x) solves the separable diﬀerential equation. this indicates that to ﬁnd the solutions of the equation. √ √ dz Recall z (x) / 1 + z 2 = c so dx = c 1 + z 2 . then if the equation. For this reason the expression. Find the solution to the initial value problem. y + ay = 0. This shows that if there is a solution of the equation. Such an equation was encountered in the hanging chain problem. Hint: Use implicit diﬀerentiation or the chain rule. y2 15. Multiply both sides of the equation by eat . Then use the product and chain rules to verify that eat (y + ay) = d at e y = 0. it suﬃces to take G (y) ∈ g (y) dy. and obtain the solutions as F (x) − G (y) = c where c is a constant. it follows this function must equal some constant. Separable diﬀerential equations are those which can be written in the form dy f (x) = . . C. 9. The x variables are on one side and the y variables are on the other. yeat = C and so y (t) = Ce−at .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. revolution. Find the area of the surface of 13. Find the solution to the initial value problem. Now show that if G (y) = g (y) and F (x) = f (x) . F (x) − G (y) = c speciﬁes y as a diﬀerentiable function of x. Consequently. The ellipse. y = x . F (x) ∈ f (x) dx. then it must be of the form Ce−at for some constant. y = 1 + y 2 . Generalizations of it include the entire subject of linear diﬀerential equations and even many of the most important partial diﬀerential equations occurring in applications. In short. 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. This proves the following theorem.

Find A (t) explicitly. r = .1 by using Problem 13 on Page 220.2 Radioactive substances decay in the following way. Thus A (t) = A0 exp −k 2 t . In Example 9. How big does x need to be 1. Prove Theorem 9.9. A population is growing at the rate of 11% per year.1 The solutions to the equation. The half live of a substance is 40 years.2 the half life is the time it takes for half of the original amount of the substance to decay. 8. 4.19. What is the solution to the initial value problem? Write the diﬀerential equation as A (t)+ k 2 A (t) = 0. y (t) = Ce−at solves the diﬀerential equation. Hint: You should have ln x > 0. A (0) = A0 where here A (t) is the amount at time t measured in years. For x suﬃciently large. C. A (t) satisﬁes the following initial value problem. Find the half life of the substance. Find the half life of the substance. 7. Hint: Use the given information to ﬁnd k 2 and then use Problem 4. 5. Find the half life of the substance. Verify that for any constant.1 the solution is A (t) = Ce−k 2 t and it only remains to ﬁnd C. 9.19. r is the interest rate per year. and A0 is the initial amount. .19. A sample of 4 grams of a radioactive substance has decayed to 2 grams in 5 days.5 grams of the substance left. y + ay = 0 consist of all functions of the form. Give your answer in terms of logarithms. If $100 is placed in an account which is compounded continuously at 6% per year. Find the rate of decay of the substance. Ce−at where C is some constant. y + ay = 0. There are ten grams of a radioactive substance which is allowed to decay for ﬁve years. 10. letting A (t) denote the amount of the radioactive substance at time t.20 Exercises ln x Find f (x) . From Theorem 9. Find the time it takes for the population to double. In other words.11A.19. At the end of the ﬁve years there are 9. A substance is decaying at the rate of . 9. Find a formula for the half life assuming you know k 2 . A (t) = rA (t) . 6. This means it satisﬁes the diﬀerential equation. A (t) = −k 2 A (t) .20. They do so by letting the amount in the account satisfy the initial value problem. the function. how many years will it be before there is $200 in the account? Hint: In this case.06. Sometimes banks compound interest continuously. 2. Letting t = 0.0 1 per year.19. EXERCISES 221 Theorem 9. let f (x) = (ln x) in order for this to make sense. it follows A0 = A (0) = C. The rate of decay is proportional to the amount present. A = . 3. A (0) = A0 where A0 is the initial amount of the substance. Exercise 9.

Hint: By assumption. .222 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 11. how long has it been since the mummy was alive? (To see how to come up with this ﬁgure for the half life. it would work somewhat better for predicting the growth of things like bacteria. the amount of carbon 14 can be measured and on this basis. However. After four hours.3 what it was at the time of death. assuming this has been going on for billions of years. 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.0 bacteria present and after six hours there are 7000 bacteria present. 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. Thus dA = kA (M − A) . $1000 is deposited in an account that earns interest at the rate of 5% per year compounded continuously. The half life of carbon 14 is known to be 5730 years. After some time. 9. When it dies. A sample of one ounce of water from a water supply is cultured in a Petri dish. It also decays at a rate proportional to the amount present. The following picture is what you would see. the time since the death of the animal or plant can be estimated. Given three measurements of population at three equally spaced times. see Problem 5. Show this implies that. The method of carbon dating is based on the result of Problem 13. there begin to be insuﬃcient resources. 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. dA = −k 2 A + r where k 2 is the constant of dt decay described above and r is the constant rate of production. 1 This has been done with the earth’s population and the maximum sustainable population has been exceeded. if A is the amount of Carbon 14 in the atmosphere. the model is far too simplistic for human population growth. Conclude A (t) = D − C/k 2 e−k t .) 15. 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 . You do experiments and take measurements over a smaller period of time. where k and M are dt positive constants. What percentage of the original carbon 14 should it contain? 16. t. A certain tree stump is known to be 4000 years old. Therefore. Now diﬀerentiate both 2 2 sides and show A (t) = Ce−k t . it quits absorbing carbon and the carbon 14 begins to decay. show how to predict the maximum sustainable population1 . What happens to this over a long period of time? 14. How many were present in the original sample? 13. there are 3000. How much will be in the account after 10 years? 12. The reason for this is that when the population gets large enough.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. 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.

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. F (0) = 0 dy which is F (y) = −20. 604 . W (0) = 0. Find the total force in pounds exerted on the dam. Therefore.5A (y) dy. In tons this is 2. 3 2 .5y pounds per square foot2 . If you like.5A (y) dy and the pump needs to lift this weight a distance of y + H feet. Therefore. say at y feet is because the pressure in the water at that depth is constant and equals 62. 750. That is a lot of force. Therefore. The total force on the dam would be F (500) = −20. 83 (500) + 31250 (500) = 5. the total force on the dam up to depth y is obtained as a solution to the initial value problem.5 you would do the same things but replace the number. 000. dy Example 9. The total weight of a slice of water having thickness dy at this depth is 62.5 is the weight in pounds of a cubic foot of water. 375. Then the total force acting on this base area would be 62.5y (1000 − y) .5A (y) . 208. An initial value problem for the work done to pump the water down to a depth of y feet would be dW = (y + H) 62.1 Suppose the width of a dam at depth y feet equals L (y) = 1000 − y and its depth is 500 feet.9.21.21. this is obtained as the solution to the initial value problem dF = 62. think of a column of water of height y having base area equal to 1 square foot.5yL (y) dy where L (y) denotes the length of the slice.5 × y pounds. dF = 62. If the weight of the ﬂuid per cubic foot were diﬀerent than 62. 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. the total force the water exerts on the long thin slice is dF = 62. F (0) = 0. the area of a cross section having constant depth is A (y) . Suppose also that at depth y below the surface. dy The reason for the initial condition is that the pump has done no work to pump no water.0 pounds. 83y 3 + 31250y 2 . 2 Later on a nice result on hydrostatic pressure will be presented which will verify this assertion. the work done is dW = (y + H) 62. Here 62.5yL (y) . From the above.

how much work is needed to pump the water to a height of 10 feet above the ground? 4.21. A silo is 10 feet in diameter and at a height of 30 feet there is a hemispherical top. 6.2 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. A dam 500 feet high has a width at depth y equal to 4000 − 2y feet. What is the total force on the dam if it is ﬁlled? 5. r = 900 − y 2 . If the depth of the hole is 20 feet and the radius of the hole is 10 feet. Find the work needed to pump the ﬂuid to a height of 50 feet. 000π 9. How much work does he do and is the bucket empty when it reaches the top? 7. dy Therefore. 3. . 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. Find the total force acting on the ends of the tank by the ﬂuid. 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. W (0) = 0. In the situation of the above problem. A cylindrical storage tank having radius 10 feet is ﬁlled with water to a depth of 20 feet. 2. A conical hole is ﬁlled with water. Suppose the tank in the above problem is ﬁlled to a depth of 8 feet. It follows the area of the cross section at depth y is π 900 − y 2 .5y pounds per square foot. Here H = 70 and so the initial value problem to solve is dW = (y + 70) 50π 900 − y 2 . This tank is lying on its side on the ground. 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. suppose the person on the top maintains a constant velocity of 1 foot per second. r2 + y 2 = 900. If the storage tank stands upright on its circular base. 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 .224 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Example 9.1 cubic feet per second. A cylindrical storage tank having radius 20 feet and length 40 feet is ﬁlled with a ﬂuid which weighs 50 pounds per cubic foot. The silage weighs 10 pounds per cubic foot. How much work was done in ﬁlling it to the very top? 8. The bucket is full at the bottom but leaks at the rate of . 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. Therefore.22 Exercises 1.

A spherical storage tank having radius 10 feet is ﬁlled with water.5y consider the area corresponding to a slice at height y. . This is a surface of revolution and you know how to deal with these.9. EXERCISES 225 9.22. 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 .

b]. In the preceding chapter the only thing considered was the second question. {x0 . for which functions. As pointed out earlier. 1] .1. f does there exist a solution to the initial value problem. Let [a. both are absolutely essential. You may be wondering what the fuss is about. A (0) = 0. the area is obtained as a solution to the initial value problem. there is a profound diﬀerence between what is about to be presented and what has just been done. So what is the solution to this initial value problem? By Theorem 9. 227 . The main diﬀerence is that here the triangles will be replaced with rectangles. · · ·. 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. It is related to the fundamental mathematical question of existence.C. He also made fundamental contributions to physics. A set of points in [a. xn } is a partition if a = x0 < x1 < · · · < xn = b. 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. y (x) = f (x) . 2 10. consider the problem of ﬁnding the 2 area between y = ex and the x axis for x ∈ [0. Areas have already been found as solutions of diﬀerential equations.1 Upper And Lower Sums The Riemann integral pertains to bounded functions which are deﬁned on a bounded interval. y (0) = y0 ? These questions are typical of mathematics. 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. One is the question of existence and the other is how to ﬁnd that which exists. 1 Archimedes 287-212 B. It will also be useful for formulating other physical models.C. There are usually two aspects to a mathematical concept. but what is the solution? Does it even exist? More generally. found areas of curved regions by stuﬃng them with simple shapes which he knew the area of and taking a limit. A (x) = ex . However.1 there is at most one solution. However.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. b] be a closed interval. In fact. Archimedes1 was ﬁnding areas of various curved shapes about 250 B. 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. 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. As an illustration.

Mi (f ) and mi (f ) .228 THE INTEGRAL Such partitions are denoted by P or Q. Then deﬁne upper and lower sums as n n U (f. xn } and let Q = {x0 . Thus let P = {x0 . and L (f. Lemma 10. 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. b] . The numbers. For f a bounded function deﬁned on [a. xk . xn }. xi ]} is bounded above and below. Proof: This is veriﬁed by adding in one point at a time. P ) ≡ i=1 Mi (f ) ∆xi and L (f.1 If P ⊆ Q then U (f. In this example a single additional point. · · ·. · · ·. is added between xk . Thus the set S = {f (x) : x ∈ [xi−1 . P ) ≤ L (f. In the following picture. 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. xi ]}. P ) . In general this is the way it works and this is shown in the following lemma. labeled z has been added in. y. · · ·. 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. xk+1 . Also let ∆xi ≡ xi − xi−1 . Q) ≤ U (f. P ) ≡ i=1 mi (f ) ∆xi respectively. let Mi (f ) ≡ sup{f (x) : x ∈ [xi−1 . mi (f ) ≡ inf{f (x) : x ∈ [xi−1 . Thus exactly one point. y.1. xi ]}. Q) . are well deﬁned real numbers because f is assumed to be bounded and R is complete.

I = sup{L (f. xk+1 ]} (xk+1 − y) ≡ M1 (y − xk ) + M2 (xk+1 − y) (10.3 I ≡ inf{U (f.1.1. P ) ≤ L (f.1. Lemma 10.1. the corresponding upper sum either gets smaller or stays the same.4 I ≤ I. one can obtain Q from P by adding in one point at a time and each time a point is added.2. P ) is (10.1. Deﬁnition 10.3) All the other terms in the two sums coincide. b]) if I=I and in this case. Now sup {f (x) : x ∈ [xk . [xk . xk+1 ]} (xk+1 − y) + sup {f (x) : x ∈ [xk . y]} (y − xk ) + sup {f (x) : x ∈ [y. Theorem 10.2) (10. Therefore.1. xk+1 ] in U (f. Now the term in the upper sum which corresponds to the interval [xk . This proves the ﬁrst part of the lemma pertaining to upper sums because if Q ⊇ P. L (f.1. Q) . M2 ) and so the expression in (10. Deﬁnition 10. I = sup{L (f. . The second part is similar and is left as an exercise. xk+1 ]} (xk+1 − xk ) . Q) is sup {f (x) : x ∈ [xk . then L (f. P ) where P is a partition} ≤ U (f. Q) where Q is a partition} I ≡ sup{L (f. Proof: By Lemma 10. This proves the theorem. written as f ∈ R ([a. P ) where P is a partition}. P ) where P is a partition} ≤ inf{U (f. Q) because U (f. P ∪ Q) ≤ U (f. xk+1 ]} (xk+1 − xk ) and the term which corresponds to the interval [xk . xk+1 ]} (y − xk ) = sup {f (x) : x ∈ [xk . a b f (x) dx ≡ I = I. Q) is an upper bound to the set of all lower sums and so it is no smaller than the least upper bound. Note that I and I are well deﬁned real numbers. the term corresponding to the interval.1.2 If P and Q are two partitions. UPPER AND LOWER SUMS 229 and xk+1 .5 A bounded function f is Riemann integrable. 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. Proof: From Lemma 10. Q) . xk+1 ] in U (f.10. xk+1 ]} ≥ max (M1 . P ∪ Q) ≤ U (f.2) is no larger than sup {f (x) : x ∈ [xk . since Q is arbitrary. P ) ≤ U (f. xk+1 ] and U (f. P ) .1) sup {f (x) : x ∈ [xk .

U (f. Theorem 10. It is stated here for ease of reference. Then for every δ > 0.230 THE INTEGRAL Thus. in words.6 Let S be a nonempty set and suppose sup (S) exists. Prove the second half of Lemma 10. sup (S)] = ∅. P ) ≤ ε. there exists a partition P such that U (f. 1] all upper sums for f equal 1 while all lower sums for f equal 0. Proposition 10. 1] are all equal to zero while the upper sums are all equal to one. Recall Proposition 2. the lower sums on the interval [0. Then for given ε and partition P corresponding to ε I − I ≤ U (f. If inf (S) exists. this shows I = I and this proves the theorem. S ∩ (sup (S) − δ. 3] and let P = −1.4) Proof: First assume f is Riemann integrable. Verify that for f given in (10. P ) < ε. the Riemann integral is the unique number which lies between all upper sums and all lower sums if there is such a unique number. Find U (f. 0. inf (S) + δ) = ∅. P ∪ Q) ≤ U (f. P ) and 2 L (f. 1. 2. The condition described in the theorem is called the Riemann criterion .2 Exercises 1. − 3 .1. Q) − L (f. Q) < I + ε/2.5).14. For example.4) holds.1. Now suppose that for all ε > 0 there exists a partition such that (10. let f (x) ≡ 1 if x ∈ Q 0 if x ∈ R \ Q (10. Q ∪ P ) − L (f. . 1 3. 2 . P ) < I + ε/2 − (I − ε/2) = ε. P ) − L (f. S ∩ [inf (S) . 10. Not all bounded functions are Riemann integrable. (10. Therefore the Riemann criterion is violated for ε = 1/2. P ) . P ) > I − ε/2. b] = [0.1.3. Then since I = I.1 about lower sums.7 A bounded function f is Riemann integrable if and only if for all ε > 0. Then let P and Q be two partitions such that U (f. L (f. 1 . then for every δ > 0. Let f (x) = 1 + x2 for x ∈ [−1.5) Then if [a. Since ε is arbitrary. This proposition implies the following theorem which is used to determine the question of Riemann integrability. P ) − L (f.

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

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

ε if ε > 0 is given. is Lipschitz continuous if there is a constant.2 If f ∈ R ([a.4.4. b] → R be Lipschitz continuous. − inf (S) is an upper bound for −S and so − inf (S) ≥ sup (−S) .3. b] be a bounded closed interval and let φ : [a. K.5 on Page 114. b] → R is continuous. This proves the theorem. This proves the corollary. Let x ∈ S.10. 10.6) and inf (−S) = − sup (S) . b) ≡ φ (a). P ) − L (f.7) Proof: Consider (10. In fact. P ) < i=1 (Mi − mi ) (xi − xi−1 ) < ε (b − a) = ε. the above lemma implies that for Mi (f ) and mi (f ) deﬁned above Mi (−f ) = −mi (f ) . f is uniformly continuous on [a. xn } be a partition with |xi − xi−1 | < δ. Theorem 10. b]) then −f ∈ R ([a. b] . Proof: By Corollary 5.6).4 Suppose f : [a. Let H (a.4 Properties Of The Integral The integral has many important algebraic properties. Therefore.3 Let [a. φ. Now let −x ∈ −S.7) is similar and is left as an exercise. PROPERTIES OF THE INTEGRAL 233 Corollary 10. Then x ∈ S and so x ≥ inf (S) which implies −x ≤ − inf (S) . (10. b]) . Then by Theorem 10. although this is harder. b]) . Therefore. then Mi − mi < b−a . This shows (10. there exists a δ > 0 such that if |xi − xi−1 | < δ.1 H ◦ (f.4.2. Formula (10. f ) = φ ◦ f = φ is also Riemann integrable. Recall that a function. Then n U (f. it is enough to assume φ is continuous. This implies sup (−S) ≥ − inf (S) .3. Then by Theorem 10. Let P ≡ {x0 .3. b]) . b]) and b b − a f (x) dx = a −f (x) dx. This is the content of the next theorem which is where the diﬃcult theorems about continuity and uniform continuity are used. Proof: Let f (x) = x. sup (−S) = − inf (S) (10. . Lemma 10. − sup (−S) ≤ inf (S) . f is Riemann integrable. |φ (x) − φ (y)| < K |x − y| . and mi (−f ) = −Mi (f ) . Then if −S ≡ {−x : x ∈ S} . Then −x ≤ sup (−S) and so x ≥ − sup (−S) .1 Let S be a nonempty set which is bounded above and below. y.3. b−a By the Riemann criterion. Lemma 10.6). Then f ∈ R ([a. If follows that − sup (−S) is a lower bound for S and therefore. In particular. such that for all x. First here is a simple lemma. · · ·. f ∈ R ([a. Then φ ∈ R ([a.13.

and U (g. since ε is arbitrary. (10. Q1 ) − L (f. U (g. P ) < ε. αf + βg ∈ R ([a. b b b (αf + βg) (x) dx = α a a f (x) dx + β a g (x) dx.Q1 be such that U (f. P ) < ε/2. Theorem 10. g ∈ R ([a. U (g + f. a Then since mi (−f ) = −Mi (f ) . P ) − U (g. b]) . P1 ) < ε/2. β ∈ R.1 implies U (f. b]) then b b b (f + g) (x) dx = a a f (x) dx + a g (x) dx. g ∈ R ([a. Q1 ) < ε/2. b]) . Thus.3. P ) ≥ L (f.1. .234 THE INTEGRAL Proof: The ﬁrst part of the conclusion of this lemma follows from Theorem 10. Therefore. P ) − L (f.1.3 The integral is linear.8) Let P1 . Now choose P such that b −f (x) dx − L (−f. P ) < ε/2. Proof: First note that by Theorem 10. Lemma 10. b]) and α. P ) + L (g. P ) . Mi (f + g) ≤ Mi (f ) + Mi (g) . Then letting P ≡ P1 ∪ Q1 . P ) ≤ U (f.3. P1 ) − L (g. P ) .4. 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. Next note that mi (f + g) ≥ mi (f ) + mi (g) . consider the claim that if f. whenever f. a b b −f (x) dx ≤ − a f (x) dx whenever f ∈ R ([a. L (g + f. To begin with. P ) + U (g.2 since the function φ (y) ≡ −y is Lipschitz continuous. 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.

then this and Lemma 10. This proves the theorem. b 235 (f + g) (x) dx ∈ [L (f + g.10. P ) − (L (f. P1 ) − L (f. U (f. c] such that U (f. PROPERTIES OF THE INTEGRAL For this partition.10) . P ) + L (g.9) Proof: Let P1 be a partition of [a. b] and P2 be a partition of [b. Therefore. c]) and c b c f (x) dx = a a f (x) dx + b f (x) dx. then f ∈ R ([a. P ) + U (g. U (f. P )] .4 If f ∈ R ([a.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]) and f ∈ R ([b. P ) − L (f. P1 ) + U (f. This proves (10. 2. Then b αf (x) dx ≡ sup{L (αf.4.4. P ) : P is a partition} = a b α sup{L (f. P ) . Let P ≡ P1 ∪ P2 . P ) : P is a partition} ≡ α a f (x) dx. Pi ) < ε/2.4. Then P is a partition of [a. P ) + L (g. U (f + g. P ) . If α < 0. P )] a ⊆ [L (f. P2 ) < ε/2 + ε/2 = ε. P ) = U (f. P ) + U (g. P2 ) − L (f. Theorem 10. P ) + U (g. P ) . P )) < ε/2 + ε/2 = ε. b b (f + g) (x) dx − a a f (x) dx + a g (x) dx ≤ U (f. It remains to show that b b α a f (x) dx = a αf (x) dx. (10. Pi ) − L (f. c] and U (f. P ) + L (g. (10. Suppose ﬁrst that α ≥ 0. P )] and a b b f (x) dx + a b g (x) dx ∈ [L (f. c]) .8) since ε is arbitrary. i = 1.

4 and Deﬁnition 10. U (f.4.3. Theorem 10. Deﬁnition 10. Proof: This follows from Theorem 10. (10. P2 )] = [L (f.9) holds. c b c f (x) dx − a a f (x) dx + b f (x) dx < U (f. Hence by (10. U (f. assume c ∈ (a. P2 ) . a f (x) dx when a > b has not yet been deﬁned. b c c f (x) dx + a b f (x) dx = a f (x) dx.4. Then from Theorem 10.2. For example. a a f (x) dx = − a a a f (x) dx and so a f (x) dx = 0. b) . P ) < ε which shows that since ε is arbitrary. 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.4 and Theorem 10. P ) . f ∈ R ([a. This proves the theorem. b]) .5 Let [a. Corollary 10. Then a b f (x) dx ≡ − b a f (x) dx. l − 1. b] be an interval and let f ∈ R ([a.10).7 Assuming all the integrals make sense.4.4. P )] . b c THE INTEGRAL f (x) dx + a b f (x) dx ∈ [L (f. b]) .236 Thus.4. · · ·. b] which has the property that f is either increasing on [yj . P )] and a c f (x) dx ∈ [L (f.4. P ) − L (f.4. U (f. P ) . c]) by the Riemann criterion and also for this partition. yj+1 ] or decreasing on [yj . Proof: This follows from Theorem 10. Then f ∈ R ([a. P1 ) + U (f. Note that with this deﬁnition.6. P1 ) + L (f.6 Let [a. yj+1 ] for j = 1. c b b f (x) dx + a c f (x) dx = a f (x) dx . b The symbol.4.

12) α dx = α (b − a) . Therefore. The integral had been around for thousands of years and the derivative was by their time well known.14) (10. If f ∈ R ([a.4. The only one of these claims which may not be completely obvious is the last one. b] . f (x) dx ≥ 0 if f (x) ≥ 0 and a < b. 10. c]) . it is easy to prove the fundamental theorem of calculus2 . |f (x)| dx ≥ a a f (x) dx .5. Therefore.13) (10. (10. if a < b. b = a f (x) dx + The other cases are similar. FUNDAMENTAL THEOREM OF CALCULUS and so by Deﬁnition 10. f ∈ R ([a. 2 This theorem is why Newton and Liebnitz are credited with inventing calculus. This implies (10. Isaac Barrow had made some progress in this direction. The ﬁrst version of the fundamental theorem of calculus is a statement about the derivative of the function x x→ a f (t) dt. b]) then if c ∈ [a. If b < a then the above inequality holds with a and b switched. .5 Fundamental Theorem Of Calculus With these properties.6. by (10. b]) . Let f ∈ R ([a.16) f (x) dx + a b b f (x) dx = a f (x) dx. To show this one.10. x]) for each x ∈ [a.15) (10. However the connection between these two ideas had not been fully made although Newton’s predecessor.11) (10.13). b b |f (x)| dx ≥ a a f (x) dx b and a b |f (x)| dx ≥ − a b b f (x) dx. c b b 237 f (x) dx = a a b f (x) dx − c c f (x) dx f (x) dx. b (10. |f (x)| + f (x) ≥ 0. b] .15) and (10. The following properties of the integral have either been established or they follow quickly from what has been shown so far. a b b f (x) dx ≤ a a |f (x)| dx . note that |f (x)| − f (x) ≥ 0. Then by (10.11) f ∈ R ([a.16). a b b b (αf + βg) (x) dx = α a b c a f (x) dx + β a c g (x) dx.

F (x) = f (x) . Proof: Let x ∈ (a. x (f (t) − f (x)) dt x ≤ h−1 |f (t) − f (x)| dt . x Let ε > 0 and let δ > 0 be small enough that if |t − x| < δ. f (x) = h−1 Therefore. Then if f is continuous at x ∈ (a.17) 3 Of course it was proved that if f is continuous on a closed interval. [a. a (10. b] . b]) but this is a hard theorem using the diﬃcult result about uniform continuity. b] .2 Let f ∈ R ([a.5. b]) and suppose there exists an antiderivative for f. Theorem 10. the above inequality and (10.1 Let f ∈ R ([a. such that G (x) = f (x) for every point of (a. b) be a point of continuity of f and let h be small enough that x + h ∈ [a. this shows h→0 −1 ε |h| = ε.12). b] . then |f (t) − f (x)| < ε.16). Therefore. Then by using (10. G.3 The next theorem is also called the fundamental theorem of calculus. F (a) = 0 whenever f is Riemann integrable and continuous. b]) and let x THE INTEGRAL F (x) ≡ a f (t) dt.5.14). F (x) = f (x) . h−1 (F (x + h) − F (x)) = h−1 Also. Note this gives existence for the initial value problem.12) shows that h−1 (F (x + h) − F (x)) − f (x) ≤ |h| Since ε > 0 is arbitrary. x f (x) dt. . h−1 (F (x + h) − F (x)) − f (x) = h−1 x+h x+h x+h x+h f (t) dt. b) and G is continuous on [a. by (10. using (10. if |h| < δ. then f ∈ R ([a. lim h−1 (F (x + h) − F (x)) = f (x) and this proves the theorem. Then b f (x) dx = G (b) − G (a) . b) .238 Theorem 10.

This proves the theorem. that G (b) − G (a) ∈ [L (f. Suppose zi ∈ [xi−1 . n} . xi ] is chosen. Also. b]) . b] and F = f on (a.17) holds. Then G (b) − G (a) = G (xn ) − G (x0 ) n 239 = i=1 G (xi ) − G (xi−1 ) . By the mean value theorem. P )] . b G (b) − G (a) − a f (x) dx < U (f.3 Let f be a bounded function deﬁned on a closed interval [a. Therefore. b] and let P ≡ {x0 . The following notation is often used in this context. b n f (x) dx − a k=1 f (zk ) (xk − xk−1 ) < ε. and also a b f (x) dx ∈ [L (f. b) .4 Suppose f ∈ R ([a. ||P || ≡ max {|xi − xi−1 | : i = 1. · · ·. . Then the sum n f (zi ) (xi − xi−1 ) i=1 is known as a Riemann sum. a Deﬁnition 10. · · ·. P ) . U (f. (10. FUNDAMENTAL THEOREM OF CALCULUS Proof: Let P = {x0 .5. P ) . since the above sum lies between the upper and lower sums. P ≡ {x0 . Since ε > 0 is arbitrary. Proposition 10. xn } be a partition satisfying U (f. · · ·. Suppose F is an antiderivative of f as just described with F continuous on [a. Then there exists a partition.10. xi ] . Then b a f (x) dx = F (b) − F (a) ≡ F (x) |b .5. P ) − L (f. P ) < ε. P )] . · · ·.5. U (f. xn } be a partition of the interval. 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 . It follows. xn } with the property that for any choice of zk ∈ [xk−1 . P ) − L (f. xk ] . P ) < ε.

5.5 A bounded function. The deﬁnition of the Riemann integral in terms of Riemann sums is given next. 10.6 Exercises x3 t5 +7 x2 t7 +87t6 +1 x 1 2 1+t4 1. U (f. ax F (x) = 0 a2 1 dt + + t2 a/x b 1 dt. there exists δ > 0 such that if P ≡ {x0 . Furthermore the two integrals coincide.12. It turns out they are equivalent which is the following theorem of Darboux. b] is said to be Riemann integrable if there exists a number. Sketch a graph of F and explain why it looks the way it does. a2 + t2 Show that F is a constant. Solve the following initial value problem from ordinary diﬀerential equations which is to ﬁnd a function y such that y (x) = x6 x7 + 1 . This proves the proposition. 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. n I− i=1 f (zi ) (xi − xi−1 ) < ε. b] is Riemann integrable in the sense of Deﬁnition 10. n k=1 Deﬁnition 10. there are two deﬁnitions of the Riemann integral. x1 .240 THE INTEGRAL b Proof: Choose P such that U (f. Let F (x) = dt. It is signiﬁcant because it gives a way of approximating the integral. P ) − L (f. Let a and b be positive numbers and consider the function. The proof of this theorem is left for the exercises in Problems 10 .5 if and only if it is integrable in the sense of Darboux.5. The number b a f (x) dx is deﬁned as I.6 A bounded function deﬁned on [a. P )] and so the claimed inequality must hold. Theorem 10. Let F (x) = 2. y (10) = 5. Find F (x) . xi ] . P ) . and zi ∈ [xi−1 . + 97x5 + 7 . · · ·. 3. Note that it implies that given a Riemann integrable function f in either sense. Thus. 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 .5. The reason for using the Darboux approach to the integral is that all the existence theorems are easier to prove in this context. it can be approximated by Riemann sums whenever ||P || is suﬃciently small. xn } is any partition having ||P || < δ. dt. f deﬁned on [a. leave it out. It isn’t essential that you understand this theorem so if it does not interest you. I with the property that for every ε > 0. 4. P ) < ε and then both a f (x) dx and f (zk ) (xk − xk−1 ) are contained in [L (f.

3. Show there exists c ∈ (a.2 about decreasing functions. x∗ . b) such that b b f (c) a x g (x) dx = a f (x) g (x) dx.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. 12. Q) − L (f. 0 if x = 0 Is f Riemann integrable? Explain why or why not.) Show there exists c ∈ (a. P )| < ε. 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. RETURN OF THE WILD ASSUMPTION 241 5. b] and |f (x)| < M for all x ∈ [a. Hint: Write the sum for U (f. xi ] must be contained in some interval. b] and that g (x) = 0 on (a. then |U (f. x a Hint: Deﬁne F (x) ≡ a f (t) g (t) dt and let G (x) ≡ mean value theorem on these two functions.7. show there exists δ > 0 such that whenever ||P || < δ. n 0 Show that |U (f. 10. In the latter case. 11. Suppose f is a bounded function deﬁned on [a. ↑ If ε > 0 is given and f is a Darboux integrable function deﬁned on [a. 8. Suppose f and g are continuous functions on [a. 7. (In fact continuous implies Riemann integrable. b) .10. b] . Some pictures were drawn by a . P ) − L (f. If F. Consider the function f (x) ≡ g (t) dt. Prove the second part of Theorem 10. show F (x) = G (x) + C for some constant. 9. Now let Q be a partition having n points. {x∗ . Q)| . P )| ≤ 2M n ||P || + |U (f. the sum of these terms should be k−1 k no larger than |U (f. Q) − L (f. G ∈ f (x) dx for all x ∈ R. Suppose f is Riemann integrable on [a. P ) − L (f. b] and continuous. C.6. x∗ . 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) . b]. Q)| .5. and terms for which [xi−1 . xi ] contains at least one point of Q. the sum of terms for which [xi−1 . 6. b) such that f (c) = 1 b−a b f (x) dx. [xi−1 . P ) − L (f. xi ] does not contain any points of Q. 10. · · ·. x∗ } and let P be any other partition. Then use the Cauchy 1 sin x if x = 0 . ↑ Prove Theorem 10. P ) and split this sum into two sums. This was a totally unjustiﬁed assumption that exponential functions existed and were diﬀerentiable. Therefore.

n (10. 1 From the Fundamental theorem of calculus. (10. Now if x > 0 L1 (x × x) = L1 x + L1 x = 2L1 x. Continuing in this way it follows that for any positive integer.8. f (1) = 0 and so this proves (10. 1 1 f (x) = y − = 0. Also the second derivative equals L1 (x) = −1 <0 x2 √ n xm = m L1 (x) .20) showing that the graph of L1 is concave down. L1 (1) = 0. L1 (xn ) = nL1 (x) .1 The function.18) 1 t There is no problem in writing this integral because the function. strictly increasing. Also.1. First note that from the deﬁnition. Now consider the assertion that L1 is onto. f (t) = 1/t is decreasing. f (x) is a constant.19) The function. (10. xy x Therefore.19). L1 is one to one and onto.5. Theorem 10. L1 (xy) = L1 (x) + L1 (y) . Deﬁne x 1 L1 (x) ≡ dt. L1 (2) ≥ 1/2 as can be seen by looking at a lower sum for 2 1 (1/t) dt. by Corollary 6.242 THE INTEGRAL computer as evidence.1. However. Theorem 10. L1 : (0.6 on Page 122 and the Fundamental theorem of calculus. (10. whenever m ∈ Q n L1 Proof: Fix y > 0 and let f (x) = L1 (xy) − (L1 (x) + L1 (y)) Then by Theorem 6.2.5. Theorem 10. L1 (2) > 0. Based on this outrageous wild assumption. L1 ((x) (x) (x)) = L1 ((x) (x)) + L1 (x) = L1 (x) + L1 (x) + L1 (x) = 3L1 (x) .21) .4 on Page 133. In fact.7. logarithms were deﬁned. ∞) → R satisﬁes the following properties. n. It is now possible to establish Wild Assumption 7.1. L1 (x) = x > 0 and so L1 is a strictly increasing function and is therefore one to one. In addition to this.3. and its graph is concave downward.

3. Now Wild Assumption 7. 2 Also. 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) and (10. (10. mL1 (x) = L1 (xm ) = L1 and so √ n xm n = nL1 √ n xm √ m L1 (x) = L1 n xm .3 The function just deﬁned in (10. . for any integer.7. positive or negative. Since L1 is continuous. n be integers. L1 (xn ) = nL1 (x) .1 on Page 143 and L1 (b) = ln b as deﬁned on Page 143.23) satisﬁes all conditions of Wild Assumption 7.23) Proposition 10.2 For b > 0 deﬁne expb (x) ≡ L−1 (xL1 (b)) .10. L1 (x) achieves arbitrarily large values as x gets increasingly large because you can take x = 2 in (10. Therefore. n This proves the theorem. letting m. 1 (10.21).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 0.7. From (10. the intermediate value theorem may be used to ﬁll in all the numbers in between.21) and use the deﬁnition of L1 to verify that L1 (2) > 0.3. 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. It only remains to verify the claim about raising x to a rational power. n. RETURN OF THE WILD ASSUMPTION 243 Therefore.1 on Page 143 can be fully justiﬁed. Deﬁnition 10.7.22). from (10.

1 .244 Proof: First let x = expb m n THE INTEGRAL where m and n are integers.3. L1 expexpb (x) (y) = yL1 (expb (x)) = yxL1 (b) while L1 (expb (xy)) = xyL1 (b) and so since L1 is one to one. What of the laws of exponents for arbitrary values of x and y? As part of Wild Assumption 7.3. 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) . √ m m n ≡ L−1 L1 (b) = L−1 L1 bm 1 1 n n by (10. It remains to consider the derivative of expb and verify L1 (b) = ln b.20). since L1 is one to one. 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) . then expb (h) = 1. Since L1 is one to one.) 1 Consider the claim that if h = 0 and b = 1.1. expb (1) = b and expb (0) = 1. expab (x) = expa (x) expb (x) . expb (x + y) = expb (x) expb (y) .1. expb exists by Theorem 8. these were assumed to hold. That expb (x) > 0 follows immediately from the deﬁnition of the inverse function. 1 = expb (1 + (−1)) = expb (−1) expb (1) = expb (−1) b showing that expb (−1) = b−1 .23) satisﬁes all the conditions of Wild Assumption 7. Finally. This establishes all the laws of exponents for arbitrary real values of the exponent. this shows the ﬁrst law of exponents holds. Suppose then that expb (h) = 1. Then doing L1 to both sides. hL1 (b) = L1 (1) = 0.6 on Page 151. Hence either h = 0 or b = 1 which are both excluded. (L1 is deﬁned on positive real numbers and so L−1 has values in the positive real numbers. Therefore. Therefore. expb deﬁned in (10. Again.1. First. expexpb (x) (y) = expb (xy) . To verify that expb (m/n) = = √ n bm √ n bm . From the deﬁnition. L1 L−1 (x) = x 1 and so L1 L−1 (x) 1 L−1 (x) = 1.

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

5. Recall that ln e = 1. The function. b] and the values of a function. Suppose also a function. you could then see what number this corresponded to. xn ] . You can ﬁnd the logarithm of the number you are after. Describe how one could use logarithms to ﬁnd 7th roots for example. f deﬁned on this interval are fi = f (xi ) . 3 This is called Simpson’s rule. xn } is a partition of the interval. x4 ] . If you had a table of logarithms to some base. [xn−2 .24) Show the only diﬀerentiable solutions to this equation are functions of the form x Lk (x) = 1 k dt. [x0 . [a. xi . xi+1 gi (x) dx xi−1 is an approximation to xi+1 xi−1 f (x) dx. In fact. Next. 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. . L(1) = 0. this was how e was deﬁned in Problem ?? on Page ??. His interest in logarithms was computational. [x2 . Also. L : (0. show that an approximation to b a f (x) dx is h [f0 + 4f1 + 2f2 + 4f3 + 2f2 + · · · + 4fn−1 + fn ] . Logarithms were invented before calculus. x1 . xi−1 + h ≡ xi . use upper and lower → x. Describe how you could construct a table for log10 x for x various numbers. gi is an approximation to the function. Adding these approximations for the integral of f on the succession of intervals. one of the inventors being Napier. and xi+1 respectively. and xi + 2h ≡ xi+1 . Then let y = 1. 7. and fi+1 at the points xi−1 . Show that 1/y lim (1 + yx) = ex . Use Simpson’s rule to compute an approximation to ln 2 letting n = 4. xi+1 ] . 1+yx 1 t 1 1/y dt. x2 ] . Hint: Fix x > 0 and diﬀerentiate both sides of the above equat tion with respect to y. · · ·. Suppose it is desired to ﬁnd a function. a Scottish nobleman. and fi+1 at x + 2h. 3 3 3 Now suppose n is even and {x0 . fi . f. fi at x + h.246 THE INTEGRAL 4. Let there be three equally spaced points. Hint: logb 351/7 = 7 logb (35) . f on the interval [xi−1 . Recall that x → ex 6. how do you suppose Napier did it? 1 Remember. Show xi+1 xi−1 gi (x) dx equals hfi−1 hfi 4 hfi+1 + + . Also describe how one could use logarithms to do computations involving large numbers. has the value fi−1 at x. xi−1 . he did not have calculus. Compare with the answer from a calculator or computer. 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 ) . · · ·. (10. ∞) → R which satisﬁes L (xy) = Lx + Ly. 2h2 h 2h Check that this is a second degree polynomial which equals the values fi−1 .

1 Find 2 1 x sin x2 dx du 2 Let u = x2 so du = 2x dx and so 2 1 = x dx. Example 10. This is ﬁne provided you don’t write anything which is false. 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) .9. 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. you must change the limits! When x = a.26) This formula follows from the observation that.9 Techniques Of Integration The techniques for ﬁnding antiderivatives may be used to ﬁnd integrals. Similarly the top limit should be g (b) .25) where F (y) = f (y) . b g(b) f (g (x)) g (x) dx = a g(a) f (y) dy. How can you remember this? The easiest way is to use the Leibniz notation. The above problem can be done in the following way.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) . Then making the substitution b a f (y) dy ? f (g (x))g (x) dx = ? f (y) dy. In (10.26) let y = g (x) . (10.1 Recall The Method Of Substitution f (g (x)) g (x) dx = F (x) + C. it follows that y = g (a) to the bottom limit must equal g (a) . (10. Therefore.9. TECHNIQUES OF INTEGRATION 247 10.9. 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. 2 2 . both sides equal F (g (b)) − F (g (a)) . by the fundamental theorem of calculus. 10. Then dy = g (x) dx and so formally dy = g (x) dx.

Proposition 10.4 Let u and v be diﬀerentiable functions on [a. Example 10. (10.3 Let u and v be diﬀerentiable functions for which u (x) v (x) dx are nonempty.9.9.27) In terms of integrals.248 Example 10.9. Then uv − u (x) v (x) dx = u (x) v (x) dx. Then b a u (x) v (x) dx = uv (x) |b − a b u (x) v (x) dx a (10.2 Find the area of the ellipse. letting u = Then du = correspond to the new variables. x = α. Proposition 10. this is stated in the following proposition. (y − β) (x − α) + = 1. y = β and the left top quarter is just the reﬂection of the top right quarter reﬂected about the line. 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. Thus the area of the ellipse is α+a 4 α x−α a . Then applying (10.5 Find π 0 u (x) v (x) dx. π 0 x sin (x) dx = (− cos (x)) x|π − 0 = −π cos (π) = π.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. b]) . u v ∈ R ([a.27). 10. a x sin (x) dx Let u (x) = x and v (x) = sin (x) .2 Integration By Parts u (x) v (x) dx and Recall the following proposition for ﬁnding antiderivative. b] such that uv .9.28) 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. b 1− (x − α) dx a2 1 a 2 Change the variables. 2 b a2 2 2 THE INTEGRAL If you sketch the ellipse. π (− cos (x)) dx 0 .

7.28) 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. (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 Hint: Let u (x) = (ln |x|) and v (x) = 1.10 (a) (b) Exercises 4 xe−3x dx 0 3 1 2 x(ln(|x|))2 1.10.9. 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. (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 . Find the integrals.10.6 Find Let u (x) = x and v (x) = e2x . Find 3. 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. Find 4. Find the integrals. Then from (10. EXERCISES 1 0 249 xe2x dx Example 10. Find the integrals. Find 5.

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

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 . That is. and b with f1 = f a+b . 16.10. Consider [0. 1] and divide this interval into n pieces using a uniform partition. there exists a polynomial of degree three. {x0 . x. 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. Show also that if this integration scheme is applied to any polynomial of degree 3 the result will be exact. Next take n = 2 and show the above procedure yields Simpson’s rule. a+b . · · ·. 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. When this has been done. There is a general procedure for constructing these methods of approximate integration like the trapezoidal rule and Simpson’s rule. Show that c0 = c1 = 1/2. 15. EXERCISES 251 14. Show using Problem 14. 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 ) . xn } where xi − xi−1 = 1/n for each i. In the above Taylor’s formula. p3 (x) . k! (n + 1)! Hint: You might consider two cases. will be of the form 1 n n 1 ci fi ≈ i=0 0 f (x) dx where fi = f (xi ) and the constants. ci are chosen in such a way that the above sum 1 gives the exact answer for 0 f (x) dx where f (x) = 1.10. the case when x > x0 and the case when x < x0 . f. Show that if fi are the values of f at b a. xi+1 ] where xi+1 = xi−1 + 2h and xi = xi−1 + h. Let f have four continuous derivatives on [xi−1 . xn . · · ·. Consider the case where n = 1. it follows that the above formula gives a f (x) dx 2 2 exactly whenever f is a polynomial of degree three. such that 1 4 f (x) = p3 (x) + f (4) (ξ) (x − xi ) 4! . x2 . The approximate integration scheme for a function. and that this yields the trapezoidal rule. Obtain an integration scheme for n = 3.

The deﬁnitions are analogous to the above. . then b b f (t) dt ≡ lim a δ→0+ f (t) dt a+δ whenever this limit exists. 10. then b b−δ f (t) dt ≡ lim a δ→0+ f (t) dt a whenever the limit exists. 4! 5 where M satisﬁes. M ≥ max f (4) (t) : t ∈ [xi−1 . f.3 Find 1 1 √ 0 x dt = limR→∞ 1 − e−R = 1. then ∞ R f (t) dt ≡ lim a R→∞ f (t) dt a R a+δ where the improper integral. Deﬁnition 10. xi ] .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 . In this section a few types of improper integrals will be discussed. 2m) deb note the approximation to a f (x) dx obtained from Simpson’s rule using 2m equally spaced points. You can probably construct other examples of improper integrals such as integrals of the a form −∞ f (t) dt. Similarly.11.11. However. Better estimates are available in numerical analysis books.2 Find ∞ −t e 0 dt. b] . R −t e 0 From the deﬁnition. b. Whenever things like this occur they require a special deﬁnition. b] for all small δ. If limx→a+ f (t) = ±∞ but f is integrable on [a + δ. Show b f (x) dx − S (a. if limx→a+ f (t) = ±∞. if limx→b− f (t) = ±∞ but f is integrable on [a.11. this equals limR→∞ Example 10. dx. Finally.11 Improper Integrals The integral is only deﬁned for certain bounded functions which are deﬁned on closed and ∞ bounded intervals. 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 . b. Example 10. f. b − δ] for all small δ.1 The symbol ∞ a f (t) dt is deﬁned to equal R R→∞ lim f (t) dt a whenever this limit exists. Nevertheless people do consider things like the following: 0 f (t) dt. Now let S (a. 2m) < a M 5 1 (b − a) 1920 m4 where M ≥ max f (4) (t) : t ∈ [a.

Therefore. If f (t) ≥ 0 for all t ∈ (a. a+δ 0 Therefore. I]. R]) whenever δ > 0 is small enough. It follows that if f (t) dt ∈ (I − ε. b) and there exists M such that b−δ b f (t) dt ≤ M a (10. the conditions for R I = lim are satisﬁed and so I = ∞ a R→∞ f (t) dt a f (t) dt. R R0 R R0 f (t) dt = a a R a f (t) dt + R0 f (t) dt ≥ a f (t) dt. b a+δ Now suppose (10.10. f (t) dt − I < ε. Then I ≡ sup ε > 0 is given. there exists δ 0 > 0 such that b f (t) dt : δ > 0 ≤ M. ∞) and that f ∈ R ([a + δ. since f (t) ≥ 0. if δ < δ 0 . The following theorem is about this question of existence. IMPROPER INTEGRALS 253 √ 1 From the deﬁnition this equals limδ→0+ δ x−1/2 dx = limδ→0+ 2 − 2 δ = 2. Letting δ → 0+.4 Suppose f (t) ≥ 0 for all t ∈ [a. b] and there exists M such that b ∞ f (t) dt ≤ M a+δ (10. then a f (t) dt exists. Since ε is arbitrary.31) for all δ > 0.11. and small δ > 0.30). there exists R0 such that follows that for R ≥ R0 . for every R > a. I −ε< b b f (t) dt ≤ a+δ 0 a+δ f (t) dt ≤ I . Then I ≡ sup is given. Then. If f (t) ≥ 0 for all t ∈ [a.29). a (10. Suppose also there exists a number. I].11. it R f (t) dt = a+δ a+δ f (t) dt + R0 f (t) dt. R a Proof: Suppose (10. the integral a f (t) dt exists and R f (t) dt ≤ M. whenever R > R0 . M such that R for all R > a. It follows that if ε > 0 f (t) dt ∈ (I − ε. Theorem 10. then b a f (t) dt exists. Sometimes you can argue the improper integral exists even though you can’t ﬁnd it.30) for all δ > 0.29) Then a f (t) dt exists. R R0 a R0 f (t) dt : R > a ≤ M.

6 The gamma function is deﬁned by Γ (α) ≡ 0. 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. Example 10.5 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.11. 1 Example 10.4 with M = √sin δ + δ1 − δ 6. This is the case when functions are not all the same sign for example. say for x < δ 1 . b a+δ THE INTEGRAL f (t) dt − I < ε. Such a k exists because e−t tα−1 = 0. e−t tα−1 < e−t/2 .11. it follows 2 x < sin x 3 and so if δ < δ 1 . Since limx→0+ sin x = 1. it follows that for x small enough. 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. The last case is entirely similar to this one. 1 √ δ 1 dx ≤ sin x δ1 δ 3 1 √ dx + 2 x 1 √ δ1 1 dx. ∞ . Then for such x. The second integral equals √sin δ . Sometimes the existence of the improper integral is a little more subtle. the improper integral 1 √ √ √ 1−δ 1 exists because the conditions of Theorem 10. 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. sin x < 2 . This proves the theorem.11.3.254 showing that for such δ. Therefore.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. the ﬁrst integral in the above is bounded above √ √ √ 1−δ 1 by δ1 − δ 6. Here k is chosen such that if t ≥ k. sin δ 1 Now using the argument of Example 10. t→∞ e−t/2 lim dt + ∞ −t/2 e k R 0 Therefore.

lim R→∞ x2 R R 1 cos x + |cos x| dx x2 ∞ both exist and so from (10. x2 (|cos x| − cos x) dx ≤ x2 Since both integrands are positive. Break it up into positive and u3/2 negative parts and use Corollary 10.11. Verify all the details in Example 10. Corollary 10. Verify all the details of Example 10.4. x2 x ∞ This is an important example.8 Let f be a real valued function. 10. Then 0 f (t) dt exists.7.10 Does ∞ 0 cos x2 dx exist? This is called a Fresnel integral and it has also√ √ evaluated exactly using techniques been ∞ from complex analysis.32) limR→∞ 1 cos x dx also exists and so 0 sin x dx exists. The above argument is a special case of the following corollary to Theorem 10.11.9. However.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 < ∞.11.6.12 Exercises 1.9 Suppose f is a real valued function and the conditions of Theorem ∞ 10. Thus |f (t)| = f + (t) + f − (t) and f (t) = f + (t) − f − (t) while both f + and f − 2 are nonnegative functions. they involve techniques which will not be discussed in this book.4 hold for both f + and f − . However. Example 10. Theorem 10.11. x2 Thus the improper integral exists if it can be shown that R 1 ∞ cos x x2 1 dx exists.11. (10.11. In fact 0 cos x2 dx = 1 2 π.10.11. 2. Deﬁnition 10. . First change the variable letting x2 = u and then integrate by parts.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.4 applies and the limits R R→∞ lim 1 (|cos x| − cos x) dx. There are at least two ways to show that 0 sin x dx = x 1 2 π. It is a standard problem in the subject of complex analysis.11.11.11. EXERCISES ∞ sin x x 0 255 dx exist? Example 10. Then f + (t) ≡ |f (t)|+f (t) and f − (t) ≡ 2 |f (t)|−f (t) . The veriﬁcation that this integral 4 exists is left to you. ∞ You will eventually get an integral of the form 0 sin u du.12.

