Calculus, Applications and Theory

Kenneth Kuttler April 29, 2004

2

Contents
1 Introduction 11

I

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

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

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

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

4 3.11 Exercises

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

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

II

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

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

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

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

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

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

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

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

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

III

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

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

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

CONTENTS

7

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

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

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

8

CONTENTS

IV

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

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

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

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

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

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

10

CONTENTS

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

11

12

INTRODUCTION

Part I Preliminaries 13 .

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Often these are things which are “self evident” either from experience or from some sort of intuition but this does not have to be the case. It is assumed that R has the following algebra properties.1 x + y = y + x. 2.The Real Numbers An understanding of the properties of the real numbers is essential in order to understand calculus.3 For each x ∈ R. as a line extending infinitely far in both directions. n ∈ Z. 1.1. there exists −x ∈ R such that x + (−x) = 0. N ≡ {1. 15 . In this book. defined as the numbers which are the quotient of two integers. (commutative law for addition) Axiom 2. −4 −3 −2 −1 ' 0 1 1/2 2 3 4 E As shown in the picture. consider the real numbers. By 2 analogy. n = 0 n are each subsets of R as indicated in the following picture. you can see where to place all the other rational numbers. These properties will not be proved which is why they are called axioms rather than theorems. · · ·} and the rational numbers.1. 1. Axiom 2.1 The Number Line And Algebra Of The Real Numbers To begin with. This section contains a review of the algebraic properties of real numbers. Thus the integers are defined as Z ≡ {· · · − 1.1. listed here as a collection of assertions called axioms. (existence of additive inverse). · · ·} . In general. the natural numbers.2 x + 0 = x. the notation. axioms are statements which are regarded as true. (additive identity). ≡ indicates something is being defined. 1 is half way between the number 0 and the number. Axiom 2. denoted by R. 0. Q≡ m such that m. 2.

Axiom 2. Whenever you feel a little confused about an algebraic expression which involves division or subtraction. Axiom 2. This means there is a natural ambiguity in an expression like 6 − 3 − 4. It is conventional to simply do the operations in order of appearance reading from left to right. Do you mean (6 − 3) − 4 = −1 or 6 − (3 − 4) = 6 − (−1) = 7? It makes a difference doesn’t it? However.9 x (y + z) = xy + xz. (commutative law for multiplication). think x + (−y) .1.1 It is also the definitions and proofs which make the subject of mathematics intellectually worth while.10 The above axioms imply the following. Thus. only one number has the property that it is a multiplicative inverse. think of division as multiplication by the multiplicative inverse as just indicated and think of subtraction as addition of the additive inverse. Thus. if you see 6 − 3 − 4.(distributive law). 1 There are certainly real and important things which should not be described using mathematics because it has nothing to do with these things. 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. This means that for a given number. there exists x−1 such that xx−1 = 1.1. The reason for this is that subtraction and division do not satisfy the associative law. all you have to do is to check and see if it acts like one. the so called binary operations of addition and multiplication are associative and so no such confusion will occur. In many cases the source of confusion will disappear almost magically.16 THE REAL NUMBERS Axiom 2.6 (xy) z = x (yz) . In doing algebra. feelings and emotions have nothing to do with math. when you see x/y. The axioms listed above are just a careful statement of exactly what is necessary to make the usual algebraic manipulations valid.7 1x = x. you would normally interpret it as the first of the above alternatives. For example. Axiom 2.1.1.8 For each x = 0. Axiom 2.1. think x y −1 and when you see x − y. 1. .1.1. only one number has the property that it is an additive inverse and that. Take these away and it becomes a gray wasteland filled with endless tedium and meaningless manipulations. something is “true” if it follows from axioms using a correct logical argument. the claim is made that the additive inverse and the multiplicative inverse are unique. The multiplicative inverse and additive inverses are unique. the following theorem is important and follows from the above axioms. given a nonzero number. (associative law for multiplication).4 (x + y) + z = x + (y + z) . Proofs and definitions are very important in mathematics because they are the means by which “truth” is determined. Division and subtraction are defined in the usual way by x−y ≡ x+(−y) and x/y ≡ x y −1 .(existence of multiplicative inverse). Axiom 2. In the first part of the following theorem. Theorem 2.5 xy = yx. (associative law for addition). 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. The significance of this is that if you are wondering if a given number is the additive inverse of a given number. The reasoning which demonstrates this assertion is called a proof. In mathematics. (multiplicative identity). 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. A word of advice regarding division and subtraction is in order here.

If xy = 0 then either x = 0 or y = 0. by the uniqueness of the additive inverse proved in 1.1. THE NUMBER LINE AND ALGEBRA OF THE REAL NUMBERS 2. 0x = 0. To verify (−1) x = −x. −x + 0 = (−x) + (x + y) = (−x) + (x + z) and so by the associative law for addition. It is desired to verify 0x = 0. From the definition of the additive identity and the distributive law it follows that 0x = (0 + 0) x = 0x + 0x.. it follows (−1) x = −x as claimed. 17 Proof: Suppose then that x is a real number and that x + y = 0 = x + z. It follows from 1. From the above axioms. ((−x) + x) + y = ((−x) + x) + z which implies 0 + y = 0 + z.2. − (−x) = x. there exists an additive inverse. (−1) (−1) = 1. This is because it has just been shown that additive inverses are unique. (−1) (1 + (−1)) = (−1) 0 = 0 and so using the definition of the multiplicative identity. −x for x. Consider 2. Therefore. and the distributive law to write x + (−1) x = x (1 + (−1)) = x0 = 0. that 1 = − (−1) = (−1) (−1) .. y = x−1 x y = x−1 (xy) = x−1 0 = 0. It is necessary to verify y = z. x + (−x) = 0 and so x = − (−x) as claimed. Then x−1 exists by the axiom about the existence of multiplicative inverses. and 2. To verify 4. . and the distributive law. Now by the definition of the additive identity. by 2. this implies y = z. (−1) x = −x 4. To demonstrate 3. 3. 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. You should prove the multiplicative inverse is unique. Therefore. and the associative law for multiplication. suppose x = 0. By the definition of additive inverse. it suffices to show x acts like the additive inverse of −x in order to conclude that − (−x) = x.. use 2. (−1) + (−1) (−1) = 0.

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

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

3 Order The real numbers also have an order defined on them. x Now let x = 2 and y = 2 to obtain 3=4 THE REAL NUMBERS 17. Axiom 2.1 The expression. Axiom 2. Instead. the following should be fairly reasonable and are listed as axioms. Find the error in the following.3. x < y.3. Axiom 2. xy + y = y + y = 2y.3.3.3.2 The sum of two positive real numbers is positive. You may assume the associative. x ≤ y if either x = y or x < y. Axiom 2.3. Axiom 2. Definition 2.4 For a given real number x.11 If x < y and z < 0.9 If x < 0 then x−1 < 0. Either x is positive. Axiom 2.10 If x < y then xz < yz if z > 0. one and only one of the following alternatives holds. then xy ≥ 0. and distributive laws hold for the integers. commutative.3.3. then xz > zy (multiplication of an inequality by a negative number).5 If x < y and y < z then x < z (Transitive law). x ≥ y if either x > y or x = y. in words. things assumed to be true. Show the rational numbers satisfy the field axioms.3 The product of two positive real numbers is positive. The expression x > y. (x is less than y) means y lies to the right of x on the number line. If you examine the number line. 2. or −x is positive. Axiom 2. This order can be defined very precisely in terms of a short list of axioms but this will not be done here. Verify the following formulas.3. properties which should be familiar are listed here as axioms. I suggest you plug in some numbers to reassure yourself about these axioms.7 If x ≤ 0 and y ≤ 0.3. x = 0. Axiom 2. x.20 15. is positive if x > 0. . (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. A number.8 If x > 0 then x−1 > 0.3. in words (x is greater than y) means x is to the right of y on the number line. Axiom 2. Axiom 2.6 If x < y then x + z < y + z (addition to an inequality). (multiplication of an inequality by a positive number).

This would be written as S = {x ∈ Z : x > 2} . If A and B are sets with the property that every element of A is an element of B. {1.3. As an example of the union of two sets. 2. exactly one of the following must hold.3.3. If this is to hold. 3. 2. 4. 8}. 2. For example {1.12 Each of the above holds with > and < replaced by ≥ and ≤ respectively except for 2. 3. In general.3. Next add 8 to both sides to get 12 ≤ −x. 8} . 4. 2. 7. 8} would be a set consisting of the elements 1. 3. Thus {1. 8} ⊇ {1. 3. x2 + 2x + 4 = 2 (x + 1) + 3 ≥ 0 for all x. Example 2. / Sometimes a rule specifies a set. 4. 8} . 2. Therefore. 2.3. 3. The same statement about the two sets may also be written as {1. 4. 5. Then multiply both sides by (−1) to obtain x ≤ −12. 3. such that x > 2. subtract x from both sides to get x + 4 ≤ −8. or x > y (trichotomy).2. 8} . The first case yields x + 1 ≥ 0 and 2x − 3 ≥ 0 so x ≥ −1 and x ≥ 2 3 yielding x ≥ 2 . 8} means 9 is not an element of {1. 8} ∪ {3. 8} ⊆ {1. Therefore. Either x = y. However. The second case yields x + 1 ≤ 0 and 2x − 3 ≤ 0 which implies x ≤ −1 and x ≤ 3 . 2. 4. For example. This is described next. 7.9 in which it is also necessary to stipulate that x = 0.2. 2.3. This notation says: the set of all integers. 2. A or B. In general A ∪ B ≡ {x : x ∈ A or x ∈ B} .1 Set Notation A set is just a collection of things called elements. 8} ∩ {3. 3.3. A and B consists of everything which is in both of the sets. It is not an exclusive or. {1. in symbols. 2.13 For any x and y. 3. 4. then A is a subset of B. 3. 2. x.15 Solve the inequality (x + 1) (2x − 3) ≥ 0.16 Solve the inequality (x) (x + 2) ≥ −4 Here the problem is to find x such that x2 + 2x + 4 ≥ 0. x < y. Then subtract 4 from both sides to obtain x ≤ −12. 8} = {3. 8} because these numbers are those which are in at least one of the two sets. 7. 3. To indicate that 3 is an element of {1. 2. {1. the solution to this inequality is x ≤ −1 or x ≥ 3 . . 8} . either both of the factors. 5.8 and 2. Note that trichotomy could be stated by saying x ≤ y or y ≤ x. The intersection of two sets. 8} is a subset of {1. To simplify the way such things are written. Be sure you understand that something which is in both A and B is in the union. 5. 3. Example 2. 3. involves set notation. 3. x + 1 and 2x − 3 are nonnegative or they 3 are both nonpositive. 3.3. the solution to this problem is all x ∈ R. Axiom 2. For example you could specify a set as all integers larger than 2.3.14 Solve the inequality 2x + 4 ≤ x − 8 Subtract 2x from both sides to yield 4 ≤ −x−8. ORDER 21 Axiom 2. The union of two sets is the set consisting of everything which is contained in at least one of the sets. Alternatively. A ∩ B ≡ {x : x ∈ A and x ∈ B} . 2 2 Example 2.3. 8} . 8} = {1. 8} because 3 and 8 are those elements the two sets have in common. 2. 2. 9 ∈ {1. 2. it is customary to write 3 ∈ {1. and 8.

a situation which never occurs. A. ∅ has nothing in it and so the least intellectual discomfort is achieved by saying ∅ ⊆ A. .3. x+1 Note that 2x−2 is positive if x > 1. 2 . Thus the answer would be −∞. x such that a < x ≤ b. Therefore. Solve (3x + 1) (x − 2) > 0. denoted by ∅. To identify the interesting intervals. ∞) . ∞). such that a ≤ x ≤ b and [a. 3 3.17 Solve the inequality 2x + 4 ≤ x − 8 This was worked earlier and x ≤ −12 was the answer. there would have to exist a set. Mathematicians like to say the empty set is a subset of every set. The two points. −1 ∪ (2.18 Solve the inequality (x + 1) (2x − 3) ≥ 0. To illustrate the use of this notation consider the same three examples of inequalities. −1] ∪ [ 3 . Thus ∅ is defined as the set which has no elements in it. b) are defined by analogy to what was just explained. Example 2. Therefore. b] indicates the set of numbers.3.22 THE REAL NUMBERS When with real numbers. The reason they say this is that if it were not so. ∞) . b] denotes the set of real numbers. or else 3 3x + 1 ≥ 0 and x − 2 ≤ 0 so x ≥ −1 and x ≤ 2. 1) . Example 2. a] means the set of all real numbers which are less than or equal to a. Other intervals such as (−∞. they cannot be included in any set of real numbers. [a. (x + 1) and (2x − 2) and determine where these equal zero. Solve x+1 2x−2 < 0. all that was necessary to do was to look at the two factors. / Set notation is used whenever convenient. negative if x ∈ (−1. If A and B are two sets. b) denotes the set of real numbers such that a ≤ x < b. A special set which needs to be given a name is the empty set also called the null set. x such that x ≥ a and (−∞. ∞) means the set of all numbers. Thus either 3x + 1 ≤ 0 and x − 2 ≥ 0 in which case x ≤ −1 and x ≥ 2. −12]. This was worked earlier and x ≤ −1 or x ≥ this is denoted by (−∞. x such that a < x < b and (a. In general. the answer is (−1. Thus A \ B ≡ {x ∈ A : x ∈ B} . Written as −1 .3. This is just everything not included in the above problem. A \ B denotes the set of things which are in A but not in B. b) consists of the set of real numbers.19 Solve the inequality (x) (x + 2) ≥ −4 Recall this inequality was true for any value of x.4 Exercises With Answers This happens when the two factors have different signs. In terms of set notation Example 2. such that ∅ has something in it which is not in A. 3 3 1. This is written as (−∞. 2. [a. It is written as R or (−∞. 2. the curved parenthesis indicates the end point it sits next to is not included while the square parenthesis indicates this end point is included. and nonnegative if x ≤ −1. x. However. Solve (3x + 1) (x − 2) ≤ 0. These sorts of sets of real numbers are called intervals. 2 3 2 was the answer. (a. The reason that there will always be a curved parenthesis next to ∞ or −∞ is that these are not real numbers. a and b are called endpoints of the interval. 1) .

4.2 |xy| = |x| |y| . 6.5 Exercises 1. 2. Theorem 2. x+3 5. Solve 11. 2. . For x ∈ (−2. Therefore. 7. Definition 2. ≥ 1. Solve x+1 < 1.6 The Absolute Value A fundamental idea is the absolute value of a number. Solve (3x + 2) (x − 3) ≤ 0. the answer is [−2.6. 2.1 |x| ≡ x if x ≥ 0. this equals zero. < 1.5. On something like this. 9.2. This is important because the absolute value defines distance on R. Solve x+2 3x−2 < 0. Solve (x + 2) (x − 2) ≤ 0. To describe this algebraically. 8. Solve (x − 1) (2x + 1) > 2. Solve 3x+7 x2 +2x+1 23 ≥ 1. subtract 1 from both sides to get 6 + x − x2 (3 − x) (2 + x) = . 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. y d   d   d   d   d  x The following is a fundamental theorem about the absolute value. −x if x < 0. EXERCISES 4. 3) the expression is positive and it is negative if x > 3 or if x < −2. Solve 10. Solve 3x−4 x2 +2x+2 3x+9 x2 +2x+1 x2 +2x+1 3x+7 2 ≥ 0. How far away from 0 is the number 3? How about the number −3? Look at the number line and observe they are both 3 units away from 0. Solve (x − 1) (2x + 1) ≤ 2.6. Solve (3x + 2) (x − 3) > 0. 2 x2 + 2x + 1 (x + 1) When x = 3 or x = −2. 3. Solve x2 − 2x ≤ 0. 3]. Thus |x| can be thought of as the distance between x and 0.

6. This proves the theorem. ||x| − |y|| ≤ |x − y| . the conclusion follows from (2. then |xy| = xy because in this case xy ≥ 0 while |x| |y| = (−x) (−y) = (−1) x (−1) y = (−1) (−1) xy = xy. To obtain the second one. You observe that 5 > 1 and so it is important to remember that the triangle inequality is an inequality. Note there is an inequality involved. Multiply by a−1 if a = 0.4 Solve the equation |x − 1| = 2 (2. |3 + (−2)| = |1| = 1 while |3| + |(−2)| = 3 + 2 = 5. Theorem 2. Therefore. You should verify the other cases.6. in this case the result of the theorem is verified.1) while if |x| − |y| ≤ 0. y ≥ 0 and x ≤ 0 while y ≥ 0. then the conclusion follows from (2. b ≥ 0 then if a2 ≤ b2 it follows that b2 ≥ ba ≥ a2 and so b ≥ a (see the above axioms. 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| . |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|) . Proof: By Theorem 2. This verifies the first of these inequalities.) Applying this observation to the above inequality. y ≤ 0.3 The following inequalities hold. Now note that if 0 ≤ a ≤ b then 0 ≤ a2 ≤ ab ≤ b2 and that if a.2. |x + y| ≤ |x| + |y| .2). |x + y| ≤ |x| + |y| . Therefore. Either of these inequalities may be called the triangle inequality. both x. Consider the following.1) 2 .24 THE REAL NUMBERS Proof: If both x. Example 2. ||x| − |y|| ≤ |x − y| because if |x| − |y| ≥ 0.6. This theorem is the basis for the following fundamental result which is of major importance in calculus.2) (2.

6 Solve the inequality |2x − 1| > 2.2. it is not hard to draw its graph. if |x − 2| < 1. Note that some of this is arbitrary. Consider x 3 between 1 and 3. You can see these values of x do not solve the inequality.6. 1 ]. then ||x| − |2|| < 1 and so |x| < 3.6. x2 − 4 = |x + 2| |x − 2| ≤ (|x| + 2) |x − 2| ≤ 7 |x − 2| . Therefore. 2 . δ. then ||x| − 2| < 3 and so |x| < 5. 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. If |x − 2| < 1. It could be the case that x + 1 = 2x − 2 in which case x = 3 or alternatively. This happens if 2x − 1 > 2 or if 2x − 1 < −2. you see the first of the two cases is the one which holds. 3 must be excluded. This is not a hard job. For example 3 x = 1 does not work. Therefore.5 Solve the inequality |2x − 1| < 2 From the number line. it is a very good idea to graph the two relations. In other words.7 Solve |x + 1| = |2x − 2| There are two ways this can happen. |x + 1| = x + 1 when x > −1 and |x + 1| = −1 − x when x ≤ −1.6. 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. [3. Similar considerations apply to the other relation. 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. Therefore. Therefore. there are two solutions to this problem. ∞). Example 2. ∞ ∪ −∞. 3 Example 2. Therefore. 1 ] ∪ [3. Example 2.6. y = |x + 1| and y = |2x − 2| on the same set of coordinate axes.9 Obtain a number. Checking examples. if |x − 2| < 50 . 1 . x + 1 = 2 − 2x in which case x = 1/3. if |x − 2| < 3. the desired inequality will hold. − 1 .6. −1/2 < x and x < 3/2. Therefore. −2 < 2x − 1 < 2 and so −1/2 < x < 3/2. for such x. Example 2. It follows the solution set 3 to this inequality is (−∞.6. For example. 2 Example 2. then x2 − 4 < 1/10. THE ABSOLUTE VALUE 25 This will be true when x − 1 = 2 or when x − 1 = −2. Similar reasoning obtains (−∞. x = 3 or x = −1. Thus the solution is x > 3/2 or x < 3 −1/2. x2 − 4 = |x + 2| |x − 2| ≤ (|x| + 2) |x − 2| ≤ 5 |x − 2| . Therefore. 1 Therefore. such that if |x − 2| < δ. ∞) is included.8 Solve |x + 1| ≤ |2x − 2| In order to keep track of what is happening.

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

Suppose this formula is valid for some n ≥ 1 where n is an integer.8 Well Ordering Principle And Archimedian Property Definition 2. then b − 1 + 1 = b ∈ S by the assumed property of S.8. ∞) ∩ Z is also in S. The above axiom implies the principle of mathematical induction. / b − 1 ∈ ([a. Proof: Let T ≡ ([a.8.4 Prove by induction that n k=1 k2 = n(n+1)(2n+1) . Then n+1 n k2 = k=1 k=1 k 2 + (n + 1) 2 = n (n + 1) (2n + 1) 2 + (n + 1) . ∞) ∩ Z) \ S = T which contradicts the choice of b as the smallest element of T. Example 2.) Since a contradiction is obtained by assuming T = ∅. ∞) ∩ Z) \ S.3 (Mathematical induction) A set S ⊆ Z. The sum yields 1 and so does the formula on the right. it must be the case that T = ∅ and this says that everything in [a. Therefore.8. n (n + 1) (2n + 1) 2 + (n + 1) . 2. · · ·} is well ordered. Theorem 2.1 A set is well ordered if every nonempty subset S. The theorem will be proved if T = ∅. WELL ORDERING PRINCIPLE AND ARCHIMEDIAN PROPERTY 27 2. Axiom 2.8.2 Any set of integers larger than a given number is well ordered. Thus T consists of all integers larger than or equal to a which are not in S. having the property that a ∈ S and n + 1 ∈ S whenever n ∈ S contains all integers x ∈ Z such that x ≥ a. If T = ∅ then by the well ordering principle.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 . Now simplify the expression in the second line. Mathematical induction is a very useful devise for proving theorems about the integers. It must be the case that b > a since by definition. This is called the induction hypothesis. In particular. there would have to exist a smallest element of T. 6 The step going from the first to the second line is based on the assumption that the formula is true for n. (b − 1 is smaller. if n = 1 then the formula is true.2. Then the integer. a ∈ T. 6 By inspection. b − 1 ≥ a and / b − 1 ∈ S because if b ∈ S. the natural numbers defined as N ≡ {1. denoted as b. contains a smallest element z having the property that z ≤ x for all x ∈ S.

the set. 2 . Lets review the process just used. This proves the inequality. Therefore. such that x < l < y.7 R has the Archimedian property. ∞) ∩ Z. Theorem 2.8. Suppose < = 1 2n + 1 √ 2n + 1 2n + 2 √ 2n + 1 . If x is an integer. y.5 Show that for all n ∈ N. Proof: Let x be the smallest positive integer. Axiom 2. 2n+1 If n = 1 this reduces to the statement that then that the inequality holds for n. 1 2 · 3 4 ··· 1 2 2n−1 2n < √ 1 . you could subtract x and conclude 0 < y − x < 1 for some integer y − x. S is normally not mentioned. all positive integers. This is not hard to believe. Not surprisingly.6 The Archimedian property states that whenever x ∈ R. there is no integer y satisfying x < y < x + 1.28 Therefore.8. When this has been done. 2n + 2 1 The theorem will be proved if this last expression is less than √2n+3 .8. it follows n + 1 ∈ S. n+1 THE REAL NUMBERS k2 = k=1 (n + 1) (n + 2) (2n + 3) 6 (n + 1) ((n + 1) + 1) (2 (n + 1) + 1) . x = 1 but this can be proved. In doing an inductive proof of this sort. If S is the set of integers at least as large as 1 for which the formula holds. Then there exists an integer. This Archimedian property is quite important because it shows every real number is smaller than some integer.8 Suppose x < y and y − x > 1. Definition 2. This shows there is no integer. Then 1 3 2n − 1 2n + 1 · ··· · 2 4 2n 2n + 2 < 1 √ 3 which is obviously true. Example 2. and a > 0. satisfying x < y < x + 1 since otherwise. S contains [1. l ∈ Z. there exists n ∈ N such that na > x. the first step was to show 1 ∈ S and then that whenever n ∈ S. 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. If x < 1 then x2 < x contradicting the assertion that x is the smallest natural number. Therefore. It also can be used to verify a very important property of the rational numbers. This proves the formula by mathematical induction. by the principle of mathematical induction.8. 6 = showing the formula holds for n + 1 whenever it holds for n. 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. Just look at the number line. One just verifies the steps above. the theorem has been proved for all m ≥ a. 1 is the smallest natural number.

29 The set S is nonempty by the Archimedian property.2.8 there exists m ∈ Z such that nx < m < ny and so take r = m/n. 22 This meant 79 = 3 (22) + 13. Therefore.8.8. Definition 2. Thus the above theorem says Q is “dense” in R. S ∩ (a. Thus (y − x) added to itself n times is larger than 1. n (y − x) = ny + n (−x) = ny − nx > 1. then ≤0 y − x ≤ y − (k − 1) = y − k + 1 ≤ 1 contrary to the assumption that y − x > 1. If k − 1 ≤ x. k − 1 < y. Even though you saw it at a young age it is very profound and quite difficult to understand. Suppose you want to do the following problem 79 .8. Can this always be done? The answer is in the next theorem and depends here on the Archimedian property of the real numbers. b) = ∅. x < k − 1 < y and this proves the theorem with l = k − 1. What did you do? You likely did a process of long division 22 which gave the following result. You probably saw the process of division in elementary school. Proof: Let n ∈ N be large enough that n (y − x) > 1. there exists a rational number arbitrarily close to it. Either k − 1 ≤ x or k − 1 > x. WELL ORDERING PRINCIPLE AND ARCHIMEDIAN PROPERTY Now suppose y − x > 1 and let S ≡ {w ∈ N : w ≥ y} . Theorem 2. Therefore. 79 = 3 with remainder 13.10 A set.8. Let k be the smallest element of S.11 Suppose 0 < a and let b ≥ 0. It is the next theorem which gives the density of the rational numbers. It follows from Theorem 2. This means that for any real number.9 If x < y then there exists a rational number r such that x < r < y. You were given two numbers. Theorem 2. Thus. . S ⊆ R is dense in R if whenever a < b. Then there exists a unique integer p and real number r such that 0 ≤ r < a and b = pa + r. 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.8.

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. Then try to find the constants A. Therefore. The case that r1 > r2 cannot occur either by similar reasoning. 3. In doing this. Show there is no smallest number in Q ∩ (0. Recall (0. show by induction that 9. The Archimedian property implies the rational numbers are dense in R. 1) . C. 1) means the real numbers which are strictly larger than 0 and smaller than 1. Thus r1 = r2 and it follows that p1 = p2 . Prove by induction that n k=1 n k=1 r ark = a r r−1 − a r−1 . r < a as desired. Prove by induction that n k=1 1 k 3 = 4 n4 + 1 n3 + 1 n2 . 2 n k=1 10. D. 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.30 THE REAL NUMBERS Proof: Let S ≡ {n ∈ N : an > b} . contradicting Theorem 2. prove it is valid by induction. Then a little algebra shows r2 − r1 p1 − p2 = ∈ (0. Let p + 1 be the smallest element of S. 1) . If r ≥ a then b − pa ≥ a and so b ≥ (p + 1) a contradicting p + 1 ∈ S. and F such that things work out right. E. Look for a formula in the form An + Bn + Cn + 2 Dn + En + F. (a + kd) and then prove your . If r = 0. 2.8. n+1 4 5 4 3 2 k= n(n+1) . 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. Using the number m line. When you get your answer. 1) . Let a and d be real numbers. demonstrate that the numbers of this form are also dense in R. By the Archimedian property this set is nonempty.8. 2. k=1 √k > n. B. Then pa ≤ b because p + 1 is the smallest in S. i = 1. both work and r2 > r1 . Derive a formula for n 4 5 4 3 k=1 k in the following way. This theorem is called the Euclidean algorithm when a and b are integers. Now consider the numbers which are of the form 2k where k ∈ Z and m ∈ N. Prove by induction that whenever n ≥ 2. √ n 1 7. 5. Show there is no smallest number in (0.9 Exercises 1. Therefore. r ≡ b − pa ≥ 0. suppose pi and ri . 2. 2 4 6. a Thus p1 − p2 is an integer between 0 and 1. To verify uniqueness of p and r. Find a formula for result by induction. 8. 4.

is worth −k P (1 + r) to the bank right now. 13. suppose you start with P and it sits in the bank for n payment periods. If the payment period is one month. letting A be the amount of the loan. this means r. 14.9. (When a bank says they offer 6% compounded monthly. Thus there are n payments in all. In this the second term is the interest and the first is called the principal. Clearly a payment made 10 years from now can’t be considered as valuable to the bank as one made today. In an ordinary annuity. . Now suppose you want to buy a house by making n equal monthly payments. If you want to pay off the loan in 20 years. what should the monthly payments be? Hint: The rate per payment period is .000 with the first monthly payment at the end of the first month. you make payments. Prove by induction that if r = 1. etc. These terms need a little explanation. the amount you would have at the end of n months would be 100 (1 + r) . P at the end of each payment period.) In general. Consider the geometric series. In general. 1−r ark−1 = k=1 12. 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) .07/12. Each accrue interest at the rate of r per payment period. you n would have P (1 + r) in the bank. the first payment at the end of the first payment period. n k=1 n 31 ark−1 . 360 for a thirty year loan. n n 2 A= k=1 P (1 + r) −k . The second sits in the bank for n − 2 payment n−2 periods so it grows to P (1 + r) .2. Typically. This problem is a continuation of Problem 11. the rate per payment period equals . Using Problem 11.06/12. Then at the end of the nth payment period. 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) . then a − arn . and you started with $100 then the amount at the end of one month would equal 100 (1 + r) = 100 + 100r. Thus this payment of P at the end of n payment periods. EXERCISES 11. You put money in the bank and it accrues interest at the rate of r per payment period. 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. Suppose the available interest rate is 7% per year and you want to take a loan for $100. 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. See the formula you got in Problem 13 and solve for P. This is because the one made today could be invested by the bank and having accrued interest for 10 years would be far larger. find a formula for the right side of the above formula. This is called the present value of an ordinary annuity. Using Problem 11. Now you have 100 (1 + r) in the bank. n is pretty large. It follows the amount of the loan should equal the sum of these “discounted payments”. Hint: The first payment sits in the bank for n − 1 payment periods and so n−1 this payment becomes P (1 + r) . That is.

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

Therefore. there exists integers. Remove one of the horses and use the induction hypothesis to conclude the remaining n horses are all the same color. Two integers are relatively prime if their greatest common divisor is one.8.10 Divisibility And The Fundamental Theorem Of Arithmetic It is not necessary to read this section in order to do calculus. it is good general knowledge and so is included. n) . A single horse is the same color as himself.10. denoted by (m. solving for r. n is that number. Theorem 2. r = 0. The greatest common divisor of two positive integers. Here is the proof by induction.10. n) . A prime number is one which has the property that the only numbers which divide it are itself and 1. then q divides p. Thus p|m.8.2 Let m. p which has the property that p divides both m and n and also if q divides both m and n. Then m = qx and n = qy for integers. Now suppose q divides both m and n. then by Theorem 2. Then the smallest number in S is the greatest common divisor. p = mx0 + ny0 = x0 qx + y0 qy = q (x0 x + y0 y) showing q|p.11.1 The number. a) = 1 and therefore. Then since the only factors of p are 1 and p it follows(p. b if in Theorem 2.10. Therefore.2. By well ordering. there is a smallest element of S. The following definition describes what is meant by a prime number and also what is meant by the word “divides”. Definition 2. Is there something wrong with this argument? 2. m. x and y. However. Therefore. DIVISIBILITY AND THE FUNDAMENTAL THEOREM OF ARITHMETIC 33 25. Either p divides m or it does not. r = m (1 − x0 ) + (−y0 q) n ∈ S. a divides the number. x and y such that 1 = ax + yp. y ∈ Z } . called p = x0 m + y0 n. n be two positive integers and define S ≡ {xm + yn ∈ N : x. m = pq + r where 0 < r < p. all n + 1 horses are the same color as the n − 1 horses which didn’t get moved. Theorem 2. Put the horse which was removed back in and take out another horse.11. However. That is there is zero remainder. this is a contradiction because p was the smallest element of S. All horses are the same color. Proof: Suppose p does not divide a. Similarly p|n.10. . Thus m = (x0 m + y0 n) q + r and so.3 If p is a prime and p|ab then either p|a or p|b. Proof: First note that both m and n are in S so it is a nonempty set of positive integers. Now suppose the theorem that all horses are the same color is true for n horses and consider n + 1 horses. p = (m. read a divides b and a is called a factor of b. The notation for this is a|b. The remaining n horses are the same color by the induction hypothesis. This proves the theorem. If p does not divide m.

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

b] q + r where 0 < r < [a.3 again.2. However.10. This argument about infinitely many primes is due to Polya. Show that if {a. some prime number.10. Either an is prime or it is not. the only possible rational roots to this equation are ±2 and ±1 and none of these work. a0 q n = − an pn + · · · + a1 pq n−1 and so p|a0 q n but (p. (not rational) show that numbers of the form r 2 where r ∈ Q are dense in R. Now what is the largest such q? This would yield the smallest ab/q. b] = ab/q for some q an integer. z. Hence r = 0. If not. 5 5 are all irrational numbers. He assumed there were only finitely many. EXERCISES Hence an pn = − an−1 pn−1 q + · · · + a0 q n 35 and q divides the right side of the equation and therefore. b. Since [a. If a. Explain why this shows there must be infinitely many primes. Let an = 22 + 1 for n = 1. 2. b] . Now obtain a terrible contradiction.5. Example 2. The numbers. √ √ 2. Using Theorem 2. This is the smallest number which has both a and b as factors.11. [a. By Theorem 2. Therefore. p|a0 and this proves the theorem. argue that q must divide both a and b. 2. Hint: Show [a. 3. y. Then this number can’t be prime because it is larger than every prime number. This means they are not rational. √ √ 2 is irrational 2 is the solution of the equation x2 − 2 = 0. b are integers.10. b] will denote their least common multiple. Show that if n = m. Using the fact that 2 is irrational. [a.10.C. b) .5. Euclid3 showed there were infinitely many prime numbers using a very simple argument.6 An irrational number is one which is not rational. q n ) = 1. q must divide the left side also. · · ·. Similarly. Show if it exists. √ 2 must be irrational. show 7 6. pn ) = 1 and so by Theorem 2. However. b] = ab/ (a. c} are three positive integers. b] must divide ab. (q. Then verify these numbers are irrational. b] is a common multiple of a and b. 3 7. from Theorem 2. pn } and then considered the number p1 · · · pn + 1 consisting of the product of all the primes plus 1. then all the numbers dividing it other than 1 fail to divide am for all m < n. 6.10. pk from the above list must divide it. · · ·. You fill in the details. they have a greatest common divisor which may be written as ax + by + cz for some integers x. n It gives more information than the argument of Euclid. Here is how you might proceed. ab = [a. Therefore.3 q|an because it does not divide pn due to the fact that pn and q have no prime factors in common. .11 Exercises √ √ √ 1. If it is not. Therefore. 2(2 ) + 1 are 3 He n lived about 300 B. {p1 . 4. b] is the least common multiple. 5. Show [a. Then verify r is a common multiple of a and b contradicting that [a. then an and am are relatively prime.

it satisfies aE1 = af1 and so.4) The second equation was replaced by −2 times the first equation added to the second. Hint: To verify an and am are relatively prime for m > n. He is generally regarded as the founder of number theory. 294 . from −3y = −6 and now. (2. His collected papers take up more shelf space than a typical encyclopedia.5) has the same solution set as E1 = f1 . To solve this. you should see the book by Chahal. (x. . y) is a solution to the above system.5) where E1 and E2 are expressions involving the variables. an = pk1 while am = pk2 . 2x − y + (−2) (x + y) = 8 + (−2) (7). 5 The number in this case is 4. He had 13 children. Thus the solution is y = 2. What does this say about p? How does pk1 = 22 + 1 yield a contradiction? n 2. That is there is no analog to pythagorean triples with higher exponents than 2. the number is not prime5 . 297.5) then it solves the first equation in (2.6).suppose they are not and that for some number. For more information on these matters. 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. This was finally proved in the 1990’s by Andrew Wiles. p = 1.12 Systems Of Equations Sometimes it is necessary to solve systems of equations. knowing y = 2. If (x.6). For example the problem could be to find x and y such that x + y = 7 and 2x − y = 8. lived from 1707 to 1783. note that the solution set does not change if any equation is replaced by a non zero multiple of itself. 967 .3) The set of ordered pairs. (2. p (integer) = 2. you can see that (5. born in Switzerland. It also does not change if one equation is replaced by itself added to a multiple of the other equation. y) which solve both equations is called the solution set.36 THE REAL NUMBERS prime numbers for several values of n but Euler4 showed that when n = 5. E2 = f2 (2. When numbers of this form are prime. His most famous conjecture was that there is no solution to the equation xn + y n = z n if n ≥ 3. E2 + aE1 = f2 + af1 . Consequently. algebra. analysis. 2) = (x. For example.3) are of the form E1 = f1 . then (2. it follows from the other equation that x + 2 = 7 and so x = 5. Then letting m = n + r.6) Why is this? If (x. The claim is that if a is a number. mechanics. since it also solves E2 = f2 it must solve the second equation in (2. Also.explain why pk2 = am = 22 n 2r + 1 = (pk1 − 1) 2r +1 = p (integer) + 2. x and y solve the above system if and only if x and y solve the system −3y=−6 x + y = 7. y) 4 Leonhard Euler. [4]. He and Lagrange invented the branch of mathematics known as calculus of variations. His memory was prodigious and he could do unbelievable feats of computation in his head. 6 Fermat lived from 1601 to 1665. they are called Fermat6 primes. At this time it is unknown whether there are infinitely many Fermat primes. For example. and differential equations. (2. He made major contributions to number theory. He was the most prolific mathematician ever to live. y) solves (2.

This yields x = 11.9) At this point.7) To solve this system replace the second equation by (−2) times the first equation added to the second. SYSTEMS OF EQUATIONS 37 solves (2. Therefore. Of course the same reasoning applies with no change if there are many more variables than two and many more equations than two. Then using this in the second equation. Here is another example.9) you could have continued as follows. suppose you wanted to solve 2x + 5 = 3x − 6. This yields x=1 y=6 . z=3 a system which has the same solution set as the original system. it follows y + 6 = 8 and so y = 2.5). 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. For example.2. Also aE1 = af1 and it is given that the second equation of (2. This system has the same solution as the original system and in the above. y) is a solution of the second equation in (2. It is still the case that when one equation is replaced with a multiple of another one added to itself.8) Now take (−2) times the second and add to the third. you can tell what the solution is. More precisely. x + 3y + 6z = 25 2x + 7y + 14z = 58 2y + 5z = 19 (2. the system x + 3y + 6z = 25 y + 2z = 8 2y + 5z = 19 (2. Now using this in the top equation yields x + 6 + 18 = 25 and so x = 1. z = 3. This shows the solutions to (2. This yields the system x + 3y + 6z = 25 y + 2z = 8 z=3 (2. you would add −2x to both sides and then add 6 to both sides.12. Add (−2) times the bottom equation to the middle and then add (−6) times the bottom to the top. E2 = f2 and it follows (x.12.6) then it solves the first equation of (2. . This process is not really much different from what you have always done in solving a single equation. This yields.5) and (2. Example 2. replace the third equation with (−2) times the second added to the third. This yields x + 3y = 19 y=6 z=3 Now add (−3) times the second to the top. the solution set of the whole system does not change. In (2. The other thing which does not change the solution set of a system of equations consists of listing the equations in a different order. In this case.6) is verified.6) are exactly the same which means they have the same solution set.5).1 Find the solutions to the system.

Thus the top row in the augmented matrix corresponds to the equation. x + 3y + 6z = 25. 0 2 5 19 It has exactly  same information the original system but here is understood there is the  as  it  3 6 1 an x column.  7  and a z column. 5x+10y−7z = −2.9).2 Give the complete solution to the system of equations. Now when you replace an equation with a multiple of another equation added to itself. Thus the first step in solving (2.12. combining some row operations. This yields   2 4 −3 −1  0 0 1 1  3 6 5 9 Now. The rows correspond 5 2 0 to the equations in the system. This yields.   1 3 6 25  0 1 2 8  0 0 1 3 which is the same as (2. You get the idea I hope. These operations are called row operations.   2 4 −3 −1  0 0 1 1 . Next take (−2) times the second row and add to the third. or replacing a row by a multiple of another row added to it. Then multiply the first row by 1/5. Each of these operations leaves the solution set unchanged. Example 2. and 3x + 6y + 5z = 9.8). 0 2 5 19 Note how this corresponds to (2. multiplying a row by a non zero number. a y column. the first row by 5.7) would be to take (−2) times the first row of the augmented matrix above and add it to the second row. Write the system as an augmented matrix and follow the procedure of either switching rows. 0 0 1 21 . you are just taking a row of this augmented matrix and replacing it with a multiple of another row added to it.  14  . 2x + 4y − 3z = −1.7) as the following “augmented matrix”   1 3 6 25  2 7 14 58  . take (−3) times the first row and add this to 2 times the last row and replace the last row with this.  2  .38 THE REAL NUMBERS It is foolish to write the variables every time you do these operations. 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.   1 3 6 25  0 1 2 8 . It is easier to write the system (2. and then take (−1) times the first row and add to the second.

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

y = 3 and z = 5. 2.   123 −41 0 −492  0 −5 0 −15   . 0 12  3 21 Take (−41) times the third row and replace the first row by this added to 3 times the first row.  −41 15  0 −5   −3 1 0 2 the fourth row by this added to 3 times the  0 168 0 −15  . and −2x + y = −4.13 Exercises 1. This yields   492 0 0 −1476  0 0 0  0    0 4 0 12  0 0 3 15 It follows x = −1476 = −3.5 Give the complete solution to the system of equations. −41x + 15y = 168. and 2x + z = −1. Then take 5 times the third row and add to four times the second. the second row by 41. and y = 1. x + 6z = 27.40 THE REAL NUMBERS Example 2. y + 8z = 0. 2x + z = 511. Finally take 41 times the third row and add to 4 times the top row. add the top row to the second row. Give the complete solution to the system of equations. 2. This yields   −41 15 0 168  0 −5 0 −15   . 3x − y + 4z = 6. −3x + y = 12.  −3 1 0 12  2 0 1 −1 Now take 2 times the third row and replace fourth row. Give the complete solution to the system of equations. Here are some exercises. and multiply the top row by 1/109. . 109x − 40y = −447. 492 You should practice solving systems of equations.  0 4 0 12  0 2 3 21 Take −1/2 times the third row and add to the bottom row. The augmented matrix is  −41  109   −3 2 15 −40 1 0  0 168 0 −447  . 0 12  1 −1 To solve this multiply the top row by 109. Then switch the third and the first rows.12.

2x+3y −5z = 31. Give the complete solution to the system of equations. 13. 7x + 14y + 15z = 22. 3x − y − 2z = 3. Four times the weight of Ichabod is 660 pounds less than seventeen times the weight of Gaston. Both equations equal zero and so −5x + 2y − z = −5x − 2y − z which is equivalent to y = 0. 3x − y − 2z = 6.13. and −2x + y = −2. 6. and 3x + 6y + 10z = 13. Four times the weight of Gaston plus the weight of Siegfried equals 290 pounds. Give the complete solution to the system of equations. and −18x + 40y − 9z = 179. −19x+8y = −108. 2x+4y−4z = −2. Give the complete solution to the system of equations. and 4x + y + 3z = −9.2. z = −4. Thus x and z can equal anything. −5x−10y+5z = 0. Give the complete solution to the system of equations. −8x + 3y + 5z = 13. −9x+15y = 66. Give the complete solution to the system of equations. 11. 9. y − 4z = 0. and −2x − z = 3. −7x − 14y − 10z = −17. and 84x + 110y + 21z = 713. Find the weights of the four girls. . 8x+2y+3z = −3. Give the complete solution to the system of equations. and z = 3. Four times the weight of Gaston is 150 pounds more than the weight of Ichabod. Give the complete solution to the system of equations. it doesn’t work. −8x + 2y + 5z = 18. Give the complete solution to the system of equations. −32x + 63y − 14z = 292. Give the complete solution to the system of equations. But when x = 1. 18. Consider the system −5x + 2y − z = 0 and −5x − 2y − z = 0. Brunhilde would balance all three of the others. and −4x − 8y + 13z = 8. Give the complete solution to the system of equations. 2x + 4y + 3z = 5. Give the complete solution to the system of equations. 81x + 105y + 20z = 682. and x + y − 5z = 21. 12. 2x + 4y + 2z = 4. and −4x + y + 5z = 19. 13x − 3y + 6z = −25. 15. y − 4z = 0. 9x − 18y + 4z = −83. 65x + 84y + 16z = 546. 2x+2y −5z = 27. 17. 7. 10. y + 8z = 0. 5. Why? 4. and −2x + y = −4. −2x + y = −12. and −2x + y = 6. 14. 9x − 2y + 4z = −17. 8. Give the complete solution to the system of equations. −71x+30y = −404. 16. 4x + z = 14. Give the complete solution to the system of equations. 8x+3y+3z = −1. EXERCISES 41 3. −11x+18y = 79 .−x + y = 4. 3x − y + 4z = −9. and 2x + 4y − 7z = −6. Give the complete solution to the system of equations. and y = 0 are plugged in to the equations.

It happened roughly like this. 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. . (S) or inf (S) similarly. inf (S) + δ) = ∅.14 Completeness of R By Theorem 2..C. confine their attention to algebra. a line which has no holes. then inf (S) + δ would be a lower bound which is larger than inf (S) contrary to the definition of inf (S) .1 A non empty set. (S) or often sup (S) . not just as a point on a line but also algebraically. This suggests there are a lot of rational numbers. contrary to the definition of sup (S) as the least upper bound.14.l. Definition 2. but it is not clear from this Theorem whether the entire real line consists of only rational numbers. In this book real numbers will continue to be the points on the number line. then a number. S ⊆ R is bounded above (below) if there exists x ∈ R such that x ≥ (≤) s for all s ∈ S. Thus g is the g. Every existence theorem in calculus depends on some form of the completeness axiom. In the second claim. It is this axiom which distinguishes Calculus from Algebra. define the greatest lower bound.9.3 Let S be a nonempty set and suppose sup (S) exists. If S is a nonempty set bounded below. between any two real numbers. If S is a nonempty subset of R which is not bounded above. there exists a rational number. it is necessary to abandon the attempt to describe arbitrary real numbers in a purely algebraic manner using only the integers. Axiom 2. this information is expressed by saying sup (S) = +∞ and if S is not bounded below.l.14.b. This lack of holes is more precisely described in the following way. If the indicated set equals ∅. but they discovered their beliefs were false. especially when it became clear there were an endless supply of such “irrational” numbers. If S is a nonempty set in R which is bounded above. Proposition 2. Unfortunately. inf (S) = −∞.b.42 THE REAL NUMBERS 2. Before 500 B. points on the number line. If inf (S) exists. S ∩ (sup (S) − δ. (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. and considering only the rational numbers. A fundamental result about sup and inf is the following.8.u. This discovery that the rational numbers could not even account for the results of geometric constructions was very upsetting to the Pythagoreans. a group of mathematicians. g. as the quotient of integers.b. they were also able to show 2 could not be written as the quotient of two integers. but this is not the approach to be followed here because it will effectively eliminate every major theorem of calculus. thus they could √ regard 2 as a number. led by Pythagoras believed in this. then sup (S) − δ is an upper bound for S which is smaller than sup (S) . Some people might wish this were the case because then each real number could be described. 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. S ∩ [inf (S) . then for every δ > 0.14. This shows that if it is desired to consider all points on the number line. sup (S)] = ∅. Then for every δ > 0. if the indicated set equals ∅. Some might desire to throw out all the irrational numbers. l. Proof: Consider the first claim.

Let S = [2. k) . 2. REVIEW EXERCISES 43 2. {1. Show that if S = ∅ and is bounded above (below) then sup S (inf S) is unique. If S = ∅ can you conclude that 7 is an upper bound? Can you conclude 7 is a lower bound? What about 13. Is sup S always a number in S? Give conditions under which sup S ∈ S and then give conditions under which inf S ∈ S. (a) |x + 1| = |2x + 3| (b) |x + 1| − |x + 4| = 6 5. Prove by induction that n < 2n for all natural numbers. n .2. 5] . is defined to be the number of different ways to form an ordered list of k of the numbers. Now divide both sides by x − y to obtain 0 = x + y = 1 + 1 = 2. Each factor contributes either an x or a y to a typical term. show the number of ways of selecting a set of k things from a set of n things is n . (a) |2x − 6| < 4 (b) |x − 2| < |2x + 2| 6. permutations of n things taken k at a time. 2. 11. Solve the following inequalities which involve absolute values. Now consider what happens when you multiply. Hint: When you take (x + y) . n ≥ 1.15 Review Exercises 1. That is. k 10. ak xn−k y k and you need to determine n what ak should be. Let k ≤ n where k and n are natural numbers. Prove the binomial theorem from Problem 9. Using the preceding problem. Now let S = [2. Then 0 = x2 − y 2 = (x − y) (x + y) and so 0 = (x − y) (x + y) . k) = n · (n − 1) · · · (n − k + 1) = n! . · · ·. Give conditions under which equality holds in the triangle inequality. 7. What about sup (−S) and inf S where S is a set which is bounded below? 4. P (n. Show P (n.15.5? What about any other number? 3. note that the result will be a sum of terms of the form. 8. there is only one least upper bound and only one greatest lower bound. n} . Find sup S. How are inf (−S) and sup (S) related? Hint: Draw some pictures on a number line. 5). Which of the field axioms is being abused in the following argument that 0 = 2? Let x = y = 1. Find sup S. (n − k)! 9. Imagine writing (x + y) = (x + y) (x + y) · · · (x + y) where there are n factors in the product. Let S be a set which is bounded above and let −S denote the set {−x : x ∈ S} . Solve the following equations which involve absolute values.

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

find the largest value of f (x) and the value of x at which it occurs. In particular. Now what about n + 1? . If there exists x ∈ R such that na ≤ x for all n ∈ N. Find f (R) . Let l be the least upper bound and argue there exists n ∈ N ∩ [l − 1/4. then x/a is an upper bound for N.15. Suppose f (x) = −5x2 + 8x − 7. 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? 21.2. l] . REVIEW EXERCISES 45 20. Hint: Suppose completeness and let a > 0. Show that if it is assumed R is complete. then the Archimedian property can be proved.

46 THE REAL NUMBERS .

47 . To do this right.3 Two lines in the plane are said to be parallel if no matter how far they are extended. [6] 3. the two triangles are similar because the angles are the same. l3 . For example in the above picture. 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.C.Basic Geometry And Trigonometry This section is a review some basic geometry which is especially useful in the study of calculus. this says that a∗ a = ∗ b b Definition 3. they never intersect. you should consult the books of Euclid written about 300 B.1. just a suitable introduction. the alternate interior angles are shown in the following picture labeled as α.1 Two triangles are similar if they have the same angles.2 If two triangles are similar then the ratios of corresponding parts are the same.1.1.1 Similar Triangles And Pythagorean Theorem Definition 3. For example. Axiom 3.1. Definition 3. in the following picture.4 If two lines l1 and l2 are parallel and if they are intersected by a line.

Axiom 3. Then as shown in the picture. 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. With this definition.1.1.8 A right triangle is one in which one of the angles is a right angle.1.5 If l1 and l2 are parallel lines intersected by l3 . Then l1 and l2 are parallel.10 Let α. Then if the angles.10 says the sum of the two non 90◦ angles in a right triangle is 90◦ .9. It is a line perpendicular to the line determined by the line segment joining B and C which passes through the point. the resulting angle is a right angle. a is the . B.48 BASIC GEOMETRY AND TRIGONOMETRY l2 l1 ¡ l3 ¡ α¡ ¡ ¡ ¡α ¡ ¡ As suggested by the above picture. and γ be the angles of a right triangle with γ the right angle. the angle formed by placing α and β together is a right angle as claimed.11 When an angle α is placed next to an angle β as shown above.1. Theorem 3. This line is called perpendicular to the given line.1. then the resulting angle is denoted by α + β. Definition 3. Then c is defined to be the length of the line from A to B. The similar triangles axiom can be used to prove the Pythagorean theorem. B α   β   γ  α C A In the picture the top horizontal line is obtained from Axiom 3. β. the following axiom will be used.1. the new angle formed by the extension equals the original angle. α and β are placed next to each other.9 Given a straight line and a point.7 Suppose l1 and l2 both intersect a third line. Definition 3.1. Theorem 3. l3 in a right angle. there exists a straight line which contains the point and intersects the given line in two right angles. Proof: Consider the following picture. In a right triangle the long side is called the hypotenuse. then alternate interior angles are equal. A right angle is said to have 90◦ or to be a 90◦ angle. Theorem 3. Axiom 3.12 (Pythagoras) In a right triangle the square of the length of the hypotenuse equals the sum of the squares of the lengths of the other two sides.1. Definition 3.1. Axiom 3.1.6 An angle is a right angle if when either side is extended.

consider the following picture. and = . Therefore.10.2. Alexander the great would not come along for more than 100 years. This proves the Pythagorean theorem. It involved an x axis. 1 This theorem is due to Pythagoras who lived about 572-497 B. δ + γ = 90◦ and β + γ = 90◦ . the number (2.C.C. an even earlier Greek mathematician named Thales. δ = β. who also did fundamental work in geometry. .1.2. Denote by DB the length of the line from D to B. 624-547 B. This was during the Babylonian captivity of the Jews. There was. 3. CARTESIAN COORDINATES AND STRAIGHT LINES 49 length of the line from B to C. For example. a b DB c − DB Therefore.2 Cartesian Coordinates And Straight Lines Recall the notion of the Cartesian coordinate system. a y axis. B D c γ A α b δ C β a Then from Theorem 3. Therefore. α + δ = 90◦ and so α = γ. 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. the three triangles shown in the picture are all similar.1.3. sometime before Ezra and Nehemiah. two lines which intersect each other at right angles and one identifies a point by specifying a pair of numbers. Greek geometry was organized and published by Euclid about 300 B. and b is the length of the line from A to C. For example. a b c c = . cDB = a2 and c c − DB = b2 so c2 = cDB + b2 = a2 + b2 . 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. Thus Pythagoras was probably a contemporary of the prophet Daniel.C. Also from this same theorem. By Axiom 3. however.

The reader has likely encountered the notion of graphing relations of the form y = 2x + 3 or y = x2 + 5. 3). For example (0. 5 4 3 2 1 0 –1 –2 –1 1 2 Now here is the graph of the relation y = 2x + 1 which is a straight line. 3) x Because of the simple correspondence between points in the plane and the coordinates of a point in the plane.(1. I will often indulge in this sloppiness. it is common to see (x. y) referred to as a point in the plane. and (−1. 5). . 1) all satisfy the first relation which describes a straight line. Here are some simple examples which you should see that you understand. Recall that you first found lots of ordered pairs which satisfied the relation.50 y • BASIC GEOMETRY AND TRIGONOMETRY (2. First here is the graph of y = x2 + 1. Thus. it is often the case that people are a little sloppy in referring to these things.

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

(y − 2) = 3 (x − 1) . the point (x0 . 2) and has constant slope equal to 3. m. There are actually many ways used to measure this distance but the best way. Sketch the graph of y = x2 − 2x + 1. Sketch the graph of y = x3 + 1.4 Distance Formula And Trigonometric Functions As just explained. and (b. Sketch the graph of x x2 +1 . and the only way used in this book is determined by the Pythagorean theorem. Example 3. Also.52 BASIC GEOMETRY AND TRIGONOMETRY is referred to as the rise divided by the run. 3. Two lines are parallel if they have the same slope.1 Find the relation for a straight line which contains the point (1. 6. . 8. From the above discussion. Sketch the graph of y = 4. b = 0. between any pair of points satisfying this relation. 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. the slope of the line. Find the equation of the line through the point (2.points in the plane may be identified by giving a pair of numbers. Such a relation is called a straight line. This is more often called the equation of the straight line. Sketch the graph of the straight line which goes through the points (1.3 Exercises 1. Find the equation of the line which goes through the points (0. 7. a) . This shows that there is a constant slope. Consider the following picture. 3. 5. Suppose there are two points in the plane and it is desired to find the distance between them. 2. 3) which is parallel to the line whose equation is 2x + 3y = 8. Suppose a. 1 1+x2 .2. 0) . 0) and (2. 3) and find the relation which describes this line. y0 ) satisfies the relation.

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

sec θ ≡ . Extend this other side until it intersects a circle of radius R. tan θ ≡ sin θ cos θ 1 1 . tan A ≡ a/b. The other trigonometric functions are defined as follows. is on the point whose coordinates are (0. In particular. b  A Theorem 3. Thus the above identity holds.3 Let ABC be a triangle as shown above. the distance of this point to (0. and csc A ≡ c/a.2 For any angle.) at the point whose coordinates are (0. define cos θ and sin θ as follows. Consider the following picture of a triangle in which a. the coordinates of the vertex. 0) equals 1. Since (cos θ. Then c2 = a2 + b2 − 2ab cos C Proof: Situate the triangle so the vertex of the angle. B c a A b C You should verify sin A ≡ a/c. 0) in such a way that one side of the angle lies on the positive x axis and the other side extends upward. Consider the following picture of a right triangle. b and c are the lengths of the sides and A. θ. is given as (R cos θ. B.1) It is also important to understand these functions in terms of a right triangle. cos θ sin θ cos θ sin θ (3. R sin θ) .4. cos2 θ + sin2 θ = 1. cos A ≡ b/c.54 BASIC GEOMETRY AND TRIGONOMETRY Definition 3. csc θ ≡ . B  a       c     C The law of cosines is the following. Then from the definition of the cos C. .4. and C denote the angles indicated. Proof: This follows immediately from the above definition and the distance formula. C. sec A ≡ c/b. 0) and so the side opposite the vertex. Place the vertex of the angle (The vertex is the point.4. B is on the positive x axis as shown in the above picture. sin θ) is a point on the circle which has radius 1.1 For θ an angle. Proposition 3. Having defined the cos and sin there is a very important generalization of the Pythagorean theorem known as the law of cosines. this specifies cos θ and sin θ by simply letting R = 1. Then the point of intersection. cot θ ≡ .

let θ denote an angle and place the vertex of this angle at the center of . Then by the law of cosines. Proof: This follows immediately from the law of cosines.4 Let ABC be any triangle as shown above. a .4.5 Suppose T and T are two triangles such that one angle is the same in the two triangles and in each triangle. Similar reasoning shows a /b = a/b = a /b .4. c2 = (a cos C − b) + a2 sin2 C = a2 cos2 C − 2ab cos C + b2 + a2 sin2 C = a2 + b2 − 2ab cos C as claimed.2. Let T be labeled in the same way but with primes on the letters. From Proposition 3.5 The Circular Arc Subtended By An Angle How can angles be measured? This will be done by considering arcs on a circle. a sin C) while it is clear the coordinates of A are (b. Corollary 3. the sides forming that angle are equal. THE CIRCULAR ARC SUBTENDED BY AN ANGLE 55 B are (a cos C. a/c = a /c . This proves the corollary.4. Then the length of any side is no longer than the sum of the lengths of the other two sides.3. 2 |cos θ| ≤ 1 and so c2 = a2 + b2 − 2ab cos C ≤ a2 + b2 + 2ab = (a + b) . from the distance formula. By assumption c/b = 1 = c /b . Then the corresponding sides are proportional. Such triangles in which two sides are equal are called isoceles. and Proposition 3. a2 = b2 + c2 − 2bc cos A = 2b2 − 2b2 cos A and so a/b = 2 (1 − cos A). Proof: Let T = ABC with the two equal sides being AC and AB. 2 (1 − cos A) and so 3.4. The following picture is descriptive of the situation. C ¨ ¨ ¨ a B A¨ ¨ ¨ 2 A ¨¨ ¨ ¨¨ b ¨ ¨¨ c C ¨ ¨ b ¨ a ¨¨ c B Denote by a.2. b . Thus the angle at A is equal to the angle at A . c and c the sides indicated in the picture. b. Corollary 3. 0) . Therefore. To see how this will be done.5. Similarly.

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

denote by P (A) the set of all such partitions. Then for P ∈ P (A) . For P = {p0 . for any P ∈ P (A) . see the following picture. This effect of adding in one point is illustrated in the following picture. by l (A) ≡ sup {|P | : P ∈ P (A)}. pn is the other end point. and the points are encountered in the indicated order as one moves in the counter clockwise direction along the arc.4. To be a little sloppy. p2 p3 p1 p0 Also. {p0 . To see this. then |P | ≤ |Q| . THE CIRCULAR ARC SUBTENDED BY AN ANGLE 57 A. l (A) . To illustrate. Q ∈ P (A) and P ⊆ Q. pn } .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. . Therefore. Therefore. pn } is a partition of A if p0 is one endpoint. A. The only purpose for doing this is to obtain the existence of an upper bound. By Corollary 3. · · ·.4.4 is that if P. see the following picture. simply pick M to be the perimeter of a rectangle containing the whole circle of which A is a part. · · ·. add in one point at a time to P . 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. A fundamental observation following from Corollary 3. {|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. |P | ≤ M where M is the perimeter of a rectangle containing the arc.3. A. For example. denote by |pi − pi−1 | the distance between pi and pi−1 .5. 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. define |P | ≡ n i=1 |pi − pi−1 | .