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

(a. and the observation that g (c) and h (c) both equal 0. For example. and those which come as short words. By the mean value theorem.1 Approximation By Taylor Polynomials By now. Deﬁne 0! ≡ 1 = 1! and (n + 1)! ≡ (n + 1) n! so that n! = n (n − 1) · · · 1. Before presenting it.1. Theorem 6. b) . By the Cauchy mean value 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) .1) .) Proof: Suppose ﬁrst that n = 0.Inﬁnite Series 11.8. those which come from a formula like f (x) = x2 + 2 which are easy to evaluate by following a simple procedure. 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.2 on Page 133. 4! = 4 × 3! = 24. the symbol 0 k=1 ak will denote the number 0. (11. b) . 2! = 2. Then if x ∈ (a. 3! = 3 × 2! = 6. 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) + . you have noticed there are two sorts of functions. Theorem 11. f (x) − f (c) = f (ξ) (x − c) for some ξ between c and x. etc. In particular. The following theorem is called Taylor’s theorem. This latter type of function is not so easy to evaluate. h (x) = (x − c) k! so g (c) = h (c) = 0. recall the meaning of n! for n a positive integer. things like ln (x) or sin (x) .1 Suppose f has n + 1 derivatives on an interval. Then let n+1 g (x) ≡ f (x) − f (c) − k=1 f (k) (c) k n+2 (x − c) . Now assume the theorem holds for n. b) and let c ∈ (a. the method of Taylor polynomials is discussed. In this section. k! (n + 1)! (In this formula.

etc. Consequently.1. 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. sin x − x − ≤ ≤ 3! 5! 6! 6! . x5 x3 f (6) (ξ) x6 x6 + . (n+1) Example 11. etc. f (x) = − cos x. f (0) = 0. Therefore. Then for f (x) = sin x. f (0) = 1. Thus ξ 1 is between c and x and this proves the theorem. Therefore.258 The induction hypothesis in (11. f (0) = −1. (ξ) The term f (n+1)! . f (x) = cos x.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. f (x) = − sin x. 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.2 Approximate sin x for x in some open interval containing 0. 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. dividing by (n + 2) (ξ − c) f (x) − f (c) − k=1 n+1 (n+1) (x − c) n+2 . f (0) = 0. 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. is called the remainder and this particular form of the remainder is called the Lagrange form of the remainder.2) . (11. Use Taylor’s formula just presented and let c = 0. For n = 2 in the above.

5) + 3! 5! 3 5 ≤ 1 (.2 Exercises n k 1. Suppose for example. no such conclusion can be drawn. Thus the Taylor polynomial of degree n and its ﬁrst n derivatives agree with the function and its ﬁrst n derivatives when x = c.5) . 1+x 1−x (n) and use it to compute ln 5 to three decimal .5) to 3 decimal places and prove your approximation is this good. EXERCISES 259 For small x. 5.5) is less than 10−4 . This is illustrated in the following picture. a1 = f (c) . Let pn (x) = a0 + k=1 ak (x − c) . an = f n!(c) . · · ·. the approximation is lousy. pn (c) = f (n) (c) . Find a Taylor polynomial for ln places.5) − (. Show that if you require that pn (c) = f (c) .5) − (. sin x as long as |x| is small but that if |x| gets very large. 2.11. The above estimate indicates the good approximation holds as long as |x| is small and it quantiﬁes how good the approximation is. Find the Taylor polynomials for ln (1 + x) for x near 0. 4.5) (. Use your approximate polynomial to compute cos (. pn (c) = (n) f (c) . sin (. Find the Taylor polynomials for ln (1 − x) for x near 0. Then from the above error estimate.2. · · ·. 11.1) the polynomial approximation would be even closer. then this requirement is achieved if and only if a0 = f (c) . you wanted to ﬁnd sin (. this error is very small but if x is large. Find the Taylor polynomials for cos x for x near 0 along with a formula for the remainder.5) = 6! 46 080 6 so diﬀerence between the approximation and sin (. 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. 3. If this is used to ﬁnd sin (.

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

Then { k=m ak }n=m is an increasing sequence. Sometimes they do and sometimes they don’t. From this deﬁnition. The sequence { k=m ak }n=m in the above is called the sequence of partial sums. This proves the proposition. then by the form of completeness found in Theorem 5.11. One of the most important examples of a convergent series is the geometric series. the inﬁnite series diverges. then k=m ak converges and its value equals n n ∞ sup k=m ak : n = m. Proposition 11. m + 1. the partial ∞ k sums of k=1 (−1) are bounded because they are all either −1 or 0 but the series does not converge. Then n n n+1 Sn = k=0 rk . consider k=1 (−1) . For example. See Theorem 5.3 11.11. For ∞ this reason.13 on Page 107. It follows the symbol just written is meaningless and the inﬁnite sum diverges. If it is bounded above. is an increasing sequence because n ak − k=m k=m ak = an+1 ≥ 0.1 on Page 103 the notion of limit of a sequence was discussed. In the case where ak ≥ 0. Be very careful you never think this way in the case where it is not true that all ak ≥ 0.1 Inﬁnite Series Of Numbers Basic Considerations Earlier in Deﬁnition 5. This ∞ n series is n=0 r . m + 1.1 Deﬁne ∞ n ak ≡ lim k=m n→∞ ak k=m whenever the limit exists and is ﬁnite.15 on Page n 107 it follows the sequence of partial sums converges to sup { k=m ak : n = m. then it is not a Cauchy sequence and so it does not converge. Deﬁnition 11. rSn = k=0 rk+1 = k=1 rk .3. there is no limit for the sequence of partial sums. If the sequence of partial sums is not bounded. In this case the series is said to converge.11. The study of this series depends on simple High school algebra and n Theorem 5. Let Sn ≡ k=0 rk . the above proposition shows there are only two alternatives available. Therefore. In the ﬁrst case convergence occurs and in the second case.3. · · ·}.2 Let ak ≥ 0. There is a very closely related concept called an inﬁnite series which is dealt with in this section.3.9 on Page 106.11.11. ∞ k=m When the sequence is not bounded above. If this ∞ sequence is bounded above. INFINITE SERIES OF NUMBERS 261 11. If it does ∞ n not converge. . Proof: It follows { n k=m ∞ ak }n=m n+1 ak diverges.3. people will sometimes write k=m ak < ∞ to denote the case where convergence ∞ occurs and k=m ak = ∞ for the case where divergence occurs. it is said to diverge. The partial sums corresponding to this symbol alternate between −1 and 0. it should be clear that inﬁnite sums do not always make sense. As an example. · · · . depending on the behavior of the partial ∞ k sums. Either the sequence of partial sums is bounded above or it is not bounded above.

the following holds.11.3. subtracting the second equation from the ﬁrst yields (1 − r) Sn = 1 − rn+1 and so a formula for Sn is available.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 . use Theorem 5. Now if |r| ≥ 1. Sn = 1 − rn+1 . To establish (11.3.262 Therefore. if r = 1. .4 If ak and ∞ ∞ k=m bk both converge and x.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.5) follows from the observation that.9. then ∞ ak = k=m ∞ k=m+j ∞ ak−j ∞ (11. Theorem 11.11. diverges if |r| ≥ 1. from the triangle inequality. 1−r INFINITE SERIES 1 By Theorem 5.6 on Page 104 and the above deﬁnitions of inﬁnite series. n ∞ ak ≤ k=m k=m n |ak | ∞ and so ∞ ak = lim k=m n→∞ ak ≤ k=m k=m |ak | . This shows the following. In fact.4) (11. limn→∞ Sn = 1−r in the case when |r| < 1.4). Proof: The above theorem is really only a restatement of Theorem 5. the limit clearly does not exist because Sn fails to be a Cauchy sequence (Why?).5) ak ≤ k=m k=m |ak | where in the last inequality. y are numbers. Thus ∞ n n+j ∞ ak = lim k=m n→∞ ak = lim k=m n→∞ ak−j = k=m+j k=m+j ak−j . Theorem 11. ∞ k=m ∞ n n=0 r converges and equals 1 1−r if |r| < 1 and If the series do converge.11.3 The geometric series. Formula (11.

Then { k=m ak }n=m is a Cauchy sequence by Theorem 5. q q ε> k=p ∞ |ak | ≥ k=p ak . By the deﬁnition of inﬁnite series.7) Next suppose (11.3. Then by assumption and Theorem 11. + 6 3n From the above theorem and Theorem 11. there exists nε such that whenever q ≥ p ≥ nε . INFINITE SERIES OF NUMBERS Example 11. then ∞ k=m ak converges if and only if for all ε > 0. You might try to show this. there exists nε q ak < ε. Thus its validity implies completeness.3. q |ak | < ε.6. . from the triangle inequality. Theorem 11.6 The sum such that if q ≥ p ≥ nε . In fact. If the series does converge but does not converge absolutely. q p−1 q ak − k=m k=m ak = k=p ak < ε. then it is said to converge conditionally.7 A series ∞ ak k=m is said to converge absolutely if ∞ |ak | k=m converges. the above theorem is really another version of the completeness axiom. Theorem 11.3. k=m ak converges and this proves the theorem.6) Proof: Suppose ﬁrst that the series converges. there exists nε > m such that if q ≥ p − 1 ≥ nε > m.6. Then from (11.11.6) holds.3. (11.7) it follows upon letting p be replaced with ∞ n p + 1 that { k=m ak }n=m is a Cauchy sequence and so. Proof: Let ε > 0 be given.11.3.8 If ∞ k=m ak converges absolutely. then it converges.3. k=p Therefore. ∞ n=0 5 6 + n n 2 3 = 5 = 5 1 1 +6 n 2 3n n=0 n=0 1 1 +6 = 19. this shows the inﬁnite sum converges as claimed. 1 − (1/2) 1 − (1/3) ∞ ∞ The following criterion is useful in checking convergence.3. Therefore. Deﬁnition 11.3. it converges.13 on Page 107.5 Find ∞ n=0 5 2n 263 . k=p n ∞ (11. by the completeness axiom. By Theorem 11.3.

Then 1. The second claim is left as an exercise. an ≤ bn . m) and for all n ≥ n∗ bn ≥ an .3. Therefore. Example 11. 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. If ∞ n=k bn ∞ n=k converges. then ∞ n=m bn Proof: Consider the ﬁrst claim. 1 1 ≤ . letting an = n2 and bn = n(n−1) A convenient way to implement the comparison test is to use the limit comparison test. p n∗ k an n=m ≤ n=m n∗ an + n=n∗ +1 ∞ bn bn . Then if p ≥ n∗ .12 Determine the convergence of ∞ 1 √ k=1 n4 +2n+7 . . n=k ≤ n=m p ∞ an + Thus the sequence. Example 11. Proof: Let n∗ be such that n ≥ n∗ . it converges by completeness. bn bn bn converge or diverge together. Theorem 11.{ n=m an }p=m is bounded above and increasing. bn > 0 and suppose for all n large enough.3. From the assumption there exists n∗ such that n∗ > max (k. an diverges. then an an > a and <b bn bn and so for all such n. If 2.10 Determine the convergence of For n > 1.9 (comparison test) Suppose {an } and {bn } are sequences of non negative real numbers and suppose for all n suﬃciently large.11 Let an .3. This is considered next. then ∞ n=m an converges. 0<a< Then an and an an ≤ < b < ∞.264 INFINITE SERIES Theorem 11. abn < an < bbn and so the conclusion follows from the comparison test.3. diverges. ∞ 1 n=1 n2 .

Then ∞ ∞ an and n=1 n=0 2n a2n converge or diverge together. Compare with the series of Example 11. 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 . Suppose the claim is true for n. n=1 n−1 diverges ∞ −2 while n=1 n converges. and the terms. INFINITE SERIES OF NUMBERS 265 This series converges by the limit comparison test. it is still a geometric series but in this case the common ratio is either 1 or greater than 1 so the series diverges. If p ≤ 1. In particular. Proof of the Claim: Note the claim is true for n = 1. the higher order term. The tool for obtaining these examples here will be the following wonderful theorem known as the Cauchy condensation test.3. Of course this is not always easy and there is room for acquiring skill through practice.3. Example 11. . Thus an ≥ an+1 for all n. since 2n+1 − 2n = 2n . √ 1 n4 + 2n + 7 n2 lim = lim n→∞ √ n→∞ 1 n2 n4 +2n+7 = n→∞ lim 1+ 7 2 + 4 = 1.10. are decreasing. n4 dominates the other terms in n4 + 2n + 7.14 Determine the convergence of These are called the p series. the series converges with the series of Example 11. How did I know what to √ √ compare with? I noticed that n4 + 2n + 7 is essentially like n4 = n2 for large enough n. an . 3 n n Therefore. where p is a positive number. To really exploit this limit comparison test. It follows ∞ that the p series converges if p > 1 and diverges if p ≤ 1. Therefore. some which converge and some which do not. Theorem 11.13 Let an ≥ 0 and suppose the terms of the sequence {an } are decreasing. Then a2n = ∞ 1 n .10. Then. √ reasoning that 1/ n4 + 2n + 7 is a lot like 1/n2 for large n.3.3.11. 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. Claim: n n 2 n 2k a2k−1 ≥ k=1 k=1 ak ≥ k=0 2k−1 a2k . You see. Let an = 1 np . If p > 1. it was easy to see what to compare with.3. it is desirable to get lots of examples of series. Proof: This follows from the inequality of the following claim. the last series above is a geometric series having common ratio less than 1 and so it converges.

The following picture is descriptive of the situation. the tests for convergence have been applied to non negative terms only.3.17 If ∞ n=m an converges. a series converges.3. but because of cancellation taking place between positive and negative terms. Example 11. Proof: Apply Theorem 11.2 More Tests For Convergence So far.3. The nth term test gives such a condition which is suﬃcient for this. you don’t ∞ know anything from this information. not because the terms of the series get small fast enough. It is really a corollary of Theorem 11. A discussion of this involves some simple algebra. That is. . Theorem 11. If this happens. then limn→∞ an = 0.3. A−1 ≡ A0 ≡ 0. Sometimes. lim an = 0 an converges an = n−1 11.16 Determine the convergence of Use the Cauchy condensation test. Let {an } and {bn } be sequences and let n An ≡ k=1 ak . INFINITE SERIES n→∞ =1 and so this series diverges with ∞ 1 k=1 k .6. you cannot conclude the series converges if limn→∞ an = 0. lim 1 n 1 √ n2 +100n ∞ 1 √ k=1 n2 +100n . 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. Sometimes it is good to be able to say a series does not converge. Recall limn→∞ n−1 = 0 but n=1 n−1 diverges.3.266 Example 11.6 to conclude that n n→∞ lim an = lim n→∞ ak = 0. ∞ 1 k=2 k ln k .15 Determine the convergence of Use the limit comparison test.3. k=n It is very important to observe that this theorem goes only in one direction.

3.3. Theorem 11.3. with bn ≥ bn+1 . with bn ≥ bn+1 . Then |an+1 | < R |an | an+1 <R an .3.20 Suppose |an | > 0 for all n and suppose lim |an+1 | = r. n A favorite test for convergence is the ratio test. It is just like integration by parts.6. Proof: This follows quickly from Theorem 11. |an | n→∞ Then diverges if r > 1 converges absolutely if r < 1 . The following corollary is known as the alternating series test. an n=1 test fails if r = 1 ∞ Proof: Suppose r < 1. Corollary 11. Indeed. This proves the theorem. 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. then 0< where r < R < 1.11.19 If limn→∞ bn = 0. 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. Theorem 11. this last expression is small whenever p and q are suﬃciently large. This is discussed next. Then ∞ an bn n=1 converges.18 (Dirichlet’s test) Suppose An is bounded and limn→∞ bn = 0.3. Then there exists n1 such that if n ≥ n1 . letting |An | ≤ C. then ∞ n=1 (−1) bn converges. and using the partial summation formula above along with the assumption that the bn are decreasing.

Since the nth term fails to converge to 0.8) can be turned around for some R > 1. and the other reason is the possibility that the limit might not exist.3. r = 1. By the comparison test and the theorem on geometric series. consider the two series n=1 n and n=1 n2 both of which have r = 1 but having diﬀerent convergence properties.268 for all such n. 1/n Next suppose |an | ≥ 1 for inﬁnitely many values of n. necessitated by the need to divide by an . then (11.23 Show that for all x ∈ R. The ﬁrst series diverges while the second one converges but in both cases. Corollary 11. then |am | < Rm−n1 |an1 | .3. then an diverges. Then ∞ an converges absolutely. Example 11. This proves the convergence part of the theorem. 1/n < R < 1 for all n suﬃciently large. note that if r > 1. (Be sure to check this last claim. k! (11. Showing limn→∞ |an | = ∞. called the root test removes both of these objections. The next test.21. To see the test fails ∞ ∞ 1 1 if r = 1.22 Suppose limn→∞ |an | exists and equals r. Say this holds n |an | < R. consider n−1 and n−2 .) The ratio test is very useful for many diﬀerent examples but it is somewhat unsatisfactory mathematically. Then for such n. for such n. Theorem 11.8) and so if m > n. |an | ≥ 1 and so the series fails to converge by the nth term test.3. One reason for this is the assumption that an > 0. To verify the divergence part. |an1 +p | < R |an1 +p−1 | < R2 |an1 +p−2 | < · · · < Rp |an1 | INFINITE SERIES (11. Then for those values of n. Therefore. ∞ 1/n ex = k=0 xk . |an | converges. To see the test fails if r = 1. n=1 Proof: Suppose ﬁrst that |an | for all n ≥ nR . n=1 If there are inﬁnitely many values of n such that |an | ∞ 1/n ≥ 1.9) .3. it follows the series diverges. Therefore. 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. |an | ≤ Rn and so the comparison test with a geometric series applies and gives absolute convergence as claimed.21 Suppose |an | 1/n < R < 1 for all n suﬃciently large.

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| < ∞.9) holds. A general rule of thumb is this: If something involves changing the order in which two limits are taken. INFINITE SERIES OF NUMBERS By Taylor’s theorem ex = 1+x+ n 269 xn+1 x2 xn +···+ + eξn 2! n! (n + 1)! (11. .11.10) it follows (11. You can always write M N N M ajk = k=m j=m j=m k=m ajk because addition is commutative. the nth term converges to zero by the nth term test and so for each x ∈ R. limits foul up algebra and also introduce things which are counter intuitive. Here is an example. you may not do it without agonizing over the question. there are limits involved with inﬁnite sums and the interchange in order of summation involves taking limits in a diﬀerent order. This example is a little technical. However.10) = k=0 xk xn+1 + eξ n k! (n + 1)! where |ξ n | ≤ |x| .3. 11. In other words.3. (n + 1)! n+1 Therefore. In general. The major consideration for these double series is the question of when ∞ ∞ ∞ ∞ ajk = k=m j=m j=m k=m ajk . It is placed here just to prove conclusively there is a question which needs to be considered. taking the limit in (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 . Therefore. it is not always true that it is permissible to interchange the two sums. when does it make no diﬀerence which subscript is summed over ﬁrst? In the case of ﬁnite sums there is no issue here. ﬁrst sum on j yielding something which depends on k and then sum these. (n + 1)! n→∞ Therefore. lim eξn xn+1 = 0. In other words.

. n) on the line y = x − 1 whenever m > 2.270 INFINITE SERIES Example 11. some notation should be discussed. Therefore. Don’t become upset by this. This example in no way violates the commutative law of addition which has nothing to do with limits. ∞ m=1 amn = 0. you can see that by assigning diﬀerent values of a. b. and ∞ n=1 amn = 0 amn = b + a + c m=1 n=1 and so the two sums are diﬀerent. n) on the line y = 1 + x whenever m > 1. a21 = a. limits are taken in two diﬀerent orders. then you can always interchange the order of summation. ∞ ∞ ∞ n=1 amn = a + c if m = 2. n are positive integers. You see ann = 0 for all n. ∞ n=1 amn = b if m = 1. and amn = −c for all (m. First.3. a12 = b. An inﬁnite sum always involves a limit and this illustrates why you must always remember this. Then Therefore. ∞ m=1 amn = a if n = 1. This is shown next and is based on the following lemma. amn = a + b − c. It happens because. as indicated above. n) where m. However.24 Consider the following picture which depicts some of the ordered pairs (m. ∞ ∞ m=1 ∞ amn = b − c if n = 2 and if n > 2. and c. j. you can get an example for any two diﬀerent numbers desired. Moreover. amn = c for (m. it turns out that if aij ≥ 0 for all i. n=1 m=1 Next observe that if m > 2. 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 .

then r − ε < An ≤ Am ≤ r and so limn→∞ An = r as claimed. b) . Theorem 11. ∞] for a ∈ A and b ∈ B where A. f (a. Of course there is no such number. sup sup f (a. then sup {An } = limn→∞ An . INFINITE SERIES OF NUMBERS 271 Deﬁnition 11.25 Let f (a. The symbol. ∞] for a ∈ A and b ∈ B where A. there exists n such that An > a.3. b) is either a number. supb∈B f (a. The symbol. to get the conclusion of the lemma. Therefore. Since {An } is increasing. The following is the fundamental result on double sums.3. +∞ is interpreted as a point out at the end of the number line which is larger than every real number.11.26 Let f (a. m n Therefore. b) and therefore. b) ∈ [−∞. . ∞]. Then sup sup f (a. But this is what is meant by limn→∞ An = ∞.28 Let aij ≥ 0. Lemma 11. it follows if m > n. suppose r < ∞. b). r]. you can take the sup in diﬀerent orders. But in this case. Proof: First note there is no trouble in deﬁning these sums because the aij are all nonnegative. Next note that ∞ ∞ ∞ n aij ≥ sup j=r i=r n j=r i=r n aij because for all j. there exists n such that An ∈ (r − ε. Unlike limits. b) .27 If {An } is an increasing sequence in [−∞. Then letting ε > 0 be given. Then ∞ i=1 ∞ j=1 aij = ∞ j=1 ∞ i=1 aij . or −∞. for all a. b) means sup (Sb ) where Sb ≡ {f (a. it follows that if m > n. b) : a ∈ A} . then if a is a real number. In the ﬁrst case. B are sets which means that f (a. b) ≤ sup sup f (a. it only diverges to ∞ and so ∞ is the value of the sum.3. b) = sup sup f (a. If a sum diverges. b) ≤ supb∈B supa∈A f (a. Am > a. b.3. b) ≤ supb∈B supa∈A f (a. B are sets. ∞ aij ≥ i=r i=r n aij . b) ∈ [−∞. a∈A b∈B b∈B a∈A Proof: Note that for all a. An = −∞ for all n and so limn→∞ An = −∞. Then supa∈A f (a. Since {Ak } is increasing. a∈A b∈B b∈B a∈A Repeat the same argument interchanging a and b. That is why it is called ∞. Proof: Let sup ({An : n ∈ N}) = r. −∞ is interpreted similarly. In the case where r = ∞. Lemma 11. ∞ ∞ ∞ 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. ∞.3. The other case is that r = −∞.

every i.29 Let aij be a number and suppose ∞ ∞ INFINITE SERIES |aij | < ∞ .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. ∞ ∞ aij . k=r The series ∞ n=r cn is called the Cauchy product of the two series. ∞ i=r |aij | ∞ j=r aij ∞ < ∞ and for each i. Therefore.3. Note 0 ≤ (|aij | + aij ) ≤ |aij | . Deﬁnition 11. Proof: By Theorem 11. One of the most important applications of this theorem is to the problem of multiplication of series.28 and Theorem 11. i=r aij . . deﬁne ak bn−k+r .8 both converge. ∞ on Page 263.3. 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. j=r i=r i=r j=r aij both exist. Also. 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. This proves the theorem.3. for each j. By Theorem 11.8 again.30 Let ∞ i=r ai and cn ≡ ∞ i=r bi n be two series.3.3. by Theorem 11.3.3. j=r |aij | < ∞.28 ∞ ∞ ∞ ∞ |aij | = j=r i=r i=r j=r |aij | < ∞ ∞ Therefore.272 Theorem 11. For n ≥ r. It only remains to verify they are equal.

it is only necessary to assume one of the series converges and the other converges absolutely. 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 | < ∞. INFINITE SERIES OF NUMBERS 273 It isn’t hard to see where this comes from. k=r Proof: Let pnk = 1 if r ≤ k ≤ n and pnk = 0 if k > n. Therefore. 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. Formally write the following in the case r = 0: (a0 + a1 + a2 + a3 · ··) (b0 + b1 + b2 + b3 · ··) and start multiplying in the usual way.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. This is known as Merten’s theorem and may be read in the 1974 book by Apostol listed in the bibliography. m=r |ak | Therefore. The following is a special case of Merten’s theorem. Then ∞ cn = k=r pnk ak bn−k+r . it is necessary to prove a theorem. Then ∞ bj = n=r cn i=r where cn = n ak bn−k+r . 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. 1. ···. 2.11. by Theorem 11.3.3. Also.31 Suppose ∞ i=r ∞ ai and ai ∞ j=r bj ∞ j=r both converge absolutely1 . .3.

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

show that (1 − x) ≥ 1 − px. Hint: Let bk ≡ k − 1 + C and note that for all k large enough. Show the ∞ ∞ improper integral. Use this test to verify convergence of k=1 k1 whenever α α > 1 and divergence whenever α ≤ 1. For 1 ≥ x ≥ 0. Using the result of Problem 10 establish Raabe’s Test.11) is called a Taylor series centered at a.5 Taylor Series Earlier Taylor polynomials were used to approximate known functions such as sin x and ln (1 + x) . A much more exciting idea is to use inﬁnite series of known functions as deﬁnitions of possibly new functions. 15. Determine the convergence of the series 16. bk > 1.1 Let {ak }k=0 be a sequence of numbers. Consider the series ∞ ∞ k=0 n p (−1) n √1 to write . an interesting variation on the ratio test. Deﬁne f (x) ≡ (1 − x) − 1 + px and show that f (0) = 0 while f (x) ≥ 0 for all x ∈ (0. 1 f (t) dt and the sum k=1 f (k) converge or diverge together. determine the convergence of of p. .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 . k k Now use comparison theorems and the p series to obtain the conclusion of the theorem. This is also called a power series centered at a. TAYLOR SERIES p 275 10.3. 11. 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 . C and a number p such that ak+1 p ≤1− ak k+C for all k large enough. 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 . The expression. k0 such that bk0 > 1 and for all k ≥ k0 the given inequality above holds. Verify Theorem 11. ∞ ∞ ak (x − a) k=0 k (11.11.5. Suppose there exists a constant. and p ≥ 1. Hint: This can be done using p the mean value theorem from calculus. 3−k . This test says the following.5. 2−k and ∞ k=0 11. 12. it follows that k=1 ak converges absolutely. Suppose f is a nonnegative continuous decreasing function deﬁned on [1. Thus |ak | ≤ C/bp = C/ (k − 1 + C) . Then if p > 1. Deﬁnition 11. ∞). 1) . 14. ∞ This is called the integral test. Now conclude that there exists an integer. n+1 Show this series converges and so it makes sense 13. For p a positive number.

Deﬁning. If k=0 ak (x − a) converges then by the above lemma. f deﬁned on D as ∞ f (x) ≡ k=0 ak (x − a) . Then there exists r ≤ ∞ such that the Taylor series converges absolutely if |x − a| < r. if |x − a| > r. x is a variable. n n Therefore. In fact |x − a| would then be an upper bound to {|y − a| : y ∈ D} .276 INFINITE SERIES In the above deﬁnition. This proves the theorem. r wouldn’t be as deﬁned. one which has no name. However. much can be said about such functions. deﬁne a new function. Proof: Let r ≡ sup {|y − a| : y ∈ D} .22. ∞ k Now suppose |x − a| > r. ∞ k the series k=0 |ak | |x − a| converges. the Taylor series diverges. With this lemma. the following fundamental theorem is obtained. The nth term test implies n→∞ lim |an | |z − a| = 0 n n and so for all n large enough. Then if |x − a| < r.5. From now on D will be referred to as the interval of convergence and r of the above theorem as the radius of convergence. D to be the set of all values of x such that the resulting series does converge. Nevertheless. k=0 |ak | |x − a| converges by comparison with the geometric series. by the above lemma k=0 |ak | |x − a| converges and this proves the ﬁrst part of this theorem. n→∞ |x| = lim √ = |x| n→∞ n n . r fails to be an upper bound to {|y − a| : y ∈ D} and so the Taylor series must diverge as claimed. so for such n. Thus you can put in various values of x and ask whether the resulting series of numbers converges.3.3 Let k=0 ak (x − a) be a Taylor series. the determination of r tends to be pretty easy. Lemma 11.5. |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 .2 Suppose z ∈ D. Example 11. ∞ k Theorem 11. Determining which points of {x : |x − a| = r} are in D requires the use of speciﬁc convergence tests and can be quite hard. then x ∈ D also and furthermore.5. ∞ k Therefore. Proof: Let 1 > r = |x − a| / |z − a| . 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. Furthermore. k This might be a totally new function. it follows there exists z ∈ D such that |z − a| > |x − a| since otherwise. Then if |x − a| < |z − a| . lim |x| n n 1/n ∞ xn n=1 n .4 Find the interval of convergence of the Taylor series Use Corollary 11.

the derived series. however. At the ∞ (−1)n other endpoint.13) and this new diﬀerentiated power series. th Apply the ratio test. Then ∞ ∞ f (x) = n=0 an n (x − a) n−1 = n=1 an n (x − a) n−1 (11. This theorem may seem obvious.1 Operations On Power Series It is desirable to be able to diﬀerentiate. but it is a serious mistake to think this. Consequently.5. just as you would diﬀerentiate a polynomial. Theorem 11. for n large enough. Proof: First it will be shown that the series on the right in (11. When x = 1 the series diverges because it reduces to n=1 n . The endpoints require ∞ 1 special attention. The following theorem says one can diﬀerentiate power series in the most natural way on the interval of convergence. integrate.11. TAYLOR SERIES 277 √ because limn→∞ n n = 1 and so if |x| < 1 the series converges.12) for |x − a| < r. You usually cannot diﬀerentiate an inﬁnite series whose terms are functions even if the functions are themselves polynomials. Thus let |x − a| < r and pick y such that |x − a| < |y − a| < r. in this case. Example 11. has radius of convergence equal to r. Then n→∞ lim |an | |y − a| ∞ n−1 = lim |an | |y − a| = 0 n→∞ n n because |an | |y − a| < ∞ n=0 and so.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. and multiply power series.5 Find the radius of convergence of ∞ nn n n=1 n! x . . The following is special and pertains to power series.5. the series converges because it reduces to n=1 n and the alternating series test applies and gives convergence. It is another example of the interchange of two limits.5. the limit involved in taking the derivative and the limit of the sequence of ﬁnite sums. |an | |y − a| n−1 < 1. r = 1/e. 11.13) has the same radius of convergence as the original series.5. 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.

a + r1 ] . ∞ n |an | r1 . By the comparison test. It remains to verify the assertion about the derivative. a + r1 ] . n=0 n=0 ∞ n |an | r2 < ∞ ∞ n−1 (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. Therefore.278 Therefore.16) where wn is between zn and x − a. Thus wn is between x − a and y − a and so wn + a ∈ [a − r1 . a + r) . letting r2 ∈ (r1 . On the other hand. ∞ n−1 ∞ n−1 if n=1 |an | n |x − a| converges then by the comparison test.15) n n = where the last equation follows from the mean value theorem and zn is some point between x − a and y − a. |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. Therefore. Let |x − a| < r and let r1 < r be close enough to r that x ∈ (a − r1 . Then considering the diﬀerence quotient. f (y) − f (x) y−x ∞ = n=0 ∞ an (y − x) n−1 an nzn n=1 −1 [(y − a) − (x − a) ] (11. Thus. a + r1 ) ⊆ [a − r1 . it follows both x and y are in [a − r1 . for large enough n. r) . 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. it follows n=1 an n (x − a) converges absolutely for any x satisfying |x − a| < r. a + r1 ] ⊆ (a − r. 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) f (y) − f (x) n−1 − an n (x − a) ≤ C |y − x| .17). 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.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!. Therefore. it is possible to characterize the coeﬃcients of a Taylor series.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. Next use Theorem 11. there exists a constant. As an immediate corollary. ∞ ∞ f (x) = n=1 an n (x − a) n−1 = a1 + n=2 an n (x − a) n−1 . C independent of y such that ∞ n−2 |an | n (n − 1) r1 = C < ∞ n=2 Consequently. for such n. Continuing this way proves the corollary.5. f (n) (a) .17) Then an = (11.7 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) . The ﬁrst sum on the right in (11. Corollary 11. Now let x = a and obtain that f (a) = a1 = f (a) /1!.5.6.14). Therefore.5. y−x n=1 Taking the limit as y → x (11.13) follows. TAYLOR SERIES which implies |wn | ≤ r1 .18) Proof: From (11.5. This proves the theorem. from (11. From Theorem 11. n−2 |an | r2 r1 r2 n−2 < 1 for all n large enough.11. n! n (11. . f (a) = a0 ≡ f (0) (a) /0!.

By Theorem 11. by the nth term test limn→∞ n = 0. Therefore. . ∞ sin (x) = k=0 (−1) k x2k+1 (2k + 1)! for all x ∈ R. Then f (x) = cos (x) . if ∞ ∞ ak (x − a) = k=0 k=0 k bk (x − a) k for all x in some interval.5. That is. Thus f (2n+2) (ξ n ) 1 .5. Example 11. doing the series term by term and obtain ∞ 2k k x cos (x) = (−1) (2k)! k=0 for all x ∈ R. 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. from Taylor’s formula. ≤ (2n + 2)! (2n + 2)! By the ratio test.8 Find the power series for sin (x) . and cos (x) centered at 0 and give the interval of convergence. Theorem 11.280 INFINITE SERIES This also shows the coeﬃcients of a Taylor series are unique. you can diﬀerentiate both sides. First consider f (x) = sin (x) . Example 11.9 Find the sum ∞ k=1 k2−k .1.6. Therefore. it follows that 1 <∞ (2n + 2)! n=0 and so by the comparison test. this equals either ± sin (ξ n ) or ± cos (ξ n ) and so its absolute value is no larger than 1. f (x) = − sin (x) . then ak = bk for all k.5. 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. Furthermore.1 on Page 257. ∞ n=0 ∞ f (2n+2) (ξ n ) <∞ (2n + 2)! f (2n+2) (ξ n ) (2n+2)! also. f − cos (x) etc.

the process of ﬁnding it will demonstrate its existence. The following is a very important example known as the binomial series. ∞ 2= k=1 k2−k . ∞ 1 From the formula for the sum of a geometric series.19).11. 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 . Of course it is not known at this time whether such a series exists.20) y = C.5. then y is a solution of the following initial value problem. 1−t = k=0 tk if |t| < 1.6 and the initial value problem. from (11. multiply both sides of the diﬀerential equation in (11. Diﬀerentiate both sides to obtain ∞ (1 − t) whenever |t| < 1. Let t = 1/2. Therefore. y (0) = 1 and so it must be that C = 1. The strategy for ﬁnding the Taylor series of this function consists of ﬁnding a series which solves the initial value problem above.20).10 Find a Taylor series for the function (1 + x) centered at 0 valid for |x| < 1. However. (1 + x) (11. However. When this is done one obtains d α −α −α (1 + x) y = (1 + x) y − y dx (1 + x) Therefore.19) and it is y (x) = (1 + x) .5. (11.6 to do this. First note that if y (x) ≡ (1 + x) . such that (1 + x) −α = 0.5. y − α y = 0. there must exist a constant. C.21) be a solution to (11.19) by (1 + x) . Example 11. there is exactly one solution α to the initial value problem in (11.19) α α Next it is necessary to observe there is only one solution to this initial value problem. To −α see this.5. 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 . From Theorem 11. Let ∞ y (x) ≡ n=0 an xn (11. y (0) = 1.

In general. You may have noticed the prominent role played by geometric series. 1) . Using the same process. Then ∞ (1 + x) = n=0 α α n x . our candidate for the Taylor series is y (x) = α (α − 1) · · · (α − n + 1) n x .5. Think about this. a1 = α. ∞ ∞ INFINITE SERIES an+1 (n + 1) x + n=0 n=0 n an (n − α) xn = 0 and from Corollary 11. these are topics for another course.7 and the initial condition for (11. Theorem 11.11 Let α be a real number and let |x| < 1. n of these factors an = α (α − 1) · · · (α − n + 1) . The expression. the following n! n theorem has been established. To ﬁnd the radius of convergence. This is no accident. a3 = = α(α−1)(α−2) . However. a2 = α(α−1) . 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| > 1.19) this requires an+1 = an (α − n) . use the ratio test. a0 = 1. By 2 3 3! now you can spot the pattern. . It only remains to show the radius of convergence of this series α equals 1. it is necessary to take a course in complex analysis. Then using (11. n+1 (11. With this notation. from (11. The above technique is a standard one for obtaining solutions of diﬀerential equations and this example illustrates a deﬁciency in the method. 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. It will then follow that this series equals (1 + x) because of uniqueness of the initial value problem.22) again along with this ( α(α−1) )(α−2) 2 information.22) and letting n = 0.22) Therefore. the above discussion shows this series solves the initial value problem on its interval of convergence. n! n=0 ∞ Furthermore.282 Changing the order variable of summation in the ﬁrst sum. To completely understand power series. You can also integrate power series on their interval of convergence. α(α−1)···(α−n+1) is often denoted as α . n There is a very interesting issue related to the above theorem which illustrates the α limitation of power series. 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. n! Therefore.5.

Theorem 11. Therefore. This theorem can be used to ﬁnd Taylor series which would perhaps be hard to ﬁnd without it. n Therefore. ∞ ∞ an (y−a)n+1 . both positive. G (y) − F (y) = C for some constant.6 Proof: Deﬁne F (y) ≡ a f (x) dx and G (y) ≡ and the Fundamental theorem of calculus. Using Problems 7 . Next consider the problem of multiplying two power series.3 both series converge absolutely if |x − a| < r.5.5.5.5. This proves the theorem. and Example 11. Here is an example.13 Let n=0 an (x − a) and n=0 bn (x − a) be two power series having radii of convergence r1 and r2 . by Theorem 11.5.3. Example 11.14 Find the Taylor series for ex sin x centered at x = 0. This proves the theorem.5.12 Let f (x) = is r > 0. 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 . 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. 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 . Proof: By Theorem 11.3.5. But C = 0 because F (a) − G (a) = 0.8 on Page 280.31 ∞ ∞ 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) . Then if |y − a| < r. n=0 n+1 G (y) = n=0 an (y − a) = f (y) = F (y) . TAYLOR SERIES Theorem 11. By Theorem 11. r2 ) .9 on Page 260 or Example 11.23 on Page 268. 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 + · · · .11.

0 −1 + a2 x2 = 0 so a2 = 0. Then cos x x4 x2 a0 + a1 x + a2 x2 + · · · 1 − + + · · · = 2 4! x− x3 x5 + +··· . 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. Find k2−k . Find the radius of convergence of the following.) 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. a3 − a1 x3 = 2 2 −1 3 1 1 1 3! x so a3 − 2 = − 6 so a3 = 3 . (In practice this tends to not be very long. If you are interested in this issue. Lets suppose it has a Taylor series a0 + a1 x + a2 x2 + · · ·. a0 = 0. 11. Example 11. there does not appear to be a very simple pattern for the coeﬃcients of the power series for tan x. the above must be it. 3! 5! Using the above. 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. a1 x = x so a1 = 1. .284 1 = x + x2 + x3 + · · · 3 You can continue this way and get the following to a few more terms. Of course there are some issues here about whether tan x even has a power series. In fact. as you see. but if it does.5.15 Find the Taylor series for tan x centered at x = 0. 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. 2. Clearly one can continue in this manner. Thus the ﬁrst several terms of the power series for tan are 1 tan x = x + x3 + · · ·.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. read the last section of the chapter. 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.

Tell where your solution gives a valid description of a solution for the initial value problem. 0 if x = 0 ∞ xk k! . Use the power series technique which was applied in Example 11. f (x) ≡ |x| has no derivative at x = 0. Nevertheless. Show also that f (k) (0) = 0 for all ∞ k ∈ N. gn (x) = fn (x) − fn−1 (x) if n > 1. Show that for all x. Hint: This is a little diﬀerent but you proceed the same way as in Example 11. . y (0) = 1. However. Use the power series technique to ﬁnd solutions in terms of power series to the initial value problem y + xy = 0. 9. Suppose the function. However. fn (x) be given in Problem 9 and consider g1 (x) = f1 (x) .5.6. ex+y = ex ey . there are enough of them. Deﬁne the following function2 : f (x) ≡ 2 e−(1/x ) if x = 0 . 8. Find the power series centered at 0 for the function 1/ 1 + x2 and give the radius of convergence. y (0) = 1. Thus even though fn (x) → f (x) for all x. y (0) = 0.10. This yields another way to obtain the power series for ex .10 to consider the initial value problem y = y. 2 Surprisingly. 10. n Now show fn (0) = 0 for all n and so fn (0) → 0. 4. 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. It even becomes a little questionable whether such strange functions even exist at all. Use the power series technique on the initial value problem y + y = 0. One needs to consider test functions which have the property they have inﬁnitely many derivatives but vanish outside of some interval. x = 0.31 on Page 273 to show directly the usual law of exponents. EXERCISES 285 3. ex is deﬁned in terms of a power series. and it is this very example which is used to show this. Be sure to check all the hypotheses.3. Use Show that f (k) (x) exists for all k and for all x. the power series for f (x) is of the form k=0 0xk and it converges for all values of x. Let fn (x) ≡ 1 n + x2 1/2 . The main diﬀerence is you have to do two diﬀerentiations of the power series instead of one. 5. this function is very important to those who use modern techniques to study diﬀerential equations. Let the functions. y (0) = 1.11. What is the solution to this initial value problem? 6.5. the function. 7. you cannot say that fn (0) → f (0) . it fails to converge to f (x) except at the single point. they do. Therefore. ex ≡ k=0 Theorem 11. 1 ||x| − fn (x)| ≤ √ .

11.5. bad can this get? It can be much worse than this. It is hard to ﬁnd 0 ex dx because you don’t have a convenient antiderivative for the 2 integrand. 3 How ∞ n=0 cn converges absolutely. INFINITE SERIES ∞ gk (x) = |x| k=0 and that gk (0) = 0 for all k. n 12. In fact. 1 13. Then ∞ bj = n=0 cn i=0 where cn = ak bn−k . Find the exact value of ∞ n=1 n2 2−n . 11.7. you can’t diﬀerentiate the series term by term and get the right answer3 . k=0 Furthermore. Every such function can be written as an inﬁnite sum of polynomials which of course have derivatives at every point. Theorem 11.286 Show that for all x. there are functions which are continuous everywhere and diﬀerentiable nowhere. the version of this theorem which is of interest here is listed below.31 on Page 273. Where does this power series converge? Where does it converge to the function. arctan x? 15.5. 4 This is a wonderful example. Do the same as the previous problem for 18. We typically don’t have names for them but they are there just the same. ln |1 + x|? x 14. You know 0 t21 dt = arctan x. For convenience. 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. You should plug in small values of x using a calculator and see what you get using modern technology. Find the power series for sin x2 by plugging in x2 where ever there is an x in the power series for sin x. Replace ex with an appropriate power series and estimate this integral.3.1 Suppose ∞ i=0 ai and ∞ ai ∞ j=0 bj ∞ j=0 n both converge absolutely. Where does this power series converge? Where does it converge to the function. Find limx→0 tan(sin x)−sin(tan x) 4 .12 to ﬁnd the power series for ln |1 + x| centered at 0. x7 1 0 1 2 x sin x2 dx. Use this and Theorem 11. Use this and Theorem 11. 17. You know 0 t+1 dt = ln |1 + x| . . Therefore. Thus it is nonsense to diﬀerentiate an inﬁnite sum term by term without a theorem of some sort.7 Some Other Theorems First recall Theorem 11. How do you know this is the power series for sin x2 ? 16.12 to ﬁnd the power +1 series for arctan x centered at 0.

Consider all ordered lists of nonnegative integers k1 .7. Then ∞ p ∞ an n=0 = m=0 cmp where cmp ≡ k1 +···+kp =m ak1 · · · akp .28 on Page 271 and letting pnk be as deﬁned there.2 Deﬁne ak1 ak2 · · · akp k1 +···+kp =m as follows. form the product. it follows ∞ ai i=0 = n=0 k1 +k2 =n ak1 ak2 .3. kp which have the p property that i=1 ki = m. SOME OTHER THEOREMS 287 Proof: It only remains to verify the last series converges absolutely. For each such list of integers.7. It turns out a similar theorem holds for replacing 2 with p.3 Suppose ∞ n=0 an converges absolutely. ∞ ∞ 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 | < ∞. By Theorem 11. · · ·. This proves the theorem. ak1 ak2 · · · akp and then add all these products.11. The theorem is about multiplying two series. from the above 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 11.7. . Note that n ak an−k = k=0 k1 +k2 =n ak1 ak2 Therefore. if ∞ 2 ai converges absolutely. Theorem 11.

7. By the induction hypothesis and the above theorem on the Cauchy product. the series. ∞ p ∞ an (x − a) n=0 n = n=0 bnp (x − a) n where bnp ≡ k1 +···+kp =n ak1 · · · akp .5. n n=0 k1 +···+kp =n With this theorem it is possible to consider the question raised in Example 11. This theorem implies the following corollary for power series. This question is clearly included in the more general question of when ∞ −1 an (x − a) n=0 n . Therefore.4 Let ∞ an (x − a) n=0 n be a power series having radius of convergence. Now suppose this is true for p and consider ( n=0 an ) . 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) . ∞ 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. ∞ n=0 Proof: Since |x − a| < r. the above theorem applies and ∞ an (x − a) . converges absolutely.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. Corollary 11. Then if |x − a| < r. r > 0.15 on Page 284 about the existence of the power series for tan x.

SOME OTHER THEOREMS has a power series.24) equals ∞ n=0 ∞ ∞ bnp p=0 (x − a) n and so. the following theorem is easy to obtain.23) and the formula for the sum of a geometric series.7. Since the series of (11. ∞ 1 n = bn (x − a) .23) and so from the formula for the sum of a geometric series. 1 = f (x) p=0 By Corollary 11. With this lemma. this proves the lemma. ∞ ∞ 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 (11.7. n=1 n Now pick such an x. . f (x) n=0 Proof: By continuity. Then there exists r1 > 0 and {bn } such that for all |x − a| < r1 .3. Suppose also that f (a) = 1.11. then ∞ ∞ n |an | |x − a| < 1. this equals ∞ ∞ ∞ ∞ p cn (x − a) n=0 n . 289 Lemma 11.7.4.3.24) converges absolutely.28 on Page 271 implies the series in (11. Thus |bnp | ≤ k1 +···+kp =n ∞ ∞ |ck1 | · · · ckp ≡ Bnp and so by Theorem 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. Then ∞ an (x − a) n=1 n ≤ n=1 |an | |x − a| < 1 n (11.24) where bnp = k1 +···+kp =n ck1 · · · ckp .7. letting p=0 bnp ≡ bn .5 Let f (x) = n=0 an (x − a) . there exists r1 > 0 such that if |x − a| < r1 . bnp (x − a) p=0 n=0 n (11. a power series having radius of convergence r > 0. Theorem 11.

you should see the book by Apostol [1] or any text on complex variable. In the case of f (x) = 1 + x2 this function has a zero at x = ±i. ∞ ∞ . Unfortunately this is not true. Then there exists r1 > 0 and {bn } such that for all |x − a| < r1 .7. One might think that if |x − a| < r. 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. This proves the theorem. In this case r = ∞ but the power series for 1/f (x) converges only if |x| < 1. f (x) n=0 Proof: Let g (x) ≡ f (x) /f (a) so that g (x) satisﬁes the conditions of the above lemma.6 Let f (x) = n=0 an (x − a) . Suppose also that f (a) = 0. a power series having radius of convergence r > 0. There is a very interesting question related to r1 in this theorem. What happens is this. there exists r1 > 0 and a sequence.290 ∞ n INFINITE SERIES Theorem 11. ∞ 1 n = bn (x − a) . This is just another instance of why the natural setting for the study of power series is the complex plane. {bn } such that f (a) n = bn (x − a) f (x) n=0 for all |x − a| < r1 . To read more on power series. 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) . Then by that lemma. Consider f (x) = 1 + x2 .

Part III Vector Valued Functions 291 .

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

three for the position of the point in the object and one more for the time. (x1 . If x. Deﬁnition 12. · · ·.1. · · ·. β scalars. 4) and then to go below this plane a distance of 5 to obtain a unique point in space. x2 ) . (12. consider a hot object which is cooling and suppose you want the temperature of this object. xn + yn ) (12. axn ) .2 For v. How many coordinates would be needed? You would need one for the temperature. Now suppose n = 3. If the two objects moved around. As just explained.1) This is known as scalar multiplication. Therefore. Many other examples can be given. the ﬁrst two coordinates determine a point in a plane. this determines a point in space. There are other ways to identify points in space with three numbers but the one presented is the most basic. −5) would mean to determine the point in the plane that goes with (1. · · ·. xn ) + (y1 . Letting the third component determine how far up or down you go. (1. you would need a time coordinate as well. You can’t stop here and say that you are only interested in n ≤ 3.3) Descartes 1596-1650 is often credited with inventing analytic geometry although it seems the ideas were actually known much earlier. .1. Theorem 12. (real numbers). the coordinates are known as Cartesian coordinates after Descartes1 who invented this idea in the ﬁrst half of the seventeenth century. He also wrote a large book in which he tried to explain the book of Genesis scientiﬁcally. chemistry. 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.294 RN other horizontal and determine unique points. 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. Descartes ended up dying in Sweden. w ∈ Rn and α. Then ax ∈ Rn is deﬁned by ax = a (x1 . y ∈ Rn then x + y ∈ Rn and is deﬁned by x + y = (x1 . Sometimes n is very large. 1 Ren´ e (12.1 If x ∈ Rn and a is a number. depending on whether this number is positive or negative. Thus you would need to be considering R5 . v + w = w + v. · · ·. x1 on the horizontal line in the above picture and x2 on the vertical line in the above picture. physiology. In this case. 4. such that the point of interest is identiﬁed with the ordered pair. yn ) ≡ (x1 + y1 . and physics being some of them. As another example. He was interested in many diﬀerent subjects.2) With this deﬁnition. the algebraic properties satisfy the conclusions of the following theorem.1 Algebra in Rn There are two algebraic operations done with elements of Rn . called scalars. This is often the case in applications to business when they are trying to maximize proﬁt subject to constraints. · · ·. It also occurs in numerical analysis when people try to solve hard problems on a computer. One is addition and the other is multiplication by numbers. 12. also called a scalar. 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. xn ) ≡ (ax1 . In short. I will often not bother to draw a distinction between the point in n dimensional space and its Cartesian coordinates. the following hold. you would need to be considering R6 . Thus.