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

2 With this preparation.5. it follows that for all P ∈ P (A) the inequality (1 − cos θ) + sin θ ≥ |P | ≥ sin θ. R r l (A2 ) Definition 3. a contradiction. You should note the measure of θ is independent of dimension. you could take ε = a−b and 2 conclude 0 < a − b < a−b .5.3 The above definition is well defined and also. Proposition 3. To me. THE CIRCULAR ARC SUBTENDED BY AN ANGLE 59 Before proceeding further.5. Then denoting the resulting arc on the circle by A.5. 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. 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 . sin θ) . here is the definition of the measure of an angle.2) Proof: Situate the angle. the conclusion that l (A1 ) ≤ R l (A2 ). (cos(θ). The measure of θ is defined to be the length of the circular arc subtended by θ on a circle of radius r divided by r.5. Proof: That the definition is well defined follows from Theorem 3. This is also called the radian measure of the angle. the following corollary gives a proof. Here is a picture which illustrates the conclusion of this corollary. This implies a − b < ε for all positive ε and so it must be the case that a − b ≤ 0 since otherwise. (1 − cos θ) + sin θ ≥ l (A) ≥ sin θ (3. note the proof of the above theorem involved showing l (A1 ) < + ε where ε > 0 was arbitrary and from this.5. r This is a very typical way of showing one number is no larger than another.1 and letting R = 1. Corollary 3.2 Let θ be an angle. The formula also follows from Theorem 3.4 Let 0 < radian measure of θ < π/4. this seems abundantly clear but in case it is hard to believe. denoted by l (A) is given by l (A) = rθ. This is because the units of length cancel when the division takes place. (cos θ. 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. if A is an arc subtended by the angle θ on a circle of radius r then the length of A.3. To show a ≤ b first show that for every ε > 0 it follows that a < b + ε.1. Now is a good time to present a useful inequality which may or may not be self evident. 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.

y = 2πp2 + ry . Now suppose b < 0.5) The other trigonometric functions are defined in the usual way as in (3.2 Let b ∈ R. 2π). Proof: First suppose b ≥ 0. sin θ) and (1. The next topic is the important formulas for the trig. Then there exists a unique integer. Theorem 3. p such that b = 2πp + r where 0 ≤ r < 2π. Several observations are now obvious from this. y ∈ R.1) provided they make sense. 3. cos (b + 2kπ) = cos b cos2 b + sin2 b = 1 (3. You can easily find other values for cos and sin at all the other multiples of π/2. cos b = cos (−b) . functions of sums and differences of numbers.4 Let x. x + y = 2πp + rx+y . 0) due to the definition of l (A) .6. . However. The following theorem will make possible the definition. Lemma 3. From the definition of the trig functions. 2π) .6 The Trigonometric Functions Now the Trigonometric functions will be defined as functions of an arbitrary real variable. This proves the top half of the inequality. r  ≡r Otherwise. b = (−p) 2π + (−r1 ) = (−p − 1) 2π + 2π − r1  and r ≡ 2π − r1 ∈ (0. L ≥ sin θ because L is the length of the hypotenuse of a right triangle having sin θ as one of the sides.6. 0) to (−1. and r ∈ [0. 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 rx+y = rx + ry + 2kπ for some k ∈ Z. The measure of the angle which is determined by the arc from (1.6. Proof: By definition. 2π) having the property that b = 2πp+rb for p an integer.3 Let k ∈ Z. sin b = − sin (−b) . Therefore. Up till now these have been defined as functions of pointy things called angles. sin (b + 2kπ) = sin b. 0) is seen to equal π by the same reasoning. The following definition is for sin b and cos b for b ∈ R. For b ∈ R. the measure of a right angle must be 2π/4 = π/2.8.1 Let b ∈ R.11 on Page 29 there exists a unique integer. Then sin b ≡ sin r and cos b ≡ cos r where b = 2πp + r for p an integer. p such that −b = 2πp + r1 where 1 ∈ [0. Observation 3.4) (3. then b = (−p) 2π.6. then the following formulas hold. Then there exists a unique integer p and real number r such that 0 ≤ r < 2π and b = p2π + r.60 BASIC GEOMETRY AND TRIGONOMETRY |P | . The bottom half follows because l (A) ≥ L where L is the length of the line segment joining (cos θ. x = 2πp1 + rx . cos (π/2) = 0 and sin (π/2) = 1.3) (3. denote by rb the element of [0. 2π). If r1 = 0. Then from Theorem 2. Definition 3.

0) . As an illustration see the following picture.5 Let x. 2π) their difference is also in [0. 0) . Since rx and rx+y are both in [0.6. rx+y < rx and in this case |rx+y − rx | = rx − rx+y = −ry − 2kπ. 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. there is a unique point. (cos (x + y) − cos x) + (sin (x + y) − sin x) = (cos y − 1) + sin2 x. Lemma 3. 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.4. Now since the circumference of the unit circle is 2π. Thus. The following theorem is the fundamental identity from which all the major trig. 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) . This proves the lemma. their difference is also in [0. In the other case. Therefore. Writing this in terms of the definition of the trig functions and the distance formula. Proof: The length of the arc between p (x + y) and p (x) is |rx+y − rx | . 2 2 2 .3. y ∈ R. 2π) and so in this case k = −1. |rx+y − rx | = 2π − ry . z. Therefore. p (z) on the unit circle and the coordinates of this point are cos z and sin z. Let z ∈ R and let p (z) denote the point on the unit circle determined by the length rz whose coordinates are cos z and sin z.6) Proof: Recall that for a real number.6. 0) and moving counter clockwise a distance of rz on the unit circle yields p (z) . 0) is the same as the length of the arc joining p (ry ) = p (y) to (1. y ∈ R . Now from the above lemma. Theorem 3. 2π) and so k = 0. Note also that p (z) = p (rz ) .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 Let x. p(x) p(x + y) (1. by Corollary 3. in this case. the arc joining p (x) and p (x + y) is of the same length as the arc joining p (y) and (1. identities involving sums and differences of angles are derived. starting at (1. Then cos (x + y) cos y + sin (x + y) sin y = cos x. (3. Since both rx+y and rx are in [0. Then |rx+y − rx | = rx+y − rx = ry + 2kπ. First assume rx+y ≥ rx . 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). the length of the arc joining p (2π − ry ) to (1.6. There are two cases to consider here.

6. from this and (3. (Why do isn’t it equal to − 2/2? Hint: Draw a picture.3 this implies (3. cos (u + v) = cos (u − (−v)) = cos u cos (−v) + sin u sin (−v) = cos u cos v − sin u sin v Thus.11) Then using Observation 3. Now let u = x + y and v = y.) Thus √4 sin π = 2/2 also. (Why?) Here is another one. called reference angles. and Observation 3. 6 6 . 4 0 = cos π 2 = cos 3 π 6 = 4 cos3 π π − 3 cos .7) (3. 4 0 = cos π 2 = cos π π + 4 4 = 2 cos2 π −1 4 2 2 (3.3 implies cos 2x = cos2 x − sin2 x = 2 cos x − 1 = 1 − 2 sin x Therefore.16) With these fundamental identities.6.6) implies cos u cos v + sin u sin v = cos (u − v) Also. Observation 3. cos π . letting v = π/2. 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. (3.6.12) (3.8) (3.3 again.15) √ √ and so cos π = 2/2. In addition to this.16).10) (3. From (3.3.6. this implies sin (x − y) = sin x cos y − cos x sin y. it is easy to obtain the cosine and sine of many special angles.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. this shows that sin (x + π/2) = cos x. 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. making use of the above identities.6). First.9) (3.14) (3. This proves the theorem.13) (3.3). Letting y = π/2. Then (3.

Find cos θ and sin θ for θ ∈ 2. . 3 . 2 √ 1. sin π = 1 . 4 . Prove that cos x cos y = 1 2 1 2 1 2 (sin (x + y) + sin (x − y)) . 6 . (cos (x + y) + cos (x − y)) . Here is a short table including 6 6 2 these and a few others. Using Problem 5. 2 . 6 . Prove that sin x cos y = 6. 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. You should make sure you can obtain all these entries. 8.7 Exercises 7π 5π 4π 3π 5π 7π 11π 2π 3π 5π 3 . 6 . 3 .7. find an identity for sin x − sin y. 4 . 2π 1−cos 2θ . angles are considered as real numbers. EXERCISES √ 63 Therefore. (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. cos (π/12) = . 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. Is there a problem here? Please explain. and sin2 θ = 1+( 3/2) 3. θ refers to the radian measure of the angle. (cos (x − y) − cos (x + y)) . functions of x and y. 5. π/12 = π/3 − π/4. In the table. Prove that sin x sin y = 7.3. π. Prove 1 + tan2 θ = sec2 θ and 1 + cot2 θ = csc2 θ. On the other 2 hand. 4 . cos π = 23 and consequently. 9. Find a formula for tan (x + y) in terms of trig. Prove cos2 θ = 1+cos 2θ 2 . not as pointy things. Find all possible values for (a) tan x (b) cot x (c) sec x (d) csc x (e) cos x 10. from Problem 2. Suppose sin x = a where 0 < a < 1. 4. From now on. Solve the equations and give all solutions. Therefore.

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

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

2 Then the area of S (θ) equals r2 θ. whenever α is small enough. let α be small enough that (3. dividing by sin α. sin α sin α Now using the properties of the trig functions.18). The angle between the two lines is called the central angle of the sector. α 1≤ ≤1+ε (3.1 Let 1 > ε > 0 be given. (3.8.19) From the definition of the sin and cos. α. A.17) sin α and 1+ε≥ α ≥1−ε tan α (3. of a circle of radius r which subtends an angle. Then for such α. This proves the lemma.17) holds and multiply by cos α. l (A) = α and so 1 − cos α + sin α ≥ α ≥ sin α. θ. sin α (1 + cos α) 1 + cos α (3. The following is a picture of one of these. cos α ≤ α ≤ (1 + ε) cos α tan α Taking α smaller if necessary and noting that for all α small enough.5. S (θ) denotes the points which lie between the arc.18) Proof: This follows from Corollary 3. Lemma 3. A. The circular sector determined by A is obtained by joining the ends of the arc.8.2 The Area Of A Circular Sector Consider an arc.19) implies that for such α. sin α <ε 1 + cos α and so (3. The sector. θ. Therefore. This lemma is very important in another context. Then whenever the positive number. Theorem 3. 1 − cos α α +1≥ ≥ 1.18). to the center of the circle. .17) holds. A and the two lines just mentioned. cos α is very close to 1. In this corollary.2 Let S (θ) denote the sector of a circle of radius r having central angle. 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. yields (3. The problem is to define the area of this shape.4 on Page 59. To obtain (3.8. 1 − cos α 1 − cos2 α = sin α sin α (1 + cos α) = sin2 α sin α = . First a fundamental inequality must be obtained.66 BASIC GEOMETRY AND TRIGONOMETRY 3. is small enough.

a small positive number less than 1. ≤ Area of S (θ) ≤ Since ε is an arbitrary small positive number. there is a circular sector. the area of each triangle equals ab/2.9. nr2 nr2 sin (θ/n) ≤ area of S (θ) ≤ tan (θ/n) . it follows the area of the sector equals claimed. S (θ/n) and inside this circular sector is a triangle while outside the circular sector is another triangle. the area of S (θ) is trapped between the two numbers.9 Exercises 1. since it is half of a rectangle of area ab. Thus any reasonable definition of area would require r2 r2 sin (θ/n) ≤ area of S (θ/n) ≤ tan (θ/n) . 2 (θ/n) 2 (θ/n) Now let ε > 0 be given. Now from the picture. 2 2 It follows the area of the whole sector having central angle θ must satisfy the following inequality. Take the given right triangle and situate copies of it as shown below.D. θ . for all n. EXERCISES 67 ¨¨ ¨ ¨ ¨¨ ¨ ¨¨ ¨ ¨¨ ¨ ¨¨ ¨¨ ¨ S(θ/n) r In the picture. Give another argument which verifies the Pythagorean theorem by supplying the details for the following argument3 . the area of the big square equals c2 . 2 2 Therefore. r2 sin (θ/n) r2 tan (θ/n) θ . and let n be large enough that 1≥ and sin (θ/n) 1 ≥ (θ/n) 1+ε 1 tan (θ/n) 1 ≤ ≤ . 2 r2 2 θ Therefore. . (Why?) as 3. The big four sided figure which results is a rectangle because all the angles are equal. 1+ε (θ/n) 1−ε r2 θ 2 1 1+ε 1 1−ε r2 θ.3. and the area 3 This argument is old and was known to the Indian mathematician Bhaskar who lived 1114-1185 A.

. c2 = 4 (ab/2) + (b − a) = a2 + b2 . A right circular cone has radius r and height h. rolling it on the floor yielding a circular sector. Another very simple and convincing proof of the Pythagorean theorem4 is based on writing the area of the following trapezoid two ways. 4 This argument involving the area of a trapezoid is due to James Garfield who was one of the presidents of the United States. Find the area of the side of this cone in terms of h and r. Here a. b. 2 = 2ab + b2 + a2 − 2ab c b a 2.68 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. 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. Do it both ways and see the pythagorean theorem appear. and c are the lengths of the respective sides. This is like an ice cream cone. a    b a    c   —  —   —— —— —c — b —— —— 3. Therefore.

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

y = c is called the directrix and the point. P such that d (P. P1 ) + d (P. 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 4d d (3. The line. P0 in the above is called the focus.10. Exactly similar results occur if the directrix is of the form x = c and by similar arguments to those above. (x − a) + (y − b − h) = c − 2 2 (x − a) + (y − b) ≥ 0.70 BASIC GEOMETRY AND TRIGONOMETRY Now you can show that there exists numbers.2 The Ellipse With an ellipse.21) Then the above equation reduces to (3. Then according to the description of an ellipse and the distance formula. where c is a fixed positive number. 2 2 2 2 Therefore. b) and (a. Now one can obtain an equation which will describe an ellipse much as was done with the parabola. 2 2 (3. (x − a) + (y − b) + Subtracting 2 2 2 2 (x − a) + (y − b − h) = c.20). Each is called a focus point by itself. (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. P1 and P2 which are fixed and the ellipse consists of the set of points.22) (x − a) + (y − b) from both sides. b and c such that − e2 1 = b2 − c2 . = 2b − 2c. there are two points. y) . 3. b + h) . Let a generic point on the ellipse be (x. 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) . P2 ) = c. −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 . Let the two given points be (a. the set of points in the plane satisfying ay 2 + by + c = x is also a parabola. These two points are called the foci of the ellipse.

β) . PARABOLAS. y) . Each is called a focus point by itself. 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. P1 and P2 which are fixed and the hyperbola consists of the set of points. an ellipse has the form (y − β) (x − α) + = 1. b + h) . Thus.3. Now one can obtain an equation which will describe a hyperbola.24) . this reduces to the equation for a circle of radius r centered at the point (α. 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 . If b > a. it follows that |xi − α| ≤ a for i = 1. P1 ) − d (P. β − b) . y2 ) are two points on the above ellipse in which b > a. P2 ) = c. y1 ) − (x2 . redefining the constants. 2 implying that |x1 − x2 | ≤ |x1 − α| + |α − x2 | ≤ a + a = 2a and similarly. Then according to the description of a hyperbola and the distance formula.10. 2 b a2 2 2 (3. b < a. b) and (a. Let a generic point on the hyperbola be (x. β + bˆ ˆ z ˆ α−a d ‚ d X $ $ y (α. Here is the graph of a typical ellipse. where c is a fixed positive number.3 The Hyperbola With a hyperbola. the ellipse would be long in the y direction rather than the x direction. (x − a) + (y − b) − 2 2 (x − a) + (y − b − h) = c. then |x1 − x2 | ≤ 2a because from the above equation. Therefore. Let the two given points be (a. |(x1 . 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. |y1 − y2 | ≤ 2b.23) Note that if a = b = r. b + β) and (α. P such that d (P. β) α+a   ©   x   ©   β − b$ In this ellipse. AND HYPERBOLAS which is equivalent to y−b− 1+h2 4 71 h 2 2 + (x − a) 2 1+h2 c2 4 / c2 −h2 = 1. y1 ) and (x2 . 3. ELLIPSES. These two points are called the foci of the hyperbola. This last expression is the generic equation for an ellipse. there are two points.10.23).

you can simply take these last two equations as the definition of a hyperbola. − − y2 9 x2 9 = 1. Consider y = 2x2 + 3x + 7.72 or BASIC GEOMETRY AND TRIGONOMETRY (y − β) (x − α) − = 1. (x−1)2 9 = 1.11 Exercises 1. + (y−2)2 4 8. x2 4 y2 4 (x−1)2 4 (x−1)2 9 + + (y−2)2 9 (y−2)2 4 = 1. = 1. y) satisfying the equations given such that |(x. 7. Sketch a graph of the hyperbola. Sketch a graph of the ellipse whose equation is 5.24) or (3. Show that the set of points which satisfies either (3. Derive a similar formula to (3. 3.) .21) hold.25) holds for a hyperbola. Sketch a graph of the ellipse whose equation is 6.24) or (3. 9. (3. c which make (3. (If n is any positive number there exist points (x. What is the diameter of the ellipse. b. 4. Find the numbers. = 1. Sketch a graph of the hyperbola. y)| > n. Verify that either (3.20) in the case that the directrix is of the form x = c.25) is unbounded. 2 2 3. Find the focus and the directrix of this parabola. 2. 10.25) 2 b a2 If you like.

2) . You see it corresponds to the point in the plane whose coordinates are (3. For example. has a unique multiplicative inverse. Thus. b) identifies a point whose x coordinate is a and whose y coordinate is b. a+ib. These things used to be taught in precalculus classes and people were expected to know them before taking calculus. 73 . Thus (a. An important construction regarding complex numbers is the complex conjugate denoted by a horizontal line above the number. In dealing with complex numbers. This will not be needed in Calculus but you will need it when you take differential equations and various other subjects so it is a good idea to consider the subject. (a + ib) + (c + id) = (a + c) + i (b + d) and (a + ib) (c + id) = = ac + iad + ibc + i2 bd (ac − bd) + i (bc + ad) . if you are in a hurry to get to calculus. such a point is written as a + ib. with a2 +b2 = 0.1 The complex numbers with multiplication and addition defined as above form a field satisfying all the field axioms listed on Page 15. in the following picture.The Complex Numbers This chapter gives a brief treatment of the complex numbers. Theorem 4. 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. a + ib a + b2 a + b2 a + b2 You should prove the following theorem. q 3 + 2i Multiplication and addition are defined in the most obvious way subject to the convention that i2 = −1. Just as a real number should be considered as a point on the line. a − ib a b 1 = 2 = 2 −i 2 . I have graphed the point 3 + 2i. you can skip this short chapter. The field of complex numbers is denoted as C.0. However. Every non zero complex number.

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

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

even negative integers? Explain. 11.76 Example 4. show that in the polar form of a complex number. 3 −1 + i 23 . Let z = 2 + i7 and let w = 3 − i8. Let z = 5 + i9. Do the same for the four fourth roots of 16. z. 4. 2. Hint: Use Problem 18 on Page 32 and if you like. 8. Does this formula continue to hold for all integers. 3. z + w. If z is a complex number. Give the complete solution to x4 + 16 = 0. Note also x − 3 +i −i = x2 + 3x + 9 and so x3 − 27 = (x − 3) x2 + 3x + 9 where the quadratic polynomial. Graph the complex cube roots of 8 in the complex plane. n . show there exists ω a complex number with |ω| = 1 and ωz = |z| . 6. 9. z 2 . 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 . 4. Find z −1 . n. derive a formula for sin (5x) and one for cos (5x).1 Exercises 1. You already know formulas for cos (x + y) and sin (x + y) and these were used to prove De Moivre’s theorem. 5. Now using De Moivre’s theorem. Completely factor x4 + 16 as a product of linear factors. Factor x4 + 16 as the product of two quadratic polynomials each of which cannot be factored further without using complex numbers. Write x3 + 27 in the form (x + 3) x2 + ax + b where x2 + ax + b cannot be factored any more using only real numbers. 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. Factor x3 + 8 as a product of linear factors. and w/z. show that in the polar form for zw the angle involved is θ + φ. r = |z| . Find zw. √ √ these cube roots are 3. 10. THE COMPLEX NUMBERS First find the cube roots of 27. Therefore. By the above procedure using De Moivre’s theorem. De Moivre’s theorem says [r (cos t + i sin t)] = rn (cos nt + i sin nt) for n a positive integer.7 Factor the polynomial x3 − 27. and 3 −1 − i 23 . Also. 7.0. 12. you might use Pascal’s triangle to construct the binomial coefficients. x2 + 3x + 9 cannot be factored without using complex numbers.

This is clearly a remarkable result but is there something wrong with it? If so. 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. not just integers. −1 = i2 = √ √ −1 −1 = (−1) = 2 √ 1 = 1. w are complex numbers prove zw = zw and then show by induction that z1 · · · zm = m m z1 · · · zm . what is wrong? 16. 1 = 1(1/4) = (cos 2π + i sin 2π) 1/4 = cos (π/2) + i sin (π/2) = i. I claim that 1 = −1. Therefore. Also verify that k=1 zk = k=1 zk . Show it follows that p (z) = 0 also. Suppose p (x) = an xn + an−1 xn−1 + · · · + a1 x + a0 where all the ak are real numbers. squaring both sides it follows 1 = −1 as in the previous problem. 15. I plan to use it now for rational exponents. If z. Suppose also that p (z) = 0 for some z ∈ C. 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? .1.4. 14. De Moivre’s theorem is really a grand thing. EXERCISES 77 13. Here is why.

78 THE COMPLEX NUMBERS .

Part II Functions Of One Variable 79 .

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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. Sometimes functions are not given in terms of a formula. 6} . n ∈ Z 0 if x is not rational (5.1. sometimes there is no discernible procedure which yields a particular function. also written R (f ) . D (f ) = D is called the domain of f. 2) . The symbol. and let f (1) = 2. 5. 2. 6) and let D ≡ {1. 3.3 Consider the ordered pairs. When R = f (D). {1. Then f is a function. (7. 7} . 8} by f (x) ≡ x + 1 for each x ∈ D. 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. Example 5.1 Consider two sets. 81 . 7. (8. Define a function which assigns an element of D to R ≡ {2. f (2) = −2.Functions 5. −2. 4. 5. the function.4 For x ∈ R define f (x) = m 1 n if x = n in lowest terms for m. The set of all elements of R which are of the form f (x) for some x ∈ D is often denoted by f (D) . (2. However. consider the following function defined on the positive real numbers having the following definition. Example 5. Example 5. R ≡ {2. In this example there was a clearly defined procedure which determined the function. This rule is called a function and it is denoted by a letter such as f. The set R. the set of first entries in the given set of ordered pairs. Note that it is not defined in a simple way from a formula. 3) .1. 8. Definition 5.2 Consider the list of numbers. For example. f (8) = 3. is said to be onto.1.5 Let D consist of the set of people who have lived on the earth except for Adam and for d ∈ D. 6. is called the range of f. 6. and f (7) = 6. 4. −2) . 2. 3.1. (1. 3. 7} ≡ D.1) This is a very interesting function called the Dirichlet function. Example 5. D and R along with a rule which assigns a unique element of R to every element of D. f .1. the set of second entries.

it is understood to consist of every number for which f makes sense. Thus. . This is called the composition of the two functions.7 are considered later in the book and techniques for finding x (t) and A (t) from the given conditions are presented. You should note that f (x) is not a function. Similarly for k an integer. the variable. Let a.82 FUNCTIONS Example 5.1. These last two examples show how physical problems can result in functions. 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) . x2 + 4 may mean the function. When D (f ) is not specified. The name of the function is f. Nevertheless. x.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) .7 Certain chemicals decay with time. In this chapter the functions are defined on some subset of R having values in R.1. The following definition gives several ways to make new functions from old ones.1. 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)) . Example 5. b be elements of R. x should be considered as a generic variable free to be anything in D (f ) . Suppose A0 is the amount of chemical at some given time. Measure the displacement of the mass. g be functions with values in R. and define a function as follows: x (t) will equal the displacement of the spring at time t given knowledge of the velocity of the weight and the displacement of the weight at some particular time. from this point with the positive direction being up. given by f (x) = x2 + 4. Examples 5.6 Consider a weight which is suspended at one end of a spring which is attached at the other end to the ceiling. 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) .8 Let f. x. Then you could let A (t) denote the amount of the chemical at time t. Suppose the weight has extended the spring so that the force exerted by the spring exactly balances the force resulting from the weight on the spring. If f : D (f ) → X and g : D (g) → Y. Definition 5. f k is the name of a function defined as f k (x) = (f (x)) k The function. The function. people often write f (x) to denote a function and it doesn’t cause too many problems in beginning courses. Later this will be generalized. f.6 and 5. I will use this slightly sloppy abuse of notation whenever convenient. When this is done. It is the value of the function at the point.1.

Definition 5. but when there is always only one element in this set for all y ∈ f (D (f )) . The concept of a one to one function is very important. 1 − 1. In this case the degree of the polynomial.5. f (x) is n. Note that in this last example. Note that in the case of a rational function. it was necessary to fuss about the domain of g ◦ f because g is only defined for certain values of t. f −1 is defined on f (D (f )) and f −1 (y) = x where f (x) = y. Then f g : R → R is given by f g (t) = t (1 + t) = t + t2 . g ◦ f : {t ∈ R : t ≥ −1} → R. GENERAL CONSIDERATIONS Example 5. Defining id by id (z) ≡ z this says f ◦ f −1 = id and f −1 ◦ f = id . For example. Thus the degree of a polynomial is the largest exponent appearing on the variable.1. Therefore. f −1 (y) ≡ {x ∈ D (f ) : f (x) = y} . Thus f is one to one. f : D (f ) ⊆ X → Y. f is a rational function if h (x) f (x) = g (x) where h and g are polynomials. . For example.1. then x = x1 . If t < −1 the inside of the square root sign is negative so makes no sense. the domain of the function might not be all of R. Thus from the definition. √ Example 5. f −1 (f (x)) = x for all x ∈ D (f ) and f f −1 (y) = y for all y ∈ f (D (f )) . Definition 5.1. There may be many elements in this set.9 Let f (t) = t and g (t) = 1 + t. 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.1. if whenever f (x) = f (x1 ) . f (x) = x+1 the domain of f would be all real numbers not equal to −1. Then √ g ◦ f (t) = 1 + (2t + 1) = 2t + 2 83 for t ≥ −1. Polynomials and rational functions are particularly easy functions to understand.11 For any function. If f is one to one. This is discussed in the following definition. 1 − 1.12 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.1. the function f is one to one sometimes written. Closely related to the definition of a function is the concept of the graph of a function. the inverse function. define the following set known as the inverse image of y. if x2 + 8 .10 Let f (t) = 2t + 1 and g (t) = 1 + t.

14 Let f : D (f ) → R (f ) be a function. f (x) = x2 − 2 y 2 1 x −2 −1 1 2 Definition 5.1. k + 2.84 FUNCTIONS Definition 5. It is also common to write the sequence. {0. f (k + 1) .1. {(x. it is traditional to write f1 . written as X × Y. 2. 1. consider the picture of a part of the graph of the function f (x) = 2x − 1. ∞ .15 A function whose domain is defined as a set of the form {k. · · ·} . Note that knowledge of the graph of a function is equivalent to knowledge of the function. X and Y. f2 . 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. y ¡ ¡ ¡ 2 1 x −2 −1 ¡ ¡ ¡ −2 ¡ ¡ 1 ¡ ¡ 2 Here is the graph of the function.16 Let {ak }k=1 be defined by ak ≡ k 2 + 1. y) : x ∈ X and y ∈ Y } . instead of f (1) . X × Y = {(x. 2. For example. when referring to sequences. the Cartesian product of the two sets.1. Also. The graph of f consists of the set. To find f (x) . Usually the domain of the sequence is either N. fk+1 the second and so forth. ∞ not as f but as {fi }i=k or just {fi } for short. f (3) etc. Example 5. · · ·} for k an integer is known as a sequence. fk is called the first term. Thus you can consider f (k) .1. k + 1. · · ·} or the nonnegative integers. f (2) . The graph of f can be represented by drawing a picture as mentioned earlier in the section on Cartesian coordinates beginning on Page 49.13 Given two sets. 3. simply observe the ordered pair which has x as its first element and the value of y equals f (x) . R2 denotes the Cartesian product of R with R. f (k + 2) . the natural numbers consisting of {1. In the above context. y) : y = f (x) for x ∈ D (f )} . etc. is assumed to be a set described as follows. Definition 5. etc. 3.

etc. Are you able to guess a formula for the k th term of this sequence? 5.2 Exercises √ 2 − t and let f (t) = 1 . Find a7 . Definition 5. it follows bk = (2k − 1) + 1 = 4k 2 − 4k + 2. 8. a3 = 10. This rule which specifies an+1 from knowledge of ak for k ≤ n is known as a recurrence relation. Let f : {t ∈ R : t = −1} → R be defined by f (t) ≡ t t+1 . It is nice when sequences come to us in this way from a formula for the k th term. This happens. This particular sequence is called the Fibonacci sequence and is important in the study of reproducing rabbits. and a3 = −1.2. (a) f (x) = (b) f (x) = (c) f (x) = (d) f (x) = (e) f (x) = √ √ x+3 3x−2 x2 − 4 4 − x2 x 4 3x+5 x2 −4 x+1 3.1. For example. this is often not the case. · · ·. Let f : R → R be defined by f (t) ≡ t3 + 1. Give the domains of the following functions. Suppose also that for n ≥ 4 it is known that an = an−1 + 2an−2 + 3an−3 .· · ·. 5. If f is a strictly increasing function. then letting bk = ank . 2. A function. 2 5. 6. when the first several terms of the sequence are given and then a rule is specified which determines an+1 from knowledge of a1 . Let g (t) ≡ 2. Example 5. {bk } is called a subsequence of {an } . · · ·.5. Thus a1 = 2. Sometimes sequences are defined recursively. However. In fact. 1. Thus the first several terms of this sequence. an+2 ≡ an + an+1 . t 1. nk = 2k − 1. ··· be any strictly increasing list of integers such that n1 is at least as large as the first index used to define the sequence {an } . a7 = a (7) = 72 + 1 = 50 just from using the formula for the k th term of the sequence. · · ·. n3 = 5. does f −1 always exist? Explain your answer.17 Let a1 = 1 and a2 = 1.1. 3. Suppose a1 = 1. Find g ◦ f. it follows that f (x) < f (y) . Find f −1 if possible. If n1 = 1. Then if bk ≡ ank . an+1 are known. n2 = 3. suppose an = n2 + 1 . an . . EXERCISES 85 This gives a sequence. Assuming a1 . are 1. a2 = 3. listed in order. Include the domain of g ◦ f.18 Let {an } be a sequence and let n1 < n2 < n3 . Is f one to one? Can you find a formula for f −1 ? 4. f : R → R is a strictly increasing function if whenever x < y.

86 7. one of which is r = 1+2 5 . 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 . the empty set. Draw the graph of the function f (x) = 13. Find all values of x where f (x) = 1 if there are any. 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. Find bk where bk = ank . d. the nonzero real numbers. If f : R → R and g : R → R are two one to one functions. 11. and g : D (g) → R (g) is one to one. t if t > 1 FUNCTIONS 8. Does there exist any such function? 16. 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. 2t + 1 if t ≤ 1 . 1 15. . Suppose an = 1 n x 1+x . Xj = ∅. (a) f + g (b) f g (c) f 3 (d) f /g 10. a1 = 1 and a2 = 1 both hold. an+2 ≡ an + an+1 of the form rn . Let f (t) be defined by f (t) = Find f −1 if possible. Does there exist a function f . R (f ) ⊆ D (g) . Does it follow that g ◦ f is one to one? 9. Suppose f (x) + f x = 7x and f is a function defined on R\ {0} . You will √ be able to show that there are two values of r which work. which of the following are necessarily one to one on their domains? Explain why or why not by giving a proof or an example. n i=1 14. Then you try to pick c and d such that the conditions. 12. and let nk = 2k . satisfying f (x) − f in the domain of f ? 1 x = 3x which has both x and 1 x 17. If Xi are sets and for some j. Verify carefully that Xi = ∅. Draw the graph of the function f (x) = x2 + 2x + 2. Draw the graph of the function f (x) = x3 + 1. Suppose f : D (f ) → R (f ) is one to one.

f (x0 ) is too large. Continuous functions are those in which a sufficiently small change in x results in a small change in f (x) . For example. This is called a removable discontinuity because the problem can be fixed by redefining the function at the point x0 . there is a hole in the picture of the graph of this function and instead of filling in the hole with the appropriate value. 2 1 x −2 −1 y • c x0 1 2 You see. In Calculus. Before giving the careful mathematical definitions. They rule out things which could never happen physically.5. That is why it is called a nonremovable discontinuity or jump discontinuity. Now that pictures have been given of what it is desired to eliminate. the most fundamental restriction made is to assume the functions are continuous.3.3 Continuous Functions The concept of function is far too general to be useful by itself. 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. it is not possible for a car to jump from one point to another instantly. . Here is another example. CONTINUOUS FUNCTIONS 87 5. here are examples of graphs of functions which are not continuous at the point x0 . it is time to give the precise definition. 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 . Making this restriction precise turns out to be surprisingly difficult although many of the most important theorems about continuous functions seem intuitively clear.

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

Take such an x and let ε = |x| /2. This is why it is so important to use the definition. Therefore. There are many ways a function can fail to be continuous and it is impossible to list them all by drawing pictures. Here is an example.5. 89 2+ 2 2− 1 f (x)     c     x0 − δ •     x −2 −1 x0 d d1 d 2 d d d x0 + δ For the ε shown you can see from the picture that no matter how small you take δ. Similar reasoning shows it excludes the removable discontinuity case as well. x. for these values of x. To verify the assertion about the above function. That is to say it is a property which a function may or may not have at a single point. Thus |f (y1 ) − f (y2 )| = |y1 | > |x| . first show it is not continuous at x if x = 0. Now let δ > 0 be completely arbitrary. In the interval. x + δ). between x0 − δ and x0 where f (x) < 2 + ε. x + δ) there are rational numbers. the definition of continuity given above excludes the situation in which there is a jump in the function. y ∈ (x − δ. The other thing to notice is that the concept of continuity as described in the definition is a point property. there would exist δ > 0 such that for every point. Example 5.3.3. But then. (x − δ. letting y1 . y1 such that |y1 | > |x| and irrational numbers. |f (y) − f (x)| < ε. |f (x) − f (x0 )| > ε. 0 if x is irrational This function is continuous at x = 0 and nowhere else.2 Let f (x) = x if x is rational . In particular. there will be points. CONTINUOUS FUNCTIONS The removable discontinuity case is similar. If f were continuous at x. y2 .

all the inequalities above hold and =√ √ 2x + 12 − √ √ 2 ε 22 2 = ε. The choice of δ for a particular ε is usually arrived at by using intuition. let ε > 0 be given and let δ = ε.3. Now let ε > 0 be given.5 Show f (x) = −3x2 + 7 is continuous at x = 7. |x| < |y1 | = |f (y1 ) − f (y2 )| ≤ |f (y1 ) − f (x)| + |f (x) − f (y2 )| < 2ε = |x| . note first that f (−3) = 25 and it is desired to verify the conditions for continuity. Example 5. 1√ 2 √ |x − 5| ≤ 22 |x − 5| 11 2x + 12 + 22 √ whenever |x − 5| < 1 because for such x. Choose δ √ such that 0 < δ ≤ min 1. 22 ≤ √ |x − 5| < √ 22 22 2 Exercise 5. To do this. 2x + 12 > 0. let 0 < δ ≤ 1 ε. Example 5. the actual ε δ argument reduces to a verification that the intuition was correct.3 Show the function. Here is another example. Here is another example. How did I know to let δ = ε? That is a very good question. FUNCTIONS which is a contradiction. Now consider: √ 2x + 12 − √ 22 = √ 2x + 12 − 22 √ 2x + 12 + 22 √ 2x + 12 is continuous at x = 5. Then |f (y) − f (0)| = 0 if y is irrational |f (y) − f (0)| = |y| < ε if y is rational. If ε > 0 is given. ε 222 . This allows one to find a suitable δ. f (x) = −5x + 10 is continuous at x = −3. it follows from this inequality that 1 |−5x + 10 − (25)| = 5 |x − (−3)| < 5 ε = ε.90 and y2 be as just described. 5 Sometimes the determination of δ in the verification of continuity can be a little more involved. either way. To see f is continuous at 0. Then if |x − 5| < δ. it follows |f (y) − f (0)| < ε and so f is continuous at x = 0.3. Then if 0 < |x − (−3)| < 5 δ.3. . f (x) = First note f (5) = √ 22. Since a contradiction is obtained by assuming that f is continuous at x.4 Show the function. |−5x + 10 − (25)| = 5 |x − (−3)| . Consider the following. whenever |y − 0| < δ. Then if |y − 0| < δ = ε. it must be concluded that f is not continuous there.

For the third claim. 84 These ε δ proofs will not be emphasized any more than necessary. before the need for rigor was realized. Choose δ such that 0 < δ ≤ min 1. and g is continuous at f (x) . it follows from the version of the triangle inequality which states ||s| − |t|| ≤ |s − t| that |x| < 1 + 7.5. in addition to this. If f and g are each real valued functions continuous at x. 1. you should try a few of them because until you master this concept. if |x − 7| < 1. 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. SUFFICIENT CONDITIONS FOR CONTINUITY First observe f (7) = −140. They made fundamental contributions to the calculus of variations and to mechanics and astronomy. If. Don’t be discouraged by these historical observations. g are continuous at x ∈ D (f ) ∩ D (g) and a. it follows ε = ε. Then for |x − 7| < δ.4. b ∈ R. af + bg is continuous at x when f .then g ◦ f is continuous at x. Theorem 5. The function f : R → R. f (x) ∈ D (g) ⊆ R. it follows that −3x2 + 7 − (−140) ≤ 3 ((1 + 7) + 7) |x − 7| = 3 (1 + 27) |x − 7| = 84 |x − 7| . If you are able to master calculus as understood by Lagrange or Laplace3 . The function. . 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) . then f /g is continuous at x. The proof of this theorem is in the last section of this chapter but its conclusions are not surprising. 91 If |x − 7| < 1. −3x2 + 7 − (−140) ≤ 84 |x − 7| < 84 5. you will have learned some very profound ideas even if they did originate in the eighteenth century. then f g is continuous at x. 3. g (f (y)) is close to g (f (x)) .4. 2. you will not really understand calculus as it has been understood for approximately 150 years. 84 .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. ε Now let ε > 0 be given. |x| = |x − y + y| ≤ |x − y| + |y| and so |x| − |y| ≤ |x − y| .1 The following assertions are valid for f. If f is continuous at x. 3 Lagrange and Laplace were two great physicists of the 1700’s. b numbers. The fourth claim is verified as follows. g (x) = 0. Now −3x2 + 7 − (−140) = 3 |x + 7| |x − 7| ≤ 3 (|x| + 7) |x − 7| . 4. given by f (x) = |x| is continuous. g functions and a. However. 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. Therefore.

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

Proofs of these theorems are in the last section at the end of this chapter. Let f (x) = |2x + 3|. 11. min means to take the minimum of the two numbers in the parenthesis. Let f (x) = x2 + 1. ε/4) . Hint: You might want to make use of the identity. Show f is continuous at x = 1. Let f (x) = 1 if x ∈ Q and consider g (x) = f (x) sin x. Using Theorem 5. you should try δ ≤ ε/2. Let f (x) = x show f is continuous at every value of x in its domain. Show f is continuous at every value of x. Let f (x) = x2 + 1. 2. Then show it is continuous at every point. 5. Let f (x) = 1 x2 +1 . √ x− √ y=√ x−y √ x+ y at some point in your argument. The symbol.6 Exercises 1. Now try to complete the argument by letting δ ≤ min (1. 3. Let f (x) = x2 + 2x. EXERCISES 93 5.1.4. 8. Hint: Review the two versions of the triangle inequality for absolute values. show all polynomials are continuous and that a rational function is continuous at every point of its domain. |x| < 1 + 3 = 4 and so |f (x) − f (3)| < 4 |x − 3| . Thus if |x − 3| < 1. Hint: First show the function given as f (x) = x is continuous and then use the theorem.6. Hint: |f (x) − f (3)| = x2 + 1 − (9 + 1) = |x + 3| |x − 3| . 6. 4.5. Let f (x) = 2x2 + 1. Let f (x) = 2x + 7. Show sin is continuous. then so does any smaller δ. Show f is continuous at every point. Show f is continuous at x = 4. Note that if one δ works in the definition.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. Hint: You need to let ε > 0 be given. In this case. it follows from the triangle inequality. Show f is continuous at x = 3. . Show f is continuous at every point x. 5. 10. Show f is continuous at x = 2. √ 9. 7.

f.4 Let φ : [a.7. it follows f (x) < f (y) . 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. defined on some interval is strictly increasing if whenever x < y.3 A function.2 Does there exist a solution to the equation x4 + 7 − x3 sin x = 0? By Theorem 5.7.94 FUNCTIONS The next theorem is called the intermediate value theorem and the following picture illustrates its conclusion. √ Example 5. The function is strictly decreasing if whenever x < y. for it to fail would be incredible.1 and Problem 9 on Page 93 it follows √ easily that the function. y c x a b You see in the picture there is a horizontal line. by the intermediate value theorem there must exist x ∈ 0. 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. . You see this taking place in the above picture where the line and the graph of the function cross. f (0) = 7 > 0 while f 5π 2 = 5π 2 4 +7− 5π 2 3 sin 5π 2 which is approximately equal to −422.) Now if your function is continuous (having no jumps) and is one to one. It gives the existence of a certain point. Therefore. The x value at this point is the one whose existence is guaranteed by the theorem. Then there exists x ∈ (a. This lemma is not real easy to prove but it is one of those things which seems obvious. It may seem this is obvious but without completeness the conclusion of the theorem cannot be drawn. b] → R be a one to one continuous function. 731 331 831 631 6 < 0. Lemma 5. Definition 5.7. 2 This example illustrates the use of this major theorem very well.4. Nevertheless. f. You should draw a picture of the graph of a strictly increasing or decreasing function from the definition. it follows f (x) > f (y) . 5π such that f (x) = 0.7. The proof of this lemma is in the last section of this chapter in case you are interested. the above picture makes this theorem very easy to believe. The intermediate value theorem says there is some point between a and b such that the value of the function at this point equals c. Also. given √ by f (x) = x4 + 7 − x3 sin x is continuous. Then φ is either strictly increasing or strictly decreasing. (This is called the horizontal line test. 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. Theorem 5. b] → R is continuous and suppose f (a) < c < f (b) . b) such that f (x) = c.1 Suppose f : [a.

· · · ak ≤ c = sup al : l = k. Ik ⊇ Ik+1 . . 1/k) . (c. 2. Consider the intervals Ik ≡ (0. This corollary is not too surprising either. neither will the new graph. Separating the two halves. d] → [a. b) is continuous. then f ([a. the second containing the third. 2 · · · . d] and f −1 : [c. Thus c ∈ Ik for every k and this proves the lemma. · · · ≤ bk (5.7. the first containing the second.7. To view the graph of the inverse function. 2. it is at least as large as the least upper bound. Then you notice this inside doll also comes apart in the center. Now define al ≤ al ≤ bl ≤ bk . b] is continuous. d) → (a. the concept of continuity is tied to a rigorous definition. It involves a sequence of intervals. Thus the only candidate for being in all the intervals is 0 and 0 has been left out of them all.7. k + 1. The fundamental question is whether there exists a point in all the intervals.5. Corollary 5. This is really quite a remarkable result and may not seem so obvious.5) for each k = 1. not to the drawing of pictures. [c. you find yet another identical doll inside. With the nested interval lemma. Lemma 5. In Russia there is a kind of doll called a matrushka doll. b) is an open interval. simply turn things on the side and switch x and y.6 Let f : (a. Therefore. d) and f −1 : (c. b) → R be one to one and continuous. and (5. PROPERTIES OF CONTINUOUS FUNCTIONS 95 Corollary 5.3). the reason for the last inequality in (5. bk is an upper bound to al : l = k. Proof: Since Ik ⊇ Ik+1 . Then f (a. bk and suppose that for all k = 1. The proof of this corollary is the same as the proof of the lemma. this implies ak ≤ ak+1 . This is why there is a proof in the last section of this chapter. k + 1. b]) is a closed interval. · · · . If the original graph has no jumps in it.7.4).4) By the first inequality in (5. Consequently. if k ≤ l.7 Let Ik = ak . If this went too fast. You pick it up and notice it comes apart in the center. it becomes possible to prove the following lemma which shows a function continuous on a closed interval in R is bounded. the third containing the fourth and so on.3) (5. The next corollary follows from the above. Then φ is either strictly increasing or strictly decreasing. bk ≥ bk+1 . b) → R be a one to one continuous function. Separating the two halves you find an identical doll inside. 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. Of course. if f : [a. Also. c ≡ sup al : l = 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. This goes on quite a while until the final doll is in one piece. The nested interval lemma is like a matrushka doll except the process never stops. · · ·.4) (5. b] → R is one to one and continuous. c ∈ R which is an element of every Ik .5 Let φ : (a. Then there exists a point.5) is that from (5.

x. 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. |x − y| ≤ 2−k (b − a). Also.7. a. c which is contained in each Ik . This means there exist. Proof: By completeness of R and Lemma 5. M. Consequently.9 Let f (x) = 1/x for x ∈ (0. 2 Continue in this way obtaining sets. This proves the theorem. 1) .4. b] .7. Then for every y ∈ Ik . |c − y| < δ and so (5.8. Theorem 5. x1 . Since M is the least upper bound of f (I) there exist points. This contradiction proves the lemma. x ∈ I such that (M − f (x)) is as small as desired. The argument for the minimum is similar. Now do to I1 what was done to I0 to obtain I2 ⊆ I1 and for any two points. contrary to Lemma 5.8 f (I) has a least upper bound. g is not bounded above. there exists a δ > 0 such that if |c − y| < δ. But this implies that for all y ∈ Ik .1. 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 achieves its maximum and its minimum on I. That is there exist numbers. there must exist some x ∈ I such that f (x) = M. Consider the two sets. m ≤ f (x) ≤ M.7. Let I1 be one of these on which f is not bounded. . Ik such that Ik ⊇ Ik+1 and for any two points in Ik . This proves f achieves its maximum. f (x) = M. The next theorem is known as the max min theorem or extreme value theorem.7. the function. a+b 2 and a+b . x1 . then by Theorem 5. b] and let f : I → R be continuous. then |f (c) − f (y)| < 1.there exists a point.7. (5. Then use what was just proved to conclude h achieves its maximum at some point. by continuity. 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. Since f is not bounded on I0 . Alternatively.6) holds for all such y. Clearly. The same function defined on [.000001. y ∈ I2 |x − y| ≤ 2−1 b−a ≤ 2−2 (b − a) . f is not bounded. Therefore. b] and let f : I → R be continuous. By the nested interval lemma.96 FUNCTIONS Lemma 5. it follows that f must fail to be bounded on at 2 least one of these sets. m and M such that for all x ∈ [a. If for −1 1 all x ∈ I. you could consider the function h (x) = M − f (x) . |f (y)| ≤ |f (c)| + 1 which shows that f is bounded on Ik contrary to the way Ik was chosen. Then f is bounded.8 Let I = [a. g (x) ≡ (M − f (x)) = M −f (x) is continuous on I. b .10 Let I = [a. x. y. f (x1 ) ≤ f (x) ≤ f (x2 ) . Example 5. Proof: Let I ≡ I0 and suppose f is not bounded on I0 .6) Let k be so large that 2−k (b − a) < δ. x2 ∈ I such that for all x ∈ I.

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

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

the symbol. g (y) K (5.9. LIMITS OF A FUNCTION 99 Definition 5.12) Then letting 0 < δ ≤ min (δ 1 .4 In this theorem. It may seem there is a lot to memorize here.13) that |f g (y) − LK| < ε and this proves (5. Limits as x → ±∞ and one sided limits are handled similarly. there exists l such that f (x) > k whenever x > l. Theorem 5. for 0 < |y − x| < δ1 .13) Now let 0 < δ 2 be such that for 0 < |x − y| < δ 2 .11) Suppose limy→x f (y) = L. . Then by the triangle inequality. The proof of (5. are defined similarly. |f g (y) − LK| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] . 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. |g (y) − K| < . Then if a.10) is left to you. One sided limits and limits as the variable approaches −∞. y→x lim (5. Therefore. then y→x lim h ◦ f (y) = h (L) .9.9.9). then limy→x f (x) = ∞ if for every number l. (5. It is like a corresponding theorem for continuous functions. there exists δ > 0 such that whenever |y − x| < δ. b ∈ R. |f (y)| < 1 + |L| . and so for such y. lim (af (y) + bg (y)) = aL + bK. this is not so because all the definitions are intuitive when you understand them. There exists δ 1 such that if 0 < |y − x| < δ 1 . then L ≤ a and if f (y) ≥ a then L ≥ a.8) is left for you. Proof: The proof of (5. then |f (y) − L| < 1. limx→∞ f (x) = ∞ if for all k. if h is a continuous function defined near L.8) y→x y→x lim f g (y) = LK f (y) L = . δ 2 ). (5.10) Also.3 If f (x) ∈ R.9). |f g (y) − LK| ≤ |f g (y) − f (y) K| + |f (y) K − LK| ≤ |f (y)| |g (y) − K| + |K| |f (y) − L| . it follows from (5. Next consider (5.9) and if K = 0. limy→x denotes any of the limits described above. 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (5. then f (x) > l. If f (y) ≤ a all y of interest. Let ε > 0 be given.5. and the triangle inequality. |f (y) − L| < ε ε . In fact. Suppose limy→x f (y) = L and limy→x g (y) = K where K and L are real numbers in R. (5.

Letting ε be small enough that a < L − ε. f (y) ∈ (L − ε. f (x) ≤ h (x) ≤ g (x) . Then x→a lim h (x) = L.11). [a. if 0 < |y−x| < δ. and I is an interval of the form (a. for y close enough to x. b) . A very useful theorem for finding limits is called the squeezing theorem. L + ε) which requires f (y) > a contrary to assumption. If this is not true. Assume f (y) ≤ a. δ 2 ). |h (x) − L| ≤ |f (x) − L| + |g (x) − L| . b] . Proof: If L ≥ h (x) . if 0 < |x − a| < δ. then |h (x) − L| ≤ |f (x) − L| + |g (x) − L| < ε/2 + ε/2 = ε. then |g (x) − L| < ε/2. |h (f (y)) − h (L)| < ε. The same theorem holds for one sided limits and limits as the variable moves toward ±∞. Therefore. then |f (y) − L| < η. b]. It only remains to verify the last assertion. then |h (y) − h (L)| < ε Now since limy→x f (y) = L. They are minor modifications of the above. Since h is continuous near L. Therefore.5 Suppose limx→a f (x) = L = limx→a g (x) and for all x near a. Compare the definition of continuous and the definition of the limit just given. Theorem 5.9. then f is continuous at x ∈ I if and only if limy→x f (y) = f (x) . then |h (x) − L| ≤ |f (x) − L| . If L < h (x) . Now let ε > 0 be given. there exists η > 0 such that if |y−L| < η. There exists δ 1 such that if 0 < |x − a| < δ 1 . . The proofs are left to you. (a. b). |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. Letting 0 < δ ≤ min (δ 1 . or [a. Theorem 5. there exists δ > 0 such that if 0 < |y−x| < δ. This proves the theorem.6 For f : I → R. it follows that for ε > 0 given. it follows that ultimately.9.100 FUNCTIONS Consider (5. then |h (x) − L| ≤ |g (x) − L| . then L > a. Proof: You fill in the details.

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

At least one of these intervals contains xn for infinitely many values of n. there exists a subsequence. However. Furthermore. Theorem 5. b each of 2 2 which has length (b − a) /2.1 Let f : D ⊆ R → R be a function.13. it is continuous at every point of (0. Definition 5. Prove limn→∞ n n = 1. Here is the definition. This is discussed in this section. b] ≡ I0 .13. (This can be done because in each case the intervals contained xn for infinitely many values of n.13. K ⊆ R is sequentially compact if whenever {an } ⊆ K is a sequence.01n 10n n! √ √ n 32. 31.5. δ definition of continuity becomes very small as x gets close to 0. [a. Proof: Let {xn } ⊆ [a. 30. for a given ε > 0.1. a+b and a+b . does it follow that limn→∞ |an | = |a|? Prove or else give a counter example. (a) (b) n5 1. . the δ needed in the ε. n3 such that n3 > n2 and xn3 ∈ I3 . c contained in all these intervals. there exists a δ depending only on ε such that if |x − y| < δ then |f (x) − f (y)| < ε. Now observe that en > 0 and use the binomial theorem to conclude 1 + nen + n(n−1) e2 ≤ n. 1) . It is an amazing fact that under certain conditions continuity implies uniform continuity. This proves the theorem. n2 such that n2 > n1 and xn2 ∈ I2 . |xnk − c| < (b − a) 2−k and so limk→∞ xnk = c ∈ [a.2 A set. Consider the two intervals a. Now pick n1 such that xn1 ∈ I1 . xn → x and yn → x such that f (xn ) < 0 and f (yn ) > 0. Consider the function f (x) = x for x ∈ (0.3 Every closed interval. etc.) By the nested interval lemma there exists a point. Definition 5. Then f is uniformly continuous if for every ε > 0. By continuity. you can assume f (xn ) → f (x) and f (yn ) → f (x). This is a continuous function because. UNIFORM CONTINUITY 113 argue there exist sequences. b] is sequentially compact. 1) . The notion of uniform continuity involves being able to choose a single δ which works on the whole domain of f. Continue this way obtaining a sequence of nested intervals I0 ⊇ I1 ⊇ I2 ⊇ I3 · ·· where the length of In is (b − a) /2n . Show the following converge to 0.13 Uniform Continuity There is a theorem about the integral of a continuous function which requires the notion of 1 uniform continuity. Hint: Let en ≡ n n − 1 so that (1 + en ) = n. If limn→∞ an = a. by Theorem 5.4. The following theorem is part of the Heine Borel theorem. This n 2 nice approach to establishing this limit using only elementary algebra is in Rudin [14]. Split it in half and let I2 be the interval which contains xn for infinitely many values of n. Show this requires that f (x) = 0. b] . Now do for I1 what was done for I0 .13. 5. Call this interval I1 . {ank } such that this subsequence converges to a point of K.

proofs of some theorems which have not been proved yet are given. 1/3. b] and f : I → R is continuous. ∞) → R given by f (x) = x . Taking a succession of values for δ equal to 1. 1/2. Explain why. 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”.1 The following assertions are valid . k Consequently. |f (xδ ) − f (yδ )| ≥ ε. there exists ε > 0 such that for every δ > 0 there exists a pair of points. |f (xn ) − f (yn )| ≥ ε.14 Exercises 1.4 Let f : K → R be continuous where K is a sequentially compact set in R. If |xn − yn | → 0 and xn → z. y ∈ D. Then f is uniformly continuous.15. n Now since K is sequentially compact. 4. show that yn → z also. 0 = |f (z) − f (z)| = lim |f (xnk ) − f (ynk )| ≥ ε. ynk → z also. Show every Lipschitz function is uniformly continuous. the theorem must be true. {xnk } such that xnk → z ∈ K. If f is uniformly continuous. xδ and yδ such that even though |xδ − yδ | < δ.114 FUNCTIONS Theorem 5. A function. The following corollary follows from this theorem and Theorem 5. 2. there exists a subsequence. You should give a precise proof of what is needed here.13. Corollary 5. Therefore. |xn − yn | < 1 . Now nk ≥ k and so 1 |xnk − ynk | < . K such that |f (x) − f (y)| ≤ K |x − y| for all x.3.13. and letting the exceptional pair of points for δ = 1/n be denoted by xn and yn . Theorem 5. Proof: If this is not true. Obviously ynk must also move toward the point also.15 Theorems About Continuous Functions In this section. Then f is uniformly continuous on K. 5. I = [a. 5. ( xnk is like a person walking toward a certain point and ynk is like a dog on a leash which is constantly getting shorter. · · ·.) By continuity of f and Problem 12 on Page 111. Show f is uniformly continuous even though the set on which f is defined is not sequentially compact. f : D ⊆ R → R is Lipschitz continuous or just Lipschitz for short if there exists a constant. k→∞ an obvious contradiction. 1 3.13.5 Suppose I is a closed interval. Consider f : (1.

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

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

d] and [d. the triangle inequality implies |f (x) − f (y)| = ||x| − |y|| ≤ |x−y| < δ = ε.15. b) such that f (x) = c. If φ is not strictly decreasing on (a. Proof: First it is shown that φ is either strictly increasing or strictly decreasing on (a. it follows that |g (y) − g (f (x))| < ε. d] . divide it in half as was done for the original interval and argue that on one of these smaller intervals. n→∞ Consequently f (x) = c and this proves the theorem. then on [a.). If f (d) ≥ c. Next here is a proof of the intermediate value theorem. Now |xn − x| ≤ (b − a) 2−n and |yn − x| ≤ (b − a) 2−n and so xn → x and yn → x. This proves part 3. THEOREMS ABOUT CONTINUOUS FUNCTIONS 117 |y−f (x)| < η and y ∈ D (g) . x2 < y2 with x2 .2 Suppose f : [a. b] f ≥ 0 at one end point and ≤ 0 at the other. Then there exists x ∈ (a. Let xt ≡ tx1 + (1 − t) x2 and yt ≡ ty1 + (1 − t) y2 . if f (d) ≤ c. Now consider that interval.5. Continue in this way. then there exists x1 < y1 . b] . In the nth interval. From continuity of f at x. Then φ is either strictly increasing or strictly decreasing on [a. Theorem 5. b) such that (φ (y1 ) − φ (x1 )) (y1 − x1 ) > 0. all the above hold and so |g (f (z)) − g (f (x))| < ε. b] . Pick the interval on which f has values which are at least as large as c and values no larger than c. there exists δ > 0 such that if |x−z| < δ and z ∈ D (f ) . b) . Proof: Let d = a+b and consider the intervals [a. Lemma 5.3 Let φ : [a. then since φ is 1 − 1. f (x) − c = lim (f (xn ) − c) ≤ 0 n→∞ while f (x) − c = lim (f (yn ) − c) ≥ 0.15. b) . see Problem 12 on Page 111). Therefore. If for some other pair of points. then on [d. (For the last step. Then if |x−z| < δ and z ∈ D (g ◦ f ) ⊆ D (f ) . On the other hand. x1 . the above inequality does not hold. y2 ∈ (a. the function has values at least as large as c and values no larger than c.15. let ε > 0 be given and let δ = ε. Next apply the nested interval lemma to get x in all these intervals. b] → R is continuous and suppose f (a) < c < f (b) . then |f (z) − f (x)| < η. f (yn ) ≥ c. 2 the function is ≤ c at one end point and ≥ c at the other. b). b] → R be a continuous function and suppose φ is 1 − 1 on (a. yn be elements of this interval such that f (xn ) ≤ c. This proves part 4. Then if |x−y| < δ. b).) To verify part 4.) and completes the proof of the theorem. 1] because tx1 ≤ ty1 and (1 − t) x2 ≤ (1 − t) y2 . let xn . (φ (y2 ) − φ (x2 )) (y2 − x2 ) < 0. y1 ∈ (a. Then xt < yt for all t ∈ [0.

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

the object is at the point −10 kilometers and when t = 1.5 is defined as 31.0001 = 30 (. Thus the average velocity would be 21−(−10) = 31 1 kilometers per hour. you would expect to be even closer using a time interval of length .5) 2 2 /.0001) − r (. from −10 to 21.5.5 + h) − 30 (. Thus at t = 0. Thus the velocity at t = .5) − (. 000 1 Of course.000001 instead of just .5 would be close to (r (.5 + .1 Velocity Imagine an object which is moving along the real line in the positive direction and that at time t > 0.5 hours. the object is at 21 kilometers. .5) 2 2 /h = 30 + 2 (. 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. What number does this average get close to as h gets smaller and smaller? Clearly it gets close to 31 and for this reason. Thus in this case form the average velocity on the interval.5 + .5) + (. The average velocity during this time is the distance traveled divided by the elapsed time. If the object were moving in the negative direction. the number would be negative. this average velocity would be pretty close to the thing which deserves to be called the instantaneous velocity at t = . [. the position of the object is r (t) = −10 + 30t + t2 where distance is measured in kilometers and t in hours. In general.5 + h) + (. It came out positive because the object moved in the positive direction along the real line.5)) /.0001. The notion just described of finding an instantaneous velocity has a geometrical application to finding the slope of a line tangent 119 .0001 = 31.5 + . it is reasonable to suppose that the magnitude of the average velocity of the object over a very small interval of time would be very close to the number that would appear on the speedometer.5.0001] . It is positive because the object is moving in the positive direction. the velocity at time . .5 + .5 + h] to get 30 (.Derivatives 6.5) + h.01) + (.0001) − 30 (. if considering the average velocity of the object on the interval [. 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. For example.

r(t0 + h)) t0 + h       t 0 + h1 d d d d d d ¡ t0 d ¡ d ¡ ¡ ¡  ¡    ¡ ¡ ¡ ¡   ¡             t (t0 + h1 .120 to a curve. Also it is clear from setting y = x + h that f (x) = lim f (y) − f (x) . |h| > 0. It is time to make this heuristic material much more precise. DERIVATIVES r(t)     (t0 + h. r(t0 )) In the above picture. then neither does f (x) .2) (6. is defined as the following limit whenever the limit exists.1) y→x . It is not necessary to have the function defined at the point in order to consider its limit. r (t0 )) and (t0 + h. Note that the difference quotient on the left of the equation is a function of h which is not defined at h = 0. f (x) . The distinction between the limit of a function and its value is very important and must be kept in mind.2.1 The derivative of a function. you see the slope of the line joining the two points (t0 . This is why. r(t0 + h1 )) (t0 + h.2 The Derivative The derivative of a function of one variable is a function given by the following definition. [t0 . 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. y−x (6. r (t0 + h)) is given by r (t0 + h) − r (t0 ) h which equals the average velocity on the time interval. r (t0 )) . Definition 6. 6. t0 + h] . f (x + h) − f (x) ≡ f (x) h→0 h lim The function of h on the left is called the difference quotient. 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 . If the limit does not exist. in the definition of limit.

The following picture describes the situation.6. In short. Letting y = h + x.4 Let f (x) = cx where c is a constant. then |f (x + h) − f (x)| < ε. It is very important to remember that just because f is continuous.2. then f is continuous at x. this lack of differentiability is manifested by there being a pointy place in the graph of y = |x| at x = 0. Geometrically. 1+|fε (x)| it follows if |h| < δ. the triangle inequality implies |f (x + h) − f (x)| < |h| + |f (x)| |h| .2. Find f (x) . f (x + h) − f (x) − f (x) < 1.2 If f (x) exists. this shows that if |y − x| < δ. Proof: Suppose ε > 0 is given and choose δ 1 > 0 such that if |h| < δ 1 . THE DERIVATIVE Theorem 6.3 Let f (x) = c where c is a constant. h then for such h. 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. f (x + h) − f (x) c−c = =0 h h Therefore. does not mean f has a derivative. Example 6.2. f (h) − f (0) h lim = lim =1 h→0+ h→0+ h h while f (h) − f (0) −h = lim = −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 = 0.2. Set up the difference quotient. See Problem 18 on Page 103. h→0− h→0− h h lim Thus the two limits. To see this. Now letting δ < min δ 1 . h→0 lim f (x + h) − f (x) = lim 0 = 0 h→0 h Example 6. Find f (x) . . the pointy places don’t have derivatives. |f (y) − f (x)| < ε 121 which proves f is continuous at x.