−2. Draw a picture of the points in R3 which are determined by the following ordered triples.4) (12. 3. 0). In the above 0 = (0. (v + w) + z = v+ (w + z) . 2) (b) (−2. (a) (1. (a) (1. −2) . · · ·. · · ·. · · ·. α (vn + wn )) = (αv1 + αw1 . Draw a picture of the points in R2 which are determined by the following ordered pairs. −2) (c) (−2. (α + β) v =αv+βv.5) (12. 3. 5. vn + wn ) = (α (v1 + w1 ) . 2) + (2. αvn + αwn ) = (αv1 . αvn ) + (αw1 . 2. · · ·. Does it make sense to write (1. the existence of an additive identity. 1v = v. 3. Also α (v + w) = αv+αw. 1)? Explain. You should verify these properties all hold.2 Exercises 1. v + 0 = v. −2. −5) 4. EXERCISES the commutative law of addition.3)-(12. Verify all the properties (12.12.2. As usual subtraction is deﬁned as x − y ≡ x+ (−y) .9) (12. the associative law for addition. For example. 0) (b) (−2. 2.10). Compute 5 (1. consider (12. αwn ) = αv + αw.6) (12. v+ (−v) = 0. · · ·. 3) (d) (2. 295 (12. 3. 1) (c) (−2.7) α (v + w) = α (v1 + w1 .7) (12. 1. −2) + 6 (2.8) (12.10) 12. α (βv) = αβ (v) . 2. the existence of an additive inverse. · · ·. 7) .

· · ·. r) is deﬁned by B (a. x3 ) and (y1 . yn ) be two points in Rn . (y1 . B (a.3 Distance in Rn How is distance between two points in Rn deﬁned? Deﬁnition 12. r) ≡ {x ∈ Rn : |x − a| < r} . this is the right way to deﬁne distance which is seen from the Pythagorean theorem. What is its length? Note the lengths of the sides of this triangle are |y1 − x1 | and |y2 − x2 | .1 Let x = (x1 . Thus |x − y| is equal to the distance between these two points on R. 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. x2 ) There are two points in the plane whose Cartesian coordinates are (x1 . Geometrically. Therefore. x2 ) and (y1 . Now suppose n = 3 and let (x1 . There the distance between two points. The symbol. First of all note this is a generalization of the notion of distance in R. Now |x − y| = (x − y) where the square root is always the positive square root. This is called the distance formula. It gives all the points in Rn which are closer to a than r. x2 .296 RN 12.3. · · ·. Thus it is the same formula as the above deﬁnition except there is only one term in the sum. y3 ) be two points in R3 . y2 . y2 ) 2 1/2 (x1 . x and y was given by the absolute value of their diﬀerence. 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. 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 | . xn ) and y = (y1 . This is called an open ball of radius r centered at a. y2 ) respectively. x2 ) (y1 . Consider the following picture in the case that n = 2. Consider the following picture in which one of the solid lines joins the two points and a dotted line joins .

y3 ) is just |y3 − x3 | . x3 ) and (y1 . Example 12. y2 . x3 ) . DISTANCE IN RN the points (x1 .3. Therefore. Another convention which is usually followed. x3 ) (y1 . 2. 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. y2 .3. there is nothing sacred about using straight lines. x3 ) to (y1 . 2.12. 0) Use the distance formula and write |a − b| = (1 − 2) + (2 − 3) + (−4 − (−1)) + (6 − 0) = 47 √ Therefore. 1. x3 ) and (y1 . x3 ) (x1 . x2 . 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 . x3 ) and (y1 . x3 ) By the Pythagorean theorem. x3 ) equals (y1 − x1 ) + (y2 − x2 ) 2 2 1/2 while the length of the line joining (y1 . −4. One could deﬁne the distance to be the length of some other sort of line joining these points. the length of the line joining the points (x1 . 6) and b = (2. 2) . Example 12. y2 . All this amounts to deﬁning the distance between two points as the length of a straight line joining these two points. However. x2 . This completes the argument that the above deﬁnition is reasonable. y3 ) 297 (y1 .3. y2 . which is again just the distance formula above.2 Find the distance between the points in R4 . 2 2 2 2 2 . −1. |a − b| = 47. Here is an example. a = (1. especially in R2 and R3 is to denote the ﬁrst component of a point in R2 by x and the second component by y. y2 . x2 . (y1 . by the Pythagorean theorem again.3 Describe the points which are at the same distance between (1. In R3 it is customary to denote the ﬁrst and second components as just described while the third component is called z. x2 . 3) and (0. y2 . the length of the dotted line joining (x1 . y2 . 3. It won’t be done in this book but sometimes this sort of thing is done. x2 .

2 2 (12. it either has no zeroes. Lemma 12. z) such that (12. z) be such a point. it either has no zeros or exactly one. 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. Therefore. 2 2 2 2 2 2 2 2 RN x2 + (y − 1) + (z − 2) .3. Then n xi yi ≤ |x| |y| . (x.11) Since these steps are reversible. 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. · · ·. · · ·. Then for all t ∈ R.12) is obviously true because both sides equal zero. two zeros or one repeated zero. i=1 (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 ) . yn ) be two points in Rn . xn ) and y = (y1 . the set of points which is at the same distance from the two given points consists of the points.4 Let x = (x1 . y.11) holds. y. Therefore. The following lemma is fundamental. Therefore. It is a form of the Cauchy Schwarz inequality. 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| . If it has two zeros. the above inequality must be violated because in this case the graph must dip below the x axis.298 Let (x.

z) whose distance to (x0 . 3) in R3 . Write an equation for this sphere in R3 . Recall that in any triangle the sum of the lengths of two sides is always at least as large as the third side. The following corollary is equivalent to this simple statement and this will be more clear in the next chapter. Note that 3 = 4+2 . 12. In the next chapter a diﬀerent proof is given. EXERCISES 299 as claimed. z0 ) ∈ R3 having radius r consists of all points.3. 4.12. −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. 3. Find an equation for the sphere which is the set of all points that are at a distance of 4 from the point (1. Corollary 12. The third fundamental property of distance is known as the triangle inequality. 4 = 5+3 . You are given two points in R3 . Show the distance from the point. y) and (x . 0) . y0 . 4. z1 ) and prove your theorem using the distance formula. −4) and (2. Two of them which follow directly from the deﬁnition are |x − y| = |y − x| . Suppose the distance between (x. The above lemma makes possible a completely algebraic proof of this inequality. 2. |x − y| ≥ 0 and equals 0 only if y = x. (3. Then |x + y| ≤ |x| + |y| . 5. y be points of Rn . 2. z0 ) equals r. (0. A sphere is the set of all points which are at a given distance from a single given point. 3.4 Exercises 1. 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. 0) if this notion of distance is used. |x + y| ≤ |x| + |y| and this proves the corollary. . This proves the inequality. y ) were deﬁned to equal the larger of the two numbers |x − x | and |y − y | . y0 . There are certain properties of the distance which are obvious. y. A sphere centered at the point (x0 . Obtain a 2 2 theorem which will be valid for general pairs of points. (4.5 Let x. (x. y. Proof: Using the above lemma. z) and (x1 . y1 .4. Draw a picture of the sphere centered at the point. (x.

Suppose that x1 = x2 . In the case where n = 1. 2. y2 ) (x. z1 ) and (x2 . consider x = x1 + t (x2 − x1 ) where t ∈ R and the totality of all such points will give R. y2 . l. y1 . . Give a simple description using the distance formula of the set of points which are at an equal distance between the two points (x1 . z1 +z2 < 1. 6.5 Lines in Rn To begin with consider the case n = 1. y2 . y) m≡ y2 − y1 y − y1 = x2 − x1 x − x1 and so the point slope form of the line. you obtain this equation along with y = y1 + mt (x2 − x1 ) = y1 + t (y2 − y1 ) . y) is an arbitrary point on l. y1 ) and (x2 . z2 ) are two points such that |(xi . y. show that in terms of the usual distance. You see that you can always solve the above equation for t. y1 ) + t (x2 − x1 . y2 − y1 ) . |y| . is given as y − y1 = m (x − x1 ) . y2 ) be two diﬀerent points in R2 which are contained in a line. If (x1 . 12. y1 . Therefore. z)| = maximum of |z| .)? 7. yi . x1 +x2 . If t is deﬁned by x = x1 + t (x2 − x1 ) . Repeat the same problem except this time let the distance between the two points be |x − x | + |y − y | . the only line is just R1 = R. Does a similar formula hold? Let (x1 . Therefore. y) = (x1 . zi )| = 1 for i = 1. z1 ) and (x2 . |x| . (x2 . (x. Then if (x. 2. What would happen 2 2 2 if you used the way of measuring distance given in Problem 4 (|(x. Now consider the plane.300 RN 5. z2 ) . y1 +y2 . y1 ) Now by similar triangles. (x1 . l. showing that every point on R is of this form. if x1 and x2 are two diﬀerent points in R.

x = p + t (q − p) . The reason for the word. y1 = y2 and so you still obtain the above formula for the line. the following is the deﬁnition of a line in Rn . 6) . −4. y. pq. x = x1 . Then ta + b = x1 + t x2 − x1 and so x = ta + b is a line containing the two diﬀerent points. Deﬁnition 12. Because of this. t ∈ [0. p = q.5. denoted by − is deﬁned to be the collection of points. Then you obtain a parametric equation for the same line because the same set of points are obtained. z) = (1. It tells us how the set of points are obtained.12.5. 0) + t (1. This proves the lemma. LINES IN RN 301 If x1 = x2 . 2. t ∈ R. Note this deﬁnition agrees with the usual notion of a line in two dimensions and so this is consistent with earlier concepts.2 Let a. t ∈ R. Often t denotes time in applications to Physics. “a”. 6) .4 Find a parametric equation for the line through the points (1. Then x = ta + b. “the” is there are inﬁnitely many diﬀerent parametric equations for the same line. rather than the word. p 0 q This line segment is a part of a line from the above Deﬁnition. Proof: Let x1 = b and let x2 − x1 = a so that x2 = x1 . is a line. This is known as a parametric equation and the variable t is called the parameter. Example 12.3 Let p and q be two points in Rn .5. 1] with the direction corresponding to increasing t. Deﬁnition 12. 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. x1 and x2 . . Since the two given points are diﬀerent. then in place of the point slope form above. The diﬀerence is they are obtained from diﬀerent values of the parameter. −6. Lemma 12. What happens is this: The line is a set of points but the parametric description gives more information than that. b ∈ Rn with a = 0.5. 2. Obviously.1 A line in Rn containing the two diﬀerent points. x1 and x2 is the collection of points of the form x = x1 + t x2 − x1 where t ∈ R. The directed line segment from → p to q. Use the deﬁnition of a line given above to write (x.5. To see this replace t with 3s. 0) and (2. → Think of − as an arrow whose point is on q and whose base is at p as shown in the pq following picture.

y1 )| = |(x.7 Open And Closed Sets Eventually. Thus you want all points. 1) . 0) in R2 and a number. (x. Find a parametric equation for the line through the points (2. C. Deﬁnition 12. y. 2 sin (t) . More generally. 12. r > 2a. surely there should be something called a closed set and here is the deﬁnition of one. one must consider functions which are deﬁned on subsets of Rn and their properties. This is a nice exercise in messy 2. r) U You see in this picture how the edges are dotted. This is because an open set. consider the following picture.302 RN 12. If there is something called an open set. 0)| = r is known as an ellipse. 0) and (a. there exists r > 0 such that B (x. The two given points are known as the focus points of the ellipse. 3. y1 ) and (x2 . For example.7. t) where t ∈ R. The next deﬁnition will end up being quite important. z) = (2 cos (t) . y) ∈ R2 : |(x. To illustrate this deﬁnition. Describe the set of points encountered as t changes. 3. Let (x1 . 5. 3.1 Let U ⊆ Rn . Give a simple description using the distance formula of the perpendicular bisector of the line segment joining these two points. y) − (x2 . The set of points described by (x. Let (x. (−a. r) ⊆ U. y2 )| . y) − (a. 4. r) ⊆ U. Suppose you are given two points. y) − (−a. Simplify this to the form algebra. can not include the edges or the set would fail to be open. y) − (x1 . then so is y whenever y is close enough to x. U is an open set if whenever x ∈ U.2 A subset. 2 sin (t)) where t ∈ [0. Let (x. consider what would happen . 2π] . In other words U is an open set exactly when every point of U is an interior point of U . Describe the set of points encountered as t changes. x ∈ U is an interior point of U if there exists r > 0 such that x ∈ B (x. if U is any subset of Rn .7.6 Exercises 1. It describe a type of subset of Rn with the property that if x is in this set. qx B(x. x−A 2 α 2 + y β = 1. 4. y) such that |(x. 5) and (−2. 0)| + |(x. of Rn is called a closed set if Rn \ C is an open set. 0. y) = (2 cos (t) . Deﬁnition 12. y2 ) be two points in R2 .

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

starting with something in Rn+m . T r r1 q E q x y B(x. In general. y) = (x1 . y) . δ) . δ) . Next suppose (x. Also here is an important deﬁnition. xm . Hence U × V is open as claimed. Since y was an arbitrary point in Rn \ D (x. · · ·. r) . x = (x1 . r2 ) ⊆ V which shows that B ((x. Then if (x. Therefore. y) where x ∈ Rm and y ∈ Rn .7. y) ∈ U × V. (x. y) . y) . A × B. b) : a ∈ A.304 RN Now suppose y ∈ D (x. δ) ⊆ U × V. the following identiﬁcation will be made. r) T r q x D(x. If C is a closed set in Rm and H is a closed set in Rn . the Cartesian product of two sets. Either x ∈ C or y ∈ H since otherwise (x.4 A set. δ) ⊆ Rn \ D (x. · · ·. it follows Rn \D (x. b ∈ B} . y) would be a / / . y1 . r) r1 E q y Recall R2 consists of ordered pairs. if δ ≡ min (r1 . t) ∈ Rn+m : k=1 |xk − sk | + j=1 2 |yj − tj | < δ 2 2 Therefore. · · ·. δ) ⊆ Rn+m \ (C × H) . r2 ) ⊆ V . A picture which is descriptive of the conclusion of the above theorem which also implies the manner of proof is the following. then so is C × H. r1 ) ⊆ U and that t ∈ B (y. Similarly. there exists r2 > 0 such that B (y. r2 ) and (s. bi ] such that n A⊆ i=1 [ai . y) ∈ C × H. bi ] . means {(a. A ⊆ Rn is said to be bounded if there exist ﬁnite intervals. then by the triangle inequality. (x.7. it follows that / if z ∈ B (y. r) is a closed set as claimed. It is necessary to show there exists δ > 0 such that / B ((x. Then |x − y| > r and deﬁning δ ≡ |x − y| − r. Similarly.5 Let U be an open set in Rm and let V be an open set in Rn . If C and H are bounded. δ) ≡ m n (s. · · ·. y) such that x ∈ R and y ∈ R. r1 ) ⊆ U. y) ∈ A × B. Now B ((x. Now suppose A ⊆ Rm and B ⊆ Rn . Theorem 12. yn ) . R2 is also written as R × R. Proof: Let (x. r) is an open set which shows from the deﬁnition that D (x. t) ∈ B ((x. r) . Then U × V is an open set in Rn+m . Deﬁnition 12. [ai . you can write it in the form (x. r) . |x − z| ≥ |x − y| − |y − z| > |x − y| − δ = |x − y| − (|x − y| − r) = r and this shows that B (y. then C × H is a closed set in Rn+m . y) . Since U is open. yn ) ∈ Rn+m . then it follows that s ∈ B (x. xm ) and y = (y1 . there exists r1 > 0 such that B (x. The following theorem has to do with the Cartesian product of two closed sets or two open sets.

the direction in which the arrows point. [am+n . q − p.9 Vectors Suppose you push on something. Therefore. t ∈ [0. r) which is contained in Rm \ C. For example. 1] . it follows that s ∈ B (x. − was slid so it points in the same direction and the base is pq. 2. 1] . r) . how hard you push and the direction you push. Suppose therefore. bi ] and this establishes the last part of this theorem. see the following picture. 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. 12. What was just described would be called a force vector. there exist [ai . Vectors are used to model this. ¢ ¢ . will represent the vector. bm+1 ] . It has two essential ingredients. t) ∈ B ((x. Show carefully that Rn is both open and closed. its magnitude and its direction.5. r) . and the same magnitude (length). · · ·. bi ] for intervals [am+1 . C × H ⊆ m+n i=1 [ai .12. that x ∈ C. r) ⊆ Rn+m \ (C × H) showing C × H is closed. y) . Then from Deﬁnition 12. 3. m+n H ⊆ i=m+1 [ai . ¢ ¢ ¢ ¢¢ ¢ ¢ ¢ ¢ ¢ Because of this fact that only direction and magnitude are important. there exists r > 0 such that / B (x. the arrow. Show that every open set in Rn is the union of open balls contained in it. y) . / m If C is bounded. Show the intersection of any two open sets is an open set. What is important? There are really two things which are important. 12. at the origin. y) . bi ] and if H is bounded. Let − be a directed line segment or pq − consists of the points of the form → vector.3 that pq p + t (q − p) where t ∈ [0.8. Subtract p from all these points to obtain the directed line segment consisting of the points 0 + t (q − p) . bi ] such that C ⊆ i=1 [ai . r) ⊆ Rm \ C. A similar argument holds if y ∈ H. it is always possible → to put a vector in a certain particularly simple form.8 Exercises 1. → Geometrically. The point in Rn . Consider B ((x. Since C is closed. bm+n ] . If (s. Therefore. EXERCISES 305 point of C ×H. B ((x. 0.

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

0. ai . vn ) Then u + v = (u1 + v1 .9. v = (a1 . and k for e3 . Now here are some applications of vector addition to some problems. 0u and then. u + v. ai ei is the ith component of the vector. What does addition of vectors mean physically? Suppose two forces are applied to some object. an + bn ) .1 There are three ropes attached to a car and three people pull on these ropes. 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. · · ·. n v= k=1 a i ei . un ) . · · ·. Thus ai ei = (0.12. How can one obtain this geometrically? Consider the − → directed line segment. Then it seems physically reasonable that the resultant vector should have a component in the ith direction equal to (ai + bi ) ei . 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. ai ei while the component in the ith direction of b is bi ei . 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. v = (v1 . · · ·. follow −− −→ −−− the directed line segment u (u + v) to its end. un + vn ) . The point of this slid vector. This is exactly what is obtained when the vectors. Also. starting at the end of this directed line segment. What is the geometric signiﬁcance of vector addition? Suppose u. · · ·. j for e2 . determines u + v. VECTORS 307 The direction of ei is referred to as the ith direction. yields the appropriate vector which duplicates the cumulative eﬀect of all the vectors in the sum. An item of notation should be mentioned here. an ) . · · ·.9. 0. Suppose the two vectors are a = k=1 ai ei and b = k=1 bi ei . a and b are added. The ﬁrst exerts a force of 2i+3j−2k Newtons. · · ·. v are vectors. u = (u1 . an ) . a involves a component in the i direction. · · ·. n = i=1 (ai + bi ) ei . · · ·. th Then the vector. a + b = (a1 + b1 . To illustrate. In other words. In the case of Rn where n ≤ 3. 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 . it is standard notation to use i for e1 . the second exerts a force of 3i+5j + k . Thus the addition of vectors according to the rules of addition in Rn . 0) and so this vector gives something possibly nonzero only in the ith direction. Given a vector. Example 12.

2. After one minute the airplane has moved in the i direction a 1 1 distance of 100 × 60 = 5 kilometer. Example 12. To ﬁnd the total force add the vectors as described above. As it moves. while it moves 60 kilometer in the k direction. Now using that vector as the hypotenuse of a right triangle √ having equal sides.9. The velocity of the swimmer in still water would be 3j while the velocity of the river would be −4i. the force in the i direction is 10 Newtons. Write this as a vector. Newtons.9. 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. Therefore. A man swims directly toward the opposite shore from the South bank of the river at a speed of 3 miles per hour. the vector would the √ be 100/ 2i + 100/ 2j. Find the position of this airplane one minute later.308 RN Newtons and the third exerts a force of 5i − j+2k. T 3 ' 4 You should write these vectors in terms of components. is the initial position vector of the airplane. The Newton is a unit of force like pounds. The vector has length 100. the velocity . 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. 3 60 60 Example 12.4 A certain river is one half mile wide with a current ﬂowing at 4 miles per hour from East to West. . 1) . 2. . 2. A picture of this situation follows. Therefore.9. the new displacement vector for the airplane is (1.3 An airplane is traveling at 100i + j + k kilometers per hour and at a certain instant of time its position is (1. Therefore. 1) . Find the total force in the direction of i. In the j direction it has moved 60 kilometer during this 3 1 same time.2 An airplane ﬂies North East at 100 miles per hour. 3 60 60 = 8 121 121 .√ sides should be each of length 100/ 2. 1) + 5 1 1 . Newtons. This gives 10i+7j + k Example 12. Therefore. Consider the vector (1. the position vector changes.

. An airplane is ﬂying due north at 150 miles per hour. by the Pythagorean theorem the distance downstream is (5/6) − (1/2) = 2 2 2 miles. A certain river is one half mile wide with a current ﬂowing at 2 miles per hour from East to West. Therefore. It then ﬂies 10 km. How far down the river does he ﬁnd himself when he has swam across? How far does he end up swimming? 5. 7. 8. Assuming the plane starts at (0. x and 1/2 are two legs of a right triangle whose hypotenuse equals 5/6 miles. A certain river is one half mile wide with a current ﬂowing at 2 miles per hour from East to West. note that if x is this distance. What will be the speed of the airplane? 3. Place an xy coordinate system so that the origin is the bird’s nest. Since the component of velocity in the direction across the river is The speed at which he travels is √ 3. Will the airplane have enough fuel to arrive at its destination given that it has 63 gallons of fuel? 4. the plane starts ﬂying 30◦ East of North. 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. After 1 hour. Now to ﬁnd the distance 6 downstream he ﬁnds himself. 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. In the situation of Problem 1 how many degrees to the West of North should the airplane head in order to ﬂy exactly North. 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. Two of the forces are 2i + j + 3k Newtons and i − 3j + 2k Newtons. Three forces are applied to a point which does not move. EXERCISES 309 of the swimmer is −4i + 3j. 0) . 5 42 + 32 = 5 miles per hour and so he travels 5 × 1 = 6 miles. A man swims directly toward the opposite shore from the South bank of the river at a speed of 3 miles per hour. 3 12. 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. Find the third force. What is the velocity of the airplane relative to the ground? What is the component of this velocity in the direction North? 2. and the positive x axis points east and the positive y axis points north. A bird ﬂies from its nest 5 km. A man can swim at 3 miles per hour in still water. in the direction 60◦ north of east where it stops to rest on a tree.10. it follows the trip takes 1/6 hour or 10 minutes.10 Exercises 1.12. A wind is pushing the airplane due east at 40 miles per hour. in the direction due southeast and lands atop a telephone pole. Find the displacement vector from the nest to the telephone pole.

310 RN .

α and β will denote scalars and a.1.6) Furthermore equality is obtained if and only if one of a or b is a scalar multiple of the other. also called the scalar product and sometimes the inner product. The dot product satisﬁes a fundamental inequality known as the Cauchy Schwartz inequality.3) (13. Proposition 13. there are several important properties satisﬁed by the dot product. 1. 2.Vector Products 13. c will denote vectors.1) (13. (13.5) You should verify these properties.4) (13. 3) . The ﬁrst of these is called the dot product.4 The dot product satisﬁes the inequality |a · b| ≤ |a| |b| .2) (13. Also be sure you understand that (13. Deﬁnition 13. Theorem 13.1. 0. −1) · (0. It is listed here for the sake of convenience. In the statement of these properties.1. 2.1 The Dot Product There are two ways of multiplying vectors which are of great importance in applications. With this deﬁnition.1 Let a. 311 .4) follows from the ﬁrst three and is therefore redundant.3 Find (1.2 The dot product satisﬁes the following properties. b. b be two vectors in Rn deﬁne a · b as n a·b≡ k=1 ak bk . This equals 0 + 2 + 0 + −3 = −1. 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. Example 13.1.

1. There are many other instances of these properties besides vectors in Rn . Also ||a| − |b|| ≤ |a − b| (13.4.1). Also from (13. This proves the theorem.5 (Triangle inequality) For a.1) .8) and equality holds if and only if one of the vectors is a nonnegative scalar multiple of the other. 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. Deﬁne a function of t ∈ R f (t) = (a + tb) · (a + tb) . b ∈ Rn |a + b| ≤ |a| + |b| (13.2).6). − a·b |b| 2 2 2 ≥ 0.2). it will be assumed in what follows that b = 0.6) whenever one of the vectors is a scalar multiple of the other. then equality is obtained in (13. a+tb = 0 showing a = −tb. You should note that the entire argument was based only on the properties of the dot product listed in (13. Theorem 13.6) equal zero and so the inequality holds in this case.6) so it can be assumed both vectors are non zero and that equality is obtained in (13.4).1.9) . If either vector equals zero. This implies that f (t) = 0 2 when t = − a · b/ |b| and so from (13. It only remains to verify this is the only way equality can occur. From Theorem 13.(13.(13.5) f (t) = a · (a + tb) + tb · (a + tb) = a · a + t (a · b) + tb · a + t2 b · b = |a| + 2t (a · b) + |b| t2 . Then by (13. it follows that for this value of t. the Cauchy Schwartz inequality holds. equality holds in (13.5).312 VECTOR PRODUCTS Proof: First note that if b = 0 both sides of (13.3).7) |b| Multiplying both sides by |b| . and (13.7). Therefore. f (t) ≥ 0 for all t ∈ R. |a| |b| ≥ (a · b) 2 2 which yields (13. In particular f (t) ≥ 0 when t = − a · b/ |b| |a| 4 2 2 which implies (13. This means that whenever something satisﬁes these properties. 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.(13.

(13. α ≥ 0.10) or (13. consider the following picture. it can be assumed both vectors are nonzero.10) 13.8).4 implies one of the vectors must be a multiple of the other. 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.11) and either way.2. To get equality in the second inequality above. then that vector equals zero times the other vector and the claim about when equality occurs is veriﬁed. ||a| − |b|| ≤ |a − b| .1 The Geometric Signiﬁcance Of The Dot Product The Angle Between Two Vectors Given two vectors.2 13. a=a−b+b so |a| = |a − b + b| ≤ |a − b| + |b| . Therefore. Theorem 13.2. It remains to consider when equality occurs.9) holds. THE GEOMETRIC SIGNIFICANCE OF THE DOT PRODUCT Proof : By properties of the dot product and the Cauchy Schwartz inequality. Say b = αa.13. a and b. 2 2 2 2 2 2 2 2 313 Taking square roots of both sides you obtain (13. the included angle is the angle between these two vectors which is less than or equal to 180 degrees. |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|) .11) It follows from (13. B ¨ b¨ e ¨ e ¨¨ θ e a e e e e q a − be e e . To see how to do this. |b| − |a| ≤ |b − a| = |a − b| . This is because ||a| − |b|| equals the left side of either (13. This proves the theorem. To get the other form of the triangle inequality. |a| − |b| ≤ |a − b| Similarly.10) and (13. (13. If either vector equals zero.1.11) that (13. The dot product can be used to determine the included angle between two vectors. Therefore.

Therefore. Recall how this 2π x last computation is done. 2i + j − k and 1i + 3j + 5k are perpendicular. Note this gives a geometric description of the dot product which does not depend explicitly on the coordinates of the vectors. Find u · v. a · b = |a| |b| cos θ. Also from the properties of the dot product. 898◦ .76616 = 360 because 360◦ corresponds to 2π 2π radians. You can tell if two nonzero vectors are perpendicular by simply taking their dot product. If the answer is zero.2. from (13. From the geometric description of the dot product in (13. the angle between u and the positive x axis equals 30◦ and the angle between v and the positive x axis is -30◦ .4 Determine whether the two vectors.2.3 Two vectors are said to be perpendicular if the included angle is π/2 radians (90◦ ). When you take this dot product you get 2 + 3 − 5 = 0 and so these two are indeed perpendicular. 766 16 radians or in terms of degrees. √ √ The dot product of these two vectors equals 6+4−1 = 9 and the norms are 4 + 1 + 1 = √ √ 6 and 9 + 16 + 1 = 26.12) the cosine of the included angle equals cos θ = √ 9 √ = . This will involve using a calculator or a table of trigonometric functions. this means they are are perpendicular because cos θ = 0. θ = .12) u · v = 3 × 4 × cos (60◦ ) = 3 × 4 × 1/2 = 6. Example 13.12) In words. |a − b| = (a − b) · (a − b) = |a| + |b| − 2a · b and so comparing the above two formulas. .2. Example 13.2 Let u. However. 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. 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 = . 720 58 26 6 Now the cosine is known.2. 720 58. Set up a proportion. in calculus. you should get used to thinking in terms of radians and not degrees. Observation 13.314 By the law of cosines. . cos θ = . Example 13. 766 16 × 360 = 43. This is because all the important calculus formulas are deﬁned in terms of radians.1 Find the angle between the vectors 2i + j − k and 3i + 4j + k. the angle can be determines by solving the equation. |a − b| = |a| + |b| − 2 |a| |b| cos θ. 2 2 2 2 2 2 VECTOR PRODUCTS (13.

F in terms of two vectors.2. since F|| points in the direction of the vector 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. the direction of motion was at right angles to the force they exerted. 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. Deﬁnition 13. 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. From trigonometry.5 Let F be a force acting on an object which moves from the point. Then the work done on the object by the given force equals F· (p2 − p1 ) . p1 to the point p2 . F on the object would have been negative because in this case. 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 from the geometric description of the dot product given above. then the work done by the force. Thus. the work equals |F| |p2 − p1 | cos θ = F· (p2 −p1 ) . The reason for such an unusual deﬁnition is that even though your arms exerted considerable force on the weight. sweating profusely and exerting all your strength to keep the weight from falling on your feet.2 Work And Projections Our ﬁrst application will be to the concept of work. 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 explains the following deﬁnition. completely in terms of the algebraic properties of the dot product.13. THE GEOMETRIC SIGNIFICANCE OF THE DOT PRODUCT 315 13.2.2. The physical concept of work does not in any way correspond to the notion of work employed in ordinary conversation. For example. The concept of writing a given vector. Only F|| contributes to the work done by F on the object as it moves from p1 to p2 . This is illustrated in the following picture in the case where the given force contributes to the motion. D and the other which is perpendicular can also be explained with no reliance on trigonometry. 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 force tends to impede the motion from p1 to p2 but in this case. F is applied to an object which moves on the straight line from p1 to p2 . one which is parallel to a given vector. keeping the height always three feet and then deposit this weight on another three foot high table. you see the magnitude of F|| should equal |F| |cos θ| . y g F⊥ g $q p F $$$ 2 $$ $$ X $ θ g$$$ F|| q p1 In this picture the force. cos θ would also be negative and so it is still the case that the work done would be given by the above formula. enough to keep it from falling. There are two vectors shown.

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 a ¢¢ ¨ 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.

1] and form ra+sb + tb. 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. i + 2j − 5k. You should consider what happens if you interchange the b with the c or the a with the c. You can see geometrically from drawing pictures that this merely introduces a minus sign.4. b.12 Find the volume of the parallelepiped determined by the vectors.4. pick any two of these.11 A parallelepiped determined by the three vectors. This expression is known as the box product and is sometimes written as [a. The result will be either the desired volume or minus the desired volume.3i + 2j + 3k. (i + 2j − 5k) × (i + 3j − 6k) = = i j k 1 2 −5 1 3 −6 3i + j + k . and c consists of {ra+sb + tb : r. then the collection of all such points is what is meant by the parallelepiped determined by these three vectors. According to the above discussion. That is.3 The Box Product Deﬁnition 13.24) 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. and t each in [0. t ∈ [0. take the cross product and then take the dot product of this with the third of these vectors. s. s. The following is a picture of such a thing. c. the parallelogram determined by the vectors. if you pick three numbers. Therefore. ¨¨ ¢ ¢ ¨ ¢ ¢ ¨¨ ¨ ¢ ¢ ¢ ¢ ¢ ¢ ¢ ¢ ¢ a × c ¢ ¢ ¢ ¢ c¢ ¢ ¢ ¢ ¢ ¢ B¢ ¢ ¨¨ ¨¨ ¨ θ ¢ ¨¨b ¨ ¨¨ ¢ ¨ E¨ a You notice the area of the base of the parallelepiped. Example 13. a.4. 1]} . 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. i + 3j − 6k. 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.328 Using (13. r. b] .

13. u. 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. c or -1 times the volume of this parallelepiped. m2 is located at i − 2j + k and m3 is located at 4i + j + 3k. [a. From the above observation. u. m2 is located at i − 3j + 6k and m3 is located at 2i + j + 3k. Here is another proof of the distributive law for the cross product. Suppose m1 is located at 2i − j + k. b = (b1 . b2 . x· [a× (b + c) − (a × b + a × c)] = 0 for all x. c3 ) . Suppose m1 is located at 2i − 3j + k.5 Exercises 1. Let m1 = 2. let x be a vector.3i + 2j + 3k. Let m1 = 5.23) holds for u = i. a3 ) . a2 . Can you conclude the volume of the parallelepiped determined from these three vectors will always be an integer? 7. 13. 3. c] equals the determinant c1 a1 b1 c2 a2 b2 c3 a3 b3 . b. Find the volume of the parallelepiped determined by the vectors. Suppose a. In particular. i − 7j − 5k. and c are three vectors whose components are all integers. This shows the volume of this parallelepiped is 14 cubic units. i − 2j − 6k. 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) . 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. b. k. show that this implies (13. b3 ) . and c = (c1 . then a = 0. Show the box product. j. Find the center of mass of these three masses. 4. What does it mean geometrically if the box product of three vectors gives zero? 8. Therefore. Now to prove the distributive law. 6. 5. Suppose a = (a1 . b. Show that if a × u = 0 for all unit vectors. 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.23) holds for all unit vectors. c2 . 2. m2 = 3. If you only assume (13. Find the center of mass of these three masses. . and m3 = 1 where the masses are in kilograms and the distance is in meters.5. m2 = 1. and m3 = 4 where the masses are in kilograms and the distance is in meters.

i and j can equal any integer in {1.6 Vector Identities And Notation There are two special symbols. or (3. j. δ ij . 13. called the Kroneker delta symbol is deﬁned as follows. 3) .2 For i. εijk is deﬁned as follows. Using the notion of the box product yielding either plus or minus the volume of the parallelepiped determined by the given three vectors. n} for any n ∈ N. Deﬁnition 13. z) such that the above expression equals zero. 10.6. Next verify that the distributive law holds for the coordinate description of the cross product. First deﬁne it in terms of coordinates and then get the geometric properties from this. {1. j. a × b has the property that it is perpendicular to both a and b. Hint: There are two ways to do this. 3) . 1. 2) . (1. the dot and the cross can be switched as long as the order of the vectors remains the same. A single one is called an index. It is desired to ﬁnd an equation of a plane containing the two vectors. a and b. the set of all (x. show that (a × b) ·c = a· (b × c) In other words. 1) . 3} . . Verify directly from the coordinate description of the cross product that the right thing happens with regards to the vectors i. 2. Explain why |a × b| has the correct magnitude. j. j. This symbol.330 VECTOR PRODUCTS 9. k. by the coordinate description of the dot and cross product and by geometric reasoning.6.1 The symbol. 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. δ ij ≡ 1 if i = j . k) = (2. εijk is also called the permutation symbol. 3. or (3. 2. Verify directly that the coordinate description of the cross product. · · ·. 1) . 2. This gives another way to approach the cross product. All that is missing is the material about the right hand rule. 2. 1 if (i. Using Problem 7. here is the deﬁnition of these symbols. 11. 3. Deﬁnition 13. εijk ≡ 0 if there are any repeated integers The subscripts ijk and ij in the above are called indices. 0 if i = j With the Kroneker symbol. and k integers in the set. To begin with. (2. show an equation for this plane is x a1 b1 y a2 b2 z a3 b3 =0 That is. 1. 2) −1 if (i. δ ij and εijk which are very useful in dealing with vector identities. k) = (1. y.

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

You will see it in advanced books on mechanics in physics and engineering. 3. Prove that εijk εijr = 2δ kr . 6. It also occurs in the subject of diﬀerential geometry. this notation is a special case of something more elaborate in which the level of the indices is also important. 4. 2 2 2 2 . it follows that (u × v) ×w = (u · w) v − (v · w) u. Actually. Simplify |u × v| + (u × v) − |u| |v| . 2. Discover a vector identity for (u × v) · (z × w) .6. but there is time for this more general notion later. 5. VECTOR PRODUCTS Since this holds for all i. Discover a vector identity for (u × v) × (z × w) in terms of box products. From the above reduction formula.332 Example 13. Discover a vector identity for u× (v × w) . 13. ((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 .5 Discover a formula which simpliﬁes (u × v) ×w. Simplify (u × v) · (v × w) × (w × z) . This is good notation and it will be used in the rest of the book whenever convenient.7 Exercises 1.

Deﬁnition 14.0. There are many ways to make new functions from old ones. Let a. If f : D (f ) → X and g : X → Y. φ (t)) where r (t) is the distance of the center of mass of the rocket from the center of the earth. f (1. 9. This is called the composition of the two functions. Example 14.0. 1 − x2 . 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) . y. 333 . y . 2) = (sin 2.0. x4 .4 Let f .1 A rocket is launched from the rotating earth. y) = sin xy. g) (x) ≡ f · g (x) ≡ f (x) · g (x) . f × g by f × g (t) ≡ f (t) × g (t) . You could deﬁne a function having values in R3 as (r (t) . √ Example 14.Functions Vector valued functions have values in Rp where p is an integer at least as large as 1. Here is a simple example which is obviously of interest. For example. 16). z) such that |x| ≤ 1 and z = 0. Then f is a function deﬁned on R2 which has values in R3 .3 Let f (x. θ (t) . θ (t) is the longitude.0. Then D (f ) would consist of the set z of all (x. and φ (t) is the latitude of the rocket. 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)) . If f and g have values in R3 . b be elements of R (scalars). f which is written in bold face because it will possibly have values in Rp . Example 14. As before. deﬁne a new function. g be functions with values in Rp . it will be understood that the domain of f consists of those things for which f makes sense. f · g or (f . D (f ) denotes the domain of the function. g) is the name of a function whose domain is D (f ) ∩ D (g) which is deﬁned as (f . y 3 + x. y.2 Let f (x. When D (f ) is not speciﬁed. z) = x+y .

When this is done. t3 . Let f .2. 3. 6 − x2 y 2 .5 Let f (t) ≡ (t. Find f × g. and h (t) = (sin t. Deﬁnition 14. 1 + t. Note the total similarity to the scalar valued case.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. Find the time rate of change of the volume of the parallelepiped spanned by the vectors f .0. y) ≡ x + y.334 FUNCTIONS You should note that f (x) is not a function. t . 4. The name of the function is f . 1 + t2 and g:R2 → R is given by g (x. Also note that f and g map R into R3 but f · g maps R into R. x. Find f · g. t+1 2. 1 + t2 = 1 + 2t + t2 . 14. t2 . 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. and h. t2 . the variable. 2) and g (t) ≡ t2 . t. . w) = xy zw . y. g. Then g ◦ f : R → R and g ◦ f (t) = g (f (t)) = g 2t. It is the value of the function at the point. t 1. x should be considered as a generic variable free to be anything in D (f ) . Let f (t) = t. f is continuous if it is continuous at every point of D (f ) .2 Continuous Functions What was done earlier for scalar functions is generalized here to include the case of a vector valued function.0. t. Nevertheless. 14. t. Example 14. t2 + 1. g (t) = 1. Let f (t) = t. 1) . Find D (f ) if f (x.1 Exercises t and let g (t) = t + 1. people often write f (x) to denote a function and it doesn’t cause too many problems in beginning courses. I will use this slightly sloppy abuse of notation whenever convenient. t2 +1 . Example 14. z. g be given in the previous problem. 1.6 Suppose f (t) = 2t.

3. sin t) . If f = (f1 . The proof of this theorem is in the last section of this chapter. given by f (x) = |x| is continuous. note that closeness in Rp is the same as closeness in each coordinate. 2.3 Exercises 1. g are continuous at x ∈ D (f ) ∩ D (g) and a. If f is continuous at x. αn ) where each αi is a natural number or zero. let n |α| ≡ i=1 |αi | The symbol. 3 1 2 An n dimensional polynomial of degree m is a function of the form p (x) = |α|≤m dα xα. and g is continuous at f (x) . · · ·. Let f (t) = (t.2. Deﬁnition 14.2. af + bg is continuous at x whenever f . Show that f is everywhere continuous. fq ) : D (f ) → Rq . where the dα are real numbers. This means α = (α1 .14. Suppose |f (x) − f (y)| ≤ K |x − y| where K is a constant. The fourth claim is immediate from the triangle inequality. · · ·. Functions satisfying such an inequality are called Lipschitz functions. . For functions deﬁned on Rn . To see the third claim is likely. For the second claim.2. EXERCISES 335 14. there is a notion of polynomial just as there is for functions deﬁned on R.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. then f is continuous if and only if each fk is a continuous real valued function. 4. if y is close to x. Theorem 14. b ∈ R.2 The following assertions are valid. 2. 14. 1. The function. The function f : Rp → R.3 Let α be an n dimensional multi-index. f (x) is close to f (y) and so by continuity of g at f (x). The above theorem implies that polynomials are all continuous. 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. f (x) ∈ D (g) ⊆ Rp . 3.means xα ≡ xα1 xα2 · · · xαn . Its conclusions are not surprising.then g ◦ f is continuous at x. g (f (y)) is close to g (f (x)) . xα . Show f is continuous at every point t. Also.

State and prove a theorem using Theorem 5. Proof: Let ε > 0 be given. limy→x f (x) = ∞ if for every number l.2.1 which involves quotients of functions encountered in the previous problem. then f (x) > l. then |f (y) − L| < ε.4 Limits Of A Function As in the case of scalar valued functions of one variable.4 If f (x) ∈ R. Deﬁnition 14.3 If limy→x f (y) = L and limy→x f (y) = L1 .2 Let f : D (f ) ⊆ Rp → Rq be a function and let x be a limit point of D (f ) . . Suppose |f (x) − f (y)| ≤ K |x − y| where K is a constant and α ∈ (0.2 to verify 3 that f is continuous. and y ∈ D (f ) then. 5. A point. r) contains inﬁnitely many points of A for every r > 0. The following theorem is just like the one variable version presented earlier. Then lim f (y) = L y→x if and only if the following condition holds. There exists δ > 0 such that if 0 < |y − x| < δ and y ∈ D (f ) . |f (y) − L1 | < ε. Pick such a y.4.4. there exists δ > 0 such that whenever |y − x| < δ and y ∈ D (f ) . Then |L − L1 | ≤ |L − f (y)| + |f (y) − L1 | < ε + ε = 2ε. Hint: You should ﬁrst verify that the function.4. π k : R3 → R given by π k (x) = xk is a continuous function. is a limit point of A if B (x.336 α FUNCTIONS 3.1 Let A ⊆ Rm be a set. Theorem 14. |L − f (y)| < ε. For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ. then L = L1 . 14. Show that f is everywhere continuous. As in the case of functions of one variable. 6.4. There exists one because x is a limit point of D (f ) . x. 1). a concept closely related to continuity is that of the limit of a function. which are limit points of D (f ) and this concept is deﬁned next. this shows L = L1 . Deﬁnition 14. Generalize the previous problem to the case where f : Rq → R is a polynomial. The notion of limit of a function makes sense at points. x. Use Theorem 14. Since ε > 0 was arbitrary. Suppose f : R3 → R is given by f (x) = 3x1 x2 + 2x2 .4. Deﬁnition 14. 4. one can deﬁne what it means for limy→x f (x) = ±∞.

There exists δ 1 such that if 0 < |y − x| < δ 1 and y ∈ D (f ) . then y→x lim h ◦ f (y) = h (L) . Let ε > 0 be given.3) is left to you.14. |f · g (y) − L · K| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] . |g (y) − K| < . there exists η > 0 such that if |y − L| < η. then |L − b| ≤ r also. if 0 < |y − x| < δ. if h is a continuous function deﬁned near L.2) and if g is scalar valued with limy→x g (y) = K = 0. (14.1) is left for you. then |f (y) −L| < η.4) Suppose limy→x f (y) = L. Therefore. It is like a corresponding theorem for continuous functions. lim (af (y) + bg (y)) = aL + bK. LIMITS OF A FUNCTION 337 Theorem 14. it follows that for ε > 0 given. δ 2 ) . 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (14. Since h is continuous near L. If |f (y) − b| ≤ r for all y suﬃciently close to x. it follows from (14. Then by the triangle inequality. (14. and so for such y.4). Therefore. Consider (14. there exists δ > 0 such that if 0 < |y − x| < δ. L ∈ Rq . .5) that |f · g (y) − L · K| < ε and this proves (14. Now let 0 < δ 2 be such that if y ∈ D (f ) and 0 < |x − y| < δ 2 .5 Suppose limy→x f (y) = L and limy→x g (y) = K where K. |f (y) − L| < ε ε . y→x lim f (y) g (y) = LK. |h (f (y)) −h (L)| < ε.2). |f · g (y) − L · K| ≤ |fg (y) − f (y) · K| + |f (y) · K − L · K| ≤ |f (y)| |g (y) − K| + |K| |f (y) − L| .5) Then letting 0 < δ ≤ min (δ 1 . (14. the triangle inequality implies. Proof: The proof of (14.1) y→x y→x lim f · g (y) = LK (14. for 0 < |y − x| < δ 1 . The proof of (14. b ∈ R. Then if a.2)is to be veriﬁed. then |h (y) −h (L)| < ε Now since limy→x f (y) = L. |f (y)| < 1 + |L| .4. Now (14.4.3) Also. then |f (y) − L| < 1.

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

0) (b) lim(x. why must x be a limit point of D (f )? Hint: If x were not a limit point of D (f ). It is what it is and you will not deal with these concepts without agony.1) equals (6. Therefore.y)→(0. the limit may not exist.5. . 1) .0) (x2 −y4 ) 2 (x2 +y 4 )2 Hint: Consider along y = 0 and along x = y 2 .4. 0)} .1) It is clear that lim(x. 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. = 6 and lim(x. (d) lim(x. Therefore.1) y = 1.y)→(0.3 is a limit and that so is 22 and 7 and 11.2) −2yx +8yx+34y+3y+4y−5−x2 +2x . just as in the case of a function of one variable. Example 14.14. y . 14.y)→(1. Now consider points on the line y = x where the value of the function equals 1/2. Hint: It might help to −y 2 write this in terms of the variables (s. To see this.8 Find lim(x. You can’t be within 1/10 of 1/2 and also within 1/10 of 0 at the same time. y − 2) . the value of the function equals 0.y)→(0. EXERCISES 339 This proves the theorem. Find the following limits if possible (a) lim(x. However. Argue that 33. This theorem shows it suﬃces to consider the components of a vector valued function when computing the limit.4.9 Find lim(x. show there exists δ > 0 such that B (x. this is the case here. this limit xy x2 +y 2 . Since arbitrarily close to (0.6 The Limit Of A Sequence As in the case of real numbers. t) = (x − 1.y)→(3. Example 14. At these points. In other words the concept is totally worthless.y)→(0.y)→(3. one can consider the limit of a sequence of points in Rp . 0) there are points where the function equals 1/2 and points where the function has the value 0. In fact. it follows there can be no limit.y)→(3.0) First of all observe the domain of the function is R2 \ {(0. 14. 0) is a limit point of the domain of the function so it might make sense to take a limit. take points on the line y = 0. every point in R2 except the origin. In the deﬁnition of limit. 2. Just take ε = 1/10 for example. (0.5 Exercises x2 −y 2 x2 +y 2 x(x2 −y 2 ) (x2 +y 2 ) 1. x2 −9 x−3 x2 −9 x−3 .0) (c) lim(x.y)→(0.0) x sin 2 1 x2 +y 2 3 2 2 2 3 −18y +6x −13x−20−xy −x (e) lim(x. δ) contains no points of D (f ) other than possibly x itself.

In words the deﬁnition says that given any measure of closeness. n 1/2 n |an − a| = k=1 |an k − ak | 2 < k=1 ε2 p 1/2 = ε. showing that limn→∞ an = a. It follows there exists nε such that if n ≥ nε . then |an −a| < ε and |an −a1 | < ε. for such n.6.1 A sequence {an }n=1 converges to a.6. · · ·. 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 . |a1 −a| ≤ |a1 −an | + |an −a| < ε + ε < |a1 −a| /2 + |a1 −a| /2 = |a1 −a| . letting nε > max (n1 . · · ·. Example 14. it follows that for n > nε . Thus the limit is (0. Therefore. 0.8) holds for each k. 2 It suﬃces to consider the limits of the components according to the following theorem. 3n2 +5n . · · ·. ap ) if and p 1 only if for each k = 1. This is the content of the next theorem. Then letting ε > 0 be given there exist nk such that if n > nk . Then limn→∞ an = a ≡ (a1 . it suﬃces to consider the components. √ |an − ak | < ε/ p. then |an − ak | ≤ |an − a| < ε k which establishes (14. . n n +3 sin (n) . Then let 0 < ε < |a1 −a| /2 in the deﬁnition of the limit.6. an ∈ Rp .4 Let an = 1 1 n2 +1 . ε.3 Let an = an . the terms of the sequence are eventually all this close to a.340 Deﬁnition 14. lim an = ak .8) k n→∞ Proof: First suppose limn→∞ an = a.2 If limn→∞ an = a and limn→∞ an = a1 then a1 = a. This proves the theorem. |an −a| < ε. 1/3) . Now suppose (14. k Therefore. a contradiction.6. Proof: Suppose a1 = a. As in the case of a vector valued function. Theorem 14. · · ·. p. 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 . Then given ε > 0 there exists nε such that if n > nε . Theorem 14.8). (14. np ) .

let ε > 0 be given and choose n1 such that if n ≥ n1 then |an −a| < 1. Theorem 14. 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| .10) lim an · bn = a · b an bn → ab. Deﬁnition 14. ∞ . THE LIMIT OF A SEQUENCE Theorem 14. let nε > max (n1 . n2 ) . n→∞ Also suppose x and y are real numbers. m ≥ nε .6 {an } is a Cauchy sequence if for all ε > 0.6. 2 (|a| + 1) 2 (|b| + 1) Such a number exists because of the deﬁnition of limit. |bn −b| < ε ε .5 Suppose {an } and {bn } are sequences and that n→∞ 341 lim an = a and lim bn = b. A sequence is Cauchy means the terms are “bunching up to each other” as m. If bn ∈ R. there exists nε such that whenever n. then Proof: The ﬁrst of these claims is left for you to do.6.10) is entirely similar and is left for you. Then for such n. |an −am | < ε. The proof of (14. For n ≥ nε .9) (14. To do the second.6. |an · bn −a · b| ≤ (|a| + 1) |bn −b| + |b| |an −a| ε ε < (|a| + 1) + |b| ≤ ε.6.14. 2 (|a| + 1) 2 (|b| + 1) This proves (14.1 Sequences And Completeness Recall the deﬁnition of a Cauchy sequence. Now let n2 be large enough that for n ≥ n2 . Then n→∞ lim xan + ybn = xa + yb n→∞ (14. and |an −a| < . n get large.7 Let {an }n=1 be a Cauchy sequence in Rp .6.9). Therefore. 14. Then there exists a ∈ Rp such that an → a.