Find f (x) . b ∈ R and suppose f (t) and g (t) exist.2.6 Let a.7) (6.9) f (t) . (f (ct)) = cf (ct) .10) (In the case where p < 0. √ x+h− x x+h−x √ = √ h h x+h+ x 1 =√ √ x+h+ x √ Set up the difference quotient. assume f (t) = 0.2. Then the following formulas are obtained. h h h Therefore. f (x + h) − f (x) c (x + h) − cx ch = = = c. g g 2 (t) Formula (6. If g (t) = 0. If f is differentiable at ct where c = 0. (6.8) Written with a slight abuse of notation. f f (t) g (t) − g (t) f (t) (t) = . h→0 h 2 x x+h+ x There are rules of derivatives which make finding the derivative very easy. h→0 DERIVATIVES lim √ f (x + h) − f (x) = lim c = c.122 Set up the difference quotient. Theorem 6.4) is referred to as the product rule. Written with a slight abuse of notation. .6) (6. then g is differentiable on (a − c. (6. (f (t + c)) = f (t + c) For p an integer and f (t) exists.5) If f is differentiable on (a. let gp (t) ≡ f (t) . g (t) = cf (ct) . The formula. (6. b − c) and g (t) = f (t + c) . (6.) Written with a slight abuse of notation. an easy to remember version of (6. f (x + h) − f (x) = h and so h→0 lim f (x + h) − f (x) 1 1 = lim √ √ = √ . (af + bg) (t) = af (t) + bg (t) .5) is referred to as the quotient rule. h→0 h Example 6.10) says (f (t) ) = pf (t) p p−1 f (t) .5 Let f (x) = x for x > 0. (6.4) (6. Then letting g (t) ≡ f (ct) . Then (gp ) (t) = pf (t) p−1 p (6.3) (f g) (t) = f (t) g (t) + f (t) g (t) . b) and if g (t) ≡ f (t + c) .

(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.2. it follows from Theorem 5. f g Now consider Formula (6. Then (gp+1 (t)) = f (t) gp (t) and so by the product rule.2 to conclude limh→0 f (t + h) = f (t) .9. g−p (t) = gp (t) −1 p p p−1 −1 (t) = g (t) f (t) − g (t) f (t) .2. p then it holds for −p. f (t) .9. If the formula holds for some integer. Here is why.7) and (6.6). 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. g0 (t) = 0 = 0 (f (t)) Next suppose (6. If p = 0. 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 5.10) in the case where p equals a nonnegative integer. Consider the second.6.2. g 2 (t) f (t) .8) are left as an exercise.10) holds because g0 (t) = 1 and so by Example 6. THE DERIVATIVE Proof: The first formula is left for you to prove.4 that (6. First consider (6. gp+1 (t) = f (t) gp (t) + f (t) gp (t) = f (t) (f (t)) + f (t) pf (t) = (p + 1) f (t) f (t) .3. (6. (6. Next consider the quotient rule.4 on Page 99.4). Then h1 → 0 if and only if h → 0 and so taking the limit as h → 0 yields g (t) = cf (ct) as claimed.10) holds for p an integer.4) follows. Formulas (6.

124 and so

DERIVATIVES

g−p (t + h) − g−p (t) = h

gp (t) − gp (t + h) h

1 gp (t) gp (t + h)
−2p

.

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

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

= −p (f (t)) This proves the theorem.

−p−1

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

+ −7x3

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

ak xk . Find

p (x) =
k=0 n

ak xk

=
k=0

ak xk
n

=
k=0

ak kxk−1 (x) =
k=0

ak kxk−1
x2 +1 x3 .

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

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

Example 6.2.10 Let f (x) = x2 + 1

x3 . Find f (x) .

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

x3

=

x2 + 1

4 3

x3 + x3

x2 + 1

4 4

= 4 x2 + 1

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

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

+ 3x2 x2 + 1

4

. Find f (x) .

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

125

− 2 x2 + 1 (2x) x3
4

(x2 + 1)

=

3x2 x2 + 1

2

− 4x4 x2 + 1
4

(x2 + 1)

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

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

6.3

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

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

find f (x) .

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

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

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

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

√ 3

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

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

9

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

126

DERIVATIVES

6.4

Exercises

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

6.5

Local Extrema

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

f (x + h) − f (x) ≤ 0. h

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

6.5. LOCAL EXTREMA

127

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

Thus 6x + 2y = 1704 so y =

1704−6x 2

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

f (x) = x

1704 − 6x 2

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

128

DERIVATIVES

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

6.6

Exercises With Answers
Answer:
2 3, 0

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

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

3x2 − 6x + 6.

6.6. EXERCISES WITH ANSWERS

129

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

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

tan θ+tan α 1−tan θ tan α

=x
2

2 tan θ+ x 2 1−tan θ ( x )

. The

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

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

DERIVATIVES

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

6.7

Exercises

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

6.7. EXERCISES

131

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

132

DERIVATIVES

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

6.8

Mean Value Theorem

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

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

133

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

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

134

DERIVATIVES

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

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

6.9

Exercises

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

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

6.10. CURVE SKETCHING

135

6.10

Curve Sketching

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

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

= x4 − 2x2 + 1

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

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

EXERCISES concave down. f (x) = x2 / 1 + x2 .6. Hint: For the last part consider y = x3 and y = x4 . 7. 6. Inflection points are points where the graph of a function changes from being concave up to concave down or from being concave down to being concave up. Find all inflection points for the function. 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. . 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. 137 5.11.

138 DERIVATIVES .

sin x + (1 − cos x) ≥ x ≥ sin x. the book by Apostol has no loose ends in the presentation unlike most other books which use this approach.3) (cos(x). To see it done in terms of areas of a circular sector. In the following picture.1 The Circular Functions The Trigonometric functions are also called the circular functions.1). cos. sin(x))       ¨ ¨¨ ¨ % x (1 − cos(x))     Now divide by sin x to get 1+ 1 − cos x 1 − cos x x =1+ ≥ ≥ 1.4 on Page 59 that for small positive x. csc. sec.1.2) Proof: First consider (7. [17] and Rose. it follows from Corollary 3. However. There are several approaches to this lemma. [2].Some Important Special Functions 7. see Apostol. sin x =1 x→0 x 1 − cos x =0 lim x→0 x lim (7. Lemma 7. The first thing to do is to give an important lemma. [13] and is based on arc length.5. and cot. Thus this section will be on the functions. The proof given here is a modification of that found in Tierney. (7. |sin x| sin x sin x 139 . or almost any other calculus book.1) (7. tan.1 The following limits hold. sin.

2 The derivatives of the trig. 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. 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.1. identities. 1+ sin2 x |sin x| x =1+ ≥ ≥1 |sin x| (1 + cos x) (1 + cos x) sin x and so from the squeezing theorem.1. x lim =1 x→0 sin x and consequently. With this. it is also true that 1+ 1 − cos x x ≥ ≥ 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 . x x (1 + cos x) x 1 + cos x Therefore. Theorem 7. Theorem 5.5. it is easy to find the derivative of sin. 1 − cos x lim = 0.140 SOME IMPORTANT SPECIAL FUNCTIONS For small negative values of x.1. = lim Finally. |sin x| sin x (Why?) From the trig. Using Lemma 7.9.5 on Page 100. and the limit theorems. from the limit theorems. x→0 lim sin x = lim x→0 x 1 x sin x = 1. The derivative of cos can be found the same way. 1 − cos x 1 − cos2 x sin x 1 = = sin x .1 on Page 92 which says limx→0 sin (x) = 0. from Theorem 5. Alternatively. x→0 x This proves the Lemma. The following theorem is now obvious and the proofs of the remaining parts are left for you. it follows that for all small values of x. functions are as follows.

you have sec θ = and csc θ = . Drawing a triangle. One is 5 feet wide and the other is 2 feet wide. Example 7. Therefore. 3 3+ √ 3 √ 3 2 2 3 . What is the length of the longest thin rod which can be carried horizontally from one hallway to the other? You must minimize the length of the rod which touches the inside corner of the two halls and extends to the outside walls. you see that √ 2 √ 2 √ 2 √ 2 ( 3 5) +( 3 2) ( 3 5) +( 3 2) √ √ at this value of θ.7. 4.2. EXERCISES 141 Here are some examples of extremum problems which involve the use of the trig. . Prove all parts of Theorem 7.3 Two hallways intersect at a right angle. The details are similar to the problem of 7. Find the derivative of the function. Find the derivative of the function. functions. 3. minimize length of rod f (θ) = 2 csc θ + 5 sec θ. Letting θ be the angle between this rod and the outside wall for the hall having width 2.1. Thus 2 cos3 θ − 5 sin θ + 5 sin θ cos2 θ = 0. 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. sin6 (5x) . 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) = + .2 Exercises 1. Example 7.1. √ √ 2 1 and 2 cos3 θ − 5 sin3 θ = 0 and so tan θ = 5 3 2 3 5 . 2. using the rules of differentiation. Find and prove a formula for the derivative of sinm (x) for m an integer. sin θ cos θ Then the final answer is the two hallways. tan7 (4x) . Prove tan (x) = 1 + tan2 (x) . Therefore. f (θ) = 2 cos3 θ − 5 sin θ + 5 sin θ cos2 θ =0 (cos2 θ) (−1 + cos2 θ) should be solved to get the angle where this length is as small as possible. 3 3 5 2 the minimum is obtained by substituting these values in to the equation for f (θ) yielding √ 2 √ 2 3 3 5 + 32 .2.4 A fence 9 feet high is 2 feet from a building.1. 5.

A fence 5 feet high is 2 feet from a building. Could you use this definition to find 2 1234567812344 ? Consider what you would do. (ab) = ax bx bxy = (bx ) . Hint: Remember a point on the unit circle determines an angle. 8. what would you do with 2 2 ? As mentioned earlier. Write f (x) in the form A2 + B 2 and note that √ A2 A B cos ωx + √ sin ωx 2 2 + B2 +B A is a point on the unit circle. To see this. If x is a rational number. These are serious difficulties and must be dealt with. Find the derivative of the function. φ such that f (x) = 11. √A2 +B 2 A2 +B 2 7.142 6. 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. What is the length of the longest thin rod which can be carried horizontally from one hallway to the other? 10. One is 3 feet wide and the other is 4 feet wide. √ 12. Repeat Problem 11 but this time show f (x) = A2 + B 2 cos (ωx + φ) . In the case where b = 0 the symbol is undefined. Clearly something else must be going on. b−1 = y x (7. f. the meaning of bx is no longer clear. A2 + B 2 gives the “amplitude” and φ is called the “phase shift” while ω is called the “frequency”. Two hallways intersect at a right angle. When x and y are not integers.1 The Exponential And Log Functions The Rules Of Exponents As mentioned earlier. However. m/n and b > 0 the symbol bm/n √ means n bm .4) (7. For example.3 7. There are no mathematical questions about the existence of this number. bm means to multiply b by itself m times assuming m is a positive integer. That is its definition and it is a useful exercise for you to verify (7. The problem is not one of theory but 1234567812345 of practicality. SOME IMPORTANT SPECIAL FUNCTIONS sec3 (2x) tan3 (3x) .3. 2 is irrational and so cannot be written as the quotient of two integers. The amplitude gives the height of the periodic function. bx+y = bx by .4) and (7. . It yields 2 1234567812344 = 2. a calculator can find 2 1234567812344 .5) 1 b These properties are called the rules of exponents. Then the following algebraic properties are obtained. √ √ A2 + B 2 sin (ωx + φ) . consider Problem 6 on Page 97.5) hold with this definition. 7. Show there exists an angle. The number. This is very important because it allows us to understand what is going on. 000 000 000 001 123 as an approximate answer. 1 bm is defined as b−m . To make √ √ matters even worse. b0 ≡ 1 provided b = 0. What exactly is meant by (−1) ? Even in the case where b > 0 there are difficulties. 1/2 suppose b = −1 and x = 1/2. Find all intervals where sin (2x) is concave down. 9. How could you find φ? A √ B . Find the intervals where cos (3x) is increasing. If m < 0. First find the number 21234567812345 and then · · ·? Can you find this number? It is just 1234567812345 1234567812345 too big. Be sure you understand these properties for x and y integers.

3. Also. Theorem 7.7.1 for b > 0. A Wild Assumption Using your calculator or a computer you can obtain graphs of the functions. and for all y ∈ R. the function is increasing but just how was the calculator or computer able to draw those graphs? Also. 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. The following picture gives a few of these graphs. Later in the book.1 one can easily find out all about bx . a given function defined at x.3.2 Let expb be defined in Wild Assumption 7. Based on Wild Assumption 7. if b = 1 and h = 0.8) (7. Furthermore. I want it to be completely clear that the Wild Assumption is just that.3. 3x 8 6 (1/2)x 2x 4 2 –2 –1 0 1 x 2 These graphs suggest that if b < 1 the function.4) and (7. √ expb (m/n) = n bm whenever m. Wild Assumption 7. n are integers. 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).3. ln (ab) = ln (a) + ln (b) .3. y ∈ R. ln 1 = 0.1 For every b > 0 there exists a unique differentiable function expb (x) ≡ bx valid for all real values of x such that (7. Furthermore. the wild assumption will be completely justified. THE EXPONENTIAL AND LOG FUNCTIONS 143 7.1 follows from the first part of this assumption. y = bx for various choices of b. then expb (h) = bh = 1. y = bx is decreasing while if b > 1. This is done to conform with usual usage. (7.7) (7. the last claim in Wild Assumption 7. denoted by ln b for b > 0 satisfying expb (x) = ln b expb (x) .6) .5) both hold for all x. Then there exists a unique number.3. No reason for believing in such an assumption has been given notwithstanding the pretty pictures drawn by the calculator. and bx > 0 for all x ∈ R.2 The Exponential Functions.3. ln (by ) = y ln b. See Problem 1.

3.10) The function.3.2) and the continuity of 2x . if b = 1 then bx = 1x for all x ∈ R.9) from this. Thus ln 1 = 0 as claimed. From (6.10). ln (1) = lim ln 2h − ln 1 h ln 2 ln 2 = lim h = = 1.4) and (7. ln (ab) = ln a + ln b as claimed. Now by (7. expb (x + h) − expb (x) h→0 h lim bx+h − bx h→0 h bh − 1 x = lim b . using (6. by the product rule and Wild Assumption 7. h 1x 1x = 1x+x = 12 x = 1x and so. an operation justified by Wild Assumption 7. 1x = 1 for all x ∈ R.1.5). To verify (7.144 ln SOME IMPORTANT SPECIAL FUNCTIONS a = ln (a) − ln (b) b The function. g (x) = y expb (xy) and so ln (by ) (by ) = y expb (xy) = y (ln b) (bxy ) = y (ln b) (by ) . note ln a = ln ab−1 = ln (a) + ln b−1 = ln (a) − ln (b) . b x x x x x It remains to verify (7.8). x Therefore. x → ln x is one to one on (0. To obtain (7. ln maps (0.7) on Page 122. x → ln x is differentiable and defined for all x > 0 and ln (x) = 1 . x Next consider (7.9) (7.1.8). ln (by ) (by ) = ((by ) ) = g (x) where g (x) ≡ bxy . ∞) onto (−∞. consider the function x → bxy = (by ) . This proves (7. Now dividing both sides by (by ) verifies (7. ln (ab) (ab) x = ((ab) ) = (ax bx ) = (ax ) bx + ax (bx ) = (ln a) ax bx + (ln b) bx ax x = [ln a + ln b] (ab) . x (7.3. Therefore. Therefore.1 and this is denoted by ln b. limh→0 b h is assumed to exist thanks to Wild Assumption 7. dividing both sides by 1x . exp1 (x) = 1 for all x and so exp1 (x) = ln 1 exp1 (x) = 0. Then.6). ∞) .7). ∞) . h→0 2 − 1 h→0 2h − 1 ln 2 . Proof: First consider (7. Next. h→0 h = lim −1 The expression. Also. Keeping y fixed.6).

x = y and this shows ln is one to one as claimed. 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. ∞) .12) ln 1 2 n ≤ −n n < y < < ln (2n ) . e such that ln (e) = 1. there exists x ∈ proves the theorem. Therefore.3.11) and (7.3. by the intermediate value theorem. there exists t between x and y such that (1/t) (x − y) = ln x − ln y = 0. e Since ln is one to one onto R. 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) = .12) that ln achieves values which are arbitrarily large and arbitrarily large in the negative direction.8. More precisely.11) and (7. It only remains to verify that ln maps (0. Therefore. x x lim y x y x − ln 1 −1 It remains to verify ln is one to one. By Wild Assumption 7. Therefore. Corollary 6.11) 2 Also. . by Corollary 6.7) 0 = ln (2) + ln which shows that ln 1 2 1 2 ≥ 1 + ln 2 1 2 (7.3. . This 7.7.3 The Special Number.8.3 21 − 1 = ln (2) 2y ≤ ln (2) 21 1 and it follows that 1 ≤ ln 2. 2 It follows from (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. it follows there exists a unique number.3. Suppose ln x = ln y. 718 3. there exists y ∈ (0. THE EXPONENTIAL AND LOG FUNCTIONS 145 ln 2 = 0 because if it were.1 and the mean value theorem. (7. ln achieves all values. Then 2 2 from (7. 2n such that ln x = y.4. This wonderful number is called Euler’s number and it can be shown to equal approximately 2. ∞) onto (−∞.12) 1 ≤− . this would imply 2x is a constant function which it is not.8. let y ∈ R. Then choose n large enough that n > y and − n < y. 2 2 1 n 2 By the intermediate value theorem. Then by the mean value theorem. from (7. Therefore. then (2x ) = (ln 2) 2x = 0 and by Corollary 6.

3.15). −x x This proves the corollary. logb (x) = Proof: Formula (7.16) (7. Also.14) holds.7) on Page 122. Definition 7. What is the derivative of these functions? . it follows (7.14) follows from (7. Proposition 7. ln b x (7. What is the derivative of this function? Corollary 7.13).9) all hold with ln replaced with logb .5 Let b > 0 and b = 1. Suppose then that x < 0.10).3.3. it is possible to write logb |x| whenever x = 0.15) (7.8). blogb x = x. Then f (x) = 1 .3 Let f (x) = ln |x| for x = 0.5 Logarithm Functions Next a new function called logb will be defined. bx and logb x is in the following proposition.13) Notice this definition implies (7. 7. x Proof: If x > 0 the formula is just (7. This proposition shows this new function is logb you may have studied in high school. ln is only defined on positive numbers. logb by ≡ ln (by ) y ln b = =y ln b ln b 1 1 . The fundamental relationship between the exponential function. However.14) and this verifies (7.4 For all b > 0 and b = 1 logb (x) ≡ ln x . Then ln |x| = ln (−x) so by (6.7) . ln b (7. logb by = y. and for all y ∈ R. ln blogb x = logb x ln b = ln x and so. The functions.146 SOME IMPORTANT SPECIAL FUNCTIONS 7. (ln |x|) = (ln (−x)) = (ln ((−1) x)) 1 1 = (−1) = . Then for all x > 0. Formula (7. it is possible to write ln |x| whenever x = 0.16) is obvious from (7. logb are only defined on positive numbers.3.4 The Function ln |x| The function.3. since ln is one to one.(7. However.

8 Using properties of logarithms. it follows loge (x) = ln x.16). Hint: If bh = 1 for h = 0. only one solution was possible. EXERCISES Corollary 7. Then solving this for x yields ln 5+2 x = ln 5−2 ln 3 . Prove the last part of the Wild Assumption follows from the first part of this assumption. Then logb |x| = logb (−x) so by (6. = log3 3−2 + log3 (x) = −2 + log3 (x) . Example 7.3.3.6 Let f (x) = logb |x| for x = 0. ln e Since ln e = 1 from the definition of e.3. 3log3 (x)+2 = 3log9 (x+3) = 9 2 (log9 (x+3)) = 9log9 √ √ 1+12×81 1 and so 9x = x + 3. Thus (x − 1) ln 5 = (2x + 2) ln 3. Therefore. Then f (x) = 1 . These logarithms are called natural logarithms.4 Exercises 1. Example 7.7. ln 3 Example 7. simplify the expression. (Why?) 1 √ (x+3) 1 162 √ 973.4.7) on Page 122. Simplify (a) log4 (16x) . Take ln of both sides. solve 5x−1 = 32x+2 . Suppose then that x < 0. (logb |x|) = = This proves the corollary. In the use of the Example 7. (ln b) x 147 Proof: If x > 0 the formula is just (7. show bx = 1 for all x ∈ R.7 Using properties of logarithms.10 Compare ln (x) and loge (x) ln x . −x ln b x ln b . That is.(7. log3 1 x 9 = log3 1 9 + log3 (x) 1 9x (logb (−x)) = (logb ((−1) x)) 1 1 (−1) = .3. then expb (h) = 1 if h = 0 follows from the first part.7) . loge (x) ≡ Recall that 7. log3 From (7. x = 1+ 2(81) = 162 + quadratic formula. show that if b = 1.3. From the given equation.9). 2. (b) log3 27x3 .9 Solve log3 (x) + 2 = log9 (x + 3) .

14. The Wild Assumption gave the existence of a function.148 SOME IMPORTANT SPECIAL FUNCTIONS (c) (logb a) (loga b) for a. x 15. Hint: Consider f (x) = 6x (1 − x ln 6) and find its maximum value. Suppose f is any function defined on the positive real numbers and f (x) = g (x) where g is an odd function. ∞) → R is onto. b positive real numbers not equal to 1. Hint: Use the mean value theorem. . bx is concave up and logb (x) is concave down. 1 64 x . Using properties of logarithms. 3. Hint: You know it is differentiable so it is continuous (Why?). solve 3 + ln (−3x) = 4 + ln 3x2 . Let f be a differentiable function and suppose f (a) ≥ 0 and that f (x) ≥ 0 for x ≥ a. Now show from (7. (g (−x) = −g (x) . 10. Using properties of logarithms. simplify the expression. solve 4x−1 = 32x+2 . Let e be defined in Problem ?? and suppose e < x < y.) Show (f (|x|)) = g (x) . Hint: Use Problem 13 and at some point consider the function h (x) = ln x . Prove the function. bx satisfying certain properties. Show that f (x) ≥ f (a) for all x ≥ a. Then use the intermediate value theorem to fill in the gaps. Show there can be no more than one such function. 4. 11. 6. Solve log4 (x) + 3 = log2 (x + 8) . 5. 7. Solve log2 (x) + 3 = log2 (3x + 8) . 13. Using properties of logarithms and exponentials. Solve the equation 52x+9 = 7x in terms of logarithms. Hint: Recall the rational numbers were dense in R and so one can obtain a rational number arbitrarily close to a given real number. 9. Exploit this and the assumed continuity of expb to obtain uniqueness. Explain why the function 6x (1 − x ln 6) is never larger than 1.8) that it assumes values which are large and negative and values which are large and positive. log4 8. Prove that logb : (0. Find a relationship between xy and y x . 12.

2. Now it is time to consider the theorem in full generality. taking the limit and using Theorem 5. f (x) = ln ln x4 + 1 ln x4 + 1 1 1 = x4 ln (x4 + 1) x4 + 1 1 1 = 4x3 .1 8. d) and g : (c. b) → (c.6 on Page 100 and 6. g (f (x + h)) − g (f (x)) f (x + h) − f (x) = H (h) .1. ln (x4 + 1) x4 + 1 149 . Find f (x) . h This proves the chain rule. Theorem 8. Proof: Define H (h) ≡ Then for h = 0.1 The Chain Rule And Derivatives Of Inverse Functions The Chain Rule The chain rule is one of the most important of differentiation rules.Properties And Applications Of Derivatives 8.4.2 Let f (x) = ln ln x4 + 1 . Therefore.1 Suppose f : (a.1. Example 8. h h Note that limh→0 H (h) = g (f (x)) due to Theorems 5.9.2 on Page 121.1. h→0 if f (x + h) − f (x) = 0 . Also suppose that f (x) exists and that g (f (x)) exists. d) → R.2. Then (g ◦ f ) (x) exists and (g ◦ f ) (x) = g (f (x)) f (x) . From the chain rule.9.6. 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) . Special cases of it are in Theorem 6.

[a. Here is an example in which.1. [14] for this and generalizations of all the hard theorems given in this book. f −1 has a derivative at the point f (x) . you might have x2 + y 2 = 4. One case is of special interest in which y = f (x) and it is desired to find dx or in other words. x = 4 − y 2 .2 Implicit Differentiation And Derivatives Of Inverse Functions Sometimes a function is not given explicitly in terms of a formula. Use the chain rule again. 3y 2 y + 2xy + 2y = 3x2 + 2 y . even though it is impossible to find y (x) you can still find the derivative of y. If you believe y is some differentiable function of x. b] . The interested reader should consult the book by Rudin. Find f (x) . x→b− x−a x−b x→a+ . This was a simple example but in general. the derivative of the inverse function.150 PROPERTIES AND APPLICATIONS OF DERIVATIVES 3 Example 8.1. 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.3 Let f (x) = (2 + ln |x|) . you have y = − 4 − x2 . then you can differentiate both sides with respect to x and write.1. 1) . Example 8. Find y (x) . Near the point. Recall that f −1 is defined according to the formula f −1 (f (x)) = x. For example. 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. Define f (a) ≡ lim f (x) − f (a) f (x) − f (b) . dy It happens that if f is a differentiable one to one function defined on an interval. you can’t solve for y in terms of x but you can solve for x in terms of y. x 2 8. The procedure by which this is accomplished is nothing more than the chain rule and other rules of differentiation.4 Suppose y is a differentiable function of x and y 3 + 2yx = x3 + 7 + ln |y| . The theorems which give this justification are called the implicit and inverse function theorems. 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. 0) . f (b) ≡ lim . Near the point. b] → R be a continuous function. Definition 8. Thus f (x) = 3 (2 + ln |x|) (2 + ln |x|) 3 2 = (2 + ln |x|) . It turns out that for problems like this.1. using the chain rule and product rule. They are some of the most profound theorems in mathematics and are topics for advanced calculus. −1) . This illustrates the technique of implicit differentiation. This relation defines y as a function of x near a given point such as (0.5 Let f : [a. and f (x) exists and is non zero then the inverse function. 0) . (1. √ √ Near this point. y = 4 − x2 . Thus near (1. (0.

Proof: By Lemma 5. The following obvious corollary comes from the above by not bothering with end points. Theorem 8. . Suppose f (x1 ) exists for some x1 ∈ [a. Therefore there exists η > 0 such that if 0 < |f (x1 ) − f (x)| < η. b] and f (x1 ) = 0.1.8. Suppose f (x1 ) exists for some x1 ∈ (a. f (x) − f (x1 ) f (x1 ) It follows that if 0 < |f (x1 ) − f (x)| < η. 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.7. 1 f −1 (f (x1 )) = f (x1 ) . b) → R be continuous and one to one. x − x1 1 − < ε. 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. f (x1 ) ≡ lim x→x1 f (x) − f (x1 ) x − x1 where it is understood that x is always in [a.6 on Page 95 f is either strictly increasing or strictly decreasing and f −1 is continuous.6 Let f : [a. Corollary 8. 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.1. 1 f −1 (f (x1 )) = f (x1 ) .4. and Corollary 5. then 0 < |x1 − x| = f −1 (f (x1 )) − f −1 (f (x)) < δ where δ is small enough that for 0 < |x1 − x| < δ. The notation x → b− is defined similarly. since ε > 0 is arbitrary. and then divide both sides by f (x) to obtain f −1 (f (x)) = 1 .7. b] . Thus. Now use the chain rule on both sides to write f −1 (f (x)) f (x) = 1. this definition includes the derivative of f at the endpoints of the interval and to save notation. b) and f (x1 ) = 0. Then f −1 (f (x1 )) exists and is given by the formula. 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.7 Let f : (a. f −1 (f (x)) = x. 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. Consider the following.

152 PROPERTIES AND APPLICATIONS OF DERIVATIVES Example 8. This is typical in useful applications so you need to get used to this idea.5 on Page 133.8 Let f (x) = ln 1 + x2 + x3 + 7. 8. 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 ) . 1 f (0) Example 8. The methods of algebra are insufficient to solve hard problems in analysis. I am not able to find a formula for the inverse function. To do this.8. f −1 (7) = f −1 (f (0)) = = 1 . Suppose y = g (u) and u = f (x) . Find f −1 (0) . The chain rule has a particularly attractive form in Leibniz’s notation. f is one to one because it is strictly increasing due to the fact that its derivative is positive for all x. Show that f has an inverse and find f −1 (7) . This particular form is a very useful crutch and is used extensively in applications. You need something more. 7 1 + x4 + ln (1 + x2 ). I can see that f (0) = 7 and so by the formula for the derivative of an inverse function.2 Exercises dy dx . However. 1. 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. find (a) y = esin x (b) y = ln sin x2 + 7 (c) y = tan cos x2 . f (x) = 2x + 3x2 + 7 1 + x2 > −1 + 3x2 + 7 > 6 > 0.1. dy dy du = .1. dx du dx Notice how the du s cancel. The question is to determine whether f has an inverse. As in the last example. By Corollary 6. Thus y = g ◦ f (x) .9 Suppose f (a) = 0 and f (x) = The function. In each of the following. Then from the above theorem (g ◦ f ) (x) = g (f (x)) f (x) = g (u) f (x) or in other words.

8. 4. Thus exp (ln x) = x.1 π 4 π 2 (d) y = tan −x + (e) y = 2 5x+sin(x) . then f ◦ g is also one to one.1 . and if f and g are both one to one. ln (exp (y)) = y. This function is so important it is given a special symbol.0 . exp .1) Theorem 7.3.3 The Function xr For r A Real Number ln (xr ) = r ln (x) (8. e2 3 (b) y = x3 + 7x + 1 (c) y = tan x3 + 5 π 4 . (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) .7 ln−1 is differentiable. and for r a real number. Then by Corollary 8.1. By this theorem. .5 +1 8. ∞) exists. Using Problem 3 show that the following functions are one to one and find the derivative of the inverse function at the indicated point. Show that if D (g) ⊆ U ⊆ D (f ) .2 on Page 143 says that for x > 0. In each of the following. it also follows that ln−1 : R → (0.3. (a) y = ex 3 +1 . 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.

x x x (8. note that (8. exp (x) = exp (x) . Find f (x) . Now by this theorem again. From (8. it becomes possible to find derivatives of functions raised to arbitrary real powers. x = x ln (e) = ln (ex ) = ln (expe (x)) and so. ln (ex ) = x ln e = x. f (x) 8.1 Logarithmic Differentiation x Example 8. ln (exp x) = x and so since ln is one to one.2 For x > 0.1) can be written as xr = exp (r ln x) Theorem 8.2).3.3) (8.7.3. f (x) 1 + x2 . using the chain and product rules. f (x) 2x2 = + ln 1 + x2 .3.2) and this shows from (8. With this understanding. it follows exp (x) = expe (x) = ex .1 There exists a unique number e such that ln e = 1. the part about the validity of the laws of exponents. Therefore. (xr ) = rxr−1 . From the Wild Assumption on Page 143. note ln (exp x) = x and so using the chain rule and Corollary 8. Proof: Differentiate both sides of (8. since ln is one to one. To establish the last claim.4 Let f (x) = 1 + x2 . (xr ) = exp (r ln x) r r r = exp (r ln x) = xr = rxr−1 . in particular. Also. it follows ex = exp x as claimed. Proof: From Theorem 7. Thus ln (f (x)) = x ln 1 + x2 and so. 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.2) using the chain rule.3. r f (x) r−2 = r |f (x)| f (x) f (x) . Find the derivative of r |f (x)| .3) that (xr ) = rxr−1 as claimed. Furthermore. Example 8. from the above. (|f (x)| ) = exp (r ln |f (x)|) (r ln |f (x)|) = |f (x)| r r r |f (x)| = exp (r ln |f (x)|) .154 PROPERTIES AND APPLICATIONS OF DERIVATIVES Proposition 8.1. taking the derivative of both sides. it follows exp (x) =1 exp (x) which gives the desired result.2 on Page 143 there exists a unique number. First.3 Suppose f (x) is a non zero differentiable function. e such that ln e = 1. Then exp (x) = ex . Note that x = ln(exp (x)).3.3.

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 . I think you can see the advantage of doing it this way over using the quotient rule.8. What is wrong with the following “proof” of the chain rule? Here g (f (x)) exists and f (x) exists. = lim 5. √ 3 3 x +sin(x) Example 8. It follows from two rules which you cannot survive without.4 Exercises 1. Now find f −1 (1) . Derive the quotient rule from the product rule and the chain rule. 8. Let f (x) ≡ x3 + 7x + 3. Periodic of period 1 means f (x + 1) = f (x) for all x ∈ R.5 Let f (x) = √x4 +2x . f. 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) . Is the derivative of a function always continuous? Hint: Consider a differentiable function which is periodic of period 1 and non constant. This shows you don’t need to remember the wretched quotient rule if you don’t want to. Find f −1 (y) .4. Find f −1 (3) . 3.3. 2. EXERCISES Then solve for f (x) to obtain f (x) = 1 + x2 x 155 2x2 + ln 1 + x2 1 + x2 . 1 1 ln (f (x)) = ln x3 + sin (x) − ln x4 + 2x . 6 You could use the quotient and chain rules but it is easier to use logarithmic differentiation. Let f (x) ≡ x3 + 1. 0 if x = 0 Show h (0) = 0. 1 f (x) = f (x) 3 Therefore. Now consider h (x) = 1 x2 f x if x = 0 . This process is called logarithmic differentiation. 4. 3 6 Differentiating both sides. What is h (x) for x = 0? Is h also periodic of period 1? . the answer is 3 3x2 + cos x x3 + sin x − 1 4x3 + 2 . Find f (x) . Explain why f has an inverse.

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

However. y = and so 1 1 1 = . letting y = arctan (x) .5) 1 + x2 The inverse secant function can be defined similarly. = sec2 (y) 1 + x2 1 + tan2 (y) 1 = arctan (x) . tan (y) = x and by the chain rule. arctan (x) for x ∈ (−∞. tan is one to one on − π . π 2 2 and lim tan (x) = +∞. 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.8. π . It is a mistake to memorize too many formulas. By Theorem 8. ∞) is defined according to the rule: arctan (x) is the angle whose tangent is x which is in − π . cos (y) y = 1 and so y = 1 = cos y 1 1 − sin2 (y) =√ 1 . −π 2 π 2 Therefore. Let y = arcsin (x) so sin (y) = x. cos (y) ≥ 0.1. (8. There is no agreement on the best way to restrict the domain of sec. I will follow the way of doing it which is used in the book . Now taking the derivative of both sides. it is impossible to take the inverse of tan. THE INVERSE TRIGONOMETRIC FUNCTIONS 157 the chain rule to find the formula.5.6 arctan has a derivative. 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) . Therefore. π . sec2 (y) y = 1.4) Next consider the inverse tangent function. 1 − x2 The positive value of the square root is used because for y ∈ − π . 1 − x2 (8. Thus 2 2 √ 1 = arcsin (x) . − cos (x) Therefore. 2 2 Therefore.

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

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

it has an inverse function.10) √ Another notation for the inverse hyperbolic functions which is sometimes used is arcsinh or arccosh or arctanh. From the identity (8. 1 John Machin computed π to 100 decimal places in 1706 through the use of this identity. (8. 8. Find derivatives of the following functions. A wonderful identity which was used to compute π for over 200 years1 is the following. 808 decimal places. (8. After this. . y =√ which gives the formula 1 1 + x2 1 = sinh−1 (x) . The next advance was in 1948. 2. (a) sinh−1 x2 + 7 (b) (c) (d) (e) tanh−1 (x) sin sinh−1 x2 + 2 sin (tanh (x)) x2 sinh (sin (cos (x))) √ 6 sin x (f) cosh x3 (g) 1 + x4 3. This yields after a short computation (tanh x) = 1 − tanh2 x. Later in 1873 William Shanks did it to over 700 places using this identity. then sinh (y) = x and so using the chain rule and the theorem about the existence of the derivative of the inverse function. computers began to be used and currently π is “known” to millions of decimal places.160 PROPERTIES AND APPLICATIONS OF DERIVATIVES 1 –3 –2 –1 0 –1 1 2 3 Since x → sinh (x) is strictly increasing. Verify (8. π = 4 arctan 4 1 5 − arctan 1 239 . 4. Many other schemes have been used besides this identity for computing π. y cosh (y) = 1.9) 1 + x2 The derivative of the hyperbolic tangent is also easy to find. Therefore.8) cosh (y) = √ 1 + sinh2 (y) = 1 + x2 . Simplify arcsin x + arccos x. If y = sinh−1 (x) .7 Exercises 1.10). sinh−1 (x) .

8. arctan explain how to define sin and cos. named after him. g are functions which satisfy. 5. If you knew the function.8. o The rule was actually due to Bernoulli who had been L’Hˆpital’s teacher.8.8. g (t) 2 Now pick x. appeared in this book. L’Hˆpital did not claim the rule o o as his own but Bernoulli accused him of plagarism. ∞] and suppose f. This is interesting because there is a simple way to define arctan directly as a function of a real variable[9].12) x→b− Then x→b− lim (8. Prove coth2 x − 1 = csch2 x.13) Proof: By the definition of limit and (8.ˆ 8. y such that c < x < y < b. o .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. 7. b] ⊆ [−∞.2 on Page 133. b). Approaches like these avoid all reference to plane geometry. Theorem 8. b) with g (x) = 0 on (a. g (x) (8. 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. Show arcsin x = arctan √1−x2 . 8. there exists t ∈ (x. 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. 6. It is possible to start with the arctan function and obtain all the other trig functions in terms of this one. The best versions of this rule are based on the Cauchy Mean value theorem. y) such that g (t) (f (x) − f (y)) = f (t) (g (x) − g (y)) . Prove 1 − tanh2 x = sech2 x.12) there exists c < b such that if t > c. 2 L’Hˆpital published the first calculus book in 1696. Use De Moivre’s theorem to get some help in finding a formula for tan (4θ) . this rule has become known as L’Hˆpital’s o rule ever since.11) and f and g exist on (a. Nevertheless. x→b− (8. x→b− lim f (x) = lim g (x) = 0.1 Let [a. This rule. then ε f (t) −L < . By the Cauchy mean value theorem. 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. Find a formula for sinh−1 in terms of ln . g (x) f (x) = L. 9. Theorem 6. Suppose also that lim f (x) = L. Find a formula for tanh−1 in terms of ln.

x→0 lim 5x + sin 3x 5 + 3 cos 3x 8 = lim = . But from Lemma 7. Therefore. Thus. g (x) f (x) = L.13).8. o Example 8. x→a+ lim f (x) = lim g (x) = 0.1 on 3x2 sin x−x Page 139.5 Be sure to check the assumptions of L’Hˆpital’s rule before using it. b) with g (x) = 0 on (a.1.15) x→a+ Then x→a+ lim (8.4 Find limx→0 sin x−x . f (t) f (x) − f (y) = g (t) g (x) − g (y) and so. b). 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 . Suppose also that lim f (x) = L. Corollary 8. if the limit of the quotient of the derivatives exists. g (x) − g (y) 2 Now letting y → b−. From L’Hˆpital’s rule. it will equal the limit of the original function. Therefore.2 Let [a. limx→0 sinx3 = −1 .162 PROPERTIES AND APPLICATIONS OF DERIVATIVES Since g (s) = 0 for all s ∈ (a. by L’Hˆpital’s rule.8. x→0 7 sec2 (7x) tan 7x 7 Sometimes you have to use L’Hˆpital’s rule more than once. o 6 6 o Warning 8. 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 0.8. g (x) (8. 3x2 it will follow from L’Hˆpital’s rule that the original limit exists and equals L. if limx→0 cos x−1 exists and equals L. x3 Note that limx→0 (sin x − x) = 0 and limx→0 x3 = 0. g (x) 2 Since ε > 0 is arbitrary. Also. limx→0 − 6x x = −1 . if this limit exists and equals L. x→a+ (8. b] ⊆ [−∞. the derivative of the denominator is nonzero for x close to 0. The following corollary is proved in the same way. Therefore. since t > c. this shows (8. f (x) − f (y) ε −L < .14) and f and g exist on (a. However. . Example 8. Therefore.3 Find limx→0 5x+sin 3x tan 7x . ∞] and suppose f. f (x) ε − L ≤ < ε.8. g are functions which satisfy. it will follow o x−x that limx→0 cos x−1 = L and consequently limx→0 sinx3 = L.16) Here is a simple example which illustrates the use of this rule. b) it follows g (x) − g (y) = 0.

ˆ 8. ∞] and suppose f. b) with g (x) = 0 on (a.8. This is a good illustration of the above warning.8. this should work although you have no way of knowing how small you need to take x to get a good estimate of the limit. In fact there is no limit o unless you define the limit to equal +∞. Some people get the unfortunate idea that one can find limits by doing experiments with a calculator. You should plug . it follows g (x) − g (y) = 0.001. b). y such that c < x < y < b. Therefore. In practice. since t > c.17) and f and g exist on (a. an expression whose limit as 1 x → 0+ equals 0. there exists t ∈ (x. Since g (s) = 0 on (a. Theoretically. then f (t) ε −L < . L’HOPITAL’S RULE 163 cos 2x x .19) Proof: By the definition of limit and (8. the assumptions of L’Hˆpital’s rule do not hold and so it does not apply. f (x) − f (y) ε −L < .18) there exists c < b such that if t > c. x→b− lim f (x) = ±∞ and lim g (x) = ±∞. y) such that g (t) (f (x) − f (y)) = f (t) (g (x) − g (y)) . This is an amusing example. it will give the answer. g (x) − g (y) 2 . b] ⊆ [−∞.8 Let [a. Example 8. and x10 see what your calculator or computer gives you. There is another form of L’Hˆpital’s rule in which limx→b− f (x) = ±∞ and limx→b− g (x) = o ±∞. b) . 1 ln|1+y| y = limy→0 1 ( 1+y ) Theorem 8. 0 and will keep on returning the answer of 0 for smaller numbers than . g (t) 2 Now pick x. f (t) f (x) − f (y) = g (t) g (x) − g (y) and so. Take the derivative of the numerator and the denominator which yields −2 sin 2x . If the limit is taken as x gets close to 0. If it is like mine. This illustrates the folly of trying to compute limits through calculator or computer experiments. x10 = 1 where L’Hˆpital’s rule has been o ln|1+x10 | used. By the Cauchy mean value theorem. the procedure may fail miserably.7 Find limx→0 This limit equals limy→0 ln|1+x10 | .8. these people think one can find the limit by evaluating the function at values of x which are closer and closer to 0. Now lets try to use the conclusion of L’Hˆpital’s o rule even though the conditions for using this rule are not verified. Example 8.18) x→b− Then f (x) = L.8. x→b− g (x) lim (8.6 Find limx→0+ The numerator becomes close to 1 and the denominator gets close to 0. g are functions which satisfy. Therefore.001 in to the function. g (x) (8. x→b− (8. Suppose also lim f (x) = L.

8.8.8.9 deal with indeterminate forms which are of the form ±∞ . b).1 and Corollary 8.9 will be referred to as L’Hˆpital’s o rule from now on.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 . Again. x→a+ lim f (x) = ±∞ and lim g (x) = ±∞.17) which implies lim g(x) g(y) f (x) f (y) −1 −1 y→b− = 1.1 and Corollary 8.2 and 8. for y large enough. Theorem 8. this is just a symbol which is helpful in remembering the ∞ sort of thing being considered.9 Let [a. f (y) −L <ε g (y) and this is what is meant by (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.8. . x→a+ g (x) lim Then x→a+ (8. x→a+ (8. Therefore.2. This proves the theorem.20) and f and g exist on (a.19). As before.8. b] ⊆ [−∞. both f (x) − 1 and f (y) to rewrite the above inequality yields f (y) −L g (y) Therefore.21) lim f (x) = L. There are other indeterminate forms which can be reduced to these forms just discussed. g are functions which satisfy. ∞] and suppose f. 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. Suppose also that f (x) = L. b) with g (x) = 0 on (a.8. Theorem 8. −1 −1 ε + 2 g(x) g(y) f (x) f (y) −1 −1 <ε due to the assumption (8.8 and Corollaries 8. Don’t ever try to assign meaning to such symbols. This observation is stated as the next corollary. Corollary 8.8.1 8. there is no essential difference between the proof in the case where x → b− and the proof when x → a+. Please do not think any meaning is being assigned to the nonsense 0 expression 0 .8.8.22) Theorems 8.8 and Corollary 8.8. It is just a symbol to help remember the sort of thing described by Theorem 0 8. g (x) (8.8. whenever y is large enough.

o lim y ln 1 + x y = = = Therefore.ˆ 8. One might think that as y → ∞. 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) .8. it follows x/y → 0 and so 1 + x → 1. 8.10 that limy→∞ 1 + x y written as r P 1+ n y n t .8. In this the second term is the interest and the first is called the principal.06/12. if x > 0.8. this means r.10 Find limy→∞ 1 + .8.1 Interest Compounded Continuously Suppose you put money in the bank and it accrues interest at the rate of r per payment period. It really isn’t clear what this limit should be. L’HOPITAL’S RULE 165 x y y Example 8. If the payment period is one month. and you started with $100 then the amount at the end of one month would equal 100 (1 + r) = 100 + 100r. the amount you would have at the end of n months is 100 (1 + r) . it follows y→∞ lim 1+ x y y = lim exp y ln 1 + y→∞ x y = ex . Now 1 raised to anything is 1 and so it would y seem this limit should equal 1. This becomes the new principal. By definition. 1 + x > 1 and a number raised y to higher and higher powers should approach ∞. the rate per payment period equals .23) = ex . Now you have 100 (1 + r) in the bank. When a bank says they offer 6% compounded monthly. From the above the amount in the account after t years is P 1+ r n nt n 2 (8. It is an indeterminate form which can be described as 1∞ . The interest rate per payment period is then r/n and the number of payment periods after time t years is approximately tn. y→∞ x y y = exp y ln 1 + x y . This is what is meant by compounding continuously. These terms need a little explanation. It is good to first see why this is called an indeterminate form. The expression in (8. On the other hand. 1+ Now using L’Hˆpital’s rule. 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. Consider the problem of a rate of r per year and compounding the interest n times a year and letting n increase without bound.23) can be Recall from Example 8. In general.

taking the limit as n → ∞. (a) limx→0+ (b) limx→0 √ 1− cos 2x √ . sin4 (4 x) 2 2x −25x . this would be 100e(.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 1.01)x 1/x2 ) (s) limx→0 (cos 4x)( 2. Example 8. Find the limits. 12. How much will you have at the end of 4 years? From the above discussion. (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 (1.06)4 = 127.8. This shows how to compound interest continuously. 2 sin x −sin(3x) 5 . you get P ert = A. 8. you would gain interest of about $27.11 Suppose you have $100 and you put it in a savings account which pays 6% compounded continuously.166 PROPERTIES AND APPLICATIONS OF DERIVATIVES and so. Thus. in 4 years. Find the following limits.

(l) limx→∞ (m) limx→∞ (n) limx→0+ (o) 5x2 +7 2x2 −11 5x2 +7 2x2 −11 x 1−x . .8. . √ 2 x +13n (i) limn→∞ cos π 4n n . x ln x 1−x √ 2 ln e2x +7 x √ sinh( x) √ √ 7 x− 5 x √ limx→0+ √x− 11 x . 9 . How fast are the sides changing when they are equal to 5 centimeters in length? . RELATED RATES (c) limn→∞ n (d) limx→∞ (e) limx→∞ √ n 7−1 .10 Related Rates Sometimes some variables are related by a formula and it is known how fast all are changing but one. x2 167 3x+2 5x−9 3x+2 5x−9 .1 A cube of ice is melting such that dV = −4cm3 / sec where V is the dt volume.10. The related rates problem asks for how fast the remaining variable is changing. 1/x 2x (f) limn→∞ cos √n 2x (g) limn→∞ cos √5n n n (h) limx→3 x −27 x−3 . 3.10. (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. . √ √ (j) limx→∞ 3 x3 + 7x2 − x2 − 11x . . √ √ (k) limx→∞ 5 x5 + 7x4 − 3 x3 − 11x2 . Find the following limits. Example 8.

When y = 3.10. A point having coordinates (x. 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.2 One car travels north at 70 miles per hour and the other travels east at 60 miles per hour toward an intersection. Suppose each side of the base is changing at the rate of −3 inches per second. Suppose dA = 3 square inches per minute.11 Exercises 1. He watches the ball go back and forth. 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. dx −4 −4 = = cm/second dt 3 (25) 75 at this time. dx dt at the point (2. How fast is the distance between the two cars changing when this distance equals five miles and the car heading north is at a distance of three miles from the intersection? 2. 8. and will have a very sore neck when he wakes up the next morning. An isosceles triangle has two sides of equal length. the chain rule implies dV dx −4 = = 3x2 dt dt and the problem is to find dx dt when x = 5. Therefore.168 PROPERTIES AND APPLICATIONS OF DERIVATIVES The volume is V = x3 where x is the length of a side of the cube. Therefore. Therefore. How fast is the angle between his line of sight and the line determined by the net changing when the ball crosses over the net at a point 12 feet from the end assuming the ball travels at a speed of 60 miles per hour? . How fast is the volume changing when the side of the base equals 10 inches? 3. 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. If dy dt = 2. at the instant described 2ll = 2xx + 2yy 10l = 8 (−60) + 6 (−70) and so l = −90 miles per hour at this instant. 3). l2 = x2 + y 2 . Note there is no way of knowing the volume or the sides as a functions of t. How fast is θ changing when θ = π/6 dt radians? 4. Example 8. find 5. it follows that x = 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. y) moves over the ellipse. 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. x2 4 + y2 9 = 1. A spectator at a tennis tournament sits 10 feet from the end of the net and on the line determined by the net.

assuming the cheetah moves toward the gazelle at all times. y) denote the coordinates of the cheetah and let (z. Then if l is the desired 2 distance. 11. A vase of water is sitting on a table. EXERCISES 169 6.3 feet per minute. Thus dV = −kA (y). area times height. the rate at which the water evaporates is proportional to the surface area of the exposed water. A balloon in the shape of a ball is being inflated at the rate of 6 cubic inches per minute.11.8. . (To see this is very reasonable. 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. Soup is being poured in at the constant rate of 4 cubic inches per second. The surface area of a sphere of radius r equals 4πr2 and the volume of the ball of radius r equals (4/3) πr3 . y /x = −4/3 (why?) and also (x ) + (y ) = 100. It is also known that the rate at which the grain falls off the conveyor belt is 100π cubic feet per minute. then dV = A (y) where A (y) is the surface area of the top surface of the water at this dy height. 0) feet? Is your answer a little surprising? Hint: Let (x. How fast is the light travelling along the nearest point on a wall 1/4 mile away? Give your answer in miles per hour. How fast is the 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 .5 feet per minute and h (t) = . How fast is the surface area changing when the volume of the ball equals 20π cubic inches? 7. Grain comes off a conveyor belt and falls to the ground making a right circular cone. She moves at 100 feet per second while dinner travels at 80 feet per second. It is observed that r (t) = . How fast is the distance between her and dinner decreasing when she is located at the point (0.) Also.) 1 9. 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. 2 2 8. note that a little chunk of volume of the vase between heights y and y + dy would be dV = A (y) dy. for her hungry children. The volume of a right circular cone is 3 πr2 h. a Thompson gazelle. l2 = (x − z) + y 2 . A mother cheetah attempts to fix dinner. 12. 0) denote the coordinates of the gazelle. How fast is the end of his shadow moving when he is at a distance of 10 feet from the base of the light pole. A revolving search light at a prison makes one revolution per minute. 40) feet and dinner is moving in the direction of the positive x axis at the point (30. When the radius of the cone is 10 feet what is the height of the cone? 10. A hemispherical dish of radius 5 inches is sitting on a table. 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. At the instant described.

The two equal sides of an isosceles triangle have length x inches and the third leg has length y inches. then from Theorem 6. b] . in (a. in (a. Suppose dx = 2 inches per minute and that the length of the other dt side changes in such a way that the area of the triangle is always 10 square inches. A rope fastened to the bow of a row boat has the other end wound around a windlass which is 4 feet above the level of the bow of the boat. P. and the smallest must be the minimum value of f on the interval. and if f (x0 ) exists. [a. . Evaluate f at the end points and at these points where the derivative is zero or does not exist. if the function is differentiable and if a maximum or minimum exists. x. 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. it can still be found by looking at the points where the derivative equals zero. However. P is the pressure.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. Water flows in to this conical cup at the rate of 4 cubic inches per minute. Therefore. In this case. this involves checking only finitely many points. (a. The current pulls the boat away at the rate of 2 feet per second. you do not necessarily know a maximum value or a minimum value of a continuous function even exists. The largest must be the maximum value of f on the interval.5.12 The Derivative And Optimization There are existence theorems such as Theorem 5. For θ the angle between the two equal sides. Sometimes there are no end points. say at x0 .2 on Page 126 f (x0 ) = 0. V and their derivatives.170 PROPERTIES AND APPLICATIONS OF DERIVATIVES 13. f (x) = x3 − 3x + 1 on the interval [−2. Then consider these points along with the end points of the interval. 2]. b) where f (x) does not exist. dt 8. 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. The minimum or maximum could occur at either end point or it could occur at a point in the open interval. 3 18. b]. Find a formula for dV in terms dt of k. x. 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. find dθ when x = 5 inches. How fast is the rope unwinding when the distance between the bow of the boat and the windlass is 10 feet? 15. b) . If it occurs at a point of the open interval. [a. b]. f . A painter is on top of a 13 foot ladder which leans against a house. b) where f (x) = 0 and all points.1 Find the maximum and minimum values of the function. Suppose f is continuous on [a. 17. At what rate must the string be let out when the length of string already let out is 200 feet? 16. A disposable cup is made in the shape of a right circular cone with height 5 inches and radius 2 inches. Example 8. the following simple procedure can be used to locate the maximum or minimum of a function. (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. A certain volume of an ideal gas satisfies P V = kT where T is the absolute temperature. b). Find all points. Typically.12. How fast is the painter descending when the base of the ladder is at a distance of 5 feet from the house? 14.7.

The following is a graph of this function.2 Find the maximum and minimum values of the function f (x) = x2 − 1 on the interval [−. f (0) = 1. the points to look at are the end points. The following is a graph of this function. and f (2) = 3. x = 1 where the derivative fails to exist. 6 4 2 -2 -1 0 -2 -4 1 2 Example 8.12. −2. There are no points where the derivative does not exist. 2.5 1 1. f (1) = 0. f (1) = −1. ∞). 2]. For x > 1.5. 75. Therefore.5 0. Therefore. 1) the function equals 1 − x2 and so its derivative equals zero at x = 0. and 1. 2. Now f (−. -0. Thus f (−1) = 3.12. For x ∈ (−. and f (2) = 3. " . 1 and the point where the derivative equals zero. You should verify that this function fails to have a derivative at the point x = 1. 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 −1.5. x = 2 and its minimum at the point. f (−2) = −1. −. the function equals x2 − 1 and so there is no point larger than 1 where the derivative equals zero.5 2 Example 8. Therefore.5) = .12. The graph of this function is given below. THE DERIVATIVE AND OPTIMIZATION 171 The points where f (x) = 3x2 − 3 = 0 are x = 1 or −1. evaluate the function at −1.8.3 Find the minimum value of the function f (x) = x + 1 x for x ∈ (0. x = 0. the points where the derivative fails to exist. It follows the function achieves its maximum at the end point.5.

Therefore. x = −1 is of no interest because it is not greater than zero. take the derivative of f and set it equal to zero and then solve for the value of x. Example 8. Now using the relation between x and y. the minimum value of the function on the interval. to minimize is f (x) = 1+ 64 + x2 x2 + 64. The solution to the equation. (0. Thus 1 1− 2 =0 x and so x = 1. It follows the shortest ladder is of length √ √ 1 + 64 + 42 + 64 = 5 5 feet. x. y/1 = 8/x. From the Pythagorean theorem the length √ of the ladder equals 1 + y 2 + x2 + 64. By similar triangles.172 PROPERTIES AND APPLICATIONS OF DERIVATIVES 5 4 3 2 1 0 1 2 3 4 5 From the graph. A diagram of this situation is the following picture. yt t wall t t  t   t d d x t d d warehouse In this picture. Therefore.12. the slanted line represents the ladder and x and y are as shown. To find it. ∞) equals f (1) = 2 as suggested by the graph. Clearly x > 0 so there are no endpoints to worry about.4 An eight foot high wall stands one foot from a warehouse. (Why?) Also the function is differentiable and so it suffices to consider only points where the derivative equals zero. 42 . 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. xy = 8. it seems there should exist a minimum value at the bottom of the graph. What is the length of the shortest ladder which extends from the ground to the warehouse. the function of a single variable.

y2 ) as shown. Two positive numbers sum to 8. y) is on the ellipse. The picture indicates a situation in which c1 > c2 . Form the rectangle which has (x. y1 ) to the point (xp . 0) equals 2 2 x2 + y1 /c1 2 and the time it takes to go from (xp . y1 )•€ €€ €€ €€ θ1 Speed equals c1 €€  d (xp . 4. . 0)  θ2d Speed equals c2 d d d d• (x2 . 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. A cylindrical can is to be constructed to hold 30 cubic inches.13.12. this yields the desired relation between θ1 and θ2 . The angle θ1 is called the angle of incidence while the angle. y) as one end of a diagonal and (0. Find the minimum cost for such a can. 0) at the other end. 2. (x. y2 ) is (x2 − x1 − x) + y2 /c2 . 8. θ2 is called the angle of refraction. What is the relation between θ1 and θ2 ? The time it takes for the light to go from (x1 . EXERCISES 173 Example 8. This is called Snell’s law. Find the formula for the rectangle of this sort which has the largest possible area. 3. (x1 .5 Fermat’s principle says that light travels on a path which will minimize the total time. 0) to (x2 . 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. y2 ) Then define by x the quantity xp − x1 . y1 ) to (x2 .8.13 Exercises 1. A rectangle is inscribed in a circle of radius r. Find the rectangle of this sort which has the largest possible area. x2 + 4y 2 = 4. Therefore. Therefore. Consider the following picture of light passing from (x1 . The ordered pair. Find the numbers if their product is to be as large as possible.

f (x) = x > 0. 15. 9. 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. The volume of the right circular cone is (1/3) πr2 h and √ the area of the cone is πr h2 + r2 . Find the dimensions of the right circular cone which has the smallest area given the volume is 30π cubic inches.174 PROPERTIES AND APPLICATIONS OF DERIVATIVES 5. Find the dimensions of the strongest such beam assuming the strength is of the form kh2 w. Oil needs to flow from a mooring place for oil tankers to this refinery. 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. 8. what is the largest area that he can enclose. What is the longest ladder which can be carried in this way? Hint: Consider a line through the inside corner which extends . The area of the triangle formed by the y axis. 6) if it exists. find the one with smallest area. One piece is bent into the shape of a square and the other piece is bent into the shape of a circle. one of length x and the other of length 10 − x. Find maximum and minimum values if they exist for the function. It is desired to carry a ladder horizontally around the corner. ln x x for ln x 7. 14. Find the two lengths such that the sum of the areas of the circle and the square is as large as possible. f (x) = 2+sin x for x ∈ (0. 16. 10. 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. Two hallways. Hint: You might want to use a calculator to graph this and get an idea what is going on. If he can use the river as one side. 6. A farmer has 600 feet of fence with which to enclose a rectangular piece of land that borders a river. What is the largest possible volume which can be obtained? 11. x2 + 4y 2 = 4 which is in the first quadrant. A refinery is on a straight shore line. Then a line tangent to this point is drawn which intersects the x axis at a point. one 5 feet wide and the other 6 feet wide meet. Describe the most economical route for a pipeline from the mooring place to the refinery. the x axis. 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. and then folding up the rectangular tabs which result. 13. A wire of length 10 inches is cut into two pieces. A hiker begins to walk to a cabin in a dense forest. Here k is some constant which depends on the type of wood used. and the line just drawn is thus x12y1 . Describe how you would find the maximum value of the function. x1 and the y axis at the point y1 . Out of all possible triangles formed in this way. What are the lengths if the sum of the two areas is to be as small as possible. He walks 5 miles per hour on the road but only 3 miles per hour in the woods. A point is picked on the ellipse. A rectangular beam of height h and width w is to be sawed from a circular log of radius 1 foot. Find the path which will minimize the time it takes for him to get to the cabin. What is the best angle for this fold? 12.

α is a constant. Suppose p and q are two positive numbers larger than 1 which satisfy 1 p p 1 q + 1 = 1. s. then limx→∞ ln x xα = 0. by the intermediate value theorem. suppose you want to find 2. You know limx→∞ ln x = ∞. For example. You might also consider Example 7. Now q q b let a and b be two positive numbers and consider f (t) = (at) + for t > 0. 17. ab ≤ p + bq .14 The Newton Raphson Method The Newton Raphson method is a way to get approximations of solutions to various equa√ √ tions. the angle opposite the side having fixed length is a constant. Suppose the total perimeter of the window is to be no more than 4π + 8 feet. no matter how you draw the triangle. Prove the important inequality. q n n 1/p n 1/q ai bi ≤ i=1 i=1 ap i i=1 bq i . Show that if α > 0. For p + 1 = 1. The shortest such line will be the length of the longest ladder. 19. t q ap Show the minimum value of f is ab. THE NEWTON RAPHSON METHOD 175 to the opposite walls. 1 p 20.14. α s 18.3 on Page 141. The existence of 2 is not difficult to establish by considering the continuous function. Therefore. Using Problem 20 establish the following magnificent inequality which is a case of 1 Holder’s inequality. 8. and ai . f (x) = x2 − 2 which is negative at x = 0 and positive at x = 2. A triangle is inscribed in a circle in such a way that one side of the triangle is always the same length. 2) √ such that f (x) = 0 and this x must equal 2. In the following picture. Show that out of all such triangles the maximum area is obtained when the triangle is an isosceles triangle. Find the shape and dimensions of the window which will admit the most light.1.8. Use the law of sines and this fact. . Hint: From theorems in plane geometry. 21. 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. not just to prove it exists. The problem consists of how to find this number. there exists x ∈ (0. bi positive numbers. The following picture illustrates the procedure of the Newton Raphson method.

set y = 0 and solve for x. 414 216 302 046 577. 414 213 562 373 095. 2 (1. yields a sequence of points.5. 4 Then 2 (1. f (x2 ) Continuing this way. denoted in the picture as x1 is chosen and then the tangent line to the curve y = f (x) at the point (x1 .176 PROPERTIES AND APPLICATIONS OF DERIVATIVES x2 x1 In this picture. the sequence oscillates between positive and negative values as its absolute value gets larger and larger. {xn } given by xn+1 = xn − f (xn ) . x3 . This value of x is denoted by x2 . This is because. Thus x3 = x2 − f (x2 ) . which was not very good. From (8. 417. Now carry out the computations in the above case for x1 = 2 and f (x) = x2 − 2. showing that the Newton Raphson method has yielded a very good approximation after only a few iterations.417) √ √ What is the true value of 2? To several decimal places this is 2 = 1. x4 = 1. 2 (1. For example.24) which hopefully has the property that limn→∞ xn = x where f (x) = 0.417) − 2 = 1. Then extend this tangent line to find where it intersects the x axis.5) − 2 x3 = 1.24). a first approximation. f (xn ) (8. 2 x2 = 2 − = 1. suppose you wanted to find the solution to f (x) = 0 where f (x) = x1/3 .417 − 2 . starting with x1 the above procedure yields x2 = −2x1 and so as the iteration continues. The equation of this tangent line is y − f (x1 ) = f (x1 ) (x − x1 ) .5) (1. f (x1 )) is obtained. Thus x2 = x1 − f (x1 ) . This method does not always work. 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. You should check that the sequence of iterates which results does not converge. even starting with an initial approximation.5 − ≤ 1. f (x1 ) This second point. You can see from the above picture that this must work out in the case of f (x) = x2 − 2. In other words. 2.

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

178 PROPERTIES AND APPLICATIONS OF DERIVATIVES .

Proof: Suppose both A (x) and B (x) are solutions to this initial value problem for x ∈ (a. are called antiderivatives and there is a special notation used to denote them. 9. Many interesting problems may be solved by formulating them as solutions of a suitable differential equation with initial condition called an initial value problem. Thus the initial value problem of interest here is one of the form y (x) = f (x) . y (a) = y0 . Nevertheless.1) which is continuous on [a. y (x) for x ∈ [a. y (x)) . you can’t escape the fact that it is common usage to call that symbol an integral. Therefore. The initial value problem is to find a function. it follows H (x) equals a constant on (a.1 There is at most one solution to the initial value problem.1. 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.4 on Page 133. f (x) . This symbol is also called the indefinite integral and sometimes is referred to as an integral although this last usage is not correct. it follows that H (a) = 0 and H (x) = A (x) − B (x) = f (x) − f (x) = 0. y) . b] such that Various assumptions are made on f (t. b] . Definition 9. This is in general a very hard problem. f (x) dx denotes the set of antiderivatives of f .8. from Corollary 6. By continuity of H. It is customary to refer to f (x) as the integrand.1) Theorem 9.1. Then letting H (x) ≡ A (x) − B (x) . Thus F ∈ f (x) dx means F (x) = f (x). y (a) = y0 . Differential equations are the unifying idea in this chapter. this constant must equal H (a) = 0. (9. The main difficulty in solving these initial value problems like (9.Antiderivatives And Differential Equations A differential equation is an equation which involves an unknown function and its derivatives. (9. 179 . At this time it is assumed that f does not depend on y and f is a given continuous defined [a. The functions whose derivatives equal a given function.1 Initial Value Problems y (x) = f (x.2 Let f be a function. b).1) is in finding a function whose derivative equals the given function. b]. although techniques for doing this are presented later which will cover many cases of interest. b).

called a constant of integration. f (x) xn . There is another simple lemma about antiderivatives.4 If a and b are nonzero real numbers.3 it follows that if F (x) ∈ f (x) dx. Lemma 9. Taking the derivative of this function. Therefore H ∈ aF + b g (x) dx ⊆ a f (x) dx + b g (x) dx. by Corollary 6. Suppose then that F ∈ f (x) dx and G ∈ g (x) dx. and if nonempty. b) . b). then every other function in f (x) dx is of the form F (x) + C for a suitable constant. 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. Proof: F (x) − G (x) = f (x) − f (x) = 0 for all x ∈ (a. F (x) = G (x) + C. This proves the lemma. Then there exists a constant.4 on Page 133. the following table of antiderivatives follows. 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. Thus it is customary to write f (x) dx = F (x) + C where it is understood that C is an arbitrary constant. Now take H ∈ (af (x) + bg (x)) dx and pick F ∈ f (x) dx. C. Then aF + bG is a typical function of the right side of the equation. C such that for all x ∈ (a. Consequently.1.180 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Lemma 9. 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 . F (x) − G (x) = C. G ∈ f (x) dx for x ∈ (a.8. From the formulas for derivatives presented earlier.1.3 Suppose F . b). It is necessary to verify the two sets of functions are the same. 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. From Lemma 9. bg (x) dx = b g (x) dx This has shown the two sets of functions are the same and proves the lemma.1.

x + h] with the properties f (xM ) ≡ max {f (x) : x ∈ [x. xm ∈ [x.7.2 Areas Consider the problem of finding the area between the graph of a function of one variable and the x axis as illustrated in the following picture. You can see that this area is between hf (x) and hf (x + h). A (x) represents the area between this curve and the x axis between the point. This discussion implies the following theorem. In general.5 Let n k=0 181 ak xk be a polynomial. Theorem 5.1. The vertical line from the point. x + h]} Then.1.5. using the squeezing theorem.4. 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 up to the curve and the vertical line from x up to the curve define the area. a and the point x as shown.9.2. Proposition 9. Theorem 5. for continuous functions. 9. h h→0 The consideration of h < 0 is also straightforward. 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. This happens because the function is decreasing near x. For example. AREAS The above table is a good starting point for other antiderivatives.10 on Page 96 implies there exists xM . f. A (x + h) − A (x) as indicated.9. x + h]} and f (xm ) ≡ min {f (x) : x ∈ [x. and the continuity of f. h h h Therefore. . hf (xm ) A (x + h) − A (x) hf (xM ) ≤ ≤ = f (xM ) . f (xm ) = A (x) ≡ lim A (x + h) − A (x) = f (x) .

x.182 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Theorem 9. A (x) = f (x) for x ∈ (a. A (a) = 0. and the x axis.2. b] follows from the fact that it has to be continuous on (a.3 Find the area between the graph of the function y = 1/x2 and the x axis for x between 1/2 and 3. Example 9. A (x) written in terms of the derivative of this unknown function. It only remains to choose C in such a way that the function equals zero at x = 1.2. Also. b]. It follows that A (x) = x − 1 . and the x axis. Letting C = 2. b] → [0.3 Area Between Graphs It is a minor generalization to consider the area between the graphs of two functions. It is the length of the vertical line joining the two graphs which is of importance . 3 3 3 Example 9.2 Let f (x) = x2 for x ∈ [1. the points 1 and 2. The problem for A described in the above theorem is called an initial value problem and the equation. 3 Thus C = −1 . A (x) = f (x) is a differential equation.2) 9. Then letting A (x) denote the area between a.2. A is continuous on [a. 2]. which yields continuity on [a. 1 The function − x + C has the property that its derivative equals 1/x2 . x + C has the property that its derivative gives x2 . Consider the following picture. 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. The assertion that A should be continuous on [a. b) . ∞) be continuous. Find the area between the graph of the function.1 Let a < b and let f : [a. 3 (9. The function. It is called this because it is an equation for an unknown function. 1 A (x) = − x + 2 satisfies the appropriate initial value problem and so the area equals A (3) = 5 3. f (x) is on top and sometimes the function. f (x) A(x) g(x)     A(x + h) − A(x) a         x x+h You see that sometimes the function. a and b. g (x) is on top. Therefore. the area described equals 3 3 3 A (2) = 8 − 1 = 7 square units. b]. This is true for any 3 C. the graph of the function.

3 3 3 Now consider A (x) for x ∈ (−3.2 Let f (x) = 8 − x and g (x) = 2 of the two functions for x ∈ [−4. 3). Example 9. 3]. This yields the following theorem which generalizes the one presented earlier because the x axis is the graph of the function. Theorem 5. b) . 3 Thus 3 (−4) − 9 (−4) + C = 0 3 and so C = − 44 .3.10 on Page 96 there exist xM . Hence A (x) = 9 − x2 . −3) . x + h] satisfying |f (xM ) − g (xM )| ≡ max {|f (x) − g (x)| : x ∈ [x. 2 (9. The answer is A (3) where A (x) = |f (x) − g (x)| = 9 − x2 . x + h]} and |f (xm ) − g (xm )| ≡ min {|f (x) − g (x)| : x ∈ [x.3. for x ∈ (−4. h h h and using the squeezing theorem.7. Now 9 − x2 = 3 x2 − 9 if x ∈ [−4. −3) . A (x) = x − 9x + C where C is chosen so that A (−4) = 0. Then letting A (t) denote the area between the graphs of the two functions for x ∈ [a. y = 0.3) x2 2 − 1.9. Then A (x + h) − A (x) |f (xM ) − g (xM )| h |f (xm ) − g (xm )| h ≤ ≤ . xm ∈ [x. 3). t] . A (a) = 0. A (−4) = 0. A (−3) = for x ∈ (−3.3. It is necessary to have A continuous on the interval [−4. Also. AREA BETWEEN GRAPHS 183 and this length is always |f (x) − g (x)| regardless of which function is larger. Theorem 9. It follows that A (x) = 9x − x3 +D 3 10 3 .5 on Page 100. Find the area between the graphs You should graph the two functions. 3] because it is supposed to have a derivative. b]. A (t) = |f (t) − g (t)| for t ∈ (a. b] → R be continuous.1 Let a < b and let f. Therefore. x + h]} . 3 A (x) = Also. as h → 0 A (x) = |f (x) − g (x)| Also A (a) = 0 as before. 3] It follows that on (−4.9. A (−3) = 3 x3 44 − 9x − 3 3 (−3) 44 10 − 9 (−3) − = . A is continuous on [a. By Theorem 5. g : [a. −3] 9 − x2 if x ∈ [−3.

3.4) it will equal G (x) − G (a) . (9. b] . F (a) = 0. B (a) = 0. C such that A (x) = B (x) + C.5 Find the area between x = 4 − y 2 and x = −3y. From Lemma 9. find an antiderivative of |f (x) − g (x)| .4 To solve the initial value problem. 3]. . Find the area between the graphs of the functions. y = x2 + 1 and y = 3x + 5.1. 2. 3 3 3 This illustrates the following procedure which you can use to find areas.4). If there is a solution to the initial value problem. 6 9. More generally. Therefore. A (b) − A (a) = (B (b) + C) − (B (a) + C) = (B (b) + C) − C = B (b) which is the desired area. d] . (9. consider the initial value problem F (x) = f (x) . Then by Lemma 9. First find where the two graphs intersect. For y in this interval. By continuity of A. you can verify that 4−y 2 > −3y and so 4 − y 2 − (−3y) = 4−y 2 +3y.3 there is some constant. Since F (a) = 0. A (x). it follows C = −G (a) and so F (x) = G (x)−G (a) .4 Exercises 1. Proof: Suppose B (x) = |f (x) − g (x)| . 4. Find the area between the graphs of y = 5x + 14 and y = x2 . Then from the above explanation. 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. The desired area is then given by A (b) − A (a) . y = 2x2 and y = 6x + 8. such that G (x) = f (x) . there exists a constant. 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 − y 2 = −3y. Find the area between the graphs of the functions y = x + 1 and y = 2x for x ∈ [0.4).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. The solution is y = −1 and 4.3 Suppose y = f (x) and y = g (x) are two functions defined for x ∈ [a. the area. Find the area between the graphs of the functions. Example 9. 3 3 3 is given by 3 (3) 64 118 A (3) = 9 (3) − + = . C such that F (x) = G (x)+C.4) Procedure 9.3. find an antiderivative.1.3. G.3. 3. Procedure 9. 3). Then to find the area between the two graphs of the functions. Proof: Suppose F solves (9. A (3) . (9. B (b) is the desired area.

Find the area between the graph of f (x) = 1/x for x ∈ [1. Find the area between y = ln x and y = sin x for x > 0. Find the area between the graphs of y = x and y = sin x for x ∈ − π .9. Find the area between the x axis and the graph of the function 2x 1 + x2 for x ∈ [0. Find the area between the graphs of x = y 2 and y = 2 − x. Show that the area of a right triangle equals one half the product of two sides which are not the hypotenuse. π . 1) . Explain why there exists a number. 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. An inequality which is of major importance is ab ≤ ap bq + p q where here q is defined by 1/p + 1/q = 1. 4 14. Find the area between y = sin x and y = cos x for x ∈ 0. 2] and the x axis in terms of known functions. 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. 12. 2]. 2π] . Find the area between y = ex and y = 2x + 1 for x > 0. 16. 17. k such that the area of these two pieces is exactly equal. 10. For k ∈ (0. . Write an equation satisfied by k and then find an approximate value for k. f (x) = x − x2 . EXERCISES 5. Find the area between ex and cos x for x ∈ [0. 0) and (0. 2] and the x axis in terms of known functions. π . 2 7. Hint: You should draw plenty of pictures to do this last part. Hint: This will likely involve the intermediate value theorem. 13. Let A denote the region between the x axis and the graph of the function. Find the area between the graph of f (x) = 1/x2 for x ∈ [1. 2]. 9. 15. In order to do this. Hint: Recall the chain rule for derivatives. 6. Establish this inequality by adding up areas in the following picture. In order to do this. 11. Let p > 1. 185 √ 8.4. b). 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. the line y = kx divides this region into two pieces. Find the area between y = |x| and the x axis for x ∈ [−2.

Example 9. du dx Let u = sin (2x). it is not necessary to recall (9. Here are some other examples of the method of substitution. This is a special case of (9. The crucial step in the solution of this initial value problem is to find an antiderivative for a given function.1 Find sin (x) cos (x) 3 + 2−1 sin2 (x) dx 2 3 (9. where F (y) = f (y).186 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. 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. Therefore. 1 + x2 2x dx.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. Actually. 2 Thus cos (2x) sin2 (2x) dx = = 1 2 u2 du = 3 u3 +C 6 (sin (2x)) +C 6 . Now formally du = cos (2x) dx. Then = 2 cos (2x). Example 9.5) with g (x) = 2−1 sin2 (x) and F (u) = Therefore. 1 12 3 12 + 2 sin2 x + C.5. the answer is 6 7 1 + x2 2x dx = 1 + x2 /7 + C. There is a trick based on the Leibniz notation for the derivative which is very useful and illustrated in the following example. f (g (x)) g (x) dx = F (x) + C.5) when g (x) = 1 + x2 and F (u) = u7 /7.2 Find 3 + 2−1 sin2 (x) dx = 6 (3 + u) 3 .5.5) Note it is of the form given in (9.4 Find cos (2x) sin2 (2x) dx. Example 9.5. sin (x) cos (x) Example 9. The method of substitution is based on the following formula which is merely a restatement of the chain rule.5) and massage things to get them in that form.5 The Method Of Substitution Finding areas can often be reduced to solving an initial value problem.

9. this is written as 2 1 3x + C.5.5 Find √ 3 2x + 7x dx. Then subtracting and solving for cos2 (x).7 Find cos2 (x) dx Recall that cos (2x) = cos2 (x) − sin2 (x) and 1 = cos2 (x) + sin2 (x). 1 + cos (2x) cos2 (x) = . This was solved and finally the original variable was replaced. 2 ln (3) Example 9. Here Example 9. When using this method. 2 Therefore. it is a good idea to check your answer to be sure you have not made a mistake. 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. Thus in this example. 1 + cos (2x) cos2 (x) dx = dx 2 Now letting u = 2x. In this example u = 2x + 7 so that du = 2dx. Then x dx √ 3 2x + 7x dx = √ u−71 3 du u 2 2 1 4/3 7 1/3 = u − u du 4 4 3 7/3 21 4/3 = u − u +C 28 16 3 21 7/3 4/3 = (2x + 7) − (2x + 7) + C 28 16 Example 9.5. the chain rule implies is another example.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. 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. (sin(2x))3 6 = cos (2x) sin2 (2x) which verifies the answer is right. 4 .5.5. 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.

6 Exercises (a) (b) (c) (d) (e) √ x 2x−3 1.10 Find sec (x) dx.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. Find the indicated antiderivatives.9 f (x) f (x) dx = ln |f (x)| + C. This follows from the chain rule. this becomes −1 du.5. Thus sec (x) dx = ln |sec (x) + tan (x)| + C. Example 9. 2.8 Find tan (x) dx Let u = cos x so that du = − sin (x) dx. Example 9. Find the indicated antiderivatives. (a) x cosh x2 + 1 dx . 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. Write the integral as − dx = − ln |cot (x) + csc (x)|+ (cot(x)+csc(x)) 9. This illustrates a general procedure.5. C. recall that (ln |u|) = 1/u. At this point. Then writing the antiderivative in terms of u.11 Find d dx csc (x) dx. Procedure 9. 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. dx csc (x) = − csc (x) cot (x) and − csc(x)(cot(x)+csc(x)) 2 cot (x) = − csc (x) . Find the indicated antiderivatives. (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. Thus this antiderivative is u − ln |u| + C = ln u−1 + C and so tan (x) dx = ln |sec x| + C. This is usually done by a trick. Example 9.5. d This is done like the antiderivatives for the secant.5.

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

7 Integration By Parts Another technique for finding antiderivatives is called integration by parts and is based on the product rule. 2 .7). If u and v exist. Then (uv − F ) = (uv) − F = (uv) − u v = uv by the chain rule.7) u (x) v (x) dx. Example 9.7. Then from (9.7. Therefore.2 Find x sin (x) dx Let u (x) = x and v (x) = sin (x).6) (9.7.7. 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. Then (uv − G) = −uv + (uv) = u v by the chain rule.7) is a function from the left. (uv) (x) − u (x) v (x) = u (x) v (x) Proposition 9.7) is a function found in the right side of (9. 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 9.190 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9.7). Then uv − Proof: Let F ∈ u (x) v (x) dx = u (x) v (x) dx. x sin (x) dx = (− cos (x)) x − (− cos (x)) dx = −x cos (x) + sin (x) + C.4 Find arctan (x) dx Let u (x) = arctan (x) and v (x) = 1. Thus every function from the right in (9. This proves the proposition. Example 9. It follows that uv − G ∈ u (x) v (x) dx and so G ∈ uv − u (x) v (x) dx. Now let G ∈ u (x) v (x) dx.3 Find x ln (x) dx Let u (x) = ln (x) and v (x) = x. then (uv) (x) = u (x) v (x) + u (x) v (x) .7). Then applying (9. Recall the product rule. 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. Then from (9. u (x) v (x) dx and (9.7).

Show that tan (x) sec (x) + ln |sec x + tan x| + C. Is there anything wrong here? If so. Consider the following argument. x3 cos x2 dx sec3 (x) dx = 1 2 1 2 2 2 1 x(ln(|x|))2 1. letting u (x) = x and v (x) = to get 1 dx = x x 1 x2 dx = 1 dx. the process will go in circles. 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. 1 x2 3. 4. Integrate by parts. x − 1 x x+ 1 dx x = −1 + Now subtracting what? 1 x dx from both sides.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. 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 following antiderivatives.8. (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. Find the following antiderivatives. EXERCISES 191 9. If you don’t make any mistakes. 0 = −1.9. 2. Try doing sin2 x dx the obvious way. .

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

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

4 Find √ 3 − 5x2 dx √ √ √ √ In this example.9. bx = a tan u and the trig was the right one to use.194 Therefore. Example 9. Making the . let 5x = 3 sin (u) so 5dx = 3 cos (u) du. x.10) Now it follows from (9. 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. The reason this might be a good idea is that it will get rid of the square root sign as shown below. 2 (9.   2x √   3 + 4x2          u √ 3 2x √ 3   From the diagram.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. 3 Therefore. 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. This is the auspicious substitution which often simplifies these sorts of problems. tan (u) = and sec (u) = 4x2 + 3 1/2 √ 3+4x2 √ .

sin (u) = and cos (u) = √ 3−5x2 √ . 3 − 5x2 dx = √ √ √ 3 5x 5x 3 − 5x2 3 √ √ arcsin √ + √ √ +C 2 5 3 2 5 3 3 1√ 1 3√ 5 arcsin 15x + x (3 − 5x2 ) + C = 10 3 2 √ Example 9. 3 − 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. 2 5 2 5 = .5 Find 5x2 − 3 dx √ √ √ √ In this example. 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. 3 Therefore. changing back to x. let 5x = 3 sec (u) so 5dx = 3 sec (u) tan (u) du. 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 . 5 Now from (9.9.9. SUBSTITUTIONS substitution.9. TRIG. Then changing the variable.10).   √ 5x    u √ 3       √     3 − 5x2 √ 5x √ 3 From the diagram.

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

(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 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. 3 1 261+25x2 −150x (25x2 + 9) 1 25+16x2 dx dx 4. . Hint: Complete the square. Example 9. PARTIAL FRACTIONS (i) (j) (4 − 9x2 ) 3 197 dx (1 − 9x2 ) dx 2. (a) (b) (c) (d) (e) (f) (g) (h) (i) (j) 1 26+x2 −2x dx Hint: Complete the square. (a) (b) (c) (d) (36x2 − 25) dx (x2 − 4) dx (16x2 − 9) 3 dx (25x2 − 16) dx 3. (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. Find the antiderivatives. Before presenting this technique.9. Find the antiderivatives.11.11.1 Find 1 x2 +2x+2 dx. a few more examples are presented. Find the antiderivatives.

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

pick the one which has the smallest degree. If it is not so. a contradiction to the construction of r (x). This proves the lemma. c. Thus the problem involves finding a. The reason cx + d is used in the numerator of the last expression is that x2 + x + 1 cannot be factored using real polynomials.11.11. g (x) g (x) Example 9. d. This can be done because of the well ordering of the natural numbers discussed earlier. It is required to show the degree of r (x) is smaller than the degree of g (x) . PARTIAL FRACTIONS 199 Lemma 9. Now the degree of r1 (x) < degree of r (x).4 Let f (x) and g (x) be polynomials. Then r (x) = 0. 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) = 0.6 Find −x3 +11x2 +24x+14 (2x+3)(x+5)(x2 +x+1) dx.5 Let f (x) and g (x) be polynomials. Let this take place when l (x) = q1 (x) and let r (x) = f (x) − g (x) q1 (x). In this problem. b cx + d a + + 2x + 3 x + 5 x2 + x + 1 and try to find constants. It is required to show degree of r (x) < degree of g (x) or else r (x) = 0. Suppose f (x) − g (x) l (x) is never equal to zero for any l (x). If this doesn’t happen. r (x) such that the degree of r (x) < degree of g (x) and a polynomial. Proof: Consider the polynomials of the form f (x) − g (x) l (x) and out of all these polynomials. a.11. Then there exists a polynomial. Then letting r1 (x) = r (x) − = = xm−n bm g (x) an xm−n bm g (x) an xm−n bm . 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.11. q (x) such that r (x) f (x) = q (x) + . Corollary 9. 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 . and d so that the above rational functions sum to the integrand. See the preceding corollary which guarantees this can be done. this is so. Let r (x) g (x) = bm xm + · · · + b1 x + b0 = an xn + · · · + a1 x + a0 where m ≥ n and bm and an are nonzero.9. b. b. Then there exists a polynomial. first check to see if the degree of the numerator in the integrand is less than the degree of the denominator. In this case. 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). then the degree of r ≥ the degree of g. c. Now look for a partial fractions expansion for the integrand which is in the following form.

−x3 + 11x2 + 24x + 14 = (2b + 2c + a) x3 + (6a + 5b + 13c + 2d) x2 + (6a + 13d + 5b + 15c) x + 15d + 5a + 3b and therefore. it is necessary to solve the equations. (2x + 3) (x + 5) (x2 + x + 1) 2x + 3 x + 5 x2 + x + 1 This may look like a fairly formidable problem. b = −2. Example 9. Here is an easier one. Multiplying the right side out and collecting the terms. dx. First let x = −5 in (9.11. −x3 + 11x2 + 24x + 14 dx = (2x + 3) (x + 5) (x2 + x + 1) 1 dx − 2x + 3 2 dx + x+5 x2 1+x dx. +x+1 Now each of these indefinite integrals can be found using the techniques given above. Anyway. −x3 + 11x2 + 24x + 14 1 2 1+x = − + . d = 1. (9.11) and obtain a simple equation for finding b. a = 1. 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 = + . 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. 2b + 2c + a = −1 6a + 5b + 13c + 2d = 11 6a + 13d + 5b + 15c = 24 15d + 5a + 3b = 14 The solution is c = 1. 2−1 x (x − 1) (x + 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) . it is now possible to find the antiderivative of the given function. Therefore.11) Now these are two polynomials which are supposed to be equal. they have the same coefficients.7 Find 3x5 +7 x2 −1 + C. Next let x = −3/2 to get a simple equation for a. In this case the degree of the numerator is larger than the degree of the denominator and so long division must first be used. This reduces the above system to a more manageable size. In reality it is not that bad. Therefore.

. look for a partial fractions decomposition in the following form. Then you factor the denominator into a product of factors.8 Find 3x+7 (x+2)2 (x+3) 201 therefore. Then letting x = −1. First observe that the degree of the numerator is less than the degree of the denominator. If this is not so.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 . 2−1 x x−1 x+1 3x5 + 7 3 3 dx = x4 + x2 + 5 ln (x − 1) − 2 ln (x + 1) + C. First check to see if the degree of the numerator is smaller than the degree of the denominator. (x + 2) (x + 2)2 (x + 1) x +1 These examples illustrate what to do when using the method of partial fractions. 3x + 7 (x + 2) (x + 3) 2 dx = − 1 + 2 ln (x + 2) − 2 ln (x + 3) + C. In this case the correct form of the partial fraction expansion is a b c + + . Since this is the case. Therefore.11. 7 + 3x = a (x + 1) + b (x − 1) . (x + 2) (x + 2)2 (x + 3) The reason there are two terms devoted to (x + 2) is that this is squared.11. dx. Computing the constants yields 3x + 7 1 2 2 = 2 2 + x+2 − x+3 (x + 2) (x + 3) (x + 2) and therefore. do a long division. PARTIAL FRACTIONS Therefore. some linear of the form ax + b and others quadratic. ax2 + bx + c which cannot be factored further. Letting x = 1. 7 + 3x 5 2 = − x2 − 1 x−1 x+1 and so 5 2 3x5 + 7 = 3x3 + 3x + − . cx + d ex + f ax + b + + 3+ (x2 + 2x + 2) (x2 + 2x + 2)2 (x2 + 2x + 2) A B D gx + h + + + 2 .9. a = 5. x+2 Example 9. Next follow the procedure illustrated in the above examples. x2 − 1 4 2 What is done when the factors are repeated? Example 9.11. You first check to be sure the degree of the numerator is less than the degree of the denominator. it follows b = −2.

Otherwise you may be looking for something which is not there. Thus in this example.202 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. 5. (1 + cos (2 arctan u)) (1 + u2 ) You can evaluate cos (2 arctan u) exactly. try the substitution u = sin (x) . When such a thing occurs there is a substitution which will reduce the integrand to a rational function like those above which can then be integrated using partial fractions. Now replace u to obtain − tan θ 2 + 2 arctan tan θ 2 + C. Find the partial fractions expansion of the following rational functions. (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. The substitution is u = tan θ . 2. Functions cos θ 1+cos θ Example 9. 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.12 Rational Functions Of Trig. be sure you look for something which is of the right form.12. 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.13 Exercises 1. the indefinite integral is 2 cos (2 arctan u) du. Find 1+sin θ dθ. and c such that ax2 + bx + c cannot be factored as a product of two polynomials which have real coefficients. When you use partial fractions. . du = 1 + tan2 θ 1 dθ and so in terms of this new 2 2 2 variable. In finding sec (x) dx. The integrand is an example of a rational function of cosines and sines.1 Find dθ. in terms of u the antiderivative equals −u + 2 arctan u. Setting up a little √ triangle as above. This equals 2 cos2 (arctan u)−1. 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. b.

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

204 1. dx. Find 1 1+cos 6x dx. 1 x ln 5 5 dx. ln x + 12. Find 1 4 2 Answer: √ 12 1 2 (4x −9) dx = (4x2 − 9) + C dx. 1 11 11 x 3 − x5 5. Find Answer: tanh 2x dx = − 1 tanh 2x − 2 +1 4 9. Answer: cosh2 8x dx = C 8. 2 19. Find dx = (3 + 2x) 5 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. 1 16 1 cosh 8x sinh 8x+ 2 x+ Answer: 1 49+4x2 dx = 16. Find +C cosh2 8x dx. sinh (3x + 3) + Answer: 1 1+cos 6x dx = tan 1 x + C 2 dx. Find √ 1 (4x2 −9) dx. √ √ dx = 2 2 x + ln x + C Write this as 2. Find (36 + x2 ) + C (7x + 1) 30 30 Answer: 3. 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 . 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. 1 217 5−2x2 5+2x2 Answer: (7x + 1) 13. √ 11. 2 3x ln 2 2 18. 1 7 7 (2x + 3) −25 −25 dx. Find √ √ 2x+1 x ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS dx. Find (36+x2 )+ √ √ (36−x2 ) Answer: 2x+1 x (1296−x4 ) dx. Find 81+x dx. ln 2x + 17. 4. Find Answer: (3 + 2x) C 15. Find Answer: (1 + sin 3x) dx = √ (1+sin 3x) 2 (sin 3x − 1) cos 3x +C 3 − x6 + 9x + C 14. 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 5−2x2 5+2x2 et t+1 +C dx. 1 3 1 − 2 sin(2x+3) cos (2x + 3) + C Answer: cosh (3x + 3) dx = C 10. Find x 1 dx = − 48(2x+3)24 + C dx = (3 + 2x) + 5x dx. Find Answer: dx. Answer: (2x + 3) 6. 1 14 2 arctan 7 x + C Answer: 5 dx = 7. tanh2 2x 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 . Find dx. 1 4 dx = 1 6 ln |csc 4x − cot 4x| + C arctan 5x 1+25x2 1 9 32. Find 5 ln4 x x +C dx. 1 10 24. Answer: x8 = 2 189 29. 31. this yields 1 arcsec 5 |x| + C.14. Find 1 x cos(ln 4x) 35. 27. Find x23 2 − 6x12 10 10 dx. 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. Find dx = ln5 x + C dx. Find √sin 7x+cos 7x (sin 7x−cos 7x) 22. 3 3 25. dx.9. Find dx. 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. Find 1 √ 3(2+x) x dx. Find Answer: (4x3 + 2) dx = (4x3 + 2) x8 3 Answer: x7 ex dx = 1 ex + C 8 28. 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. Find √ 1 (x(3x−5)) sin ln 6+2x + C 6−x 34. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 20. 18 (6+2x)(6−x) √ 1 (25x2 −9) dx = 1 3 du = cos ln 6+2x 6−x Now restoring the original variables. 23. Find Answer: √ √ 3 6 arctan 1 √ 3(2+x) x Answer: csc 4x dx = √ √ √ 3 x 6 +C dx. 33. 8 8 8 x2 (4x3 + 2) dx. x5 (6−3x2 ) dx. dx. 1 5 Answer: (3x9 + 2) 5 ln4 x x 21. Find x2 1 18 205 x7 ex dx. Find u 3 18 (6+2x)(6−x) Answer: + C. Find dx. Find (3x9 + 2) dx 7 1 x(2+ln 2x) Answer: 1 x(2+ln 2x) dx = (3x9 + 2) x 3+8x4 +C ln (2 + ln 2x) + C 30.

In terms of u this is 2 ln − + C and in terms of x this is √ x 1 (e +1) 2 ln − e− 2 x + C . Now in terms of x this is (x2 − 4)− 2 ln 42. dx. √ x+C Answer: √ C 44. Answer: √ C 45. Find √ 1 (x2 −36) 1 (x2 +49) Answer: dx = ln x + (x2 + 49) + √ arctan x √ x(1+x) = arctan2 1+x 1−x dx. 1x e2 √ u2 +1 u 1 u dx = (4 + 9x2 )− (4 + 9x2 ) + C dx. u = tan θ so du = sec2 θ dθ. ln 3x + √ 43.206 36. Find Answer: dx. Answer: cos3 3x sin 2 3x dx = cos 3x 1 − sin2 3x sin 2 3x 2 = − 21 sin 2 3x + 7 dx 2 9 sin 2 3x + C 3 37. Now let + (x2 − 4) + C. Find 1 2x 1 2 du. In terms of x this gives arcsin x − (1 − x2 ) + 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: 1 2 4x 1 1 x ln2 6x dx = 2 x2 ln2 6x− 2 x2 ln 6x+ +C . Find x ln (3x) dx. Find Answer: 1 dx. In terms of u this is 2 √1 u 1+u2 2 tan θ − 2 ln (sec θ + tan θ) + C. Then this is √ 1+sin θ (1−sin2 θ) cos θ dθ = (1 + sin θ) dθ = θ − cos θ + C. 1 1 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS x−2 x+2 41. Find √ arctan x √ x(1+x) dx. 40. =2 Answer: Let u2 = ex so 2udu = ex dx = au2 dx. −1−xex ex Answer: 1 e2x +ex Multiply the fraction on the top and √ 2 (x −4) bottom by x + 2 to get dx x+2 Now let x = 2 sec θ so dx = 2 sec θ tan θ dθ and in terms of θ the indefinite integral is √ 2 sec (θ)−1 2 sec θ tan θ dθ = sec θ+1 2 =2 tan2 θ sec(θ) 1+sec θ tan2 θ 1+cos θ dx = + ln (ex + 1) + C dθ sec2 θ dθ−2 sec θ dθ = 38. Find cos3 3x sin 2 3x dx. cos θ dθ. Find 1 e2x +ex dx. Find √ 1 (ex +1) dx. Find 1 (x2 +49) 39. Find x ln2 (6x) 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 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. 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. Find 4x +65x+266 2 (x+2)(x2 +16x+66) dx. 2 2 Answer: 4x +65x+266 2 (x+2)(x2 +16x+66) dx Answer: cos (ln 7x) dx = x cos (ln 7x) + x sin (ln (7x)) 1 x = 8 ln (x + 2) + √ √ 2 arctan 1 (16 + 2x) 2 + C 4 62.9. Find 3 x2 207 sin (ln 7x) . dx = 1 2 x2 2x e 2 55. 2 ln (csc 4x − cot 4x) + C e2x (e4x + 1) dx. Find 1 x3 +8 1 12 1 x3 +8 dx dx. Find e2x = 1 e2x 4 54. Find 2 +C 3x +7x+8 2 (x+2)(x2 +2x+2) dx. Answer: x2 sin 8x dx = − 1 x2 8 49. Find arctan 6x x3 x+4 3 (x+3)2 dx. Find 1 cos 8x+ 256 1 cos 8x+ 32 x sin 8x+C 56. Find Answer: (e4x + 1) dx (e4x + 1)+ 1 arcsinh e2x +C 4 cos (ln 7x) dx. 7x2 +100x+347 (x+2)(x+7)2 Answer: 7x2 +100x+347 (x+2)(x+7)2 52. Find x e 48. 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. = 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 . 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. 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) − 59.14. Find e3x sin2 2x dx. Find (1 − x2 ) + C 57. Answer: e3x sin2 2x dx = 1 e3x − 6 x+C 58. x3 ex dx. = 6 ln (x + 2) + 2 arctan (1 + x) + C 61. Answer: 3x +7x+8 2 (x+2)(x2 +2x+2) dx 53. Find +C dx.

Find 1 x4 +81 1 11(3−x)99 + 1 97(3−x)97 +C 67. Find x8 +1 dx + 1 . 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. Find 1 x6 +64 2+1 √ 1 3x 2 − 1 + C √ = ln x − 69. Find 1 x4 +x2 +1 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 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. Find x2 +4 x6 +64 x2 +4 x6 +64 + dx. 3x+ 1 √ 2 48 + (x+ 3) +1 1 96 1 192 √ Answer: dx = √ √ dx = √ 1 − 96 3 ln x2 − 2 3x + 4 + √ 1 3 + 16 arctan x − √ √ 1 2 96 3 ln x + 2 3x + 4 √ 1 + 16 arctan x + 3 + C √ 1 arctan 1 x− 384 3 ln x2 − 2 3x + 4 2 √ 1 + 192 arctan x − 3 + √ √ 1 2 384 3 ln x + 2 3x + 4 + √ 1 3 +C 192 arctan x + . There(x+ 3) +1 fore. Find ln 1 + x7 + C dx x2 +1 x4 −2x2 +1 dx. the indefinite integral is 3x2 +12 16 √ 3x+ 1 + 1 − 192 √ 3x+ 1 √ 2 48 x− 3) +1 ( du. Now use partial fractions. = u 2u4 +2 2 x5 x8 +1 dx + 192 √ 2 48 . Hint: √ x2 + 3x 2 + 9 . 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. √ √ 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. Answer: = and so after wading through much affliction. 66. 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. Answer: x2 +1 x4 −2x2 +1 Answer: First factor the denominator. 2 +1)(x2 +2x+5) 2 3 Answer: 2 (x4+4x+3x +x dx 2 +1)(x2 +2x+5) = 1 2 dx.208 63. 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 dx √ √ . x2 +9 . Answer: tan5 (2x) dx = − 1 tan2 2x + 4 81.14. Find sin6 (3x) dx. Find x3 √1 x2 +9 dx.9. 82. PRACTICE PROBLEMS FOR ANTIDERIVATIVES 72. Find √ 1 2x x2 √ x2 +6x+13 dx. x(2+3 x+ 3 x) 209 x4 dx √ . Find 76. Find √ 1 8 74. Find √ √ √(x+3)−√(x−3) dx. You might try letting u = sinh−1 (x + 2) . 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 tan5 (2x) dx. Answer: √ √ √(x+3)−√(x−3) dx = (x+3)+ (x−3) 1 2 6x Answer: sin3 (x) cos4 (x) 3 4 dx = − 1 6 (x + 3) (x − 3) − 1 (x + 3) (x − 3)+ 2 √ 3 √ ((x−3)(x+3)) √ ln x + (x2 − 9) +C 2 (x−3) (x+3) 1 sin x 1 sin4 x 3 cos3 x − 3 cos x − 2 1 2 3 sin x cos x − 3 cos x +C 80. 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. 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. u = tan (x) . x2 −9 77. Find sin3 (x) cos4 (x) 3 5 8 sin x cos x 5 16 x + C 15 1/3 − 2x1/6 + 2 14 ln 3x √ 3 1 1/6 − 35 5 arctan 10 6x 73. (x+3)+ (x−3) dx. tan(2x) 9 (x2 + 6x + 13)− 2 7 ln x + 3 + √ 75. Find Answer: √ 2 (x2 (x2 + 6x + 13) + C 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. dx cos x+3 sin x+4 . 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 the volume of the pyramid in cubic feet. Therefore. 5 Example 9. 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 . Let the area of this intersection. 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. dV = A (y) . the constant must equal 5 3 Therefore. Then the volume of the building between the two parallel planes at height y and height y + ∆y would be approximately ∆y (A (y)) . V (−R) = 0 dy . the result is a square. 000. Example 9. the total volume is 3 3 V (10) = 400 (10) − 4 8000 16 000 3 (10) + = 3 3 3 Example 9. You can use differential equations to compute volumes of other shapes as well.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. Here A (x) is the area of the surface resulting from the intersection of the plane with the solid. the length of one of the sides. Since V (0) = 0. At height. the total volume of the pyramid would equal − 1 5 5 500 − 300 3 3 1 5 (500) .2 The base of a solid is a circle of radius 10 meters in the xy plane. 000 cubic feet. 3 + 1 3 (500) = 25. Therefore. To find C.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. would satisfy 5 x = 3 (300 − y) . equal A (y) . called the cross section at height y. would satisfy the differential equation. V (0) = 0. V (y) . A (x) = 4 100 − x2 and so V (x) = 400x − 4 x3 + C. Written in terms of differentials dV = A (y) dy and so the total volume of the building between 0 and y. When this solid is cut with a plane which is perpendicular to the xy plane and the x axis at x.210 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 9. y. Therefore. V (−10) = 0 dx as an appropriate differential equation for this volume. dy The volume of the building would be V (h) . Reasoning as above for the building and letting V (x) denote the volume between −10 and x.15. use 3 3 V (−10) = 0 and so C = −400 (−10) + 4 (−10) = 8000 .15. dV = π R2 − y 2 .15. yields dV = A (x) . Therefore. 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.3 Find the volume of a sphere of radius R. x. The sphere is obtained by revolving a disk of radius R about the y axis.

12) Now consider the problem of revolving the region between y = f (x) and y = g (x) for x ∈ [a. b] about the line x = c for c < a. Consider the following picture of a circular shell. Now since V (−R) = 0.9. The following picture is descriptive of the situation. V (0) = 0 dx and the answer is V (8) .15. f (x) = x is revolved about the x axis.4 The graph of the function. 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. This method involves the notion of shells. C = π − R + R3 and so 3 3 211 R3 4 + R3 = πR3 3 3 √ Example 9. V (x) = π x 2 and so V (8) = π 64 = 32π. 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) .15. 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. Therefore. From the differential equation and initial condition. 2 (9. Find the volume of the resulting shape between x = 0 and x = 8. y = f (x) y = g(x) c a s xd b d x+h . A (x) = πx and the appropriate differential equation and initial value is dV = πx. Therefore. 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.

V (a) = 0 and this means that to find the volume of revolution it suffices to solve the initial value problem. π] .14) and the volume of revolution will equal V (b) .13) Also. Example 9. V (x) = 2π (sin x − x cos x) + C and from the initial condition. 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 .5 Find the volume of the solid formed by revolving the region between y = sin (x) and the x axis for x ∈ [0. x] about the line x = c. In this example. 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. you typically will have to worry about which is larger. it is not necessary to worry about which is larger.15. Example 9. lim (9. the volume is V (π) = 2π 2 .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 (a) = 0 dx (9. f (x) or g (x) because it is expressed in terms of the absolute value of their difference. Note that in the above formula. 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. the initial value problem is dV = 2πx sin (x) . c = 0 and since sin (x) ≥ 0 for x ∈ [0. V (0) = 0. Therefore. π/4] about the line x = −4 In this example. C = 0.15. y = cos x and the x axis for x ∈ [0. V (0) = 0.6 Find the volume of the solid formed by revolving the region between y = sin x. Therefore. cos x > sin x for x ∈ [0. in doing the computations necessary to solve a given problem. Therefore. π/4] and so the initial value problem is dV = 2π (x + 4) (cos x − sin x) . dx Then using integration by parts. 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) . [a. 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. dV = 2π |f (x) − g (x)| (x − c) . π] about the y axis. However.

8. π/3] is revolved about the line x = −1. 3] is revolved about the y axis. 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. Find the volume of the solid which results. 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? 2.16 Exercises 2 2 1. 2 Argue that the area at height y. Find the volume of the solid which results. Find the volume of this solid. Show that under these general conditions. dx Thus. EXERCISES Example 9.16. Now find the volume of the solid obtained by revolving this ellipse about the y axis. Find the volume of this solid. y = − R2 − x2 and the x axis for x ∈ [0. The equation of an ellipse is x + y = 1. 6. 4. The region between y = 2 + sin 3x and the x axis for x ∈ [0. 9.7 Find the volume of a sphere of radius R using the method of shells. 7. 213 √ In this case the volume of the sphere is obtained by revolving the region between y = √ R2 − x2 . V (0) = 0. the same formula obtained earlier using the method of cross sections to set up the differential equation. A sphere of radius R has a hole drilled through a diameter which is centered at the diameter and of radius r < R. .15. R] about the y axis. Sketch the graph of this in the case where a b a = 2 and b = 3. using the method of substitution. You should get an oval shaped thing which looks like a squashed circle. The bounded region between y = x2 and y = x is revolved about the x axis. Find the volume of what is left after the hole has been drilled. h2 5. Show the volume of a right circular cone is (1/3) × area of the base × height. 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. 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. Therefore.9. How much material was taken out? 3. 2π 2 R2 − x2 x dx = − 4 3 (R2 − x2 ) 3 π+C 4 and from the initial condition. and the x axis for x ∈ [1. denoted by A (y) is simply A (y) = A (h−y) . The region between y = ln x. What is the volume of the resulting solid? 9. 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. Thus this volume satisfies the initial value problem dV = 2π 2 R2 − x2 x. Hint: The cross sections at height y look just like R but shrunk. the volume of the cone is (1/3) × A × h.

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

T (x) 0 T (x) sin θ T   q θ E T (x) cos θ T ' 0q ρl(x)g c . dx Thus. Here f (x) = 2x and so the initial value problem to be solved is dl = 1 + 4x2 . the length of the desired arc is √ √ 2 2 π l r = r arcsin =r . 2x = tan u so dx = tution and using (9. LENGTHS AND AREAS OF SURFACES OF REVOLUTION 215 Therefore. 1 + 4x2 dx = 1 2 sec2 u du. It only remains r to find the constant.17.2 Find the length of the graph of y = x2 between x = 0 and x = 1. 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 9.10) on Page 194.17. 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. x = r sin θ. Use the trig. l is an antiderivative of this last function. Plugging in x = 0 this gives 0 = C and l (x) = r arcsin x so in r particular. Here is another example Example 9. l (0) = 0. Using a trig substitution.17. getting the exact answer depends on finding 1 + 4x2 dx. substitution.3 What is the equation of a hanging chain? Consider the following picture of a portion of this chain. Therefore.9. 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.

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

The wet paint would make the following shape. 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. imagine painting the sides and rolling the shape on the floor for exactly one revolution. one having radius l1 and the other having radius l + l1 . rr rl rr rr rr RE ¨¨ ¨ ¨¨ ¨ l r1 rr rE r ¨ ¨¨ ¨¨ ¨¨ ¨¨ rr To do this. 2π (l + l1 ) l + l1 Therefore. by Theorem 3.8. 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 .9. In this picture. Both of these have the same central angle equal to 2πR 2πR 2π = . LENGTHS AND AREAS OF SURFACES OF REVOLUTION 217 cone in which it is desired to find the lateral surface area. 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.17.2 on Page 66.

Of course this is just the cylinder of radius r and height b − a so this area should equal 2πr (b − a) . 2 Example 9. Therefore. the area of this frustrum is πRl l+2 l+ lr R−r lr R−r = πl (R + r) = 2πl R+r 2 . taking the limit as h → 0. 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. Then from the above formula for the area of a frustrum. A (a) = 0. (Imagine painting it and rolling it on the floor and then taking the area of the rectangle which results.) .17.218 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS R−r rr l rr rr l1 r rr r ¨¨ r ¨¨ ¨¨ ¨ ¨ ¨¨ and so by similar triangles. Now consider a function. this yields the following initial value problem for A which can be used to find the area of a surface of revolution. 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 → 0.4 Find the surface area of the surface obtained by revolving the function. l1 = lr/ (R − r) . A (x) = 2πf (x) 1 + f (x) . f. x] . Consider the following picture of a piece of this graph. Therefore. substituting this into the above. [a. defined on an interval. b] about the x axis. and using A (a) = 0. 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 = r for x ∈ [a. 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.

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. √ Here the function involved is f (x) = r2 − x2 for x ∈ [−r. Of 6. Find the area of the surface of revolution. 3] . The graph of the function. 1] is revolved about the x axis. simplifying the above yields A (x) = 2πr and so A (x) = 2πrx+C and since A (−r) = 0. 9. 1] . 10. y = x1/2 − x 3 is revolved about the x axis. 9.18 Exercises 1. y = x2 for x ∈ [0. 1] is revolved about the x axis. A (−r) = 0 r2 − x2 Thus. find the length of y = course your answer should depend on a. 11. y = x for x ∈ [0.17. 2] . y = cosh x for x ∈ [0. Therefore. Find the area of the surface of revolution. the surface area equals A (r) = 2πr2 + 2πr2 = 4πr2 . The graph of the function. 3. Find the length of y = cosh (x) for x ∈ [0. solve A (x) = 2πr 1 + 02 . π/4] . For a a positive real number. 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 area of the surface of revolution if x ∈ [0. Louis is in the form of an inverted catenary. Imagine lifting the end higher and higher and you will see this might not be the case in general. r] and it is to be revolved about the x axis. 3/2 . 4.18. Find the area of the surface of revolution. 219 The solution is A (x) = 2πr (x − a) . Find the area of the surface of revolution. Therefore. The graph of the function. Find the length of the graph of y = ln (cos x) for x ∈ [0. y = sinh x for x ∈ [0. The giant arch in St. √ 8. Example 9. it follows that C = 2πr2 . A (b) = 2πr (b − a) as expected. 1] is revolved about the x axis. Find the length of the graph of y = x1/2 − x3/2 3 for x ∈ [0.9. The graph of the function. A (a) = 0. 1] is revolved about the y axis. 2] . The graph of the function. In the hanging chain problem the picture and the derivation involved an assumption that at its lowest point. Hint: Switch x and y and then use the previous problem. EXERCISES Using the above initial value problem.5 Find the surface area of a sphere of radius r. the chain was horizontal. 5. ax2 2 − 1 4a ln x for x ∈ [1. Why? 7.

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

A (0) = A0 where here A (t) is the amount at time t measured in years.06. Find the half life of the substance. Find A (t) explicitly. 7. 8. A sample of 4 grams of a radioactive substance has decayed to 2 grams in 5 days. Hint: You should have ln x > 0.20. 4. the function. At the end of the five years there are 9. y + ay = 0 consist of all functions of the form.19. and A0 is the initial amount.19.9. Find the half life of the substance. 3. let f (x) = (ln x) in order for this to make sense.2 the half life is the time it takes for half of the original amount of the substance to decay.1 the solution is A (t) = Ce−k 2 t and it only remains to find C. A (t) satisfies the following initial value problem. how many years will it be before there is $200 in the account? Hint: In this case. The rate of decay is proportional to the amount present. y + ay = 0. If $100 is placed in an account which is compounded continuously at 6% per year. C.20 Exercises ln x Find f (x) . it follows A0 = A (0) = C. A = . Exercise 9. 10. From Theorem 9. Thus A (t) = A0 exp −k 2 t . r is the interest rate per year. 6. letting A (t) denote the amount of the radioactive substance at time t. A (t) = −k 2 A (t) . How big does x need to be 1.2 Radioactive substances decay in the following way. This means it satisfies the differential equation. 5.19. For x sufficiently large. Find the rate of decay of the substance. A population is growing at the rate of 11% per year. Ce−at where C is some constant. Prove Theorem 9. EXERCISES 221 Theorem 9.1 by using Problem 13 on Page 220. There are ten grams of a radioactive substance which is allowed to decay for five years. Find the half life of the substance. Find the time it takes for the population to double. A substance is decaying at the rate of . In Example 9. r = .11A. They do so by letting the amount in the account satisfy the initial value problem.19. 9. A (0) = A0 where A0 is the initial amount of the substance. The half live of a substance is 40 years.1 The solutions to the equation. Letting t = 0. Give your answer in terms of logarithms. 2. 9. In other words. Find a formula for the half life assuming you know k 2 . Hint: Use the given information to find k 2 and then use Problem 4. . Verify that for any constant.5 grams of the substance left.0 1 per year. What is the solution to the initial value problem? Write the differential equation as A (t)+ k 2 A (t) = 0. Sometimes banks compound interest continuously. A (t) = rA (t) .19. y (t) = Ce−at solves the differential equation.

9. there begin to be insufficient resources. The half life of carbon 14 is known to be 5730 years. 1 This has been done with the earth’s population and the maximum sustainable population has been exceeded. where k and M are dt positive constants. A certain tree stump is known to be 4000 years old. What percentage of the original carbon 14 should it contain? 16. the model is far too simplistic for human population growth. A sample of one ounce of water from a water supply is cultured in a Petri dish. How much will be in the account after 10 years? 12. . The following picture is what you would see. Conclude A (t) = D − C/k 2 e−k t . Show this implies that.3 what it was at the time of death. Therefore. You do experiments and take measurements over a smaller period of time. there are 3000. $1000 is deposited in an account that earns interest at the rate of 5% per year compounded continuously. The method of carbon dating is based on the result of Problem 13. 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. After some time. Hint: By assumption.222 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS 11. it is reasonable to assume the amount of Carbon 14 in the atmosphere is essentially constant over time.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. It also decays at a rate proportional to the amount present.) 15. After four hours. 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. Thus dA = kA (M − A) . 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. if A is the amount of Carbon 14 in the atmosphere. how long has it been since the mummy was alive? (To see how to come up with this figure for the half life. The reason for this is that when the population gets large enough. How many were present in the original sample? 13. show how to predict the maximum sustainable population1 . the time since the death of the animal or plant can be estimated. However. What happens to this over a long period of time? 14.0 bacteria present and after six hours there are 7000 bacteria present. Given the half life of carbon 14 is 5730 years and the amount of carbon 14 in a mummy is . the amount of carbon 14 can be measured and on this basis. dA = −k 2 A + r where k 2 is the constant of dt decay described above and r is the constant rate of production. Given three measurements of population at three equally spaced times. When it dies. 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. t. see Problem 5. assuming this has been going on for billions of years. it quits absorbing carbon and the carbon 14 begins to decay. Now differentiate both 2 2 sides and show A (t) = Ce−k t . it would work somewhat better for predicting the growth of things like bacteria.

2 Later on a nice result on hydrostatic pressure will be presented which will verify this assertion. 208. Therefore. 83y 3 + 31250y 2 . F (0) = 0 dy which is F (y) = −20.5A (y) dy and the pump needs to lift this weight a distance of y + H feet. The total weight of a slice of water having thickness dy at this depth is 62. say at y feet is because the pressure in the water at that depth is constant and equals 62. the total force the water exerts on the long thin slice is dF = 62. 604 . That is a lot of force.5 × y pounds. 3 2 . If you like.5A (y) dy. 000.21.21. 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. think of a column of water of height y having base area equal to 1 square foot. 375. the work done is dW = (y + H) 62. In tons this is 2.5 is the weight in pounds of a cubic foot of water. dy Example 9. the total force on the dam up to depth y is obtained as a solution to the initial value problem. 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. From the above. 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. The total force on the dam would be F (500) = −20.5A (y) .1 Suppose the width of a dam at depth y feet equals L (y) = 1000 − y and its depth is 500 feet. the area of a cross section having constant depth is A (y) .0 pounds. 83 (500) + 31250 (500) = 5.5yL (y) dy where L (y) denotes the length of the slice. Then the total force acting on this base area would be 62. W (0) = 0. 750. Suppose also that at depth y below the surface. Find the total force in pounds exerted on the dam.5y pounds per square foot2 .9. this is obtained as the solution to the initial value problem dF = 62. dy The reason for the initial condition is that the pump has done no work to pump no water. Therefore.5yL (y) . Therefore. dF = 62. Here 62.5y (1000 − y) . If the weight of the fluid per cubic foot were different than 62.5 you would do the same things but replace the number.

A dam 500 feet high has a width at depth y equal to 4000 − 2y feet. 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 .22 Exercises 1. how much work is needed to pump the water to a height of 10 feet above the ground? 4. In the situation of the above problem. . 6. How much work was done in filling it to the very top? 8. 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. 125.224 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS Example 9. A cylindrical storage tank having radius 20 feet and length 40 feet is filled with a fluid which weighs 50 pounds per cubic foot.5y pounds per square foot. 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. Find the work needed to pump the fluid to a height of 50 feet. A conical hole is filled with water. W (0) = 0.2 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. Therefore. A cylindrical storage tank having radius 10 feet is filled with water to a depth of 20 feet. If the depth of the hole is 20 feet and the radius of the hole is 10 feet. r2 + y 2 = 900. suppose the person on the top maintains a constant velocity of 1 foot per second. 2. How much work does he do and is the bucket empty when it reaches the top? 7.21. This tank is lying on its side on the ground. r = 900 − y 2 . dy Therefore. 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. 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. The silage weighs 10 pounds per cubic foot. A silo is 10 feet in diameter and at a height of 30 feet there is a hemispherical top. Suppose the tank in the above problem is filled to a depth of 8 feet. If the storage tank stands upright on its circular base. 3. Here H = 70 and so the initial value problem to solve is dW = (y + 70) 50π 900 − y 2 . It follows the area of the cross section at depth y is π 900 − y 2 . 000π 9. What is the total force on the dam if it is filled? 5.1 cubic feet per second. Find the total force acting on the ends of the tank by the fluid. The bucket is full at the bottom but leaks at the rate of .

22. This is a surface of revolution and you know how to deal with these. EXERCISES 225 9.9. What is the total force the water exerts on the storage tank? Hint: The pressure in the water at depth y is 62.5y consider the area corresponding to a slice at height y. A spherical storage tank having radius 10 feet is filled with water. .

226 ANTIDERIVATIVES AND DIFFERENTIAL EQUATIONS .

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

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

xk+1 ]} (xk+1 − xk ) and the term which corresponds to the interval [xk . Theorem 10. xk+1 ]} ≥ max (M1 .1. b]) if I=I and in this case. I = sup{L (f. xk+1 ]} (xk+1 − xk ) . Q) because U (f.3 I ≡ inf{U (f.1.1. P ∪ Q) ≤ U (f. Now the term in the upper sum which corresponds to the interval [xk .3) All the other terms in the two sums coincide.2 If P and Q are two partitions. written as f ∈ R ([a. Q) where Q is a partition} I ≡ sup{L (f. . P ) is (10. P ) ≤ U (f. the term corresponding to the interval. The second part is similar and is left as an exercise.1.2.1. the corresponding upper sum either gets smaller or stays the same. M2 ) and so the expression in (10. Proof: By Lemma 10. P ) where P is a partition}. [xk .1. Now sup {f (x) : x ∈ [xk . P ) where P is a partition} ≤ U (f. Q) is sup {f (x) : x ∈ [xk .10. xk+1 ] in U (f. y]} (y − xk ) + sup {f (x) : x ∈ [y. Q) . then L (f.1.4 I ≤ I. UPPER AND LOWER SUMS 229 and xk+1 . P ) .2) is no larger than sup {f (x) : x ∈ [xk . xk+1 ]} (y − xk ) = sup {f (x) : x ∈ [xk . Definition 10. P ) where P is a partition} ≤ inf{U (f. xk+1 ] and U (f. L (f. xk+1 ]} (xk+1 − y) + sup {f (x) : x ∈ [xk . Definition 10.1. I = sup{L (f. Lemma 10. P ∪ Q) ≤ U (f. Proof: From Lemma 10. P ) ≤ L (f. one can obtain Q from P by adding in one point at a time and each time a point is added. This proves the first part of the lemma pertaining to upper sums because if Q ⊇ P.2) (10. a b f (x) dx ≡ I = I. This proves the theorem. 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. Q) .1) sup {f (x) : x ∈ [xk .5 A bounded function f is Riemann integrable. Q) is an upper bound to the set of all lower sums and so it is no smaller than the least upper bound. Therefore. since Q is arbitrary. xk+1 ] in U (f. xk+1 ]} (xk+1 − y) ≡ M1 (y − xk ) + M2 (xk+1 − y) (10. Note that I and I are well defined real numbers.

sup (S)] = ∅. Recall Proposition 2. Proposition 10. .1. 3] and let P = −1. P ) . Since ε is arbitrary.5) Then if [a. b] = [0.1. (10.1 about lower sums. 2 . inf (S) + δ) = ∅. Now suppose that for all ε > 0 there exists a partition such that (10. Q ∪ P ) − L (f. S ∩ [inf (S) . there exists a partition P such that U (f. 2. P ) and 2 L (f. P ) < I + ε/2 − (I − ε/2) = ε. For example. Not all bounded functions are Riemann integrable. − 3 . P ) − L (f. P ) − L (f. 1] are all equal to zero while the upper sums are all equal to one. Find U (f.6 Let S be a nonempty set and suppose sup (S) exists.1. Q) − L (f. 1] all upper sums for f equal 1 while all lower sums for f equal 0. the Riemann integral is the unique number which lies between all upper sums and all lower sums if there is such a unique number. If inf (S) exists. 1 3.7 A bounded function f is Riemann integrable if and only if for all ε > 0. Let f (x) = 1 + x2 for x ∈ [−1. This proposition implies the following theorem which is used to determine the question of Riemann integrability. P ∪ Q) ≤ U (f. let f (x) ≡ 1 if x ∈ Q 0 if x ∈ R \ Q (10. U (f.230 THE INTEGRAL Thus. Theorem 10.4) holds. S ∩ (sup (S) − δ. this shows I = I and this proves the theorem. in words. 0. 10. The condition described in the theorem is called the Riemann criterion . Then for given ε and partition P corresponding to ε I − I ≤ U (f. Then since I = I. Prove the second half of Lemma 10. L (f. 1.3. Then let P and Q be two partitions such that U (f. Therefore the Riemann criterion is violated for ε = 1/2.2 Exercises 1. P ) ≤ ε. 1 . Verify that for f given in (10. P ) > I − ε/2. Then for every δ > 0.5). Q) < I + ε/2.14. then for every δ > 0. P ) < ε. the lower sums on the interval [0.4) Proof: First assume f is Riemann integrable. It is stated here for ease of reference.

10. Let H : [c1 . d1 ] × [c2 . g) ∈ R ([a. Let P = 1. This illustrates why this method of defining the integral in terms of left and right sums is total nonsense. there exists a partition. · · ·. b] for the function. b]) ⊆ [c1 . d2 ] → R satisfy. . h. What does this tell you about ln (2)? 1 x 6.3 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. Claim: The following inequality holds. |Mi (H ◦ (f. xk+1 ] . b1 ) − H (a2 . The following theorem gives a partial answer to this question. 7. 0 f (t) dt = 1 if x is rational and 0 f (t) dt = 0 if x is irrational.3. xn } such that for any zk ∈ [xk . b]) ⊆ [c2 . k=1 f (zk ) (xk − xk−1 ) . x x Show that for f given in (10. g))| ≤ K [|Mi (f ) − mi (f )| + |Mi (g) − mi (g)|] . 1 1 . Find upper and lower sums for the function. b n f (x) dx − a n k=1 f (zk ) (xk − xk−1 ) < ε This sum. This is shown in more advanced courses when the Lebesgue integral is studied. This is not the most general theorem which will relate to this question but it will be enough for the needs of this book. 2 . |H (a1 . Show that if f ∈ R ([a. b]) and f is changed at finitely many points. n f (xk ) (xk − xk−1 ) . Theorem 10. regardless of whether x is rational. b]).3. Proof: In the following claim. b2 )| ≤ K [|a1 − a2 | + |b1 − b2 |] for some constant K.5). b]) it follows that H ◦ (f. Define a “left sum” as n f (xk−1 ) (xk − xk−1 ) k=1 and a “right sum”. Then if f. show the new function is also in R ([a.1 Let f.10. is called a Riemann sum and this exercise shows that the integral can always be approximated by a Riemann sum. 1 3 . b]) . g be bounded functions and let f ([a. b]) . g)) − mi (H ◦ (f. d1 ] and g ([a. If f ∈ R ([a. FUNCTIONS OF RIEMANN INTEGRABLE FUNCTIONS 231 4. {x0 . 5. k=1 Also suppose that all partitions have the property that xk − xk−1 equals a constant. It turns out that the correct answer should always equal zero for that function. and define the integral to be the number these right and left sums get close to as n gets larger and larger. Mi (h) and mi (h) have the meanings assigned above with respect to some partition of [a. d2 ] . g ∈ R ([a. 1 1 . f (x) = 4 2 4 using this partition. (b − a) /n so the points in the partition are equally spaced.