Theorem 14. Letting a = (a1 . It follows that for all n > n1 .3 that lim an = a. then the sequence is a Cauchy sequence. it follows there exists ak such that limn→∞ an = ak .2 Continuity And The Limit Of A Sequence Just as in the case of a function of one variable. Theorem 14. |an | < 1 + |an1 | . |an | < M for some M < ∞. p. By completeness k of R. n1 |an | ≤ 1 + |an1 | + k=1 |ak | . it follows {an }n=1 is a Cauchy sequence. 14. since ε > 0 is arbitrary. whenever xn → x with xn ∈ D (f ) .6. · · ·. . there exists nε such that if n > nε .6. |an −an1 | < 1. Proof: Let ε > 0 be given and suppose an → a. it follows that |an −am | ≤ |an −a| + |a − am | < ε ε + =ε 2 2 ε 2 showing that. This proves the theorem. Then from the deﬁnition. Therefore. an . it says a function is continuous if it takes convergent sequences to convergent sequences whenever possible. Then from the deﬁnition of convergence.8 The set of terms in a Cauchy sequence in Rp is bounded in the sense that for all n. ap ) . · · ·. · · ·.6. In words. {an } is a Cauchy sequence. n ≥ nε + 1.6. n→∞ ∞ This proves the theorem. there is a very useful way of thinking of continuity in terms of limits of sequences found in the following theorem.342 Proof: Let an = an .9 If a sequence {an } in Rp converges.6. if m. Proof: Let ε = 1 in the deﬁnition of a Cauchy sequence and let n > n1 .10 A function f : D (f ) → Rq is continuous at x ∈ D (f ) if and only if. Then p 1 |an − am | ≤ |an − am | k k FUNCTIONS which shows for each k = 1. it follows k from Theorem 14. for all n. it follows f (xn ) → f (x) . Theorem 14. it follows that |an −a| < Therefore.

f (xn ) fails to converge to f (x) .2 The following assertions are valid 1. f : D ⊆ Rp → Rq is Lipschitz continuous or just Lipschitz for short if there exists a constant. fq ) : D (f ) → Rq . |f (x) −f (xn )| < ε which shows f (xn ) → f (x) . 5. af + bg is continuous at x when f .7. 2.7 Properties Of Continuous Functions Functions of p variables have many of the same properties as functions of one variable. f (x) ∈ D (g) ⊆ Rp .1 Let C be closed and bounded and let f : C → R be continuous.7. given by f (x) = |x| is continuous. 4.7. First there is a version of the extreme value theorem generalizing the one dimensional case. If and f and g are each real valued functions continuous at x. Let ε > 0 be given. then |f (x) − f (y)| < ε.8 Exercises 1. b ∈ R. in addition to this. It follows f must be continuous after all. . 14. then f g is continuous at x. then f /g is continuous at x. 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”. Theorem 14. If f = (f1 . then f is continuous if and only if each fk is a continuous real valued function. By continuity. x2 ∈ C such that for all x ∈ C. If. g are continuous at x ∈ D (f ) ∩ D (g) and a. There is also the long technical theorem about sums and products of continuous functions. But this is clearly a contradiction because. 2.then g ◦ f is continuous at x. Then there exists ε > 0 and xn ∈ D (f ) 1 such that |x − xn | < n . g (x) = 0. 14. K such that |f (x) − f (y)| ≤ K |x − y| for all x. However. Now suppose the condition about taking convergent sequences to convergent sequences holds at x. This proves the theorem. Theorem 14. Then f achieves its maximum and its minimum on C. Explain why. The function f : Rp → R. These theorems are proved in the next section. then |xn −x| < δ and so for all n this large. The function. PROPERTIES OF CONTINUOUS FUNCTIONS 343 Proof: Suppose ﬁrst that f is continuous at x and let xn → x. If f is continuous at x.14. If f is uniformly continuous. f (x1 ) ≤ f (x) ≤ f (x2 ) . there exists δ > 0 such that if |y − x| < δ. and g is continuous at f (x) . there exists nδ such that if n ≥ nδ . y ∈ D. yet |f (x) −f (xn )| ≥ ε. Suppose f fails to be continuous at x. although xn → x. x1 . 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 (x) − f (y)| < ε. · · ·. This means there exist. 3.

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

δ 2 . Then if |x − y| < min (δ 0 . then |g (y) − g (x)| < ε −1 M . 2 ε −1 M 2 Then if 0 < δ ≤ min (δ 0 .) To obtain the second part. − |g (x)| /2 ≤ |g (y)| − |g (x)| ≤ |g (x)| /2 which implies |g (y)| ≥ |g (x)| /2. δ 1 ) . and |x − y| < δ.9. 345 This proves the ﬁrst part of 2.14. 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. let δ 1 be as described above and let δ 0 > 0 be such that for |x − y| < 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 = 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 . |g (x) − g (y)| < |g (x)| /2 and so by the triangle inequality. everything holds and f (x) f (y) − ≤ M [|f (x) − f (y)| + |g (y) − g (x)|] g (x) g (y) . and |g (y)| < 3 |g (x)| /2. then |f (x) − f (y)| < and let δ 3 be such that if |x − y| < δ 3 . δ 3 ) .

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)| . f (x) ∈ D (g) ⊆ Rp . This shows the only if part.). then |f (z) − f (x)| < η. and g is continuous at f (x) . bk ≡ x ∈ Rp : xi ∈ ak . q. p . Here is a multidimensional version of the nested interval lemma. (14. This proves part 3.2 Let Ik = k = 1.11) implies q |f (x) − f (y)| ≤ i=1 q |fi (x) − fi (y)| ε = ε. let ε > 0 be given and let δ = ε. |fk (x) − fk (y)| < ε.9. it follows that |g (y) − g (f (x))| < ε.) Note that in these proofs no eﬀort is made to ﬁnd some sort of “best” δ. q < i=1 This proves part 4. 2 2 This completes the proof of the second part of 2. Lemma 14. Then if |x − y| < δ. then f is continuous if and only if each fk is a continuous real valued function. fq ) : D (f ) → Rq .then g ◦ f is continuous at x. Let ε > 0 be given.) says: If f = (f1 . Now suppose each function. The problem is one which has a yes or a no answer. · · ·. For |x − y| < δ. Then if ε > 0 is given. Either is it or it is not continuous. then |f (x) − f (y)| < ε. · · ·.) To verify part 5. · · ·. Now let 0 < δ ≤ min (δ 1 . Then there exists δ > 0 such that if |x − y| < δ.346 <M FUNCTIONS ε −1 ε −1 M + M = ε.). the above inequality holds for all k and so the last part of (14. bk i i i i Ik ⊇ Ik+1 . Then there exists η > 0 such that if |y − f (x)| < η and y ∈ D (g) . p i=1 ak . It follows from continuity of f at x that there exists δ > 0 such that if |x − z| < δ and z ∈ D (f ) . δ q ) . Now begin on 3. there exists δ k > 0 such that whenever |x − y| < δ k |fk (x) − fk (y)| < ε/q. This proves part 5. If f is continuous at x. the triangle inequality implies |f (x) − f (y)| = ||x| − |y|| ≤ |x − y| < δ = ε.11) Suppose ﬁrst that f is continuous at x. all the above hold and so |g (f (z)) − g (f (x))| < ε.) and completes the proof of the theorem.) Part 4. · · ·. 2. c ∈ R which is an element of every Ik . Then if |x − z| < δ and z ∈ D (g ◦ f ) ⊆ D (f ) . The ﬁrst part of the above inequality then shows that for each k = 1. and suppose that for all Then there exists a point. fk is continuous.

13) By the ﬁrst inequality in (14. it follows that for each i = 1. · · ·. Proof: Let {an } ⊆ C. {xnk }k=1 such that xnk → x.14). i i i i This implies that for each i. Therefore. Then C is sequentially compact. i i Deﬁning c ≡ (c1 . Also. Theorem 14. Deﬁnition 14. di ] equals either ai . p i=1 ak . there exists a point ci ∈ ak .14. here is another one which follows directly from the one variable nested interval lemma. bi . and consider all sets of the form i=1 [ci . · · ·. 2. . cp ) . Then i i letting c ≡ (c1 . picking any k. ak .4 A set. bk ⊇ ak+1 . Thus. Proof: For each i = 1. letting D0 = p i=1 p p ∞ p |bi − ai | p 2 1/2 . there exists a point.9. Thus there are 2p of these sets 2 2 because there are two choices for the ith slot for i = 1. i i i ci ≡ sup al : l = 1. p.14) (14. · · ·. This proves the lemma. · · ·. This proves the lemma. ak ≤ ci ≤ bk . p . (14.5 Let C ⊆ Rp be closed and bounded. SOME ADVANCED CALCULUS 347 Proof: Since Ik ⊇ Ik+1 . · · · i bk i (14. · · · 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. bk ≡ x ∈ Rp : xi ∈ ak . x ∈ K and a subsequence.9. p. It turns out the sequentially compact sets in Rp are exactly those which are closed and bounded. Only half of this result will be needed in this book and this is proved next. k + 1. Now deﬁne al ≤ bl ≤ bk .7. Therefore. 2 · · · . di ] = ai +bi . if k ≤ l. k + 1.9. It deﬁnes what is meant by a sequentially compact set in Rp . K ⊆ Rp is sequentially compact if and only if whenever {xn }n=1 ∞ is a sequence of points in K. bi ] . let C ⊆ i=1 [ai . for each k = 1. c ∈ R which is an element of every Ik .9. The following deﬁnition is similar to that given earlier. · · · i ci = sup al : l = k.13) shows that is an upper bound for the set. ai +bi or [ci . · · ·. Lemma 14.(14. and suppose that for all Then there exists a point. ak .12) i i i i Consequently. if x and y are two points in one of these sets. bk+1 . c ∈ Ik for all k. di ] where [ci . |xi − yi | ≤ 2−1 |bi − ai | .12). If you don’t like the proof. for each i and each k. bk for all k.3 Let Ik = k = 1. bk ⊇ ak+1 . bk ≥ bk+1 . · · ·. bk+1 and so by the nested interval i i i i theorem for one dimensional problems. Lemma 5. bk i i i i Ik ⊇ Ik+1 . 1/2 2 |x − y| = i=1 |xi − yi | p −1 i=1 1/2 ≤2 |bi − ai | 2 ≡ 2−1 D0 . ak ≤ ak+1 .7 on Page 95. al : l = k. 2. cp ) it follows c ∈ Ik for all k.

J2p } these sets determined above. there exists a subsequence. let an2 ∈ I2 ∩ {an }n=1 with n2 > n1 . 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. Let k be so large that D0 2−k < r. x. and Ik ∩ C contains an for inﬁnitely many values of n. Theorem 14. This proves the theorem. p 1/2 FUNCTIONS D1 ≡ i=1 |di − ci | 2 ≤ 2−1 D0 Denote by {J1 . Then since c ∈ Ik . there exists r > 0 such that / B (c. Proof of claim: Suppose c ∈ C. x2 ∈ C such that for all x ∈ C. dp ) and c ≡ (c1 .9. In other words.6. Claim: c ∈ C. This proves f achieves its maximum and also shows its maximum is less than ∞. But then since f is continuous at x. and I2 ∩ C contains an for inﬁnitely many values of n. cp ) are two such points. The case of a minimum is handled similarly. since d ≡ (d1 . Let I1 ≡ Jk . f (x1 ) ≤ f (x) ≤ f (x2 ) . x ∈ C such that xnk → x. and a point. Now do to I1 what was done to I0 to obtain I2 ⊆ I1 and for any two points. and any two points of Ik are closer than D0 2−k . Since C is sequentially compact. Then there exists a sequence. This means there exist. Theorem 14.9. By the nested interval lemma. · · ·. c which is contained in each Ik . Let x2 = x. Ik such that Ik ⊇ Ik+1 and for any two points in Ik .9. Then f is uniformly continuous if for every ε > 0 there exists δ > 0 such that whenever |x − y| < δ. Then f is uniformly continuous on C. {xn } such that f (xn ) → M. · · ·. Deﬁnition 14. k=1 Pick Jk such that an is contained in Jk ∩ C for inﬁnitely many values of n. ∞ ∞ Now pick an1 ∈ I1 ∩ {an }n=1 . Having picked this.10 on Page 342 that f (x) = limk→∞ f (xnk ) = M. it follows |x − y| ≤ 2−k D0 . Therefore.8 Let f :C → Rq be continuous where C is a closed and bounded set in Rp . let an3 ∈ I3 ∩ {an }n=1 with n3 > n2 and continue this way. Then f achieves its maximum and its minimum on C. y. · · ·.348 In particular. Here is a proof of the extreme value theorem. Since the union of these sets equals all of I0 . it follows p C = ∪2 Jk ∩ C. Since C is a closed set. x1 .7 Let f : D (f ) → Rq . c ∈ C as claimed. xnk . r) and so has no points of C in it. Ik must be contained in B (c. B (c. y ∈ I2 |x − y| ≤ 2−1 D1 ≤ 2−2 D0 . there exists a point. Continue in this way obtaining sets. r) is contained completely in Rp \ C. Proof: Let M = sup {f (x) : x ∈ C} . 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.6 Let C be closed and bounded and let f : C → R be continuous. r) contains no points of C. x. ∞ Having picked these two. . contrary to the manner in which the Ik are deﬁned in which Ik contains an for inﬁnitely many values of n. it follows |f (x) − f (y)| < ε. it follows from Theorem 14. Recall that a function is uniformly continuous if the following deﬁnition holds.

But |xnk − ynk | < 1/k and so ynk → x also.14. xn and yn satisfying |xn − yn | < 1/n but |f (xn ) − f (yn )| ≥ ε. . Since C is sequentially compact. Therefore. {xnk } satisfying xnk → x. there exists ε > 0 and pairs of points. ε ≤ lim |f (xnk ) − f (ynk )| = |f (x) − f (x)| = 0.10 on Page 342. SOME ADVANCED CALCULUS 349 Proof: If this is not so. from Theorem 14. k→∞ a contradiction.9. This proves the theorem.6. there exists x ∈ C and a subsequence.

350 FUNCTIONS .

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

Then from Theorem 14.2 The Derivative And Integral The following deﬁnition is on the derivative and integral of a vector valued function of one variable. b]) . Note that in all of this the deﬁnitions are identical to the case of scalar valued functions. 1. ln π π + 1 . sin t. Example 15. This is what is meant by saying f ∈ R ([a. 1) . .1. lim ln (t) t→π/2 = 0.7 on Page 338. f (t) . lim sin t. 0. ln 4 2 sin t 2 t . Find limt→0 f (t) . lim t→π/2 t→π/2 t→π/2 t2 + 1 .2 Let f (t) = cos t. 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.1 The derivative of a function. limt→0 f (t) = 15. · · ·. is deﬁned as the following limit whenever the limit exists. then b f (t) dt is deﬁned as the vector. t2 + 1. p. Find limt→π/2 f (t) . Of course nothing is “close” to inﬁnity and so this requires a slightly diﬀerent deﬁnition.1. If f (t) = (f1 (t) .1) lim f (t) = L if for every ε > 0 there exists l such that whenever t < l.1) holds.t 2 .4. If the limit does not exist. Deﬁnition 15. (15. The only diﬀerence is that here |·| refers to the norm or length in Rp where maybe p > 1.352 LIMITS AND DERIVATIVES One can also consider limits as a variable “approaches” inﬁnity. Use Theorem 14. sin t t + 1 . a b b f1 (t) dt.3 Let f (t) = Recall that limt→0 (1.t .7 on Page 338 and the continuity of the functions to write this limit equals lim cos t.4. Example 15. · · ·. t→∞ lim f (t) = L if for every ε > 0 there exists l such that whenever t > l. · · ·. = 1. |f (t) − L| < ε and t→−∞ (15.2. then neither does f (t) . ln (t) . a a fp (t) dt . fp (t)) and a fi (t) dt exists for each i = 1.

f (x) = lim y→x 353 f (y) − f (x) . there is a fundamental theorem of calculus. · · ·. fp (t)) = f (t) a and this proves the claim. From the above discussion this derivative is just the vector valued functions whose components consist of the derivatives of the components of f . · · ·. .2. fp (t)) . h then for such h.2.5 Let f (t) = (at. 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. 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. · · ·. then f is continuous at t. bt) where a. Theorem 15. then |f (t + h) − f (t)| < ε. As in the scalar case. As before.15.4 Let f (x) = c where c is a constant. p from the fundamental theorem of calculus for scalar valued functions. Example 15. b) . This proves the theorem.2. Theorem 15. the triangle inequality implies |f (t + h) − f (t)| < |h| + |f (t)| |h| . 1 h→0 h lim t+h f (s) ds − a 1 h t f (s) ds = (f1 (t) . f (x + h) − f (x) c−c = =0 h h Therefore. f (x + h) − f (x) = lim 0 = 0 h→0 h→0 h lim Example 15. · · ·. b) . |f (y) − f (t)| < ε which proves f is continuous at t. Proof: Suppose ε > 0 is given and choose δ 1 > 0 such that if |h| < δ 1 . Letting y = h + t.2. The diﬀerence quotient. y−x As in the case of a scalar valued function. Proof: Say f (t) = (f1 (t) . 1+|fε (x)| it follows if |h| < δ.2 If f (t) exists. Find f (t) . Thus f (t) = (a. f (t + h) − f (t) − f (t) < 1. Now letting δ < min δ 1 . Find f (x) . b are constants.2.3 If f ∈ R ([a. t 1 h t+h fp (s) ds t 1 and limh→0 h t fi (s) ds = fi (t) for each i = 1. diﬀerentiability implies continuity but not the other way around. b]) and if f is continuous at t ∈ (a. this shows that if |y − t| < δ. Therefore.

|r (t + h) − r (t)| Thus Th → T. r(t + h) r r(t) r |r (t + h) − r (t)| h gives for small h. deserves to be called the instantaneous speed of the object. Therefore. a unit tangent vector to the curve at the point r (t) . Therefore. if they converge.354 LIMITS AND DERIVATIVES 15.1 Geometric And Physical Signiﬁcance Of The Derivative Suppose r is a vector valued function of a parameter. Now each of these unit vectors is of the form r (t + h) − r (t) ≡ Th . .2. The real distance would be the length of the curve joining the two points but if h is very small. t + h] . t not necessarily time and consider the following picture of the points traced out by r. 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. this is essentially equal to |r (t + h) − r (t)| as suggested by the picture below. You can see that it is reasonable to suppose these unit vectors. T which deﬁnes the direction in which the object is moving. h. t + h] divided by the length of time. the approximate distance travelled on the time interval. This is the physical signiﬁcance of the derivative when t is time. converge to a unit vector. How do you go about computing r (t)? Letting r (t) = (r1 (t) . this expression is really the average speed of the object on this small time interval and so the limit as h → 0. the expression |r (t + h) − r (t)| is a good approximation for the distance traveled by the object on the time interval [t.2) Therefore. T which is tangent to the curve at the point r (t) . h→0 h lim In the case that t is time. Thus |r (t)| T represents the speed times a unit direction vector. · · ·. ¨ ¨¨ ¨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) . Thus r (t) is the velocity of the object. rq (t)) . the expression r (t0 + h) − r (t0 ) h (15. [t.

vq ) . 3) + t (cos 2. (af + bg) (t) = af (t) + bg (t) .7 on Page 338. t2 . z) . (15. (15.7 Let r (t) = sin t. · · ·. 2. This by Theorem 14. b ∈ R and suppose f (t) and g (t) exist. it suﬃces to simply use r (2) as a direction vector for the line.3) (15.2. (f · g) (t) = f (t) · g (t) + f (t) · g (t) If f . t + 1 for t ∈ [0. 15.2. Find a tangent line to the curve parameterized by r at the point r (2) . 1) = (x.2) converges to v ≡ (v1 . (15. Example 15. the vector. 1) .6 Let r (t) = sin t. 4. 1) . t + 1 for t ∈ [0. 4. r (t) and so it is possible to ﬁnd parametric equations for the line tangent to the curve at various points. 5] . · · ·. y. Theorem 15. v if and only if all the coordinate functions of the term in (15. h h Then as h converges to 0. Find the velocity vector when t = 1. the cross product. g have values in R3 . T determines a direction vector which is tangent to the curve at the point. Therefore. and (15. THE DERIVATIVE AND INTEGRAL is equal to r1 (t0 + h) − r1 (t0 ) rq (t0 + h) − rq (t0 ) .5) are referred to as the product rule. In the case where t is time.8 Let a. 355 where vk = rk (t) . t2 . a direction vector has the same direction as r (2) .4). Example 15.4. Then the following formulas are obtained. Therefore.2.4) . r (2) = (cos 2. From the above discussion.15.2.2 Diﬀerentiation Rules There are rules which relate the derivative to the various operations done with vectors such as the dot product. From the above discussion.2) gets close to a vector. 4. In any case.2) get close to the corresponding coordinate functions of v. which says that the term in (15. r (t) . 5] .2. this simply says the velocity vector equals the vector whose components are the derivatives of the components of the displacement vector.5) (15. then (f × g) (t) = f (t) × g (t) + f (t) × g (t) The formulas. this is simply r (1) = (cos 1. and vector addition and scalar multiplication. a parametric equation for the tangent line is (sin 2.

1+1 . Find (r (t) × p (t)) . 2t) + t2 . Usually it is not possible to do this! Example 15.9 Let r (t) = t2 . 2 2 (1 + t) 1 (1 + t) 2. cos t. dt. .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. . r (t) = (cos 2t. 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) . sometimes it is possible to give a simple description of the curve which results. t) where t ∈ R. ln (t + 1) . That is. r (t) = = When t = 1. t+1 . √ 4 3 kilometers per hour. 1 (1 + t) − t 1 2 t +2 . the velocity is r (1) = 1 1 3.12 Describe the curve which results from the vector valued function. Therefore.4). sin t. When you are given a vector valued function of one variable.2. cos t Find This equals π 2 t 0 π 0 r (t) dt. cos t and let p (t) = (t. ﬁnd r (t) and plug in t = 1 to ﬁnd the velocity. sin t. Consider the second. Formula (15. − sin t) × (t. Thus r (t) denotes the second derivative. sin t.11 An object has position r (t) = t3 . Example 15. −1/2 2t 1 (t2 + 2) t Obviously.356 LIMITS AND DERIVATIVES Proof: The ﬁrst formula is left for you to prove. 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. t2 + 2 kilometers where t is given in hours.10 Let r (t) = t2 . . 2t). Recall the velocity at time t was r (t) . Find the velocity of the object in kilometers per hour when t = 1.2. Example 15. 3t2 . sin 2t. 1 From (15. 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.2. 2 .2. cos t × 1. π 0 cos t dt = 1 3 3 π .5) this equals(2t. 2. this can be continued. π 0 sin t dt. 3t2 . (15. ln (t + 1) .

d d (|r (t) − P1 |) + (|r (t) − P0 |) = 0 dt dt showing that |r (t) − P1 | + |r (t) − P0 | = C for some constant. 1 −1/2 ((r (t) − P1 ) · (r (t) − P1 )) 2 ((r (t) − P1 ) · r (t)) 2 (r (t) − P1 ) · (r (t)) . It is also a situation where the curve can be identiﬁed as something familiar. 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.3. Draw a picture to see this. z (t) is moving at a steady rate in the positive direction. possibly far away from you? Then you might have the interesting phenomenon of someone far away hearing what you said quite clearly. Suppose you are in a large room and you make a sound.13 Sound waves have the angle of incidence equal to the angle of reﬂection. y (t)) traces out a circle. |r (t) − P1 | 15.6). (x (t) . Therefore.15. Example 15. (P0 − r (t)) · (−r (t)) (P1 − r (t)) · (r (t)) = .3 Leibniz’s Notation dy dt Leibniz’s notation also generalizes routinely. 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 . the curve which results is a cork skrew shaped thing called a helix. C. z (t)) . 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) .This implies the curve of intersection of the plane with the room is an ellipse having P0 and P1 as the foci. This is because |r (t) − P1 | = (r (t) − P1 ) · (r (t) − P1 ) and so using the chain rule and product rule.6) Now and a similar formula holds for P1 replaced with P0 . |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. d |r (t) − P1 | dt = = Therefore. Therefore. For example. = y (t) with other similar . the pair. The sound waves spread out and you would expect your sound to be inaudible very far away. notations holding. LEIBNIZ’S NOTATION 357 The ﬁrst two components indicate that for r (t) = (x (t) . here is an interesting application. While it is doing so. But what if the room were shaped so that the sound is reﬂected oﬀ the wall toward a single point.2. from (15. y (t) . As an application of the theorems for diﬀerentiating curves.

5] . t2 . 4] . Find the velocity when t = 3. Find a tangent line to the curve parameterized by r at the point r (2) . x + 2x − 1. Prove (15. Let r (t) = 4 + (t − 1) . 2t + 1 for t ∈ [0. Hint: You might want to use the formula for the diﬀerence of two cubes. t2 . t + 1 for t ∈ [0. Let r (t) = sin 2t. t + 1 for t ∈ [0. (b) Show that you can conclude that r (t) · r (t) = 0. 5] . ﬁnd the value of t at which this occurs and the point in R3 at which the velocity is zero. Find the following limits if possible (b) limx→0+ (c) limx→4 (d) limx→∞ 2. the velocity is always perpendicular to the displacement. ln t2 + 1 . 5. 13. x + 1) = ( 3 a. sec x. x−2 2 √ √ 3. cos x x x |x| . e x2 −16 x+4 . Let r (t) = sin t. cos t2 for t ∈ [0. 3 2 √ t2 + 1 (t − 1) . t2 . Let r (t) = t. x x2 −4 2 x+2 .5) from the component description of the cross product. That is. Let r (t) = sin t. (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. Find a tangent line to the curve parameterized by r at the point r (2) . a + 1) for all a ∈ R. 4. 1+x2 . . Prove from the deﬁnition that limx→a ( 3 x. 6. 9. 5] . 11. tan 4x 5x x x2 sin x2 1+x2 . 14.5) from the formula (f × g)i = εijk fj gk . Find a tangent line to the curve parameterized by r at the point r (2) . Prove (15. 5] . 12. 5] . 8. sin x/x. 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. (a) Show ﬁrst that this condition does not require r (t) to be a constant.4 Exercises (a) limx→0+ |x| x . Prove (15. a3 − b3 = (a − b) a2 + ab + b2 . Find limx→2 + 7.5) directly from the deﬁnition of the derivative without considering components.358 LIMITS AND DERIVATIVES 15. 10. x 1. Let r (t) = sin t. Find the velocity when t = 3. t + 1 for t ∈ [0. t + 1 for t ∈ [0. Find the velocity when t = 3. x −4 . sin t2 . cos t2 . Let r (t) = t. Hint: You can do this either mathematically or by giving a physical example. 7.

and stated the fundamental laws of mechanics listed here. He ﬁnished his life as Master of the Mint.5 Newton’s Laws Of Motion Deﬁnition 15. 16.7) where a is the acceleration and m is the mass of the object. show F (b) − F (a) . and p (t) are three diﬀerentiable functions of t which have values in R3 . he made major contributions to the subject partly in order to study physics and astronomy. 2e−t . or.5. Suppose r (t). Show k that y (0) = x0 . made major contributions to optics. s (t) . c such that r (t) = c for all t ∈ (a. b). the thing applies the same force back.” Newton’s second law is: F = ma (15. 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.5. NEWTON’S LAWS OF MOTION 359 15. Recall that n = n = 1 and 0 n n n n−1 = 1 = n. In 1686 he published an important book. 17. The second law is the one of most interest. and r (0) = (0. 1 − t2 . If F (t) = f (t) for all t ∈ (a. If r (t) = 0 for all t ∈ (a. the ﬁrst law being implied by the second. the mutual actions of two bodies upon each other are always equal. Then the acceleration of the object is deﬁned to be r (t) . then you can determine the position.1 Let r (t) denote the position of an object. . The third law says roughly that if you apply a force to something. 18.” Of these laws. b) . However. Principia. Example 15.2 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. only the second two are independent of each other. 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. 0. Find a formula for (r (t) × s (t) · p (t)) . Newton’s third law states: “To every action there is always opposed an equal reaction. 1. 1) meters/sec. and ﬁnd y (0) and y (1) . He showed that Kepler’s laws for the motion of the planets came from calculus and his laws of gravitation. Newton used calculus and these laws to solve profound problems involving the motion of the planets and other problems in mechanics. b] . 1) meters. He invented a version of the binomial theorem when he was only 23 years old and built a reﬂecting telescope. and directed to contrary parts. 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 . y (1) = xn . The next example involves the concept that if you know the force along with the initial velocity and initial position. He formulated the laws of gravity. Curves of this sort are important in various computer programs. Suppose r (0) = (1.15.5. b) and F is continuous on [a. show there exists a constant vector. Find r (t) . in which many of his ideas are found. 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. b a f (t) dt = 15. Note that the statement of this law depends on the concept of the derivative because the acceleration is deﬁned as a derivative.

3 An artillery piece is ﬁred at ground level on a level plain. 0. The acceleration of gravity equals 9. r (t) = t2 t − t3 /3 . 1) + (C1 . mr (t) = −mgj. −e−t 4 2 +c where c is a constant vector which must be determined from the initial condition given for the velocity.8 meters per sec2 and so the following needs to be solved. it comes as measurements taken by instruments and the position is continuously being updated based on this information. e−t + 2t + (C1 . −mgj where m is the mass of the shell. the displacement must equal r (t) = t3 t2 /2 − t4 /12 . e−t . −1) + (c1 . C3 ) 12 2 where the constant vector. −e−t + 2 . r (0) = 400 cos (π/6) i + 400 sin (π/6) j. 1 − t2 /2. y (t) = −g. 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. c3 ) which requires c1 = 0. How far does the shell ﬂy before hitting the ground? Neglect air resistance in this problem. Example 15. (0. 0. the velocity is found. and c3 = 2. The angle of elevation is π/6 radians and the speed of the shell is 400 meters per second. C2 .5. c2 . x (t) = 0. y (t)) . Therefore. Rather. 1 − t2 . (C1 . C3 ) must be determined from the initial condition for the displacement.360 LIMITS AND DERIVATIVES By Newton’s second law. Therefore. r (0) = (0. Thus letting c = (c1 . 0) . Thus r (0) = (1. 1) = (0. and C3 = 0. c2 . Denoting r (t) as (x (t) . Thus the initial velocity is the vector. Also let the direction of ﬂight be along the positive x axis. 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. the displacement has also been found. Therefore the velocity is given by r (t) = t2 t − t3 /3 . C3 ) which means C1 = 1. + t. 1. 2r (t) = F (t) = t. Actually. c3 ) . 1) = (0. r (t) = t3 t2 /2 − t4 /12 + 1. 0. + 1. . e−t + 2t 12 2 meters. 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 . 4 2 Now from this. c2 = 1. C2 = 0. 2e−t and so r (t) = t/2. . C2 . + t.

−64) pounds and the force due to air resistance is (−. r2 (t)) .1) r (t) pounds. 816 326 530 6 seconds and so at this time. The slug is the unit of mass in the system involving feet and pounds. r2 (0)) = (0.9t2 + 200t + D. 816 326 530 6) = 14139. The shell hits the ground when y = 0 and this occurs when −4. −64) . r2 (0)) = (880. Such lumps have been known to surprise people on the ground. Thus m = 2 slugs.5. Thus t = 40.000 feet. 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. Thus the initial displacement is r (0) = (0. 30000) . I want to change this to feet per second.15. r2 (t)) = (−. 190 265 9 meters. Example 15. Also ﬁnd the velocity when the lump hits the ground. C = 400 sin (π/6) = 200. 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.1) r (t) pounds. √ x = 200 3 (40. The ﬁrst thing needed is to obtain information which involves consistent units.1) (r1 (t) . 2 (r1 (t) . 0) feet/sec. The blue ice weighs 32 pounds near the earth. Find the position and velocity of the blue ice as a function of time measured in seconds. 64 = m × 32. The jet is ﬂying at 600 miles per hour. x (t) = 400 cos (π/6) so x (t) = 400 cos (π/6) t = 200 3t. 30000) feet and the initial velocity is r (0) = (880. Thus it ﬂies at 600 × 5280 = 880 feet per second. 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. NEWTON’S LAWS OF MOTION 361 Therefore.5. Thus y (t) = −4. 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. This blue ice weighs 64 pounds near the earth and experiences a force of air resistance equal to (−. The force of gravity is (0.9t2 + 200t = 0. y (t) = −gt+C and from the information on the initial velocity. (r1 (0) . (r1 (0) . Newtons second law yields the following initial value problem for r (t) = (r1 (t) . Similarly. r2 (t)) + (0. The next example is more complicated because it also takes in to account air resistance. 0) .4 A lump of “blue ice” escapes the lavatory of a jet ﬂying at 600 miles per hour at an altitude of 30.

1) 2 64 (.1) + 30000 + 2 (.1) .1) = −640.9) in the same way to obtain the velocity. (15.1) r2 (t) = −64 r1 (0) = 0 r2 (0) = 30000 r1 (0) = 880 r2 (0) = 0 To save on repetition solve LIMITS AND DERIVATIVES (15. r (0) = u.0 5t) + 17600.0 5t) .0 exp (−.1)) t − (. e(k/m)t r = = (c/m) e(k/m)t 1 kt em c + C k and using the initial condition.10) . 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. r1 (t) = 880. Divide the diﬀerential equation by m and get r + (k/m) r = c/m.0 This gives the coordinates of the position.1) r1 (t) = 0 2r2 (t) + (. Now multiply both sides by e(k/m)t .0 and r2 (t) = (−64/ (. You should check this gives d e(k/m)t r dt Therefore.8) to ﬁnd r (t) = (c/k) t − r1 (t) = − 1 2 exp (. 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 (15.0 5t) . r2 (t) = −640.1) 1 2 exp − t (.0t − 12800.8) mr + kr = c.0 5t) + 42800. k (15.362 Therefore.1) t 2 (880) + 2 (880) (. r (0) = v.9) = −17600.0 + 640.0 exp (−.0 exp (−.1) 64 (.1) − (. What of the velocity? Using (15. 2r1 (t) + (.0 exp (−.

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.0 5 (66. −616.0 5 (66. the work done on the object would be approximately equal to dW = F (t) · v (t) dt. t + dt) . 23. dW m d 2 = mv (t) · v (t) = |v (t)| . It was assumed the force acting on the lump of blue ice by gravity was constant. In fact.1 Kinetic Energy Newton’s second law is also the basis for the notion of kinetic energy. as is often done in beginning physics courses that everything takes place in a vacuum.0 (66. dt 2 dt Therefore. W (0) = 0.14)) . it follows that the force is doing work which manifests itself in a change of velocity of the object. 15. NEWTON’S LAWS OF MOTION 363 To determine the velocity when the blue ice hits the ground. 0 = −640. −640. I do not have a good way to ﬁnd this value of t using algebra.0 = 1.then (15. However. and letting v be the velocity. it is necessary to ﬁnd the value of t when this event takes place and then to use (15.0 5 (66. This is close enough to hitting the ground and so plugging in this value for t yields the approximate velocity.0 + 640. this problem used several physical simpliﬁcations.588 feet. Now in a small increment of time. 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. (880.14) − 12800. When a force is exerted on an object which causes the object to move.14))) = (32. However if plugging in various values of t using a calculator you eventually ﬁnd that when t = 66.0 5t) + 42800. This diﬀerence represents the change in the kinetic energy. 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. It was also assumed the air resistance is proportional to the velocity.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.5.14.5. 2 2 .0. F (t) = mv (t) . Thus it suﬃces to solve the equation. (15. dt Hence.0t − 12800. increasingly correct models can be studied in a systematic way as above.10) to determine the velocity. Actually.0 exp (−.0 exp (−.15.14)) + 42800. (t. This is a fairly hard equation to solve using the methods of algebra. It hits ground when r2 (t) = 0.0 exp (−. −640.11) implies dW = F · v. 56) . You see that air resistance can be very important so it is not enough to pretend.11) If no work has been done at time t = 0. This is an over simpliﬁcation when high speeds are involved.

a a F2 (t) dt. [a.5. The notion of impulse and momentum are related in the following theorem. Theorem 15.6 Let F be a force acting on an object of mass m. in a collision between two masses the total linear momentum before the collision equals the total linear momentum after the collision. a This is deﬁned as b b b F1 (t) dt. Impulse involves a force which acts on an object for an interval of time.2 Impulse And Momentum Work and energy involve a force acting on an object for some distance. The linear momentum of an object of mass m and velocity v is deﬁned as Linear momentum = mv. a F3 (t) dt . 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) . More precisely. a Proof: This is really just the fundamental theorem of calculus and Newton’s second law applied to the components of F. The impulse of this force is b F (t) dt.5.5. Letting the collision take place in the time interval. 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. A and B collide.5 Let F be a force which acts on an object during the time interval.12) Now suppose two point masses. Deﬁnition 15. b b F (t) dt = a a m dv dt = mv (b) − mv (a) dt (15. b] .364 LIMITS AND DERIVATIVES 15. Then the impulse equals the change in momentum. . This is known as the conservation of linear momentum. In other words. b F (t) dt = mv (b) − mv (a) . [a.

for all t ∈ (a. Fill in the details for the derivation of kinetic energy. Therefore. 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. showing that (r × r) must equal a constant vector. EXERCISES 365 15. Verify that the motion of the object takes place in a plane. Such forces are sometimes called forces of constraint because they do not contribute to the speed of the object.12) carefully by considering the components. Find a formula for the displacement. The acceleration of gravity is 9. 7. 8. 11. possibly from gravity. Then the force acting on the object must be of the form g (r (t)) r (t) and by Newton’s second law.01v Newtons where v is the velocity in meters per second. b) . If the angle of elevation equals π/4. Show using Corollary 6. 1) meters at time t = 0 and that its initial velocity at this time is v = i + j − k meters per sec. why would dW = F (t) · v (t) dt? 2 6. Suppose also that the object is at the point (0. Neglecting air resistance. 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 . Show the maximum range for the cannon ball is achieved when θ = π/4. If v is velocity and r = k/m where k is a constant for air r resistance and m is the mass. Does there exist a terminal velocity? What is it? 2. 1.4 that Newton’s ﬁrst law can be obtained from the second law. 5. In particular verify that mv (t) · 2 d v (t) = m dt |v (t)| .8. Also suppose that the initial speed is 100 meters per second. Show the Kinetic energy of the object is constant.15. θ from ground level on a vast plain. Hint: Let r (t) denote the position vector of the object from the ﬁxed point. mr × r = g (r) r × r = 0. F (t) =e−t i + cos (t) j + t2 k meters per sec2 . 4. then there exists a constant vector. and c = f /m. use a calculator or other means to estimate the time before the cannon ball hits the ground. Therefore. Describe how you could ﬁnd this constant. 10. v of an object acted on by air resistance proportional to the velocity and a constant force. argue from Newton’s second law that this is the equation for ﬁnding the velocity. only its direction. Suppose the force acting on an object. Also. z. v (0) = v0 is v (t) = v0 − c e−rt + (c/r) .6 Exercises 1.8 meters per sec2 . f . Suppose that the air resistance is proportional to the velocity but it is desired to ﬁnd the constant of proportionality. The speed of the ball as it leaves the mouth of the cannon is known to be s meters per second. z independent of t such that v (t) = z for all t. ﬁnd a formula for how far the cannon ball goes before hitting the ground. Show that if v (t) = 0. Suppose an object having mass equal to 5 kilograms experiences a time dependent force. Now argue that r × r = (r × r) . Find the position of the object as a function of t. r (t) of the cannon ball. A cannon is ﬁred at an angle. F is always perpendicular to the velocity of the object. what can be said about z and r? . this equals mr (t) .6. Show the solution to v + rv = c with the initial condition. Verify Formula (15. Thus F · v = 0. 3. 9.

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

Then x is a solution to the initial value problem. b]) . In fact you may let v = u/ |u| if u = 0. SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 367 a profound question which must ultimately be dealt with. b] it follows from Deﬁnition 15.7. f is continuous and bounded. note that if u ∈ Rn . It only remains to prove the inequality. This section contains a fairly general result on existence and uniqueness for systems of ordinary diﬀerential equations. The ﬁrst of these conditions is known as a Lipschitz condition.7. x (s)) ds. Also from this deﬁnition. if f is a continuous vector valued function deﬁned on [a. then f ∈ R ([a. x = f (t.4 on Page 233. Proof: By the triangle inequality.13) (15. Therefore. x1 )| ≤ K |x − x1 | . there exists a vector. recall from Theorem 10.7. let v = e1 . First of all. b]. one can obtain the following simple lemma. (15. Lemma 15.3. (15.1 Let f be a continuous function deﬁned on [a. 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. n 1/2 ||f (t)| − |f (s)|| ≤ |f (t) − f (s)| ≡ i=1 |fi (t) − fi (s)| 2 and since f is continuous. Then letting v = (v1 . · · ·. if f is continuous on [a. 15. v such that |v| = 1 and u · v = |u| . If u = 0. b] → Rn is a continuous function and c ∈ [a.15) x (t) = x0 + c f (s.1 on Page 352 that f ∈ R ([a. b] .15. Therefore.2.7. This proves the lemma. t (15. b]) . b] × Rn → Rn satisﬁes the following two conditions. b] having values in Rn . let v be such a unit vector with the property that b b v· a f (t) dt = a f (t) dt . Then |f | is also continuous and b b f (t) dt ≤ a a |f | (t) dt.16) .14) Suppose that f : [a. x) . Lemma 15. each fi is also and so lims→t |f (s)| = |f (t)| showing f is continuous at t. To do this.1 Picard Iteration |f (t. x) − f (t. x (c) = x0 if and only if x is a solution to the integral equation. vn ) .2 Suppose x : [a.

xk−1 (s)) ds.18) Continuing in this way leads to the following lemma. t |x2 (t) − x1 (t)| ≤ c t |f (s. Theorem 15. letting t = c on both sides. 2 2 KMf c |s − c| ds ≤ KMf (15.the fundamental theorem of calculus.15) is equivalent to the integral equation (15. Let Mf ≡ max {|f (s. Then for any t ∈ [a.19) . x0 (t) ≡ x0 and then iterate as follows. It follows from this lemma that the initial value problem. t x2 (t) ≡ x0 + c f (s. In this method. c (15. These deﬁnitions imply some simple estimates.16). t xk (t) ≡ x0 + c f (s. x0 )| ds ≤ Mf |t − c| . |x1 (t) − x0 | ≤ t |f (s. b] . x0 (s)) ds = x0 + c f (s.3 Let k ≥ 2. This proves the lemma.2. x0 )| : s ∈ [a.17) Now using this estimate and the Lipschitz condition for f . integrate both sides from c to t obtaining (15.16) and so it suﬃces to study this integral equation. |xk (t) − xk−1 (t)| ≤ Mf K k−1 |t − c| .16). Lemma 15. x1 (s)) ds. x1 (s)) − f (s. Then for any t ∈ [a. x0 )| ds ≤ c t K |x1 (s) − x0 | ds ≤ |t − c| .3 on Page 353 can be used to diﬀerentiate both sides and obtain x (t) = f (t. (15. Conversely. b] .368 LIMITS AND DERIVATIVES Proof: If x solves (15. k! k (15. The most famous technique for studying this integral equation is the method of Picard iteration .7. then since f is continuous. if x is a solution of the initial value problem. Also. t x1 (t) ≡ x0 + c t f (s. x ∈ Rn } . and if xk−1 (s) has been determined. x0 ) ds. gives x (c) = x0 . x (t)) . you begin with an initial function. b] .

This proves the lemma. Letting k → ∞ in (15. |x (t) − xl (t)| < ε. xk (s)) − f (s. r=0 (K(b−a)) . b]}) = 0.. is dominated by t ≤ c KMf K k−1 |s − c| ds k! k+1 k ≤ Mf K k This proves the lemma.21) whenever l is suﬃciently large. l > L. (15. 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. ∞ Since {xk (t)}k=1 is a Cauchy sequence.1 implies t t |xk+1 (t) − xk (t)| = x0 + c t f (s. ∞ |x (t) − xl (t)| ≤ Mf r=l (K (b − a)) <ε (r + 1)! r (15. Assume it is true for k. (r+1)! a fact which is easily seen by an application of the ratio test.7. This shows that for every ε > 0.20) ∞ r a quantity which converges to zero as l → ∞ due to the convergence of the series. SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 369 Proof: The estimate has been veriﬁed when k = 2. Then if k > l. (k + 1)! Lemma 15. then |xk (t) − xl (t)| < ε. b] .4 For each t ∈ [a. {xk (t)}k=1 is a Cauchy sequence. xk (s)) ds − x0 + c f (s.22) . |t − c| . there exists L such that if l ≥ L. b] .7. Then the Lipshitz condition on f and Lemma 15. {xk (t)}k=1 is a Cauchy sequence. it follows that for all ε > 0. ∞ there exists L such that if k. b] . then for all t ∈ [a. Since the right side of the inequality does not depend on t.7. by the induction hypothesis. Proof: Pick such a t ∈ [a.20).5 The function t → x (t) is continuous and l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a. Lemma 15. denote by x (t) the point to which it converges. xk+1 (s)) ds = c |f (s.7. xk−1 (s))| ds t ≤ c K |xk (s) − xk−1 (s)| ds which. In other words.15.

(15. (15. x1 (s))) ds. x (s)) ds ≤ c |f (s.the last term is dominated by 3 whenever |s − t| is small enough. x (s)) ds c = x0 + and so by Lemma 15. Then there exists a unique solution to the initial value problem.2. b] .6 Let f satisfy (15.7.370 LIMITS AND DERIVATIVES Proof: Formula (15. assume x and x1 are two solutions to the initial value problem.2 it follows that t x (t) − x1 (t) = c (f (s. this veriﬁes that t l→∞ t lim f (s. . Then by Lemma 15. x is a solution to the initial value problem. x (s)) ds.14). K (b − a) < K (b − a) Since ε is arbitrary. xl (s)) − f (s. xl (s)) ds − c t c f (s. K (b − a) f (s.22) was established above in (15. This veriﬁes continuity of t → x (t) and proves the lemma. 3 ε By the continuity of xl . Letting l be large enough that l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a. Therefore. x (s))| ds t ≤ c K |xl (s) − x (s)| ds ε = ε. Proof: It only remains to verify the uniqueness assertion. x (s)) − f (s. This proves the existence part of the following theorem. Theorem 15. |x (s) − x (t)| ≤ |x (s) − xl (s)| + |xl (s) − xl (t)| + |xl (t) − x (t)| ≤ 2ε + |xl (s) − xl (t)| .7. b]}) < t t ε . It follows that x (t) = lim xk (t) k→∞ t = lim k→∞ x0 + c t f (s.21). Then letting l be large enough that l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a. b]}) < ε/3. Let ε > 0 be given and let t ∈ [a.15).15).13) and (15. xl (s)) ds = c c f (s.7. xk−1 (s)) ds f (s.

This proves uniqueness and establishes the theorem. x = f (t. x1 (s))| |x (s) − x1 (s)| ds.2 Numerical Methods For Diﬀerential Equations The above considers a fundamental philosophical question about existence of solutions to the initial value problem. x (s)) − f (s. SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 371 Suppose ﬁrst that t < c. But g (c) = 0 and so 0 ≥ g (t) ≥ 0. 15. x (s)) − f (s.15. Therefore. ≤K c Letting h (t) = t c |x (s) − x1 (s)| ds. There are much simpler and better ways to obtain approximate solutions to diﬀerential equations than using Picard iteration. it follows that −g (t) = |x (t) − x1 (t)| and so −g (t) ≤ Kg (t) which implies 0 ≤ g (t) + Kg (t) and consequently. In principle. x (0) = x0 . Hence g (t) = 0 for all t ≤ c and so x (t) = x1 (t) for these values of t. 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. Letting g (t) = c t |x (s) − x1 (s)| ds. Then t |x (t) − x1 (t)| ≤ c t |f (s. c |x (t) − x1 (t)| ≤ t c |f (s. Now suppose that t ≥ c. 0 ≤ eKt g (t) which implies integration from t to c gives 0 ≤ eKc g (c) − eKt g (t) . .7.7. 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. x1 = x. Suppose you want to ﬁnd the solution to the initial value problem. x) . x1 (s))| ≤ t K |x (s) − x1 (s)| ds. Then this equation implies that for all such t. The most primitive way of doing this is the Euler method. it yields a method for ﬁnding the solution as well but it is never used this way.

Using x (t2 ) one used (15. k1 k2 k3 k4 ≡ ≡ ≡ ≡ hf (tn . when you are working with numerical methods you test them on known examples and see how well they perform. Having found x (t1 ) . You need a much better method than the Euler method if you want to solve ordinary diﬀerential equations. you then n n n n n replace the derivative with a diﬀerence quotient as follows. T . There are many methods and the detailed study of them is outside the scope of this book. Continuing this way. Euler’s method will be applied to an initial value problem whose solution is known. It is customary to write xi instead of x (ti ) . 042 which is pretty close. Next. x (0) = x0 . h h This whole idea is based on approximating functions with their linear approximations locally. 5000 you would have (1. If you used the step size .24) to ﬁnd x (t3 ) and you continue doing this till you get x (tn ). x0 is known because it is given.001) = 148. Letting h = T and ti = ih. y3 = 1.01) 500 2 = 144. (n−1)T . y (0) = 1 for t ∈ [0. the resulting function will be piecewise linear and hopefully will not be too far oﬀ. xn + k2 2 2 hf (tn + h. y500 = (1. xn ) 1 1 hf tn + h. 0. Now from Euler’s method. In the following example.7.01) 1. x (0) = x0 . From (15. nT . this can be substituted back in to (15.01 + (.01. x (ti + h) − x (ti ) = f (ti . 77 and this is the value which Euler’s method gives for y (5) . x (t1 )) . x (t) ≡ Example 15. (15. For t ∈ (tk .01) 1 = 1.001. Therefore.01) . y1 = 1 + . T ] .24) Now this can be used to ﬁnd an approximate solution as follows. To solve x = f (t. How well does it work? In general.01 = (1.24) x (t1 ) = x0 + hf (0.23) (15. this can be written more simply as x (ti+1 ) = x (ti ) + hf (ti . there will be no pattern and you just have to iterate things till you get to the end. tk+1 ) you deﬁne (tk+1 − t) (t − tk ) x (tk ) + x (tk+1 ) .01 (0) = 1 Now y2 = 1 + (. x0 ) . and using the pattern which is emerging. The correct answer is y = ex . you do the following to go from tn to tn+1 . x) . 413 159 102 576 6. h Noting that ti + h = ti+1 . xn + k1 2 2 1 1 hf tn + h. where f satisﬁes the conditions given above for existence. 2T .001. . x (ti )) .24) to ﬁnd x (t2 ) = x (t1 ) + hf (t1 .372 LIMITS AND DERIVATIVES for t ∈ [0. · · ·. You split the time interval into n equal pieces. Thus y (5) = e5 = 148.01 and a step size of . xn + k3 ) . x (ti )) .7 Solve the initial value problem y = y. 5] using Euler’s method with a step size of . Of course this was an easy example because it led to a pattern which was easy to apply. In general. x (0) = x0 . This is done by a computer. One of the most famous is the Runge Kutta fourth order method.