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

If follows that − sup (−S) is a lower bound for S and therefore. b] . − sup (−S) ≤ inf (S) . PROPERTIES OF THE INTEGRAL 233 Corollary 10. y. Then by Theorem 10.10. Lemma 10.6). f is uniformly continuous on [a. Let P ≡ {x0 . b]) then −f ∈ R ([a. such that for all x. This shows (10. then Mi − mi < b−a . Let H (a. .4. 10. Then if −S ≡ {−x : x ∈ S} . b]) and b b − a f (x) dx = a −f (x) dx. b]) . Therefore. b] → R be Lipschitz continuous.2.4 Properties Of The Integral The integral has many important algebraic properties. |φ (x) − φ (y)| < K |x − y| .6) and inf (−S) = − sup (S) . Then by Theorem 10.3. it is enough to assume φ is continuous. and mi (−f ) = −Mi (f ) . Then x ∈ S and so x ≥ inf (S) which implies −x ≤ − inf (S) . In particular. although this is harder.13. Lemma 10.1 H ◦ (f.7) Proof: Consider (10. f ) = φ ◦ f = φ is also Riemann integrable. Then −x ≤ sup (−S) and so x ≥ − sup (−S) . This proves the theorem. Proof: Let f (x) = x.4 Suppose f : [a. φ. Theorem 10. · · ·.3. b) ≡ φ (a).2 If f ∈ R ([a. the above lemma implies that for Mi (f ) and mi (f ) defined above Mi (−f ) = −mi (f ) . Then f ∈ R ([a. sup (−S) = − inf (S) (10. b] be a bounded closed interval and let φ : [a.7) is similar and is left as an exercise. This proves the corollary. Recall that a function. Formula (10. Then φ ∈ R ([a. is Lipschitz continuous if there is a constant. This is the content of the next theorem which is where the difficult theorems about continuity and uniform continuity are used. First here is a simple lemma. Then n U (f.4.3 Let [a. Let x ∈ S. Therefore. b]) . This implies sup (−S) ≥ − inf (S) . Proof: By Corollary 5. xn } be a partition with |xi − xi−1 | < δ.3. b] → R is continuous. Now let −x ∈ −S.1 Let S be a nonempty set which is bounded above and below. f is Riemann integrable.6). P ) < i=1 (Mi − mi ) (xi − xi−1 ) < ε (b − a) = ε. In fact. there exists a δ > 0 such that if |xi − xi−1 | < δ. P ) − L (f. (10. ε if ε > 0 is given.4. − inf (S) is an upper bound for −S and so − inf (S) ≥ sup (−S) .5 on Page 114.3. K. b]) . b−a By the Riemann criterion. f ∈ R ([a.

P ) ≤ U (f. Theorem 10. P1 ) < ε/2. Mi (f + g) ≤ Mi (f ) + Mi (g) .1 implies U (f. . P ) + L (g. 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. Lemma 10. b]) and α. a b b −f (x) dx ≤ − a f (x) dx whenever f ∈ R ([a. g ∈ R ([a. b b b (αf + βg) (x) dx = α a a f (x) dx + β a g (x) dx. Q1 ) − L (f.3 The integral is linear. b]) . and U (g. P ) < ε/2. since ε is arbitrary.3. Thus. (10. Therefore.234 THE INTEGRAL Proof: The first part of the conclusion of this lemma follows from Theorem 10. P1 ) − L (g. β ∈ R.4. P ) . b]) then b b b (f + g) (x) dx = a a f (x) dx + a g (x) dx. P ) + U (g. Proof: First note that by Theorem 10. 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. Q1 ) < ε/2. P ) ≥ L (f.1. αf + βg ∈ R ([a. Next note that mi (f + g) ≥ mi (f ) + mi (g) . U (g. a Then since mi (−f ) = −Mi (f ) . g ∈ R ([a. L (g + f. P ) < ε.3. Then letting P ≡ P1 ∪ Q1 . whenever f.Q1 be such that U (f. P ) < ε/2. Now choose P such that b −f (x) dx − L (−f. P ) − U (g. consider the claim that if f.2 since the function φ (y) ≡ −y is Lipschitz continuous. P ) − L (f.1.8) Let P1 . To begin with. U (g + f. b]) . P ) .

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

5 Let [a. Proof: This follows from Theorem 10.3. P ) < ε which shows that since ε is arbitrary. b]) . c b b f (x) dx + a c f (x) dx = a f (x) dx . 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. a a f (x) dx = − a a a f (x) dx and so a f (x) dx = 0.4. P1 ) + U (f. f ∈ R ([a.6. assume c ∈ (a.9) holds. Then from Theorem 10. Hence by (10. a f (x) dx when a > b has not yet been defined. P2 )] = [L (f. Note that with this definition. Then a b f (x) dx ≡ − b a f (x) dx. U (f. c b c f (x) dx − a a f (x) dx + b f (x) dx < U (f.4 and Definition 10. yj+1 ] or decreasing on [yj . b c c f (x) dx + a b f (x) dx = a f (x) dx. This proves the theorem. b) .236 Thus.4. Then f ∈ R ([a. P2 ) .2. P ) . b c THE INTEGRAL f (x) dx + a b f (x) dx ∈ [L (f. U (f.4.4.4.4. P1 ) + L (f. Definition 10. P ) − L (f. P )] . (10. yj+1 ] for j = 1.4. b]) . Corollary 10. b] be an interval and let f ∈ R ([a. l − 1.6 Let [a. c]) by the Riemann criterion and also for this partition. For example. Theorem 10. P ) .4. · · ·.4 and Theorem 10. b] which has the property that f is either increasing on [yj . b The symbol. U (f. P )] and a c f (x) dx ∈ [L (f. Proof: This follows from Theorem 10.10).7 Assuming all the integrals make sense.

If b < a then the above inequality holds with a and b switched. Therefore. The integral had been around for thousands of years and the derivative was by their time well known.6. To show this one. b] . it is easy to prove the fundamental theorem of calculus2 . FUNDAMENTAL THEOREM OF CALCULUS and so by Definition 10. x]) for each x ∈ [a. a b b f (x) dx ≤ a a |f (x)| dx . b (10. b b |f (x)| dx ≥ a a f (x) dx b and a b |f (x)| dx ≥ − a b b f (x) dx. if a < b.15) (10. f (x) dx ≥ 0 if f (x) ≥ 0 and a < b. The only one of these claims which may not be completely obvious is the last one. |f (x)| dx ≥ a a f (x) dx . c b b 237 f (x) dx = a a b f (x) dx − c c f (x) dx f (x) dx.11) f ∈ R ([a.14) (10. b]) then if c ∈ [a. c]) .10.5. Therefore. 2 This theorem is why Newton and Liebnitz are credited with inventing calculus. The following properties of the integral have either been established or they follow quickly from what has been shown so far. |f (x)| + f (x) ≥ 0. The first version of the fundamental theorem of calculus is a statement about the derivative of the function x x→ a f (t) dt.12) α dx = α (b − a) . Then by (10.16). b]) . by (10. 10. Isaac Barrow had made some progress in this direction. a b b b (αf + βg) (x) dx = α a b c a f (x) dx + β a c g (x) dx.15) and (10. f ∈ R ([a. However the connection between these two ideas had not been fully made although Newton’s predecessor. b = a f (x) dx + The other cases are similar.16) f (x) dx + a b b f (x) dx = a f (x) dx.5 Fundamental Theorem Of Calculus With these properties.11) (10.13) (10. This implies (10. Let f ∈ R ([a. note that |f (x)| − f (x) ≥ 0.4. (10.13). If f ∈ R ([a. b] . .

G. b]) and let x THE INTEGRAL F (x) ≡ a f (t) dt. b) and G is continuous on [a. h−1 (F (x + h) − F (x)) − f (x) = h−1 x+h x+h x+h x+h f (t) dt. Note this gives existence for the initial value problem. b] . h−1 (F (x + h) − F (x)) = h−1 Also. Therefore. lim h−1 (F (x + h) − F (x)) = f (x) and this proves the theorem. x (f (t) − f (x)) dt x ≤ h−1 |f (t) − f (x)| dt . by (10.2 Let f ∈ R ([a. b]) but this is a hard theorem using the difficult result about uniform continuity.14).5. x Let ε > 0 and let δ > 0 be small enough that if |t − x| < δ. F (x) = f (x) . this shows h→0 −1 ε |h| = ε. then f ∈ R ([a. such that G (x) = f (x) for every point of (a.17) 3 Of course it was proved that if f is continuous on a closed interval. f (x) = h−1 Therefore. Theorem 10. a (10.1 Let f ∈ R ([a. Then b f (x) dx = G (b) − G (a) . if |h| < δ. F (x) = f (x) . b) be a point of continuity of f and let h be small enough that x + h ∈ [a. using (10. the above inequality and (10. b] . . b) . Then by using (10. [a. then |f (t) − f (x)| < ε.238 Theorem 10.5. Proof: Let x ∈ (a.16). b] . b]) and suppose there exists an antiderivative for f.3 The next theorem is also called the fundamental theorem of calculus. Then if f is continuous at x ∈ (a. F (a) = 0 whenever f is Riemann integrable and continuous. x f (x) dt.12).12) shows that h−1 (F (x + h) − F (x)) − f (x) ≤ |h| Since ε > 0 is arbitrary.

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

It isn’t essential that you understand this theorem so if it does not interest you.5 A bounded function. U (f. + 97x5 + 7 . f defined on [a. y (10) = 5. 3. x1 .5 if and only if it is integrable in the sense of Darboux. The number b a f (x) dx is defined as I. a2 + t2 Show that F is a constant. ax F (x) = 0 a2 1 dt + + t2 a/x b 1 dt.240 THE INTEGRAL b Proof: Choose P such that U (f. I with the property that for every ε > 0. there exists δ > 0 such that if P ≡ {x0 . there are two definitions of the Riemann integral.5. Let a and b be positive numbers and consider the function. 4. · · ·. This proves the proposition. and zi ∈ [xi−1 . Thus. it can be approximated by Riemann sums whenever ||P || is sufficiently small. dt. P ) . Theorem 10. 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. The proof of this theorem is left for the exercises in Problems 10 . Find F (x) . n k=1 Definition 10. It turns out they are equivalent which is the following theorem of Darboux. P ) < ε and then both a f (x) dx and f (zk ) (xk − xk−1 ) are contained in [L (f.5. The reason for using the Darboux approach to the integral is that all the existence theorems are easier to prove in this context. b] is said to be Riemann integrable if there exists a number. xn } is any partition having ||P || < δ. 10. Note that it implies that given a Riemann integrable function f in either sense.6 A bounded function defined on [a. The definition of the Riemann integral in terms of Riemann sums is given next. b] is Riemann integrable in the sense of Definition 10. Solve the following initial value problem from ordinary differential equations which is to find a function y such that y (x) = x6 x7 + 1 . Sketch a graph of F and explain why it looks the way it does.5. It is significant because it gives a way of approximating the integral. Let F (x) = dt. P ) − L (f. Let F (x) = 2.6 Exercises x3 t5 +7 x2 t7 +87t6 +1 x 1 2 1+t4 1.12. Furthermore the two integrals coincide. leave it out. xi ] . P )] and so the claimed inequality must hold. n I− i=1 f (zi ) (xi − xi−1 ) < ε. 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 .

P ) − L (f. 7. xi ] contains at least one point of Q. 8. 10. b) such that b b f (c) a x g (x) dx = a f (x) g (x) dx. G ∈ f (x) dx for all x ∈ R. the sum of terms for which [xi−1 .3. Prove the second part of Theorem 10.10. x∗ } and let P be any other partition. P )| < ε. 11. Some pictures were drawn by a . This was a totally unjustified assumption that exponential functions existed and were differentiable. 0 if x = 0 Is f Riemann integrable? Explain why or why not. P ) − L (f. · · ·. and terms for which [xi−1 . show F (x) = G (x) + C for some constant. Q) − L (f.) Show there exists c ∈ (a. [xi−1 . Consider the function f (x) ≡ g (t) dt. 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) . n 0 Show that |U (f.5. xi ] does not contain any points of Q. 12.7. 9. b] and that g (x) = 0 on (a. show there exists δ > 0 such that whenever ||P || < δ. Q)| . RETURN OF THE WILD ASSUMPTION 241 5. Q) − L (f. b] . P )| ≤ 2M n ||P || + |U (f. Suppose f and g are continuous functions on [a. Suppose f is Riemann integrable on [a. Now let Q be a partition having n points. C. (In fact continuous implies Riemann integrable. the sum of these terms should be k−1 k no larger than |U (f. Therefore. xi ] must be contained in some interval. b]. 10. Suppose f is a bounded function defined on [a. x∗ . Hint: Write the sum for U (f. P ) and split this sum into two sums. x∗ .6. Q)| . b] and |f (x)| < M for all x ∈ [a.2 about decreasing functions. 6. Show there exists c ∈ (a. then |U (f. ↑ If ε > 0 is given and f is a Darboux integrable function defined on [a. b) . 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.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. ↑ Prove Theorem 10. {x∗ . Then use the Cauchy 1 sin x if x = 0 . If F. In the latter case. x a Hint: Define F (x) ≡ a f (t) g (t) dt and let G (x) ≡ mean value theorem on these two functions. P ) − L (f. b] and continuous. b) such that f (c) = 1 b−a b f (x) dx.

L1 (2) > 0.5.2. xy x Therefore. L1 : (0. (10. f (x) is a constant.1. Based on this outrageous wild assumption. L1 ((x) (x) (x)) = L1 ((x) (x)) + L1 (x) = L1 (x) + L1 (x) + L1 (x) = 3L1 (x) . 1 From the Fundamental theorem of calculus.7. whenever m ∈ Q n L1 Proof: Fix y > 0 and let f (x) = L1 (xy) − (L1 (x) + L1 (y)) Then by Theorem 6.1. Also the second derivative equals L1 (x) = −1 <0 x2 √ n xm = m L1 (x) . 1 1 f (x) = y − = 0. First note that from the definition.19) The function. (10.242 THE INTEGRAL computer as evidence. L1 (xn ) = nL1 (x) .1 The function. L1 is one to one and onto. Theorem 10. Theorem 10.8.21) . n (10.4 on Page 133. f (1) = 0 and so this proves (10.18) 1 t There is no problem in writing this integral because the function. In addition to this. In fact.3. L1 (2) ≥ 1/2 as can be seen by looking at a lower sum for 2 1 (1/t) dt. f (t) = 1/t is decreasing.5.6 on Page 122 and the Fundamental theorem of calculus. strictly increasing. However. It is now possible to establish Wild Assumption 7. Now if x > 0 L1 (x × x) = L1 x + L1 x = 2L1 x. Now consider the assertion that L1 is onto. by Corollary 6. logarithms were defined. and its graph is concave downward.1. Define x 1 L1 (x) ≡ dt. Also.19). L1 (x) = x > 0 and so L1 is a strictly increasing function and is therefore one to one. n. L1 (1) = 0. Continuing in this way it follows that for any positive integer. (10.20) showing that the graph of L1 is concave down. ∞) → R satisfies the following properties. L1 (xy) = L1 (x) + L1 (y) . Theorem 10.

7. 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. Definition 10. mL1 (x) = L1 (xm ) = L1 and so √ n xm n = nL1 √ n xm √ m L1 (x) = L1 n xm .21) and use the definition of L1 to verify that L1 (2) > 0.7.3. . 1 (10. 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. letting m. positive or negative. L1 (x) achieves arbitrarily large values as x gets increasingly large because you can take x = 2 in (10. Now Wild Assumption 7.2 For b > 0 define expb (x) ≡ L−1 (xL1 (b)) . the intermediate value theorem may be used to fill in all the numbers in between. L1 (xn ) = nL1 (x) . n This proves the theorem.1 on Page 143 and L1 (b) = ln b as defined on Page 143. It only remains to verify the claim about raising x to a rational power. Therefore.7. for any integer.3 The function just defined in (10.21). Since L1 is continuous. from (10. 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.10.1 on Page 143 can be fully justified. n. From (10. (10.22).23) satisfies all conditions of Wild Assumption 7. n be integers.21) and (10.22) You see that 1 can be made as close to zero as desired by taking n sufficiently large. 2 Also. RETURN OF THE WILD ASSUMPTION 243 Therefore.23) Proposition 10.3.

Hence either h = 0 or b = 1 which are both excluded.23) satisfies all the conditions of Wild Assumption 7. This establishes all the laws of exponents for arbitrary real values of the exponent. expb defined in (10. To verify that expb (m/n) = = √ n bm √ n bm .3. expab (x) = expa (x) expb (x) .1.244 Proof: First let x = expb m n THE INTEGRAL where m and n are integers. L1 expexpb (x) (y) = yL1 (expb (x)) = yxL1 (b) while L1 (expb (xy)) = xyL1 (b) and so since L1 is one to one. First. √ m m n ≡ L−1 L1 (b) = L−1 L1 bm 1 1 n n by (10. Since L1 is one to one. this shows the first law of exponents holds. L1 L−1 (x) = x 1 and so L1 L−1 (x) 1 L−1 (x) = 1. expb exists by Theorem 8.1.3. 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) . From the definition. Again. these were assumed to hold. Therefore. It remains to consider the derivative of expb and verify L1 (b) = ln b. 1 . (L1 is defined on positive real numbers and so L−1 has values in the positive real numbers. 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) . Suppose then that expb (h) = 1. hL1 (b) = L1 (1) = 0. Finally. expb (1) = b and expb (0) = 1. expexpb (x) (y) = expb (xy) .) 1 Consider the claim that if h = 0 and b = 1. What of the laws of exponents for arbitrary values of x and y? As part of Wild Assumption 7. Therefore. 1 = expb (1 + (−1)) = expb (−1) expb (1) = expb (−1) b showing that expb (−1) = b−1 . Then doing L1 to both sides. expb (x + y) = expb (x) expb (y) . since L1 is one to one.20).6 on Page 151. then expb (h) = 1. That expb (x) > 0 follows immediately from the definition of the inverse function.1.

fi−1 . There is a general procedure for estimating the integral of a function. Would this be true of upper and lower sums for such a function? Can you show that in the case of the function. Let fi = f (xi ) and assuming f ≥ 0 on the interval [xi−1 . 2. and fi as shown in the following picture. it follows ln = L1 . 1 1 expb (x) = L−1 (xL1 (b)) L1 (b) 1 = L−1 (xL1 (b)) L1 (b) 1 = expb (x) L1 (b) .8 Exercises 1. This is known as the trapezoidal rule. Show that adding these up h [f0 + 2f1 + · · · + 2fn−1 + fn ] 2 as an approximation to a f (x) dx. Apply the trapezoidal rule to estimate ln 2 in the case where h = 1/5. b] . the trapezoidal rule gives the exact answer for the integral. Verify that if f (x) = mx + b. P = {x0 . xn } where for each j. · · ·.10. Show ln 2 ∈ [. Now use a calculator or table to find the exact value of ln 2. f (t) = 1/t the trapezoidal rule will always yield an answer which is too large for ln 2? 3. f0 h f1 Thus 1 2 yields fi +fi−1 2 approximates the area under the curve. Form a uniform partition. From the definition of ln b on Page 143. EXERCISES By (10.5.18). xi ] .8. Now by the chain rule. b . L−1 (x) 1 L−1 (x) 1 =1 245 showing that L−1 (x) = L−1 (x). x1 . xj − xj−1 = h. f (x) = y on an interval. 1] . [a. 10. approximate the area above this interval and under the curve with the area of a trapezoid having vertical sides.

246 THE INTEGRAL 4. ∞) → R which satisfies L (xy) = Lx + Ly. Describe how one could use logarithms to find 7th roots for example. fi . 1+yx 1 t 1 1/y dt. (10. 3 3 3 Now suppose n is even and {x0 . Let there be three equally spaced points. xi−1 . x1 . L(1) = 0.24) Show the only differentiable solutions to this equation are functions of the form x Lk (x) = 1 k dt. Suppose it is desired to find a function. Hint: logb 351/7 = 7 logb (35) . [xn−2 . 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. xn } is a partition of the interval. . how do you suppose Napier did it? 1 Remember. You can find the logarithm of the number you are after. Next. Also describe how one could use logarithms to do computations involving large numbers. Also. a Scottish nobleman. and fi+1 at x + 2h. Use Simpson’s rule to compute an approximation to ln 2 letting n = 4. His interest in logarithms was computational. Describe how you could construct a table for log10 x for x various numbers. you could then see what number this corresponded to. xn ] . xi+1 ] . Recall that x → ex 6. f on the interval [xi−1 . Then let y = 1. In fact. x4 ] . Hint: Fix x > 0 and differentiate both sides of the above equat tion with respect to y. f. Recall that ln e = 1. Show that 1/y lim (1 + yx) = ex . fi at x + h. and fi+1 at the points xi−1 . 7. [x2 . b] and the values of a function. [x0 . Logarithms were invented before calculus. has the value fi−1 at x. this was how e was defined in Problem ?? on Page ??. 2h2 h 2h Check that this is a second degree polynomial which equals the values fi−1 . xi−1 + h ≡ xi . and xi+1 respectively. one of the inventors being Napier. 3 This is called Simpson’s rule. · · ·. Compare with the answer from a calculator or computer. If you had a table of logarithms to some base. show that an approximation to b a f (x) dx is h [f0 + 4f1 + 2f2 + 4f3 + 2f2 + · · · + 4fn−1 + fn ] . 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 ) . f defined on this interval are fi = f (xi ) . xi+1 gi (x) dx xi−1 is an approximation to xi+1 xi−1 f (x) dx. Adding these approximations for the integral of f on the succession of intervals. Show xi+1 xi−1 gi (x) dx equals hfi−1 hfi 4 hfi+1 + + . he did not have calculus. · · ·. The function. [a. L : (0. gi is an approximation to the function. and xi + 2h ≡ xi+1 . 5. use upper and lower → x. x2 ] . xi . Suppose also a function.

9. In (10. it follows that y = g (a) to the bottom limit must equal g (a) . 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. Example 10. Then making the substitution b a f (y) dy ? f (g (x))g (x) dx = ? f (y) dy.10. 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) . How can you remember this? The easiest way is to use the Leibniz notation.9.1 Find 2 1 x sin x2 dx du 2 Let u = x2 so du = 2x dx and so 2 1 = x dx.25) where F (y) = f (y) . 2 2 .9 Techniques Of Integration The techniques for finding antiderivatives may be used to find integrals. by the fundamental theorem of calculus. TECHNIQUES OF INTEGRATION 247 10. What should go in as the top and bottom limits of the integral? The important thing to remember is that if you change the variable.9.26) This formula follows from the observation that.26) let y = g (x) . Then dy = g (x) dx and so formally dy = g (x) dx. (10. b g(b) f (g (x)) g (x) dx = a g(a) f (y) dy. Similarly the top limit should be g (b) .1 Recall The Method Of Substitution f (g (x)) g (x) dx = F (x) + C. 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) . Therefore. This is fine provided you don’t write anything which is false. The above problem can be done in the following way. (10. both sides equal F (g (b)) − F (g (a)) . you must change the limits! When x = a. 10.

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. Then applying (10. this is stated in the following proposition.2 Integration By Parts u (x) v (x) dx and Recall the following proposition for finding antiderivative. y = β and the left top quarter is just the reflection of the top right quarter reflected about the line. Then uv − u (x) v (x) dx = u (x) v (x) dx. letting u = Then du = correspond to the new variables.27) In terms of integrals.3 Let u and v be differentiable functions for which u (x) v (x) dx are nonempty.9. b]) . Example 10. π (− cos (x)) dx 0 . u v ∈ R ([a. (10.27).248 Example 10.5 Find π 0 u (x) v (x) dx. x = α.9. 10. (y − β) (x − α) + = 1.9.9. a x sin (x) dx Let u (x) = x and v (x) = sin (x) . 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. Thus the area of the ellipse is α+a 4 α x−α a . Proposition 10. π 0 x sin (x) dx = (− cos (x)) x|π − 0 = −π cos (π) = π.4 Let u and v be differentiable functions on [a. Proposition 10. Then b a u (x) v (x) dx = uv (x) |b − a b u (x) v (x) dx a (10.9. b] such that uv .2 Find the area of the ellipse. b 1− (x − α) dx a2 1 a 2 Change the variables.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. 2 b a2 2 2 THE INTEGRAL If you sketch the ellipse.

Find 3.9. Find 4. Then from (10.6 Find Let u (x) = x and v (x) = e2x . Find the integrals.10 (a) (b) Exercises 4 xe−3x dx 0 3 1 2 x(ln(|x|))2 1. 7. (a) (b) (c) (d) (e) 6 √ x 5 2x−3 dx 5 4 x 3x2 + 6 dx 2 π x sin x2 dx 0 π/4 sin3 (2x) cos (2x) 0 7 √ 1 dx Hint: Remember 0 1+4x2 the sinh−1 function and its derivative. Find the integrals.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. 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 6.10. (a) (b) (c) (d) π/9 sec (3x) dx 0 π/9 sec2 (3x) tan (3x) 0 5 1 dx 0 3+5x2 1 √ 1 dx 0 5−4x2 dx .10. Find 5. 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. Find Hint: Let u (x) = (ln |x|) and v (x) = 1. Find the integrals. EXERCISES 1 0 249 xe2x dx Example 10.

Hint: You use the integrating factor approach. verify the left side equals d P (t) e y (t) . Consider the following.250 (e) 6 √ 3 2 x 4x2 −5 THE INTEGRAL dx 8. 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. 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. y (a) = ya is y (t) = e−P (t) ya + e−P (t) a t t eP (s) f (s) ds. (a) (b) (c) (d) (e) 9. dt and then take the integral. where P (t) = a p (s) ds. Show the solution to the initial value problem consisting of this equation and the initial condition. Hint: Derive and use sin2 (x) = 10.5 1 dx 0 1+4x2 4 2√ x 1 + x dx 1 12. 1−cos(2x) . Multiply both sides by eP (t) . Give conditions under which everything is correct. Suppose x0 ∈ (a. t a of both sides. . 13. Find the integrals. 2 sin2 (x) dx. Find the area between the graphs of y = sin (2x) and y = cos (2x) for x ∈ [0. 2π] . Find the following integrals. 11. b) and that f is a function which has n + 1 continuous derivatives on this interval. x0 Explain the above steps and continue the process to eventually obtain Taylor’s formula. The most important of all differential equations is the first order linear equation. y + p (t) y = f (t) . (a) (b) (c) (d) π 2 x sin x3 dx 1 6 x dx 1 1+x2 . 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.

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

Nevertheless people do consider things like the following: 0 f (t) dt. f. 10. Whenever things like this occur they require a special definition. this equals limR→∞ Example 10.11.2 Find ∞ −t e 0 dt.11 Improper Integrals The integral is only defined for certain bounded functions which are defined on closed and ∞ bounded intervals. b. then ∞ R f (t) dt ≡ lim a R→∞ f (t) dt a R a+δ where the improper integral. 2m) < a M 5 1 (b − a) 1920 m4 where M ≥ max f (4) (t) : t ∈ [a.3 Find 1 1 √ 0 x dt = limR→∞ 1 − e−R = 1. The definitions are analogous to the above. Show b f (x) dx − S (a. . Better estimates are available in numerical analysis books. b. Example 10. dx. if limx→a+ f (t) = ±∞. 2m) deb note the approximation to a f (x) dx obtained from Simpson’s rule using 2m equally spaced points. If limx→a+ f (t) = ±∞ but f is integrable on [a + δ. then b b f (t) dt ≡ lim a δ→0+ f (t) dt a+δ whenever this limit exists. However. R a f (t) dt is defined above as limδ→0+ f (t) dt. b − δ] for all small δ. You can probably construct other examples of improper integrals such as integrals of the a form −∞ f (t) dt. b] . Similarly. if limx→b− f (t) = ±∞ but f is integrable on [a. 4! 5 where M satisfies. these also have the error in the form C 1/m4 . Now let S (a.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 .1 The symbol ∞ a f (t) dt is defined to equal R R→∞ lim f (t) dt a whenever this limit exists.11. b] for all small δ. M ≥ max f (4) (t) : t ∈ [xi−1 .11. xi ] . Finally. Definition 10. R −t e 0 From the definition. f. In this section a few types of improper integrals will be discussed. then b b−δ f (t) dt ≡ lim a δ→0+ f (t) dt a whenever the limit exists.

R R0 a R0 f (t) dt : R > a ≤ M. R a Proof: Suppose (10.29). I]. M such that R for all R > a. the integral a f (t) dt exists and R f (t) dt ≤ M. I]. ∞) and that f ∈ R ([a + δ.29) Then a f (t) dt exists. for every R > a.30). there exists R0 such that follows that for R ≥ R0 . there exists δ 0 > 0 such that b f (t) dt : δ > 0 ≤ M. then a f (t) dt exists. a+δ 0 Therefore. b a+δ Now suppose (10. whenever R > R0 . Then I ≡ sup ε > 0 is given. Sometimes you can argue the improper integral exists even though you can’t find it. the conditions for R I = lim are satisfied and so I = ∞ a R→∞ f (t) dt a f (t) dt.11. since f (t) ≥ 0. If f (t) ≥ 0 for all t ∈ (a. Then. R R0 R R0 f (t) dt = a a R a f (t) dt + R0 f (t) dt ≥ a f (t) dt.4 Suppose f (t) ≥ 0 for all t ∈ [a. it R f (t) dt = a+δ a+δ f (t) dt + R0 f (t) dt. I −ε< b b f (t) dt ≤ a+δ 0 a+δ f (t) dt ≤ I . b) and there exists M such that b−δ b f (t) dt ≤ M a (10. and small δ > 0. then b a f (t) dt exists. Then I ≡ sup is given. It follows that if ε > 0 f (t) dt ∈ (I − ε. It follows that if f (t) dt ∈ (I − ε.30) for all δ > 0. Suppose also there exists a number. Letting δ → 0+.31) for all δ > 0. IMPROPER INTEGRALS 253 √ 1 From the definition this equals limδ→0+ δ x−1/2 dx = limδ→0+ 2 − 2 δ = 2. f (t) dt − I < ε. If f (t) ≥ 0 for all t ∈ [a.11. Therefore.10. b] and there exists M such that b ∞ f (t) dt ≤ M a+δ (10. a (10. R]) whenever δ > 0 is small enough. Since ε is arbitrary. if δ < δ 0 . Theorem 10. The following theorem is about this question of existence.

Sometimes the existence of the improper integral is a little more subtle. sin δ 1 Now using the argument of Example 10. t→∞ e−t/2 lim dt + ∞ −t/2 e k R 0 Therefore.11. the first integral in the above is bounded above √ √ √ 1−δ 1 by δ1 − δ 6. Such a k exists because e−t tα−1 = 0.11. 1 Example 10. This is the case when functions are not all the same sign for example.11. it follows that for x small enough. e−t tα−1 < e−t/2 . b a+δ THE INTEGRAL f (t) dt − I < ε. Does the improper integral exist? ∞ −t α−1 e t 0 dt whenever α > You should supply the details to the following estimate in which δ is a small positive number less than 1 and R is a large positive number. This is what is meant by the expression b δ→0+ lim f (t) dt = I a+δ and so I = a f (t) dt.254 showing that for such δ. Then for such x. the improper integral 1 √ √ √ 1−δ 1 exists because the conditions of Theorem 10. This proves the theorem.4 with M = √sin δ + δ1 − δ 6. 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. it follows 2 x < sin x 3 and so if δ < δ 1 . The last case is entirely similar to this one.11. 1 √ δ 1 dx ≤ sin x δ1 δ 3 1 √ dx + 2 x 1 √ δ1 1 dx. Therefore. Here k is chosen such that if t ≥ k. Example 10. sin x < 2 . 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.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. say for x < δ 1 . The second integral equals √sin δ .6 The gamma function is defined by Γ (α) ≡ 0. Since limx→0+ sin x = 1. ∞ .3.

lim R→∞ x2 R R 1 cos x + |cos x| dx x2 ∞ both exist and so from (10. Definition 10.7. Then 0 f (t) dt exists. In fact 0 cos x2 dx = 1 2 π. ∞ You will eventually get an integral of the form 0 sin u du. First change the variable letting x2 = u and then integrate by parts.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 < ∞.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. Theorem 10.11. It is a standard problem in the subject of complex analysis.11. x2 (|cos x| − cos x) dx ≤ x2 Since both integrands are positive. However.11. 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. Verify all the details in Example 10. (10. x2 Thus the improper integral exists if it can be shown that R 1 ∞ cos x x2 1 dx exists. However. .9.4.10. x2 x ∞ This is an important example.10 Does ∞ 0 cos x2 dx exist? This is called a Fresnel integral and it has also√ √ evaluated exactly using techniques been ∞ from complex analysis.11. Break it up into positive and u3/2 negative parts and use Corollary 10. 10.4 hold for both f + and f − . Verify all the details of Example 10.11. 2.11.11.8 Let f be a real valued function.6.11. EXERCISES ∞ sin x x 0 255 dx exist? Example 10. Example 10.7 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.12. Corollary 10.12 Exercises 1. Then f + (t) ≡ |f (t)|+f (t) and f − (t) ≡ 2 |f (t)|−f (t) .11.11. The above argument is a special case of the following corollary to Theorem 10.9 Suppose f is a real valued function and the conditions of Theorem ∞ 10.32) limR→∞ 1 cos x dx also exists and so 0 sin x dx exists. The verification that this integral 4 exists is left to you.

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

you have noticed there are two sorts of functions. This latter type of function is not so easy to evaluate. Then if x ∈ (a. and the observation that g (c) and h (c) both equal 0.8. (11. 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. In this section. Before presenting it. those which come from a formula like f (x) = x2 + 2 which are easy to evaluate by following a simple procedure.) Proof: Suppose first that n = 0. 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) + . Theorem 11.2 on Page 133.1 Suppose f has n + 1 derivatives on an interval. Define 0! ≡ 1 = 1! and (n + 1)! ≡ (n + 1) n! so that n! = n (n − 1) · · · 1. In particular. 3! = 3 × 2! = 6. (a. 2! = 2. 4! = 4 × 3! = 24.1. k! (n + 1)! (In this formula. Then let n+1 g (x) ≡ f (x) − f (c) − k=1 f (k) (c) k n+2 (x − c) . The following theorem is called Taylor’s theorem. the symbol 0 k=1 ak will denote the number 0.1) . b) . b) and let c ∈ (a. b) . the method of Taylor polynomials is discussed. and those which come as short words. things like ln (x) or sin (x) . f (x) − f (c) = f (ξ) (x − c) for some ξ between c and x. Theorem 6. etc. By the Cauchy mean value theorem. h (x) = (x − c) k! so g (c) = h (c) = 0.1 Approximation By Taylor Polynomials By now. recall the meaning of n! for n a positive integer.Infinite Series 11. By the 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) . For example. Now assume the theorem holds for n.

Thus ξ 1 is between c and x and this proves the theorem. the resulting polynomial is x− x5 x3 + 3! 5! and the error between this polynomial and sin x must be measured by the remainder term. f (x) = − cos x. 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.2) . Consequently. f (0) = 0. f (x) = cos x. x5 x3 f (6) (ξ) x6 x6 + . (11. etc. f (x) = − sin x.2 Approximate sin x for x in some open interval containing 0.1) 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.258 The induction hypothesis in (11. dividing by (n + 2) (ξ − c) f (x) − f (c) − k=1 n+1 (n+1) (x − c) n+2 . Then for f (x) = sin x. Therefore. 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. Use Taylor’s formula just presented and let c = 0. is called the remainder and this particular form of the remainder is called the Lagrange form of the remainder. Therefore.1. 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. For n = 2 in the above. f (0) = −1. f (0) = 0. etc. (ξ) The term f (n+1)! . f (0) = 1. (n+1) Example 11. sin x − x − ≤ ≤ 3! 5! 6! 6! .

Let pn (x) = a0 + k=1 ak (x − c) .2 Exercises n k 1.5) (. 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. sin x as long as |x| is small but that if |x| gets very large.5) to 3 decimal places and prove your approximation is this good. 1+x 1−x (n) and use it to compute ln 5 to three decimal . no such conclusion can be drawn.11. Find the Taylor polynomials for cos x for x near 0 along with a formula for the remainder. this error is very small but if x is large. Use your approximate polynomial to compute cos (.5) = 6! 46 080 6 so difference between the approximation and sin (. pn (c) = (n) f (c) . you wanted to find sin (. then this requirement is achieved if and only if a0 = f (c) .5) + 3! 5! 3 5 ≤ 1 (.5) − (.5) . 4.2. · · ·.1) the polynomial approximation would be even closer. an = f n!(c) . 3. Find the Taylor polynomials for ln (1 − x) for x near 0. 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) is less than 10−4 . · · ·. pn (c) = f (n) (c) . Show that if you require that pn (c) = f (c) . 5.5) − (. If this is used to find sin (. The above estimate indicates the good approximation holds as long as |x| is small and it quantifies how good the approximation is. Find a Taylor polynomial for ln places. EXERCISES 259 For small x. Find the Taylor polynomials for ln (1 + x) for x near 0. 11. the approximation is lousy. This is illustrated in the following picture. Suppose for example. sin (. 2. Then from the above error estimate. a1 = f (c) .

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

Sometimes they do and sometimes they don’t. · · ·}. rSn = k=0 rk+1 = k=1 rk . This proves the proposition. If the sequence of partial sums is not bounded. the partial ∞ k sums of k=1 (−1) are bounded because they are all either −1 or 0 but the series does not converge. The study of this series depends on simple High school algebra and n Theorem 5. Then n n n+1 Sn = k=0 rk .11.11. Definition 11. it should be clear that infinite sums do not always make sense.13 on Page 107. The partial sums corresponding to this symbol alternate between −1 and 0. There is a very closely related concept called an infinite series which is dealt with in this section.11.3. Therefore. See Theorem 5. From this definition.3.3. In the first case convergence occurs and in the second case. If it does ∞ n not converge.11. people will sometimes write k=m ak < ∞ to denote the case where convergence ∞ occurs and k=m ak = ∞ for the case where divergence occurs.2 Let ak ≥ 0. Let Sn ≡ k=0 rk . As an example. consider k=1 (−1) . It follows the symbol just written is meaningless and the infinite sum diverges. the above proposition shows there are only two alternatives available. then it is not a Cauchy sequence and so it does not converge.1 Infinite Series Of Numbers Basic Considerations Earlier in Definition 5. Proposition 11. .1 Define ∞ n ak ≡ lim k=m n→∞ ak k=m whenever the limit exists and is finite. For ∞ this reason.9 on Page 106. then k=m ak converges and its value equals n n ∞ sup k=m ak : n = m. there is no limit for the sequence of partial sums. the infinite series diverges. This ∞ n series is n=0 r .15 on Page n 107 it follows the sequence of partial sums converges to sup { k=m ak : n = m. In the case where ak ≥ 0. Either the sequence of partial sums is bounded above or it is not bounded above. m + 1. If this ∞ sequence is bounded above. INFINITE SERIES OF NUMBERS 261 11. The sequence { k=m ak }n=m in the above is called the sequence of partial sums. depending on the behavior of the partial ∞ k sums. Proof: It follows { n k=m ∞ ak }n=m n+1 ak diverges.11. is an increasing sequence because n ak − k=m k=m ak = an+1 ≥ 0. m + 1. then by the form of completeness found in Theorem 5. In this case the series is said to converge. One of the most important examples of a convergent series is the geometric series.3. · · · . ∞ k=m When the sequence is not bounded above. it is said to diverge. For example. If it is bounded above. Be very careful you never think this way in the case where it is not true that all ak ≥ 0. Then { k=m ak }n=m is an increasing sequence.1 on Page 103 the notion of limit of a sequence was discussed.3 11.

1−r INFINITE SERIES 1 By Theorem 5.9. Sn = 1 − rn+1 . then ∞ ak = k=m ∞ k=m+j ∞ ak−j ∞ (11.11.3.262 Therefore. diverges if |r| ≥ 1. Theorem 11. the limit clearly does not exist because Sn fails to be a Cauchy sequence (Why?).11.6 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 . the last sum equals +∞ if the partial sums are not bounded above. the following holds. Theorem 11. To establish (11. subtracting the second equation from the first yields (1 − r) Sn = 1 − rn+1 and so a formula for Sn is available. Proof: The above theorem is really only a restatement of Theorem 5. from the triangle inequality. if r = 1.3 The geometric series.11.5) ak ≤ k=m k=m |ak | where in the last inequality.3) xak + ybk = x k=m ∞ k=m ∞ ak + y k=m bk (11. ∞ k=m ∞ n n=0 r converges and equals 1 1−r if |r| < 1 and If the series do converge.4 If ak and ∞ ∞ k=m bk both converge and x. Thus ∞ n n+j ∞ ak = lim k=m n→∞ ak = lim k=m n→∞ ak−j = k=m+j k=m+j ak−j .4). y are numbers.3. use Theorem 5.4) (11.5) follows from the observation that. limn→∞ Sn = 1−r in the case when |r| < 1. Formula (11. n ∞ ak ≤ k=m k=m n |ak | ∞ and so ∞ ak = lim k=m n→∞ ak ≤ k=m k=m |ak | . .6 on Page 104 and the above definitions of infinite series. Now if |r| ≥ 1. In fact. This shows the following.

By the definition of infinite series. this shows the infinite sum converges as claimed.6) Proof: Suppose first that the series converges. the above theorem is really another version of the completeness axiom. then ∞ k=m ak converges if and only if for all ε > 0.8 If ∞ k=m ak converges absolutely. (11. k=m ak converges and this proves the theorem. k=p n ∞ (11.6. Theorem 11.3. INFINITE SERIES OF NUMBERS Example 11. If the series does converge but does not converge absolutely. q |ak | < ε.3. q q ε> k=p ∞ |ak | ≥ k=p ak . Definition 11. Then { k=m ak }n=m is a Cauchy sequence by Theorem 5. then it converges.6 The sum such that if q ≥ p ≥ nε . there exists nε q ak < ε.3. Thus its validity implies completeness.3. from the triangle inequality. k=p Therefore. there exists nε such that whenever q ≥ p ≥ nε . ∞ n=0 5 6 + n n 2 3 = 5 = 5 1 1 +6 n 2 3n n=0 n=0 1 1 +6 = 19. there exists nε > m such that if q ≥ p − 1 ≥ nε > m. Proof: Let ε > 0 be given.11. by the completeness axiom.3.3.7) it follows upon letting p be replaced with ∞ n p + 1 that { k=m ak }n=m is a Cauchy sequence and so.6) holds. then it is said to converge conditionally.13 on Page 107.7 A series ∞ ak k=m is said to converge absolutely if ∞ |ak | k=m converges. . In fact. Therefore. it converges.11.7) Next suppose (11. Theorem 11. Then from (11.3.3. By Theorem 11. q p−1 q ak − k=m k=m ak = k=p ak < ε.6. You might try to show this.5 Find ∞ n=0 5 2n 263 . + 6 3n From the above theorem and Theorem 11.3. Then by assumption and Theorem 11. 1 − (1/2) 1 − (1/3) ∞ ∞ The following criterion is useful in checking convergence.

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.9 (comparison test) Suppose {an } and {bn } are sequences of non negative real numbers and suppose for all n sufficiently large. then ∞ n=m an converges. . The second claim is left as an exercise. bn > 0 and suppose for all n large enough. ∞ 1 n=1 n2 .3.3.3. Proof: Let n∗ be such that n ≥ n∗ . If ∞ n=k bn ∞ n=k converges.11 Let an . then an an > a and <b bn bn and so for all such n. Theorem 11. diverges. 1 1 ≤ . This is considered next. Example 11. From the assumption there exists n∗ such that n∗ > max (k. abn < an < bbn and so the conclusion follows from the comparison test. then ∞ n=m bn Proof: Consider the first claim. n=k ≤ n=m p ∞ an + Thus the sequence. If 2. m) and for all n ≥ n∗ bn ≥ an . Then if p ≥ n∗ . p n∗ k an n=m ≤ n=m n∗ an + n=n∗ +1 ∞ bn bn . Example 11. it converges by completeness.3.10 Determine the convergence of For n > 1. bn bn bn converge or diverge together. Then 1.{ n=m an }p=m is bounded above and increasing. Therefore. letting an = n2 and bn = n(n−1) A convenient way to implement the comparison test is to use the limit comparison test. an diverges.12 Determine the convergence of ∞ 1 √ k=1 n4 +2n+7 .264 INFINITE SERIES Theorem 11. an ≤ bn . 0<a< Then an and an an ≤ < b < ∞.

the last series above is a geometric series having common ratio less than 1 and so it converges.10. √ reasoning that 1/ n4 + 2n + 7 is a lot like 1/n2 for large n. You see. . Then.10. Example 11. To really exploit this limit comparison test. Suppose the claim is true for n. an . Therefore. Theorem 11. In particular.3. It follows ∞ that the p series converges if p > 1 and diverges if p ≤ 1. Compare with the series of Example 11. INFINITE SERIES OF NUMBERS 265 This series converges by the limit comparison test.3. Then a2n = ∞ 1 n . How did I know what to √ √ compare with? I noticed that n4 + 2n + 7 is essentially like n4 = n2 for large enough n. since 2n+1 − 2n = 2n . some which converge and some which do not. it is still a geometric series but in this case the common ratio is either 1 or greater than 1 so the series diverges.13 Let an ≥ 0 and suppose the terms of the sequence {an } are decreasing. are decreasing. If p > 1. Proof: This follows from the inequality of the following claim. If p ≤ 1. √ 1 n4 + 2n + 7 n2 lim = lim n→∞ √ n→∞ 1 n2 n4 +2n+7 = n→∞ lim 1+ 7 2 + 4 = 1. Then ∞ ∞ an and n=1 n=0 2n a2n converge or diverge together. the higher order term.11. n4 dominates the other terms in n4 + 2n + 7. Claim: n n 2 n 2k a2k−1 ≥ k=1 k=1 ak ≥ k=0 2k−1 a2k . Let an = 1 np .3. 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. n=1 n−1 diverges ∞ −2 while n=1 n converges. the series converges 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 . Thus an ≥ an+1 for all n.3.3.14 Determine the convergence of These are called the p series. The tool for obtaining these examples here will be the following wonderful theorem known as the Cauchy condensation test. 3 n n Therefore. it was easy to see what to compare with. where p is a positive number. Proof of the Claim: Note the claim is true for n = 1. Of course this is not always easy and there is room for acquiring skill through practice. and the terms. it is desirable to get lots of examples of series.

3. The following picture is descriptive of the situation. INFINITE SERIES n→∞ =1 and so this series diverges with ∞ 1 k=1 k .16 Determine the convergence of Use the Cauchy condensation test. but because of cancellation taking place between positive and negative terms. then limn→∞ an = 0.3.3. you cannot conclude the series converges if limn→∞ an = 0. Example 11.2 More Tests For Convergence So far.6.6 to conclude that n n→∞ lim an = lim n→∞ ak = 0. k=n It is very important to observe that this theorem goes only in one direction. The nth term test gives such a condition which is sufficient for this. lim 1 n 1 √ n2 +100n ∞ 1 √ k=1 n2 +100n . Sometimes it is good to be able to say a series does not converge. a series converges. If this happens.3. It is really a corollary of Theorem 11. Theorem 11. Recall limn→∞ n−1 = 0 but n=1 n−1 diverges.3. 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. you don’t ∞ know anything from this information.15 Determine the convergence of Use the limit comparison test. Let {an } and {bn } be sequences and let n An ≡ k=1 ak . lim an = 0 an converges an = n−1 11. the tests for convergence have been applied to non negative terms only. ∞ 1 k=2 k ln k .266 Example 11. A discussion of this involves some simple algebra.3. Proof: Apply Theorem 11. not because the terms of the series get small fast enough. That is.17 If ∞ n=m an converges. . A−1 ≡ A0 ≡ 0.

this last expression is small whenever p and q are sufficiently large.18 (Dirichlet’s test) Suppose An is bounded and limn→∞ bn = 0. Then ∞ an bn n=1 converges.3. |an | n→∞ Then   diverges if r > 1 converges absolutely if r < 1 . This proves the theorem. 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. It is just like integration by parts. Theorem 11. The following corollary is known as the alternating series test.3.3. letting |An | ≤ C. with bn ≥ bn+1 . with bn ≥ bn+1 . Corollary 11. This is discussed next.19 If limn→∞ bn = 0.3. then 0< where r < R < 1. Proof: This follows quickly from Theorem 11.11. Theorem 11. Indeed. an  n=1 test fails if r = 1 ∞ Proof: Suppose r < 1.3.6. and using the partial summation formula above along with the assumption that the bn are decreasing. then ∞ n=1 (−1) bn converges. Then there exists n1 such that if n ≥ n1 . n A favorite test for convergence is the ratio test. Then |an+1 | < R |an | an+1 <R an . 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.20 Suppose |an | > 0 for all n and suppose lim |an+1 | = r.

Say this holds n |an | < R.21. Therefore. |an1 +p | < R |an1 +p−1 | < R2 |an1 +p−2 | < · · · < Rp |an1 | INFINITE SERIES (11. This proves the convergence part of the theorem. The next test.3. Corollary 11. for such n. then |am | < Rm−n1 |an1 | .22 Suppose limn→∞ |an | exists and equals r. r = 1.8) can be turned around for some R > 1. 1/n < R < 1 for all n sufficiently large.21 Suppose |an | 1/n < R < 1 for all n sufficiently large. Then ∞ an converges absolutely. n=1 Proof: Suppose first that |an | for all n ≥ nR . Then for those values of n. 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 11.3. consider the two series n=1 n and n=1 n2 both of which have r = 1 but having different convergence properties. The first series diverges while the second one converges but in both cases. One reason for this is the assumption that an > 0.9) . 1/n Next suppose |an | ≥ 1 for infinitely many values of n. it follows the series diverges.3.8) and so if m > n. necessitated by the need to divide by an . |an | ≤ Rn and so the comparison test with a geometric series applies and gives absolute convergence as claimed. Theorem 11. Therefore. To see the test fails if r = 1. n=1 If there are infinitely many values of n such that |an | ∞ 1/n ≥ 1.3. Since the nth term fails to converge to 0. and the other reason is the possibility that the limit might not exist. Showing limn→∞ |an | = ∞. note that if r > 1. called the root test removes both of these objections.) The ratio test is very useful for many different examples but it is somewhat unsatisfactory mathematically.268 for all such n. (Be sure to check this last claim. then an diverges. consider n−1 and n−2 . k! (11. To verify the divergence part. By the comparison test and the theorem on geometric series.23 Show that for all x ∈ R. then (11. |an | ≥ 1 and so the series fails to converge by the nth term test. To see the test fails ∞ ∞ 1 1 if r = 1. Then for such n. ∞ 1/n ex = k=0 xk . |an | converges. Example 11.

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| < ∞. It is placed here just to prove conclusively there is a question which needs to be considered. 11. Here is an example. first sum on j yielding something which depends on k and then sum these. You can always write M N N M ajk = k=m j=m j=m k=m ajk because addition is commutative. In general. 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  .9) holds. In other words. However. limits foul up algebra and also introduce things which are counter intuitive.10) it follows (11. 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. .11. you may not do it without agonizing over the question. This example is a little technical. The major consideration for these double series is the question of when ∞ ∞ ∞ ∞ ajk = k=m j=m j=m k=m ajk . lim eξn xn+1 = 0. A general rule of thumb is this: If something involves changing the order in which two limits are taken. (n + 1)! n→∞ Therefore.3. (n + 1)! n+1 Therefore.10) = k=0 xk xn+1 + eξ n k! (n + 1)! where |ξ n | ≤ |x| . there are limits involved with infinite sums and the interchange in order of summation involves taking limits in a different order. Therefore. the nth term converges to zero by the nth term test and so for each x ∈ R. INFINITE SERIES OF NUMBERS By Taylor’s theorem ex = 1+x+ n 269 xn+1 x2 xn +···+ + eξn 2! n! (n + 1)! (11.3. In other words.

First. and ∞ n=1 amn = 0 amn = b + a + c m=1 n=1 and so the two sums are different. some notation should be discussed. b. 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 . You see ann = 0 for all n. and c. Moreover. n=1 m=1 Next observe that if m > 2. ∞ ∞ ∞ n=1 amn = a + c if m = 2. This example in no way violates the commutative law of addition which has nothing to do with limits. amn = c for (m. However. ∞ ∞ m=1 ∞ amn = b − c if n = 2 and if n > 2. An infinite sum always involves a limit and this illustrates why you must always remember this. and amn = −c for all (m. j. then you can always interchange the order of summation. as indicated above. it turns out that if aij ≥ 0 for all i. This is shown next and is based on the following lemma. ∞ m=1 amn = a if n = 1. a21 = a.3. limits are taken in two different orders. n) where m. a12 = b. amn = a + b − c. It happens because.24 Consider the following picture which depicts some of the ordered pairs (m. n) on the line y = 1 + x whenever m > 1. Therefore. ∞ n=1 amn = b if m = 1. n are positive integers. Don’t become upset by this. Then Therefore. you can get an example for any two different numbers desired. you can see that by assigning different values of a. ∞ m=1 amn = 0.270 INFINITE SERIES Example 11. . n) on the line y = x − 1 whenever m > 2.

a∈A b∈B b∈B a∈A Repeat the same argument interchanging a and b. b) = sup sup f (a. f (a. ∞. or −∞.3. Am > a. ∞]. Lemma 11.27 If {An } is an increasing sequence in [−∞. b) means sup (Sb ) where Sb ≡ {f (a. there exists n such that An > a. Since {Ak } is increasing. b) ≤ sup sup f (a. sup sup f (a.3. it follows if m > n. b) ∈ [−∞. The symbol. b) ≤ supb∈B supa∈A f (a. But this is what is meant by limn→∞ An = ∞.3. The following is the fundamental result on double sums. Then sup sup f (a. Proof: First note there is no trouble in defining these sums because the aij are all nonnegative. to get the conclusion of the lemma. Unlike limits. Therefore. a∈A b∈B b∈B a∈A Proof: Note that for all a. In the first case.28 Let aij ≥ 0. +∞ is interpreted as a point out at the end of the number line which is larger than every real number. .3. b) . −∞ is interpreted similarly. b) ≤ supb∈B supa∈A f (a. for all a. then r − ε < An ≤ Am ≤ r and so limn→∞ An = r as claimed. it only diverges to ∞ and so ∞ is the value of the sum. b). ∞ ∞ ∞ 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. Lemma 11. b) ∈ [−∞. Theorem 11. you can take the sup in different orders.26 Let f (a. b) and therefore. then if a is a real number. Then ∞ i=1 ∞ j=1 aij = ∞ j=1 ∞ i=1 aij . there exists n such that An ∈ (r − ε. suppose r < ∞.25 Let f (a. r].11. m n Therefore. Next note that ∞ ∞ ∞ n aij ≥ sup j=r i=r n j=r i=r n aij because for all j. b) is either a number. An = −∞ for all n and so limn→∞ An = −∞. b) : a ∈ A} . b. INFINITE SERIES OF NUMBERS 271 Definition 11. then sup {An } = limn→∞ An . In the case where r = ∞. supb∈B f (a. ∞] for a ∈ A and b ∈ B where A. That is why it is called ∞. But in this case.3. The other case is that r = −∞. The symbol. b) . Since {An } is increasing. Of course there is no such number. ∞] for a ∈ A and b ∈ B where A. B are sets which means that f (a. Then letting ε > 0 be given. ∞ aij ≥ i=r i=r n aij . Proof: Let sup ({An : n ∈ N}) = r. Then supa∈A f (a. If a sum diverges. B are sets. it follows that if m > n.

3. 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 11.272 Theorem 11.8 again. Definition 11.3. ∞ ∞ aij . For n ≥ r. Also. define ak bn−k+r . for each j. ∞ i=r |aij | ∞ j=r aij ∞ < ∞ and for each i.3.3.29 Let aij be a number and suppose ∞ ∞ INFINITE SERIES |aij | < ∞ . i=r aij . .30 Let ∞ i=r ai and cn ≡ ∞ i=r bi n be two series. Therefore. j=r i=r i=r j=r aij both exist.3.8 both converge. by Theorem 11. k=r The series ∞ n=r cn is called the Cauchy product of the two series. j=r |aij | < ∞. Proof: By Theorem 11.3. One of the most important applications of this theorem is to the problem of multiplication of series. Note 0 ≤ (|aij | + aij ) ≤ |aij | . every i. It only remains to verify they are equal. 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. By Theorem 11.4 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.3. ∞ on Page 263. This proves the theorem.28 and Theorem 11.28 ∞ ∞ ∞ ∞ |aij | = j=r i=r i=r j=r |aij | < ∞ ∞ Therefore.

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. it is only necessary to assume one of the series converges and the other converges absolutely.31 Suppose ∞ i=r ∞ ai and  ai  ∞ j=r bj ∞ j=r both converge absolutely1 . Theorem 11. m=r |ak | Therefore.3. This is known as Merten’s theorem and may be read in the 1974 book by Apostol listed in the bibliography. Formally write the following in the case r = 0: (a0 + a1 + a2 + a3 · ··) (b0 + b1 + b2 + b3 · ··) and start multiplying in the usual way. 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. Therefore. it is necessary to prove a theorem. by Theorem 11. k=r Proof: Let pnk = 1 if r ≤ k ≤ n and pnk = 0 if k > n.3. 1. The following is a special case of Merten’s theorem. INFINITE SERIES OF NUMBERS 273 It isn’t hard to see where this comes from. Then ∞  bj  = n=r cn i=r where cn = n ak bn−k+r .11. Then ∞ cn = k=r pnk ak bn−k+r .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. Also. 2. . ···. ∞ ∞ ∞ ∞ 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 | < ∞.3.

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

. Suppose f is a nonnegative continuous decreasing function defined on [1. For 1 ≥ x ≥ 0.11. Define f (x) ≡ (1 − x) − 1 + px and show that f (0) = 0 while f (x) ≥ 0 for all x ∈ (0. bk > 1. Determine the convergence of the series 16. Definition 11.5 Taylor Series Earlier Taylor polynomials were used to approximate known functions such as sin x and ln (1 + x) . 11. k0 such that bk0 > 1 and for all k ≥ k0 the given inequality above holds. it follows that k=1 ak converges absolutely. This test says the following. Suppose there exists a constant. ∞ This is called the integral test. Use this test to verify convergence of k=1 k1 whenever α α > 1 and divergence whenever α ≤ 1. determine the convergence of of p. Verify Theorem 11. Thus |ak | ≤ C/bp = C/ (k − 1 + C) .5. C and a number p such that ak+1 p ≤1− ak k+C for all k large enough. ∞). 1 f (t) dt and the sum k=1 f (k) converge or diverge together. The expression. ∞ ∞ ak (x − a) k=0 k (11. A much more exciting idea is to use infinite series of known functions as definitions of possibly new functions. 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 . 15. 3−k . Show the ∞ ∞ improper integral.1 Let {ak }k=0 be a sequence of numbers. and p ≥ 1. 12. 14. 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 . Using the result of Problem 10 establish Raabe’s Test.5. TAYLOR SERIES p 275 10. show that (1 − x) ≥ 1 − px. an interesting variation on the ratio test. Consider the series ∞ ∞ k=0 n p (−1) n √1 to write .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 . 1) . Hint: This can be done using p the mean value theorem from calculus. Then if p > 1. Now conclude that there exists an integer. k k Now use comparison theorems and the p series to obtain the conclusion of the theorem.3. 2−k and ∞ k=0 11. Hint: Let bk ≡ k − 1 + C and note that for all k large enough.11) is called a Taylor series centered at a. This is also called a power series centered at a. n+1 Show this series converges and so it makes sense 13. For p a positive number.

5. ∞ k Theorem 11.22. r fails to be an upper bound to {|y − a| : y ∈ D} and so the Taylor series must diverge as claimed. much can be said about such functions. the following fundamental theorem is obtained. ∞ k Now suppose |x − a| > r. lim |x| n n 1/n ∞ xn n=1 n .2 Suppose z ∈ D. Then if |x − a| < |z − a| . The nth term test implies n→∞ lim |an | |z − a| = 0 n n and so for all n large enough. define a new function. Determining which points of {x : |x − a| = r} are in D requires the use of specific convergence tests and can be quite hard. Then there exists r ≤ ∞ such that the Taylor series converges absolutely if |x − a| < r. by the above lemma k=0 |ak | |x − a| converges and this proves the first part of this theorem. However. With this lemma. |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 . 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. if |x − a| > r. one which has no name. Nevertheless. ∞ k the series k=0 |ak | |x − a| converges. so for such n. Lemma 11. n→∞ |x| = lim √ = |x| n→∞ n n . If k=0 ak (x − a) converges then by the above lemma. x is a variable. the Taylor series diverges.3.276 INFINITE SERIES In the above definition. f defined on D as ∞ f (x) ≡ k=0 ak (x − a) . the determination of r tends to be pretty easy. Defining. This proves the theorem. D to be the set of all values of x such that the resulting series does converge. k This might be a totally new function. Proof: Let 1 > r = |x − a| / |z − a| . Then if |x − a| < r. then x ∈ D also and furthermore. k=0 |ak | |x − a| converges by comparison with the geometric series. it follows there exists z ∈ D such that |z − a| > |x − a| since otherwise. In fact |x − a| would then be an upper bound to {|y − a| : y ∈ D} .3 Let k=0 ak (x − a) be a Taylor series. ∞ k Therefore. Thus you can put in various values of x and ask whether the resulting series of numbers converges.4 Find the interval of convergence of the Taylor series Use Corollary 11. Example 11. From now on D will be referred to as the interval of convergence and r of the above theorem as the radius of convergence. n n Therefore. Proof: Let r ≡ sup {|y − a| : y ∈ D} .5.5. r wouldn’t be as defined.

5. The following theorem says one can differentiate power series in the most natural way on the interval of convergence. Consequently.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. for n large enough. The following is special and pertains to power series.5. just as you would differentiate a polynomial. 11. Theorem 11. r = 1/e. TAYLOR SERIES 277 √ because limn→∞ n n = 1 and so if |x| < 1 the series converges. 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. Example 11.11.5 Find the radius of convergence of ∞ nn n n=1 n! x . but it is a serious mistake to think this. The endpoints require ∞ 1 special attention.12) for |x − a| < r.1 Operations On Power Series It is desirable to be able to differentiate. the series converges because it reduces to n=1 n and the alternating series test applies and gives convergence. . At the ∞ (−1)n other endpoint. Proof: First it will be shown that the series on the right in (11.5.13) has the same radius of convergence as the original series. Then n→∞ lim |an | |y − a| ∞ n−1 = lim |an | |y − a| = 0 n→∞ n n because |an | |y − a| < ∞ n=0 and so. in this case. It is another example of the interchange of two limits.5. integrate. however. the derived series. th Apply the ratio test. the limit involved in taking the derivative and the limit of the sequence of finite sums. 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. |an | |y − a| n−1 < 1. has radius of convergence equal to r. and multiply power series. This theorem may seem obvious. Then ∞ ∞ f (x) = n=0 an n (x − a) n−1 = n=1 an n (x − a) n−1 (11. When x = 1 the series diverges because it reduces to n=1 n .13) and this new differentiated power series.

r) . Let |x − a| < r and let r1 < r be close enough to r that x ∈ (a − r1 . Therefore. a + r1 ) ⊆ [a − r1 . 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 remains to verify the assertion about the derivative. Thus.278 Therefore. |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. it follows both x and y are in [a − r1 . a + r1 ] ⊆ (a − r.14) Letting y be close enough to x. n=0 n=0 ∞ n |an | r2 < ∞ ∞ n−1 (11. 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. a + r1 ] .16) where wn is between zn and x − a. ∞ n |an | r1 . On the other hand. a + r1 ] . Therefore. the radius of convergence of the derived series is at least as large as that of the original series. f (y) − f (x) y−x ∞ = n=0 ∞ an (y − x) n−1 an nzn n=1 −1 [(y − a) − (x − a) ] (11. ∞ n−1 ∞ n−1 if n=1 |an | n |x − a| converges then by the comparison test. Thus wn is between x − a and y − a and so wn + a ∈ [a − r1 . letting r2 ∈ (r1 . for large enough n. By the comparison test. Then considering the difference quotient. a + r) . it follows n=1 an n (x − a) converges absolutely for any x satisfying |x − a| < r.15) n n = where the last equation follows from the mean value theorem and zn is some point between x − a and y − a.

.17) Then an = (11. Now let x = a and obtain that f (a) = a1 = f (a) /1!. f (a) = a0 ≡ f (0) (a) /0!. Therefore. Continuing this way proves the corollary. Next use Theorem 11.18) Proof: From (11. From Theorem 11. Corollary 11.11. 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.5.6. from (11. Therefore.13) follows. This proves the theorem. ∞ ∞ f (x) = n=1 an n (x − a) n−1 = a1 + n=2 an n (x − a) n−1 .5. for such n. there exists a constant. n−2 |an | r2 r1 r2 n−2 < 1 for all n large enough. f (n) (a) . TAYLOR SERIES which implies |wn | ≤ r1 . The first sum on the right in (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) . n! n (11.6 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!. it is possible to characterize the coefficients of a Taylor series.5.5.14).16) f (y) − f (x) n−1 − an n (x − a) ≤ C |y − x| .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. C independent of y such that ∞ n−2 |an | n (n − 1) r1 = C < ∞ n=2 Consequently. y−x n=1 Taking the limit as y → x (11. As an immediate corollary.17).

9 Find the sum ∞ k=1 k2−k . f − cos (x) etc. First consider f (x) = sin (x) . from Taylor’s formula. by the nth term test limn→∞ n = 0. ∞ n=0 ∞ f (2n+2) (ξ n ) <∞ (2n + 2)! f (2n+2) (ξ n ) (2n+2)! also. ≤ (2n + 2)! (2n + 2)! By the ratio test. Theorem 11.5.280 INFINITE SERIES This also shows the coefficients of a Taylor series are unique.8 Find the power series for sin (x) . and cos (x) centered at 0 and give the interval of convergence. That is. f (x) = − sin (x) . By Theorem 11. this equals either ± sin (ξ n ) or ± cos (ξ n ) and so its absolute value is no larger than 1. Thus f (2n+2) (ξ n ) 1 . Therefore.1 on Page 257. Example 11. 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. Furthermore. doing the series term by term and obtain ∞ 2k k x cos (x) = (−1) (2k)! k=0 for all x ∈ R.5. it follows that 1 <∞ (2n + 2)! n=0 and so by the comparison test.1. . then ak = bk for all k. Example 11. Then f (x) = cos (x) . Therefore. 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.6. if ∞ ∞ ak (x − a) = k=0 k=0 k bk (x − a) k for all x in some interval. you can differentiate both sides. ∞ sin (x) = k=0 (−1) k x2k+1 (2k + 1)! for all x ∈ R.5.

However. there is exactly one solution α to the initial value problem in (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 . (1 + x) (11.10 Find a Taylor series for the function (1 + x) centered at 0 valid for |x| < 1. then y is a solution of the following initial value problem.6 to do this.5. such that (1 + x) −α = 0. (11. multiply both sides of the differential equation in (11.5.20). To −α see this. 1−t = k=0 tk if |t| < 1.21) be a solution to (11.20) y = C. y (0) = 1. there must exist a constant. Example 11. However.19). Use Theorem 11. y − α y = 0.11. ∞ 1 From the formula for the sum of a geometric series.6 and the initial value problem. When this is done one obtains d α −α −α (1 + x) y = (1 + x) y − y dx (1 + x) Therefore. TAYLOR SERIES 281 It may not be obvious what this sum equals but with the above theorem it is easy to find.5.19) α α Next it is necessary to observe there is only one solution to this initial value problem. y (0) = 1 and so it must be that C = 1. Differentiate both sides to obtain ∞ (1 − t) whenever |t| < 1. from (11. ∞ 2= k=1 k2−k .19) by (1 + x) . From Theorem 11. The strategy for finding the Taylor series of this function consists of finding a series which solves the initial value problem above. C. the process of finding it will demonstrate its existence.19) and it is y (x) = (1 + x) . ∞ ∞ (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 .5. First note that if y (x) ≡ (1 + x) . Let ∞ y (x) ≡ n=0 an xn (11. Of course it is not known at this time whether such a series exists. Let t = 1/2. The following is a very important example known as the binomial series. Therefore.

Then ∞ (1 + x) = n=0 α α n x . n! n=0 ∞ Furthermore. The above technique is a standard one for obtaining solutions of differential equations and this example illustrates a deficiency in the method. a3 = = α(α−1)(α−2) . the above discussion shows this series solves the initial value problem on its interval of convergence. It only remains to show the radius of convergence of this series α equals 1. 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. it is necessary to take a course in complex analysis. The expression. from (11.282 Changing the order variable of summation in the first sum. use the ratio test. Using the same process. Theorem 11.22) Therefore. Think about this. α(α−1)···(α−n+1) is often denoted as α . these are topics for another course. n+1 (11.5. You may have noticed the prominent role played by geometric series. n There is a very interesting issue related to the above theorem which illustrates the α limitation of power series. a0 = 1.22) again along with this ( α(α−1) )(α−2) 2 information. . In general.11 Let α be a real number and let |x| < 1. a1 = α. 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. With this notation. This is no accident.5. 1) .19) this requires an+1 = an (α − n) . To find the radius of convergence.7 and the initial condition for (11. ∞ ∞ INFINITE SERIES an+1 (n + 1) x + n=0 n=0 n an (n − α) xn = 0 and from Corollary 11.22) and letting n = 0. n! Therefore. the following n! n theorem has been established. To completely understand power series. However. It will then follow that this series equals (1 + x) because of uniqueness of the initial value problem. a2 = α(α−1) . By 2 3 3! now you can spot the pattern. n of these factors an = α (α − 1) · · · (α − n + 1) . 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. Then using (11. our candidate for the Taylor series is y (x) = α (α − 1) · · · (α − n + 1) n x . You can also integrate power series on their interval of convergence.

n Therefore. 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 + · · · .5.14 Find the Taylor series for ex sin x centered at x = 0. This proves the theorem. Theorem 11.3. n=0 n+1 G (y) = n=0 an (y − a) = f (y) = F (y) .6 Proof: Define F (y) ≡ a f (x) dx and G (y) ≡ and the Fundamental theorem of calculus. both positive. ∞ ∞ an (y−a)n+1 .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) .12 Let f (x) = is r > 0. Next consider the problem of multiplying two power series. 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 .3.5.3 both series converge absolutely if |x − a| < r. G (y) − F (y) = C for some constant.5.5. by Theorem 11.5.8 on Page 280. r2 ) . and Example 11.23 on Page 268.13 Let n=0 an (x − a) and n=0 bn (x − a) be two power series having radii of convergence r1 and r2 . Proof: By Theorem 11. This proves the theorem. Using Problems 7 . TAYLOR SERIES Theorem 11. Here is an example. But C = 0 because F (a) − G (a) = 0. By Theorem 11.9 on Page 260 or Example 11. This theorem can be used to find Taylor series which would perhaps be hard to find without it.5. Then if |y − a| < r. Example 11. 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. 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 .11.5. Therefore.

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. there does not appear to be a very simple pattern for the coefficients of the power series for tan x. read the last section of the chapter. the above must be it.15 Find the Taylor series for tan x centered at x = 0. a3 − a1 x3 = 2 2 −1 3 1 1 1 3! x so a3 − 2 = − 6 so a3 = 3 .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. Find k2−k . (In practice this tends to not be very long. 2. 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. . 11. 0 −1 + a2 x2 = 0 so a2 = 0. Lets suppose it has a Taylor series a0 + a1 x + a2 x2 + · · ·. Then   cos x   x4 x2 a0 + a1 x + a2 x2 + · · · 1 − + + · · · =   2 4! x− x3 x5 + +··· . but if it does. Find the radius of convergence of the following. 3! 5! Using the above. a0 = 0. Example 11. 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.) 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. Clearly one can continue in this manner. 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 = 1.5. In fact.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. If you are interested in this issue. as you see. Thus the first several terms of the power series for tan are 1 tan x = x + x3 + · · ·.

n Now show fn (0) = 0 for all n and so fn (0) → 0. y (0) = 1. Therefore.10 to consider the initial value problem y = y. 7. Show also that f (k) (0) = 0 for all ∞ k ∈ N. ex is defined in terms of a power series. Use Show that f (k) (x) exists for all k and for all x. ex ≡ k=0 Theorem 11. x = 0. Let fn (x) ≡ 1 n + x2 1/2 . However. This yields another way to obtain the power series for ex . y (0) = 1. 1 ||x| − fn (x)| ≤ √ . the function. 10. Let the functions.5. this function is very important to those who use modern techniques to study differential equations. Tell where your solution gives a valid description of a solution for the initial value problem. ex+y = ex ey . It even becomes a little questionable whether such strange functions even exist at all. 8. there are enough of them. One needs to consider test functions which have the property they have infinitely many derivatives but vanish outside of some interval.11. Suppose the function. 2 Surprisingly. 4. Thus even though fn (x) → f (x) for all x. 9. What is the solution to this initial value problem? 6. y (0) = 0.3. . gn (x) = fn (x) − fn−1 (x) if n > 1. 5. 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. you cannot say that fn (0) → f (0) . Hint: This is a little different but you proceed the same way as in Example 11. fn (x) be given in Problem 9 and consider g1 (x) = f1 (x) . Be sure to check all the hypotheses. Nevertheless. Find the power series centered at 0 for the function 1/ 1 + x2 and give the radius of convergence. it fails to converge to f (x) except at the single point. Show that for all x. 0 if x = 0 ∞ xk k! . However.5. EXERCISES 285 3. Use the power series technique on the initial value problem y + y = 0. they do. Use the power series technique which was applied in Example 11. y (0) = 1. the power series for f (x) is of the form k=0 0xk and it converges for all values of x. and it is this very example which is used to show this.6. The main difference is you have to do two differentiations of the power series instead of one. Define the following function2 : f (x) ≡ 2 e−(1/x ) if x = 0 . Use the power series technique to find solutions in terms of power series to the initial value problem y + xy = 0.10. f (x) ≡ |x| has no derivative at x = 0.31 on Page 273 to show directly the usual law of exponents.

bad can this get? It can be much worse than this. Find the power series for sin x2 by plugging in x2 where ever there is an x in the power series for sin x. We typically don’t have names for them but they are there just the same. k=0 Furthermore. You know 0 t+1 dt = ln |1 + x| . 11. 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. INFINITE SERIES ∞ gk (x) = |x| k=0 and that gk (0) = 0 for all k. Then  ∞ bj  = n=0 cn i=0 where cn = ak bn−k .1 Suppose ∞ i=0 ai and ∞  ai  ∞ j=0 bj ∞ j=0 n both converge absolutely. Find limx→0 tan(sin x)−sin(tan x) 4 . Use this and Theorem 11. Every such function can be written as an infinite sum of polynomials which of course have derivatives at every point. 4 This is a wonderful example.5.5.12 to find the power series for ln |1 + x| centered at 0. n 12. Find the exact value of ∞ n=1 n2 2−n . you can’t differentiate the series term by term and get the right answer3 .31 on Page 273. Thus it is nonsense to differentiate an infinite sum term by term without a theorem of some sort. the version of this theorem which is of interest here is listed below. You know 0 t21 dt = arctan x. Where does this power series converge? Where does it converge to the function. Therefore. . In fact.3. ln |1 + x|? x 14.12 to find the power +1 series for arctan x centered at 0. Do the same as the previous problem for 18. It is hard to find 0 ex dx because you don’t have a convenient antiderivative for the 2 integrand. x7 1 0 1 2 x sin x2 dx. 3 How ∞ n=0 cn converges absolutely. arctan x? 15.286 Show that for all x. Where does this power series converge? Where does it converge to the function. Use this and Theorem 11. Replace ex with an appropriate power series and estimate this integral. 11.7. How do you know this is the power series for sin x2 ? 16. 17. For convenience. You should plug in small values of x using a calculator and see what you get using modern technology. 1 13.7 Some Other Theorems First recall Theorem 11. there are functions which are continuous everywhere and differentiable nowhere. Theorem 11.

if ∞ 2 ai converges absolutely. 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. Then ∞ p ∞ an n=0 = m=0 cmp where cmp ≡ k1 +···+kp =m ak1 · · · akp .2 Define ak1 ak2 · · · akp k1 +···+kp =m as follows. ak1 ak2 · · · akp and then add all these products.28 on Page 271 and letting pnk be as defined there. Theorem 11. SOME OTHER THEOREMS 287 Proof: It only remains to verify the last series converges absolutely.11. form the product. ∞ ∞ 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 | < ∞.3. it follows ∞ ai i=0 = n=0 k1 +k2 =n ak1 ak2 .7.7. from the above theorem. .3 Suppose ∞ n=0 an converges absolutely. It turns out a similar theorem holds for replacing 2 with p. This proves the theorem. Note that n ak an−k = k=0 k1 +k2 =n ak1 ak2 Therefore. The theorem is about multiplying two series. · · ·. kp which have the p property that i=1 ki = m. Consider all ordered lists of nonnegative integers k1 . By Theorem 11. For each such list of integers.

the series. ∞ 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. Therefore. Then if |x − a| < r.5. 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) .7. By the induction hypothesis and the above theorem on the Cauchy product. ∞ p ∞ an (x − a) n=0 n = n=0 bnp (x − a) n where bnp ≡ k1 +···+kp =n ak1 · · · akp . This question is clearly included in the more general question of when ∞ −1 an (x − a) n=0 n . n n=0 k1 +···+kp =n With this theorem it is possible to consider the question raised in Example 11.4 Let ∞ an (x − a) n=0 n be a power series having radius of convergence.15 on Page 284 about the existence of the power series for tan x. r > 0. Now suppose this is true for p and consider ( n=0 an ) . converges absolutely. Corollary 11. This theorem implies the following corollary for power series. the above theorem applies and ∞ an (x − a) .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. ∞ n=0 Proof: Since |x − a| < r.

24) converges absolutely. Suppose also that f (a) = 1.7. Then there exists r1 > 0 and {bn } such that for all |x − a| < r1 . Thus |bnp | ≤ k1 +···+kp =n ∞ ∞ |ck1 | · · · ckp ≡ Bnp and so by Theorem 11. With this lemma. 289 Lemma 11.24) equals ∞ n=0 ∞ ∞ bnp p=0 (x − a) n and so.11.7. there exists r1 > 0 such that if |x − a| < r1 .24) where bnp = k1 +···+kp =n ck1 · · · ckp . bnp (x − a) p=0 n=0 n (11. letting p=0 bnp ≡ bn . 1 = f (x) p=0 By Corollary 11.5 Let f (x) = n=0 an (x − a) . ∞ 1 n = bn (x − a) . Then ∞ an (x − a) n=1 n ≤ n=1 |an | |x − a| < 1 n (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. SOME OTHER THEOREMS has a power series.23) and so from the formula for the sum of a geometric series. the following theorem is easy to obtain. Theorem 11. f (x) n=0 Proof: By continuity.7. this equals ∞ ∞ ∞ ∞ p cn (x − a) n=0 n . Since the series of (11. n=1 n Now pick such an x.7. then ∞ ∞ n |an | |x − a| < 1. this proves the lemma.3. ∞ ∞ 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 (11.3.23) and the formula for the sum of a geometric series.28 on Page 271 implies the series in (11.4. a power series having radius of convergence r > 0. .

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

Part III Vector Valued Functions 291 .

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· · ·. The reason you go to the left is that there is a − sign on the eight. · (2. Recall that R is identified with the points of a line. taking a point in the plane. Rn refers to the collection of ordered lists of n real numbers. You go to the right a distance of 2 and then up a distance of 6.0. · · ·. Similarly. 4) ∈ R3 but (1. R1 = R. xj are called the coordinates. 2. 4) ∈ R3 and (2. The point 0 ≡ (0. you can identify another point in the plane with the ordered pair (−8. In particular. the first entries are not equal. 6) . 3) . Definition 12. you could draw two lines through the point. Conversely. In other words a real number determines where you are on this line. even though the same numbers are involved. 3) · Notice how you can identify a point shown in the plane with the ordered pair. xn ) by the single bold face letter. The numbers. · · ·. xj = yj . one vertical and the 293 . t. 0) : t ∈ R } for t in the ith slot is called the ith coordinate axis. · · ·. Observe that this amounts to identifying a point on this line with a real number. (x1 . Now suppose n = 2 and consider two lines which intersect each other at right angles as shown in the following picture. 0) is called the origin. Go to the left a distance of 8 and then up a distance of 3. · · ·. consider the following definition. xn ) : xj ∈ R for j = 1. yn ) if and only if for all j = 1. Why would anyone be interested in such a thing? First consider the case when n = 1. they don’t match up. 1. (2. 0. 4) because. From this reasoning. every ordered pair determines a unique point in the plane. The set {(0. · · ·. x. 6) 3 2 −8 6 (−8. · · ·. Then from the definition. Look at the number line again. it is conventional to denote (x1 . 2. 1. More precisely. · · ·. xn ) ∈ Rn . When (x1 . Thus (1. · · ·. 4) = (2.7 Define Rn ≡ {(x1 . n. · · ·.Rn The notation. n} . xn ) = (y1 . 0.

depending on whether this number is positive or negative. also called a scalar. 4. It also occurs in numerical analysis when people try to solve hard problems on a computer. and physics being some of them. physiology. Many other examples can be given. the first two coordinates determine a point in a plane. .2) With this definition. · · ·. As another example. (1.1 If x ∈ Rn and a is a number. Sometimes n is very large. Theorem 12. chemistry. Then ax ∈ Rn is defined by ax = a (x1 . you would need to be considering R6 . the algebraic properties satisfy the conclusions of the following theorem. yn ) ≡ (x1 + y1 . (x1 .1) This is known as scalar multiplication. this determines a point in space. xn ) + (y1 . Thus. 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. −5) would mean to determine the point in the plane that goes with (1. w ∈ Rn and α. 12. called scalars. xn + yn ) (12. xn ) ≡ (ax1 . x1 on the horizontal line in the above picture and x2 on the vertical line in the above picture. If the two objects moved around. consider a hot object which is cooling and suppose you want the temperature of this object. Thus you would need to be considering R5 . One is addition and the other is multiplication by numbers. · · ·. He was interested in many different subjects. How many coordinates would be needed? You would need one for the temperature. He also wrote a large book in which he tried to explain the book of Genesis scientifically. This is often the case in applications to business when they are trying to maximize profit subject to constraints. (12. In this case. There are other ways to identify points in space with three numbers but the one presented is the most basic. the following hold. Now suppose n = 3. (real numbers). you would need a time coordinate as well.1 Algebra in Rn There are two algebraic operations done with elements of Rn . 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. such that the point of interest is identified with the ordered pair. In short.1. the coordinates are known as Cartesian coordinates after Descartes1 who invented this idea in the first half of the seventeenth century. Definition 12. I will often not bother to draw a distinction between the point in n dimensional space and its Cartesian coordinates. You can’t stop here and say that you are only interested in n ≤ 3.2 For v. Descartes ended up dying in Sweden. · · ·.1. · · ·. 1 Ren´ e (12. · · ·. 4) and then to go below this plane a distance of 5 to obtain a unique point in space. 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. v + w = w + v. Letting the third component determine how far up or down you go. β scalars. axn ) . x2 ) . three for the position of the point in the object and one more for the time. Therefore. If x. y ∈ Rn then x + y ∈ Rn and is defined by x + y = (x1 .3) Descartes 1596-1650 is often credited with inventing analytic geometry although it seems the ideas were actually known much earlier.294 RN other horizontal and determine unique points. As just explained.

3) (d) (2. Draw a picture of the points in R3 which are determined by the following ordered triples. −2. Compute 5 (1. 1) (c) (−2.5) (12. (a) (1. Draw a picture of the points in R2 which are determined by the following ordered pairs. 2) + (2. EXERCISES the commutative law of addition.9) (12. 3. · · ·.4) (12. · · ·. (a) (1. vn + wn ) = (α (v1 + w1 ) . −2) + 6 (2. αwn ) = αv + αw. 295 (12.3)-(12.2 Exercises 1. αvn + αwn ) = (αv1 .2. consider (12. In the above 0 = (0. (α + β) v =αv+βv. You should verify these properties all hold. 0). 1v = v. 5.8) (12. Does it make sense to write (1. −2. 3. v + 0 = v. the associative law for addition. 2.6) (12. α (βv) = αβ (v) . · · ·. −2) (c) (−2. 1)? Explain. the existence of an additive inverse.12. −2) . 0) (b) (−2. α (vn + wn )) = (αv1 + αw1 . As usual subtraction is defined as x − y ≡ x+ (−y) . the existence of an additive identity.7) α (v + w) = α (v1 + w1 . 2. For example. −5) 4. 7) . Also α (v + w) = αv+αw. αvn ) + (αw1 . 3. · · ·. · · ·.10) 12. 2) (b) (−2. v+ (−v) = 0. 3.10). 1.7) (12. Verify all the properties (12. 2. (v + w) + z = v+ (w + z) . · · ·.

3 Distance in Rn How is distance between two points in Rn defined? Definition 12. r) is defined by B (a. 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. yn ) be two points in Rn . 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. Thus it is the same formula as the above definition except there is only one term in the sum. There the distance between two points. Consider the following picture in the case that n = 2.296 RN 12. y2 ) 2 1/2 (x1 . y3 ) be two points in R3 . (y1 .3. xn ) and y = (y1 . The symbol. Therefore. x2 ) (y1 . What is its length? Note the lengths of the sides of this triangle are |y1 − x1 | and |y2 − x2 | . 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. Now suppose n = 3 and let (x1 . B (a. 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 | . Geometrically. this is the right way to define distance which is seen from the Pythagorean theorem. Thus |x − y| is equal to the distance between these two points on R. r) ≡ {x ∈ Rn : |x − a| < r} . This is called an open ball of radius r centered at a. x2 ) and (y1 . x2 ) There are two points in the plane whose Cartesian coordinates are (x1 . x and y was given by the absolute value of their difference.1 Let x = (x1 . x3 ) and (y1 . x2 . y2 . First of all note this is a generalization of the notion of distance in R. · · ·. y2 ) respectively. Consider the following picture in which one of the solid lines joins the two points and a dotted line joins . · · ·.

2. 6) and b = (2. However.2 Find the distance between the points in R4 . y2 . y2 .3 Describe the points which are at the same distance between (1. y3 ) 297 (y1 . the length of the line joining the points (x1 . by the Pythagorean theorem again. the length of the dotted line joining (x1 .3. Therefore. x2 . x2 . x3 ) to (y1 . x3 ) (y1 . a = (1. y3 ) is just |y3 − x3 | . x2 . 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. DISTANCE IN RN the points (x1 . It won’t be done in this book but sometimes this sort of thing is done. 2 2 2 2 2 . x3 ) and (y1 . One could define the distance to be the length of some other sort of line joining these points. x3 ) .3. This completes the argument that the above definition is reasonable. 3. y2 . x3 ) (x1 . 3) and (0. 2. 2) . Example 12. y2 . 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 . Here is an example. y2 . there is nothing sacred about using straight lines. x3 ) and (y1 . which is again just the distance formula above. In R3 it is customary to denote the first and second components as just described while the third component is called z.12. x3 ) By the Pythagorean theorem. y2 . (y1 . −1. Example 12. x3 ) equals (y1 − x1 ) + (y2 − x2 ) 2 2 1/2 while the length of the line joining (y1 . y2 . x2 . x2 . All this amounts to defining the distance between two points as the length of a straight line joining these two points. Another convention which is usually followed. 1.3. |a − b| = 47. −4. x3 ) and (y1 . 0) Use the distance formula and write |a − b| = (1 − 2) + (2 − 3) + (−4 − (−1)) + (6 − 0) = 47 √ Therefore. especially in R2 and R3 is to denote the first component of a point in R2 by x and the second component by y.

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

Then |x + y| ≤ |x| + |y| . 0) . |x + y| ≤ |x| + |y| and this proves the corollary. This proves the inequality. z0 ) ∈ R3 having radius r consists of all points. 5.12. There are certain properties of the distance which are obvious. z1 ) and prove your theorem using the distance formula. Find an equation for the sphere which is the set of all points that are at a distance of 4 from the point (1. y.4. y0 . 3. (0. EXERCISES 299 as claimed. 4 = 5+3 . The above lemma makes possible a completely algebraic proof of this inequality. y be points of Rn . 0) if this notion of distance is used. 2. Recall that in any triangle the sum of the lengths of two sides is always at least as large as the third side. A sphere centered at the point (x0 . Two of them which follow directly from the definition are |x − y| = |y − x| . (x. y0 . 3) in R3 . y) and (x . 2. (4. A sphere is the set of all points which are at a given distance from a single given point.4 Exercises 1. (3.3. The third fundamental property of distance is known as the triangle inequality. Corollary 12. Write an equation for this sphere in R3 . Draw a picture of the sphere centered at the point. The following corollary is equivalent to this simple statement and this will be more clear in the next chapter. −4) and (2. Suppose the distance between (x. You are given two points in R3 . −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. Show the distance from the point. . z) whose distance to (x0 . Note that 3 = 4+2 . y1 . Obtain a 2 2 theorem which will be valid for general pairs of points. 12. z0 ) equals r. 3. Proof: Using the above lemma. In the next chapter a different proof is given. 4. y ) were defined to equal the larger of the two numbers |x − x | and |y − y | .5 Let x. y. (x. z) and (x1 . 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. |x − y| ≥ 0 and equals 0 only if y = x. 4.

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

then in place of the point slope form above. Lemma 12. b ∈ Rn with a = 0. 6) . 6) . Often t denotes time in applications to Physics.3 Let p and q be two points in Rn . Definition 12. y1 = y2 and so you still obtain the above formula for the line. −4. Definition 12.2 Let a. “the” is there are infinitely many different parametric equations for the same line.5. x = p + t (q − p) . LINES IN RN 301 If x1 = x2 . What happens is this: The line is a set of points but the parametric description gives more information than that. Since the two given points are different. x1 and x2 . . 1] with the direction corresponding to increasing t. The directed line segment from → p to q. → Think of − as an arrow whose point is on q and whose base is at p as shown in the pq following picture. 0) + t (1. p  0     q This line segment is a part of a line from the above Definition.5. Proof: Let x1 = b and let x2 − x1 = a so that x2 = x1 . Note this definition agrees with the usual notion of a line in two dimensions and so this is consistent with earlier concepts. This proves the lemma. x1 and x2 is the collection of points of the form x = x1 + t x2 − x1 where t ∈ R. Then x = ta + b. p = q. 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. It tells us how the set of points are obtained.1 A line in Rn containing the two different points. is a line. y. −6. The reason for the word. z) = (1. denoted by − is defined to be the collection of points. Use the definition of a line given above to write (x. To see this replace t with 3s. pq. t ∈ R.4 Find a parametric equation for the line through the points (1. Then you obtain a parametric equation for the same line because the same set of points are obtained.5. Then ta + b = x1 + t x2 − x1 and so x = ta + b is a line containing the two different points. 0) and (2.5. 2. The difference is they are obtained from different values of the parameter. 2. t ∈ [0. rather than the word. Example 12.12. This is known as a parametric equation and the variable t is called the parameter. the following is the definition of a line in Rn . Because of this. Obviously. “a”.5. t ∈ R. x = x1 .

The two given points are known as the focus points of the ellipse. 4. 0)| = r is known as an ellipse. 2 sin (t)) where t ∈ [0.7 Open And Closed Sets Eventually. y) − (−a. consider the following picture.6 Exercises 1. y) ∈ R2 : |(x. This is because an open set. C. y) − (x2 . This is a nice exercise in messy 2. 3. 0)| + |(x. 2π] . Definition 12. 12. The set of points described by (x. if U is any subset of Rn . More generally. x−A 2 α 2 + y β = 1. there exists r > 0 such that B (x. It describe a type of subset of Rn with the property that if x is in this set. Thus you want all points. of Rn is called a closed set if Rn \ C is an open set. r) U You see in this picture how the edges are dotted. Definition 12. 4.1 Let U ⊆ Rn . 3.302 RN 12. (x. 1) . surely there should be something called a closed set and here is the definition of one. y2 ) be two points in R2 .7. Describe the set of points encountered as t changes. The next definition will end up being quite important. r > 2a. Let (x1 . 5) and (−2. y) − (x1 . Simplify this to the form algebra. 0) in R2 and a number. y1 )| = |(x. (−a. y) − (a. y) such that |(x. can not include the edges or the set would fail to be open. For example. x ∈ U is an interior point of U if there exists r > 0 such that x ∈ B (x. Let (x. U is an open set if whenever x ∈ U. If there is something called an open set. To illustrate this definition. consider what would happen . r) ⊆ U. Suppose you are given two points. one must consider functions which are defined on subsets of Rn and their properties. y. y2 )| . 0) and (a.2 A subset. z) = (2 cos (t) . Give a simple description using the distance formula of the perpendicular bisector of the line segment joining these two points. y) = (2 cos (t) . 5. r) ⊆ U. Let (x. Find a parametric equation for the line through the points (2.7. 3. Describe the set of points encountered as t changes. t) where t ∈ R. In other words U is an open set exactly when every point of U is an interior point of U . then so is y whenever y is close enough to x. qx B(x. y1 ) and (x2 . 0. 2 sin (t) .

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

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

t) ∈ B ((x. The point in Rn . bm+n ] . / m If C is bounded. Then from Definition 12. t ∈ [0. Therefore. ¢ ¢  . It has two essential ingredients. ¢  ¢ ¢ ¢¢  ¢  ¢ ¢ ¢ ¢ Because of this fact that only direction and magnitude are important. 3. r) . r) which is contained in Rm \ C. Subtract p from all these points to obtain the directed line segment consisting of the points 0 + t (q − p) .3 that pq p + t (q − p) where t ∈ [0. Suppose therefore. how hard you push and the direction you push. 12. see the following picture. 12. 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. it is always possible → to put a vector in a certain particularly simple form. bi ] and this establishes the last part of this theorem.8. y) . Consider B ((x. there exists r > 0 such that / B (x.9 Vectors Suppose you push on something. it follows that s ∈ B (x. Show the intersection of any two open sets is an open set. If (s. Vectors are used to model this. m+n H ⊆ i=m+1 [ai .5.12. its magnitude and its direction. y) . 0. 1] . at the origin.8 Exercises 1. there exist [ai . What was just described would be called a force vector. → Geometrically. r) ⊆ Rn+m \ (C × H) showing C × H is closed. Therefore. Show carefully that Rn is both open and closed. bm+1 ] . bi ] such that C ⊆ i=1 [ai . bi ] for intervals [am+1 . 2. For example. the arrow. q − p. and the same magnitude (length). − was slid so it points in the same direction and the base is pq. What is important? There are really two things which are important. r) . [am+n . EXERCISES 305 point of C ×H. will represent the vector. r) ⊆ Rm \ C. Let − be a directed line segment or pq − consists of the points of the form → vector. the direction in which the arrows point. C × H ⊆ m+n i=1 [ai . B ((x. Since C is closed. y) . · · ·. 1] . Show that every open set in Rn is the union of open balls contained in it. A similar argument holds if y ∈ H. bi ] and if H is bounded. that x ∈ C.

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

· · ·. How can one obtain this geometrically? Consider the − → directed line segment.9. The point of this slid vector. j for e2 . · · ·. Given a vector. · · ·. an + bn ) . 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. vn ) Then u + v = (u1 + v1 . Now here are some applications of vector addition to some problems. Also. 0u and then. u + v. th Then the vector. This is exactly what is obtained when the vectors. In other words. determines u + v.12.1 There are three ropes attached to a car and three people pull on these ropes. VECTORS 307 The direction of ei is referred to as the ith direction. · · ·. it is standard notation to use i for e1 . v = (a1 . Then it seems physically reasonable that the resultant vector should have a component in the ith direction equal to (ai + bi ) ei . Thus the addition of vectors according to the rules of addition in Rn .9. To illustrate. 0. The first exerts a force of 2i+3j−2k Newtons. a + b = (a1 + b1 . What does addition of vectors mean physically? Suppose two forces are applied to some object. ai . In the case of Rn where n ≤ 3. a involves a component in the i direction. 0) and so this vector gives something possibly nonzero only in the ith direction. 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. follow −− −→ −−− the directed line segment u (u + v) to its end. starting at the end of this directed line segment. · · ·. Example 12. 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 . the second exerts a force of 3i+5j + k . a and b are added. ai ei is the ith component of the vector. un + vn ) . u = (u1 . · · ·. n = i=1 (ai + bi ) ei . 0. an ) . What is the geometric significance of vector addition? Suppose u. An item of notation should be mentioned here. and k for e3 . 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. v are vectors. n v= k=1 a i ei . · · ·. an ) . v = (v1 . Thus ai ei = (0. un ) . ai ei while the component in the ith direction of b is bi ei . Suppose the two vectors are a = k=1 ai ei and b = k=1 bi ei . yields the appropriate vector which duplicates the cumulative effect of all the vectors in the sum. · · ·.

Find the position of this airplane one minute later. A man swims directly toward the opposite shore from the South bank of the river at a speed of 3 miles per hour.2 An airplane flies North East at 100 miles per hour. Here imagine a Cartesian coordinate system in which the third component is altitude and the first and second components are measured on a line from West to East and a line from South to North. The velocity of the swimmer in still water would be 3j while the velocity of the river would be −4i. Therefore. 2. the position vector changes. 3 60 60 Example 12. . Example 12. 1) . Newtons. is the initial position vector of the airplane. After one minute the airplane has moved in the i direction a 1 1 distance of 100 × 60 = 5 kilometer. Therefore. To find the total force add the vectors as described above. Newtons. 1) + 5 1 1 .308 RN Newtons and the third exerts a force of 5i − j+2k. Now using that vector as the hypotenuse of a right triangle √ having equal sides.3 An airplane is traveling at 100i + j + k kilometers per hour and at a certain instant of time its position is (1. T 3 ' 4 You should write these vectors in terms of components. 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. the force in the i direction is 10 Newtons. Write this as a vector. In the j direction it has moved 60 kilometer during this 3 1 same time. Find the total force in the direction of i. The Newton is a unit of force like pounds.9. As it moves.9. while it moves 60 kilometer in the k direction.√ sides should be each of length 100/ 2. the new displacement vector for the airplane is (1. Consider the vector (1. the vector would the √ be 100/ 2i + 100/ 2j. 3 60 60 = 8 121 121 . 2. A picture of this situation follows. 2.9. Therefore. Therefore.            The vector has length 100.4 A certain river is one half mile wide with a current flowing at 4 miles per hour from East to West. 1) . . This gives 10i+7j + k Example 12. the velocity .

where is it after 2 hours? Let North be the direction of the positive y axis and let East be the direction of the positive x axis. A bird flies from its nest 5 km. Will the airplane have enough fuel to arrive at its destination given that it has 63 gallons of fuel? 4. Find the displacement vector from the nest to the telephone pole. A wind is pushing the airplane due east at 40 miles per hour. 5 42 + 32 = 5 miles per hour and so he travels 5 × 1 = 6 miles. Assuming the plane starts at (0.12. Now to find the distance 6 downstream he finds himself. An airplane is flying due north at 150 miles per hour.10. In the situation of 2 suppose the airplane uses 34 gallons of fuel every hour at that air speed and that it needs to fly North a distance of 600 miles. Find the third force. . Three forces are applied to a point which does not move. by the Pythagorean theorem the distance downstream is (5/6) − (1/2) = 2 2 2 miles. What will be the speed of the airplane? 3. Place an xy coordinate system so that the origin is the bird’s nest. In the situation of Problem 1 how many degrees to the West of North should the airplane head in order to fly exactly North. After 1 hour. x and 1/2 are two legs of a right triangle whose hypotenuse equals 5/6 miles. note that if x is this distance. in the direction due southeast and lands atop a telephone pole. the plane starts flying 30◦ East of North. Therefore. EXERCISES 309 of the swimmer is −4i + 3j.10 Exercises 1. How far down the river does he find himself when he has swam across? How far does he end up swimming? 5. What is the velocity of the airplane relative to the ground? What is the component of this velocity in the direction North? 2. Since the component of velocity in the direction across the river is The speed at which he travels is √ 3. The wind blows from West to East at a speed of 50 kilometers per hour and an airplane is heading North West at a speed of 300 Kilometers per hour. A certain river is one half mile wide with a current flowing at 2 miles per hour from East to West. Two of the forces are 2i + j + 3k Newtons and i − 3j + 2k Newtons. A man can swim at 3 miles per hour in still water. It then flies 10 km. 3 12. 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. 8. and the positive x axis points east and the positive y axis points north. A man swims directly toward the opposite shore from the South bank of the river at a speed of 3 miles per hour. in the direction 60◦ north of east where it stops to rest on a tree. 0) . it follows the trip takes 1/6 hour or 10 minutes. A certain river is one half mile wide with a current flowing at 2 miles per hour from East to West. 7.

310 RN .

1. −1) · (0. Proposition 13. 3) .4) follows from the first three and is therefore redundant.1 Let a. α and β will denote scalars and a. Theorem 13.4 The dot product satisfies the inequality |a · b| ≤ |a| |b| .6) Furthermore equality is obtained if and only if one of a or b is a scalar multiple of the other.1. c will denote vectors.Vector Products 13.1) (13. With this definition. there are several important properties satisfied by the dot product. 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. 2.4) (13.3 Find (1. Also be sure you understand that (13.1. In the statement of these properties. also called the scalar product and sometimes the inner product. It is listed here for the sake of convenience. Definition 13. 0. b be two vectors in Rn define a · b as n a·b≡ k=1 ak bk .1 The Dot Product There are two ways of multiplying vectors which are of great importance in applications. 311 .3) (13. The first of these is called the dot product.2) (13.1.5) You should verify these properties.1.2 The dot product satisfies the following properties. (13. Example 13. b. The dot product satisfies a fundamental inequality known as the Cauchy Schwartz inequality. 2.

f (t) ≥ 0 for all t ∈ R. If either vector equals zero. It only remains to verify this is the only way equality can occur. then equality is obtained in (13. The Cauchy Schwartz inequality allows a proof of the triangle inequality for distances in Rn in much the same way as the triangle inequality for the absolute value. This implies that f (t) = 0 2 when t = − a · b/ |b| and so from (13.1) . equality holds in (13.6) equal zero and so the inequality holds in this case.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 .(13. it will be assumed in what follows that b = 0. You should note that the entire argument was based only on the properties of the dot product listed in (13. This proves the theorem.(13. Define a function of t ∈ R f (t) = (a + tb) · (a + tb) .6) whenever one of the vectors is a scalar multiple of the other.4). There are many other instances of these properties besides vectors in Rn . Then by (13. Theorem 13.3). From Theorem 13. a+tb = 0 showing a = −tb.6) so it can be assumed both vectors are non zero and that equality is obtained in (13. − a·b |b| 2 2 2 ≥ 0.1).8) and equality holds if and only if one of the vectors is a nonnegative scalar multiple of the other. b ∈ Rn |a + b| ≤ |a| + |b| (13. This means that whenever something satisfies these properties. the Cauchy Schwartz inequality holds.1. Therefore.2).7). Also from (13.6). 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.7) |b| Multiplying both sides by |b| .2). and (13.5 (Triangle inequality) For a.5).9) . Also ||a| − |b|| ≤ |a − b| (13.312 VECTOR PRODUCTS Proof: First note that if b = 0 both sides of (13. |a| |b| ≥ (a · b) 2 2 which yields (13.4.(13. In particular f (t) ≥ 0 when t = − a · b/ |b| |a| 4 2 2 which implies (13. it follows that for this value of t.1.

|b| − |a| ≤ |b − a| = |a − b| . Therefore. The dot product can be used to determine the included angle between two vectors. THE GEOMETRIC SIGNIFICANCE OF THE DOT PRODUCT Proof : By properties of the dot product and the Cauchy Schwartz inequality.2.10) 13. then that vector equals zero times the other vector and the claim about when equality occurs is verified. This proves the theorem.1 The Geometric Significance Of The Dot Product The Angle Between Two Vectors Given two vectors. 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. Theorem 13. (13. ||a| − |b|| ≤ |a − b| . (13.13. Say b = αa. To get equality in the second inequality above. the included angle is the angle between these two vectors which is less than or equal to 180 degrees.4 implies one of the vectors must be a multiple of the other.11) and either way. a=a−b+b so |a| = |a − b + b| ≤ |a − b| + |b| . This is because ||a| − |b|| equals the left side of either (13. |a| − |b| ≤ |a − b| Similarly. To get the other form of the triangle inequality.11) It follows from (13. consider the following picture.2 13.10) or (13. a and b. 2 2 2 2 2 2 2 2 313 Taking square roots of both sides you obtain (13. B ¨ b¨ e ¨ e ¨¨ θ €€ e a €€ e €€ e e €e q € a − be … e … e . |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) that (13.8).9) holds.10) and (13. it can be assumed both vectors are nonzero. It remains to consider when equality occurs. Therefore.2. If either vector equals zero. To see how to do this. α ≥ 0.1.

√ √ 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. in calculus. the angle between u and the positive x axis equals 30◦ and the angle between v and the positive x axis is -30◦ .12) In words.2 Let u. If the answer is zero. 720 58 26 6 Now the cosine is known. 2 2 2 2 2 2 VECTOR PRODUCTS (13. 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. When you take this dot product you get 2 + 3 − 5 = 0 and so these two are indeed perpendicular.2. Observation 13.12) the cosine of the included angle equals cos θ = √ 9 √ = .1 Find the angle between the vectors 2i + j − k and 3i + 4j + k.76616 = 360 because 360◦ corresponds to 2π 2π radians. 766 16 radians or in terms of degrees. Note this gives a geometric description of the dot product which does not depend explicitly on the coordinates of the vectors.12) u · v = 3 × 4 × cos (60◦ ) = 3 × 4 × 1/2 = 6. θ = . Example 13.3 Two vectors are said to be perpendicular if the included angle is π/2 radians (90◦ ). However.2. you should get used to thinking in terms of radians and not degrees. From the geometric description of the dot product in (13. You can tell if two nonzero vectors are perpendicular by simply taking their dot product. the angle can be determines by solving the equation. Also from the properties of the dot product. |a − b| = (a − b) · (a − b) = |a| + |b| − 2a · b and so comparing the above two formulas. 898◦ . Therefore. . |a − b| = |a| + |b| − 2 |a| |b| cos θ. Find u · v. This will involve using a calculator or a table of trigonometric functions. The answer is θ = . 720 58. 2i + j − k and 1i + 3j + 5k are perpendicular. this means they are are perpendicular because cos θ = 0. from (13. 766 16 × 360 = 43. cos θ = . the dot product of two vectors equals the product of the magnitude of the two vectors multiplied by the cosine of the included angle. This is because all the important calculus formulas are defined in terms of radians.2. Example 13. a · b = |a| |b| cos θ. .4 Determine whether the two vectors. Set up a proportion. Example 13.2.314 By the law of cosines. Recall how this 2π x last computation is done.

keeping the height always three feet and then deposit this weight on another three foot high table. Thus. 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. For example.2 Work And Projections Our first application will be to the concept of work. F on the object would have been negative because in this case. 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. D and the other which is perpendicular can also be explained with no reliance on trigonometry. Definition 13. then the work done by the force. p1 to the point p2 . The reason for such an unusual definition is that even though your arms exerted considerable force on the weight.2. This explains the following definition. y g F⊥ g    $q p F  $$$ 2 $$   $$ X $ θ g$$$ F||   q p1 In this picture the force.2. 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. F is applied to an object which moves on the straight line from p1 to p2 . sweating profusely and exerting all your strength to keep the weight from falling on your feet. you see the magnitude of F|| should equal |F| |cos θ| .13. 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. the work equals |F| |p2 − p1 | cos θ = F· (p2 −p1 ) . There are two vectors shown. the direction of motion was at right angles to the force they exerted. enough to keep it from falling. Thus the work done by a force on an object as the object moves from one point to another is a measure of the extent to which the force contributes to the motion. THE GEOMETRIC SIGNIFICANCE OF THE DOT PRODUCT 315 13.5 Let F be a force acting on an object which moves from the point. This is illustrated in the following picture in the case where the given force contributes to the motion. Only F|| contributes to the work done by F on the object as it moves from p1 to p2 . the force tends to impede the motion from p1 to p2 but in this case.2. one which is parallel to a given vector. F in terms of two vectors. since F|| points in the direction of the vector from p1 to p2 . . Thus from the geometric description of the dot product given above. completely in terms of the algebraic properties of the dot product. 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. From trigonometry. cos θ would also be negative and so it is still the case that the work done would be given by the above formula. The concept of writing a given vector. 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. Then the work done on the object by the given force equals F· (p2 − p1 ) . The physical concept of work does not in any way correspond to the notion of work employed in ordinary conversation.

316

VECTOR PRODUCTS

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

F·D |D|
2

D

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

F⊥ · D = F · D−

F·D

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

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

317

=

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

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

2

b·a |a|
2

a

·
2

b−

b·a |a|
2

a
2 2

= |b| − 2 = |b|
2

(b · a) |a|
2

+
2 2

b·a |a|
2

|a|

1−

(b · a)
2

|a| |b|

= |b|

2

1 − cos2 θ = |b| sin2 (θ)

2

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

13.2.3

The Parabolic Mirror

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

c

Angle of incidence

} Angle of reflection Reflecting surface

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

318

VECTOR PRODUCTS

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

(0, p) r }

c

T Piece of the curved mirror

r (x, y(x))

Tangent to the curved mirror

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

=

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

1 + y (x)

2

.

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

−y (x) (p − y) + x x2 + (y − p)
2

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

1 − tan θ sec2 θ dθ sec θ − tan θ

=

sec θ dθ

= ln |sec θ + tan θ| + C.

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

319

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

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

13.2.4

The Equation Of A Plane

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

320

VECTOR PRODUCTS

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

13.3

Exercises

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

13.4.

THE CROSS PRODUCT

321

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

|a + b| − |a − b|

2

2

.
2

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

13.4

The Cross Product

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

322

VECTOR PRODUCTS

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

y ˆˆˆa ˆˆˆ¢¢ ¨ b ¨ ¨ % ¨

¢

¢

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

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

13.4.

THE CROSS PRODUCT

323

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

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

b

d f h j

+ (−1)

1+3

c

d h

e . i

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

324

VECTOR PRODUCTS

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

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

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

= 3i + 5j + k.

13.4.1

The Distributive Law For The Cross Product

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

c⊥ Tc     θ b

E

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

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

13.4.

THE CROSS PRODUCT

325

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

T a×b

I  f c    d f   r b + c r d  E f b

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

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

and so

326

VECTOR PRODUCTS

13.4.2

Torque

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

¢¢ F ¢ ¢θ¨¨ ¨ ¢ 

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

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

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

13.4.

THE CROSS PRODUCT

327

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

(Rk − R0 ) × gmk u = 0
k=1

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

Rk gmk − R0
k=1 k=1

gmk

×u=0

(13.23)

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

Rk gmk − R0
k=1 k=1

gmk = 0.

dividing by g, and then by

p k=1

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

(13.24)

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

4.4. t ∈ [0. You should consider what happens if you interchange the b with the c or the a with the c. i + 2j − 5k. take the cross product and then take the dot product of this with the third of these vectors. then the collection of all such points is what is meant by the parallelepiped determined by these three vectors.3i + 2j + 3k. 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 (13.3 The Box Product Definition 13. b. s. 1] and form ra+sb + tb. and c consists of {ra+sb + tb : r. s. 1]} . The result will be either the desired volume or minus the desired volume. Therefore. 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. 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.12 Find the volume of the parallelepiped determined by the vectors. i + 3j − 6k. You can see geometrically from drawing pictures that this merely introduces a minus sign. a. r.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. Example 13. the parallelogram determined by the vectors. According to the above discussion. if you pick three numbers. pick any two of these. That is. b] . This expression is known as the box product and is sometimes written as [a.    ¨¨ ¢ ¢   ¨ ¢ ¢   ¨¨ ¨ ¢ ¢   ¢  ¢ ¢  ¢ ¢   ¢ ¢ a × c  ¢ ¢ ¢   ¢ c¢ ¢ ¢   ¢ ¢ ¢   B¢ ¢   ¨¨ ¨¨ ¨ θ ¢  ¨¨b ¨ ¨¨ ¢   ¨ E¨ a You notice the area of the base of the parallelepiped. and t each in [0.11 A parallelepiped determined by the three vectors. The following is a picture of such a thing. (i + 2j − 5k) × (i + 3j − 6k) = = i j k 1 2 −5 1 3 −6 3i + j + k . c.4.

u. and c = (c1 . Show the box product.23) holds for all unit vectors. 3. Now to prove the distributive law. 2. m2 is located at i − 3j + 6k and m3 is located at 2i + j + 3k.3i + 2j + 3k. b. i − 2j − 6k. c2 . m2 is located at i − 2j + k and m3 is located at 4i + j + 3k. c or -1 times the volume of this parallelepiped. Let m1 = 5.5 Exercises 1. Suppose m1 is located at 2i − 3j + k. and m3 = 1 where the masses are in kilograms and the distance is in meters. Can you conclude the volume of the parallelepiped determined from these three vectors will always be an integer? 7.23) holds for u = i. Show that if a × u = 0 for all unit vectors. m2 = 3. This shows the volume of this parallelepiped is 14 cubic units. then a = 0. From the above observation. 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. Find the volume of the parallelepiped determined by the vectors. x· [a× (b + c) − (a × b + a × c)] = 0 for all x. j. b = (b1 .13. k. b3 ) . 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. Find the center of mass of these three masses. 6. c] equals the determinant c1 a1 b1 c2 a2 b2 c3 a3 b3 . What does it mean geometrically if the box product of three vectors gives zero? 8. u. Here is another proof of the distributive law for the cross product. a3 ) . 5. 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. 4. . a2 . show that this implies (13. c3 ) . let x be a vector. [a. Suppose a = (a1 . b. m2 = 1. i − 7j − 5k. Suppose a. If you only assume (13. and m3 = 4 where the masses are in kilograms and the distance is in meters. Let m1 = 2. b. Find the center of mass of these three masses. Suppose m1 is located at 2i − j + k.5. and c are three vectors whose components are all integers. b2 . 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) . Therefore. In particular. 13.

All that is missing is the material about the right hand rule. 0 if i = j With the Kroneker symbol. δ ij ≡ 1 if i = j . . Using Problem 7. 3) . It is desired to find an equation of a plane containing the two vectors. · · ·.6 Vector Identities And Notation There are two special symbols. Verify directly from the coordinate description of the cross product that the right thing happens with regards to the vectors i. a × b has the property that it is perpendicular to both a and b. 2) −1 if (i. 2.2 For i. j. j. δ ij and εijk which are very useful in dealing with vector identities. a and b. δ ij . or (3. εijk is defined as follows. {1. (1. y. i and j can equal any integer in {1. 11. 3. Verify directly that the coordinate description of the cross product. Explain why |a × b| has the correct magnitude. 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. show an equation for this plane is x a1 b1 y a2 b2 z a3 b3 =0 That is. the dot and the cross can be switched as long as the order of the vectors remains the same. 10. k) = (1. Definition 13.   1 if (i. k) = (2. 1. To begin with. j. k. 2) .1 The symbol. Hint: There are two ways to do this.330 VECTOR PRODUCTS 9. and k integers in the set. First define it in terms of coordinates and then get the geometric properties from this. This gives another way to approach the cross product. 1) . εijk is also called the permutation symbol. 1. 3. by the coordinate description of the dot and cross product and by geometric reasoning. z) such that the above expression equals zero. 2. A single one is called an index. j. Next verify that the distributive law holds for the coordinate description of the cross product. show that (a × b) ·c = a· (b × c) In other words.6. here is the definition of these symbols. 1) . Definition 13. 3) . the set of all (x. (2.6. This symbol. called the Kroneker delta symbol is defined as follows. 2. 2. 3} . Using the notion of the box product yielding either plus or minus the volume of the parallelepiped determined by the given three vectors. or (3. n} for any n ∈ N. εijk ≡  0 if there are any repeated integers The subscripts ijk and ij in the above are called indices. 13.

Proof: The first claim is obvious from the definition of the dot product. It is this: Never have an index be repeated more than once. there is one very important thing to never forget. you can easily discover vector identities and simplify expressions which involve the cross product. 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. Thus εijk = −εjik and εijk = −εkji etc. k} = {r. With this notation. This follows because εiij = −εiij and so εiij = 0. To see this. it could be that j is not equal to either r or s. Also. the left side equals zero. For example. then (u × v)i = εijk uj vk . · · ·. δ ij xj means j δ ij xj = xi . · · ·. If i = s and j = r.6.6. the convention is that you sum over the repeated index. Proof: If {j. Also. δ ik ak = ai . Lemma 13. The right side also equals zero in this case. there is exactly one term in the sum on the left which is nonzero and it must equal -1. it can be assumed {j. k} . v are vectors in R3 . For example. then there is exactly one term in the sum on the left and it equals 1. un ) and the Cartesian coordinates of v are (v1 . If you want to write i ai bi ci it is best to simply use the summation notation. j.6. s} then every term in the sum on the left must have either εijk or εirs contains a repeated index. vn ). From the above formula in the proposition. Thus ai bi is all right but aii bi is not. Thus ai bi means i ai bi . εijk εirs = (δ jr δ ks − δ kr δ js ) . The second is verified by simply checking it works. Proposition 13. note that if the two sets are not equal. then there is one of the indices in one of the sets which is not in the other set. Then u · v = ui vi . If u. ε1jk uj vk ≡ u2 v3 − u3 v2 . If there is a repeated index in {j. If i = r and j = s for s = r. 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. You should check that this rule reduces to the above definition. u×v ≡ and so (u × v)1 = (u2 v3 − u3 v2 ) . v be vectors in Rn where the Cartesian coordinates of u are (u1 . k} = {r. Then the right side equals zero. The last claim follows directly from the definition. Therefore. For example. the answer is zero. it immediately implies that if there is a repeated index. i u1 v1 j u2 v2 k u3 v3 .3 The following holds. s} . Simply stated. it changes the sign. k. the same thing. It is useful to use the Einstein summation convention when dealing with these symbols. The right side also reduces to -1 in this case.4 Let u. then every term in the sum on the left equals zero. The cases for (u × v)2 and (u × v)3 are verified similarly. Therefore. The reason for this is that you end up getting confused about what is meant. There is a very important reduction identity connecting these two symbols.13. When you use this convention. The right also reduces to 1 in this case.

Discover a vector identity for (u × v) × (z × w) in terms of box products. 4. It also occurs in the subject of differential geometry. 2. Actually. Simplify |u × v| + (u × v) − |u| |v| . From the above reduction formula. This is good notation and it will be used in the rest of the book whenever convenient. You will see it in advanced books on mechanics in physics and engineering. 5. Discover a vector identity for u× (v × w) . ((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 . 13. this notation is a special case of something more elaborate in which the level of the indices is also important. Simplify (u × v) · (v × w) × (w × z) . 2 2 2 2 .5 Discover a formula which simplifies (u × v) ×w. 3. but there is time for this more general notion later. Discover a vector identity for (u × v) · (z × w) . 6. VECTOR PRODUCTS Since this holds for all i. Prove that εijk εijr = 2δ kr .6.7 Exercises 1. it follows that (u × v) ×w = (u · w) v − (v · w) u.332 Example 13.

y) = sin xy. g) is the name of a function whose domain is D (f ) ∩ D (g) which is defined as (f . y 3 + x. Here is a simple example which is obviously of interest. You could define a function having values in R3 as (r (t) . If f : D (f ) → X and g : X → Y.0. b be elements of R (scalars).0. θ (t) . x4 . Example 14. f · g or (f . Let a. Then f is a function defined on R2 which has values in R3 . This is called the composition of the two functions. D (f ) denotes the domain of the function. y .4 Let f . then g ◦ f is the name of a function whose domain is {x ∈ D (f ) : f (x) ∈ D (g)} which is defined as g ◦ f (x) ≡ g (f (x)) . f which is written in bold face because it will possibly have values in Rp . 2) = (sin 2. 333 . and φ (t) is the latitude of the rocket. θ (t) is the longitude.0. y. 16). Example 14. As before. Definition 14.2 Let f (x. When D (f ) is not specified. y. z) such that |x| ≤ 1 and z = 0. φ (t)) where r (t) is the distance of the center of mass of the rocket from the center of the earth.0.Functions Vector valued functions have values in Rp where p is an integer at least as large as 1. 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 − x2 . z) = x+y . define a new function. √ Example 14. Then D (f ) would consist of the set z of all (x.1 A rocket is launched from the rotating earth. If f and g have values in R3 .3 Let f (x. 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 (1. g) (x) ≡ f · g (x) ≡ f (x) · g (x) . 9. For example. There are many ways to make new functions from old ones. f × g by f × g (t) ≡ f (t) × g (t) .

1 + t2 = 1 + 2t + t2 . t 1. t. y) ≡ x + y. 2) and g (t) ≡ t2 . Example 14.1 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. I will use this slightly sloppy abuse of notation whenever convenient. g be given in the previous problem. Find D (f ) if f (x. Definition 14. Then g ◦ f : R → R and g ◦ f (t) = g (f (t)) = g 2t. t2 +1 . Find f · g. g (t) = 1. and h. 1.2 Continuous Functions What was done earlier for scalar functions is generalized here to include the case of a vector valued function. . and h (t) = (sin t. When this is done. t2 .0.5 Let f (t) ≡ (t. Note the total similarity to the scalar valued case. Example 14. t+1 2. The name of the function is f . 14. x. Also note that f and g map R into R3 but f · g maps R into R. 3. g. t. z. 1) .6 Suppose f (t) = 2t.334 FUNCTIONS You should note that f (x) is not a function. 4. 14. t. x should be considered as a generic variable free to be anything in D (f ) . Find f × g. 1 + t2 and g:R2 → R is given by g (x. 1 + t. 6 − x2 y 2 . t2 . t . f is continuous if it is continuous at every point of D (f ) .0. t2 + 1. It is the value of the function at the point. Let f (t) = t. Find the time rate of change of the volume of the parallelepiped spanned by the vectors f . w) = xy zw .1 Exercises t and let g (t) = t + 1. Nevertheless. y.2. Let f (t) = t. t3 . Let f . people often write f (x) to denote a function and it doesn’t cause too many problems in beginning courses. 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. the variable.

fq ) : D (f ) → Rq . EXERCISES 335 14.3. 3.3 Exercises 1. b ∈ R. Show f is continuous at every point t. αn ) where each αi is a natural number or zero. 14. xα . 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. 1. af + bg is continuous at x whenever f . · · ·. if y is close to x. . g (f (y)) is close to g (f (x)) . f (x) is close to f (y) and so by continuity of g at f (x).2. The above theorem implies that polynomials are all continuous. This means α = (α1 . then f is continuous if and only if each fk is a continuous real valued function.3 Let α be an n dimensional multi-index. given by f (x) = |x| is continuous.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. The function. The function f : Rp → R. note that closeness in Rp is the same as closeness in each coordinate.2. 3 1 2 An n dimensional polynomial of degree m is a function of the form p (x) = |α|≤m dα xα. Let f (t) = (t. · · ·. and g is continuous at f (x) . For functions defined on Rn . where the dα are real numbers.means xα ≡ xα1 xα2 · · · xαn .2 The following assertions are valid. Also. Show that f is everywhere continuous. 2. 4. g are continuous at x ∈ D (f ) ∩ D (g) and a. The proof of this theorem is in the last section of this chapter. f (x) ∈ D (g) ⊆ Rp . sin t) . Functions satisfying such an inequality are called Lipschitz functions. let n |α| ≡ i=1 |αi | The symbol. 2. The fourth claim is immediate from the triangle inequality. For the second claim.then g ◦ f is continuous at x.2. If f is continuous at x. To see the third claim is likely. there is a notion of polynomial just as there is for functions defined on R. Its conclusions are not surprising. Suppose |f (x) − f (y)| ≤ K |x − y| where K is a constant. If f = (f1 . Definition 14.14. Theorem 14.

then f (x) > l. Definition 14. r) contains infinitely many points of A for every r > 0. 1). Then |L − L1 | ≤ |L − f (y)| + |f (y) − L1 | < ε + ε = 2ε. limy→x f (x) = ∞ if for every number l. As in the case of functions of one variable. . x.1 which involves quotients of functions encountered in the previous problem. The notion of limit of a function makes sense at points. Suppose |f (x) − f (y)| ≤ K |x − y| where K is a constant and α ∈ (0. is a limit point of A if B (x. then L = L1 . |f (y) − L1 | < ε.4. Then lim f (y) = L y→x if and only if the following condition holds.4. 6. a concept closely related to continuity is that of the limit of a function. x. which are limit points of D (f ) and this concept is defined next. Use Theorem 14.4 Limits Of A Function As in the case of scalar valued functions of one variable. 5. Definition 14. Proof: Let ε > 0 be given. this shows L = L1 . A point. For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ. one can define what it means for limy→x f (x) = ±∞. then |f (y) − L| < ε. Show that f is everywhere continuous.3 If limy→x f (y) = L and limy→x f (y) = L1 .4. Pick such a y. There exists δ > 0 such that if 0 < |y − x| < δ and y ∈ D (f ) .2.1 Let A ⊆ Rm be a set. Since ε > 0 was arbitrary. π k : R3 → R given by π k (x) = xk is a continuous function.2 Let f : D (f ) ⊆ Rp → Rq be a function and let x be a limit point of D (f ) . Generalize the previous problem to the case where f : Rq → R is a polynomial. Definition 14. Theorem 14.2 to verify 3 that f is continuous. State and prove a theorem using Theorem 5. |L − f (y)| < ε.4 If f (x) ∈ R. 4. Suppose f : R3 → R is given by f (x) = 3x1 x2 + 2x2 .336 α FUNCTIONS 3. 14.4. there exists δ > 0 such that whenever |y − x| < δ and y ∈ D (f ) . Hint: You should first verify that the function. and y ∈ D (f ) then. There exists one because x is a limit point of D (f ) . The following theorem is just like the one variable version presented earlier.4.

if 0 < |y − x| < δ. L ∈ Rq .3) is left to you. |f · g (y) − L · K| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] . |g (y) − K| < .4). then |f (y) −L| < η. there exists η > 0 such that if |y − L| < η. Since h is continuous near L. b ∈ R. Then by the triangle inequality. (14. y→x lim f (y) g (y) = LK. Let ε > 0 be given. if h is a continuous function defined near L.1) is left for you. There exists δ 1 such that if 0 < |y − x| < δ 1 and y ∈ D (f ) .2) and if g is scalar valued with limy→x g (y) = K = 0. It is like a corresponding theorem for continuous functions.3) Also. Consider (14. it follows that for ε > 0 given. |f (y)| < 1 + |L| . Now let 0 < δ 2 be such that if y ∈ D (f ) and 0 < |x − y| < δ 2 . then |L − b| ≤ r also. δ 2 ) . Proof: The proof of (14. Then if a. 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (14.1) y→x y→x lim f · g (y) = LK (14. there exists δ > 0 such that if 0 < |y − x| < δ. If |f (y) − b| ≤ r for all y sufficiently close to x. (14. then |f (y) − L| < 1.2). Now (14. |h (f (y)) −h (L)| < ε.14. . then |h (y) −h (L)| < ε Now since limy→x f (y) = L. (14. The proof of (14.4. Therefore.5) that |f · g (y) − L · K| < ε and this proves (14. then y→x lim h ◦ f (y) = h (L) . lim (af (y) + bg (y)) = aL + bK.4. |f · g (y) − L · K| ≤ |fg (y) − f (y) · K| + |f (y) · K − L · K| ≤ |f (y)| |g (y) − K| + |K| |f (y) − L| . the triangle inequality implies.5) Then letting 0 < δ ≤ min (δ 1 .5 Suppose limy→x f (y) = L and limy→x g (y) = K where K. Therefore.2)is to be verified. for 0 < |y − x| < δ 1 .4) Suppose limy→x f (y) = L. |f (y) − L| < ε ε . LIMITS OF A FUNCTION 337 Theorem 14. it follows from (14. and so for such y.