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

374 LIMITS AND DERIVATIVES .

xn (t)) : t ∈ [a. t → p (t) is one to one on (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 . xn (t)) . 4. · · ·. b]. xi (a + h) − xi (a) lim . to be an approximation to the curve. Consider such a smooth curve having parameterization (x1 . 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. C is a smooth curve in Rn if there exists an interval. Such a direction is called an orientation. |p (t)| ≡ n i=1 |xi (t)| 2 1/2 = 0 for all t ∈ [a. a = t0 < · · · < tn = b and letting pi = ( x1 (ti ). xn ) . b) . Note the natural direction of the interval also gives a direction for moving along the curve. b] → R such that the following conditions hold 1. C = ∪ {(x1 (t) . C. b] . xi (t) . Forming a partition of [a. b]} . xi is continuous on [a. First it is necessary to consider what is meant by arc length. b] . b] . The integral is used to deﬁne what is meant by the length of such a smooth curve. 3. 375 . 2. The functions. · · ·. [a. For p (t) ≡ (x1 (t) . 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. · · ·. 16. b] ⊆ R and functions xi : [a. 5. The earlier treatment in terms of initial value problems will be made more rigorous here. you could consider the polygon formed by lines from p0 to p1 and from p1 to p2 and from p3 to p4 etc. with xi (a) deﬁned as the derivative from the right.1 Arc Length And Orientations The application of the integral considered here is the concept of the length of a curve. The following picture illustrates what is meant by this. xn (ti ) ). xi exists and is continuous and bounded on [a.

t ∈ [0. 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. 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.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. C. p3 p1 p2 p0 Thus the length of the curve is approximated by n |p (tk ) − p (tk−1 )| . A parameterization for the line segment joining these two points is fi (t) ≡ tpi + (1 − t) qi . 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. 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 answer to this question is that the length of the curve does not depend on parameterization. k=1 Since the functions in the parameterization are diﬀerentiable. 1] . The proof is somewhat technical so is given in the last section of this chapter. .

Consequently.1) (16. It is proved in Lemma 16. It is also said that the two parameterization give the same orientation for the curve when f ∼ g. Now g−1 ◦ f must also be increasing because it is the inverse of f −1 ◦ g. h. 1] . t2 for t ∈ [−1. consider g (t) ≡ f ((a + b) − t) . d] → C be two parameterizations satisfying 1 . (16. ∼ is called an equivalence relation. and if f : [a. ARC LENGTH AND ORIENTATIONS 377 Using the deﬁnition of length of a smooth curve just given. the point can stop and change directions abruptly.2 If g−1 ◦ f is increasing. The symbol. also a parameterization of C. These two classes are called orientations of C.1. This veriﬁes (16. Then g−1 ◦ f is either strictly increasing or strictly decreasing.2 on Page 385 but the proof is mathematically fairly advanced so it is presented later. in the deﬁnition of a smooth curve that p (t) = 0. If f ∼ g and g ∼ h. If f ∼ g then g ∼ f .1) is obvious because f −1 ◦ f (t) = t so it is clearly an increasing function. Deﬁnition 16. then f and g are said to be equivalent parameterizations and this is written as f ∼ g. If C is such a smooth curve just described. they preserve the direction.1. the message is that there are exactly two directions of motion along a curve. This is not hard to believe. Sometimes people wonder why it is required.1.2).6. Lemma 16. b] → C is a parameterization of C. it must be the case that g−1 ◦ h is increasing.5. 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. producing a pointy place in C. The proof that curve length is well deﬁned for a smooth curve contains a result which deserves to be stated as a corollary. f ∼ f. If f ∼ g then f −1 ◦ g is increasing.1 Let C be a smooth curve and let f : [a. Imagine t is time and p (t) gives the location of a point in space. . f −1 ◦ h = f −1 ◦ g ◦ g−1 ◦ h and so since both of these functions are increasing. then f ∼ h.3 The following hold for ∼. If p (t) is allowed to equal zero. This proves the lemma.4 Graph the curve t3 .16. the length according to this deﬁnition is 1 0 n 1/2 (pi − qi ) i=1 2 dt = |p − q| . Corollary 16. it follows f −1 ◦ h is also increasing. When the parameterizations are equivalent. In simple language. Example 16. either h ∼ g or h ∼ f .3) Proof: Formula (16. To see (16.2) (16. which satisfy h ∼ f are called the equivalence class determined by f and those h ∼ g are called the equivalence class determined by g. b] → C and g : [c.1. These parameterizations. Here is an example. if h is a parameterization.1.1. 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. Now by Corollary 16. then if f −1 ◦ h is not increasing.1. You see that going from f to g corresponds to tracing out the curve in the opposite direction.3).

Note the pointy place.2 Line Integrals And Work Let C be a smooth curve contained in Rp . 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)) . In order to deﬁne what is meant by the work. x (t + h) − x (t) ≈ x (t) h where the wriggly equal sign indicates the two quantities are close. 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. Such a curve should not be considered smooth. 16. 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. 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. In the case that F (x) is a force. Deﬁnition 16. it is called a force ﬁeld. C is an “oriented curve” if the only parameterizations considered are those which lie in exactly one of the two equivalence classes. the work done by a constant force. Next the concept of work done by a force ﬁeld. Also. In the notation of Leibniz. t = x1/3 and so y = x2/3 . orientation speciﬁes a direction over which motion along the curve is to take place. in the direction determined by the given orientation of the curve will be deﬁned. consider the following picture. Thus the graph of this curve looks like the picture below. Thus. C. The mapping x → F (x) is called a vector ﬁeld.378 LINE INTEGRALS In this case. F(x(t)) x(t) x(t + h) In this picture. This is new. provided h is small. one writes dt for h and dW = F (x (t)) · x (t) dt . In simple language. each of which is called an “orientation”. F on an object as it moves along the curve.2.1 Suppose F (x) ∈ Rp is given for each x ∈ C where C is a smooth oriented curve and suppose x → F (x) is continuous. it speciﬁes the order in which the points of C are encountered. A curve.

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

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

Show directly that the work done equals the diﬀerence in the kinetic energy. (x (t) . Therefore.4. 1 = |R (s)| = |T (s)| . Thus it measures the rate at which the curve twists. The plane determined by the two vectors. z (t)) dt. z (t)) · (x (t) . the radius of curvature is large. Let F (x. κ (s) in the above lemma is called the curvature. This proves the lemma. T (s) equals a constant and so the space curve is a straight line which it would be supposed has no curvature. z) be a given force ﬁeld and suppose it acts on an object having mass. assume anything about smoothness and continuity to make the following manipulations valid. N (s) perpendicular to T (s) and a scalar valued function. In this section. s .4. Proof: First. T. a etc. It identiﬁes a particular plane which is in a sense tangent to this space curve. In the case where |T (s)| = 0 near the point of interest. then there exists a unit vector.When T (s) = 0 so the principal normal is deﬁned. T is perpendicular to the vector. κ (s) = 0 and the radius of curvature would be considered inﬁnite. Lemma 16. Denote by R (s) the function which takes s to a point on this curve where s is arc length. s = 0 |R (r)| dr because of the deﬁnition of arc length. 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 R (s) equals the point on the curve which occurs when you have traveled a distance of s along the curve from one end. from the fundamental theorem of calculus. T · T = 1 and so upon diﬀerentiating this on both sides. T (s) is called the unit tangent vector and the vector.4. Then |T (s)| = 1 and if T (s) = 0.16. the vector. the vector. MOTION ON A SPACE CURVE 381 6. In the case where |T (s)| = 0. the radius of curvature is small and at points where the curvature is small. z (t)) dt = a b m (x (t) . y (t) . Therefore. the principal normal is undeﬁned in this case. yields T · T + T · T = 0 which shows T · T = 0. N (s) is called the principal normal. In case T (s) = 0. y (t) . Therefore. m on a curve with parameterization. Deﬁnition 16. κ (s) with T (s) = κ (s) N (s) . T let N (s) = |T (s) and so T (s) = |T (s)| N (s) .2 The vector. z (t)) for t ∈ [a. y. Also. Note also that it incorporates an orientation on the curve because there are exactly two ends you could begin measuring length from. The function. and a satellite orbiting the earth all have something in common. This makes sense because if there is no curving going on. y (t) . 16. The binormal is normal to the osculating plane and B tells how fast this vector changes.1 Deﬁne T (s) ≡ R (s) . B (s) ≡ T (s) × N (s) is called the binormal. y (t) . T and N is called the osculating plane. In particular. a person riding a roller coaster. They are moving over some sort of curve in three dimensions. showing the scalar valued function is (s)| κ (s) = |T (s)| . This is known as the parameterization of the curve in terms of arc length. y (t) . b] . 1 The radius of curvature is deﬁned as ρ = κ . z (t)) · (x (t) .4 Motion On A Space Curve A ﬂy buzzing around the room. assume that R exists and is continuous. Thus at points where there is a lot of curvature. Hint: b F (x (t) .

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

and the torsion. The ﬁnal task is to ﬁnd the torsion. ﬁnd the arc length.5 Given the circular helix. Corollary 16. 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. τ (t) . dt dt ds dt dt Proof: T = dR = dR ds = v ds . κ (t) = dT ds = + a sin t a2 +b2 2 = a a2 +b2 . T = v/v which implies v = vT as claimed. s (t) . κ (t) . Here t ∈ [0.4. T (t) . the binormal.the unit tangent vector. B (t) .6 Let R (t) be a space curve and denote by v (t) the velocity. N (t) . 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 . Therefore.4.16. Note the curvature is constant in this example. 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. Therefore. s = 0 v (r) dr and so ds dt 1 = v . the principal normal. Also. R (t) = (a cos t) i + (a sin t) j + (bt) k.4. T ] . Recall that B = τ N where the derivative on B is taken with respect to arc length. MOTION ON A SPACE CURVE 383 Example 16. the curvature. 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. remembering that t is a function of s. Then v = vT and a = dv T + κv 2 N. t ds dt = v which implies . v (t) = R (t) and let v (t) ≡ |v (t)| denote the speed and let a (t) denote the acceleration.

1) is obtained from (1. the parameterization is (x. This follows from the above quite easily. 4) and (1.7 Find a parameterization for the intersection of the surfaces y + 3z = 2x2 + 4 and y + 2z = x + 1.4. a= Example 16. Now you should check to see this works. 1] . − v sin r v rt . 5) − (3. y = −4x2 + 3x − 5. T = − sin 1 r . 2. 4 + t) where t ∈ [0. N points from the object toward the center of the circle because it is a positive multiple of the vector. − v sin v t .5 Exercises 1. 10. 5) . −4t2 − 5 + 3t. 8. y. 3. −t + 3 + 2t2 . . v |T | T (t) = v 2 κN and so v = κ |T | and N = T (t) |T | From this. v. r sin t r r v rt . You need to solve for x and y in terms of x. 8. . The vector. letting t = x.4. 4) . (x. Note where this came from. z) = (3. Example 16. cos v rt and T = − v cos r . Therefore. 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. Find a parametrization for the intersection of the plane 3x + y + z = −3 and the circular cylinder x2 + y 2 = 1. 2. dt r The vector. Thus. Find a parametrization for the intersection of the plane 4x + 2y + 3z = 2 and the elliptic cylinder x2 + 4z 2 = 9. 1) = (3 − 2t. 10. κ = |T (t)| /v = dv v2 T + v 2 κN = N. it is possible to give an important formula from physics. 4) + t (−2. 16. y. 2. The parameterization of the object which is as described is R (t) = r cos Therefore. 2 + 8t. This is unfortunate when it occurs but you can sometimes ﬁnd a parametric description of such curves. Suppose an object orbits a point at constant speed. r r r r Sometimes curves don’t come to you parametrically.384 LINE INTEGRALS Now the acceleration is just the derivative of the velocity and so by the Serrat Frenet formulas. 2. Also note that from the above. z) = t. 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. Find a parametrization for the intersection of the planes 2x + y + 3z = −2 and 3x − 2y + z = −4.8 Find a parametrization for the straight line joining (3. − v cos v t . It follows v rt v v t . This yields z = 2x2 − x + 3. (−2.

t. Then if f is a continuous function deﬁned on [a. b] was a parameterization of a smooth curve. Find a parametrization for the straight line joining (1. By Lemma 5. d] be one to one and suppose φ exists and is continuous on [a. The case when φ is increasing is similar. would the same answer be obtained? Theorem 16. {tn } ⊆ [a. Then φ (t) ≡ g−1 ◦ f (t) is 1 − 1 on (a. b) . √ 6.2 Let f : [a. for some ε > 0 there 1 Recall that all continuous functions of this sort are Riemann integrable. b] → C. s as a function of the parameter.6. Find a parametrization for the intersection of the surfaces 3y + 3z = 3x2 + 2 and 3y + 2z = 3. s as a function of the parameter. if t = 0 is taken to correspond to s = 0.4 on Page 94. φ is either strictly increasing or strictly decreasing. b] . d] → C be parameterizations of a smooth curve which satisfy conditions 1 . b] because then the ﬁnal claim follows from Lemma 5. It only remains to verify continuity on [a. b] . Therefore. Find the arc length. t. If φ is not continuous on [a. Therefore. 7. the length of C is deﬁned as |p (t)| dt a If some other parameterization were used to trace out C. let F (s) = a f (r) dr. continuous on [a. 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) .7. if t = 0 is taken to correspond to s = 0. t. b) from the conditions f and g satisfy. Find the arc length. 385 5. C. (For example.16. b] . Let R (t) = 2i + (4t + 2) j + 4tk.3 on Page 117. Let R (t) = (cos t) i + (cos t) j + 2 sin t k.6 Independence Of Parameterization b Recall that if p (t) : t ∈ [a. then there exists a sequence. d b f (s) ds = c a f (φ (t)) φ (t) dt s Proof: Let F (s) = f (s) .5. √ 8. if t = 0 is taken to correspond to s = 0.15. b] such that tn → t but φ (tn ) fails to converge to φ (t) . b] which is Riemann integrable1 . This proves the theorem.6. Proof: It is obvious φ is 1 − 1 on (a. Find the arc length. 0) and then along the curve y = x2 in the direction of increasing x at constant speed. g : [c. 4) . Is the force acting on the object a continuous function? Explain. Lemma 16. 9.1 Let φ : [a. Then φ (a) = d and φ (b) = c.6. Let R (t) = e5t i+e−5t j+5 2tk. b] → [c. . Suppose φ is strictly decreasing.) Then the ﬁrst integral equals F (d) − F (c) by the fundamental theorem of calculus. b] . 16. s as a function of the parameter. 4. 1) and (−1. INDEPENDENCE OF PARAMETERIZATION 4. and either strictly increasing or strictly decreasing on [a. An object moves along the x axis toward (0. 2.

It follows f (t) = g (φ (t)) φ (t) and so. still denoted by n such that |φ (tn ) − φ (t)| ≥ ε. s. As in Theorem 8. b] and letting δ → 0+ in the above.1.9. by Theorem 16. φ is continuous as claimed. g (s) = f (t) and so s = g−1 ◦ f (t) = φ (t) . an open interval. b] . b]. Thus g−1 ◦ f (tn ) → s and still tn → t.6. Then by the above lemma φ is either strictly increasing or strictly decreasing on [a. yields d b |g (s)| ds = c a |f (t)| dt and this proves the theorem. (See Theorem 14.) there is a further subsequence. d] → C both satisfy b d conditions 1 . Theorem 16.5) which shows that φ exists and is continuous on J1 . d] which contains s0 . for s and t related this way.1. Then by assumption 4. for s ∈ I. Suppose for the sake of simplicity that it is strictly increasing. Proof: Let C be the curve and suppose f : [a. b − δ]) ⊂ (c.3 The length of a smooth curve is not dependent on parameterization. Therefore. gi is either strictly increasing or strictly decreasing. an open interval containing φ−1 (s0 ) . gi (s) = fi (t) . By continuity of gi . a contradiction. b − δ] and is continuous there. J ≡ gi (I) is also an open interval and you can deﬁne a diﬀerentiable function. f (t) = g (s) and so in particular. Therefore. 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. and f on [a. Consequently. d] .6. d) . φ (t) = hi (fi (t)) fi (t) = hi (gi (s)) fi (t) = fi (t) gi (φ (t)) (16. Is it true that a |f (t)| dt = c |g (s)| ds? Let φ (t) ≡ g−1 ◦f (t) for t ∈ [a. The decreasing case is handled similarly. Therefore. b] → C and g : [c.5 on Page 347. it follows gi (s) = 0 for all s ∈ I where I is an open interval contained in [c. of [c.6 on Page 151.386 LINE INTEGRALS exists a subsequence. Let s0 ∈ φ ([a + δ. s = hi (fi (t)) = φ (t) and so. Since s0 is arbitrary. 1 hi (gi (s)) = . hi : J → I by hi (gi (s)) = s. Therefore.5. d] which is not equal to φ (t) . a+δ = Now using the continuity of φ. φ(b−δ) b−δ |g (s)| ds = φ(a+δ) a+δ b−δ |g (φ (t))| φ (t) dt |f (t)| dt. this shows φ exists on [a + δ. gi (s) (16. for t ∈ J1 . it follows t ∈ J1 . the continuity of f and g imply f (tn ) → g (s) and f (tn ) → f (t) .4) Now letting s = φ (t) for s ∈ I. still denoted by n such that {φ (tn )} converges to a point. gi (s0 ) = 0 for some i. . b + δ] . Also. this implies that for s ∈ I. It follows that on this interval. Using the sequential compactness of [c. g .

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

Therefore. (17. Then let x = z − y and use Theorem 6.1) is the function. The quantity which is a constant in the above proof of uniqueness is sometimes referred to as the energy. x + ω 2 x = 0. y + ω 2 y = 0. Now multiply both sides of the diﬀerential equation by x and use Theorem 6. it is not enough to base questions of existence in mathematics on physical intuition. x (t) = 0 and so z (t) = y (t) . you can deﬁne functions in terms of power series. Based on physical reasoning just presented.6 again to write 2 2 d (x ) ω 2 (x) + = 0. z (0) = y1 . x (a) = x (a) = 0. However.8. However this expression equals zero when t = a and so it must be zero for all t. dt 2 2 By Corollary 6. our solution to (17. (2n!) (2n + 1)! n=0 ∞ (17. you see both series in the above converge for all t ∈ R. To establish the existence of a solution. Then y solves (17.388 THE CIRCULAR FUNCTIONS AGAIN Dividing by m and letting ω 2 = k/m yields the equation for undamped oscillation. This proves the uniqueness part. z (0) = y0 .) Then you see right away using the theorem about diﬀerentiation of power series that S (t) = C (t) and C (t) = −S (t) .4 There exists exactly one function. in particular.6 to conclude x satisﬁes the following initial value problem. y (a) = y0 . z (t) = y0 C (ωt) + y0 S (ωt) . Therefore. . C (0) = 0. It follows from the chain rule and what ω was just observed about S and C that z solves (17.2.4 on Page 133 the expression (x ) ω 2 (x) + 2 2 2 2 must equal a constant. let z (t) ≡ y (t + a) . (17. although it is sometimes done.1) if and only if z solves z + ω 2 z = 0. S (t) ≡ (−1) .3) Using the ratio test. y + ω 2 y = 0. there should be a solution to this equation. (Of course you know what these series are already but you don’t need to know this for the purposes of this presentation. It is the displacement of the bottom end of a spring from the equilibrium position.0. y (t) ≡ z (t − a). Remember.1) Proof: First consider the question of uniqueness.4) Consider the function.2). The following theorem gives the necessary existence and uniqueness results. Suppose both z and y are solutions to the problem (17. y.2) Now let C (t) ≡ n=0 ∞ (−1) n t2n t2n+1 n . C + C = 0. Theorem 17.1).2. y (a) = y1 . which satisﬁes the following initial value problem. C (0) = 1.3) that C (t) satisﬁes the following initial value problems. (17. It follows immediately from (17.

Then y +y =C and y (0) = C (0) + S (0) = 0 + 0 = 0.389 In terms of the spring. 2 2 24 x− (17.6 to obtain d dt (C (t)) (C (t)) + 2 2 2 2 +C +S +S =0 =0 .5) use the initial value problem satisﬁed by C to write C + C = 0. Now multiply by C and use Theorem 6. 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.4) which is based on the initial value problems satisﬁed by the functions rather than the diﬀerentiation theorem for power series.9) (17.6) These conditions in (17. S (t) is the solution to the initial value problem S + S = 0. (17.10) Proof: To verify (17.4. These properties will be obtained directly from the initial value problems they satisfy. this would have the spring constant. It will be shown that y solves the diﬀerential equation and the initial condition. k would be equal in magnitude to the mass. The second of these functions. To verify (17.8) (17. In terms of the spring. y (x) = 0. k equal in magnitude to the mass.0.4 again y (x) = 0.4) consider the function. x3 ≤ S (x) . 6 x2 x2 x4 1− ≤ C (x) ≤ 1 − + . C (x − y) = C (x) C (y) + S (x) S (y) . S (−t) = −S (t) . S (0) = 0.2.5 The functions C and S satisfy the following properties. another proof is given of Property (17. C 2 (t) + S 2 (t) = 1. y (x) = C + S. S (x + y) = S (x) C (y) + C (x) S (y) . the spring constant. In addition. C (−t) = C (t) . while y (0) = C (0) + S (0) = −C (0) + C (0) = 0.4) is proved similarly only this time consider y (x) = S (x) − C (x) .0. By the Theorem 17. S (0) = 1. The second half of (17. Theorem 17. C and S. y (0) = S (0) − C (0) = 1 − 1 = 0. 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.7) (17. For x ≥ 0.5) (17. Thus by Theorem 17.0.6) say that S is odd and C is even because the property of being odd or even is deﬁned in terms of these equations. The next theorem is on properties of these functions.

Then u (0) = 0 and x3 + S (x) ≥ 0 6 u (x) = −x + by (17.10). To verify (17.6). yields (17. 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. ﬁx y and let y (x) = S (x + y) − (S (x) C (y) + S (y) C (x)) .390 and so THE CIRCULAR FUNCTIONS AGAIN (C (t)) (C (t)) + =c 2 2 for some constant. 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 ≥ 0.5 on Page 133.6 again. ∞). Then from (17.8.10) other properties of C and S related to their periodic behavior may be obtained. Then w (0) = 0 and w (x) = 1 − C (x) ≥ 0. c equals 1/2. y (t) = S (−t) + S (t) and so y + y = 0. Also using Theorem 6. Let w (x) = x − S (x) . With (17. c.9). Then z (0) = 0 and z (x) = −S (x) + x ≥ 0 so by Corollary 6.4. . by Theorem 17. Using C = −S.2.5. By Corollary 6. it follows that z (x) = C (x) − 1 − proving the bottom half of (17.8.8. u (x) ≥ 0 for all x ≥ 0 and this shows the top half of (17. This proves the ﬁrst part of (17. w (x) ≥ 0 which shows that x − S (x) ≥ 0. it follows y (t) = 0. Now let u (x) = 1 − x 2 2 ≥ 0 for all x ≥ 0. Let y (t) = S (−t) + S (t) . it follows that y (x) = S (x) − x − (17.10). Therefore.0. This brings us to the estimates.4. Then by Theorem 17.5). The second part is similar.0. Then y (0) = 0 and so by Corollary 6. The proof of (17. it follows that w is increasing on [0.2. Therefore.6 y (t) = −S (−t) + S (t) and so y (0) = 0 and y (0) = −1 + 1 = 0. Then by Theorem 6.9) and (17.7). .8.8) is completely similar and is left as an exercise. Therefore. it follows y (x) = 0 proving (17. Let z (x) = C (x) − 1 − x2 2 2 2 .7). Also y (0) = S (y) − S (y) = 0 and y (0) = C (y) − C (y) = 0. Now the initial conditions for C imply this constant.4). by Corollary 6. This proves + x 24 4 − C (x) .5on Page 133.5.9).

P/2) while S (x + P/2) = S (x) C (P/2) + S (P/2) C (x) = C (x) ≥ 0. r is one to one on [0. In going from 3P/2 to 2P. Also the function. P/2 ∈ (0. −S is negative on (P/2. P ] and t2 ∈ [P. C is negative on (P/2. and (17. This proves the ﬁrst part of the theorem. 3P/2] . 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. P/2] . Now S (t1 ) = S (t2 ) < 0 which can’t happen for t1 ∈ [0. use the same arguments to verify that C and S are strictly increasing and C (2P ) = 1 while S (2P ) = 0.(17. that P = π. This means that for 2 all x ∈ R. x + P/2 where x ∈ [0. C (x + P/2) = C (x) C (P/2) − S (x) S (P/2) = −S (x) ≤ 0. S (t)) is one to one for t ∈ [0. It follows that r is one to one on [0. 2 Proof: From (17. r (t) ≡ (C (t) . 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. 2P ).5). S (x + 2P ) = S (x) . P ] because its derivative. In going from P to 3P/2. First consider the claim that S and C are 2P periodic. Also C is strictly decreasing on this interval because its derivative. 2 3 C (1) = 1 > 0. then C (t1 ) = C (t2 ) and S (t1 ) = S (t2 ) . 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. Also this shows that r (t) is one to one for t ∈ [0. > 0 if x ∈ (0. In addition to this. By the intermediate value theorem there exists a number. P ] . 3P/2] . Therefore. P ] it follows that r is one to one on [0. S (t2 ) ≤ 0 and so S (t1 ) ≤ 0. C (x + 2P ) = C (x) . both C and S are periodic of period 2P. P/2) because S (x) = C (x) and C (x) > 0 on (0. S (P/2) = 1. P/2) . 2) . P/2] . S is increasing on (0.6 There exists a positive number. < 0 if x ∈ (0. From (17. If r (t1 ) = r (t2 ) for t1 ∈ [0. P ). P ] . and that C = cos while S = sin.8. P/2). 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) .391 Theorem 17. 2p) and t1 ∈ [0. t1 ∈ [0. from (17.8). P/2) . Therefore. P ) . . But S (t1 ) ≥ 0 and so t1 = P = t2 . [P/2. Therefore.7). P/2] .6. Points on this interval are of the form. There is only one such number because for x ∈ (0. S is strictly decreasing on [P/2. 2) such that C (P/2) = 0. 3P/2] . C (t1 ) = C (t2 ) > 0 and so. 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. Now if r (t1 ) = r (t2 ) for t2 ∈ (3P/2.10) that C (2) < 0 because C (2) ≤ 1 − 2 + 24 = − 1 < 0. Now consider what happens on the interval. Furthermore. P ) and 2 C P = 0. P such that C (x) > 0 on [0. It only remains to verify that C and S are periodic of period 2P.6). Recall. Therefore.0. Since C is strictly decreasing on the interval [0.

17. Since r is one to one on (0. s] is given by A (s) where A solves the initial value problem. drawing a right triangle with the radius of the circle as its hypotenuse and t the angle just described. A (t) = (C (t)) + (S (t)) = 2 2 S 2 (t) + C 2 (t) = 1. Now it remains to verify the other assertions. the equation of undamped oscillation. so this gives an alternate way of deﬁning the circular functions. 0) and continuing around the unit circle till (1. (C (t) .392 To verify the assertion about C. 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) .1 The Equations Of Undamped And Damped Oscillation With the circular functions. 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. Now the length of the curve traced out by r for t ∈ [0. Therefore. 2P ] is just 2P but from the above discussion.5). C (t) = cos t and S (t) = sin t. Theorem 17.11) . just the deﬁnition of distance along with the notion of arc length. 2P ) . y (0) = y1 (17. S(t)) t Thus. this involves starting at (1. r (t) = (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. 0) . S (t)) is a point on the unit circle. the length of the path traced out by r for t ∈ [0. No reference was made to plane geometry. A (0) = 0. First note that by (17.1.1 The initial value problem. y + ω 2 y = 0. y (0) = y0 . In other words. This equation resulted from the oscillations of a heavy weight on a spring but it occurs in many other physical contexts also. (C(t). This proves the theorem. The solution to this is just A (t) = t and so the length of this path traced out by r is just s. y + ω 2 y = 0 may be solved. P = π. Note that this ﬁnishes oﬀ all the trig identities as well thanks to the previous theorem.

let Dy ≡ y .2 Every solution of the diﬀerential equation. Suppose the object is also attached to a dash pot. every solution of y = 0 is of the form C1 t + C2 for some constants. Then the diﬀerential equation may be written as (D + a) (D − a) y = 0. 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. Thus (D + a) z = 0 and so z (t) = C1 e−at from Theorem 9.12) Proof: You should verify that (17.13) To give the complete solution. (17. my = −ky where k was the spring constant and m was the mass of the object. C1 and C2 .4 that this is the only solution to this problem. you would have my = −ky − δ 2 y . This proves most of the following theorem. y − a2 y = 0 is of the form C1 e−at + C2 eat for some constants C1 and C2 provided a > 0.13). a > 0 (17. Multiply both sides of this last equation by e−at .19. You know how these work. Thus in our spring example. (D − a) y ≡ y − ay = C1 e−at .13) is of the form y = C1 e−at +C2 eat . Let z = (D − a) y.11). e−at y = and so y= C1 −2at e + C2 −2a C1 −at e + C2 eat .1. By the product and chain rules. 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. THE EQUATIONS OF UNDAMPED AND DAMPED OSCILLATION has a unique solution and this solution is y (t) = y0 cos (ωt) + y1 sin (ωt) . d −at e y = C1 e−2at . −2a Now since C1 is arbitrary. In the example of the object bobbing on the end of a spring. it follows any solution of (17. This is a device which resists motion like a shock absorber on a car. It follows from Theorem 17. Now consider another sort of diﬀerential equation.1.12) does indeed provide a solution to the initial value problem (17.1 on Page 221. dt Therefore.0. y − a2 y = 0. Now you should verify that any expression of this form actually solves the equation. In the case when a = 0. Therefore. ω 393 (17. If the car is just sitting still the shock absorber applies no force to the car. Now consider the diﬀerential equation of damped oscillation.17. Theorem 17.

1. you di must get zero because there is no voltage source in the circuit. Theorem 17. Thus i = Q = Cv .1. The voltage drop across the resistor is Ri where R is the resistance. z (t) = C1 cos (ωt) + C2 sin (ωt) where ω = Therefore. y = e−bt (C1 cos (ωt) + C2 sin (ωt)) (17. z is a solution to the equation z + a − b2 z = 0.1. (17.1.1.14) in terms of z. The second case is called the critically damped case and the third is called the overdamped case. and an inductor in series as shown in the following picture. In the case that b2 − a = 0 the solutions of (17. If b2 − a < 0. 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.16) In the case that b2 − a > 0 the solutions are of the form e−bt C1 e−rt + C2 ert .2 rather than Theorem 17.17) Proof: Let z = ebt y and write (17. (17. . Thus.14) Actually this is a general homogeneous second order equation.14) are of the form e−bt (C1 + C2 t) . The current equals the rate of change of the charge on the capacitor. The other two cases are completely similar.such damped oscillation satisﬁes an equation of the form. (17. a resistor. y + 2by + ay = 0. then by Theorem 17. Example 17. They use Theorem 17.15) √ where ω = a − b2 and C1 and C2 are constants. Concerning the solutions to this equation. Dividing by m and adjusting the coeﬃcients. R C L di The voltage drop across the inductor is L dt where i is the current and L is the inductance. In this theorem the ﬁrst case is referred to as the underdamped case. This is according to Ohm’s law. where r = √ b2 − a.4 An important example of these equations occurs in an electrical circuit having a capacitor.14) are of the form e−bt (C1 cos (ωt) + C2 sin (ωt)) . as claimed. (17. this becomes LCv + CRv + v = 0.18) √ a − b2 . Then all solutions of (17. a second order linear diﬀerential equation of the sort discussed above. more general than what results from damped oscillation. the following theorem is given. When these voltages are summed.1.3 Suppose b2 − a < 0. Thus L dt + Ri + Q = 0 and C written in terms of the voltage drop across the capacitor.1.394 THE CIRCULAR FUNCTIONS AGAIN where δ 2 is the constant of proportionality of the resisting force.

5. 7. Solve the initial value problem. Using Theorem 17. Verify that y = C1 e−at + C2 eat solves the diﬀerential equation.9.13). A mass of ten Kilograms is suspended from a spring attached to the ceiling. What is h (x) for x = 0? . The mass end of the spring is then pulled down a distance of one cm. estimate S (.5 and Theorem 17. Using Theorem 17. Is the derivative of a function always continuous? Hint: Consider h (x) = 1 x2 sin x if x = 0 .1) and C (. 2 cm. x→0 x lim 15. Also verify the second half of (17.2 Exercises 1. Give the displacement as before.8m/ sec2 .0. 6 120 (17. y (0) = 0. x→0 x lim 8.18). 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. y (0) = 0. 12. Using Theorem 17. 3. Assume the acceleration of gravity is 9. Prove from the initial value problems satisﬁed by S and C the formula (17.2. Verify (17. Explain why this equation describes a physical system which has some dubious properties. y (0) = 1. establish the limit. 0 if x = 0 Show h (0) = 0. and released. 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. establish the limit. = 0 are of the form y = 5.8.9. Verify that all solutions to the diﬀerential equation. Solve the initial value problem y + 2y + 2y = 0. 1 − C (x) = 0. Show from Corollary 6.0. S (x) ≤ x − x3 x5 + .5 that for all x ≥ 0. 11. 13. This mass causes the end of the spring to be displaced a distance of 39. called the amplitude. y (0) = 1.6). 4. (17.0.5.1) .17. 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. Give upper and lower bounds for these numbers.19) 6. 9. A.5 and Problem 5. 10.0. EXERCISES 395 17. 2.14) consider the equation in which b = −1 and a = 3. 14. y C1 t + C2 .8). S (x) = 1. y + 5y − y = 0. In (17.5 and Problem 5 and Theorem 5.

7π/4.7π/6. π/4. .π.3π/4. π/6. show these angles on the unit circle and ﬁnd the sine and cosine of each one. √a2 +b2 is a point on the unit circle so it is of the form (cos φ.396 THE CIRCULAR FUNCTIONS AGAIN 16. For θ = 0. π/2.5π/4. √ a a Hint: f (t) = a2 + b2 √a2 +b2 cos ωt + √a2b+b2 sin ωt and √a2b+b2 .4π/3.2π. Do this without any reference to triangles or plane geometry.5π/3. 17. Now recall the formulas for the sine and cosine of sums of angles. Suppose f (t) = a cos ωt + b sin ωt.11π/6. These are important examples.3π/2. 2π/3. π/3. sin φ) . Show there exists φ such that f (t) = a2 + b2 sin (ωt + φ) .5π/6.

Probably the simplest curvilinear coordinate system is that of polar coordinates. 4) . the number r identiﬁes the distance of the point from the origin. can be described in terms of the Cartesian coordinates. x = r cos (θ) . 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.1. Thus the Cartesian coordinates 6 2 6 2 √ 5 5 are 2 3. (r. (x. 397 . 0) while θ is the angle shown between the positive x axis and the line from the origin to the point.Curvilinear Coordinate Systems 18. π . (0. θ) . y) • (r. (18. 2 . indicated by a small dot in the picture.1). Example 18.1 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. 2π). Find the Carte6 sian or rectangular coordinates of this point. y = r sin (θ) . y (x.1) Example 18. The idea is suggested in the following picture.2 Suppose the Cartesian coordinates of a point are (3.1. √ From (18. This angle will always be given in radians and is in the interval [0. x = 5 cos π = 5 3 and y = 5 sin π = 5 . Find the polar coordinates. Thus the given point. In general these lists of numbers which have a diﬀerent meaning than Cartesian coordinates are called Curvilinear coordinates. y) or the polar coordinates.1 The polar coordinates of a point in the plane are 5. θ) θ r x You see in this picture. How are the two coordinates systems related? From the picture.

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

3) dt dt Using (18. THE ACCELERATION IN POLAR COORDINATES 399 that the standard way to determine position on the earth is to give the longitude and latitude.Then r (t) = r (t) er (θ (t)) where r (t) = |r (t)| . s d eθ e d r y (r. The latitude corresponds to φ and the longitude corresponds to θ.18. A good example of this is the force exerted by the sun on a planet.3) as needed along with the product rule and the chain rule.1 18. er and eθ are shown. (18. (18. r (t) = = Next consider the acceleration. r (t) er + r (t) = er + 2r (t) θ (t) + r (t) θ (t) eθ . er = (cos θ. consider the following simple diagram in which two unit vectors. der deθ = θ (t) eθ . θ) θ The vector. eθ = (− sin θ.2).2) dθ dθ Now consider the position vector from 0 of a point in the plane. er = − . Note that er is a unit vector pointing away from 0 and der deθ eθ = . Thus r (t) is just the distance from the origin.2. What is the velocity and acceleration? Using the chain rule. This force is always directed toward the sun and so the force vector changes as the planet moves. cos θ) . 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 .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. sin θ) and the vector. To discuss this. r (t) . When this is the case. der der deθ deθ = θ (t) .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. You should convince yourself that the picture above corresponds to this deﬁnition of the two vectors. 0 to the point. it is often useful to express things in terms of diﬀerent coordinates which are consistent with these directions. = −θ (t) er (18. = θ (t) dt dθ dt dθ and so from (18. .

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

it follows from (18. and there is a formula for the time it takes for the planet to move around the sun. 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. Gravity acts according to this law and so does electrostatic force. PLANETARY MOTION 401 Example 18. dt 2 dt 2 (18. G. (18.18.4) that 2r (t) θ (t) + r (t) θ (t) = 0 Multiply both sides of this equation by r. 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 . These laws.5) dθ 2 2222 2 222 In this picture. (18.67 × 10−11 Newton meter2 /kilogram2 . The constant. Here G is the gravitation constant.4 An object moves in three dimensions in such a way that the only force acting on the object is a central force.6) = 0. dA. The area of the circular sector. Then the object moves in a plane and the radius vector from the origin to the object sweeps out area at a constant rate. C. 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. Now consider the following picture. This is called an inverse square law.3 Planetary Motion Kepler’s laws of planetary motion state that planets move around the sun along an ellipse. discovered by Kepler. is essentially r2 dθ and so dA = 1 r2 dθ. m by a mass.2. The above lemma says the object moves in a plane. is very small when usual units are used and it has been computed using a very delicate experiment. This yields 2rr θ + r2 θ = r2 θ Consequently. the equal area law described above holds. Therefore.7) 18.3. 2 1 dθ c dA = r2 = . It is now accepted to be 6. r2 θ = c for some constant. From the assumption that the force ﬁeld is a central force ﬁeld. were shown by Newton to be consequences of his law of gravitation which states that the force acting on a mass.

The question of interest is to know how r depends on θ.10) and (18. = = Diﬀerentiating (18. In the following argument. and so 2rr θ + r2 θ = 0 −2r θ −2 dr c −2rr θ = = (18. Now from (18.) Consider the ﬁrst of Kepler’s laws. by (18. also.5). dr c dr = 2 .12) (18. the one which states that planets move along ellipses.8) = 0 and so there exists a constant. Experiments like these are major accomplishments.9). (18. c.13) Also. such that r2 θ = c. 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 . r (t) − r (t) θ (t) Thus k = GM and r (t) − r (t) θ (t) = −k As in (18.9). .2. The constant was ﬁrst measured successfully by Lord Cavendish in 1798 and the present accepted value was obtained in 1942. regarding r as a function of θ and θ as a function of t. (It could also be a comet or an asteroid. the motion is in a plane. M is the mass of the sun and m is the mass of the planet. 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.9) Therefore.12) again with respect to t.10) r2 r r dt r2 −2c dr = (18.3. (18. By the chain rule. From Lemma 18. d2 r dt2 = = = dθ dt c r2 c r2 − dr dθ 2 2c2 r5 .11) r3 dt Now consider the ﬁrst of the above equations. 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. 2r (t) θ (t) + r (t) θ (t) = 0.4) and Newton’s second law.402 CURVILINEAR COORDINATE SYSTEMS by two larger masses. θ = dr dθ dr = dθ dt dt and by (18.

dr dρ = (−1) ρ−2 . Thus. + ρ2 = k dρ . there exists a constant. d r = dθ2 2 − ρ−2 d2 ρ . c2 dθ Therefore. d2 ρ k + ρ = 2. Multiply both sides by d2 ρ dρ dρ k dρ +ρ = 2 dθ c dθ dθ2 dθ Then from the product rule. 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 (18.14). However. dθ dθ dρ dθ 2 d2 r = 2ρ−3 dθ2 substituting this in to (18. r = ρ−1 . from the chain rule.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. 1 d 2 dθ dρ dθ 2 dρ dθ . c dθ2 a much more manageable equation. dθ2 dr = dθ 2 2ρ−3 dρ dθ 2 − ρ−2 d2 ρ dρ k − (−1) ρ−2 (2ρ) − ρ−1 = − 2 2 . PLANETARY MOTION It follows that the ﬁrst equation of (18.3.14) Next consider the above equation in terms of ρ = r−1 . c1 such that 1 2 dρ dθ 2 + ρ2 − k ρ = c1 c2 . 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.18.

1 δ2 which shows that α (θ) such that 1 dρ1 ρ1 δ dθ . dρ1 = α (θ) δ cos (α (θ)) dθ and so α (θ) = 1. x2 + y 2 = (εp − εy) = ε2 p2 − 2pε2 y + ε2 y 2 And so x2 + 1 − ε2 y 2 = ε2 p2 − 2pε2 y. Then squaring both sides. dθ Diﬀerentiating the second equation with respect to θ. dρ1 = δ cos (α (θ)) . If ε < 1. α (θ) = θ + φ for some constant. 2c2 k + δ sin θ c2 (18. Therefore. δ dρ1 dθ 2 + ρ1 δ 2 =1 is a point on the unit circle.16) Here all these constants are nonnegative. this is called a hyperbola. k = ρ1 = δ sin θ. there exists an angle. Therefore. This proves that objects which .17) 2 In case ε = 1.404 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 . ρ1 = δ sin (α (θ)) . Redeﬁning. (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. this reduces to the equation of an ellipse and if ε > 1. φ.15) (18. (18. Thus r + εr sin θ = εp and so r = (εp − εy) . θ if necessary. this reduces to the equation of a parabola.

The constant. (1 − ε2 ) This follows because ε2 p2 (1 − 2 ε2 ) ≥ ε2 p2 . 1 − ε2 Now let T denote the time it takes for the planet to make one revolution about the sun.18) Now note this is the equation of an ellipse and that the diameter of this ellipse is 2εp ≡ 2a. The case where ε = 0 corresponds to a circle. (18. T2 = = 4π 2 ε4 p4 3 kεp (1 − ε2 ) k (1 − ε2 ) 2 3 2 3 4π a 4π a = . the equal area formula.16). PLANETARY MOTION 405 are acted on only by a force of the form given in the above example move along hyperbolas.19) This relationship is known as Kepler’s third law.2 on Page 248 which gives the area of an ellipse. 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 (18.18. ellipses or circles.3. and (18. this has shown T2 = 4π 2 GM diameter of ellipse 2 3 .7) the following equation must hold.9. area of ellipse π√ Therefore. Using this formula. 2) (1 − ε (1 − ε2 ) / ε2 p2 (1 − ε2 ) 2 = 1. (18. holds for any central force. Recall Example 10. From (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 = . Kepler’s second law. ε is called the eccentricity. not just one which satisﬁes an inverse square law. Kepler’s third law involves the time it takes for the planet to orbit the sun. . k GM = 4π 2 (εp) 3 3 Written more memorably. This is called Kepler’s ﬁrst law in the case of a planet.

2. (1. Not only is it often very diﬃcult or even impossible to do it. Find its spherical and cylindrical coordinates. (a) z = x2 + y 2 . 4. and ρ (t) = t. Describe the following surface in rectangular coordinates. 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. 9. (a) z = x2 + y 2 .4 Exercises 1. y (t) . Write the following in cylindrical coordinates. Describe the following surface in rectangular coordinates. θ (t) = 1 + t. 8. 2. θ = π/4 where θ is the angle measured from the postive x axis cylindrical coordinates. 6. Suppose you know how the spherical coordinates of a moving point change as a function of t. ρ = 4 where ρ is the distance to the origin. Describe the following surface in rectangular coordinates. (b) x2 − y 2 = 1 (c) z 2 + x2 + y 2 = 6 (d) z = (e) y = x (f) z = x 11. Find the speed and the velocity of the object in terms of Cartesian coordinates. 5. A point has Cartesian coordinates. Write the following in spherical coordinates. sometimes this inversion can be done. Then in terms of Cartesian coordinates. 3. r = 5 where r is one of the cylindrical coordinates. Give the cone. φ = π/4 where φ is the polar angle in spherical coordinates. However. 3) . suppose φ (t) = t.406 CURVILINEAR COORDINATE SYSTEMS 18. x2 + y 2 x2 + y 2 . the velocity would be x (t) i + y (t) j + z (t) k. 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. 7. (b) x2 − y 2 = 1 (c) z 2 + x2 + y 2 = 6 (d) z = (e) y = x (f) z = x 10. Hint: You would need to ﬁnd x (t) . 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. θ = π/4 where θ is the angle measured from the postive x axis spherical coordinates. Describe the following surface in rectangular coordinates. Describe the following surface in rectangular coordinates. and z (t) . z = x2 + y 2 in cylindrical coordinates and in spherical coordinates.

18. Explain why low pressure areas rotate counter clockwise in the Northern hemisphere and clockwise in the Southern hemisphere.98 × 1024 kilograms.256 days. determine the mass of the sun. 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. Using (18. 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. EXERCISES 407 12. The earth goes around it in 365 days. How are things diﬀerent in the Southern hemisphere? 13. 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.4. What are some physical assumptions which are made in the above derivation of Keplers laws from Newton’s laws of motion? 14.) 15.6).19) and the above value of the universal gravitation constant. The orbit of the earth is pretty nearly circular and the distance from the sun to the earth is about 149 × 106 kilometers. Such a satellite is called geosynchronous. (Actually it is 365. . In the low pressure area stuﬀ will move toward the center so r gets smaller. the low pressure area already has a counter clockwise rotation because of the rotation of the earth and its spherical shape.

408 CURVILINEAR COORDINATE SYSTEMS .

Part IV Functions Of More Than One Variable 409 .

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

m × n matrices and 0 an m × n zero matrix.4) (19. the commutative law of addition. Recall this means x is a list of n real numbers. Note there are 2 × 3 zero matrices.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. while a 1 × n matrix of the form (x1 · · · xn ) is referred to as a row vector. A.(19. for α. (α + β) A = αA + βA. 1A = A. With this deﬁnition. (19.1) The above properties.5) (19. and C. the existence of an additive identity. (A + B) + C = A + (B + C) . A + 0 = A.412 LINEAR ALGEBRA Deﬁnition 19. .8) (19. etc. α (A + B) = αA + αB. (19.7) (19.3) (19. Deﬁnition 19. Then A + B = C where C = (cij ) for cij = aij + bij . xn These n × 1 matrices are also called vectors. x = . B. The zero matrix. . A + (−A) = 0. the existence of an additive inverse. sometimes column vectors. the associative law for addition.1 Let A = (aij ) and B = (bij ) be two m × n matrices. In fact for every size there is a zero matrix. this list of numbers will be arranged vertically. denoted by 0 will be the matrix consisting of all zeros. A + B = B + A. α (βA) = αβ (A) . the following also hold. Also. Also if x is a scalar. β scalars.6) (19. From now on. The number Aij will typically refer to the ij th entry of the matrix. 3 × 4 zero matrices.1. .1) .2) (19.2 Let x ∈ Rn . Thus x1 . xA = (cij ) where cij = xaij .1. the following properties are all obvious but you should verify all of these properties valid for A.

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

It is of the form (3 × 2) (2 × 3) and since the inside numbers match. it must be possible to do this. (19.5 Multiply if possible 3 1 . Then AB is an m × p matrix and n (AB)ij = k=1 Aik Bkj . 7 6 2 2 6 First check to see if this is possible. Then an m × p matrix. · · ·. the next task is to multiply an m × n matrix times an n × p matrix. (AB)ij = Aik Bkj . these must match (m × n) (n × p )=m×p If the two middle numbers don’t match. Deﬁnition 19. k=1 (19.1. . bj = .9) deﬁned is an m × p matrix. Then B is of the form B = (b1 . you can’t multiply the matrices. Thus Aik Bkj . the ith entry is n (19. 3 1 1 7 6 2 2 6 2 6 2 6 . Hence AB as just What is the ij th entry of AB? It would be the it would be the ith entry of Abj .4 Let A = (Aij ) be an m × n matrix and let B = (Bij ) be an n × p matrix. 3 1 3 . (19. Before doing so. the following may be helpful. The answer is of the form 1 2 1 2 1 2 3 1 2 . AB. Now B1j . Let A be an m × n matrix and let B be an n × p matrix. · · ·. AB is deﬁned as follows: AB ≡ (Ab1 . A and B are said to be conformable in a particular order if they can be multiplied in that order.414 LINEAR ALGEBRA With this done.10) This motivates the deﬁnition for matrix multiplication which identiﬁes the ij th entries of the product. 1 2 2 3 1 Example 19. Abp ) where Abk is an m × 1 matrix. Thus if A is an r × s matrix and B is a s × p then A and B are conformable in the order.12) Two matrices. ith entry of the j th column of AB. Bnj and from the above deﬁnition. on Page 331. bp ) where bk is an n × 1 matrix.1.11) In terms of the repeated summation convention.

0 415 resulting product. 14 This is not possible because it is of the form (3 × 2) (3 × 3) and the middle numbers don’t match. 2 3 1 2 Example 19. the following hold for matrices and a. A (aB + bC) = a (AB) + b (AC) (B + C) A = BA + CA A (BC) = (AB) C (19. 2 3 1 1 2 Example 19.1. it can happen that AB makes sense while BA does not make sense which was the case in these examples. When the multiplication is done it equals 13 13 29 32 . MATRICES where the commas separate the columns in the equals 16 15 13 15 46 42 a 3 × 3 matrix as desired. and you see these are not equal.19. 0 1 1 0 = 2 4 1 3 . there are some properties which do hold. b scalars.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 .1. 0 0 Note the above two examples show matrix multiplication is not commutative.13) (19. Proposition 19.1.6 Multiply if possible 3 1 7 6 0 0 2 6 1 2 . Thus the above product 5 5 .14) (19.7 Multiply if possible 7 6 2 3 1 . you cannot conclude that AB = BA for matrix multiplication. 1 2 3 4 0 1 1 0 and 0 1 1 0 1 3 2 4 .15) .9 If all multiplications and additions make sense.1. Therefore.1. Example 19. It seems natural to ask if the product of any two n × n matrices commutes. However. In fact. 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.

Lemma 19. denoted by placing a T as an exponent on the matrix.1. The following example shows what is meant by this operation. This proves (19. the associative law of multiplication. Proof: From the deﬁnition.17) (αA + βB) = αAT + βB T T = = = = (AB)ji Ajk Bki B T ik AT B T AT ij kj (19. (A (BC))ij = Aik (BC)kj = Aik Bkl Clj = (AB)il Clj = ((AB) C)ij .15).14) is entirely similar.11 Let A be an m × n matrix and let B be a n × p matrix. The number 3 was in the second row and the ﬁrst column and it ended up in the ﬁrst row and second column. (AB) T ij T (19.416 LINEAR ALGEBRA Proof: Using the repeated index summation convention and the above deﬁnition of matrix multiplication. Deﬁnition 19. Thus the 3 × 2 matrix became a 2 × 3 matrix.1.16) (19. Formula (19. Then (AB) = B T AT and if α and β are scalars.15). Then AT denotes the n × m matrix which is deﬁned as follows.17) is left as an exercise and this proves the lemma. AT ij = Aji The transpose of a matrix has the following important property. This motivates the following deﬁnition of the transpose of a matrix. Another important operation on matrices is that of taking the transpose.10 Let A be an m × n matrix. . Consider (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. 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.

Example 19.14 Let A = 1 1 1 1 .1.1. The other case is left as an exercise for you. 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 330.19.12 Suppose A is an m × n matrix and In is the n × n identity matrix.1. Deﬁnition 19. A has an inverse. = . If Im is the m × m identity matrix. 1 1 1 1 −1 1 = 0 0 and if A−1 existed. Does A have an inverse? One might think A would have an inverse because it does not equal zero.1.1. However.1 Finding The Inverse Of A Matrix A little later a formula is given for the inverse of a matrix. Then AIn = A. 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. it also follows that Im A = A. Show 2 −1 −1 1 is the inverse of A. Thus the answer is that A does not have an inverse. Example 19. Lemma 19.15 Let A = To check this.13 An n×n matrix. Proof: (AIn )ij = = Aik δ kj Aij and so AIn = A. It is called the identity matrix because it is a multiplicative identity in the following sense. 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 = . 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 . It is also important to note that not all matrices have inverses. it is not a good way to ﬁnd the inverse for a matrix. However. = A−1 A a contradiction.1.

19) to ﬁnd z and w. Putting in the variables. LINEAR ALGEBRA In the last example. such that 1 1 1 2 x z y w = 1 0 0 1 . x + 2y = 0 and z + w = 0. the inverse is 2 −1 −1 1 . 0 1 1 Now take (−1) times the second row and add to the ﬁrst to get 1 0 0 1 −1 1 . In each case. Therefore. Take (−1) times the ﬁrst row and add to the second to get 1 1 0 .418 showing that this matrix is indeed the inverse of A. the ﬁrst y z column of the inverse was obtained ﬁrst and then the second column . the end result was something of the form (I|v) x where I is the identity and v gave a column of the inverse. how would you ﬁnd A−1 ? You wish to ﬁnd a matrix. Now solve the second system. . In the above. x + y = 1. z + 2w = 1. Putting in the variables.19) 1 0 (19. x z y w This requires the solution of the systems of equations. (19. 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. this says x = 2 and y = −1. w This is the reason for the following simple procedure for ﬁnding the inverse of a matrix. Didn’t the above seem rather repetitive? Note that exactly the same row operations were used in both systems. Lets solve the ﬁrst system. . this says z = −1 and w = 1.18) for the second. 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 .

form the augmented n × 2n matrix.8) and previous problems show (−1) A = −A.1) . .8) show −A is unique. 4.19. 5.2.2 Exercises 1. The matrix.1.(19. A has no inverse exactly when it is impossible to do row operations and end up with one like (19. Using only the properties (19.1) .(19. 0 0 .8) show 0A = 0. Here the 0 on the left is the scalar 0 and the 0 on the right is the zero for m × n matrices. When this has been done. −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.17). 6. 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.20) if possible.1) . To ﬁnd A−1 if it exists. Using only the properties (19.17 Let A = 1 −1 1 . 1 1 0 2 2 1 −1 0 . This yields after a some computations. Prove (19. Find A−1 . Using only the properties (19. 1 1 −1 Form the augmented matrix.1. 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.8) show 0 is unique. 1 1 0 0 1 0 1 0 . (A|I) and then do row operations until you obtain an n × 2n matrix of the form (I|B) (19.20).1) . 7. Prove that Im A = A where A is an m × n matrix.(19.8) describe −A and 0.(19.(19. 1 0 1 Example 19. Using only the properties (19.16 Suppose A is an n × n matrix. 3. B = A−1 .1) . 1 19. 1 1 1 −2 −2 Checking the answer is easy. EXERCISES 419 Procedure 19. In (19. 2.

and yet AB = AC. 1 1 −3 1 1 −1 −2 0 . Write x3 3x3 3x4 + 3x2 + x1 x4 18. Give another example other than the one given in this section of two square matrices. Give an example of a matrix. Let A = −2 1 if possible. A = 0. then B = A−1 . 1) and y = (0. 17. 10. They are all wrong. 14. then it is unique. C such that B = C. A such that A2 = I and yet A = I and A = −I. That is. Let A and be a real m × n matrix and let x ∈ Rn and y ∈ Rm . A. if BA = I and AB = I. 16. y)Rm = x. 15. (a) AB (b) BA (c) AC (d) CA (e) CB (f) BC 13. Find −1 . Show that if A−1 exists for an n × n matrix. 11. Use the result of Problem 8 to verify directly that (AB) = B T AT without making any reference to subscripts. 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. A and B such that AB = BA. Find xT y and xyT if possible. Show (AB) −1 T of matrices. ·)Rk denotes the dot product in Rk . Let x = (−1. Show (Ax. 19. 9. B.420 LINEAR ALGEBRA 8. A. Give an example of matrices. 1. 3 2 2 2 2 .AT y Rn where (·. −1. B such that neither A nor B equals zero and yet AB = 0. Suppose A and B are square matrices of the same size. B = . Give an example 1 12. 2) . and C = −1 2 2 1 −2 −3 −1 0 2 = B −1 A−1 . x1 − x2 + 2x3 x1 2x3 + x1 in the form A x2 where A is an appropriate matrix.

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. These vectors have a signiﬁcant property. u vectors in Rn and a. determine why. 1 0 2 Find A−1 if possible.22) i Also. It turns out this is the only type of linear transformation available. B such that AB = 0. 0. (19. Let A = −1 3 −1 3 .3. here is a simple deﬁnition. 0 as follows: .21). b scalars. then for v.3.13). 0) . A : Rn → Rm is called a linear transformation if for all u. .3. · · ·.2 A vector.1 A function. If A−1 does not exist. LINEAR TRANSFORMATIONS (i) All of the above. ∈Rn A au + bv = aAu + bAv ∈ Rm (19. if A is an m × n matrix. there is always a matrix which produces A. Thus v is a list of real numbers arranged vertically. 1.19. v ∈ Rn and a. where the 1 is in the ith position and there are zeros everywhere else. b scalars.3 Linear Transformations By (19. Then eT v = v i . · · ·. 0. However. · · ·. . They are all right. . Let 1 2 3 A = 2 1 4 . One of them is longer than the other. Before showing this. (19. then letting ei ∈ Rm and ej ∈ Rn . Thus if A is a linear transformation from Rn to Rm . which one is meant will be determined by the context in which they occur. Thus ei = (0. Deﬁnition 19. ei ≡ 1 .21) Deﬁnition 19. ei ∈ Rn is deﬁned 0 . From (19. eT Aej = Aij i (19.3. 19. matrix multiplication deﬁnes a linear transformation as just deﬁned.3 Let v ∈ Rn . if A is an m × n matrix. Prove that if A−1 exists and Ax = 0 then x = 0. . v1 . 421 21. Find all 2 × 2 matrices. 20. 22. Lemma 19.23) T .21) holds. vn .

. (19. The ik th entry of this matrix is given by eT Lek i Proof: By the lemma. This theorem shows that any linear transformation deﬁned on Rn can always be considered as a matrix. Consider (19. From the deﬁnition of matrix multiplication using the repeated index summation convention. . i To verify uniqueness. T T T ei Aej = ei Aik (ej )k = ei Aij = Aij . . 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. Proof: This follows immediately from the above theorem. Amj Amk (ej )k by the ﬁrst part of the lemma. the terms “linear transformation” and “matrix” will be used interchangeably. .22) makes perfect sense. This proves the lemma. . The unique matrix determining the linear transformation which is given in (19. suppose Bx = Ax = Lx for all x ∈ Rn . to prove the existence part of the theorem. Then in particular. .3. For example. means the linear transformation determined by the matrix is one to one. L : R2 → R2 which has the property 2 1 that Le1 = and Le2 = .5 A linear transformation. Theorem 19.6 Find the linear transformation. From the above theorem and corollary. 1.3. .4 Let L : Rn → Rm be a linear transformation. (Lx)i = eT Lx = eT xk Lek = eT Lek xk . vn as claimed. Len } . . · · ·. L : Rn → Rm is completely determined by the vectors {Le1 . · · ·0) vi = vi . to say a matrix is one to one. Corollary 19. i i i Let Aik = eT Lek . This proves uniqueness. and noting that (ej )k = δ kj A1j A1k (ej )k . . .24) depends only on these vectors. A such that Ax = Lx for all x ∈ Rn .3. It equals v1 . . Example 19. this linear 1 3 transformation is that determined by matrix multiplication by the matrix 2 1 1 3 . (0.422 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. . Therefore.24) . Then there exists a unique m × n matrix.23). . · · ·. .

This was just accomplished for k = 1. For x ∈ Rn arbitrary. The other case is that Aej ∈ span {f1 . · · ·. LINEAR TRANSFORMATIONS 423 19. Aei1 } because Aek = 0 for k < i1 . · · ·. · · ·. Before reading further. en } with the property that Aei = 0. xk } be a set of vectors in Rn . you should review the dot product and its properties on Page 311. stop and consider span {f1 . The following lemma is very signiﬁcant.25) .3. These sums are called linear combinations. (By construction. · · ·. · · ·. Proof: Let f1 = Aei1 |Aei1 | where ei1 is the ﬁrst vector in the list. fr } = A (Rn ) ≡ {Ax : x ∈ Rn }. · · ·. In this case.8 Let A be an m × n matrix. Then deﬁne / fk+1 ≡ Aeik+1 − Aeik+1 − k j=1 k j=1 Aeik+1 · fj fj Aeik+1 · fj fj . · · ·. {e1 . · · ·.3. · · ·. Aeik } = span {Ae1 . · · ·. · · ·.) Let ik+1 be the smallest index larger than ik such that Aeik+1 ∈ span {f1 . fk } for all j. 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 } . fk } for all j ≤ ik .19.7 Let {x1 .1 Least Squares Problems k Deﬁnition 19. fk } for some j. Also recall that δ ij = 1 if i = j . There are two cases to consider. · · ·. ck ∈ R In words span {x1 . · · ·. {f1 . Now suppose {f1 . Thus span {f1 } = span {Aei1 } = span {Ae1 . · · ·. · · ·. xk } ≡ i=1 ci xi : c1 . · · ·. xk } consists of all vectors which can be obtained by adding up scalars times the vectors in the set {x1 . xk }. A = 0. fk } showing that span {f1 . Aeik } = span {f1 . Ae2 . Then there exist vectors.3. (19. fk } . Aej is in / span {f1 . fk } = A (Rn ) . fr } such that fi · fj = δ ij and span {f1 . · · ·. being a special case of something called the Gram Schmidt procedure. First it could happen that Aej ∈ span {f1 .3. 0 if i = j Lemma 19. Deﬁne span {x1 . fk } . fk } have been chosen in such a way that fi · fj = δ ij and span {Aei1 . · · ·. · · ·.

fk } . fr } = A (Rn ). · · ·. · · ·.8 with span {f1 . 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 ) . · · ·. from the properties of the dot product on Page 311. Then there exists x ∈ Rn 2 minimizing the function. Furthermore. This proves the lemma. δ jl (19. · · ·. Then from the deﬁnition of |·| and the properties of the dot product. The following is a fundamental existence theorem which is based on the above lemma. then letting Ax = k=1 yk fk . for l < k + 1. Proof: Let {f1 . Theorem 19.424 LINEAR ALGEBRA Note the denominator is non zero because of the assumption that Aeik+1 ∈ span {f1 . |y−Ax| . fr } . · · ·. it follows that {f1 . Aeik+1 Also.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. · · ·.3. fk+1 } has the property that fi · fj = δ ij and each fj ∈ A (Rn ) . · · ·. it follows that if you can ﬁnd y1 . .9 Let y ∈ Rm and let A be an m × n matrix. Let y1 . · · ·. Continue until the ﬁrst case is obtained. since |fk+1 | = 1. it will follow that this x is the desired solution. This must happen in no more than n applications of the above process because for each j. · · ·. yr be a list of scalars. Aeik+1 = span Ae1 . fk+1 } = span Aei1 . fr } be the vectors of Lemma 19.3. / Then span {f1 . · · ·. Since A (Rn ) = span {f1 . yr in such a way as to minimize r 2 n y− k=1 r y k fk . ij < ij+1 and ij can’t be any larger than n. x minimizes this function if and only if (y−Ax) · Aw = 0 for all w ∈ R .

According to Theorem 19. .3. {(xi . Using the repeated index summation convention. Suppose you are given points in the plane.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. let t ∈ R and consider |y−A (x + tw)| 2 = = (y−Ax − tAw) · (y−Ax − tAw) |y−Ax| − 2t (y−Ax) · Aw + t2 |Aw| . To verify the other part. Ax · y = = = Aij xj yi xj AT yi ji x·AT y. 2 2 2 2 Then from the above equation. Therefore. try to ﬁnd m. . which occurs if and only if (y−Ax) · Aw = 0 for all w ∈ Rn . 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 . (Why?) This proves the theorem. −2t (y−Ax) · Aw + t2 |Aw| ≥ 0. yn 2 A as small as possible. . . . LINEAR TRANSFORMATIONS 425 This shows that the minimum is obtained when yk = (y · f k ) . b to get as close as possible. b yn .9. − . The desired system is y1 x1 1 . = . . Lemma 19. Then Ax · y = x·AT y Proof: This follows from the deﬁnition.3.10 Let A be an m × n matrix. Of course this will be impossible in general.3. 2 2 2 2 19. AT A = AT . .19. m . . 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. the best values for m and b occur as the solution to y1 m . This proves the existence part of the Theorem. |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 .

xn Thus. . AT (y − Ax) · w = 0 which shows that AT (y − Ax) = 0. suppose that whenever. . . and c the system 2 y x1 x1 1 1 a . . including many in higher dimensions and they are all solved the same way. .10. . . From Theorem 19. Many other similar problems are important.426 where 1 .3 The Fredholm Alternative The next major result is called the Fredholm alternative. It comes from Theorem 19. by assumption. One could clearly do a least squares ﬁt for curves of the form y = ax2 + bx + c in the same way. This proves half the theorem.3.3. . Proof: First suppose that for some x ∈ Rn . . b. 19. . .9 and Lemma 19. . Theorem 19. To do the other half. In this case you want to solve as well as possible for a. AT z = 0 it follows that z · y = 0. b = .9 there exists 2 x minimizing |y − Ax| which therefore satisﬁes (y − Ax) · Aw = 0 for all w ∈ Rn . (y − Ax) · y = 0. c x2 xn 1 yn n and one would use the same technique as above.3. 1 LINEAR ALGEBRA x1 . 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 is necessary to show there exists x ∈ Rn such that y = Ax. Ax = y. A= .11 Let A be an m × n matrix. . Then there exists x ∈ Rn such that Ax = y if and only if whenever AT z = 0 it follows that z · y = 0. . (Why?) Therefore.27) . 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. Therefore. (19. Then letting AT z = 0 and using the above lemma.3. computing AT A. y · z = Ax · z = x · AT z = x · 0 = 0. for all w ∈ Rn .3.

11 there exists x such that Ax = y therefore.9 concluded with the following observation.27) with w = x. Why is this so? 2. y = Ax. it follows that for all y ∈ Rm .19. 3.11. Proof: Suppose ﬁrst A is onto.3. (a) Lx = 0 implies x = 0. If x · w = 0 for all w ∈ Rn . This proves the theorem. You are doing experiments and have obtained the ordered pairs. 427 Corollary 19. AT y = AT Ax and also explain why this is called a least squares solution to the equation. then a = 0. then x = 0. and (3.4. If −ta+t2 b ≥ 0 for all t ∈ R and b ≥ 0. Therefore.3. 1) . and 0 is a solution to this equation. 8. Explain why there always exists a solution to the equation. b. Show the following are equivalent.8 explain the assertion (19. Why is this so? 4. (b) L is one to one. and c to give the best approximation.11 the following argument was used.3.3. Now let y ∈ Rm be given. let y = z where AT z = 0 and conclude that z · z = 0 whenever AT z = 0. . 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. Now do the same thing for y = ax2 + bx + c. then AT (x − y) = 0 and so x − y = 0. (y − Ax) · (y−Ax) = (y − Ax) · y− (y − Ax) · Ax = 0 showing that y = Ax. Then by Theorem 19. In the proof of Theorem 19. EXERCISES Now by (19. Using Corollary 19. show that an m × n matrix is onto if and only if its transpose is one to one. 7.4 Exercises 1. 3. Find m and b such that y = mx + b approximates these four points as well as possible. 5.26). Then A is onto if and only if AT is one to one. since AT is assumed to be one to one.12 Let A be an m × n matrix. Suppose A is a 3 × 2 matrix. Suppose L : Rn → Rm is a linear transformation.3. 4) . The following corollary is also called the Fredholm alternative. (1. The proof of Theorem 19.3. by Theorem 19. x + 2y = 1 2x + 3y = 2 3x + 5y = 4 9. Therefore. it must be the only solution. ﬁnding a. (2. 19. 6. In the proof of Lemma 19. A is onto.12 and Problem 4.5) . If AT x = AT y. 2) .3. y · z = 0 whenever AT z = 0 because. ﬁnd the least squares solution to the following system. Referring to Problem 7. y · z = 0 whenever AT z = 0. (0.

428 LINEAR ALGEBRA 10. Then (A (t) B (t)) = A (t) B (t) + A (t) B (t) . zi ) . here is the concept of the product rule extended to matrix multiplication. Deﬁnition 19. 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. 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. That is. Then deﬁne A (t) ≡ Aij (t) . z = a + bx + cy + dxy + ex2 + f y 2 for example giving the best ﬁt to the given ordered triples.5. j.1 The Coriolis Acceleration Imagine a point on the surface of the earth. Suppose you have several ordered triples. Proof: (A (t) B (t)) = Cij (t) where Cij (t) = Aik (t) Bkj (t) and the repeated index summation convention is being used.5. Describe how to ﬁnd a polynomial. Suppose also that Aij (t) is a diﬀerentiable function for all i. Now consider unit vectors. one pointing South. yi . A (t) is the matrix which consists of replacing each entry by its derivative.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.1 Let A (t) be an m × n matrix. Say A (t) = (Aij (t)) . 19. one pointing East and one pointing directly away from the center of the earth.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.5. Lemma 19. Is there any reason you have to use a polynomial? Would similar approaches work for other combinations of functions just as well? 19. To begin with. Therefore. The next lemma is just a version of the product rule. k ' i£ £ £ rrj r j . (xi .

j∗ . MOVING COORDINATE SYSTEMS 429 Denote the ﬁrst as i. the positive y axis extend in the direction of j (t). Now let u be a vector and let t0 be some reference time. . 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. j. and the vector has changed although the components have not. Thus u (t) ≡ u1 i (t) + u2 j (t) + u3 k (t) . 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. Then Q (t) Q (t) = Q (t) Q (t) = I. scalars. let i∗ . the second as j and the third as k. Ω (t) such that u (t) = Ω (t) × u (t) . Then deﬁne the components of u with respect to these vectors. j. and displacements. k (t) form an orthonormal set. Also. k at time t0 as u ≡ u1 i (t0 ) + u2 j (t0 ) + u3 k (t0 ) . yields a moving coordinate system.5. j (t) . but of course they are not. i (t) . if u (t) ≡ Q (t) u. Q (t) preserves all distances because. since the vectors. As the earth turns. then there exists a vector. For example you could let t0 = 0.19. it is with respect to these apparently ﬁxed vectors that you wish to understand acceleration. Also. k but at time t. Nevertheless. i. 3 1/2 i 2 |Q (t) u| = i=1 u = |u| . velocities. like the vectors described in the ﬁrst paragraph. 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. Let u (t) be deﬁned as the vector which has the same components with respect to i. they change direction and so each is in reality a function of t.3 Suppose Q (t) is a real.5. In general. and the positive z axis extend in the direction of k (t) . diﬀerentiable n × n matrix which preserves disT T tances. Letting the positive x axis extend in the direction of i (t) . k∗ be the usual ﬁxed vectors in space and let i (t) . If you are standing on the earth you will consider these vectors as ﬁxed. It is assumed these vectors are C 1 functions of t. β. Lemma 19. k (t) be an orthonormal basis of vectors for each t. j (t) .

5. Therefore. Therefore. k∗ . It follows from the product rule. Q (t) u = u (t) . =u T T T T T T T T .430 Proof: Recall that (z · w) = 1 4 LINEAR ALGEBRA |z + w| − |z − w| 2 2 . j∗ . Therefore. (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. ω i . i∗ . where these are the usual basis vectors for R3 . Lemma 19. Then writing the matrix of Q (t) Q (t) with respect to ﬁxed in space orthonormal basis vectors. it follows from (19. This proves the lemma and yields the existence part of the following theorem. k∗ . (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) . T u (t) = Ω (t) ×u (t) = Q (t) Q (t) u (t) (19. 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 .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. This proves the ﬁrst part of the lemma. T Q (t) Q (t) u · w = (u · w) for all u.28) u (t) = Q (t) u =Q (t) Q (t) u (t). Q (t) Q (t) u = u and so Q (t) Q (t) = Q (t) Q (t) = I.29) where because Ω (t) × u (t) ≡ Ω (t) = ω 1 (t) i∗ +ω 2 (t) j∗ +ω 3 (t) k∗ . 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∗ . j∗ . w. Therefore. .

j (t) . (19. if e ∈ {i. Proof: It only remains to prove uniqueness.19. j. e = Ω × e because the components of these vectors with respect to i. j. 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. Similarly. v = R + x i + y j + z k + Ω × rB = R + x i + y j + z k + Ω× (xi + yj + zk) .5.5. k (t) . rB (t) ¢¢d d ¢ R(t) ¢ r(t) ¢ In the example of the earth.29). Then v ≡ r = R + x i + y j + z k+xi + yj + zk . Now consider the acceleration. This proves the theorem. k (t) be as described. Therefore.4 Let i (t) . MOVING COORDINATE SYSTEMS 431 Theorem 19. 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. thus regarding p (t) as the origin. 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) . xi + yj + zk = xΩ × i + yΩ × j + zΩ × k = Ω × (xi + yj + zk) and consequently. 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) . Ω×vB a = v = R + x i + y j + z k+x i + y j + z k + Ω × rB . vB (t) and aB (t) will be the velocity and acceleration relative to i (t) . Suppose Ω1 also works. k} . k (t). j (t) . this implies (Ω − Ω1 ) ×w = 0 for all w and thus Ω − Ω1 = 0. 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. 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) . k are constant. By . then u (t) = Ω (t) × u (t) . Therefore. j (t) . and so vB = x i + y j + z k and aB = x i + y j + z k. (Ω − Ω1 ) ×Q (t) u = 0 for all u and since Q (t) is one to one and onto. B on those relative to the moving coordinates system.

Let i. it follows from the geometric deﬁnition of the cross product that R = ωk∗ × R Therefore.5.31) . k∗ . k be the unit vectors described earlier with i pointing South. Formula (19. Let i∗ . an acceleration experienced by the observer as he moves relative to the moving coordinate system. j pointing East. it being an acceleration felt by the observer relative to the moving coordinate system which he regards as ﬁxed. aB = a − R − Ω × rB − 2Ω × vB − Ω× (Ω × rB ) . Solving for aB . The term Ω× (Ω × rB ) is called the centripetal acceleration. However. Also. 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 ) . Letting R (t) be the position vector of the point p. (19. 19. from the center of the earth. 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. Ω = ωk∗ and so =0 R = Ω × R+Ω × R = Ω× (Ω × R) since Ω does not depend on t. The mass multiplied by the Coriolis acceleration deﬁnes the Coriolis force. (19. Then the whole circular room begins to revolve faster and faster.2 The Coriolis Acceleration On The Rotating Earth Now consider the earth. and the term −2Ω × vB is called the Coriolis acceleration. Thus i∗ and j∗ depend on t while k∗ does not.30) Here the term − (Ω× (Ω × rB )) is called the centrifugal acceleration. 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. At some point. he will feel the eﬀects of the Coriolis force and this force is really strange. be the usual basis vectors attached to the rotating earth. if the nauseated victim moves relative to the rotating wall. observe the coordinates of R (t) are constant with respect to i (t) . k (t) . 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. and k pointing away from the center of the earth at some point of the rotating earth’s surface. j (t) .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. The force they feel is called centrifugal force and it causes centrifugal acceleration. 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. p. j∗ . 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. j.

k (t) next. it follows the i∗ . no larger than 7. the Coriolis acceleration could be signiﬁcant. Therefore. 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. aB = g−2 (Ω × vB ) While the vector. i. this term is therefore. This is described in terms of the vectors i (t) . j∗ . It is necessary to obtain k∗ in terms of the vectors.32) . 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. To see this. 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. if the only force acting on an object is due to gravity. θ. If you are using seconds to measure time and feet to measure distance. ρ cos (φ) It follows. MOVING COORDINATE SYSTEMS 433 In this formula. is due to gravity. note seconds in a day ω (24) (3600) = 2π. if the relative velocity. Letting (ρ. 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∗ . b. the following formula describes the acceleration relative to a coordinate system moving with the earth’s surface. vB is large.2722 × 10−5 2 |rB | . φ) be the usual spherical coordinates of the point p (t) on the surface taken with respect to i∗ .5. k. j. If the acceleration a. Thus the following equation needs to be solved for a. 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 (19.19. k∗ coordinates of this point are ρ sin (φ) cos (θ) ρ sin (φ) sin (θ) . k∗ the usual way with φ the polar angle. 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) . 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. j∗ .2722 × 10−5 in radians per second. and so ω = 7. Ω is quite small.

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) . Also. Is it possible to predict what will take place at various latitudes? Using (19. aB = −gk−2z ω sin φj. It is also reasonable to expect that no such observed rotation would take place on the equator. the second is j and the third is k in the above matrix. the following equation is descriptive of the situation. a is due to gravity. This shows the rock does not fall directly towards the center of the earth as expected but slightly to the east. This equals 2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] . p (t) on the earth’s surface. considering the j component. and c = cos (φ) .5.31). z = −gt approximately. Therefore. 1 There is such a pendulum in the Eyring building at BYU and to keep people from touching it. The dominant term in this expression is clearly the second one because x will be small. Example 19. The solution is a = − sin (φ) . However. Therefore. b = 0. there is a little sign which says Warning! 1000 ohms. The term Ω× (Ω × R) is pretty |R+rB | small and so it will be neglected. This is what allowed him to observe the earth rotate out from under it. Clearly such a pendulum will take 24 hours for the plane of vibration to appear to make one complete revolution at the north pole. (19. Example 19. aB = a − Ω× (Ω × R) −2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] . the Coriolis force will not be neglected. the i and k contributions will be very small.6 In 1851 Foucault set a pendulum vibrating and observed the earth rotate out from under it. Two integrations give ωgt3 /3 sin φ for the j component of the relative displacement at time t. this is 2gtω sin φ.434 LINEAR ALGEBRA The ﬁrst column is i.5. 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.33) Remember φ is ﬁxed and pertains to the ﬁxed point. in (19.5 Suppose a rock is dropped from a tall building. Where will it strike? Assume a = −gk and the j component of aB is approximately −2ω (x cos φ + z sin φ) . . if the acceleration.33). Therefore. It was a very long pendulum with a heavy weight at the end so that it would vibrate for a long time without stopping1 .

MOVING COORDINATE SYSTEMS 435 Neglecting the small term.34) along with the initial conditions. 0. 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. g l x = 2ωy cos φ l y = −2ωx cos φ. ml If the vibrations of the pendulum are small so that for practical purposes. c. Therefore. the tension in the string of the pendulum. 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 . √ c b2 + 4a2 x (0) = 0.36) . y (0) = 0. ml All terms of the form xy or y y can be neglected because it is assumed x and y remain small. z = z = 0.5. the last equation may be solved for T to get z =T gm − 2ωy sin (φ) m = T. y = c cos 2 bt 2 √ sin b2 + 4a2 t 2 x = c sin (19. Therefore. x (0) = 0. the pendulum is assumed to be long with a heavy weight so that x and y are also small.35) yields a solution to (19. y + a2 y = −bx where a2 = constant. l (19. Then it is fairly tedious but routine to verify that for each bt 2 √ sin b2 + 4a2 t . 2 (19.19. l) to the surface of the sphere x2 +y 2 +(z − l) = 2 l . and m is the mass of the pendulum bob.34) and b = 2ω cos φ. is directed towards the point at which the pendulum is supported. the ﬁrst two equations become x = − (gm − 2ωmy sin φ) and x + 2ωy cos φ ml y − 2ω (x cos φ + z sin φ) . y l−z x k T = −T i−T j+T l l l and consequently. this becomes = −gk + T/m−2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] where T. Also. The pendulum can be 2 thought of as the position vector from (0. Ω× (Ω × R) . With these simplifying assumptions. y (0) = .

36) will hold for some value of c and so the solution to (19. Then the acceleration observed by a person on the earth relative to the apparently ﬁxed vectors. 2ω cos φ ω 2π 24 Since ω is the angular speed of the rotating earth.34) having these initial conditions will be those of (19. not by taking readings with instruments using the North Star but by doing an experiment with a big pendulum. 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. c T = 4π 2π = sec φ. observe T in hours. You could actually determine latitude.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. Therefore.35) by uniqueness of the initial value problem. deﬁned as t = 0. the time it takes for the earth to turn out from under the pendulum is This is very interesting! The vector. 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. The term sin t changes relatively fast 2 and takes values between −1 and 1. (Recall k points away from the center of the earth and j points East. Thus the plane of vibration will have made one complete revolution when t = T for bT ≡ 2π. This is what describes the actual observed vibrations of the pendulum. Of course the situation could be more complicated but this will suﬃce to explain the above question. i. The plane of vibration is √ b2 +4a2 determined by this vector and the vector k. ) At this instant in time. = π 12 in radians per I think this is really amazing. it follows ω = hour. is aB = −a (rB ) (xi+yj+zk) − 2ω [−y cos (φ) i+ (x cos (φ) + z sin (φ)) j− (y sin (φ) k)] .5. The Coriolis acceleration is also responsible for the phenomenon of the next example. Example 19. and then solve the above equation for φ. 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. 2 Therefore. k. You would set it vibrating. Also note the pendulum would not appear to change its plane of vibration at the equator because limφ→π/2 sec φ = ∞. there will be some instant in time at which the pendulum will be vibrating in a plane determined by k and j. the conditions of (19. √ 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.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 above formula implies T = 24 sec φ. j. Therefore. Writing these solutions diﬀerently.

Remember the Coriolis force was 2Ω × vB where Ω was a particular vector which came from the matrix. When will Q (t) = 0? 2. the vectors. Is this true on the rotating earth assuming the experiment . Using the right hand and the geometric deﬁnition of the cross product. 19.6. this shows clockwise rotation in the lower hemisphere and counter clockwise rotation in the upper hemisphere. the above reasoning tends to break down because cos (φ) becomes close to zero. Note also that as φ gets close to π/2 near the equator. 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 ) . If it is assumed there is not a substantial motion in the k direction. Therefore. 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. 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) . EXERCISES 437 Therefore. 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. π and positive if φ ∈ π . 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. 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. Q (t) as described above. so that z is fairly constant and the last term can be neglected. k are ﬁxed relative to the earth and so are constant vectors. i. one obtains some diﬀerential equations from aB = x i + y j + z k by matching the components.6 Exercises 1. 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.19. then the kth component of (rB × rB ) is negative provided φ ∈ 0. Therefore. from the properties of the determinant and the above diﬀerential equations. 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. j. 2 2 Beginning with a point at rest.

Cross out the row and the column which contain 4 and take the determinant of the 2 × 2 2+1 matrix which remains. Then 3+1 multiply this by 3 and by (−1) because this 3 is in the third row and the ﬁrst column.7. you cross out the row . Finally consider the 3 on the bottom of the ﬁrst column.7.438 LINEAR ALGEBRA takes place over a large perfectly ﬂat ﬁeld so the curvature of the earth is not an issue? Explain. The determinant of A. what about a 3 × 3 matrix? Example 19. You could also expand the determinant along the second row as follows.2 Find det 2 4 −1 6 a b c d .3 Find the determinant of 1 2 4 3 3 2 3 2 . Having deﬁned what is meant by the determinant of a 2 × 2 matrix. This is the pattern used to evaluate the determinant by expansion along the ﬁrst column. (−1) 1+1 1 3 2 2 1 + (−1) 2+1 4 2 2 3 1 + (−1) 3+1 3 2 3 3 2 = 0.7. It follows exactly the same pattern and you see it gave the same answer. From the deﬁnition this is just (2) (6) − (−1) (4) = 16. = a b c d . You pick a row or column and corresponding to each number in that row or column. Then take the determinant of the resulting 2 × 2 matrix. and i points South. j points East. denoted as det (A) is a number. What is going on here? Take the 1 in the upper left corner and cross out the row and the column containing the 1.7 Determinants Let A be an n × n matrix. If the matrix is a 2×2 matrix. Now go to the 4. The determinant is also often denoted by enclosing the matrix with two vertical lines. 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. Cross out the row and column containing this 3 and take the determinant of what is left. Deﬁnition 19. Multiply this by 4 and then by (−1) because the 4 is in the ﬁrst column and the second row. This gives the ﬁrst term in the above sum. Then det (A) ≡ ad − cb.1 Let A = a b c d . (−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. 19. 1 Here is how it is done by “expanding along the ﬁrst column”. Thus det Example 19. 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. this number is very easy to ﬁnd.

The above examples motivate the following incredible theorem and deﬁnition. This is a lot of terms. I think you should regard the above claim that you always get the same answer by picking any row or column with considerable skepticism. What about a 4 × 4 matrix? Example 19. Then n n det (A) = j=1 aij cof (A)ij = i=1 aij cof (A)ij . take the determinant of the (n − 1) × (n − 1) matrix which results. cof (A) is deﬁned by cof (A) = (cij ) where to obtain cij delete the ith row and the j th column of A. (This i+j is called the ij th minor of A. ) and then multiply this number by (−1) .7.5 Let A = (aij ) be an n×n matrix. Suppose now you have a 10 × 10 matrix. it requires a little eﬀort to establish it. In addition to the diﬃculties just discussed. . you will always get the same thing which is deﬁned to be the determinant of the matrix. take the determinant of what is left. 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 . Then a new matrix called the cofactor matrix.37) The ﬁrst formula consists of expanding the determinant along the ith row and the second expands the determinant along the j th column. You could expand this matrix along any row or any column and assuming you make no mistakes. Deﬁnition 19.7.6 Let A be an n × n matrix where n ≥ 2. It is incredible and not at all obvious. multiply this by the number i+j and by (−1) assuming the number is in the ith row and the j th column. 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. I hope you see that from the above pattern there will be 10! = 3. 800 terms involved in the evaluation of such a determinant by Laplace expansion along a row or column. Now you know how to expand each of these 3 × 3 matrices along a row or a column. (19. Then adding these gives the value of the determinant. This method of evaluating a determinant by expanding along a row or a column is called the method of Laplace expansion. Lets pick the third column. Therefore.7. 628 .19. Theorem 19. there will be 4 × 3 × 2 = 24 terms to evaluate in order to ﬁnd the determinant using the method of Laplace expansion.7. If you do so. To make the th formulas easier to remember. This is done in the section on the theory of the determinant which follows. DETERMINANTS 439 and column containing it.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. A. cof (A)ij will denote the ij entry of the cofactor matrix. you can expand this along any row or column. you will get −12 assuming you make no mistakes. However.

..10 If two rows or two columns in an n × n matrix.. This gives 2 6 7 1 0 3 33. You should verify the following using the above theorem on Laplace expansion. is upper triangular if Mij = 0 whenever i > j.7.440 LINEAR ALGEBRA Notwithstanding the diﬃculties involved in using the method of Laplace expansion.7 A matrix M . the determinant of the resulting matrix equals (−1) times the determinant of the original matrix. Theorem 19.7. you could expand along the ﬁrst column.8 Let M be an upper (lower) triangular matrix. 0 ∗ . Example 19. This example also demonstrates why the above corollary is true. Without using the corollary. A. . all other rows of A1 and A2 coinciding with those of A. are switched. . There are many properties satisﬁed by determinants.9 Let 1 0 A= 0 0 Find det (A) . Then det (A) = x det (A1 ) + y det (A2 ) where the ith row of A1 is (a1 . det is a linear function of each . certain types of matrices are very easy to deal with. Suppose the ith row of A equals (xa1 + yb1 . . . ∗ ∗ ··· ∗ . Corollary 19. . .7. In other words. If A is an n×n matrix in which two rows are equal or two columns are equal then det (A) = 0. Thus such a matrix equals zero below the main diagonal. the entries of the form Mii . .. an ) and the ith row of A2 is (b1 . Some of the most important are listed in the following theorem. · · ·. 0 ··· 0 ∗ A lower triangular matrix is deﬁned similarly as a matrix for which all entries above the main diagonal are equal to zero. · · ·.7 0 −1 2 2 0 0 3 77 6 7 3 33. From the above corollary. Thus det (A) = 1 × 2 × 3 × −1 = −6. xan + ybn ).7 0 −1 Next expand the last along the ﬁrst column which reduces to the product of the main diagonal elements as claimed. it suﬃces to take the product of the diagonal elements..7 0 0 −1 and now expand this along the ﬁrst column to get this equals 1×2× 3 33. ∗ . Deﬁnition 19. Then det (M ) is obtained by taking the product of the entries on the main diagonal. as shown. · · ·.7. bn ) .

7. if A and B are n × n matrices. 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. Finally. The same is true with the word “row” replaced with the word “column”. −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) . Corollary 19. As I pointed out above. Now using the corollary some more. In addition to this. This theorem implies the following corollary which gives a way to ﬁnd determinants.19. Example 19. Then det (A) = det (B) . then det (AB) = det (A) det (B) . Now replace the last row with 2 times the third added to it and then switch the third and second rows. then det (A) = det AT . Then replace the third row by (−4) times the ﬁrst row added to it. Then det (C) = − det (D) where 1 0 D= 0 0 2 −3 0 0 3 4 −8 −13 11 22 14 −17 . it has the same determinant as A. Here is an example which shows how to use this corollary to ﬁnd a determinant. 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) . and if A is an n × n matrix. DETERMINANTS 441 row A. replace the fourth row by (−2) times the ﬁrst row added to it. 1 2 3 4 0 −9 −13 −17 B= 0 −3 −8 −13 0 −2 −10 −3 and from the above corollary. This yields the matrix.7. det (B) = −1 det (C) where 3 1 0 C= 0 0 2 0 −3 6 3 11 −8 30 4 22 . the method of Laplace expansion will not be practical for any matrix of large size.12 Find the determinant of the matrix.7.11 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).

13 A−1 exists if and only if det(A) = 0.7.10. and similar reasoning.7. If det(A) = 0. 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 19.6. if det (A) = 0. Therefore.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. cof (A) A = I. Replace the k column with the rth column to obtain a matrix. However. 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. n −1 = i=1 air cof (A)ik det (A) −1 air cof (A)ik det (A) i=1 −1 = δ rk .13 on Page 417. i=1 Now consider n air cof (A)ik det(A)−1 i=1 when k = r. Bk whose determinant equals zero by Theorem 19. n air cof (A)ir det(A)−1 = det(A) det(A)−1 = 1.38) 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 .6 and letting (air ) = A.1. Recall the deﬁnition of the inverse of a matrix in Deﬁnition 19. Theorem 19.7. n T (19. Thus 11 22 det (D) = 1 (−3) = 1485 14 −17 and so det (C) = −1485 and det (A) = det (B) = −1 (−1485) = 495. 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. 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. Proof: By Theorem 19.

where ij a−1 = cof (A)ji det (A) ij In other words. 1 2 3 0 −6 −8 0 0 −2 which equals 12. 1 2 3 A= 3 0 1 1 2 1 First ﬁnd the determinant of this matrix.7. Now suppose A−1 exists. from the above theorem.39) and it follows from (19. The transpose of the cofactor matrix is called the adjugate or sometimes the classical adjoint of the matrix A.13 says that to ﬁnd the inverse.10. Therefore.19. . det (A) T −1 . Example 19.14 Find the inverse of the matrix. take the transpose of the cofactor matrix and divide by the determinant.38) and (19. Therefore. DETERMINANTS which is the rk th entry of A cof (A) .7.11 on Page 441. It is an abomination to call it the adjoint although you do sometimes see it referred to in this way. Using Corollary 19. 1 = det (I) = det AA−1 = det (A) det A−1 so det (A) = 0. Theorem 19.7.7. 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 . A−1 is equal to one over the determinant of A times the adjugate matrix of A. The cofactor matrix of A −2 4 2 is −2 6 −2 0 . In words.39) that A−1 = a−1 . the determinant of this matrix equals the determinant of the matrix. 8 −6 Each entry of A was replaced by its cofactor. det (A) T T 443 (19. This proves the theorem. Then by Theorem 19. A cof (A) = I. 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.7. A−1 = cof (A) .

it follows that if A−1 exists. .444 Example 19. This formula is known as Cramer’s rule. . A given row. 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 . . 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.7. det (A) ∗ · · · yn · · · ∗ where here the ith column of A is replaced with the column vector. yn ) . . Deﬁnition 19. Now in the case that A−1 exists. Ax = y. y = (y1 . Ax = y for x. . to a system of equations. In case you are solving a system of equations. cos t 0 cos t sin t This formula for the inverse also implies a famous procedure known as Cramer’s rule. r. there is a formula for A−1 given above. . (y1 · · · ·. ···. xi = det . xn ) .7. and the determinant of this modiﬁed matrix is taken and divided by det (A).17 A submatrix of a matrix A is a rectangular array of numbers obtained by deleting some rows and columns of A.15 Suppose LINEAR ALGEBRA et 0 A (t) = 0 Find A (t) −1 0 0 cos t sin t − sin t cos t . 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 . Cramer’s rule gives a formula for the solutions. yn ) for x = (x1 . 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. . as of a matrix. such that every column is a linear combination of some r columns. The row rank of a matrix is the smallest number. Let A be an m × n matrix. cj such that as = j=1 cj aij . ∗ · · · y1 · · · ∗ 1 . yn ) . r such that every row is a linear combination of some r rows.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 .7. air if there are scalars. · · ·. Using this formula. The column rank of a matrix is the smallest number. First note det (A (t)) = et . · · ·. x = A−1 A x = A−1 (Ax) = A−1 y thus solving the system. Procedure 19. . · · ·. x.

8. The following theorem is of fundamental importance and ties together many of the ideas presented above. Show det (A) = 0. 4. 1.20 Let A be an n × n matrix. then there exist r rows of the matrix such that every other row is a linear combination of these r rows. det (A) = 0. 19. explain why it is so and if it is not so. give a counter example. Theorem 19. This amazing result is proved in the next section but is stated here. It says the row rank and column rank are both no larger than the determinant rank. Explain your answer. (The answer is −2. 3.7.8 Exercises 1. A is onto. . Then the following are equivalent.19 Let A be an n × n matrix. Then A is one to one if and only if A is onto. If A−1 exist. one to one is equivalent to onto. 5.) 0 9 8 4 3 2 (b) 1 7 8 (The answer is 375.19. 2. A matrix is said to be orthogonal if AT A = I. Corollary 19. 1 2 3 (a) 3 2 2 (The answer is 31.7.18 If A has determinant rank. What are the possible values of det (A) if A is an orthogonal matrix? 3. Theorem 19. it is easy to see they are all equal once the theorem has been proved. r. There also exist r columns such that every column is a linear combination of these r columns. what is the relationship between det (A) and det A−1 .) 3 −9 3 1 2 3 2 1 3 2 3 (c) 4 1 5 0 . EXERCISES 445 The following theorem is proved in the section on the theory of the determinant. Thus the inverse of an orthogonal matrix is just its transpose. In fact.) 1 2 1 2 2. 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). A is one to one. It is proved in the next section. Find the determinants of the following matrices.7. It is a remarkable fact that for n × n matrices. Is it true that det (A + B) = det (A) + det (B)? If this is so.

Now use Theorem 19. A ∼ B (A is similar to B) means there exists an invertible matrix. When this occurs. Let A and B be two n × n matrices.7. 8. 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) . x is called an eigenvector and the scalar. Verify a (t) c (t) b (t) d (t) + det a (t) c (t) b (t) d (t) .18 showed that determinant rank is at least as large as column and row rank. Use the formula for the inverse in terms of the cofactor matrix to ﬁnd the inverse of the matrix. the vector. then B ∼ A.19 to argue det (λI − A) = 0. then (λI − A) x = 0. Why? Hint: Show that if Ax = λx. In the context of Problem 9 show that if A ∼ B. Show also that A ∼ A and that if A ∼ B and B ∼ C. ↑Theorem 19.446 LINEAR ALGEBRA 6. λ. Suppose det (λI − A) = 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 . Show they are all equal. 13. Is everything the same for lower triangular matrices? 9. Suppose A is an upper triangular matrix. 10. Is it true that A−1 will also be upper triangular? Explain. Show that if A ∼ B. 11. Show using Theorem 19. t e 0 0 . then A ∼ C. then det (A) = det (B) . g (t) h (t) i (t) Conjecture a general result valid for n × n matrices and explain why it will be true. 7. Let A be an n × n matrix and let x be a nonzero vector such that Ax = λx for some scalar. Show that A−1 exists if and only if all elements of the main diagonal are non zero. S such that A = S −1 BS. λ is called an eigenvalue. Let F (t) = det a (t) c (t) b (t) d (t) .7. F (t) = det Now suppose a (t) b (t) c (t) F (t) = det d (t) e (t) f (t) .7. Can a similar thing be done with the columns? 14.19 there exists x = 0 such that (λI − A) x = 0. 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. It turns out that not every number is an eigenvalue. What sort of equation is this? How many solutions does it have? 12. Only certain ones are.

If there are no repeats. Let sgn2 (1. 1) = 0 and verify it works. D Im See Corollary 19.19.7. From (19. 3) are diﬀerent. iθ+1 . sgnn (i1 . in the case where n > 1 and {i1 . in ) = − sgnn (i1 . n + 1. n} so that every number from {1. sgnn which maps each list of numbers from {1. · · ·. · · ·. · · ·. Consider the following n × n block matrix C= A D 0 B . · · ·. Thus. tell why C= A D 0 Im Ir 0 0 B . in+1 ) ≡ . Let A be an r × r matrix and let B be an m × m matrix such that r + m = n. then n + 1 appears somewhere in the ordered list. p. 1. · · ·. · · ·. 3) and (2. · · ·. it is also clearly true. n} appears in the ordered list.11. 1. in ) (19.1 There exists a unique function.42) where n = iθ in the ordered list. 19. 2) = 1 and sgn2 (2. iθ−1 . No switching is possible. in+1 ) . · · ·.41) In words. 2) = sgn2 (1.9. in } = {1. · · ·. If there are any repeated numbers in (i1 . Let (i1 . n) = 1 sgnn (i1 . · · ·. In the case where n = 2. · · ·. in ) be an ordered list of numbers from {1. · · ·. in ) (19. · · ·. Let θ be the position of the number n + 1 in the list. n} to one of the three numbers. iθ+1 . · · ·. · · ·. 0. Deﬁne sgn1 (1) ≡ 1 and observe that it works. sgnn+1 will be deﬁned in terms of sgnn . it is necessary to show the existence of such a function. q. in ) . This means the order is important so (1. · · ·. Assuming such a function exists for n. · · ·. q. 1) = 0 while sgn2 (2. (i1 . The following Lemma will be essential in the deﬁnition of the determinant. · · ·. Lemma 19. p. in+1 ) ≡ 0. Letting Ik denote the k × k identity matrix. · · ·. n + 1. Also. iθ−1 .42) it must be that sgnn+1 (i1 . · · ·. Hint: Part of this will require an explanation of why A 0 det = det (A) . 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. There will be some repetition between this section and the previous section for the convenience of the reader. and the 0 is a r × m matrix. (i1 . sgnn+1 (i1 . · · ·. · · ·. 2. the second property states that if two of the numbers are switched. Now explain why det (C) = det (A) det (B) . in+1 ) .40) (19. · · ·. the list is of the form (i1 . the value of the function is multiplied by −1.9. or −1 which also has the following properties. in ) ≡ (−1) n−θ sgnn−1 (i1 . · · ·. in ) . n} . where the D is an m × r matrix. This is clearly true if n = 1. iθ+1 . iθ−1 . Proof: To begin with. · · ·. sgnn (1. iθ−1 . THE MATHEMATICAL THEORY OF DETERMINANTS 447 15. n.

· · ·. · · ·. in+1 (−1) n+1−θ = sgnn i1 . · · ·. in+1 = (−1) Therefore. n. in+1 = (−1) r (−1) n+1−s sgnn i1 . q. q. q. · · ·. · · ·.41) with n replaced with n + 1. Consider sgnn+1 i1 .43) sgnn+1 i1 . · · ·. q . q. iθ+1 . · · ·. q. · · ·. n) = 1. where the r above the p indicates the number. p. Suppose ﬁrst that r < θ < s. then it is obvious (19. It remains to verify (19. q is in the sth position. · · ·. · · ·. · · ·. q. in+1 2s−1 sgnn i1 . · · ·. n + 1. · · ·.40) and (19. · · ·. n + 1.448 (−1) n+1−θ LINEAR ALGEBRA sgnn (i1 . in+1 r s s−1 (19. · · ·. Consider the case where θ = r and note the other case is entirely similar.44) By making s − 1 − r switches. in+1 ) . · · ·. · · ·. · · ·. q. in+1 . · · ·. by induction. in+1 ) . · · ·. The ﬁrst of these is obviously true because sgnn+1 (i1 . · · ·. · · ·. p. n + 1. in+1 = (−1) while n+1−r r s sgnn i1 . p . · · ·. By induction. p is in the rth position and the s above the q indicates that the number. in+1 = (−1) = (−1) = (−1) n+s n+1−r r s n+1−r sgnn i1 . · · ·. · · ·. iθ−1 . n + 1. each of these switches introduces a factor of −1 and so r s−1 s−1−r sgnn i1 . in+1 . q. · · ·. If there are repeated numbers in (i1 . · · ·. · · ·. in+1 r s−1 and so. · · ·. · · ·. q .41) in the case where there are no numbers repeated in (i1 . · · ·. q . · · ·. · · ·.44). move the q which is in the s − 1th position in (19. n + 1) ≡ (−1) n+1−(n+1) sgnn (i1 . · · ·. in+1 θ s r s−1 sgnn+1 i1 . a switch of p and q introduces a minus sign in the result. q. q. q . q. · · ·. · · ·. sgnn+1 i1 . · · ·. · · ·. · · ·. Then sgnn+1 i1 . p. in+1 r . in+1 . · · ·. n + 1. if θ > s or if θ < r it also follows that (19. · · ·. q. p. · · ·.41) holds because both sides would equal zero from the above deﬁnition. · · ·. · · ·. in+1 = (−1) n+1−s sgnn i1 . in+1 (−1) while r n+1−θ r θ s r s ≡ sgnn i1 . Similarly. in+1 ) . The interesting case is when θ = r or θ = s. in+1 r s−1 (−1) s−1−r sgnn i1 . · · ·. It is necessary to verify this satisﬁes (19. sgnn+1 i1 .41) holds. sgnn i1 .43) to the rth position in (19. · · ·. · · ·. · · ·. r (19.