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

why must x be a limit point of D (f )? Hint: If x were not a limit point of D (f ).1) It is clear that lim(x. Now consider points on the line y = x where the value of the function equals 1/2. one can consider the limit of a sequence of points in Rp . show there exists δ > 0 such that B (x.4.y)→(0. 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.y)→(3. take points on the line y = 0. This theorem shows it suffices to consider the components of a vector valued function when computing the limit. Argue that 33.6 The Limit Of A Sequence As in the case of real numbers. y . y − 2) .5 Exercises x2 −y 2 x2 +y 2 x(x2 −y 2 ) (x2 +y 2 ) 1. 1) . In fact.2) −2yx +8yx+34y+3y+4y−5−x2 +2x .1) y = 1. .y)→(1. δ) contains no points of D (f ) other than possibly x itself. = 6 and lim(x. (0. Example 14.4.9 Find lim(x. At these points. this limit xy x2 +y 2 .y)→(0. (d) lim(x. 0)} .y)→(3.0) (x2 −y4 ) 2 (x2 +y 4 )2 Hint: Consider along y = 0 and along x = y 2 .y)→(0. Example 14.y)→(0.1) equals (6. Since arbitrarily close to (0. However.5. In other words the concept is totally worthless.y)→(3.3 is a limit and that so is 22 and 7 and 11. EXERCISES 339 This proves the theorem. Find the following limits if possible (a) lim(x. t) = (x − 1.0) First of all observe the domain of the function is R2 \ {(0. It is what it is and you will not deal with these concepts without agony.0) (b) lim(x. Hint: It might help to −y 2 write this in terms of the variables (s. To see this. 2.y)→(0. the value of the function equals 0. it follows there can be no limit. 0) is a limit point of the domain of the function so it might make sense to take a limit. In the definition of limit. Just take ε = 1/10 for example. this is the case here. 0) there are points where the function equals 1/2 and points where the function has the value 0. the limit may not exist.0) (c) lim(x. You can’t be within 1/10 of 1/2 and also within 1/10 of 0 at the same time.14. Therefore.8 Find lim(x. x2 −9 x−3 x2 −9 x−3 .0) x sin 2 1 x2 +y 2 3 2 2 2 3 −18y +6x −13x−20−xy −x (e) lim(x. just as in the case of a function of one variable. 14. 14. every point in R2 except the origin. Therefore.

This proves the theorem.8). 2 It suffices to consider the limits of the components according to the following theorem.340 Definition 14. Example 14. it suffices to consider the components.4 Let an = 1 1 n2 +1 .3 Let an = an . Theorem 14. (14. p. for such n. 0.6.1 A sequence {an }n=1 converges to a. √ |an − ak | < ε/ p. Proof: Suppose a1 = a. Theorem 14. an ∈ Rp . Then let 0 < ε < |a1 −a| /2 in the definition of the limit. Thus the limit is (0. then |an − ak | ≤ |an − a| < ε k which establishes (14. In words the definition says that given any measure of closeness. . 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 . Now suppose (14.6.8) k n→∞ Proof: First suppose limn→∞ an = a. · · ·. the terms of the sequence are eventually all this close to a. As in the case of a vector valued function. it follows that for n > nε . 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 .8) holds for each k. k Therefore. np ) . It follows there exists nε such that if n ≥ nε . lim an = ak . n n +3 sin (n) . |a1 −a| ≤ |a1 −an | + |an −a| < ε + ε < |a1 −a| /2 + |a1 −a| /2 = |a1 −a| . |an −a| < ε.6. Then given ε > 0 there exists nε such that if n > nε . letting nε > max (n1 . 3n2 +5n . · · ·. then |an −a| < ε and |an −a1 | < ε.6. ap ) if and p 1 only if for each k = 1. Then limn→∞ an = a ≡ (a1 . This is the content of the next theorem. Therefore. · · ·. · · ·. Then letting ε > 0 be given there exist nk such that if n > nk . showing that limn→∞ an = a. 1/3) . a contradiction.2 If limn→∞ an = a and limn→∞ an = a1 then a1 = a. ε. n 1/2 n |an − a| = k=1 |an k − ak | 2 < k=1 ε2 p 1/2 = ε.

and |an −a| < .6. then Proof: The first of these claims is left for you to do. THE LIMIT OF A SEQUENCE Theorem 14. A sequence is Cauchy means the terms are “bunching up to each other” as m. |an · bn −a · b| ≤ (|a| + 1) |bn −b| + |b| |an −a| ε ε < (|a| + 1) + |b| ≤ ε. To do the second.6. Then n→∞ lim xan + ybn = xa + yb n→∞ (14. 2 (|a| + 1) 2 (|b| + 1) Such a number exists because of the definition of limit. n get large. For n ≥ nε .6. the triangle inequality and Cauchy Schwarz inequality imply |an · bn −a · b| ≤ |an · bn −an · b| + |an · b − a · b| ≤ |an | |bn −b| + |b| |an −a| ≤ (|a| + 1) |bn −b| + |b| |an −a| . n→∞ Also suppose x and y are real numbers.14. 2 (|a| + 1) 2 (|b| + 1) This proves (14. Theorem 14. let ε > 0 be given and choose n1 such that if n ≥ n1 then |an −a| < 1. n2 ) .5 Suppose {an } and {bn } are sequences and that n→∞ 341 lim an = a and lim bn = b. ∞ .6 {an } is a Cauchy sequence if for all ε > 0. Therefore. Definition 14. |an −am | < ε.9) (14.6. Now let n2 be large enough that for n ≥ n2 . |bn −b| < ε ε .6. 14. The proof of (14.10) is entirely similar and is left for you. Then for such n. m ≥ nε . Then there exists a ∈ Rp such that an → a. there exists nε such that whenever n. If bn ∈ R.10) lim an · bn = a · b an bn → ab.1 Sequences And Completeness Recall the definition of a Cauchy sequence. let nε > max (n1 .7 Let {an }n=1 be a Cauchy sequence in Rp .9).

whenever xn → x with xn ∈ D (f ) .6. it follows f (xn ) → f (x) . By completeness k of R.2 Continuity And The Limit Of A Sequence Just as in the case of a function of one variable.6. n1 |an | ≤ 1 + |an1 | + k=1 |ak | . In words. It follows that for all n > n1 . . it follows there exists ak such that limn→∞ an = ak . it says a function is continuous if it takes convergent sequences to convergent sequences whenever possible. Theorem 14. Then from the definition. ap ) . Proof: Let ε = 1 in the definition of a Cauchy sequence and let n > n1 .6. since ε > 0 is arbitrary. |an −an1 | < 1. then the sequence is a Cauchy sequence.6. 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. Theorem 14. an . 14. Theorem 14. p. · · ·.6. n ≥ nε + 1. for all n. it follows that |an −a| < Therefore. · · ·. it follows k from Theorem 14.10 A function f : D (f ) → Rq is continuous at x ∈ D (f ) if and only if. {an } is a Cauchy sequence. it follows {an }n=1 is a Cauchy sequence. if m. Proof: Let ε > 0 be given and suppose an → a.3 that lim an = a. Then p 1 |an − am | ≤ |an − am | k k FUNCTIONS which shows for each k = 1. Therefore.9 If a sequence {an } in Rp converges. there is a very useful way of thinking of continuity in terms of limits of sequences found in the following theorem. · · ·. This proves the theorem. |an | < 1 + |an1 | . it follows that |an −am | ≤ |an −a| + |a − am | < ε ε + =ε 2 2 ε 2 showing that. there exists nε such that if n > nε . n→∞ ∞ This proves the theorem. |an | < M for some M < ∞. Letting a = (a1 .342 Proof: Let an = an .

First there is a version of the extreme value theorem generalizing the one dimensional case. By continuity.7. If f = (f1 . g are continuous at x ∈ D (f ) ∩ D (g) and a.1 Let C be closed and bounded and let f : C → R be continuous. then f /g is continuous at x. Theorem 14. Now suppose the condition about taking convergent sequences to convergent sequences holds at x. This means there exist. K such that |f (x) − f (y)| ≤ K |x − y| for all x. It follows f must be continuous after all. Explain why. 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. 14. f (x) ∈ D (g) ⊆ Rp . Theorem 14. x2 ∈ C such that for all x ∈ C.then g ◦ f is continuous at x. in addition to this. 14.8 Exercises 1. g (x) = 0. There is also the long technical theorem about sums and products of continuous functions. af + bg is continuous at x when f . b ∈ R. But this is clearly a contradiction because. 2. . The function f : Rp → R. then f g is continuous at x. If f is uniformly continuous. 2. Then there exists ε > 0 and xn ∈ D (f ) 1 such that |x − xn | < n . x1 . fq ) : D (f ) → Rq .14. f (x1 ) ≤ f (x) ≤ f (x2 ) . PROPERTIES OF CONTINUOUS FUNCTIONS 343 Proof: Suppose first that f is continuous at x and let xn → x. f (xn ) fails to converge to f (x) . then |f (x) − f (y)| < ε.7.7 Properties Of Continuous Functions Functions of p variables have many of the same properties as functions of one variable. Suppose f fails to be continuous at x. |f (x) −f (xn )| < ε which shows f (xn ) → f (x) . f : D ⊆ Rp → Rq is Lipschitz continuous or just Lipschitz for short if there exists a constant. 3. yet |f (x) −f (xn )| ≥ ε. If and f and g are each real valued functions continuous at x. then |xn −x| < δ and so for all n this large. and g is continuous at f (x) . If. Let ε > 0 be given. Then f achieves its maximum and its minimum on C. However. then f is continuous if and only if each fk is a continuous real valued function. although xn → x.2 The following assertions are valid 1. These theorems are proved in the next section.7. If f is continuous at x. then |f (x) − f (y)| < ε. given by f (x) = |x| is continuous. This proves the theorem. The function. there exists nδ such that if n ≥ nδ . 5. 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”. y ∈ D. 4. there exists δ > 0 such that if |y − x| < δ. · · ·.

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

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

The problem is one which has a yes or a no answer. · · ·. Now let 0 < δ ≤ min (δ 1 . |fk (x) − fk (y)| < ε.11) Suppose first that f is continuous at x. Then |fk (x) − fk (y)| ≤ |f (x) − f (y)| q 1/2 ≡ i=1 q |fi (x) − fi (y)| ≤ i=1 2 |fi (x) − fi (y)| . Now suppose each function.11) implies q |f (x) − f (y)| ≤ i=1 q |fi (x) − fi (y)| ε = ε.).) Part 4. 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 ) . it follows that |g (y) − g (f (x))| < ε. This proves part 5. For |x − y| < δ. Then if |x − y| < δ. q < i=1 This proves part 4. Here is a multidimensional version of the nested interval lemma. · · ·. Either is it or it is not continuous. bk ≡ x ∈ Rp : xi ∈ ak .) To verify part 5. δ q ) . Then if |x − z| < δ and z ∈ D (g ◦ f ) ⊆ D (f ) . fq ) : D (f ) → Rq . This proves part 3. then f is continuous if and only if each fk is a continuous real valued function. · · ·. Lemma 14.).9. then |f (x) − f (y)| < ε. q. bk i i i i Ik ⊇ Ik+1 . p . there exists δ k > 0 such that whenever |x − y| < δ k |fk (x) − fk (y)| < ε/q. Then there exists η > 0 such that if |y − f (x)| < η and y ∈ D (g) .346 <M FUNCTIONS ε −1 ε −1 M + M = ε. 2 2 This completes the proof of the second part of 2. let ε > 0 be given and let δ = ε. 2.2 Let Ik = k = 1. fk is continuous.then g ◦ f is continuous at x. then |f (z) − f (x)| < η. · · ·. and suppose that for all Then there exists a point. all the above hold and so |g (f (z)) − g (f (x))| < ε. Then there exists δ > 0 such that if |x − y| < δ. Now begin on 3. and g is continuous at f (x) . the above inequality holds for all k and so the last part of (14. Let ε > 0 be given. f (x) ∈ D (g) ⊆ Rp . c ∈ R which is an element of every Ik . (14. If f is continuous at x. the triangle inequality implies |f (x) − f (y)| = ||x| − |y|| ≤ |x − y| < δ = ε. Then if ε > 0 is given. This shows the only if part. The first part of the above inequality then shows that for each k = 1.) and completes the proof of the theorem.) says: If f = (f1 .) Note that in these proofs no effort is made to find some sort of “best” δ.

Therefore. Thus. It defines what is meant by a sequentially compact set in Rp . · · · i bk i (14. · · ·.14). for each i and each k. (14. let C ⊆ i=1 [ai . 2. k + 1. i i i ci ≡ sup al : l = 1. . Theorem 14. · · ·. Definition 14. al : l = k. Proof: Let {an } ⊆ C. ak . Now define al ≤ bl ≤ bk . Also. The following definition is similar to that given earlier. ak ≤ ci ≤ bk . for each k = 1. Only half of this result will be needed in this book and this is proved next.13) shows that is an upper bound for the set. ak . letting D0 = p i=1 p p ∞ p |bi − ai | p 2 1/2 . This proves the lemma. bi ] .7. di ] equals either ai . 1/2 2 |x − y| = i=1 |xi − yi | p −1 i=1 1/2 ≤2 |bi − ai | 2 ≡ 2−1 D0 .14) (14. p. bk for all k. cp ) it follows c ∈ Ik for all k. and suppose that for all Then there exists a point. c ∈ Ik for all k. ak ≤ ak+1 . |xi − yi | ≤ 2−1 |bi − ai | .9. It turns out the sequentially compact sets in Rp are exactly those which are closed and bounded. 2.14. bi . there exists a point. if k ≤ l. This proves the lemma.7 on Page 95. cp ) . p . bk+1 . 2 · · · . bk ⊇ ak+1 . i i i i This implies that for each i. · · · i ci = sup al : l = k. Then C is sequentially compact. · · ·. K ⊆ Rp is sequentially compact if and only if whenever {xn }n=1 ∞ is a sequence of points in K. there exists a point ci ∈ ak . bk i i i i Ik ⊇ Ik+1 .5 Let C ⊆ Rp be closed and bounded. Proof: For each i = 1. it follows that for each i = 1. di ] where [ci . x ∈ K and a subsequence.4 A set. Lemma 5. if x and y are two points in one of these sets. bk ≡ x ∈ Rp : xi ∈ ak . · · · 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 (14.9. If you don’t like the proof. SOME ADVANCED CALCULUS 347 Proof: Since Ik ⊇ Ik+1 . di ] = ai +bi .12) i i i i Consequently. p i=1 ak .9. here is another one which follows directly from the one variable nested interval lemma. {xnk }k=1 such that xnk → x. bk+1 and so by the nested interval i i i i theorem for one dimensional problems. · · ·. Then i i letting c ≡ (c1 . Lemma 14. · · ·. · · ·. bk ≥ bk+1 .13) By the first inequality in (14. ai +bi or [ci . i i Defining c ≡ (c1 . picking any k. Thus there are 2p of these sets 2 2 because there are two choices for the ith slot for i = 1. bk ⊇ ak+1 . p. k + 1. c ∈ R which is an element of every Ik .(14.9. and consider all sets of the form i=1 [ci . Therefore.3 Let Ik = k = 1.12).

Ik such that Ik ⊇ Ik+1 and for any two points in Ik . Proof of claim: Suppose c ∈ C. Definition 14. c which is contained in each Ik . · · ·. {xn } such that f (xn ) → M. Proof: Let M = sup {f (x) : x ∈ C} . ∞ Having picked these two. it follows |f (x) − f (y)| < ε. . it follows from Theorem 14. 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. Then f achieves its maximum and its minimum on C. B (c. c ∈ C as claimed.9. r) and so has no points of C in it. Continue in this way obtaining sets. there exists a point. f (x1 ) ≤ f (x) ≤ f (x2 ) . Having picked this. there exists r > 0 such that / B (c. Theorem 14. there exists a subsequence. This proves f achieves its maximum and also shows its maximum is less than ∞. Then f is uniformly continuous if for every ε > 0 there exists δ > 0 such that whenever |x − y| < δ. The case of a minimum is handled similarly. it follows p C = ∪2 Jk ∩ C. Therefore. By the nested interval lemma. and any two points of Ik are closer than D0 2−k . Now do to I1 what was done to I0 to obtain I2 ⊆ I1 and for any two points. let an3 ∈ I3 ∩ {an }n=1 with n3 > n2 and continue this way. cp ) are two such points. x. r) is contained completely in Rp \ C. p 1/2 FUNCTIONS D1 ≡ i=1 |di − ci | 2 ≤ 2−1 D0 Denote by {J1 . In other words. But then since f is continuous at x. Then there exists a sequence. ∞ ∞ Now pick an1 ∈ I1 ∩ {an }n=1 . Since C is sequentially compact. · · ·. Theorem 14. Claim: c ∈ C.8 Let f :C → Rq be continuous where C is a closed and bounded set in Rp . J2p } these sets determined above. dp ) and c ≡ (c1 . Recall that a function is uniformly continuous if the following definition holds. Since the union of these sets equals all of I0 . and Ik ∩ C contains an for infinitely many values of n. This proves the theorem. Ik must be contained in B (c. This means there exist. Then since c ∈ Ik .348 In particular. Then f is uniformly continuous on C. · · ·. Let I1 ≡ Jk . Here is a proof of the extreme value theorem. Since C is a closed set. The ∞ result is a subsequence of {an }n=1 which converges to c ∈ C because any two points in Ik −k are within D0 2 of each other. contrary to the manner in which the Ik are defined in which Ik contains an for infinitely many values of n. Let x2 = x. it follows |x − y| ≤ 2−k D0 . since d ≡ (d1 . y. x.6 Let C be closed and bounded and let f : C → R be continuous. k=1 Pick Jk such that an is contained in Jk ∩ C for infinitely many values of n. y ∈ I2 |x − y| ≤ 2−1 D1 ≤ 2−2 D0 . and a point. x1 . x ∈ C such that xnk → x.7 Let f : D (f ) → Rq . and I2 ∩ C contains an for infinitely many values of n. let an2 ∈ I2 ∩ {an }n=1 with n2 > n1 . Let k be so large that D0 2−k < r. x2 ∈ C such that for all x ∈ C.9.6. r) contains no points of C.10 on Page 342 that f (x) = limk→∞ f (xnk ) = M. xnk .9.

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

350 FUNCTIONS .

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

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

t 1 h t+h fp (s) ds t 1 and limh→0 h t fi (s) ds = fi (t) for each i = 1. then f is continuous at t. f (x) = lim y→x 353 f (y) − f (x) .4 Let f (x) = c where c is a constant. b]) and if f is continuous at t ∈ (a. Theorem 15. fp (t)) . b) . there is a fundamental theorem of calculus. y−x As in the case of a scalar valued function.2. Letting y = h + t. b) . Find f (x) . · · ·. 1+|fε (x)| it follows if |h| < δ.2. p from the fundamental theorem of calculus for scalar valued functions. THE DERIVATIVE AND INTEGRAL This is exactly like the definition for a scalar valued function. |f (y) − f (t)| < ε which proves f is continuous at t. · · ·.2. h then for such h. f (x + h) − f (x) c−c = =0 h h Therefore. From the above discussion this derivative is just the vector valued functions whose components consist of the derivatives of the components of f . · · ·. Proof: Suppose ε > 0 is given and choose δ 1 > 0 such that if |h| < δ 1 . Theorem 15. f (x + h) − f (x) = lim 0 = 0 h→0 h→0 h lim Example 15.2 If f (t) exists. The difference quotient. . bt) where a. As before. Proof: Say f (t) = (f1 (t) .5 Let f (t) = (at.2.2. Thus f (t) = (a. fp (t)) = f (t) a and this proves the claim. then |f (t + h) − f (t)| < ε. Example 15. f (t + h) − f (t) − f (t) < 1. As in the scalar case. Now letting δ < min δ 1 . This proves the theorem. · · ·. 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. 1 h→0 h lim t+h f (s) ds − a 1 h t f (s) ds = (f1 (t) .15. Therefore. the triangle inequality implies |f (t + h) − f (t)| < |h| + |f (t)| |h| . differentiability implies continuity but not the other way around.3 If f ∈ R ([a. b are constants. this shows that if |y − t| < δ. then d dt t f (s) ds a = f (t) . Find f (t) .

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

2) gets close to a vector. 4. · · ·. it suffices to simply use r (2) as a direction vector for the line.3) (15. (15.15. (f · g) (t) = f (t) · g (t) + f (t) · g (t) If f . the vector. r (t) . vq ) . r (2) = (cos 2. v if and only if all the coordinate functions of the term in (15.7 Let r (t) = sin t. 4. then (f × g) (t) = f (t) × g (t) + f (t) × g (t) The formulas. Example 15. 1) .2. From the above discussion. and (15. In the case where t is time. r (t) and so it is possible to find parametric equations for the line tangent to the curve at various points.2 Differentiation Rules There are rules which relate the derivative to the various operations done with vectors such as the dot product. 1) = (x. THE DERIVATIVE AND INTEGRAL is equal to r1 (t0 + h) − r1 (t0 ) rq (t0 + h) − rq (t0 ) . T determines a direction vector which is tangent to the curve at the point. a direction vector has the same direction as r (2) .8 Let a. t + 1 for t ∈ [0. t + 1 for t ∈ [0.2. Example 15.2) converges to v ≡ (v1 . · · ·. y.4). t2 .6 Let r (t) = sin t. b ∈ R and suppose f (t) and g (t) exist. a parametric equation for the tangent line is (sin 2. 4. Find a tangent line to the curve parameterized by r at the point r (2) .7 on Page 338.2) get close to the corresponding coordinate functions of v. Therefore. 5] . From the above discussion. this simply says the velocity vector equals the vector whose components are the derivatives of the components of the displacement vector. In any case. 5] . the cross product. 1) . (af + bg) (t) = af (t) + bg (t) . Theorem 15. (15. Then the following formulas are obtained.2. which says that the term in (15. g have values in R3 .2.2.4. and vector addition and scalar multiplication. Therefore. 15.5) (15. 3) + t (cos 2. t2 .5) are referred to as the product rule. Find the velocity vector when t = 1. z) . h h Then as h converges to 0. 2.4) . 355 where vk = rk (t) . this is simply r (1) = (cos 1. (15. This by Theorem 14.

. sometimes it is possible to give a simple description of the curve which results. cos t. π 0 sin t dt. Example 15. Find (r (t) × p (t)) . 3t2 . sin 2t. dt. Example 15. π 0 cos t dt = 1 3 3 π . Formula (15. Therefore. Consider the second. −1/2 2t 1 (t2 + 2) t Obviously. (15. 1 From (15. cos t and let p (t) = (t. ln (t + 1) . r (t) = = When t = 1. Recall the velocity at time t was r (t) . 0 √ t Example 15. 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) . 1 (1 + t) − t 1 2 t +2 . the velocity is r (1) = 1 1 3. Thus r (t) denotes the second derivative. 2t) + t2 .12 Describe the curve which results from the vector valued function. That is. When you are given a vector valued function of one variable. √ 4 3 kilometers per hour.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. . t+1 . ln (t + 1) . find r (t) and plug in t = 1 to find the velocity. 2 2 (1 + t) 1 (1 + t) 2. . Find the velocity of the object in kilometers per hour when t = 1. cos t Find This equals π 2 t 0 π 0 r (t) dt.5) this equals(2t. this can be continued.2. 2.2.356 LIMITS AND DERIVATIVES Proof: The first formula is left for you to prove. t) where t ∈ R.11 An object has position r (t) = t3 .2.10 Let r (t) = t2 .9 Let r (t) = t2 . r (t) = (cos 2t. cos t × 1. sin t. 3t2 . 2 . 1+1 . − sin t) × (t. you can consider the possibility of taking the derivative of the derivative and then the derivative of that and so forth. sin t. 2t). sin t. 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.4). Usually it is not possible to do this! Example 15.2.

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

11. 13. t2 . e x2 −16 x+4 . Prove (15. 2t + 1 for t ∈ [0. (a) Show first that this condition does not require r (t) to be a constant. 1+x2 . Let r (t) = t. 12. sin t2 . find the value of t at which this occurs and the point in R3 at which the velocity is zero. Prove (15. a3 − b3 = (a − b) a2 + ab + b2 . Let r (t) = t. Find limx→2 + 7. 4] . 5] . Prove (15. Suppose an object has position r (t) ∈ R3 where r is differentiable and suppose also that |r (t)| = c where c is a constant.5) directly from the definition of the derivative without considering components. x + 1) = ( 3 a. 10. Find the velocity when t = 3. Let r (t) = sin t. 5] . x−2 2 √ √ 3. cos t2 .5) from the formula (f × g)i = εijk fj gk . 5. Prove from the definition that limx→a ( 3 x. t + 1 for t ∈ [0. 3 2 √ t2 + 1 (t − 1) . t + 1 for t ∈ [0. sec x. Find the velocity when t = 3. Let r (t) = sin t. Is the velocity of this object ever equal to zero? If so. sin x/x. the velocity is always perpendicular to the displacement. 4. Hint: You can do this either mathematically or by giving a physical example.358 LIMITS AND DERIVATIVES 15. Find a tangent line to the curve parameterized by r at the point r (2) . 5] . . Find a tangent line to the curve parameterized by r at the point r (2) . x −4 . x + 2x − 1. cos x x x |x| . t + 1 for t ∈ [0. Let r (t) = 4 + (t − 1) .4 Exercises (a) limx→0+ |x| x .5) from the component description of the cross product. Find a tangent line to the curve parameterized by r at the point r (2) . t2 . Find the following limits if possible (b) limx→0+ (c) limx→4 (d) limx→∞ 2. Hint: You might want to use the formula for the difference of two cubes. Find the velocity when t = 3. 7. 9. (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. (b) Show that you can conclude that r (t) · r (t) = 0. Let r (t) = sin t. cos t2 for t ∈ [0. t + 1 for t ∈ [0. 8. ln t2 + 1 . Let r (t) = sin 2t. 6. That is. 5] . 14. x 1. x x2 −4 2 x+2 . 5] . tan 4x 5x x x2 sin x2 1+x2 . a + 1) for all a ∈ R. t2 .

Curves of this sort are important in various computer programs. 1) meters. 16. 1) meters/sec.15.1 Let r (t) denote the position of an object. Newton used calculus and these laws to solve profound problems involving the motion of the planets and other problems in mechanics. in which many of his ideas are found. the first law being implied by the second. Suppose r (t). b) . Then the acceleration of the object is defined to be r (t) . and r (0) = (0.5 Newton’s Laws Of Motion Definition 15. Note that the statement of this law depends on the concept of the derivative because the acceleration is defined as a derivative. Find a formula for (r (t) × s (t) · p (t)) . and p (t) are three differentiable functions of t which have values in R3 .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. c such that r (t) = c for all t ∈ (a. He finished his life as Master of the Mint. the thing applies the same force back. The next example involves the concept that if you know the force along with the initial velocity and initial position. Newton’s third law states: “To every action there is always opposed an equal reaction. Suppose r (0) = (1. b] . Example 15.5. .7) where a is the acceleration and m is the mass of the object. The third law says roughly that if you apply a force to something. If r (t) = 0 for all t ∈ (a. 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. 18.” Newton’s second law is: F = ma (15. If F (t) = f (t) for all t ∈ (a. Principia. and find y (0) and y (1) . 1. 1 − t2 . Find r (t) . then you can determine the position. b) and F is continuous on [a. made major contributions to optics. show there exists a constant vector.5. In 1686 he published an important book.5. he made major contributions to the subject partly in order to study physics and astronomy. NEWTON’S LAWS OF MOTION 359 15. Recall that n = n = 1 and 0 n n n n−1 = 1 = n. b). the mutual actions of two bodies upon each other are always equal. b a f (t) dt = 15. Show k that y (0) = x0 . 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. The second law is the one of most interest. He invented a version of the binomial theorem when he was only 23 years old and built a reflecting telescope. 2e−t . show F (b) − F (a) . s (t) . He formulated the laws of gravity. y (1) = xn . and directed to contrary parts. 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. or. 17. 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 .” Of these laws. However. 0. only the second two are independent of each other. and stated the fundamental laws of mechanics listed here. He showed that Kepler’s laws for the motion of the planets came from calculus and his laws of gravitation.

r (0) = (0. C2 . Thus r (0) = (1. (C1 . 0. . 2r (t) = F (t) = t. c3 ) . y (t) = −g. 1 − t2 . it comes as measurements taken by instruments and the position is continuously being updated based on this information. The acceleration of gravity equals 9. C3 ) must be determined from the initial condition for the displacement. Thus the initial velocity is the vector. 0) . + 1. and C3 = 0. 1. r (t) = t2 t − t3 /3 . the displacement has also been found. C3 ) 12 2 where the constant vector.360 LIMITS AND DERIVATIVES By Newton’s second law. C2 . −e−t 4 2 +c where c is a constant vector which must be determined from the initial condition given for the velocity. e−t + 2t 12 2 meters. mr (t) = −mgj. c2 = 1. 2e−t and so r (t) = t/2. −mgj where m is the mass of the shell. Therefore. r (t) = t3 t2 /2 − t4 /12 + 1. 1 − t2 /2. 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. −1) + (c1 . e−t .5. C2 = 0. 1) + (C1 . (0. Denoting r (t) as (x (t) . c2 . Thus letting c = (c1 . + t. How far does the shell fly before hitting the ground? Neglect air resistance in this problem. r (0) = 400 cos (π/6) i + 400 sin (π/6) j. Therefore. y (t)) . the velocity is found. 1) = (0. the displacement must equal r (t) = t3 t2 /2 − t4 /12 . and c3 = 2. −e−t + 2 . Actually. x (t) = 0. + t. Therefore the velocity is given by r (t) = t2 t − t3 /3 . C2 . 0. 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. Also let the direction of flight be along the positive x axis. C3 ) which means C1 = 1.3 An artillery piece is fired at ground level on a level plain. 4 2 Now from this. 0. 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. c2 . c3 ) which requires c1 = 0.8 meters per sec2 and so the following needs to be solved. . The angle of elevation is π/6 radians and the speed of the shell is 400 meters per second. e−t + 2t + (C1 . Rather. Example 15. 1) = (0.

1) r (t) pounds. 816 326 530 6) = 14139. 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. r2 (t)) . Find the position and velocity of the blue ice as a function of time measured in seconds. 0) . Such lumps have been known to surprise people on the ground. Thus y (t) = −4. Example 15. Thus it flies at 600 × 5280 = 880 feet per second. y (t) = −gt+C and from the information on the initial velocity.1) r (t) pounds. r2 (0)) = (0. The first thing needed is to obtain information which involves consistent units. Thus t = 40. (r1 (0) . 2 (r1 (t) . 30000) feet and the initial velocity is r (0) = (880. I want to change this to feet per second. (r1 (0) . C = 400 sin (π/6) = 200.000 feet. r2 (t)) + (0.4 A lump of “blue ice” escapes the lavatory of a jet flying at 600 miles per hour at an altitude of 30. 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. The next example is more complicated because it also takes in to account air resistance.5. There are 60 × 60 seconds in an hour. This blue ice weighs 64 pounds near the earth and experiences a force of air resistance equal to (−. Thus m = 2 slugs.15. Newtons second law yields the following initial value problem for r (t) = (r1 (t) . The slug is the unit of mass in the system involving feet and pounds. The jet is flying at 600 miles per hour.9t2 + 200t + D. 64 = m × 32.5. The shell hits the ground when y = 0 and this occurs when −4. NEWTON’S LAWS OF MOTION 361 Therefore. r2 (0)) = (880. 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. 190 265 9 meters. Also find the velocity when the lump hits the ground. 0) feet/sec. x (t) = 400 cos (π/6) so x (t) = 400 cos (π/6) t = 200 3t. −64) . 30000) .9t2 + 200t = 0. Similarly. r2 (t)) = (−. The blue ice weighs 32 pounds near the earth. The force of gravity is (0.1) (r1 (t) . −64) pounds and the force due to air resistance is (−. Thus the initial displacement is r (0) = (0. D = 0 because the artillery piece is fired at ground level which requires both x and √ to y equal zero at this time. 816 326 530 6 seconds and so at this time. √ x = 200 3 (40.

e(k/m)t r = = (c/m) e(k/m)t 1 kt em c + C k and using the initial condition.0 exp (−. 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.362 Therefore. r1 (t) = 880. k (15.0 and r2 (t) = (−64/ (. What of the velocity? Using (15.1) 64 (.1) 2 64 (.0 exp (−.0 5t) .10) . r (0) = v.0 This gives the coordinates of the position.9) = −17600.0 5t) . r2 (t) = −640.0 exp (−. Divide the differential equation by m and get r + (k/m) r = c/m.0 exp (−.8) mr + kr = c.1) − (. (15.1) = −640. 2r1 (t) + (.0 5t) + 42800.1) 1 2 exp − t (.0 5t) + 17600.1)) t − (.1) . You should check this gives d e(k/m)t r dt Therefore.0 + 640.0t − 12800.1) r1 (t) = 0 2r2 (t) + (.1) + 30000 + 2 (.1) t 2 (880) + 2 (880) (. Thus m c u=− v− +D k k r (t) = (c/k) t − and so 1 −kt c m c me m v − + u+ v− k k k k Now apply this to the system (15.1) r2 (t) = −64 r1 (0) = 0 r2 (0) = 30000 r1 (0) = 880 r2 (0) = 0 To save on repetition solve LIMITS AND DERIVATIVES (15.8) to find r (t) = (c/k) t − r1 (t) = − 1 2 exp (.9) in the same way to obtain the velocity. r (0) = u. Now multiply both sides by e(k/m)t .

14. This is an over simplification when high speeds are involved.14))) = (32. −616. dW m d 2 = mv (t) · v (t) = |v (t)| .0 5t) + 42800. This is a fairly hard equation to solve using the methods of algebra.then (15. Now in a small increment of time. When a force is exerted on an object which causes the object to move.14)) + 42800.0 5 (66. 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.0.5. (t.11) implies dW = F · v.11) If no work has been done at time t = 0. I do not have a good way to find this value of t using algebra.0 exp (−. However.14) − 12800. the work done on the object would be approximately equal to dW = F (t) · v (t) dt. this problem used several physical simplifications.0 + 640. However if plugging in various values of t using a calculator you eventually find that when t = 66. In fact.0 (66. increasingly correct models can be studied in a systematic way as above. This difference represents the change in the kinetic energy.0 exp (−. 15. 23.1 Kinetic Energy Newton’s second law is also the basis for the notion of kinetic energy.14)) . You see that air resistance can be very important so it is not enough to pretend. 2 2 . it is necessary to find the value of t when this event takes place and then to use (15.0 = 1. F (t) = mv (t) . dt Hence. dt 2 dt Therefore. t + dt) . W (0) = 0. Thus it suffices to solve the equation.0 exp (−.10) to determine the velocity. NEWTON’S LAWS OF MOTION 363 To determine the velocity when the blue ice hits the ground. It hits ground when r2 (t) = 0. −640. This is close enough to hitting the ground and so plugging in this value for t yields the approximate velocity. 0 = −640. 56) . 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. as is often done in beginning physics courses that everything takes place in a vacuum. It was assumed the force acting on the lump of blue ice by gravity was constant.0 5 (66. It was also assumed the air resistance is proportional to the velocity. 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.15. it follows that the force is doing work which manifests itself in a change of velocity of the object.0 5 (66. 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. (15.0t − 12800. and letting v be the velocity. Actually.588 feet.0 exp (−. −640. (880.5.

a Proof: This is really just the fundamental theorem of calculus and Newton’s second law applied to the components of F. Definition 15.12) Now suppose two point masses.5 Let F be a force which acts on an object during the time interval. b b F (t) dt = a a m dv dt = mv (b) − mv (a) dt (15.5. [a. b] . [a. 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. Letting the collision take place in the time interval. 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) . The notion of impulse and momentum are related in the following theorem. a F3 (t) dt . The linear momentum of an object of mass m and velocity v is defined as Linear momentum = mv. 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. In other words. b F (t) dt = mv (b) − mv (a) . The impulse of this force is b F (t) dt. This is known as the conservation of linear momentum. More precisely. a a F2 (t) dt. a This is defined as b b b F1 (t) dt. A and B collide. Then the impulse equals the change in momentum. . in a collision between two masses the total linear momentum before the collision equals the total linear momentum after the collision.5.5.6 Let F be a force acting on an object of mass m.364 LIMITS AND DERIVATIVES 15. Theorem 15.

use a calculator or other means to estimate the time before the cannon ball hits the ground.12) carefully by considering the components. 3. 9. 4. Verify that the motion of the object takes place in a plane. for all t ∈ (a.8 meters per sec2 . v of an object acted on by air resistance proportional to the velocity and a constant force. F is always perpendicular to the velocity of the object. Show the maximum range for the cannon ball is achieved when θ = π/4. If the angle of elevation equals π/4. mr × r = g (r) r × r = 0. Suppose an object having mass equal to 5 kilograms experiences a time dependent force. argue from Newton’s second law that this is the equation for finding the velocity. and c = f /m. If v is velocity and r = k/m where k is a constant for air r resistance and m is the mass. Describe how you could find this constant. Does there exist a terminal velocity? What is it? 2. Now argue that r × r = (r × r) . Also suppose that the initial speed is 100 meters per second. Show the Kinetic energy of the object is constant. then there exists a constant vector. r (t) of the cannon ball. only its direction. 7. Find a formula for the displacement. Hint: Let r (t) denote the position vector of the object from the fixed point. In particular verify that mv (t) · 2 d v (t) = m dt |v (t)| . showing that (r × r) must equal a constant vector. The acceleration of gravity is 9. Show the solution to v + rv = c with the initial condition. Verify Formula (15. find a formula for how far the cannon ball goes before hitting the ground. Therefore. Fill in the details for the derivation of kinetic energy.6. Find the position of the object as a function of t. Neglecting air resistance. The speed of the ball as it leaves the mouth of the cannon is known to be s meters per second. Suppose also that the object is at the point (0. z. 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. Show that if v (t) = 0. 1. v (0) = v0 is v (t) = v0 − c e−rt + (c/r) . 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 . A cannon is fired at an angle. why would dW = F (t) · v (t) dt? 2 6.6 Exercises 1. z independent of t such that v (t) = z for all t.01v Newtons where v is the velocity in meters per second. what can be said about z and r? . 11. Thus F · v = 0. b) . possibly from gravity. Suppose the force acting on an object. Then the force acting on the object must be of the form g (r (t)) r (t) and by Newton’s second law.15. Such forces are sometimes called forces of constraint because they do not contribute to the speed of the object.4 that Newton’s first law can be obtained from the second law. 10. f . Therefore. Also. Suppose that the air resistance is proportional to the velocity but it is desired to find the constant of proportionality. this equals mr (t) . F (t) =e−t i + cos (t) j + t2 k meters per sec2 . 5. θ from ground level on a vast plain. Show using Corollary 6. EXERCISES 365 15. 8.8. 1) meters at time t = 0 and that its initial velocity at this time is v = i + j − k meters per sec.

Of course this could change if you fixed things so the balls would stick to each other. the ball on the left is observed to swing away from the others with the same speed the ball on the right had when it collided. Hint: Let v be the speed of the bullet which has mass m and let the block of wood have mass M. suppose an object slides down a frictionless inclined plane from a height of 100 feet. Such a collision is called inelastic. show the kinetic energy before the collision is greater than the kinetic energy after the collision. 14. 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. 15. Therefore. It is a large massive block of wood hanging from a long string. −mgk and a force. The speed of the bullet can be determined from measuring how high the block of wood rises. Using Problem 12. perhaps at a slower speed? This is an example of an elastic collision because energy is conserved. There is a popular toy consisting of identical steel balls suspended from strings of equal length as illustrated in the following picture. Here v is the velocity and the first term is the kinetic energy while the second is the potential energy. Show the total energy of the object. Suppose the only forces acting on an object are the force of gravity. how fast will it be going? Assume it starts from rest. The ballistic pendulum is an interesting device which is used to determine the speed of a bullet.7 Systems Of Ordinary Differential Equations Newton’s laws of motion yield a system of ordinary differential equations. Why does this happen? Why don’t two or more of the stationary balls start to move. Hint: Use Newton’s second law to show the time derivative of the above expression equals zero. When it reaches the bottom. 13. When it collides with the other balls. Thus the energy is 1 (m + M ) V 2 and this block of wood rises to a height of h. The ball at the right is lifted and allowed to swing. A rifle is fired into the block of wood which then moves. Thus linear momentum is conserved but energy is not. 2 15.366 LIMITS AND DERIVATIVES 12. 16. Thus F · v = 0. Explain how this can be done and why. F which is perpendicular to the motion of the object. Now use Problem 12. there is a natural question about whether there even exist solutions. Many times the resulting system is so complex that it is impossible to solve in terms of known functions. In the experiment of Problem 14. This is .

b]. one can obtain the following simple lemma. This proves the lemma.1 Let f be a continuous function defined on [a. This section contains a fairly general result on existence and uniqueness for systems of ordinary differential equations. f is continuous and bounded. Therefore. Proof: By the triangle inequality. b]) .16) . Also from this definition. b] × Rn → Rn satisfies the following two conditions.14) Suppose that f : [a. 15.2 Suppose x : [a. x) . b] . x1 )| ≤ K |x − x1 | . b]) . b] having values in Rn . t (15. To do this. SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 367 a profound question which must ultimately be dealt with.7. b] it follows from Definition 15.15) x (t) = x0 + c f (s. Then |f | is also continuous and b b f (t) dt ≤ a a |f | (t) dt. (15. n 1/2 ||f (t)| − |f (s)|| ≤ |f (t) − f (s)| ≡ i=1 |fi (t) − fi (s)| 2 and since f is continuous. let v = e1 . (15. x (s)) ds. Lemma 15. Therefore. If u = 0.1 Picard Iteration |f (t. recall from Theorem 10. if f is continuous on [a.7.4 on Page 233.3. vn ) .1 on Page 352 that f ∈ R ([a. Lemma 15. 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. then f ∈ R ([a. each fi is also and so lims→t |f (s)| = |f (t)| showing f is continuous at t.7. It only remains to prove the inequality. there exists a vector. In fact you may let v = u/ |u| if u = 0.2.7. · · ·. Then letting v = (v1 . First of all. The first of these conditions is known as a Lipschitz condition. x) − f (t. let v be such a unit vector with the property that b b v· a f (t) dt = a f (t) dt . Then x is a solution to the initial value problem. b] → Rn is a continuous function and c ∈ [a. note that if u ∈ Rn . x = f (t. x (c) = x0 if and only if x is a solution to the integral equation.13) (15. v such that |v| = 1 and u · v = |u| . if f is a continuous vector valued function defined on [a.15.

x1 (s)) − f (s.3 Let k ≥ 2. Theorem 15. and if xk−1 (s) has been determined. c (15. b] . t |x2 (t) − x1 (t)| ≤ c t |f (s. if x is a solution of the initial value problem. Then for any t ∈ [a. (15. This proves the lemma. b] .2. Conversely.7. Also. |x1 (t) − x0 | ≤ t |f (s. t x1 (t) ≡ x0 + c t f (s. x0 ) ds.15) is equivalent to the integral equation (15. x0 (s)) ds = x0 + c f (s. x (t)) . |xk (t) − xk−1 (t)| ≤ Mf K k−1 |t − c| . x0 )| ds ≤ Mf |t − c| . you begin with an initial function. then since f is continuous. x0 )| : s ∈ [a. integrate both sides from c to t obtaining (15. Lemma 15.the fundamental theorem of calculus. Then for any t ∈ [a. 2 2 KMf c |s − c| ds ≤ KMf (15. letting t = c on both sides. xk−1 (s)) ds. These definitions imply some simple estimates. Let Mf ≡ max {|f (s. gives x (c) = x0 .17) Now using this estimate and the Lipschitz condition for f . t x2 (t) ≡ x0 + c f (s.16) and so it suffices to study this integral equation. The most famous technique for studying this integral equation is the method of Picard iteration . x0 )| ds ≤ c t K |x1 (s) − x0 | ds ≤ |t − c| .16). x1 (s)) ds.16). x ∈ Rn } .19) .18) Continuing in this way leads to the following lemma. In this method. k! k (15.3 on Page 353 can be used to differentiate both sides and obtain x (t) = f (t. t xk (t) ≡ x0 + c f (s. x0 (t) ≡ x0 and then iterate as follows. b] .368 LIMITS AND DERIVATIVES Proof: If x solves (15. It follows from this lemma that the initial value problem.

∞ there exists L such that if k.4 For each t ∈ [a. ∞ Since {xk (t)}k=1 is a Cauchy sequence.1 implies t t |xk+1 (t) − xk (t)| = x0 + c t f (s. r=0 (K(b−a)) . b] . |t − c| . This shows that for every ε > 0. xk (s)) ds − x0 + c f (s. (r+1)! a fact which is easily seen by an application of the ratio test. then for all t ∈ [a.20) ∞ r a quantity which converges to zero as l → ∞ due to the convergence of the series. {xk (t)}k=1 is a Cauchy sequence. 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 (15.22) . Lemma 15.15. SYSTEMS OF ORDINARY DIFFERENTIAL EQUATIONS 369 Proof: The estimate has been verified when k = 2. then |xk (t) − xl (t)| < ε.7. Then if k > l. it follows that for all ε > 0. {xk (t)}k=1 is a Cauchy sequence. In other words.20). denote by x (t) the point to which it converges. ∞ |x (t) − xl (t)| ≤ Mf r=l (K (b − a)) <ε (r + 1)! r (15. b] . there exists L such that if l ≥ L. xk (s)) − f (s. Since the right side of the inequality does not depend on t. Then the Lipshitz condition on f and Lemma 15. Proof: Pick such a t ∈ [a. by the induction hypothesis.5 The function t → x (t) is continuous and l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a. xk−1 (s))| ds t ≤ c K |xk (s) − xk−1 (s)| ds which. xk+1 (s)) ds = c |f (s. b] . |x (t) − xl (t)| < ε. (15. 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. Assume it is true for k. Letting k → ∞ in (15.7. (k + 1)! Lemma 15.7. This proves the lemma. l > L. b]}) = 0.7.

xl (s)) ds = c c f (s.7. b]}) < ε/3. x (s)) ds. x (s)) − f (s. This verifies continuity of t → x (t) and proves the lemma.370 LIMITS AND DERIVATIVES Proof: Formula (15. It follows that x (t) = lim xk (t) k→∞ t = lim k→∞ x0 + c t f (s. . x is a solution to the initial value problem. assume x and x1 are two solutions to the initial value problem. xl (s)) ds − c t c f (s. This proves the existence part of the following theorem.7.15). Let ε > 0 be given and let t ∈ [a.14). Then letting l be large enough that l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a. K (b − a) < K (b − a) Since ε is arbitrary. Theorem 15. xl (s)) − f (s.2 it follows that t x (t) − x1 (t) = c (f (s. 3 ε By the continuity of xl . K (b − a) f (s. b] . x (s))| ds t ≤ c K |xl (s) − x (s)| ds ε = ε. (15.7. x (s)) ds ≤ c |f (s. x (s)) ds c = x0 + and so by Lemma 15.21).the last term is dominated by 3 whenever |s − t| is small enough.15). b]}) < t t ε . |x (s) − x (t)| ≤ |x (s) − xl (s)| + |xl (s) − xl (t)| + |xl (t) − x (t)| ≤ 2ε + |xl (s) − xl (t)| . Therefore.22) was established above in (15. this verifies that t l→∞ t lim f (s. xk−1 (s)) ds f (s. Then there exists a unique solution to the initial value problem. (15. Then by Lemma 15. Proof: It only remains to verify the uniqueness assertion.13) and (15.2. Letting l be large enough that l→∞ lim (sup {|x (t) − xl (t)| : t ∈ [a.6 Let f satisfy (15. x1 (s))) ds.

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

x (ti )) . Continuing this way.7 Solve the initial value problem y = y. If you used the step size .7. there will be no pattern and you just have to iterate things till you get to the end.24) x (t1 ) = x0 + hf (0. the resulting function will be piecewise linear and hopefully will not be too far off. h Noting that ti + h = ti+1 . There are many methods and the detailed study of them is outside the scope of this book.01 = (1. Having found x (t1 ) . x0 ) . x (ti + h) − x (ti ) = f (ti . The correct answer is y = ex . . x (0) = x0 . 0. 413 159 102 576 6. x0 is known because it is given.24) to find x (t3 ) and you continue doing this till you get x (tn ). 5000 you would have (1. y3 = 1.24) to find x (t2 ) = x (t1 ) + hf (t1 . and using the pattern which is emerging. nT . 77 and this is the value which Euler’s method gives for y (5) . To solve x = f (t. Using x (t2 ) one used (15.01 (0) = 1 Now y2 = 1 + (. where f satisfies the conditions given above for existence.001. Of course this was an easy example because it led to a pattern which was easy to apply. Thus y (5) = e5 = 148. This is done by a computer.01 and a step size of . you then n n n n n replace the derivative with a difference quotient as follows. You need a much better method than the Euler method if you want to solve ordinary differential equations. x (t1 )) . (15. For t ∈ (tk . x) . h h This whole idea is based on approximating functions with their linear approximations locally. y1 = 1 + .01) 1 = 1.01) . when you are working with numerical methods you test them on known examples and see how well they perform. In general. Therefore. xn ) 1 1 hf tn + h. this can be substituted back in to (15. xn + k1 2 2 1 1 hf tn + h. From (15. · · ·. How well does it work? In general. xn + k3 ) . you do the following to go from tn to tn+1 . In the following example.01.372 LIMITS AND DERIVATIVES for t ∈ [0. Letting h = T and ti = ih. One of the most famous is the Runge Kutta fourth order method. 2T . x (t) ≡ Example 15. (n−1)T . this can be written more simply as x (ti+1 ) = x (ti ) + hf (ti .01 + (. It is customary to write xi instead of x (ti ) . Next. x (0) = x0 .001.23) (15. T ] . tk+1 ) you define (tk+1 − t) (t − tk ) x (tk ) + x (tk+1 ) .001) = 148.01) 1. Now from Euler’s method. y (0) = 1 for t ∈ [0. y500 = (1. x (ti )) . x (0) = x0 . xn + k2 2 2 hf (tn + h.01) 500 2 = 144. k1 k2 k3 k4 ≡ ≡ ≡ ≡ hf (tn . Euler’s method will be applied to an initial value problem whose solution is known. T . 5] using Euler’s method with a step size of . You split the time interval into n equal pieces.24) Now this can be used to find an approximate solution as follows. 042 which is pretty close.

Maple.2 using the Euler method and compare with the true solution. 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.2 and compare with the true solution. 1] . Thus the difference between the true solution and Euler solution is less than Ch. Then xn+1 is the correction.15. f. y (0) = 0 so the differential equation does not depend on y.8. 2. uses one such system which is a fifth order method. then the Runge Kutta method above reduces to Simpson’s rule for numerical integration. x∗ n+1 2 ∗ where here x∗ n+1 = xn + hf (tn . 3. 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. Consider the model problem y = y. Show that if y = f (x) .8 Exercises 1.2 and compare with the true solution. y (0) = 1 on the interval [0. Now show how these errors add up and conclude Euler method is of order 1. The computer algebra system. the the the the 4. xn ) + f tn+1 . Then EXERCISES 373 1 (k1 + 2k2 + 2k3 + k4 ) . Solve it numerically for h = . Show that in going from 0 to t1 . Now use the Runge Kutta method for h = . xn+1 ≡ xn + 15. Assume anything you like about smoothness of the function. Use h = .the difference between the Euler solution and true solution is less than a constant times h2 . . xn+1 = xn + h f (tn . Even better schemes have been devised. xn ) . Work the above model problem using the following method known as a predictor corrector method. This xn+1 is the prediction.

374 LIMITS AND DERIVATIVES .

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

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

in the definition of a smooth curve that p (t) = 0. if h is a parameterization. . Then g−1 ◦ f is either strictly increasing or strictly decreasing. You see that going from f to g corresponds to tracing out the curve in the opposite direction. it follows f −1 ◦ h is also increasing. Now g−1 ◦ f must also be increasing because it is the inverse of f −1 ◦ g. If C is such a smooth curve just described. Here is an example.2). producing a pointy place in C. This verifies (16. It is also said that the two parameterization give the same orientation for the curve when f ∼ g. ∼ is called an equivalence relation.6.1.1) is obvious because f −1 ◦ f (t) = t so it is clearly an increasing function. If f ∼ g and g ∼ h.1. This is not hard to believe. the length according to this definition is 1 0 n 1/2 (pi − qi ) i=1 2 dt = |p − q| .1.1) (16. consider g (t) ≡ f ((a + b) − t) .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.1. They give the direction of motion on C. It is proved in Lemma 16. When the parameterizations are equivalent. and if f : [a. Lemma 16. it must be the case that g−1 ◦ h is increasing. (16.4 Graph the curve t3 .1. they preserve the direction. then f and g are said to be equivalent parameterizations and this is written as f ∼ g. These two classes are called orientations of C. 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 is a parameterization of C. Example 16. f ∼ f. 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. To see (16. also a parameterization of C. f −1 ◦ h = f −1 ◦ g ◦ g−1 ◦ h and so since both of these functions are increasing. either h ∼ g or h ∼ f .5.3) Proof: Formula (16.16. then if f −1 ◦ h is not increasing. Definition 16.2 on Page 385 but the proof is mathematically fairly advanced so it is presented later. ARC LENGTH AND ORIENTATIONS 377 Using the definition of length of a smooth curve just given.3 The following hold for ∼. Imagine t is time and p (t) gives the location of a point in space. Consequently. Corollary 16. h. If f ∼ g then g ∼ f . The symbol. t2 for t ∈ [−1.2) (16. the point can stop and change directions abruptly. If f ∼ g then f −1 ◦ g is increasing. Sometimes people wonder why it is required.2 If g−1 ◦ f is increasing. d] → C be two parameterizations satisfying 1 . Now by Corollary 16.1. In simple language.1 Let C be a smooth curve and let f : [a.3). b] → C and g : [c. The proof that curve length is well defined for a smooth curve contains a result which deserves to be stated as a corollary. then f ∼ h. the message is that there are exactly two directions of motion along a curve. If p (t) is allowed to equal zero. These parameterizations. This proves the lemma. 1] .

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

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

z) ≡ 2xyi+ x2 + 2zy j+ y 2 k. z) ≡ 2xyi + x2 j + k.2. F (x. 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. this equals the following integral. π] the position of an object is given by r (t) = ti + cos (2t) j + sin (2t) k.380 LINE INTEGRALS Example 16. π 2t cos 2t − 2 (sin 2t) t2 + 2 cos 2t dt = π 2 0 16. 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. C. Also suppose there is a force field defined on R3 . Suppose for t ∈ [0. 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. 3] the position of an object is given by r (t) = ti + tj + tk. y. Assume anything you like about the domains of the functions. z) ≡ zi + xzj + xyk. Repeat the problem for r (t) = ti + t2 j + tk. Suppose for t ∈ [0. F (x. show f ◦ g is an increasing function also. F (x. 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. Suppose for t ∈ [0. If f and g are both increasing functions. z) ≡ yzi + xzj + xyk. x + z 2 .t2 . y. Taking the dot product. 2 sin 2t. 3. −2 sin (2t) . Also suppose there is a force field defined on R3 . y. 4. Find C F· dR. R (t) = (cos 2t. Here is a vector field. . 1] the position of an object is given by r (t) = ti + tj + tk.4 Suppose for t ∈ [0. y. t) where t goes from 0 to π/4.1 · (1. Also suppose there is a force field defined on R3 . y. 5. 2. 2yz and here is the parameterization of a curve. 2π] the position of an object is given by r (t) = ti + cos (2t) j + sin (2t) k. To find this line integral use the above definition and write π F · dR = C 0 2t (cos (2t)) .3 Exercises 1. Also suppose there is a force field defined on R3 . Repeat the problem for r (t) = ti + t2 j + tk. 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. F (x.

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

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

MOTION ON A SPACE CURVE 383 Example 16. Now the tangent vector is dR dR dt 1 R (t) = =√ ds dt ds a2 + b2 1 √ ((−a sin t) i + (a cos t) j + bk) 2 + b2 a 1 ((b sin t) i−b cos tj + ak) + b2 a cos t a2 +b2 2 Now the curvature. the curvature. Here t ∈ [0. T = v/v which implies v = vT as claimed. Corollary 16. κ (t) . T ] . R (t) = (a cos t) i + (a sin t) j + (bt) k.4. the binormal.the unit tangent vector. The final task is to find the torsion. 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. s (t) . κ (t) = dT ds = + a sin t a2 +b2 2 = a a2 +b2 . N (t) .16. t ds dt = v which implies . Note the curvature is constant in this example. τ (t) . T (t) . 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. Recall that B = τ N where the derivative on B is taken with respect to arc length. B (t) .4.4.5 Given the circular helix. remembering that t is a function of s.6 Let R (t) be a space curve and denote by v (t) the velocity. 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 . s = 0 v (r) dr and so ds dt 1 = v . Then v = vT and a = dv T + κv 2 N. dt dt ds dt dt Proof: T = dR = dR ds = v ds . Therefore. find the arc length. v (t) = R (t) and let v (t) ≡ |v (t)| denote the speed and let a (t) denote the acceleration. the principal normal. Therefore. Also. and the torsion.

Also note that from the above. −t + 3 + 2t2 . − v cos v t . the parameterization is (x. Thus. −4t2 − 5 + 3t. 8. 4 + t) where t ∈ [0. 5) . y = −4x2 + 3x − 5. letting t = x.384 LINE INTEGRALS Now the acceleration is just the derivative of the velocity and so by the Serrat Frenet formulas. 8. κ = |T (t)| /v = dv v2 T + v 2 κN = N. Note where this came from. 2. (x. 2. Now you should check to see this works. 3. 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. 1] . v. Find a parametrization for the intersection of the plane 4x + 2y + 3z = 2 and the elliptic cylinder x2 + 4z 2 = 9. Suppose an object orbits a point at constant speed.4.4. cos v rt and T = − v cos r . . . Therefore. 4) and (1.5 Exercises 1. What is the centripetal acceleration of this object? You may know from a physics class that the answer is v 2 /r where r is the radius. 2. The parameterization of the object which is as described is R (t) = r cos Therefore. − v sin v t . 4) . z) = t. y. v |T | T (t) = v 2 κN and so v = κ |T | and N = T (t) |T | From this. This yields z = 2x2 − x + 3. It follows v rt v v t . 5) − (3. N points from the object toward the center of the circle because it is a positive multiple of the vector. r sin t r r v rt . This follows from the above quite easily. T = − sin 1 r . This is unfortunate when it occurs but you can sometimes find a parametric description of such curves. r r r r Sometimes curves don’t come to you parametrically. − v sin r v rt . 16. 10. Example 16. it is possible to give an important formula from physics. 2. 1) is obtained from (1.7 Find a parameterization for the intersection of the surfaces y + 3z = 2x2 + 4 and y + 2z = x + 1. Find a parametrization for the intersection of the planes 2x + y + 3z = −2 and 3x − 2y + z = −4. y. 4) + t (−2. The vector. You need to solve for x and y in terms of x. 2 + 8t. 10. dt r The vector. (−2. z) = (3. Find a parametrization for the intersection of the plane 3x + y + z = −3 and the circular cylinder x2 + y 2 = 1.8 Find a parametrization for the straight line joining (3. a= Example 16. 1) = (3 − 2t.