If any numbers are repeated. rn )) . For example. n}. · · ·. Deﬁne f (k1 · · · kn ) (k1 .2 Let f be a real valued function which has the set of ordered lists of numbers from {1.40) and (19. THE MATHEMATICAL THEORY OF DETERMINANTS = − sgnn+1 i1 .9. . Thus det (A (r1 . (k1 . 2) . n) = g (1. n} .···. · · ·. This proves the lemma. q.9.4 Let (r1 . Then sgn (r1 . Let A be an n × n matrix. 2) + f (2. kn ) of numbers of {1. kn ) a1k1 · · · ankn where the sum is taken over all ordered lists of numbers from {1. eventually arrive at f (i1 . · · ·. · · ·. · · ·. · · ·. · · ·. kn ) ar1 k1 · · · arn kn (19.3 Let (aij ) = A denote an n × n matrix. you could start with f (1. rn ) denote the matrix whose k th row is the rk row of the matrix. · · ·. · · ·.41) gives both functions are equal to zero for that ordered list. If there exist two functions. · · ·. kn ) ar1 k1 · · · arn kn (19. In what follows sgn will often be used rather than sgnn because the context supplies the appropriate n. Let A (r1 . · · ·. n) and applying the same sequence of switches. kn ) = 0 and so that term contributes 0 to the sum. · · ·. in+1 .9. 1) + f (1. f and g both satisfying (19. sgn (k1 . · · ·. · · ·. n}. n + 1. note that you can obtain any ordered list of distinct numbers from a sequence of switches. · · ·. rn ) det (A) = (k1 .kn ) sgn (k1 .k2 ) Deﬁnition 19.47) = det (A (r1 . n} as its domain. Note it suﬃces to take the sum over only those ordered lists in which there are no repeats because if there are. · · ·. · · ·. n}. n) = A.kn ) to be the sum of all the f (k1 · · · kn ) for all possible choices of ordered lists (k1 . · · ·. rn )) = (k1 . r s 449 This proves the existence of the desired function.41). · · ·. in ) = g (i1 .kn ) sgn (k1 .9.45) and A (1. then (19.···. denoted by det (A) is deﬁned by det (A) ≡ (k1 . in ) . A. A = (aij ) and let (r1 .···. rn ) denote an ordered list of n numbers from {1.46) (19. The determinant of A. · · ·. k2 ) = f (1. · · ·.19. rn ) be an ordered list of numbers from {1.···. Deﬁnition 19. Proposition 19. · · ·. 1) + f (2. · · ·. f (k1 . · · ·.kn ) sgn (k1 . To see this function is unique.

50) p sgn (r1 .49) = (k1 . s. p det (A (r1 . ks . However. Then for each of these ways there are n − 2 choices left for the third slot. rn ) sgn (k1 . · · ·. · · ·.48) sgn (k1 .kn ) And also det AT = det (A) where AT is the transpose of A.5 There are n! ordered lists of distinct numbers from {1. · · ·.1. say the rth row equals the sth row. n)) = LINEAR ALGEBRA (19. · · ·.6 The following formula for det (A) is valid.···. · · ·. switching pairs of numbers. kn a1k1 · · · askr · · · arks · · · ankn (19. · · ·. det (A) = 1 · n! (19. · · ·. n} as stated in the observation. r. consider n slots placed in order. Thus there are n (n − 1) ways to ﬁll the ﬁrst two slots. · · ·. For each of these choices. · · ·. kn ) ar1 k1 · · · arn kn . · · ·. · · ·. Continuing this way.kn ) − sgn k1 . kn ) a1k1 · · · arks · · · askr · · · ankn These got switched . rn ) det (A) and proves the proposition in the case when there are no repeated numbers in the ordered list. · · ·. · · ·. n) play the role of A. · · ·.) ij . r.9. then the reasoning of (19. there are n − 1 choices for the second. kr .48) -(19.rn ) (k1 . it is possible to give a more symmetric description of the determinant from which it will follow that det (A) = det AT . · · ·. rn ) = 0 and also sgn (r1 . s.kn ) and renaming the variables. · · ·. With the above.···. · · ·. · · ·. · · ·. n} . · · ·. · · ·. rn ) = 0 so the formula holds in this case also.···. and continuing in this way. if there is a repeat. Observation 19. det (A (1. · · ·s. · · ·. kr . n). rn )) = (−1) det (A) where it took p switches to obtain(r1 . · · ·. there are n! ordered lists of distinct numbers from {1. ks = − det (A (1. To see this.kn ) sgn (k1 . kn ) a1k1 · · · arkr · · · asks · · · ankn . n)) .···. rn ) from (1. n)) = − det (A (1. · · ·.49) shows that A (r1 . ks . · · ·. r.···. (Recall that for AT = aT . n) = (1.450 Proof: Let (1. · · ·. There are n choices for the ﬁrst slot. this implies det (A (r1 . · · ·. rn )) = (−1) det (A) = sgn (r1 . · · ·. · · ·. · · ·. · · ·. s. n)) = − det (A) Now letting A (1. kr and kr . calling ks . By Lemma 19. det (A (1. · · ·. (k1 . · · ·. ks . (r1 . · · ·. Consequently. · · ·. r. (r1 . rn ). · · ·. s. · · ·. kr . Corollary 19. ij aT = aji . · · ·.9. this equals = (k1 . n) so r < s. · · ·. s.9. r. r.

···. · · ·cr such that w = k=1 ck vk .kn ) =x +y (k1 . · · ·. kn ) a1k1 · · · aki · · · ankn (k1 . A. Then det (A) = x det (A1 ) + y det (A2 ) where the ith row of A1 is (a1 .19. det (A) = − det (A) and so det (A) = 0. bn ) . THE MATHEMATICAL THEORY OF DETERMINANTS Proof: From Proposition 19. det (A) ≡ (k1 . w. rn ) where the ri are distinct. Proof: By Proposition 19. det (A) = det AT = − det AT = − det (A1 ) .8 We say a vector. 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”. det is a linear function of each row A.9. By Corollary 19. kn ) a1k1 · · · bki · · · ankn ≡ x det (A1 ) + y det (A2 ) .rn ) (k1 .9. xan + ybn ).kn ) 451 sgn (r1 . the determinant of the resulting matrix is (−1) times the determinant of the original matrix.kn ) This proves the corollary since the formula gives the same number for A as it does for AT . · · ·. then switching them results in the same matrix.9.9. . · · ·. rn ) = 0 and so there is no contribution to the sum. If A is an n×n matrix in which two rows are equal or two columns are equal then det (A) = 0.9. · · ·. (r1 . · · ·. · · ·.···. an ) and the ith row of A2 is (b1 .4. kn ) ar1 k1 · · · arn kn . kn ) ar1 k1 · · · arn kn .4 when two rows are switched. Corollary 19. rn ) sgn (k1 . · · ·. 1 If A has two equal columns or two equal rows. · · ·. Summing over all ordered lists.···. sgn (r1 . (If the ri are not distinct. · · ·. (r1 . The same is true of columns because det AT = det (A) and the rows of AT are the columns of A. are switched. The following corollary is also of great use. rn ) sgn (k1 . all other rows of A1 and A2 coinciding with those of A. This is the same as saying w ∈ span {v1 . kn ) a1k1 · · · (xaki + ybki ) · · · ankn sgn (k1 .6 the same holds for columns because the columns of the matrix equal the rows of the transposed matrix.9. It remains to verify the last assertion. vr } r if there exists scalars.kn ) sgn (k1 .kn ) sgn (k1 .) n! det (A) = sgn (r1 . c1 . if the ri are distinct. vr } .7 If two rows or two columns in an n × n matrix.···. Thus if A1 is the matrix obtained from A by switching two columns. · · ·. Therefore. · · ·. · · ·. In other words. · · ·. Deﬁnition 19. is a linear combination of the vectors {v1 .···. Suppose the ith row of A equals (xa1 + yb1 .···. · · ·. det (A) = (k1 .

10 If A and B are n × n matrices. kn ) r1 a1r1 br1 k1 ··· rn anrn brn kn = (r1 ···. 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.9. kn ) br1 k1 · · · brn kn (a1r1 · · · anrn ) sgn (r1 · · · rn ) a1r1 · · · anrn det (B) = det (A) det (B) . Recall the following deﬁnition of matrix multiplication.11 Let A and B be n × n matrices.9.52) . Theorem 19. This proves the corollary.4. Then by Proposition 19.rn ) (k1 . Lemma 19. · · ·. kn ) c1k1 · · · cnkn (k1 . Then det (A) = 0.9.rn ) = This proves the theorem. Then det (AB) = det (A) det (B) .···. det (AB) = sgn (k1 . AB = (cij ) where n cij ≡ k=1 aik bkj . Proof: Let cij be the ij th entry of AB.kn ) sgn (k1 .51) (19.7 r a1 ··· ar ··· an−1 r k=1 ck ak .9.kn ) = (k1 . One of the most important rules about determinants is that the determinant of a product equals the product of the determinants.7 we may rearrange the columns to have the nth column a linear combination of the r ﬁrst r columns. · · ·. Deﬁnition 19. A = (aij ) and B = (bij ).···. (r1 ···. · · ·.9 Suppose A is an n × n matrix and some column (row) is a linear combination of r other columns (rows).···. Then by using Corollary 19.9.9. det (A) = k=1 ck det a1 · · · ar ··· an−1 ak = 0.452 LINEAR ALGEBRA Corollary 19. Thus an = k=1 ck ak and so det (A) = det By Corollary 19.kn ) sgn (k1 .9.12 Suppose a matrix is of the form M= or M= A 0 A ∗ ∗ a 0 a (19. The case for rows follows from the fact that det (A) = det AT .

···.···.9. . those for which kn = n. mnn = a and mni = 0 if i = n while in the second case. From the deﬁnition of the determinant. Thus in the ﬁrst case.···. take the determinant of the (n − 1) × (n − 1) matrix which results. To get the assertion in the situation of (19. i+j (This is called the ij th minor of A.52) to write det (M ) = det M T = det AT ∗ 0 a = a det AT = a det (A) .9.1. cof (A) is deﬁned by cof (A) = (cij ) where to obtain cij delete the ith row and the j th column of A. det (M ) ≡ (k1 .9. Then det (M ) = a det (A) .kn ) n−θ sgnn−1 k1 .kn−1 ) sgnn−1 (k1 .9. (k1 . · · ·. kn θ n−1 m1k1 · · · mnkn Now suppose (19. · · ·. · · ·kn−1 ) m1k1 · · · m(n−1)kn−1 = a det (A) . The following is the main result. ) and then multiply this number by (−1) . Therefore. 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 min = 0 if i = n.14 Let A be an n × n matrix where n ≥ 2. In terms of the theory of determinants. The following theorem proves this assertion. Therefore.6 and (19. Then a new matrix called the cofactor matrix. the above expression reduces to a (k1 . kn ) m1k1 · · · mnkn Letting θ denote the position of n in the ordered list.51) use Corollary 19. kθ−1 . det (M ) equals (−1) (k1 . Then if kn = n. kn ) then using the earlier conventions used to prove Lemma 19. Then n n det (A) = j=1 aij cof (A)ij = i=1 aij cof (A)ij . the term involving mnkn in the above expression equals zero. · · ·. cof (A)ij will denote the ij entry of the cofactor matrix. arguably the most important idea is that of Laplace expansion along a row or a column. Proof: Denote M by (mij ) . · · ·. This proves the lemma. (19. Deﬁnition 19.19. kθ+1 .52).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 ) sgnn (k1 . Theorem 19.13 Let A = (aij ) be an n × n matrix.9. the only terms which survive are those for which θ = n or in other words. To make th the formulas easier to remember. This will follow from the above deﬁnition of a determinant. 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.

aij .15 A−1 exists if and only if det(A) = 0. when two rows or two columns in a matrix.7. 0. are switched.7. 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.13 on Page 417. i=1 Now consider n air cof (A)ik det(A)−1 i=1 when k = r. i+j Aij 0 n aij cof (A)ij which is the formula for expanding det (A) along the ith row. Then by Corollary 19. Also.9. Let Bj be the matrix obtained from A by leaving every row the same except the ith row which in Bj equals (0.454 LINEAR ALGEBRA Proof: Let (ai1 . · · ·. det (Bj ) = = Therefore.14 and letting (air ) = A. Bk whose determinant equals zero by Corollary 19. Thus cof (A)ij ≡ (−1) det Aij .9. 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 . by Lemma 19. · · ·. 0) . this results in multiplying the determinant of the old matrix by −1 to get the determinant of the new matrix. M. At this point. If det(A) = 0.9. n air cof (A)ir det(A)−1 = det(A) det(A)−1 = 1. recall that from Proposition 19. if det (A) = 0. Replace the k column with the rth column to obtain a matrix. This proves the theorem.12. Proof: By Theorem 19.9. ain ) be the ith row of A. det (A) = j=1 (−1) (−1) n−j (−1) det n−i det ∗ aij Aij 0 ∗ aij = aij cof (A)ij .9. 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.9. Recall the deﬁnition of the inverse of a matrix in Deﬁnition 19. 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. · · ·. Therefore. 0. Theorem 19. Note that this gives an easy way to write a formula for the inverse of an n × n matrix.1.4. However.

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.

x1 (t) = sin t t2 and x2 (t) = tet t Find the continuous matrix if possible. If not possible. EXERCISES 467 6.19. He has forgotten the continuous matrix.14. tell why. A (t) for t ∈ [−1. . 1] used in the diﬀerential equation x = A (t) x but remembers there were two solutions.

468 LINEAR ALGEBRA .

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

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

· · ·0) and the 1 is in the ith position. deﬁne the directional derivative of f in the direction. xi . t Example 20. 1. y0 ) . v2 ) is a unit vector in the xy plane and x0 ≡ (x0 . Thus f (x + tv) = 1 + Therefore. · · ·xn ) . = lim t→0 t t→0 lim 2 Actually. He could go various directions. · · ·xn ) − f (x1 . write the diﬀerence quotient described above. at the point x as Dv f (x) ≡ lim t→0 f (x + tv) − f (x) . letting t → 0. For x ∈ U. If you looked at it from the side. First you need a unit vector which has the same direction as the given vector. 2 There is something you must keep in mind about this. These are the vectors. · · ·. THE DIRECTIONAL DERIVATIVE 471 In this picture. 0.2 Find the directional derivative of the function. some steeper than others. xn ) be a typical element of Rn . ∂f (x) ∂xi ≡ f (x+tei ) − f (x) t f (x1 .20. · · ·. Then to ﬁnd the directional derivative from the deﬁnition.3 Let U be an open subset of Rn and let f : U → R. The directional derivative in this direction is deﬁned as f (x0 + tv1 . · · ·. f (x. y0 ) is a point in the xy plane. y) as shown in the picture.2. 2) = 5√ 2 . y0 + tv2 ) − f (x0 . This unit 1 1 vector is v ≡ √2 . The directional derivative is just a measure of the steepness in a given direction.2. √2 . xi + t. 2 t √ 2 2 2+ t √ 2 and f (x) = 2. v. 0. There are some special unit vectors which come to mind immediately. you would be getting the slope of the indicated tangent line. y) = x2 y in the direction of i + j at the point (1. Then letting T x = (x1 . ∂xi This is called the partial derivative of f. ∂f (x) ≡ Dei f (x) . 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. 4 Dv f (1. However. . The direction vector must always be a unit vector2 . this you diﬀerence quotient equals 1 2 10 + 4t 2 + t2 and so. t t 1 + √2 2 + √2 − 2 f (x + tv) − f (x) = . Thus. √ take the limit of this as t → 0. y) moves in the direction of v.1 Let f : U → R where U is an open set in Rn and let v be a unit vector. A simple example of this is a person climbing a mountain. v ≡ (v1 .2. · · ·. t It tells how fast z is changing in this direction. t→0 lim Deﬁnition 20. Deﬁnition 20. 2) . this results in a change in z = f (x. When (x. This motivates the following general deﬁnition of the directional derivative. t t and to ﬁnd the directional √ derivative. ei where T ei = (0.2.

and ∂f ∂z if f (x. there is no reason to stop doing it. fyxx = − sin x + 2.2. z. you can take partial derivatives of vector valued functions and use the same notation. fx (x. ∂2f = fxy = cos x + 2x. z 3 x . deﬁne the directional derivative of f in the direction. . one could take the partial ∂2f derivative with respect to y of the partial derivative with respect to x. x 5 + y 5 + t t→0 5 5 5 5 25 5 5 5 4 √ 1√ 2 2 √ 1 √ = xy 5 + 5y . Example 20. 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. f. In the above example. 2) at the point (x. w) = T xy 2 .2.472 FUNCTIONS OF MANY VARIABLES and to ﬁnd the partial derivative. ∂xi Example 20. the desired limit is √ √ 2 √ √ x + t 1/ 5 y + t 2/ 5 − xy 2 . at the point x as Dv f (x) ≡ lim Example 20. From the above deﬁnition. y) = xy 2 . From the deﬁnition above. y. ∂y∂x Also observe that ∂2f = fyx = cos x + 2x. Other notation for this partial derivative is fxi . v. Find the directional derivative in the direction √ √ T First. ∂x∂y Higher order partial derivatives are deﬁned by analogy to the above. If y = f (x) . zy cos (xy) .7 Find the partial derivative with respect to x of the function f (x. 2/ 5 and from the deﬁnition. In particular.6 Let f (x. y) . and ∂f = 1.i . T t→0 f (x + tv) − f (x) . or Di f. 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. z 3 T . z sin (xy) . Having taken ∂x ∂y ∂z one partial derivative. z) = D1 f (x.4 Find ∂f ∂f ∂x . fxy are called mixed partial derivatives. a unit vector in this direction is 1/ 5. ∂f = y cos x + 2xy. yx T (1. the partial derivative of f with respect to xi may also be denoted by ∂y or yxi . t . Deﬁnition 20. Thus in the above example. 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 5.2. y) = y sin x + x2 y + z. ∂y . z) = y 2 . ∂f = sin x + x2 . y. Thus. diﬀerentiate with respect to the variable of interest and regard all the others as constants. x 5 + y 5 .2. These partial derivatives.5 Let f : U → Rp where U is an open set in Rn and let v be a unit vector. For x ∈ U. y. denoted by ∂y∂x or fxy .

3. ∂f ∂y (0. 0) 0 if (x. y) = (0. then fxi (x) = 0 for each xi . 6. Suppose f (x. y) = Find ∂f ∂x 2xy+6x3 +12xy 2 +18yx2 +36y 3 +sin(x3 )+tan(3y 3 ) 3x2 +6y 2 if (x. fy . Theorem 6. y) = (0. Suppose f : U → R where U is an open set and suppose that x ∈ U has the property that for all y near x. fz . ∂y .2 on Page 126.20. t1 . fxz. Find a formula for a and b in terms of the given ordered pairs. In other words. As an important application of Problem 5 consider the following. you want to minimize the function of two variables. 4. Find ∂f ∂f ∂x . i=1 (ati + b − xi ) is as small as possible. 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. .3 Exercises 1. · · ·. Find fx . f (x) ≤ f (y) . 0) . Experiments are done at n times. tn and at each time there results a collection of numerical p outcomes. p 2 f (a. 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 3.5. t2 . fyz for the following and form a conjecture about the mixed partial derivatives. Would the directional derivative be a correct manifestation of steepness? 2. 0) . EXERCISES 473 20. fzx . fzy . Denote by {(ti . Hint: This is just a repeat of the similar one variable theorem given earlier. Prove that if f has all of its partial derivatives at x. fxy . fyx . Why must the vector in the deﬁnition of the directional derivative be a unit vector? Hint: Suppose not. (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. You just do this argument given earlier for each variable to get the conclusion. You will be ﬁnding the formula for the least squares regression line. b) ≡ i=1 (ati + b − xi ) . 0) and (0.

y))}. y)| = ≤ |(t.474 FUNCTIONS OF MANY VARIABLES 20. y) = fyx (x. δ ∈ (0. Then fxk xl (x) = fxl xk (x) . If the terms f (x + t.1 Suppose f : U ⊆ R2 → R where U is an open set on which fx . y + δs) . y + s) − (x. 1). The following is a well known example [1].4.0) lim ∆ (s. |s| < r/2 and consider h(t) h(0) 1 ∆ (s. y) and f (x.4.1) r = √ < r. there exists r > 0 such that B ((x. y) . This proves the theorem. y) ∈ U . . ∆ (s. y) . s)| = t2 + s2 r2 r2 + 4 4 1/2 1/2 (20. y + s) − f (x + t. y + βs) where α. ∆ (s. y). Corollary 20. h (t) ≡ f (x + t. y) = fyx (x. Applying the mean value theorem again. 2 As implied above. y) − (f (x. (s. 1) . y + s) are interchanged in (20. fxk . l. 1) such that ∆ (s. Letting (s. 0) and using the continuity of fxy and fyx at (x. y) . t) = fyx (x + γt. k. This astonishing fact is due to Euler in 1734. Then if fxy and fyx are continuous at the point (x. β ∈ (0. it follows fxy (x. y) . 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. t) = = 1 1 (h (t) − h (0)) = h (αt) t st st 1 (fx (x + αt. The following is obtained from the above by simply ﬁxing all the variables except for the two of interest. t) = fxy (x + αt. Therefore. y + s) ∈ U because |(x + t. t) = fxy (x. fxy and fyx exist. r) ⊆ U. Proof: Since U is open. y + s)−f (x + t. ∆ (s.4 Mixed Partial Derivatives Under certain conditions the mixed partial derivatives will always be equal. t) → (0. by the mean value theorem from calculus and the (one variable) chain rule. and fxk xl exist on U and fxk xl and fxl xk are both continuous at x ∈ U. t) is also unchanged and the above argument shows there exist γ. fxl . Theorem 20.1). t) ≡ {f (x + t.t)→(0. st Note that (x + t. fxl xk . y + s) − f (x. Now let |t| . It is necessary to assume the mixed partial derivatives are continuous in order to assert they are equal. y + s) − fx (x + αt. fy .

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

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

This proves the theorem. δ 2 ) . Suppose ﬁrst that limy→x f (y) = L. then |f (x) − f (y)| < ε. it follows from (20. Suppose then that limy→x f (y) = f (x) and let ε > 0 be given. Then if ε > 0 is given.7) that |f · g (y) − L · K| < ε 477 and this proves (20. q Then. ε |fk (y) − Lk | < √ . THE LIMIT OF A FUNCTION OF MANY VARIABLES Then letting 0 < δ ≤ min (δ 1 . |f (y) − L| < ε. then |h (y) − h (L)| < ε Since limy→x f (y) = L. . then |h (f (y)) − h (L)| < ε. then |f (y) − L| < η.3). 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 ) .5. if follows that if 0 < |y − x| < δ. it follows f is continuous at x if and only if limy→x f (y) = f (x) . |fk (y) − Lk | ≤ |f (y) − L| < ε. δ q ) . since x is a limit point of D (f ) . Then if ε > 0 is given. letting 0 < δ ≤ min (δ 1 . Consider (20.6 For f : D (f ) → Rq and x ∈ D (f ) such that x is a limit point of D (f ) . limy→x f (y) = f (x) . there exists η > 0 such that if |y − L| < η. Also. then |f (x) − f (y)| < ε.20. there exists δ k such that if 0 < |y − x| < δ k . if 0 < |y − x| < δ. But for each k. q 1/2 |f (y) − L| ≡ k=1 q |fk (y) − Lk | ε2 q 1/2 2 < k=1 = ε.5). Therefore. From the deﬁnition of the limit. Theorem 20.5. Consider (20. there exists δ > 0 such that if 0 < |y − x| < δ. |fk (y) − Lk | ≤ |f (y) − L| and so if |y − x| < δ. there exists δ > 0 such that whenever y ∈ D (f ) and |y − x| < δ. it follows |f (y) − f (x)| < ε. Since h is continuous near. it follows that for ε > 0 given. L. · · ·. |f (x) − f (x)| < ε and so if |x − y| < δ.4). Therefore. there exists δ > 0 such that if |y − x| < δ. Next suppose limy→x fk (y) = Lk for each k.

Let {xk }k=1 be any ﬁnite set of points in Rp . 6. then limy→x f (y) × g (y) = L × M. 4.7 Approximation With A Tangent Plane To begin with. B (x. Give some examples of limit problems for functions of many variables which have limits and prove your assertions. y) ≡ if (x.y)→(0. 0 if (x. f (x0 )) is given by y − f (x0 ) = f (x0 ) (x − x0 ) (20. 20. Suppose x is deﬁned to be a limit point of a set.8) and a picture of the situation is depicted below.0) f (x. Prove lim g (|x|) = g (|x0 |) . x→x0 8. A if and only if for all r > 0. ¢ ¢ ¢ ¢ ¢r (x0 . Suppose g is a continuous vector valued function of one variable deﬁned on [0. Show that if f . Then the tangent line to the graph of the function. If it does not exist. 5. y) = (0. . 7. f (x0 )) ¢ ¢ ¢ ¢ Thus from (20. show if limy→x f (y) = L and limy→x g (y) = M. tell why it does not exist. y) if it exists. limy→x f (y) was only deﬁned in the case where x was a limit point of D (f ) .6 Exercises 1. ∞).8). suppose f is a function of one variable which has a derivative at the point x0 . y = f (x0 ) + f (x0 ) (x − x0 ) . y) = (0. 3. r) contains a point of A diﬀerent than x. Show this is equivalent to the above deﬁnition of limit point. Why? 2. f at the point (x0 . Show this set has no limit points. Find limx→0 sin(|x|) |x| and prove your answer from the deﬁnition of limit. 0) . g :U → R3 where U is a nonempty subset of Rp and x is a limit point of U.478 FUNCTIONS OF MANY VARIABLES 20. Let f (x. 0) xy x2 +y 2 n Find lim(x.

y) ∈ U and are continuous at the point (x0 . y0 ) v1 + (x0 .7. for small v. y0 ) + av1 + bv2 + o (v1 . y0 + v2 ) − f (x0 . f (x0 ) + f (x0 ) v is a very good approximation to. y0 ) + ∂f ∂f (x0 . Then f ((x0 . y0 ) + (v1 . v2 )) − f (x0 . y0 ) v2 ∂x ∂y − By the mean value theorem.20. y0 ) ∂f ∂f (x0 . y0 ) + (v1 . 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. y0 ) v1 + (x0 . v2 ) where |v|→0 lim |o (v)| = 0. v2 )) = f (x0 . y0 + v2 ) v1 + (x0 . |v| (20.10) = (f (x0 + v1 . Proof: f ((x0 . y0 + v2 ) − f (x0 . y0 ) v2 ∂x ∂y changes only in second component ∂f ∂f (x0 . y0 + sv2 ) v2 ∂x ∂y . y0 )) − changes only in ﬁrst component = f (x0 + v1 . v→0 |v| lim Therefore. y0 ) v2 + o (v) ∂x ∂x (20. y0 ) + (v1 . y0 + v2 ) − f (x0 . there exist numbers s and t in [0.7. APPROXIMATION WITH A TANGENT PLANE How close y is to f (x)? Letting v = (x − x0 ) .9).9) Theorem 20. y0 ) v1 + (x0 . y0 ) . y0 ) v2 ∂x ∂y ∂f ∂f (x0 . 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.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. y0 ) v1 + (x0 . y0 ) + where o (v) satisﬁes (20. v2 )) = f (x0 . 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 . f (x0 + v) . 1] such that this equals = ∂f ∂f (x0 + tv1 . = v Now this shows f (x0 + v) − (f (x0 ) + f (x0 ) v) = o (v) where o (v) = 0. y0 + v2 ) + f (x0 .

(x0 ) . y0 ) |v| ∂x ∂x ∂y ∂y Therefore. |o (v)| ≤ It follows |o (v)| ∂f ∂f ∂f ∂f ≤ (x0 + tv1 . y0 ) (x − x0 ) + (x0 . Theorem 20. · · ·. y0 ) (y − y0 ) + o (v) ∂x ∂x ∂f ∂f ∂f ∂f (x0 + tv1 . · · ·.10). ∂x1 ∂xp Proof: The proof is similar to the case of two variables. y) = f (x0 . vp ) . f (x. ∂f ∂f (x0 ) . 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. f is diﬀerentiable at x0 and the derivative of f equals the linear transformation obtained by multiplying by the 1 × p matrix. y0 ) v2 ∂y ∂y ∂f ∂f (x0 + tv1 . and noticing that |v1 | and |v2 | are both no larger than |v| . y0 ) (x − x0 ) + ∂f (x0 . y0 + v2 ) − (x0 .480 − = FUNCTIONS OF MANY VARIABLES ∂f ∂f (x0 . limv→0 |o(v)| = 0 because of the assumption that fx and fy are continuous at |v| the point (x0 . y0 + v2 ) − (x0 . vi . vi+1 . y0 ) v1 + (x0 . Letting v = (v1 · ··. The message of the above theorem is that the approximation is very good if both |x − x0 | and |y − y0 | are small. y0 ) + (x0 . letting o (v) denote the expression in (20. letting v ≡ (x − x0 . · · ·. y0 ) (y − y0 ) = z is the ∂x ∂x equation of a plane tangent to the graph of f. y0 ) + ∂f ∂f (x0 . The right side of the above. Then p ∂f f (x0 + v) = f (x0 ) + (x0 ) vi + o (v) .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.7. y0 ) v2 ∂x ∂y ∂f ∂f (x0 . denote by θi v the vector T (0. 0. y − y0 ) . y0 ) + ∂f (x0 . y0 + sv2 ) − (x0 . ∂xi i=1 That is. y0 + sv2 ) − (x0 . y0 ) v1 + ∂x ∂x Therefore. y0 ) ∂x ∂x ∂y ∂y |v| . y0 ) + (x0 . f (x0 . y0 ) and this proves the theorem. Nevertheless. vp ) T . y0 + sv2 ) − (x0 . there is a meaningful theorem about approximating the function with one of a special form as above. Writing this in a diﬀerent form. y0 + v2 ) − (x0 .

As before. fy = x. 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 . 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? . 0. 3) = 1. and fz (1.20. 3) = 6. the desired approximation is f (1. y. 2. 3) . Sometimes people use C 1 as an adjective and say f is C 1 Example 20. 2.11) 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. Therefore. 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. y.4 Suppose f (x. y.11). fy (1. vp ) . z) = xy + z 2 . 3) = 2. 2. z) near (1. Then f is in C 1 (U ) if all its partial derivatives exist and are continuous on U. 2. fx (1.9).7. This proves the theorem. 2. and θp v = 0. θp−1 (v) = (0. z) for (x. Deﬁnition 20. Therefore. APPROXIMATION WITH A TANGENT PLANE Thus θ0 v = v. This is called the linear approximation of the function f at the point x0 . fx = y. Now p T 481 f (x0 + v) − p f (x0 ) + i=1 ∂f (x0 ) vi ∂xi p i=1 (20. 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. Taking the partial derivatives of f.3 Let f :U → Rp where U is an open set in Rn .7. fz = 2z. Approximate f (x.

oq (v)) . if |x − x0 | < δ 1 . Cp+1 .14).7. this is equivalent to p T T f (x) = f (x0 ) + i=1 ∂f (x0 ) (xi − x0i ) + o (x − x0 ) .482 FUNCTIONS OF MANY VARIABLES Theorem 20. if C ≥ max ∂xi (x0 ) .12) ∂xi i=1 where o (v) satisﬁes (20. |f (x) − f (x0 )| < (Cp + 1) |x − x0 | < (Cp + 1) showing f is continuous at x0 .13) When a formula like the above holds. This is the content of the following important lemma. p ∂fk fk (x) = fk (x0 ) + (x0 ) vi + ok (v) . p |f (x) − f (x0 )| ≤ i=1 ∂f (x0 ) (xi − x0i ) + |x − x0 | ∂xi < (Cp + 1) |x − x0 | ε which veriﬁes (20. p .6 Let f : U → Rq where U is an open subset of Rp . · · ·.13) holds. Corollary 12. the above equation is then equivalent to (20. · · ·. i = 1.14) Proof: Suppose (20. · · ·. the following holds for each k = 1. Since o (v) satisﬁes (20. · · ·. Then (20. there exists δ 1 > 0 such that if |x − x0 | < δ 1 . Now letting ε > 0 be given. ∂xi i=1 Deﬁne o (v) ≡ (o1 (v) . then whenever |x − x0 | is small enough. then ∂f f is continuous at x0 . If (20. |f (x) − f (x0 )| ≤ (Cp + 1) |x − x0 | (20. then |o (x − x0 )| < |x − x0 | . Also. q. But also. From Theorem 20.5 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. Lemma 20. by the triangle inequality.12). the function must be continuous at x0 .9). Furthermore.2. p i=1 ∂f (x0 ) (xi − x0i ) ≤ C ∂xi p |xi − x0i | ≤ Cp |x − x0 | i=1 Therefore. Letting v = x − x0 .9) holds for o (v) because it holds for each of the components of o (v) . Proof: Let f (x) ≡ (f1 (x) . Then for |x − x0 | < δ.9).13) holds.7. then p ∂f f (x0 + v) = f (x0 ) + (x0 ) vi + o (v) (20. fq (x)) .3.7.5 on Page 299. ∂xi (20. ε =ε Cp + 1 . let δ = min δ 1 .

f (x. 0) xy x2 +y 2 Similarly. 0) = 0 so the partial derivatives do indeed exist. v → g (v) is o (v) if (20. That is.9).5. y) = (0. y) = (0. APPROXIMATION WITH A TANGENT PLANE Deﬁnition 20. o (v) .9). lim |g (v)| = 0. 0) . fy (0.15) . I ﬁnd it helpful to think of o (v) as an adjective rather than a precise deﬁnition.20. δ/2) = 1 while 2 f (0.7. δ) contains points where the value of the function equals 1/2 and also points where the value of the function equals 0. Here is another picture.9). y) = (0.7 A function. namely (20. 0) . I realize some of the above theorems and deﬁnitions are hard but they are the only route to correct understanding of multivariable calculus. Something more than existence of the partial derivatives at a point is necessary in order to accomplish such a linear approximation. 0) x2 −y 4 x2 +y 4 2 (20. δ/2) = 0. it is likely the picture would never have revealed the truth.9) holds for g (v) . Thus B ((0. 0) 0 = lim = 0. This time it is of the function. Therefore. |v| 483 v→0 Also. it is impossible to give the sort of approximation for f described in Theorem 20.6 on Page 477 that f is not continuous at (0. Here is an example. then so does o (v) + o (v) and 10o (v) . t→0 t→0 t t if (x. You see the way it is pinched near the center. This is both imprecise and useful because it neglects everything which is not important and directs our attention to that which really matters. However. f (δ/2. 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. from the above discussion. the symbol.1 at the point (0. 0) 1 if (x. 0) − f (0. Consequently no limit can exist. You might ﬁnd the picture of this function amusing. 0) . 0) ≡ lim f (t. y) ≡ if (x. 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.7. this function is not even continuous at the point (0. y) ≡ Then fx (0. This illustrates the limitations of abandoning careful logical reasoning and deﬁnitions in favor of pictures. y) = (0. 0) 0 if (x. 0) because for every δ > 0. f (x. (Why?) It follows from Theorem 20. means o (·) is a function which satisﬁes (20. However.7.

g : U → Rp has a good linear approximation at x ∈ U if n ∂g (x) g (x + v) = g (x) + vi + o (v) . 8. And it was an hand breadth thick.. (20. Then o (g (x + v) − g (x)) = o (v) . Proof: It is necessary to show v→0 lim |o (g (x + v) − g (x))| = 0. (20..1. then |o (g (x + v) − g (x))| < ε Cn + 1 |g (x + v) − g (x)| (20. ten cubits from the one brim to the other: it was round all about. Find a linear approximation to the function f (x. There exists η > 0 such that if |g (x + v) − g (x)| < η. it is important to consider the derivative of a composition of two functions.16).16) ∂xi i=1 Lemma 20.7. 20.15) is not continuous at (0. z) = x 3 yz 2 near the point (1.9 20. How many baths of brass were used? 20.5 feet.9. |v| (20. What was the approximate volume in cubic feet of the brass used in the molten sea. Use this approximation to estimate f (1..9. then |g (x + v) − g (x)| ≤ (Cn + 1) |v| . 1) . 0).. 1. and his height was ﬁve cubits: and a line of thirty cubits did compass it round about. In 1 Kings chapter 7 there is a description of the molten sea in Solomon’s temple. 7.484 FUNCTIONS OF MANY VARIABLES This is a very interesting example which you will examine in the exercises. A function. It contained two thousand baths. there exists δ > 0 such that if |v| < δ..9..8 Exercises 1. √ 2. 0) and yet it has directional derivatives in every direction at (0. 3.” Lets assume a hand breadth is 8 inches and a cubit is 1.1) and then use a calculator to make a comparison.19) . Show the function in (20..17) From (20.18) Now let ε > 0 be given.1 Diﬀerentiation And The Chain Rule The Chain Rule As in the case of a function of one variable. y. “And he made a molten sea. and Lemma 20.1 Let g : U → Rp where U is an open set in Rn and suppose g has a good linear approximation at x ∈ U .6.

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. |g (x + v) − g (x)| ≤ η.9. let V be an open set in Rp . This proves the lemma.20.9. Thus f ◦ g is the name of a function and this function is deﬁned by what was just written. For such v.9. (20.20) and ∂ (f ◦ g) (x) = ∂xj p i=1 ∂f (g (x)) ∂gi (x) . DIFFERENTIATION AND THE CHAIN RULE η Let |v| < min δ. Suppose g has a good linear approximation at x ∈ U and that f has a good linear approximation at g (x) . ∂yi ∂xj (20. The last assertion of the following theorem is known as the chain rule.1 equals p f (g (x + v)) = f (g (x)) + i=1 ∂f (g (x)) (gi (x + v) − gi (x)) + o (v) . Cn+1 . 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) . 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. Theorem 20. and let f : V → Rq .2 Let U be an open set in Rn .21) Proof: From the assumption that f has a good linear approximation at g (x) . Recall the notation f ◦ g (x) ≡ f (g (x)) .17). n p i=1 f (g (x + v)) = f (g (x)) + j=1 ∂f (g (x)) ∂gi (x) ∂yi ∂xj vj + o (v) . Then f ◦ g has a good linear approximation at x and furthermore. ∂yi Now since g has a good linear approximation at x. let g : U → Rp be such that g (U ) ⊆ V.

and eφ = (ρ cos φ cos θ. There is an easy way to remember this in terms of the repeated index summation convention presented earlier.21).486 p FUNCTIONS OF MANY VARIABLES because i=1 ∂f (g(x)) o (v) + o (v) = o (v) . y. −ρ sin φ) .4 Recall spherical coordinates are given by x = ρ sin φ cos θ. Example 20. t) = t sin x + cos y and v (x. v are as just described. ρ cos φ sin θ. Using the formula. z = ρ cos φ. Let y = g (x) and z = f (y) . 0) . cos φ) . y = ρ sin φ sin θ. T T T . ∂yi ∂xk ∂xk Remember there is a sum on the repeated index. Now t→0 lim |o (tek )| =0 t and so. taking the limit yields ∂ (f ◦ g) (x) = ∂xk p i=1 ∂f (g (x)) ∂gi (x) ∂yi ∂xk as claimed. eρ = (sin φ cos θ. ρ sin φ cos θ. sin φ sin θ. y. ∂ (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 ) . v) where u. v) = sin (uv) and let u (x.20). Then the above says ∂z ∂yi ∂z = . Letting z = f (u. If an object moves in three dimensions. This follows from observing that for v = tek . ∂x ∂u ∂x ∂v ∂x Clearly you can continue in this way taking partial derivatives with respect to any of the other variables.9. Example 20.9. ∂t ∂u ∂t ∂v ∂t Also. It only remains to ∂yi verify (20. ∂t From the above. ∂z ∂z ∂u ∂z ∂v = + = v cos (uv) sin (x) + us cos (uv) . s) = ∂z s tan x + y 2 + ts. ﬁnd ∂z and ∂x . describe its acceleration in terms of spherical coordinates and the vectors. ∂z ∂z ∂u ∂z ∂v = + = v cos (uv) t cos (x) + us sec2 (x) cos (uv) . t. eθ = (−ρ sin φ sin θ. vi = 0 unless i = k in which case vk = t.3 Let f (u. This establishes (20.

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

−ρ cos φ) = −ρeρ ∂φ ∂eφ ∂θ and ﬁnally. 0) = (cot φ) eθ ∂φ ∂eθ 1 T = (− sin φ sin 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. 0) (cot φ) eθ ∂eφ 1 T = (cos φ cos θ.23) it is also necessary to consider eφ . 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. − sin φ) = eφ . ∂ρ ρ With these formulas for various partial derivatives. 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 + . 0) = eθ . ρ cos φ cos θ. By the chain rule. ρ cos φ cos θ.23). ∂ρ ρ and Now in (20. sin φ cos θ. T = = (−ρ cos φ sin θ. 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.488 Also. ∂eφ T = (−ρ sin φ cos θ. cos φ sin θ. −ρ sin φ sin θ. FUNCTIONS OF MANY VARIABLES ∂eθ T = (−ρ cos φ sin θ.

All of the above is done in books on mechanics for general curvilinear coordinate systems and in the more general context.). θ. ρ and this gives the acceleration in spherical coordinates. 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. ρ −ρ φ φ + 2 −ρ θ 2 sin2 (φ) = a (t) . the above shows how to do it systematically and you see it is all an exercise in using the chain rule. 20.9. DIFFERENTIATION AND THE CHAIN RULE and now all that remains is to collect the terms. probably 0.20. As the fuel is burned. θ.9. p ≥ 1 and let x ∈ U be given. This is in fact the case. Then f is deﬁned to be diﬀerentiable at x ∈ U if and only if f has a good linear approximation at x. Of course this force produces a corresponding acceleration which can be computed as a function of time. consider a rocket. More could be said here involving moving coordinate systems and the Coriolis force. θ . 3 You won’t be able to ﬁnd the solution to equations like these in terms of simple functions. Of course there are many variations of this. and ρ.2 Diﬀerentiation And The Derivative By now. The point is that if you are interested in doing all this in terms of φ. Suppose you wanted to know the latitude and longitude of the rocket as a function of time. Deﬁnition 20. they can be solved numerically.) Then all that would be required would be to solve the system of diﬀerential equations3 . ρ (0) = ρ0 (the distance from the launch site to the center of the earth. .5 Let f : U → Rp where U is an open set in Rn for n. 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 . (There is no reason to think these will stay the same. 2ρ φ 2 − θ cos φ sin φ = 0. ρ 2θ ρ + 2φ θ cot (φ) = 0 θ + ρ along with initial conditions.) and then initial conditions for φ. Thus you could predict where the booster shells would fall to earth so you would know where to look for them. 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. φ . This sort of computation is usually done by a computer. As an example of how this could be used.9. directly away from the earth. Note the prominent role played by the chain rule. the rocket becomes less massive and so the acceleration will be an increasing function of t. 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. ρ (0) = ρ1 (the initial vertical component of velocity of the rocket. Suppose for simplicity that it experiences a force only in the direction of eρ . 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. say a (t). However. special theorems are developed which make things go much faster but these theorems are all exercises in the chain rule. However. this would be a known function.

Is this new deﬁnition equivalent to the old one in this case? In the case where n. f (x) equals the limit of the diﬀerence quotient as before and this shows that if f is diﬀerentiable in the new way. Thus v → f (x) v is a linear mapping from R to R. Till now. What if n. Therefore. This is the whole reason for the new way of looking at things.490 FUNCTIONS OF MANY VARIABLES Of course an obvious question arrises. then it is diﬀerentiable in the old way. v It follows that f (x + v) − f (x) − f (x) v = o (v) . an obvious question is: What is the derivative? In the case of a scalar function of one variable. 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) . but multiplication by it yields a linear transformation from R to R. p = 1. ∂xj Taking the ith coordinate of the above equation yields p fi (x + v) = fi (x) + j=1 ∂fi (x) vj + o (v) ∂xj . 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. Recall this implies p f (x + v) = f (x) + j=1 ∂f (x) vj + o (v) . Now suppose f is diﬀerentiable in the new way in terms of having a good linear approximation. p = 1. (20. Let f : U → Rq where U is an open subset of Rp and f is diﬀerentiable. it is diﬀerentiable in the new way just described. and f (x) can be thought of as this linear mapping. suppose f (x) exists. Therefore.24) where v ∈ R. f (x + v) = f (x) + f (x) v + o (v) . a linear transformation. In the more general setting described above. Now that a deﬁnition of what it means for a function to be diﬀerentiable has been given. it has been thought of as a number and this is what it is. the old deﬁnition makes absolutely no sense because you can’t divide by a vector. if f is diﬀerentiable in the old way. the derivative is the same thing. 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) .

There is no need to distinguish these subtle issues at this time. y) is a linear transformation mapping Rn to Rq which satisﬁes f (x + v.y) ∂y2 ∂f2 (x.y) ∂y1 ∂fq (x. v. D2 f (x.y) ∂f1 (x. . There is also a notion of partial derivative in this context. Generalization to more factors follows the same pattern. y) is deﬁned similarly as the derivative of what is obtained when x is ﬁxed and the variable of interest is y. . .y) ∂y2 ∂f1 (x. Next the concept of partial or directional derivative.9.y) ∂xn ∂fq (x.y) ∂x1 ··· ··· . ··· ··· ··· . ∂f1 (x. y) v + o (v) . Deﬁne D1 f (x. ∂f1 (x. . then it has a derivative. . Next there was the concept of diﬀerentiability and the derivative being a linear transformation determined by a certain matrix. here is a picture.y) ∂y2 ∂fq (x. ∂fq ∂x1 ∂fq ∂x2 ··· ··· . ··· ∂f1 ∂xp ∂f2 ∂xp ∂fq ∂xp and that f (x + v) = f (x) + J (x) v + o (v) . . Thus J (x) v = Df (x) v = f (x) v.y) ∂x2 ∂fq (x. To give a rough idea of the relationships of these topics. In terms of matrices of partial derivatives. it was shown that if a function is C 1 . y) = ∂x1 ∂f2 (x.y) ∂xn ∂f2 (x. Just think of them as diﬀerent notations for the derivative.y) ∂x1 . Also suppose f : U × V → Rq is in C 1 (U × V ) .y) ∂yp ∂f2 (x. ∂fq (x. .y) ∂yp There have been quite a few terms deﬁned. Finally. This linear transformation is also denoted by Df (x) or sometimes f (x) to correspond completely with the earlier notation. . . y) and D2 f (x.25) The linear transformation which results by multiplication by this q × p matrix is known as the derivative. (See Problem 1) In other words.. y) as follows. ∂f1 ∂x1 ∂f2 ∂x1 ∂f1 ∂x2 ∂f2 ∂x2 . First there was the concept of continuity.y) D1 f (x. 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. ﬁx y and take the derivative of the resulting function of x.y) ∂x2 ∂fq (x. D1 f (x. .6 Suppose U is an open set in Rn and V is an open set in Rp . ∂x2 ∂f2 (x. ··· ∂f1 (x.y) ∂xn while D2 f (x.y) ∂y1 . y) = ∂f1 (x. y) + D1 f (x. 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.9.y) ∂yp . Deﬁnition 20.20. (20..y) ∂y1 ∂f2 (x.. y) = f (x.

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

· · ·.27) that f (x + v) = f (x) + f (x) · v + o (v) (20. Then max {Dv f (x) : |v| = 1} = | f (x)| and min {Dv f (x) : |v| = 1} = − | f (x)| .11. √3 = √ 4 3 3. z) = (2x. √ 3 3 3 o (tv) t o (t) f (x) · v+ .1 Deﬁne gradient vector. |Dv f (x)| ≤ | f (x)| and so for any choice of v with |v| = 1.11.11. It follows immediately from (20. 1) . This vector is called the This deﬁnes the gradient for a scalar valued function. z) = x2 +sin (xy)+z. y. f (x.31) f (x) / | f (x)| and the minimum (20.30) Proof: From (20.28). y. 1. 1) where v = . Therefore. THE GRADIENT 493 20. from the above. (20.29) and the Cauchy Schwarz inequality. (20. 0. it is only necessary to ﬁnd f (1. √3 . ∂xn (x) T . 1 1 1 Therefore.29) it is easy to ﬁnd the largest possible directional derivative and the smallest possible directional derivative. (20. f (x+tv) − f (x) t = = Therefore. Proposition 20. for v a unit vector. . There are ways to deﬁne the gradient for vector valued functions but this will not be attempted in this book. 1.27) ∂xi j=1 Deﬁnition 20. From (20. Find Dv f (1.3 Let f : U → R be a diﬀerentiable function and let x ∈ U.20. 1) = (2.28) An important aspect of the gradient is its relation with the directional derivative.29) 1 1 1 √ . 1) and take the dot product.30) occurs when v = in (20. taking t → 0. 1) . 1)· √3 . f (x) ≡ ∂f ∂x1 ∂f (x) . Because of (20. Therefore. f (1. x cos (xy) . the directional derivative is (2.11 The Gradient Let f : U → R where U is an open subset of Rn and suppose f is diﬀerentiable on U. 0. √ .11.2 Let f (x. 0. Furthermore. n ∂f (x) f (x + v) = f (x) + vi + o (v) . − | f (x)| ≤ Dv f (x) ≤ | f (x)| . Dv f (x) = f (x) · v.31) occurs when v = − f (x) / | f (x)| . the maximum in (20. t f (x) · v+ Example 20. Thus if x ∈ U. Note this vector which is given is already a unit vector.

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

Similarly. Example 20. y. y − 1. y1 (t) . Therefore. Surely if things are as they should be. z1 (t)) x1 (t) + ∂x ∂f ∂f (x1 (t) . taking the derivative of both sides and using the chain rule on the left. z0 ). 1. z) = (2x. 2x − 12 + 4y + 6z = 0. u) = (1. 1. y1 (t) . EXERCISES 495 f (x1 (t) . z) = x2 + 2y 2 + 3z 2 at the point (1. y0 . one of the greatest theorems in all mathematics and a topic for an advanced calculus class. Find the gradients of f = (a) x2 y + z 3 at (1. (a) x2 y + z 3 at (1.12. 1. y0 . this merely states f (x1 (t) . y0 . z2 (s)) · x2 (s) = 0. (x0 . z1 (t)) = c for all t in some interval. y1 (t) . 2 . 4. y2 (s) . z − 1) = 0 or in other words. y0 . ∂f (x1 (t) . ∂y ∂z In terms of the gradient. from this problem. Therefore. 6) · (x − 1.4 Find the equation of the tangent plane to the level surface. y. y. z. z0 ) is perpendicular to this tangent plane at the point. 0) (c) u ln x + y + z 2 + w at (x. y. the equation of the plane is (2. y0 . 6) . 4y. 20. 1. f (x2 (s) . f (x. 2) (b) z sin x2 y + 2x+y at (1. z0 ) · x2 (s0 ) = 0. 1. w. 1 1 1 √ 2. y0 . z) = 6 of the function. But f (x. 1) = (2. First note that (1. Letting s = s0 and t = t0 . Find the directional derivatives of f at the indicated point in the direction.20. it suﬃces to ﬁnd the normal vector to the proposed plane. 1. y1 (t) . It follows f (x0 .12 Exercises 1. . z1 (t)) y1 (t) + (x1 (t) . y1 (t) . 2. 4. f (x. z0 ) and that f (x0 . 1.11. 1) . it follows f (x0 . 2) 2. 1) consequence of the implicit function theorem. 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 . 1. Therefore. z1 (t)) · x1 (t) = 0. z1 (t)) z1 (t) = 0. 1) is a point on this level surface. f (x0 . z0 ) · x1 (t0 ) = 0. 6z) and so f (1. z0 ) is perpendicular to both the direction vectors of the two indicated curves shown. 1.

|f (x) − f (y)| ≤ K |x − y| .13 Nonlinear Ordinary Diﬀerential Equations Local Existence Recall Deﬁnition 20. y (t) . (x (t) .3. z) = 0 are two level surfaces which intersect in a curve which has parameterization. where M denotes ∂f the maximum of ∂xi (z) for z ∈ D (x0 . it follows that for all x. 2) (c) cos (x) + z sin (x + y) = 1 at −π. Then for K = M n. 3π . n. 5. z) = 0 and f2 (x. (a) x2 y + z 3 = 2 at (1.13. A direction vector for the desired curve should be perpendicular to both of these gradients. 1 in the curve formed by the intersection of these surfaces. Find a direction vector for this curve at this point. The level surfaces x2 + y 2 + z 2 = 4 and z + x2 + y 2 = 4 have the point 22 . r) ≡ {x ∈ Rn : |x − x0 | ≤ r} and suppose U is an open set containing D (x0 . 1. y. r) . Proof: Let x. 22 . 6. r) such that f : U → Rn is C 1 (U ) . 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 . y. D(x0 . 2. Hint: Recall the gradients of the two surfaces are perpendicular to the corresponding surfaces at this point. y ∈ D (x0 . suppose f1 (x. √ √ 20. z (t)) . 1) (b) z sin x2 y + 2x+y = 2 sin 1 + 4 at (1. x+t (y − x) for t ∈ [0.1 Let D (x0 . y ∈ D (x0 .496 (b) z sin x2 y + 2x+y at (1. 1) . r) r r x x0 r y Observe x+ (0) (y − x) = x while x+ (1) (y − x) = y and for t ∈ (0. r) and i = 1. 1] as shown in the following picture. 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. 1. The following lemma applies to such functions. 3) FUNCTIONS OF MANY VARIABLES 3. In a slightly more general setting. · · ·. r) and consider the line segment joining these two points. 2) (c) xy + z 2 + w at (1. Find the tangent plane to the indicated level surface at the indicated point.7. 2 2 4. Find a diﬀerential equation for this curve. Lemma 20.

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

c + r M . r M and q = min b. then |f (t. U D(x0 . x) . r) . there exists a constant. Theorem 20.13. x) . x = f (t.13. . b] . r) is contained in U as shown. then one can take I = [p. c − Proof: Consider the following picture. This implies the following local existence and uniqueness theorem. the map x → ∂xi (t. Here r is chosen so small that D (x0 . x) ∈ [a. r)} . P x) − f (t. Therefore. K such that if x. b] × U → Rn be continuous and suppose that for each t ∈ [a. by Lemma 20. and if M ≡ max {|f (t. b] × D (x0 . b] such that c ∈ I and there exists a unique solution to the initial value problem. x (c) = x0 .32) valid for t ∈ I. Now let P denote the projection map deﬁned above. |f (t. x)| : (t. b] . If D (x0 . x) − f (t. Also let x0 ∈ U and c ∈ [a. b] .2. x (c) = x0 (20. q] where p = max a. Consider the initial value problem x = f (t. y)| ≤ K |x − y| for all t ∈ [a. Let ∂f f : [a.33) ∂f From Lemma 20. r) as indicated. 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.3 Let [a.13. r) The large dotted circle represents U and the little solid circle represents D (x0 . P x) .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| . r) is a closed ball as deﬁned above which is contained in U. y ∈ D (x0 . Then there exists an interval. x) is continuous. b] be a closed interval and let U be an open subset of Rn . I ⊆ [a. P y)| ≤ K |P x−P y| ≤ K |x − y| . (20.1 and the continuity of x → ∂xi (t.

say y. x) . say z.4 Let [a.32) on I. Also. Also let x0 ∈ U and c ∈ [a. x = f (t. r)} . This relation can be seen geometrically as in the following picture.14 Lagrange Multipliers Lagrange multipliers are used to solve extremum problems for a function deﬁned on a level set of another function. LAGRANGE MULTIPLIERS 499 It follows from Theorem 15.7. b] be a closed interval and let U be an open subset of Rn . If D (x0 . It remains to describe I. if |t − c| < M . Solve for one of the variables in the constraint equation. x (t) ∈ B (x0 .33) is the solution to (20. c + r M . it does involve the notion of compactness in a space of continuous functions and this is a topic for an advanced calculus course. it follows x (t) ∈ D (x0 . y. it follows that there exists an interval. b] . and if M ≡ max {|f (t.6 on Page 370 that (20. x (c) = x0 valid for t ∈ I. y. for these values of t. what if you had many constraints. However. However. r) . Let f : [a. r) is a closed ball which is contained in U. I containing c such that for t ∈ I. then one can take I = [p. There is a more general theorem which just gives existence.14. For example. Therefore. 20. Things are clearly getting more involved and messy. z) subject to the constraints x2 + y 2 = 4 and z = 2x + 3y 2 . However. I ⊆ [a. b] . q] where p = max a. if t ∈ [p.32). Then the function to maximize is f (x) = x (4 − x) and the answer is clearly x = 2. in the constraint equation. c − r M (20. q] . b] × D (x0 . P x) = f (t. it seems you might encounter many cases and it does look a little fussy. x + y = 4 to ﬁnd y = 4 − x. 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 473.13. This is not too hard to do using methods developed earlier. Thus the two numbers are x = y = 2.33) has a unique solution valid for t ∈ [a. Since x is continuous. q] as given. Then there exists an interval. f (t. Solve for one of the variables. It turns out that at an extremum. b] such that c ∈ I and there exists a solution to the initial value problem. Theorem 20. b] × U → Rn be continuous. r) and so for [p. t t |x (t) − x0 | = c x (s) ds ≤ c |x (s)| ds ≤ M |t − c| r and so. suppose you want to maximize xy given that x+y = 4. This is called the Peano (pronounced piano) existence theorem and it is one of the most useful results in certain areas of applied math. Now what if you wanted to maximize f (x. x) ∈ [a. .34) and q = min b. and then ﬁnd where the partial derivatives equal zero to ﬁnd candidates for the extremum.20. sometimes you can’t solve the constraint equation for one variable in terms of the others. The proof is not particularly hard and may be found as an exercise in [10] or [14]. there is a simple relationship between the gradient of the function to be maximized and the gradient of the constraint function. This proves the theorem. x)| : (t. substitute it into f. What if you wanted to maximize f (x. x) and so there is a unique solution to (20. P x (t) = x (t) and the solution to (20. This was easy because you could easily solve the constraint equation for one of the variables in terms of the other.

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

Now consider the system of nonlinear equations f (x) gi (x) = t = 0. x (t)) must be a constant vector and this vector equals zero by (20. x (t))−1 D1 f (t. x (t)) −1 D1 f (t. This is because by assumption. 3. each of 2λx2 . q) . Theorem 20. Suppose also that for t0 ∈ (a. q) containing t0 and a solution. x (t)) + D2 f (t. q) and a function. m (20. x : (p. D1 f (t. There are no magic bullets here. det (D2 f (t0 . Theorem 20. x (t)) x (t) = 0 dt D1 f (t. LAGRANGE MULTIPLIERS 501 Therefore. b) × U.36) be a collection of equality constraints with m < n. t → f (t. x (t)) x (t) = 0. Proof: By the Peano existence theorem6 . 3. x0 ) and by the chain rule. The maximum occurs at (3. x (t)) + D2 f (t. x) → −D2 f (t. the function. First it is essential to have a special case of the implicit function theorem. d (f (t. However. Then 0 = f (t0 . A local minimum is deﬁned similarly.2 Let f : (a. It was still required to solve a system of nonlinear equations to get the answer. x (t)) . 3) . q) such that t0 ∈ (p. Let f : U → R be a C 1 function and let gi (x) = 0. Not much is lost in doing this because this extra regularity will be available in nearly every conceivable example of any interest. b) and x0 ∈ U. x (t) = −D2 f (t.20. Thus.35). q) . b) × U → Rn where U is an open set in Rn and suppose D1 f and D2 f are both continuous on (a. x (t)) = 0 for all t ∈ (p.14. m. x0 ) = 0. x) is continuous. x) → −D2 f (t. f (t0 .36). x0 )) = 0. · · ·. i = 1. the only candidates for the point where the maximum occurs are (3. |x| = |y| = |z| . x to the initial value problem. However you can just assume in addition that the function (t. The above generalizes to a general procedure. x) (20. x (t))) = D1 f (t.13. it does often help to do it this way. x0 is a local maximum if f (x0 ) ≥ f (x) for all x near x0 which also satisﬁes the constraints (20.35) Therefore. etc. q) → U such that f (t. · · ·. 3. It follows that at any point which maximizes xyz. 2λy 2 . 3) (−3. This proves the theorem. Then there exists (p. x (t)) is C 1 and then use the Theorem on the local existence for solutions to ordinary diﬀerential equations which was proved. (t. (p. 3) . x (t0 ) = x0 −1 for t ∈ (p. 3) which can be veriﬁed by plugging in to the function which is being maximized. i = 1. (−3.4 on Page 499 there exists an open interval. Therefore. 2λz 2 equals xyz. . 6 I have not presented a proof of this important theorem so this part of the argument is technically incomplete. −3.14.

. q) . (p. . · · ·. · · ·. · · ·.39) . y (t)) = 0 for all t ∈ (p. . . . 2. Suppose now the rank of the matrix. g m (y) Therefore by Theorem 20. . Consider the m + 1 × n matrix. xim+1 corresponding to the columns used to get the m + 1 × m + 1 matrix having nonzero determinant. ym+1 ) ≡ xi1 . · · ·. . For x ≡ (x1 .9. . . ··· ··· ··· 1 fym+1 (y0 ) 1 gym+1 (y0 ) . xim+1 and let y0 ≡ (y01 . fx1 (x0 ) fx2 (x0 ) · · · fxn (x0 ) g1x1 (x0 ) g1x2 (x0 ) · · · g1xn (x0 ) (20. .2 there is an open interval containing t0 . x0n ) and let y ∈ Rm+1 be deﬁned as y ≡ (y1 . (The case of a local minimum is handled similarly. g l (y0 ) = 0. · · ·. Denote by W the set of points in Rm+1 W ≡ y ∈ Rm+1 : y = xi1 . y) ≡ (20. xi1 . . x0im+1 . if j is not equal to one of the ik . . 1 1 fy1 (y0 ) fy2 (y0 ) 1 1 gy (y0 ) gy (y0 ) 2 1 . and for all y close enough to y0 with g l (y) Furthermore. this matrix has rank m + 1 then by Deﬁnition 19. replace the variable. gmx1 (x0 ) gmx2 (x0 ) ··· gmxn (x0 ) . y0 ) where F : R×W → Rm+1 is deﬁned as 1 f (y) − t g 1 (y) F (t. t0 ≥ f 1 (y) . t0 is the largest value for all f 1 (y) with y close to y0 such that g l (y) = 0. g1x1 (x0 ) g1x2 (x0 ) · · · g1xn (x0 ) . xj with the constant x0j where x0 ≡ (x01 . .19 on Page 456. Therefore. xn ) . 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. · · ·.) Thus t0 ≡ f (x0 ) is the largest value of any f (x) for x near x0 satisfying the constraints. .37) . (20. the matrix of (20. This is a contradiction because. xim+1 where x ∈ U. Suppose therefore. .502 FUNCTIONS OF MANY VARIABLES Now suppose x0 satisﬁes all the constraints and is a point where f has a local maximum. This will be established by deriving a contradiction if the matrix has rank m + 1. . some m + 1 × m + 1 submatrix has nonzero determinant. Therefore. gmx1 (x0 ) gmx2 (x0 ) · · · gmxn (x0 ) It will be shown that this matrix has rank less than m + 1. m gym+1 (y0 ) has nonzero determinant. This determines m + 1 variables. and a function y deﬁned on this interval with the property that F (t. But this matrix equals D2 F (t0 .37) has rank less than m + 1 as claimed. as noted above. q) . . . f 1 (y0 ) = t0 . · · ·. m. . m. . m m gy1 (y0 ) gy2 (y0 ) = 0 for each l = 1. y0m+1 ) ≡ x0i1 . . . . · · ·.38) . · · ·. · · ·. .14. .

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. you just pick up the constraint equations. .37) is a linear combination of the rows of the above matrix. λm . . Therefore. Therefore. First write the Lagrangian. xn .9. Then you proceed to look for solutions to these equations. by Theorem 19. · · ·. λm such that gmx1 (x0 ) g1x1 (x0 ) fx1 (x0 ) .39) equals m. In general. When you take the derivatives with respect to the Lagrange multipliers. then from the ﬁrst two equations. λ1 . · · ·.4 Minimize xyz subject to the constraints x2 + y 2 + z 2 = 4 and x − 2y = 0.40) 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. but you just do your best and hope it will work out. m (20.40) it may be helpful to do the following. µ = 0 also.40) is what results from taking the derivatives of L with respect to the components of x. which . . In particular. then there exist scalars. LAGRANGE MULTIPLIERS 503 equals m. ···. x1 . xyz = 2λx2 and xyz = 2λy 2 and so either x = y or x = −y. L = xyz − λ x2 + y 2 + z 2 − 4 − µ (x − 2y) and proceed to take derivatives with respect to every possible variable. + · · · + λm = λ1 . If λ = 0. Then if x0 ∈ U is either a local maximum or local minimum of f subject to the constraints (20. λ1 . If µ = 0 and λ = 0.14. Theorem 20.40) holds. λm such that (20.20. The formula (20. gmxn (x0 ) g1xn (x0 ) fxn (x0 ) The λi are called the Lagrange multipliers. Of course these might be impossible to ﬁnd using methods of algebra. To help remember how to use (20. .20 on Page 456 every row of the matrix of (20. Form the Lagrangian. and if the rank of the matrix in (20. this could be very hard or even impossible.3 Let U be an open subset of Rn and let f : U → R be a C 1 function. This yields n + m equations for the n + m unknowns. .14. This proves the following theorem.14. and set what results equal to 0. λ1 . from the ﬁrst two equations. then from the third equation.36). 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. either x or y must equal 0. . there exist scalars. . · · ·. leading to the following system of equations. Example 20.

µ = (yz − 4λy) . 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. y = 3 . If none exist. Find the dimensions of the can which minimizes the surface area. and 5 5 z = −1. Therefore. . − 8 15 . But then from the fourth equation.15 Exercises 1. − 15 . − 20. Now put this in the second equation to conclude 5y 2 + z 2 = 4 . A can is supposed to have a volume of 36π cubic centimeters. A can is supposed to have a volume of 36π cubic centimeters.504 FUNCTIONS OF MANY VARIABLES requires that both x and y equal zero thanks to the last equation. both µ and λ must be non zero. However. and −2 8 15 . Find the dimensions of the can which minimizes the cost. ± 4 3 . Find the points on y 2 x = 9 which are closest to (0. 4. Now use the last equation eliminate x and write the following system. Find points on xy = 4 farthest from (0. Maximize 2x + 3y − 6z subject to the constraint. 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. I know this is not the best value for a minimizer because I can take x = 2 3 . 4 3 4 3 8 8 or −2 15 . candidates for minima are 2 8 15 . 8 15 . This satisﬁes the constraints and the product of these numbers equals a negative number. What does this say about the method of Lagrange multipliers? 5. divide the last equation by y and solve for λ to get λ = (2/5) z. x2 + 2y 2 + 3z 2 = 9. Therefore. Clearly the one which gives the smallest value is 2 8 15 . 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. xyz equals zero in this case. a choice of 4 points to check. Thus y 2 = 8/15 and z 2 = 4/3. 0) if any exist. y 2 − (2/5) z 2 = 0 a system which is easy to solve. 5y 2 + z 2 = 4 y 2 − λz = 0 yz − λy + µ = 0 yz − 4λy − µ = 0 From the last equation. 2. tell why. 6. Find the dimensions of the largest rectangle which can be inscribed in a circle of radius r. 3. − √ √ 2 and the minimum value of the function subject to the constraints is − 5 30 − 2 3. Therefore. Thus µ and λ are either both equal to zero or neither one is and the expression. ± 8 15 . 4 3 . z = ±2 and now this contradicts the third equation. 0) .

If x ∈ S is the point where this maximum is achieved. Show that when you use the method of Lagrange multipliers to maximize n the function. Find the point on the level surface. 0) . 0. 15. 10. 0) . Find the point on the intersection of z = x2 + y 2 and x + y + z = 1 which is closest to (0. 21. Here are two lines. one chosen on one line and the other on the other line. Minimize xyz subject to the constraints x2 + y 2 + z 2 = r2 and x − y = 0. 0. n 1 n S≡ x ∈ Rn : i=1 ixi = 1 and each xi ≥ 0 . 14. EXERCISES n n 505 7. Aij xj xi subject to the constraint. ﬁnd x1 /xn . Find the point on this curve which is closest to (0. 0) . 1 + 2s. 13. 11. Minimize j=1 xj subject to the constraint j=1 x2 = a2 . Maximize their product subject to the constraint that x1 + 2x2 + 3x3 + 4x4 + 5x5 = 300. 18. 3 + t) and x = (2 + s. This λ is called an eigenvalue of the matrix. Minimize 4x2 + y 2 + 9z 2 subject to x + y − z = 1 and x − 2y + z = 0. 0. Show ∂xi (Aij xj xi ) = 2Aij xj . Thus Aij = Aji and recall ∂ (Ax)i = Aij xj where as usual sum over the repeated index. the value of λ which j corresponds to the maximum value of this functions is such that Aij xj = λxi . 8. . Let x1 . 2x2 + xy + z 2 = 16 which is closest to (0. 1 + 3s) . 2x + 3y + z = 4 which is closest to the point (1. 16. Find the point on this curve which is closest to (0. · · ·. 0) . Find n numbers whose sum is 8n and the sum of the squares is as small as possible. 2 + t. 12. 4x2 + y 2 − z 2 = 1which is closest to (0. Let f (x1 . Find the point on the plane. 2x + 3y + z = 3 and the sphere x2 + y 2 + z 2 = 16. 2x + 3y + z = 3 and the cylinder x2 + y 2 = 4. 0. Find the point. x5 be 5 positive numbers. A curve is formed from the intersection of the plane. Thus Ax = λx. 3) . z) on the level surface. A.20. Let A = (Aij ) be an n × n matrix which is symmetric. (x. Then f achieves a maximum on the set. 0) . Find the point on x2 4 T T + y2 9 + z 2 = 1 closest to the plane x + y + z = 10. Your answer should be j some function of a which you may assume is a positive number. Let n be a positive integer. A curve is formed from the intersection of the plane. 0. 20. 19. x = (1 + 2t. y. · · ·. 17. xn ) = xn x2 · · · x1 .15. 9. 2. 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. Find the dimensions of the largest triangle which can be inscribed in a circle of radius r. j=1 x2 = 1. n−1 22.

That this is the case is part of the next lemma.506 FUNCTIONS OF MANY VARIABLES 23. Then if v ∈ Rp with |v| < r. i x2 i i=1 ≤ 1 n n x2 i i=1 and ﬁnally. let x ∈ U and let B (x. This says the “geometric mean” is always smaller than the arithmetic mean. Now conclude that if x.16. Maximize i=1 x2 (≡ x2 × x2 × x2 × · · · × x2 ) subject to the constraint. x2 /a2 + y 2 /b2 = 1 which is in the ﬁrst quadrant. it follows that x + tv ∈ U whenever |t| ≤ 2. xp ) . 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. First a deﬁnition is convenient. 20.1 Let ∂i denote the partial derivative with respect to xi where x = (x1 . This is a function of one variable and so the one variable Taylor’s formula applies to F provided F has derivatives.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. Extend the tangent line through (x. 25. p q show the maximum is achieved when x2p = y 2q and equals r2 . ∂i g ≡ ∂xi . Maximize x2 y 2 subject to the constraint x2p y 2q + = r2 p q where p. 24. Find the maximum value of the area of this triangle as a function of a and b. Let (x. 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. Thus ∂g . y > 0. conclude that if each number xi ≥ 0. · · ·. 2) . q are real numbers larger than 1 which have the property that 1 1 + = 1. y) be a point on the ellipse. n 1 2 3 i n Show the maximum is r2 /n . 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 . y) till it intersects the x and y axes and let A (x. Deﬁnition 20.

Proof: From the chain rule. vp ) . · · ·. Similarly.16. 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. p 2 vi ∂i i=1 = i. i1 . ( vi ∂i ) is deﬁned just as you might expect.16.···.in vi1 vi2 · · · vin ∂i1 ∂i2 · · · ∂in where the sum is taken over all choices of the indices. ∂xi The symbol.il vi1 vi2 · · · vil ∂i1 ∂i2 · · · ∂il f (x + tv) .2 Let f and F be as above. deﬁne the “diﬀerential operator”. a ﬁxed vector. Then p l F (l) (t) = i=1 vi ∂i f (x + tv) = i1 . Then F ∈ C k (0.20. p} . in in {1. p 3 vi ∂i i=1 = i. TAYLOR’S FORMULA FOR FUNCTIONS OF MANY VARIABLES p i=1 507 vi ∂i ac- Now for v = (v1 .j vi vj ∂i ∂j (g) = i. Lemma 20.···. 2) and for each l ≤ k p l (l) F (t) = i=1 vi ∂i f (x + tv) . p n vi ∂i i=1 = i1 . 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 .j vi vj (∂i (∂j g)) .j. · · ·.j vi vj ∂i ∂j where i. Now suppose this is true for l < k. · · ·.k vi vj vk ∂i ∂j ∂k and more generally.

By Taylor’s theorem.il p vil+1 ∂il+1 f (x + tv) vi1 vi2 · · · vil ∂i1 ∂i2 · · · ∂il il+1 =1 = i1 .3 Let U be an open set in Rp and let f : U → R be C k . this formula holds for t = 1 since 1 < 2. In addition to this.···.5 Let H be a real n × n symmetric matrix and let S denote the vectors in Rn which have unit length. Ax · y = Aij xj yi = xj Aij yi = xj AT This lemma implies (20.42) If H is an n × n matrix with H = H T . from the above lemma. µ such that λ = min {Hx · x : x ∈ S} . µ = max {Hx · x : x ∈ S} .16.1.16.···. Then Ax · y = x·AT y. In particular. then Hxµ = µxµ . Similarly. If xλ is a point of S at which Hxλ · xλ = λ. ji yi = x·AT y. Then there exists λ. Proof: Using the repeated index summation convention. .1 on Page 257.16. yields F (l+1) (t) = i1 . Then there exists s ∈ (0. Theorem 11. F (t) = F (0) + F (0) t + · · · + F (k−1) (0) tk−1 F (k) (st ) tk + (k − 1)! k! for some st ∈ (0. Theorem 20. (20.42). Lemma 20. here is a proof of this exercise. 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. there exists s ∈ (0.1 Some Linear Algebra Hx · y = x·Hy =Hy · x. t) .16. Therefore.508 FUNCTIONS OF MANY VARIABLES Taking the derivative of this using the chain rule. then λ ≤ r ≤ µ.4 Let A be an m × n matrix.41) and this is Taylor’s formula for a function of many variables.41) holds whenever |v| is suﬃciently small. then Hxλ = λxλ . Theorem 20. it follows from Exercise 8 on Page 420 In case you didn’t work this exercise. 20. r and x = 0.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. This proves the following theorem. if xµ is a point of S at which Hxµ · xµ = µ. 1) such that (20. if Hx =rx for some real number.

These points are called critical points. First note that if u is any nonzero vector in Rn . x is a closed and bounded set in Rn and so since x →Hx · x is continuous.43) . 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. This means H |x| · |x| = r |x| · |x| = r and so λ ≤ r ≤ µ by the way these two numbers are deﬁned. (H − λI) xλ = 0. µ. Thus all partial derivatives of f at this point equal zero.3 the following equation is valid for all v having |v| small enough. What is the analog of the second derivative test for functions of one variable? Let x be a point of U where Df (x) = 0.20.16. 2 20. The claim about xµ and µ is completely similar. it achieves a minimum value. This proves the theorem. TAYLOR’S FORMULA FOR FUNCTIONS OF MANY VARIABLES 509 Proof: A vector in S determines a unique point. Consequently. it holds in particular for v = (H − λI) xλ and therefore. Now let v ∈ Rn be an arbitrary vector. x x x x Now suppose Hx = rx. It remains to show µ and λ satisfy the given conditions. Since this holds for any v. Since Hxλ · xλ = λ. =λ Hxλ · xλ + 2tHxλ · v + t Hv · v ≥ λxλ · xλ + 2tλxλ · v + t2 λv · v. x which is at unit distance from 0. Hxλ · v = λxλ · v and so (H − λI) xλ · v = 0. 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. The set of such points.16. Letting t > 0 and doing the same thing leads to 2Hxλ · v ≥ 2λxλ · v.j 1 f (x) + vT H (x + sv) v 2 1 f (x) + H (x + sv) v · v 2 (20. By Theorem 20.16.2 The Second Derivative Test Let f : U → R where U is an open set in Rn and f is C 2 . λ and a maximum value.42). If t is negative this yields 2Hxλ · v + tHv · v ≤ 2λxλ · v + tλv · v Now let t → 0 to obtain 2Hxλ · v ≤ 2λxλ · v. subtract this from both sides and then divide both sides by t. 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.

16. This matrix is called the Hessian matrix. Theorem 20. . f (x. 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.16. 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. The case where µ < 0 is completely similar and is left as an exercise.1 on Page 474. It remains to verify the test fails in case either µ or λ = 0.By the assumption f is C 2 . µ = max {H (x) u · u : u ∈ S} . y) = x4 − y 4 in which (0. for all v small enough.510 where H (y) ≡ FUNCTIONS OF MANY VARIABLES fx1 x1 (y) fx2 x1 (y) . If either λ or µ equals zero. 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) . By Theorem 20. 2 2 (20. This last case is called a saddle point. From (20.45) (20. . . it follows that if |v| is small enough. The following theorem is the second derivative test for a function of many variables.5 there exists v such 2 that H (x) v = µv. . all the entries of H (y) are continuous functions of y. 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. . the test fails. The line through x having v as its direction vector is just x+tv and so from (20. 0) . If µ < 0 then f has a local maximum at x. Proof: Suppose ﬁrst λ > 0. the resulting function of one variable has a local maximum. Also let µ and λ be deﬁned for H = H (x) as in Theorem 20. and f (x. 0) . Thus H (x) v · v = µ |v| . ··· ··· .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. Finally consider the case where µ > 0 and λ < 0. . ∂i f (x) = 0 for all i. fxn xn (y) fxn x1 (y) fxn x2 (y) · · · and this is a symmetric matrix due to Theorem 20. This is easily done by looking at 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.16.46) .43).5. Thus λ = min {H (x) u · u : u ∈ S} . |(H (x + sv) − H (x)) v · v| ≤ Therefore. If λ > 0 then f has a local minimum at x. fx1 x2 (y) fx2 x2 (y) .. y) = x4 + y 4 in which f clearly has a local minimum at (0.4. fx1 xn (y) fx2 xn (y) .44) showing f has a local minimum at x. 0) is clearly neither a local minimum nor a local maximum for this function. y) = −x4 − y 4 in which f has a local maximum at (0. .

−8. y) = 2x4 − 4x3 + 14x2 + 12yx2 − 12yx − 12x + 2y 2 + 4y + 2. TAYLOR’S FORMULA FOR FUNCTIONS OF MANY VARIABLES 511 Now consider the last term.16. f has a local minimum at the point. This is the case µ < 0. It follows the numbers. fx (x. −1) . 2 The Hessian matrix is 24x2 + 28 + 24y − 24x 24x − 12 24x − 12 4 . . there is a picture to help you remember the situation. or saddle points. How can you tell which case occurs? The way to do this is to recall Theorem 20. λ and µ will be found among the solutions to the above equation. Example 20. The solutions to this equation are called eigenvalues of the matrix. The case where λ < 0 is similar.20. x.16. called the characteristic equation of the matrix. local maximums. (0. for small enough |v| in a certain direction.16. Therefore. then (λI − H) x = 0 even though x = 0. − 4 . Therefore. This matrix is and its eigenvalues are 16.7 Let f (x. and (1. and the thing to determine is the sign of its eigenvalues evaluated at the critical points. The number λ is the smallest solution to this equation and the number µ is the largest. This is the case λ > 0. −1) . As in the case of a function of one variable. 4 2 4 0 4 showing that this is a local minimum. In the picture the plus signs denote all positive eigenvalues. 2 4 4 showing that in that direction. this point is a saddle point. − 1 . In general. From continuity of the partial derivatives. The line is unchanged if v is multiplied by a small scalar. det (λI − H) = 0.5 in which it was shown that Hxλ = λxλ and Hxµ = µxµ . Note this equation will always be an nth degree polynomial equation. −1) at this point the Hessian matrix is and the eigen−12 4 values are 16. y) = 8x3 − 12x2 + 28x + 24yx − 12y − 12 and fy (x. Therefore. 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| . |(H (x + sv) − H (x)) v · v| ≤ µ 2 |v| 4 provided |v| is small enough. 16 0 First consider the point 1 . therefore. y) = 12x2 − 12x + 4y + 4. you could multiply both sides of (λI − H) x = 0 by this inverse and conclude x = 0. the matrix (λI − H) must not have an inverse since if it did. The minus signs denote all negative eigenvalues. The 1 points at which both fx and fy equal zero are 1 . if Hx = λx and x = 0. Find the critical points and determine whether they are local minimums. 4 −12 Next consider (0.

5 –1 –1. Since arctan is a strictly increasing function. y) = arctan 2x4 − 4x3 + 14x2 + 12yx2 − 12yx − 12x + 2y 2 + 4y + 2 . Show (0.5 –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.2 0. you could graph instead f (x. Below is a graph of this function which illustrates the behavior near the point (1.8 0. −1) . −1) . The geometric signiﬁcance of a saddle point was explained above. they do look like a saddle.2 You see it is a lot like the place where you sit on a saddle.2 0 –0.2 –0.5 1 0. −1) . In fact. Before doing anything it might be interesting to look at the graph of this function of two variables plotted using Maple. Here is a picture of the graph of the above function near the saddle point.512 FUNCTIONS OF MANY VARIABLES Finally consider the point (1.9 –0. 0. y) = arctan 6xy 2 − 2x3 − 3y 4 .1 y –1 0x –0. For a function of two variables.5 0 –0. 0) is a critical point for which the second derivative test gives no information.6 0.1 –0.16.4 –1. Example 20. This should be no surprise since this was the case even for a function of one variable.1 –0.8 Suppose f (x. a nice example is the Monkey saddle. In one direction it looks like a local minimum while in another it looks like a local maximum. 1. At this point the Hessian is 4 12 12 4 and the eigenvalues are 16. . −8 so this point is also a saddle point.2 –1. If you want to get a better picture. it preserves all the information about whether the given function is increasing or decreasing in certain directions.4 0. (0.

Verify the claims made about the three examples in Theorem 20.5. y) and that a similar formula holds for the partial derivative with respect to y. (0. 2. So are (1. 0) . 0) = 0. Now gxx (0. show x · y = 0. 0) also. (0.16. Use the second derivative test on the critical points (1. Therefore. y) = 6xy 2 − 2x3 − 3y 4 gx (0. 0) = 0 and so does gxy (0. 1) and (1. 4. This shows the critical point. fyy are all equal to zero at (0.8. 5. fxy . and (1. 0) = gy (0. it suﬃces to verify that for g (x. Next let x = 0 and y = t. the second derivative test is totally useless at this point. Show the points 1 . y) = 6y 2 − 6x2 .16. 20. Now to see (0. − 21 . y) = 12xy − 12y 3 and clearly (0. −1) . Therefore. This implies fxx . . (Why?) Therefore. 1) .6. Therefore. t) = arctan(4t3 − t4 ). which is strictly increasing near t = 0. EXERCISES 513 This picture should indicate why this is called a monkey saddle. y) ∂x 1 + g (x. However. −4) are critical points of the following 2 4 function of three variables and classify them as local minimums. t) = −3t4 . gy (x. If H = H T and Hx = λx while Hx = µx for λ = µ.16. along the line. and (1. Finish the proof of Theorem 20. (0. Then p (t) ≡ f (0. 0) is a critical point.20. This reduces to h (t) = f (t. 0) and gyy (0. the Hessian matrix is the zero matrix and clearly has only the zero eigenvalue. t) .17 Exercises 1. 0) is a critical point. −1) for Example 20. 0) of f is neither a local max. gx (x. −4) .17. 0) . f has a local maximum at (0. note that ∂ (arctan (g (x. 3. suppose you took x = t and y = t and evaluated this function on this line. y))) 1 = 2 gx (x. It is because the monkey can sit in the saddle and have a place for his tail. nor a local min. local maximums or saddle points.

the Hessian is −24 0 0 −2 and its eigenvalues are −24. Therefore. First consider the point point the Hessian is − 16 3 0 0 −6 . 2) . local maximums or saddle points. −4) . 2) are critical points of the following function 2 20 of three variables and classify them according to whether they are local minimums. −4) . 7. local maximums or saddle points. −2. y) = −x4 + 2x3 + 39x2 + 10yx2 − 10yx − 40x − y 2 − 8y − 16. The Hessian equals −2 10 10 −2 having eigenvalues: 8. − 4 . Answer: The Hessian matrix is −36x2 + 74 + 20y + 36x 20x − 10 20x − 10 −6 . Finally consider the point (1. Answer: . f (x. Next consider (0. Show the points 1 . and (1. 6. At this point. (0. At this point the Hessian matrix is −2 −10 −10 −2 and the eigenvalues are 8. y) = 5x4 − 10x3 + 17x2 − 6yx2 + 6yx − 12x + 5y 2 − 20y + 20.514 FUNCTIONS OF MANY VARIABLES f (x. The same 3 analysis shows there are saddle points at the other two critical points. 37 . f (x. (0. −12 and so there is a saddle point here. At this and its eigenvalues are − 16 . First consider the point 1 21 2 . −4) . 1 53 2 . both negative. Answer: The Hessian matrix is −12x2 + 78 + 20y + 12x 20x − 10 20x − 10 −2 The eigenvalues must be checked at the critical points. −6 so there is a local maximum at this point. and (1. y) = −3x4 + 6x3 + 37x2 + 10yx2 − 10yx − 40x − 3y 2 − 24y − 48. −4) are critical points of the following func2 12 tion of three variables and classify them according to whether they are local minimums. the function has a local maximum at this point. −12 so the function has a saddle point. Show the points 1 . − 53 . − 12 Check its eigenvalues at the critical points.

5 f (x. Therefore. If the eigenvalues are both negative. 4. Answer: The Hessian matrix is −3 0 0 8 8 4 8 −4 4 8 −4 8 48x2 − 8 − 8y − 48x −8x + 4 . Find the critical points of the following function of three variables and classify them according to whether they are local minimums. Finally consider the point (1. Check its eigenvalues at −8x + 4 8 17 1 the critical points. Therefore. −2. . − 17 . 10. 20 Check its eigenvalues at the critical points. First consider the point point. 8. Next consider (0. Otherwise the test fails. there is a saddle point. 3 3 Answer: The critical point is at (−2. Find the critical points of the following function of three variables and classify them according to whether they are local minimums. f (x. then local max. 4. (1. 2) at this point the Hessian matrix is 10 6 6 10 and the eigenvalues are 16. − 8 . and (1.20. Show the points 1 . local maximums or saddle points. eigenvalues: 12. local maximums or saddle points. 8. 2) . y. This matrix is and its eigenvalues are −3. First consider the point 2 . EXERCISES 515 The Hessian matrix is 60x2 + 34 − 12y − 60x −12x + 6 −12x + 6 10 . and −6 and the only critical point is (1. 5 Next consider (0. 1 f (x. 1 37 2 . 3 Answer: The eigenvalues are 4. The eigenvalues of the Hessian matrix at this point are −6. 4. 10. z) = 3 x2 + 32 3 x + 4 3 − 16 3 yx − 58 3 y − 4 zx − 3 46 3 z 4 + 1 y 2 − 3 zy − 5 z 2 . −2) . y) = 4x4 − 8x3 − 4yx2 + 4yx + 8x − 4x2 + 4y 2 + 16y + 16. 1. −2) . . If both positive. −2) are critical points of the following func2 8 tion of three variables and classify them according to whether they are local minimums.17. (0. 0) . z) = − 3 x2 + 2 x − 3 2 3 + 8 yx + 2 y + 3 3 14 3 zx − 28 3 z − 5 y2 + 3 14 3 zy − 8 z2. local maximums or saddle points. −2) at this point the Hessian matrix is and the eigenvalues are 12. −5) . 9. At this and its eigenvalues are − 16 . and 6. y. −10. the Hessian matrix is − 16 5 0 0 10 . 3. then local min. there is a local minimum at this point. There is also a local minimum at the critical point.

(0. 7 f (x. 22. 16. Show by giving examples that the second derivative tests fails. −t2 + 5t for t ∈ R and classify them as local minimums. − 11 . local maximums or saddle points. Suppose µ = 0 but there are negative eigenvalues of the Hessian at a critical point. 3 3 19. local maximums or saddle points. Find the critical points of the following function of three variables and classify them according to whether they are local minimums. z) = − 3 x2 + 28 3 x + 37 3 + 14 3 yx + 10 3 y − 4 zx − 3 26 3 z 4 − 2 y 2 − 3 zy + 7 z 2 . y. local maximums or saddle points. 3 20. y. Find the critical points of the following function of three variables and classify them as local minimums. −5) . 3 3 3 21. Find the critical points of the following function of three variables and classify them as local minimums. (0. z) = 3 x2 + 4x + 75 − 14 3 yx 8 − 38y − 8 zx − 2z + 2 y 2 − 3 zy − 1 z 2 . y) = 2x4 − 4x3 + 42x2 + 8yx2 − 8yx − 40x + 2y 2 + 20y + 50. 3 3 13. Find the critical points of the following function of three variables and classify them according to whether they are local minimums. local maximums or saddle points. local maximums or saddle points. State and prove a similar result in the case where some eigenvalue of the Hessian matrix is negative. 2 f (x. f (x. f (x. 0) . y. local maximums or saddle points. −5) are critical points of the following func2 2 tion of three variables and classify them as local minimums. . −5) . Show the points 3 .516 FUNCTIONS OF MANY VARIABLES 11. local maximums or saddle points. y. −5) are critical points of the following 2 function of three variables and classify them as local minimums. f (x. Show that if f has a critical point and some eigenvalue of the Hessian matrix is positive. 15. y. Find the critical points of the following function of three variables and classify them as local minimums. 2t2 − 10t. y) = 4x4 − 16x3 − 4x2 − 4yx2 + 8yx + 40x + 4y 2 + 40y + 100. local maximums or saddle points. 2 f (x. and (2. 0) are critical points of the following function 2 20 of three variables and classify them as local minimums. then there exists a direction in which when f is evaluated on the line through the critical point having this direction. local maximums or saddle points. z) = − 3 x2 − 146 3 x + 83 3 + 16 3 yx + 4y − 3 14 3 zx + 94 3 z − 7 y2 − 3 14 3 zy + 8 z2. 14. y. 27 . local maximums or saddle points. z) = t. z) = 4x2 − 30x + 510 − 2yx + 60y − 2zx − 70z + 4y 2 − 2zy + 4z 2 . 17. 3 12. 18. f (x. f (x. (x. and (3. Show the points 1 . y. (0. z) = − 11 x2 + 3 40 3 x − 56 3 + 8 yx + 3 10 3 y − 4 zx + 3 22 3 z − 11 2 3 y 4 − 3 zy − 5 z 2 . − 9 . Show the points 1. the resulting function of one variable has a local minimum. and (1. f (x. Find the critical points of the following function of three variables and classify them as local minimums. Show the critical points of the following function are points of the form. z) = 10 2 3 x − 44 3 x + 64 3 − 10 3 yx + 16 3 y + 2 zx − 3 20 3 z + 10 2 3 y + 2 zy + 4 z 2 . y) = 5x4 − 30x3 + 45x2 + 6yx2 − 18yx + 5y 2 .

y. 0 2 −4 0 0 −3 1 2 Next consider the critical point. At this point the Hessian is . − 1 . 3 3 3 If you graph these functions of t you ﬁnd the second is always positive and the third is always negative. 3 f (x. −3 and so this point is a saddle point. 1. 1 2 √ 97. − 15 − 2 √ 97. 2 The Hessian is −12 + 36x + 2z − 18x2 0 −2 + 2x 0 −4 0 −2 + 2x 0 −3 Now consider the critical point. At this point the Hessian matrix equals 3 0 0 The eigenvalues are 16 3 . −4 16 3 0 −4 0 0 0 . −3. −3. 25 3 20 3 20 3 y + 38 3 z 20 3 x − − 10 3 − 10 3 50 3 38 3 x − − 10 3 −1 3 95 3 (t) − − 10 3 − 10 3 50 3 38 3 (t) − − 10 3 −1 3 95 3 . 0) . 2 10 2 − t2 + t − 6 − (t4 − 10t3 + 493t2 − 2340t + 2916). − t2 + t − 6 + 3 3 3 and (t4 − 10t3 + 493t2 − 2340t + 2916). z) = − 2 x4 + 6x3 − 6x2 + zx2 − 2zx − 2y 2 − 12y − 18 − 3 z 2 . 6 The veriﬁcation that the critical points are of the indicated form is left for you. y. −3. 0) . −3. 0) . (2. At this point the Hessian matrix is −12 0 2 The eigenvalues are −4. all these critical points are saddle points. Therefore. and 1. −3. The Hessian is −2x2 + 10x − 25 + 3 20 50 3 x− 3 38 95 3 x− 3 at a critical point it is − 4 t2 + 20 t − 3 3 20 50 3 (t) − 3 38 95 3 (t) − 3 The eigenvalues are 2 10 2 0. local maximums or saddle points.20. all negative so at this point there Finally consider the critical point. − 15 + 2 is a local max. −3. (2. −3. (0. 1 23.17. − 3 and classify them as local minimums. 0) . Show the critical points of the following function are (0. EXERCISES 25 2 6 x 517 + 10 2 3 yx 1 f (x. z) = − 6 x4 + 5 x3 − 3 − 50 19 2 3 yx + 3 zx − 95 5 2 3 zx − 3 y − 10 3 zy − 1 z2.

Therefore. (x. local maximums or saddle points. 24. z) = −2yx2 − 6yx − 4zx2 − 12zx + y 2 + 2yz. local maximums or saddle points. all negative. z) = 2 x4 − 4x3 + 8x2 − 3zx2 + 12zx + 2y 2 + 4y + 2 + 1 z 2 . −1. (4. Show the critical points of the following function are points of the form. 2t2 + 6t. Show the critical points of the following function are (0. and (2. 0) . y. 2 .518 FUNCTIONS OF MANY VARIABLES −12 0 −2 0 −2 −4 0 0 −3 and the eigenvalues are the same as the above. f (x. 25. 0) . there is a local maximum at this point. −12) and classify them as local minimums. −t2 − 3t for t ∈ R and classify them as local minimums. −1. y. y. z) = t. −1. 1 f (x.

(21. y) where f (x. To solve this problem. 519 . y) outside of some bounded set. mQ (f ) ≡ inf {f (x) : x ∈ Q} . Now consider the following picture. y) Q In this picture.1 Methods For Double Integrals This chapter is on the Riemann integral for a function of n variables. The proofs of the theorems involved are diﬃcult and are left till the end. y) ≥ 0 and f (x.1) and v (Q) is deﬁned as the area of Q. It begins by introducing the basic concepts and applications of the integral. To begin with consider the problem of ﬁnding the volume under a surface of the form z = f (x. the volume of the little prism which lies above the rectangle Q and the graph of the function would lie between MQ (f ) v (Q) and mQ (f ) v (Q) where MQ (f ) ≡ sup {f (x) : x ∈ Q} . consider the following picture. y) = 0 for all (x. z = f (x.The Riemann Integral On Rn 21.

multiply it by the area of Q. Note this is a ﬁnite sum because by assumption. y) ∈ [a. MQ (f ) v (Q) and Q Q mQ (f ) v (Q) where the notation. d] . Then each of those little squares are the base of a prism of the sort in the previous picture and the sum of the volumes of those prisms should be the volume under the surface. d] is a rectangle in R2 . z = f (x. means for each Q. b] and also y ∈ [c. b] × [c. b] × [c. although it is impossible to draw meaningful pictures in higher dimensional cases. First you must understand that something like [a. d [a. It also does not depend in any essential way on the function being deﬁned on R2 . and then add all these numbers together. To deﬁne the Riemann integral. it is assumed f equals zero outside the circle and f is a bounded nonnegative function. it is necessary to ﬁrst give a description of something called a grid. f = 0 except for ﬁnitely many Q. The sum. Thus in Q MQ (f ) v (Q) . means x ∈ [a. d] and the points which do this . v (Q) . adds numbers which are at least as large as what is desired while in Q mQ (f ) v (Q) numbers are added which are at least as small as what is desired. The situation is illustrated in the following picture. y) . Q MQ (f ) v (Q) . Q mQ (f ) v (Q) is a lower sum. Therefore. having sides parallel to the axes. b] × [c.520 THE RIEMANN INTEGRAL ON RN In this picture. the desired volume must lie between the two numbers. namely those which intersect the circle. take MQ (f ) . Q MQ (f ) v (Q) is called an upper sum. d] c a b (x. None of this depends in any way on the function being nonnegative. and the desired volume is caught between these upper and lower sums.

If G is a grid. 2.1.2) lim αi = ∞.2 Let f : R2 → R be a bounded function which equals zero for all (x. v (Q) and sum all these products for every Q ∈ G.1 For i = 1. let αi k k→∞ ∞ k=−∞ 521 be points on R which satisfy (21. it is common to replace the V with A and write this symbol as f dA where A stands for area. the expression. αl+1 . MQ (f ) v (Q) Q∈G is called the upper sum associated with the grid. For G a grid.1. Then f dV is deﬁned to be the unique number which lies between all upper sums and all lower sums.1. k k→−∞ lim αi = −∞. this means to take a rectangle from G multiply MQ (f ) deﬁned in (21. METHODS FOR DOUBLE INTEGRALS comprise the rectangle just as shown in the picture. is deﬁned similarly. F is a reﬁnement of G if every box of G is the union of boxes of F. This deﬁnition begs a diﬃcult question. . The symbol. k k k+1 For such sequences. Again. First consider the question: How can the Riemann integral be computed? Consider the following picture in which f equals zero outside the rectangle [a. In the case of R2 . y) outside some bounded set. mQ (f ) v (Q) . Deﬁnition 21. another grid. Q∈G called a lower sum.1) by its area.21. α1 k k+1 × αl . deﬁne a grid on R2 denoted by G or F as the collection of rectangles of the form 2 2 (21. G as described above in the discussion of the volume under a surface. For which functions does there exist a unique number between all the upper and lower sums? This interesting question is discussed in the section on the theory of the Riemann integral. d] .3) Q = α1 . Deﬁnition 21. b] × [c. αi < αi . With this preparation it is time to give a deﬁnition of the Riemann integral of a function of two variables.

and you knew the volume of each slice of bread. If you wanted to ﬁnd the volume of the loaf of bread. y) dx where the integral is obtained by ﬁxing y and integrating with respect to x.4) and (21. y) dx a getting a function of y.5) are called iterated integrals. y) on [a. It is the same here. y) dy dx = a c f (x. y) dy dx and it is understood that you are to do the inside integral ﬁrst and then when you have done it. having thickness equal to h. Thus. If you could ﬁnd the volume of the slice represented in this picture. y) ≥ 0 and the integral represents a volume. but there is no diﬀerence in the general case where f is not necessarily nonnegative.522 THE RIEMANN INTEGRAL ON RN It depicts a slice taken from the solid deﬁned by {(x. You see these when you look at a loaf of bread. The slice in the picture corresponds to constant y and is assumed to be very thin. The same thing should be obtained from the integral. is reduced to a sequence of easier problems. Note what has been gained here. y) dx dy = c F (y) dy. y] by V (y) . it is expected that b V (y) = a f (x. I have presented this for the case where f (x. it is expected that this is a way to evaluate f dV. Then b V (y + h) − V (y) ≈ h a f (x. Therefore. y) is given by d c a b f (x. y) dx dy (21. Of course there is nothing special about ﬁxing y ﬁrst. b a c d f (x.4) but this was also the result of f dV. First do b f (x. A hard problem. In practice. . y) dx.5) These expressions in (21. you could add these up and get the volume of the solid. you integrate this function of x. the volume of the solid under the graph of z = f (x. obtaining a function of x. y) dy dx (21. say F (y) and then do d c a b d f (x. b] × [c. Denote the volume of the solid under the graph of z = f (x. Therefore. you could ﬁnd the volume of the whole loaf by adding the volumes of individual slices. dividing by h and taking a limit. ﬁnding f dV. It is hoped that the approximation would be increasingly good as h gets smaller. y)} . the parenthesis is usually omitted in these expressions. They are tools for evaluating f dV which would be hard to ﬁnd otherwise. Thus b a c d b d f (x. y) : 0 ≤ y ≤ f (x. V (c) = 0.

3 Let f : S → R where S is a subset of R2 . 3 If the integration is done in the opposite order.4 Let f (x. Then denote by f1 the function deﬁned by f (x. Example 21. y) = x2 y + yx for (x. METHODS FOR DOUBLE INTEGRALS 523 Throughout. The inside integral yields 2 0 x2 y + yx dy = 2x2 + 2x 1 0 and now the process is completed by doing 1 0 0 2 to what was just obtained. . What is meant by f dV ? S Deﬁnition 21. y) ≡ 0 if (x. y) ∈ R where R is the triangular region deﬁned to be in the ﬁrst quadrant. y) ∈ S . below the line y = x and to the left of the line x = 4. suppose f is deﬁned on the set.21. 2 0 1 0 0 1 x2 y + yx dx dy 5 y 6 5 y 6 5 .5 Let f (x.1. It is only intended to make things plausible. 2] ≡ R. Thus 1 2 0 R f dV = R 0 x2 y + yx dy dx. y) ∈ [0. Example 21. Find This is done using iterated integrals like those deﬁned above. f1 (x. Find R f dV. 1] × [0. Another aspect of this is the notion of integrating a function which is deﬁned on some set.1. For example. y) ∈ S / Then f dV ≡ S f1 dV. Thus 1 0 x2 y + yx dy dx = 2x2 + 2x dx = 5 . S ⊆ R2 . y) if (x.1. f dV. y) = x2 y + yx for (x. 3 x2 y + yx dx = Now 2 0 0 1 x2 y + yx dx dy = 0 2 dy = If a diﬀerent answer had been obtained it would have been a sign that a mistake had been made. not on all R2 . I have been assuming the notion of volume has some sort of independent meaning.1. A careful presentation will be given later. the same answer should be obtained. This assumption is nonsense and is one of many reasons the above explanation does not rise to the level of a proof.

Then 4 4 y f dV = R 0 x2 y + yx dx dy For each y between 0 and 4.6 Let f (x. 4 y x2 y + yx dx = 4 1 1 88 y − y4 − y3 3 3 2 672 . y goes from 0 to the slanted line. Example 21. y = x. y) = x2 y for (x.1. goes from y to 4. 5 Now f dV = R 0 1 1 88 y − y4 − y3 3 3 2 dy = Here is a similar example.524 THE RIEMANN INTEGRAL ON RN y