Is the force acting on the object a continuous function? Explain. t. b] was a parameterization of a smooth curve. Let R (t) = e5t i+e−5t j+5 2tk. Then φ (a) = d and φ (b) = c. d] → C be parameterizations of a smooth curve which satisfy conditions 1 . Therefore. Then φ (t) ≡ g−1 ◦ f (t) is 1 − 1 on (a. for some ε > 0 there 1 Recall that all continuous functions of this sort are Riemann integrable. An object moves along the x axis toward (0. b] . d] be one to one and suppose φ exists and is continuous on [a. Suppose φ is strictly decreasing. . 4. Find a parametrization for the intersection of the surfaces 3y + 3z = 3x2 + 2 and 3y + 2z = 3.16.1 Let φ : [a. Let R (t) = 2i + (4t + 2) j + 4tk.5. Find the arc length. 385 5.2 Let f : [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) . If φ is not continuous on [a. Find the arc length. b] such that tn → t but φ (tn ) fails to converge to φ (t) . b] . b] → C. if t = 0 is taken to correspond to s = 0.15.3 on Page 117. 0) and then along the curve y = x2 in the direction of increasing x at constant speed. b] . b) . By Lemma 5. b] . s as a function of the parameter. √ 8. continuous on [a. (For example. 2. Find a parametrization for the straight line joining (1. d b f (s) ds = c a f (φ (t)) φ (t) dt s Proof: Let F (s) = f (s) . b] which is Riemann integrable1 . 1) and (−1. g : [c.6. Proof: It is obvious φ is 1 − 1 on (a.) Then the first integral equals F (d) − F (c) by the fundamental theorem of calculus. if t = 0 is taken to correspond to s = 0. This proves the theorem. φ is either strictly increasing or strictly decreasing.7. b] because then the final claim follows from Lemma 5. b) from the conditions f and g satisfy. s as a function of the parameter. the length of C is defined as |p (t)| dt a If some other parameterization were used to trace out C.6. INDEPENDENCE OF PARAMETERIZATION 4. Then if f is a continuous function defined on [a. Lemma 16.6 Independence Of Parameterization b Recall that if p (t) : t ∈ [a. 16. and either strictly increasing or strictly decreasing on [a. b] → [c. t. t. then there exists a sequence. {tn } ⊆ [a.6. The case when φ is increasing is similar. Therefore. would the same answer be obtained? Theorem 16. 4) . let F (s) = a f (r) dr. √ 6. It only remains to verify continuity on [a. C. 9. s as a function of the parameter. 7. if t = 0 is taken to correspond to s = 0. Find the arc length. Let R (t) = (cos t) i + (cos t) j + 2 sin t k.4 on Page 94.

gi (s0 ) = 0 for some i. the continuity of f and g imply f (tn ) → g (s) and f (tn ) → f (t) . g .5.6 on Page 151. . d] which is not equal to φ (t) . φ is continuous as claimed. this shows φ exists on [a + δ.9. Therefore. hi : J → I by hi (gi (s)) = s. b]. (See Theorem 14. Also. Theorem 16. By continuity of gi .386 LINE INTEGRALS exists a subsequence. Then by the above lemma φ is either strictly increasing or strictly decreasing on [a. d] which contains s0 . b − δ] and is continuous there. it follows t ∈ J1 . for s and t related this way. J ≡ gi (I) is also an open interval and you can define a differentiable function. d) . As in Theorem 8.1. b] → C and g : [c. b] . d] → C both satisfy b d conditions 1 . a+δ = Now using the continuity of φ. by Theorem 16.) there is a further subsequence. Therefore. b + δ] . d] . gi (s) (16. an open interval containing φ−1 (s0 ) .6. 1 hi (gi (s)) = . Then by assumption 4. it follows gi (s) = 0 for all s ∈ I where I is an open interval contained in [c. for s ∈ I.5) which shows that φ exists and is continuous on J1 . 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. It follows f (t) = g (φ (t)) φ (t) and so. s. Therefore. Is it true that a |f (t)| dt = c |g (s)| ds? Let φ (t) ≡ g−1 ◦f (t) for t ∈ [a. g (s) = f (t) and so s = g−1 ◦ f (t) = φ (t) . an open interval. φ(b−δ) b−δ |g (s)| ds = φ(a+δ) a+δ b−δ |g (φ (t))| φ (t) dt |f (t)| dt. It follows that on this interval. and f on [a. Since s0 is arbitrary. f (t) = g (s) and so in particular. The decreasing case is handled similarly. Thus g−1 ◦ f (tn ) → s and still tn → t. for t ∈ J1 . of [c. gi is either strictly increasing or strictly decreasing. Suppose for the sake of simplicity that it is strictly increasing. b − δ]) ⊂ (c. still denoted by n such that {φ (tn )} converges to a point.1.3 The length of a smooth curve is not dependent on parameterization. φ (t) = hi (fi (t)) fi (t) = hi (gi (s)) fi (t) = fi (t) gi (φ (t)) (16. this implies that for s ∈ I. gi (s) = fi (t) .6. s = hi (fi (t)) = φ (t) and so. still denoted by n such that |φ (tn ) − φ (t)| ≥ ε. Let s0 ∈ φ ([a + δ.5 on Page 347. Using the sequential compactness of [c. a contradiction. Consequently. Therefore. yields d b |g (s)| ds = c a |f (t)| dt and this proves the theorem. Proof: Let C be the curve and suppose f : [a.4) Now letting s = φ (t) for s ∈ I. b] and letting δ → 0+ in the above.

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

0.2). The quantity which is a constant in the above proof of uniqueness is sometimes referred to as the energy. z (t) = y0 C (ωt) + y0 S (ωt) . .3) Using the ratio test. S (t) ≡ (−1) . although it is sometimes done. Then y solves (17.388 THE CIRCULAR FUNCTIONS AGAIN Dividing by m and letting ω 2 = k/m yields the equation for undamped oscillation. x (t) = 0 and so z (t) = y (t) . (17. there should be a solution to this equation.1) is the function.) Then you see right away using the theorem about differentiation of power series that S (t) = C (t) and C (t) = −S (t) . which satisfies the following initial value problem. C (0) = 1. our solution to (17. Suppose both z and y are solutions to the problem (17. y (a) = y1 . Therefore. x + ω 2 x = 0. z (0) = y1 .6 again to write 2 2 d (x ) ω 2 (x) + = 0.4 There exists exactly one function. it is not enough to base questions of existence in mathematics on physical intuition. This proves the uniqueness part. However this expression equals zero when t = a and so it must be zero for all t.6 to conclude x satisfies the following initial value problem. z (0) = y0 .2.1) Proof: First consider the question of uniqueness. y + ω 2 y = 0. It is the displacement of the bottom end of a spring from the equilibrium position. dt 2 2 By Corollary 6. C (0) = 0. y (t) ≡ z (t − a).4) Consider the function. To establish the existence of a solution. x (a) = x (a) = 0. (Of course you know what these series are already but you don’t need to know this for the purposes of this presentation. y. (17. It follows from the chain rule and what ω was just observed about S and C that z solves (17.4 on Page 133 the expression (x ) ω 2 (x) + 2 2 2 2 must equal a constant. y (a) = y0 .8. let z (t) ≡ y (t + a) . The following theorem gives the necessary existence and uniqueness results. you see both series in the above converge for all t ∈ R. Then let x = z − y and use Theorem 6. Therefore.1) if and only if z solves z + ω 2 z = 0.2) Now let C (t) ≡ n=0 ∞ (−1) n t2n t2n+1 n .3) that C (t) satisfies the following initial value problems. Now multiply both sides of the differential equation by x and use Theorem 6. C + C = 0. Based on physical reasoning just presented. (17. It follows immediately from (17.1). Remember. Theorem 17.2. (2n!) (2n + 1)! n=0 ∞ (17. However. you can define functions in terms of power series. y + ω 2 y = 0. in particular.

Then y +y =C and y (0) = C (0) + S (0) = 0 + 0 = 0. C (−t) = C (t) .0. 2 2 24 x− (17. y (x) = 0.5 The functions C and S satisfy the following properties. C (x − y) = C (x) C (y) + S (x) S (y) . These properties will be obtained directly from the initial value problems they satisfy.6) These conditions in (17.5) use the initial value problem satisfied by C to write C + C = 0. 6 x2 x2 x4 1− ≤ C (x) ≤ 1 − + . the spring constant. The second half of (17. C and S.6 to obtain d dt (C (t)) (C (t)) + 2 2 2 2 +C +S +S =0 =0 . Theorem 17.5) (17. To verify (17. x3 ≤ S (x) .389 In terms of the spring.9) (17. m and the function would be the displacements from equilibrium of the bottom of the spring when initially it is at the equilibrium point and moving upward with unit speed. another proof is given of Property (17. S (0) = 1. Now multiply by C and use Theorem 6.4) which is based on the initial value problems satisfied by the functions rather than the differentiation theorem for power series.6) say that S is odd and C is even because the property of being odd or even is defined in terms of these equations. (17. It will be shown that y solves the differential equation and the initial condition.4) consider the function.7) (17. S (x + y) = S (x) C (y) + C (x) S (y) . In addition. S (t) is the solution to the initial value problem S + S = 0. By the Theorem 17. The second of these functions.10) Proof: To verify (17. The next theorem is on properties of these functions.8) (17. this would have the spring constant.4 again y (x) = 0. 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.0. In terms of the spring. S (−t) = −S (t) .2. while y (0) = C (0) + S (0) = −C (0) + C (0) = 0. S (0) = 0. y (x) = C + S. C 2 (t) + S 2 (t) = 1.4. For x ≥ 0. y (0) = S (0) − C (0) = 1 − 1 = 0.0. Thus by Theorem 17. k equal in magnitude to the mass.4) is proved similarly only this time consider y (x) = S (x) − C (x) . k would be equal in magnitude to the mass.

2.6 again. yields (17.6 y (t) = −S (−t) + S (t) and so y (0) = 0 and y (0) = −1 + 1 = 0. . Then w (0) = 0 and w (x) = 1 − C (x) ≥ 0.5). c. To verify (17. Now the initial conditions for C imply this constant.5.8.10) other properties of C and S related to their periodic behavior may be obtained. by Corollary 6. Let w (x) = x − S (x) . 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. This proves the first part of (17. Then from (17.0.7).8) is completely similar and is left as an exercise. it follows that y (x) = S (x) − x − (17.9). y (t) = S (−t) + S (t) and so y + y = 0. u (x) ≥ 0 for all x ≥ 0 and this shows the top half of (17.10). .8.10).6). Then z (0) = 0 and z (x) = −S (x) + x ≥ 0 so by Corollary 6.4). ∞). 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. Let y (t) = S (−t) + S (t) . it follows y (t) = 0. it follows that w is increasing on [0.9) and (17. by Theorem 17. Then by Theorem 17. w (x) ≥ 0 which shows that x − S (x) ≥ 0. Now let u (x) = 1 − x 2 2 ≥ 0 for all x ≥ 0. it follows that z (x) = C (x) − 1 − proving the bottom half of (17. c equals 1/2. Also using Theorem 6. This proves + x 24 4 − C (x) .4.0.8. it follows y (x) = 0 proving (17.390 and so THE CIRCULAR FUNCTIONS AGAIN (C (t)) (C (t)) + =c 2 2 for some constant.2.7). Therefore. With (17. Therefore.5 on Page 133. Also y (0) = S (y) − S (y) = 0 and y (0) = C (y) − C (y) = 0. Using C = −S. fix y and let y (x) = S (x + y) − (S (x) C (y) + S (y) C (x)) . Then u (0) = 0 and x3 + S (x) ≥ 0 6 u (x) = −x + by (17.4. Then y (0) = 0 and so by Corollary 6. Therefore.9).8. By Corollary 6. Let z (x) = C (x) − 1 − x2 2 2 2 .5on Page 133. This brings us to the estimates. The proof of (17.5. Then by Theorem 6. The second part is similar.

P/2] . By the intermediate value theorem there exists a number.391 Theorem 17. 2 4 C (x) = −S (x) ≤ −x + x2 x3 = (−x) 1 − 6 6 <0 showing that C is strictly decreasing on this interval because of Corollary 6. P/2) because S (x) = C (x) and C (x) > 0 on (0. There is only one such number because for x ∈ (0.(17. It only remains to verify that C and S are periodic of period 2P. 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) . > 0 if x ∈ (0. P/2) . S (P/2) = 1. and (17.8). from (17. Therefore. S is strictly decreasing on [P/2.6). Since C is strictly decreasing on the interval [0. P ) . [P/2. P ).0. P ] and t2 ∈ [P.6. Therefore. 2P ). S (t2 ) ≤ 0 and so S (t1 ) ≤ 0. Also C is strictly decreasing on this interval because its derivative. P ] . S is increasing on (0. that P = π.5). Now S (t1 ) = S (t2 ) < 0 which can’t happen for t1 ∈ [0. x + P/2 where x ∈ [0. From (17. It follows that r is one to one on [0. 3P/2] . 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. 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. C (t1 ) = C (t2 ) > 0 and so. P ] because its derivative.10) that C (2) < 0 because C (2) ≤ 1 − 2 + 24 = − 1 < 0. r is one to one on [0. P ] . First consider the claim that S and C are 2P periodic. 2) such that C (P/2) = 0. Recall. This proves the first part of the theorem. Furthermore. C (x + P/2) = C (x) C (P/2) − S (x) S (P/2) = −S (x) ≤ 0.7). Now if r (t1 ) = r (t2 ) for t2 ∈ (3P/2. P/2] .6 There exists a positive number. P/2) . P ) and 2 C P = 0. S (x + 2P ) = S (x) . P/2 ∈ (0. But S (t1 ) ≥ 0 and so t1 = P = t2 . P/2) while S (x + P/2) = S (x) C (P/2) + S (P/2) C (x) = C (x) ≥ 0. This means that for 2 all x ∈ R. If r (t1 ) = r (t2 ) for t1 ∈ [0. Points on this interval are of the form. 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. Therefore. C is negative on (P/2. In addition to this. Also the function. C (x + 2P ) = C (x) . P such that C (x) > 0 on [0. r (t) ≡ (C (t) . P/2). both C and S are periodic of period 2P. 2 3 C (1) = 1 > 0. then C (t1 ) = C (t2 ) and S (t1 ) = S (t2 ) . S (t)) is one to one for t ∈ [0. 3P/2] . In going from P to 3P/2. and that C = cos while S = sin. 2p) and t1 ∈ [0. Therefore. 2) . . −S is negative on (P/2. Now consider what happens on the interval. In going from 3P/2 to 2P.8. t1 ∈ [0. P/2] . use the same arguments to verify that C and S are strictly increasing and C (2P ) = 1 while S (2P ) = 0. 3P/2] . P ] it follows that r is one to one on [0. < 0 if x ∈ (0. Also this shows that r (t) is one to one for t ∈ [0. 2 Proof: From (17.

2P ) . (C(t). Since r is one to one on (0. y (0) = y0 . No reference was made to plane geometry. In other words. 17. First note that by (17. s] is given by A (s) where A solves the initial value problem. this involves starting at (1. 0) .392 To verify the assertion about C. S (t)) is a point on the unit circle. The solution to this is just A (t) = t and so the length of this path traced out by r is just s. the equation of undamped oscillation. 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) . Note that this finishes off all the trig identities as well thanks to the previous theorem.5). 2P ] is just 2P but from the above discussion. Theorem 17. just the definition of distance along with the notion of arc length. Now it remains to verify the other assertions. A (t) = (C (t)) + (S (t)) = 2 2 S 2 (t) + C 2 (t) = 1. S(t))         t     Thus. Now the length of the curve traced out by r for t ∈ [0.1 The initial value problem. so this gives an alternate way of defining the circular functions. Define 2π to be this length. C (t) = cos t and S (t) = sin t. This proves the theorem. 0) and continuing around the unit circle till (1. drawing a right triangle with the radius of the circle as its hypotenuse and t the angle just described.1 The Equations Of Undamped And Damped Oscillation With the circular functions. y + ω 2 y = 0.1. y (0) = y1 (17. P = π.11) . (C (t) . 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. Therefore. the length of the path traced out by r for t ∈ [0. y + ω 2 y = 0 may be solved. This equation resulted from the oscillations of a heavy weight on a spring but it occurs in many other physical contexts also. 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. A (0) = 0.

y − a2 y = 0.4 that this is the only solution to this problem. This is a device which resists motion like a shock absorber on a car. let Dy ≡ y . THE EQUATIONS OF UNDAMPED AND DAMPED OSCILLATION has a unique solution and this solution is y (t) = y0 cos (ωt) + y1 sin (ωt) .0.13). Theorem 17. e−at y = and so y= C1 −2at e + C2 −2a C1 −at e + C2 eat . This proves most of the following theorem. Thus (D + a) z = 0 and so z (t) = C1 e−at from Theorem 9. Thus in our spring example. 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. every solution of y = 0 is of the form C1 t + C2 for some constants. (17. In the case when a = 0.13) To give the complete solution. dt Therefore. If the car is just sitting still the shock absorber applies no force to the car. You know how these work.1. Now consider another sort of differential equation.11). d −at e y = C1 e−2at . you would have my = −ky − δ 2 y . it follows any solution of (17.2 Every solution of the differential equation. a > 0 (17.1 on Page 221. (D − a) y ≡ y − ay = C1 e−at . C1 and C2 .12) Proof: You should verify that (17. Multiply both sides of this last equation by e−at . Then the differential equation may be written as (D + a) (D − a) y = 0.13) is of the form y = C1 e−at +C2 eat . Now consider the differential equation of damped oscillation.12) does indeed provide a solution to the initial value problem (17. y − a2 y = 0 is of the form C1 e−at + C2 eat for some constants C1 and C2 provided a > 0. By the product and chain rules. my = −ky where k was the spring constant and m was the mass of the object. Let z = (D − a) y. In the example of the object bobbing on the end of a spring.19. 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. It follows from Theorem 17. ω 393 (17. −2a Now since C1 is arbitrary. Now you should verify that any expression of this form actually solves the equation.1. Suppose the object is also attached to a dash pot.17. Therefore.

The voltage drop across the resistor is Ri where R is the resistance. Thus i = Q = Cv . Concerning the solutions to this equation.1.1. Then all solutions of (17. 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. (17.such damped oscillation satisfies an equation of the form.17) Proof: Let z = ebt y and write (17.18) √ a − b2 . (17. this becomes LCv + CRv + v = 0. Dividing by m and adjusting the coefficients.14) are of the form e−bt (C1 + C2 t) .1.1.1.14) Actually this is a general homogeneous second order equation. R C L di The voltage drop across the inductor is L dt where i is the current and L is the inductance. This is according to Ohm’s law. The current equals the rate of change of the charge on the capacitor. y + 2by + ay = 0. the following theorem is given.14) in terms of z. Thus L dt + Ri + Q = 0 and C written in terms of the voltage drop across the capacitor.3 Suppose b2 − a < 0. and an inductor in series as shown in the following picture. In this theorem the first case is referred to as the underdamped case. The second case is called the critically damped case and the third is called the overdamped case. Theorem 17.1. you di must get zero because there is no voltage source in the circuit. They use Theorem 17.4 An important example of these equations occurs in an electrical circuit having a capacitor. as claimed. (17. When these voltages are summed.1. z (t) = C1 cos (ωt) + C2 sin (ωt) where ω = Therefore. If b2 − a < 0. .15) √ where ω = a − b2 and C1 and C2 are constants. a resistor. a second order linear differential equation of the sort discussed above. Example 17. then by Theorem 17.14) are of the form e−bt (C1 cos (ωt) + C2 sin (ωt)) . z is a solution to the equation z + a − b2 z = 0. more general than what results from damped oscillation.394 THE CIRCULAR FUNCTIONS AGAIN where δ 2 is the constant of proportionality of the resisting force.16) In the case that b2 − a > 0 the solutions are of the form e−bt C1 e−rt + C2 ert . Thus. where r = √ b2 − a. The other two cases are completely similar.2 rather than Theorem 17. In the case that b2 − a = 0 the solutions of (17. y = e−bt (C1 cos (ωt) + C2 sin (ωt)) (17. (17.

Prove from the initial value problems satisfied by S and C the formula (17.6).9. 7. A mass of ten Kilograms is suspended from a spring attached to the ceiling. x→0 x lim 8. Give the displacement as before.2 Exercises 1. 0 if x = 0 Show h (0) = 0. 2 cm.9.2. 11. What is h (x) for x = 0? .8.5 and Problem 5.5. 10.0. 2.5 and Problem 5 and Theorem 5. and released. 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. Show from Corollary 6.8). Using Theorem 17. Give upper and lower bounds for these numbers. This mass causes the end of the spring to be displaced a distance of 39. S (x) = 1. The mass end of the spring is then pulled down a distance of one cm.13). called the amplitude. = 0 are of the form y = 5. y + 5y − y = 0.19) 6. 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. 13. (17.0. 4. y (0) = 1. Solve the initial value problem. 3. Find the displacement from the equilibrium position of the end of the spring as a function of time.14) consider the equation in which b = −1 and a = 3.5 and Theorem 17. 12.1) and C (. Verify that y = C1 e−at + C2 eat solves the differential equation.0.17.5 that for all x ≥ 0. A. y (0) = 0.18). S (x) ≤ x − x3 x5 + .0. Assume the acceleration of gravity is 9. estimate S (. establish the limit. 1 − C (x) = 0. Using Theorem 17. 14. y (0) = 0. EXERCISES 395 17. establish the limit. Explain why this equation describes a physical system which has some dubious properties.5 and Problem 5 and Theorem 5. Verify that all solutions to the differential equation. Verify (17. Also verify the second half of (17. y (0) = 1. x→0 x lim 15. y C1 t + C2 .8m/ sec2 . In (17. 9.5. Solve the initial value problem y + 2y + 2y = 0. Is the derivative of a function always continuous? Hint: Consider h (x) = 1 x2 sin x if x = 0 .1) . 6 120 (17. Using Theorem 17.

. Show there exists φ such that f (t) = a2 + b2 sin (ωt + φ) . π/6. These are important examples.396 THE CIRCULAR FUNCTIONS AGAIN 16. π/3.5π/6.11π/6.3π/2.π.4π/3.5π/4. √a2 +b2 is a point on the unit circle so it is of the form (cos φ. Do this without any reference to triangles or plane geometry.7π/6.5π/3. Suppose f (t) = a cos ωt + b sin ωt. √ a a Hint: f (t) = a2 + b2 √a2 +b2 cos ωt + √a2b+b2 sin ωt and √a2b+b2 . 7π/4. 17. 2π/3. Now recall the formulas for the sine and cosine of sums of angles. For θ = 0.2π. π/4. show these angles on the unit circle and find the sine and cosine of each one. sin φ) . π/2.3π/4.

Find the polar coordinates. In general these lists of numbers which have a different meaning than Cartesian coordinates are called Curvilinear coordinates. can be described in terms of the Cartesian coordinates.1. θ) .1). 4) . How are the two coordinates systems related? From the picture. y = r sin (θ) . 0) while θ is the angle shown between the positive x axis and the line from the origin to the point. x = 5 cos π = 5 3 and y = 5 sin π = 5 . 2π). The idea is suggested in the following picture. This angle will always be given in radians and is in the interval [0.1.1 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. Find the Carte6 sian or rectangular coordinates of this point. x = r cos (θ) .2 Suppose the Cartesian coordinates of a point are (3. Example 18. y     (x. indicated by a small dot in the picture. y) or the polar coordinates. 2 . (r. π . θ)    θ       r     x You see in this picture. y) •   (r. 397 .Curvilinear Coordinate Systems 18.1) Example 18. (18. the number r identifies the distance of the point from the origin. (0. Thus the Cartesian coordinates 6 2 6 2 √ 5 5 are 2 3. (x. Thus the given point. √ From (18. Probably the simplest curvilinear coordinate system is that of polar coordinates.1 The polar coordinates of a point in the plane are 5. 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.

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

r (t) = = Next consider the acceleration. der der deθ deθ = θ (t) . The latitude corresponds to φ and the longitude corresponds to θ.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. 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 . r (t) . = θ (t) dt dθ dt dθ and so from (18. THE ACCELERATION IN POLAR COORDINATES 399 that the standard way to determine position on the earth is to give the longitude and latitude.2. it is often useful to express things in terms of different coordinates which are consistent with these directions. Thus r (t) is just the distance from the origin.3) as needed along with the product rule and the chain rule. = −θ (t) er (18. er = (cos θ. r (t) er + r (t) = er + 2r (t) θ (t) + r (t) θ (t) eθ . (18.1 18. cos θ) . (18. . s d eθ        e d ˆr y ˆ ˆ(r.2). der deθ = θ (t) eθ . This force is always directed toward the sun and so the force vector changes as the planet moves. θ)       θ     The vector.3) dt dt Using (18. Note that er is a unit vector pointing away from 0 and der deθ eθ = . consider the following simple diagram in which two unit vectors.Then r (t) = r (t) er (θ (t)) where r (t) = |r (t)| . er and eθ are shown.2) dθ dθ Now consider the position vector from 0 of a point in the plane. What is the velocity and acceleration? Using the chain rule.18. er = − . eθ = (− sin θ. sin θ) and the vector.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. To discuss this. When this is the case. 0 to the point. You should convince yourself that the picture above corresponds to this definition of the two vectors. A good example of this is the force exerted by the sun on a planet.

the equal area law. This is called a force field. The speed of the object is s and so it moves s/R radians in unit time. objects must move in a plane. Lemma 18.2 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. Therefore. mr × r = m (r × r) = g (r) r × r = 0.1 Suppose an object of mass m moves at a uniform speed. obtained as a very special case of (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. 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. F (r) which a given object of mass m will experience if its position vector is r. θ (t) = 0. θ = 0. Thus in a central force field. 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. a force field is a central force field if F (r) = g (r) er . s. Then from the definition of a central force and Newton’s second law. . around a circle of radius R. Find the force acting on the object. 0. the term in (18. From (18. r is associated a force.4) corresponding 2 to eθ equals zero and mr = −Rθ (t) er . r (t) = 0. By Newton’s second law. The next example has as a special case one of Kepler’s laws. Example 18.3 Suppose an object moves in three dimensions in such a way that the only force acting on the object is a central force. The term 2r θ is called the Coriolis force. mr = g (r) r. Thus θ (t) = s/R and so mr = −mR s R 2 er = −m s2 er . Example 18. r (t) = R. a constant and since the speed is constant. Therefore. the force an object experiences will always be directed toward or away from the origin. Then the motion of the object is in a plane. the force acting on the object is mr .2.400 CURVILINEAR COORDINATE SYSTEMS This is a very profound formula. a positive constant. Proof: Let r (t) denote the position vector of the object.4). Suppose at each point of space. You can observe this by experiment if you like. R This is the familiar formula for centripetal force from elementary physics. The following simple lemma is very interesting because it says that in a central force field. What forces act on this object? Let v denote the constant speed of the object moving toward the edge of the platform.4) mr (t) = −mr (t) ω 2 er + m2vωeθ .2. while θ (t) = ω. Kepler’s second law . Therefore. Consider the following examples. In this case. (r × r) = n.2. Then r (t) = v. This proves the lemma.

4 An object moves in three dimensions in such a way that the only force acting on the object is a central force. (18. This yields 2rr θ + r2 θ = r2 θ Consequently. were shown by Newton to be consequences of his law of gravitation which states that the force acting on a mass.3 Planetary Motion Kepler’s laws of planetary motion state that planets move around the sun along an ellipse. C. From the assumption that the force field is a central force field. the equal area law described above holds.3. 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. The area of the circular sector. discovered by Kepler.18. G. and there is a formula for the time it takes for the planet to move around the sun.4) that 2r (t) θ (t) + r (t) θ (t) = 0 Multiply both sides of this equation by r. Then the object moves in a plane and the radius vector from the origin to the object sweeps out area at a constant rate. dA.5)    dθ  2 2222 2 222  In this picture. dt 2 dt 2 (18. This is called an inverse square law.7) 18. r2 θ = c for some constant.67 × 10−11 Newton meter2 /kilogram2 .2. PLANETARY MOTION 401 Example 18. Now consider the following picture. Gravity acts according to this law and so does electrostatic force. The constant. 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. 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 . is essentially r2 dθ and so dA = 1 r2 dθ. Therefore. 2 1 dθ c dA = r2 = . Here G is the gravitation constant. (18.6) = 0. m by a mass. These laws. M is given by F = −GM m 1 r3 r = − GM m 1 r2 er where r is the distance between centers of mass and r is the position vector from M to m. it follows from (18. It is now accepted to be 6.

9). 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 . (18.402 CURVILINEAR COORDINATE SYSTEMS by two larger masses. d2 r dt2 = = = dθ dt c r2 c r2 − dr dθ 2 2c2 r5 .10) r2 r r dt r2 −2c dr = (18. (18. The question of interest is to know how r depends on θ. Experiments like these are major accomplishments. c.9) Therefore. the motion is in a plane.12) (18.) Consider the first of Kepler’s laws.13) Also.12) again with respect to t. r (t) − r (t) θ (t) Thus k = GM and r (t) − r (t) θ (t) = −k As in (18.8) = 0 and so there exists a constant. also. θ = dr dθ dr = dθ dt dt and by (18.3. dr c dr = 2 . From Lemma 18. In the following argument. The constant was first measured successfully by Lord Cavendish in 1798 and the present accepted value was obtained in 1942. (It could also be a comet or an asteroid. = = Differentiating (18. The gravitation force between the suspended masses and the two large masses caused the fibre to twist ever so slightly and this twisting was measured by observing the deflection of the light reflected from the mirror on a scale placed some distance from the fibre. 2r (t) θ (t) + r (t) θ (t) = 0. regarding r as a function of θ and θ as a function of t.10) and (18. M is the mass of the sun and m is the mass of the planet. 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 (18.5). the one which states that planets move along ellipses. Now from (18. By the chain rule. by (18.9).2. .11) r3 dt Now consider the first of the above equations.4) and Newton’s second law. and so 2rr θ + r2 θ = 0 −2r θ −2 dr c −2rr θ = = (18.

d r = dθ2 2 − ρ−2 d2 ρ .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. dr dρ = (−1) ρ−2 . Multiply both sides by d2 ρ dρ dρ k dρ +ρ = 2 dθ c dθ dθ2 dθ Then from the product rule. Thus. However.14) Next consider the above equation in terms of ρ = r−1 . r = ρ−1 . c1 such that 1 2 dρ dθ 2 + ρ2 − k ρ = c1 c2 . + ρ2 = k dρ . there exists a constant. dθ2  dr = dθ 2 2ρ−3 dρ dθ 2 − ρ−2 d2 ρ  dρ  k   − (−1) ρ−2  (2ρ) − ρ−1 = − 2 2 . c2 dθ Therefore. from the chain 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. d2 ρ k + ρ = 2. 1 d 2 dθ dρ dθ 2 dρ dθ . dθ dθ dρ dθ 2 d2 r = 2ρ−3 dθ2 substituting this in to (18. 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. PLANETARY MOTION It follows that the first equation of (18. c dθ2 a much more manageable equation.14).3.

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

(18. this has shown T2 = 4π 2 GM diameter of ellipse 2 3 .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 = . Recall Example 10. The constant.9. and (18. not just one which satisfies an inverse square law. ellipses or circles. Kepler’s third law involves the time it takes for the planet to orbit the sun. the equal area formula. . Kepler’s second law. Using this formula.2 on Page 248 which gives the area of an ellipse.18) Now note this is the equation of an ellipse and that the diameter of this ellipse is 2εp ≡ 2a. From (18. (1 − ε2 ) This follows because ε2 p2 (1 − 2 ε2 ) ≥ ε2 p2 . area of ellipse π√ Therefore.16). holds for any central force.7) the following equation must hold. ε is called the eccentricity. The case where ε = 0 corresponds to a circle. (18. 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. k GM = 4π 2 (εp) 3 3 Written more memorably. PLANETARY MOTION 405 are acted on only by a force of the form given in the above example move along hyperbolas.18. 1 − ε2 Now let T denote the time it takes for the planet to make one revolution about the sun. This is called Kepler’s first law in the case of a planet. T2 = = 4π 2 ε4 p4 3 kεp (1 − ε2 ) k (1 − ε2 ) 2 3 2 3 4π a 4π a = . 2) (1 − ε (1 − ε2 ) / ε2 p2 (1 − ε2 ) 2 = 1.19) This relationship is known as Kepler’s third law.3.

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

The earth goes around it in 365 days. What are some physical assumptions which are made in the above derivation of Keplers laws from Newton’s laws of motion? 14.) 15. . Using (18.256 days. Such a satellite is called geosynchronous.18. How are things different in the Southern hemisphere? 13.19) and the above value of the universal gravitation constant. 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. The orbit of the earth is pretty nearly circular and the distance from the sun to the earth is about 149 × 106 kilometers. Now consider (18. Explain why low pressure areas rotate counter clockwise in the Northern hemisphere and clockwise in the Southern hemisphere. Hint: Note that from the point of view of an observer fixed in space.98 × 1024 kilograms. (Actually it is 365. EXERCISES 407 12. determine the mass of the sun. 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. 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. 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 5.6).

408 CURVILINEAR COORDINATE SYSTEMS .

Part IV Functions Of More Than One Variable 409 .

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

1. A + (−A) = 0.1 Let A = (aij ) and B = (bij ) be two m × n matrices. α (A + B) = αA + αB.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. etc.1) The above properties. the existence of an additive identity. . A + 0 = A. A. Also. B.4) (19. Then A + B = C where C = (cij ) for cij = aij + bij .6) (19. and C.7) (19.  x = .5) (19. From now on. 3 × 4 zero matrices. Thus  x1  . this list of numbers will be arranged vertically. the existence of an additive inverse.  .1.(19. (A + B) + C = A + (B + C) .1) .8) (19. The number Aij will typically refer to the ij th entry of the matrix. In fact for every size there is a zero matrix. Definition 19. (19. With this definition. .2) (19. Note there are 2 × 3 zero matrices. (α + β) A = αA + βA. denoted by 0 will be the matrix consisting of all zeros. A + B = B + A. Also if x is a scalar. while a 1 × n matrix of the form (x1 · · · xn ) is referred to as a row vector.412 LINEAR ALGEBRA Definition 19. the commutative law of addition. for α. (19. α (βA) = αβ (A) . the following properties are all obvious but you should verify all of these properties valid for A. xA = (cij ) where cij = xaij . 1A = A.3) (19. β scalars. m × n matrices and 0 an m × n zero matrix. Recall this means x is a list of n real numbers. the following also hold. sometimes column vectors.2 Let x ∈ Rn . The zero matrix. the associative law for addition. xn These n × 1 matrices are also called vectors.

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

7 6 2 2 6 First check to see if this is possible.   1 2 2 3 1 Example 19. A and B are said to be conformable in a particular order if they can be multiplied in that order. Let A be an m × n matrix and let B be an n × p matrix. bj =  . Thus if A is an r × s matrix and B is a s × p then A and B are conformable in the order. you can’t multiply the matrices. Thus    Aik Bkj . Before doing so.5 Multiply if possible  3 1  . Now  B1j  . the following may be helpful. bp ) where bk is an n × 1 matrix.  3 1  1  7 6 2 2 6 2 6 2 6 . Then an m × p matrix. AB.11) In terms of the repeated summation convention. these must match (m × n) (n × p )=m×p If the two middle numbers don’t match.  3 1  3 . Abp ) where Abk is an m × 1 matrix.1. It is of the form (3 × 2) (2 × 3) and since the inside numbers match. (19. The answer is of the form        1 2 1 2 1 2  3 1  2 . (19. Bnj and from the above definition. · · ·. Then AB is an m × p matrix and n (AB)ij = k=1 Aik Bkj .414 LINEAR ALGEBRA With this done. Definition 19. ith entry of the j th column of AB. k=1 (19.12) Two matrices. Hence AB as just What is the ij th entry of AB? It would be the it would be the ith entry of Abj . · · ·. on Page 331. the next task is to multiply an m × n matrix times an n × p matrix.9) defined is an m × p matrix.4 Let A = (Aij ) be an m × n matrix and let B = (Bij ) be an n × p matrix. AB is defined as follows: AB ≡ (Ab1 . it must be possible to do this. the ith entry is n (19.10) This motivates the definition for matrix multiplication which identifies the ij th entries of the product. (AB)ij = Aik Bkj . Then B is of the form B = (b1 .1. .

and you see these are not equal. However. 14 This is not possible because it is of the form (3 × 2) (3 × 3) and the middle numbers don’t match. MATRICES where the commas separate the columns in the equals  16 15  13 15 46 42 a 3 × 3 matrix as desired. Proposition 19.15) . 0 0 Note the above two examples show matrix multiplication is not commutative.1.9 If all multiplications and additions make sense. A (aB + bC) = a (AB) + b (AC) (B + C) A = BA + CA A (BC) = (AB) C (19. you cannot conclude that AB = BA for matrix multiplication. b scalars.1.1. the following hold for matrices and a. When the multiplication is done it equals   13 13  29 32  .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 2 3 4 0 1 1 0 and 0 1 1 0 1 3 2 4 . Example 19.7 Multiply if possible  7 6 2   3 1  . 2 6 0 0 0 This is possible because in this case it is of the form (3 × 3) (3 × 2) and the middle numbers do match.1.    2 3 1 1 2 Example 19. it can happen that AB makes sense while BA does not make sense which was the case in these examples. Therefore.14) (19. In fact. It seems natural to ask if the product of any two n × n matrices commutes. 0 415 resulting product.1.19. there are some properties which do hold. 0 1 1 0 = 2 4 1 3 . Thus the above product  5 5 .6 Multiply if possible  3 1   7 6 0 0 2 6   1 2 .13) (19.  2 3 1 2 Example 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.1. Lemma 19. Consider (19. Then AT denotes the n × m matrix which is defined as follows.10 Let A be an m × n matrix. This proves (19.16) (19. Another important operation on matrices is that of taking the transpose. AT ij = Aji The transpose of a matrix has the following important property. denoted by placing a T as an exponent on the matrix.416 LINEAR ALGEBRA Proof: Using the repeated index summation convention and the above definition of matrix multiplication.15). Proof: From the definition. The following example shows what is meant by this operation.17) is left as an exercise and this proves the lemma.17) (αA + βB) = αAT + βB T T = = = = (AB)ji Ajk Bki B T ik AT B T AT ij kj (19.  T 1 2 1 3 2  3 1  = 2 1 6 2 6 What happened? The first column became the first row and the second column became the second row. Definition 19. Thus the 3 × 2 matrix became a 2 × 3 matrix. Formula (19.14) is entirely similar.15). Then (AB) = B T AT and if α and β are scalars. . (AB) T ij T (19. (A (BC))ij = Aik (BC)kj = Aik Bkl Clj = (AB)il Clj = ((AB) C)ij . the associative law of multiplication. This motivates the following definition of the transpose of a matrix. The number 3 was in the second row and the first column and it ended up in the first row and second column.11 Let A be an m × n matrix and let B be a n × p matrix.1.

it also follows that Im A = A. Example 19.1.1.1 Finding The Inverse Of A Matrix A little later a formula is given for the inverse of a matrix.19. Does A have an inverse? One might think A would have an inverse because it does not equal zero.14 Let A = 1 1 1 1 . 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 = . Thus the answer is that A does not have an inverse. Example 19. A−1 if and only if AA−1 = A−1 A = I where I = (δ ij ) for 1 if i = j δ ij ≡ 0 if i = j 19. 1 1 1 1 −1 1 = 0 0 and if A−1 existed.1. The other case is left as an exercise for you.13 An n×n matrix. However. It is called the identity matrix because it is a multiplicative identity in the following sense. = . It is also important to note that not all matrices have inverses. Then AIn = A. A has an inverse.1. Proof: (AIn )ij = = Aik δ kj Aij and so AIn = A.15 Let A = To check this. 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 . If Im is the m × m identity matrix. Definition 19.1.12 Suppose A is an m × n matrix and In is the n × n identity matrix. = A−1 A a contradiction. it is not a good way to find the inverse for a matrix. However. Lemma 19. MATRICES There is a special matrix called I and defined by Iij = δ ij 417 where δ ij is the Kroneker symbol defined on Page 330. Show 2 −1 −1 1 is the inverse of A.1.

0 1 1 Now take (−1) times the second row and add to the first to get 1 0 0 1 −1 1 . (19. x + y = 1. the end result was something of the form (I|v) x where I is the identity and v gave a column of the inverse. z + 2w = 1. this says x = 2 and y = −1. the inverse is 2 −1 −1 1 . the first y z column of the inverse was obtained first and then the second column . LINEAR ALGEBRA In the last example. such that 1 1 1 2 x z y w = 1 0 0 1 . 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 . this says z = −1 and w = 1.19) 1 0 (19. how would you find A−1 ? You wish to find a matrix. Writing the augmented matrix for these two systems gives 1 1 1 2 for the first system and 1 1 1 2 0 1 (19. Putting in the variables. Now solve the second system. Putting in the variables. In the above. Lets solve the first system.19) to find z and w. . Take (−1) times the first row and add to the second to get 1 1 0 . Didn’t the above seem rather repetitive? Note that exactly the same row operations were used in both systems. . In each case.418 showing that this matrix is indeed the inverse of A. Therefore.18) for the second. x z y w This requires the solution of the systems of equations. w This is the reason for the following simple procedure for finding the inverse of a matrix. x + 2y = 0 and z + w = 0.

1 1 1 −2 −2 Checking the answer is easy.20). (A|I) and then do row operations until you obtain an n × 2n matrix of the form (I|B) (19. To find A−1 if it exists.   1 1 0 2 2  1 −1 0 .1.19.(19.8) show 0 is unique.16 Suppose A is an n × n matrix. −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. In (19.   1 1 0 0 1 0 1 0 . 5.8) and previous problems show (−1) A = −A.2. .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. 2. When this has been done.1) . 4.1) .17). form the augmented n × 2n matrix.8) show −A is unique.(19.20) if possible. 7.1) . 1 19.8) show 0A = 0. Using only the properties (19.(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. Prove that Im A = A where A is an m × n matrix.17 Let A =  1 −1 1 . 3.(19. Find A−1 .1) .2 Exercises 1. EXERCISES 419 Procedure 19. Prove (19. B = A−1 .1) .  0 0 . Here the 0 on the left is the scalar 0 and the 0 on the right is the zero for m × n matrices. 6.(19. Using only the properties (19. The matrix.   1 0 1 Example 19.8) describe −A and 0. 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. Using only the properties (19. This yields after a some computations. 1 1 −1 Form the augmented matrix.

Use the result of Problem 8 to verify directly that (AB) = B T AT without making any reference to subscripts. Show (Ax. Give an example  1 12. if BA = I and AB = I. Show that if A−1 exists for an n × n matrix. (a) AB (b) BA (c) AC (d) CA (e) CB (f) BC 13. That is. 9. B. y)Rm = x. B = . 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.AT y Rn where (·. Give another example other than the one given in this section of two square matrices. Find xT y and xyT if possible. and yet AB = AC. 17. A. and C =  −1 2 2 1 −2 −3 −1 0 2 = B −1 A−1 . A = 0. Let A and be a real m × n matrix and let x ∈ Rn and y ∈ Rm . They are all wrong.    1 1 −3 1 1 −1 −2 0  . Find −1 . 3 2 2 2 2 . 15. 1. 11. Suppose A and B are square matrices of the same size. ·)Rk denotes the dot product in Rk . Give an example of a matrix. Let A =  −2 1 if possible. 1) and y = (0. Let x = (−1. A such that A2 = I and yet A = I and A = −I. then B = A−1 . B such that neither A nor B equals zero and yet AB = 0.420 LINEAR ALGEBRA 8. A. Show (AB) −1 T of matrices. 14. A and B such that AB = BA. 19. Write     x3  3x3 3x4 + 3x2 + x1 x4 18. C such that B = C. −1. Give an example of matrices.     x1 − x2 + 2x3 x1     2x3 + x1  in the form A  x2  where A is an appropriate matrix. then it is unique. 2) . 16. 10.

Definition 19. 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.  ∈Rn  A au + bv = aAu + bAv ∈ Rm (19. Find all 2 × 2 matrices. Then eT v = v i .3 Linear Transformations By (19. · · ·. LINEAR TRANSFORMATIONS (i) All of the above. b scalars.  . 0) . there is always a matrix which produces A. (19.  . which one is meant will be determined by the context in which they occur. 0. However. b scalars. B such that AB = 0. v ∈ Rn and a. Let A = −1 3 −1 3 .3.23) T . Before showing this. matrix multiplication defines a linear transformation as just defined. Thus ei = (0. ei ∈ Rn is defined  0  .  . Thus v is a list of real numbers arranged vertically. vn . determine why. 0 as follows:     .21). Thus if A is a linear transformation from Rn to Rm .3. 19.3. Let  1 2 3 A =  2 1 4 . then for v. · · ·. If A−1 does not exist. Lemma 19.2 A vector. 1 0 2  Find A−1 if possible. if A is an m × n matrix. These vectors have a significant property.21) Definition 19.3 Let v ∈ Rn . ei ≡  1   . One of them is longer than the other. if A is an m × n matrix. It turns out this is the only type of linear transformation available. From (19.19. 1. 421 21. here is a simple definition. eT Aej = Aij i (19. Prove that if A−1 exists and Ax = 0 then x = 0. u vectors in Rn and a. . v1 .21) holds. · · ·. 0. 22. 20.1 A function. (19.    where the 1 is in the ith position and there are zeros everywhere else. A : Rn → Rm is called a linear transformation if for all u. They are all right.13). then letting ei ∈ Rm and ej ∈ Rn .3.22) i Also.

Amj Amk (ej )k by the first part of the lemma. · · ·. i To verify uniqueness.5 A linear transformation.    T  T T  ei Aej = ei  Aik (ej )k  = ei  Aij  = Aij    . Theorem 19.23). .   . Len } .    .  (0. This theorem shows that any linear transformation defined on Rn can always be considered as a matrix. vn as claimed. (19. to say a matrix is one to one. 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. the terms “linear transformation” and “matrix” will be used interchangeably. The unique matrix determining the linear transformation which is given in (19. to prove the existence part of the theorem. · · ·. · · ·0)  vi  = vi    . . Corollary 19. L : R2 → R2 which has the property 2 1 that Le1 = and Le2 = .  .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. Consider (19.22) makes perfect sense.3. L : Rn → Rm is completely determined by the vectors {Le1 . this linear 1 3 transformation is that determined by matrix multiplication by the matrix 2 1 1 3 .  . suppose Bx = Ax = Lx for all x ∈ Rn .  . i i i Let Aik = eT Lek .   . . and noting that (ej )k = δ kj     A1j A1k (ej )k    .   . From the above theorem and corollary.3. The ik th entry of this matrix is given by eT Lek i Proof: By the lemma.4 Let L : Rn → Rm be a linear transformation. This proves the lemma. (Lx)i = eT Lx = eT xk Lek = eT Lek xk . For example. This proves uniqueness. Therefore.    . Proof: This follows immediately from the above theorem. It equals   v1  . means the linear transformation determined by the matrix is one to one.3. Then in particular.6 Find the linear transformation.  . A such that Ax = Lx for all x ∈ Rn .   .   . 1.24) . Then there exists a unique m × n matrix. From the definition of matrix multiplication using the repeated index summation convention. Example 19.24) depends only on these vectors.

· · ·.3. xk }. · · ·. · · ·. These sums are called linear combinations. fk } . · · ·. This was just accomplished for k = 1. · · ·. · · ·. · · ·. being a special case of something called the Gram Schmidt procedure. 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 . · · ·. Now suppose {f1 . fk } showing that span {f1 . xk } ≡ i=1 ci xi : c1 .7 Let {x1 . A = 0.) Let ik+1 be the smallest index larger than ik such that Aeik+1 ∈ span {f1 . · · ·. First it could happen that Aej ∈ span {f1 . stop and consider span {f1 . · · ·. (19. Then there exist vectors.3. en } with the property that Aei = 0.25) . Ae2 . fk } for all j ≤ ik . fk } for some j. Then define / fk+1 ≡ Aeik+1 − Aeik+1 − k j=1 k j=1 Aeik+1 · fj fj Aeik+1 · fj fj . · · ·. The following lemma is very significant. · · ·. For x ∈ Rn arbitrary. · · ·. LINEAR TRANSFORMATIONS 423 19.1 Least Squares Problems k Definition 19. (By construction. fk } have been chosen in such a way that fi · fj = δ ij and span {Aei1 . Aei1 } because Aek = 0 for k < i1 .19. fk } . fr } = A (Rn ) ≡ {Ax : x ∈ Rn }. Aeik } = span {f1 . 0 if i = j Lemma 19. ck ∈ R In words span {x1 . · · ·. · · ·. you should review the dot product and its properties on Page 311. Also recall that δ ij = 1 if i = j . fk } . {f1 . xk } consists of all vectors which can be obtained by adding up scalars times the vectors in the set {x1 . Thus span {f1 } = span {Aei1 } = span {Ae1 . The other case is that Aej ∈ span {f1 .3. Aeik } = span {Ae1 . {e1 .3. fr } such that fi · fj = δ ij and span {f1 . xk } be a set of vectors in Rn . · · ·. fk } = A (Rn ) . In this case. fk } for all j. Proof: Let f1 = Aei1 |Aei1 | where ei1 is the first vector in the list. Aej is in / span {f1 .8 Let A be an m × n matrix. · · ·. · · ·. Before reading further. · · ·. There are two cases to consider. · · ·. Define span {x1 .

Aeik+1 Also. fk+1 } has the property that fi · fj = δ ij and each fj ∈ A (Rn ) . Proof: Let {f1 .8 with span {f1 . Then there exists x ∈ Rn 2 minimizing the function. Theorem 19. fr } . it follows that if you can find y1 . δ jl (19. yr in such a way as to minimize r 2 n y− k=1 r y k fk .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. fr } = A (Rn ). · · ·. fr } be the vectors of Lemma 19.3. x minimizes this function if and only if (y−Ax) · Aw = 0 for all w ∈ R . then letting Ax = k=1 yk fk . Let y1 . · · ·. This must happen in no more than n applications of the above process because for each j. · · ·. · · ·. Continue until the first case is obtained. Aeik+1 = span Ae1 . · · ·. for l < k + 1.424 LINEAR ALGEBRA Note the denominator is non zero because of the assumption that Aeik+1 ∈ span {f1 . · · ·. it will follow that this x is the desired solution. fk } . / Then span {f1 . fk+1 } = span Aei1 . yr be a list of scalars. Since A (Rn ) = span {f1 . · · ·. This proves the lemma. since |fk+1 | = 1. · · ·. . Furthermore. · · ·. |y−Ax| . ij < ij+1 and ij can’t be any larger than n. · · ·.3. it follows that {f1 . from the properties of the dot product on Page 311. 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 ) . The following is a fundamental existence theorem which is based on the above lemma.9 Let y ∈ Rm and let A be an m × n matrix. Then from the definition of |·| and the properties of the dot product.

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. try to find m. yn  2 A as small as possible. the best values for m and b occur as the solution to   y1 m  . 2 2 2 2 Then from the above equation. let t ∈ R and consider |y−A (x + tw)| 2 = = (y−Ax − tAw) · (y−Ax − tAw) |y−Ax| − 2t (y−Ax) · Aw + t2 |Aw| . 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 .19.3.9. Using the repeated index summation convention. Lemma 19.  AT A = AT  . Therefore. 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  . . Ax · y = = = Aij xj yi xj AT yi ji x·AT y. which occurs if and only if (y−Ax) · Aw = 0 for all w ∈ Rn . {(xi . .3. .3.   .   .10 Let A be an m × n matrix. According to Theorem 19. .  . b to get as close as possible. Then Ax · y = x·AT y Proof: This follows from the definition.3. LINEAR TRANSFORMATIONS 425 This shows that the minimum is obtained when yk = (y · f k ) .  m . b yn . The desired system is     y1 x1 1  .  . 2 2 2 2 19.  − . To verify the other part. Of course this will be impossible in general. Suppose you are given points in the plane. = . −2t (y−Ax) · Aw + t2 |Aw| ≥ 0.2 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. (Why?) This proves the theorem.

426 where   1 . and c the system  2    y  x1 x1 1 1 a  . To do the other half. Therefore. One could clearly do a least squares fit for curves of the form y = ax2 + bx + c in the same way. 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.  b  =  . . b. y · z = Ax · z = x · AT z = x · 0 = 0. (y − Ax) · y = 0. (19.3.  .9 and Lemma 19.  . . . In this case you want to solve as well as possible for a. computing AT A. 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 . Theorem 19. Proof: First suppose that for some x ∈ Rn .   . It is necessary to show there exists x ∈ Rn such that y = Ax. (Why?) Therefore. by assumption. 1 LINEAR ALGEBRA x1  .10. including many in higher dimensions and they are all solved the same way.27) . Ax = y.3. suppose that whenever.3. .3. AT (y − Ax) · w = 0 which shows that AT (y − Ax) = 0.  . 19. This proves half the theorem.11 Let A be an m × n matrix. .3 The Fredholm Alternative The next major result is called the Fredholm alternative. xn Thus. A= . Many other similar problems are important. . It comes from Theorem 19. . c x2 xn 1 yn n and one would use the same technique as above. Then there exists x ∈ Rn such that Ax = y if and only if whenever AT z = 0 it follows that z · y = 0. . AT z = 0 it follows that z · y = 0. From Theorem 19. . Then letting AT z = 0 and using the above lemma. for all w ∈ Rn .9 there exists 2 x minimizing |y − Ax| which therefore satisfies (y − Ax) · Aw = 0 for all w ∈ Rn .3.  .

find the least squares solution to the following system. If −ta+t2 b ≥ 0 for all t ∈ R and b ≥ 0. let y = z where AT z = 0 and conclude that z · z = 0 whenever AT z = 0. by Theorem 19.8 explain the assertion (19.9 concluded with the following observation. and c to give the best approximation. (2.3.3.12 and Problem 4. The following corollary is also called the Fredholm alternative. y = Ax. . Why is this so? 4. and (3. Explain why there always exists a solution to the equation. 1) . then x = 0. 427 Corollary 19.4 Exercises 1. 8. 4) . The proof of Theorem 19. EXERCISES Now by (19. then a = 0. it follows that for all y ∈ Rm .5) . Referring to Problem 7. Proof: Suppose first A is onto. b. If x · w = 0 for all w ∈ Rn .3.11 the following argument was used.11. then AT (x − y) = 0 and so x − y = 0. (b) L is one to one.26). Why is this so? 2. show that an m × n matrix is onto if and only if its transpose is one to one. Then A is onto if and only if AT is one to one. This proves the theorem.3. Therefore.27) with w = x. Then by Theorem 19. (1.3. (a) Lx = 0 implies x = 0. Is it possible that AT is one to one? What does this say about A being onto? Prove your answer. In the proof of Theorem 19.12 Let A be an m × n matrix. If AT x = AT y. A is onto. it must be the only solution. 7. Suppose L : Rn → Rm is a linear transformation.19. 6. Now let y ∈ Rm be given. 3.3.4. In the proof of Lemma 19. Find m and b such that y = mx + b approximates these four points as well as possible. Now do the same thing for y = ax2 + bx + c. (y − Ax) · (y−Ax) = (y − Ax) · y− (y − Ax) · Ax = 0 showing that y = Ax. You are doing experiments and have obtained the ordered pairs. (0. 2) . AT y = AT Ax and also explain why this is called a least squares solution to the equation.3. since AT is assumed to be one to one. Show the following are equivalent.11 there exists x such that Ax = y therefore. 5. Therefore. and 0 is a solution to this equation. Thus AT is one to one. y · z = 0 whenever AT z = 0 because. x + 2y = 1 2x + 3y = 2 3x + 5y = 4 9. y · z = 0 whenever AT z = 0. Using Corollary 19. 19. 3. finding a. Suppose A is a 3 × 2 matrix.

The next lemma is just a version of the product rule. Such an m × n matrix in which the entries are differentiable functions is called a differentiable matrix. 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. 19.1 The Coriolis Acceleration Imagine a point on the surface of the earth. Suppose you have several ordered triples. one pointing South.5.2 Let A (t) be an m × n matrix and let B (t) be an n × p matrix with the property that all the entries of these matrices are differentiable functions. j. Say A (t) = (Aij (t)) . That is. Now consider unit vectors.5. 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. Suppose also that Aij (t) is a differentiable function for all i. one pointing East and one pointing directly away from the center of the earth.428 LINEAR ALGEBRA 10. zi ) . Describe how to find a polynomial.1 Let A (t) be an m × n matrix. A (t) is the matrix which consists of replacing each entry by its derivative.5. Then define A (t) ≡ Aij (t) . k ' i£  £ £ rrj r j . Definition 19. yi . 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. Proof: (A (t) B (t)) = Cij (t) where Cij (t) = Aik (t) Bkj (t) and the repeated index summation convention is being used.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. Then (A (t) B (t)) = A (t) B (t) + A (t) B (t) . here is the concept of the product rule extended to matrix multiplication. Lemma 19. Therefore. (xi . z = a + bx + cy + dxy + ex2 + f y 2 for example giving the best fit to the given ordered triples.

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

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

This proves the theorem. k (t). j (t) . Proof: It only remains to prove uniqueness. thus regarding p (t) as the origin. Therefore. j. e = Ω × e because the components of these vectors with respect to i. 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. this implies (Ω − Ω1 ) ×w = 0 for all w and thus Ω − Ω1 = 0. Suppose Ω1 also works. 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) . and so vB = x i + y j + z k and aB = x i + y j + z k. vB (t) and aB (t) will be the velocity and acceleration relative to i (t) . Then v ≡ r = R + x i + y j + z k+xi + yj + zk . k (t) .19.4 Let i (t) . j (t) . Therefore. Now consider the acceleration. j. rB (t)  ¢¢d ‚ d ¢  R(t) ¢    r(t) ¢   In the example of the earth. j (t) . k are constant. k (t) be as described.5. 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. Similarly. Ω×vB a = v = R + x i + y j + z k+x i + y j + z k + Ω × rB . By .29). 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) . if e ∈ {i.5. MOVING COORDINATE SYSTEMS 431 Theorem 19. (19. 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. 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. v = R + x i + y j + z k + Ω × rB = R + x i + y j + z k + Ω× (xi + yj + zk) . then u (t) = Ω (t) × u (t) . (Ω − Ω1 ) ×Q (t) u = 0 for all u and since Q (t) is one to one and onto. k} . B on those relative to the moving coordinates system.

an acceleration experienced by the observer as he moves relative to the moving coordinate system. and the term −2Ω × vB is called the Coriolis acceleration. Thus k∗ is fixed in space with k∗ pointing in the direction of the north pole from the center of the earth while i∗ and j∗ point to fixed points on the survace of the earth. It is not necessary to move relative to coordinates fixed with the revolving wall in order to feel this force and it is pretty predictable. 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. be the usual basis vectors attached to the rotating earth. and k pointing away from the center of the earth at some point of the rotating earth’s surface. Formula (19. Solving for aB . k∗ . 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. Thus i∗ and j∗ depend on t while k∗ does not.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 ) .30) implies aB = a − Ω× (Ω × R) − 2Ω × vB − Ω× (Ω × rB ) . Letting R (t) be the position vector of the point p. (19. j. 19. The term Ω× (Ω × rB ) is called the centripetal acceleration.2 The Coriolis Acceleration On The Rotating Earth Now consider the earth. if the nauseated victim moves relative to the rotating wall. the bottom drops out and the victims are held in place by friction. Then the whole circular room begins to revolve faster and faster. However. p. it being an acceleration felt by the observer relative to the moving coordinate system which he regards as fixed. it follows from the geometric definition of the cross product that R = ωk∗ × R Therefore. (19. k (t) .31) . j∗ . observe the coordinates of R (t) are constant with respect to i (t) . j pointing East. Let i.5. he will feel the effects of the Coriolis force and this force is really strange. 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. Let i∗ . 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. Ω = ωk∗ and so =0 R = Ω × R+Ω × R = Ω× (Ω × R) since Ω does not depend on t. k be the unit vectors described earlier with i pointing South. Also.30) Here the term − (Ω× (Ω × rB )) is called the centrifugal acceleration. j (t) . The force they feel is called centrifugal force and it causes centrifugal acceleration. from the center of the earth. The mass multiplied by the Coriolis acceleration defines the Coriolis force. aB = a − R − Ω × rB − 2Ω × vB − Ω× (Ω × rB ) .

b. ρ cos (φ) It follows. is due to gravity.2722 × 10−5 2 |rB | . To see this. k∗ coordinates of this point are   ρ sin (φ) cos (θ)  ρ sin (φ) sin (θ)  . k. the Coriolis acceleration could be significant. Letting (ρ. no larger than 7. 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. this term is therefore. 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. it follows the i∗ . j. i.32) . vB is large. j (t) . 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. θ. If you are using seconds to measure time and feet to measure distance. and so ω = 7. k (t) next. 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 . the following formula describes the acceleration relative to a coordinate system moving with the earth’s surface.5. j∗ . This is described in terms of the vectors i (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. MOVING COORDINATE SYSTEMS 433 In this formula. 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. j∗ . Therefore.19. 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∗ . Ω is quite small. if the only force acting on an object is due to gravity. It is necessary to obtain k∗ in terms of the vectors. Thus the following equation needs to be solved for a. φ) be the usual spherical coordinates of the point p (t) on the surface taken with respect to i∗ . aB = g−2 (Ω × vB ) While the vector. if the relative velocity.2722 × 10−5 in radians per second. note seconds in a day ω (24) (3600) = 2π. If the acceleration a. k∗ the usual way with φ the polar angle. 2 Ω× (Ω × R) = (Ω · R) Ω− |Ω| R and so g.

This equals 2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] . This is what allowed him to observe the earth rotate out from under it. p (t) on the earth’s surface.5. aB = −gk−2z ω sin φj. 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. Example 19. The solution is a = − sin (φ) . Therefore. Example 19.33) Remember φ is fixed and pertains to the fixed point. (19.434 LINEAR ALGEBRA The first column is i. aB = a − Ω× (Ω × R) −2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] . if the acceleration. a is due to gravity. considering the j component. It is also reasonable to expect that no such observed rotation would take place on the equator. Therefore.33). in (19.6 In 1851 Foucault set a pendulum vibrating and observed the earth rotate out from under it. 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) .5 Suppose a rock is dropped from a tall building. Clearly such a pendulum will take 24 hours for the plane of vibration to appear to make one complete revolution at the north pole. this is 2gtω sin φ. The dominant term in this expression is clearly the second one because x will be small. The term Ω× (Ω × R) is pretty |R+rB | small and so it will be neglected. 1 There is such a pendulum in the Eyring building at BYU and to keep people from touching it. z = −gt approximately. b = 0. It was a very long pendulum with a heavy weight at the end so that it would vibrate for a long time without stopping1 . Also.5. the i and k contributions will be very small. the following equation is descriptive of the situation. However. . Is it possible to predict what will take place at various latitudes? Using (19.31). Where will it strike? Assume a = −gk and the j component of aB is approximately −2ω (x cos φ + z sin φ) . there is a little sign which says Warning! 1000 ohms. Two integrations give ωgt3 /3 sin φ for the j component of the relative displacement at time t. Therefore. This shows the rock does not fall directly towards the center of the earth as expected but slightly to the east. the Coriolis force will not be neglected. the second is j and the third is k in the above matrix. and c = cos (φ) .

34) and b = 2ω cos φ. 2 (19. Ω× (Ω × R) .35) yields a solution to (19. The pendulum can be 2 thought of as the position vector from (0. √ c b2 + 4a2 x (0) = 0.5. the tension in the string of the pendulum. the first two equations become x = − (gm − 2ωmy sin φ) and x + 2ωy cos φ ml y − 2ω (x cos φ + z sin φ) . With these simplifying assumptions.36) . y + a2 y = −bx where a2 = constant. is directed towards the point at which the pendulum is supported. g l x = 2ωy cos φ l y = −2ωx cos φ. the last equation may be solved for T to get z =T gm − 2ωy sin (φ) m = T. y (0) = .34) along with the initial conditions. 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 . MOVING COORDINATE SYSTEMS 435 Neglecting the small term. y = c cos 2 bt 2 √ sin b2 + 4a2 t 2 x = c sin (19. Therefore. x (0) = 0. y l−z x k T = −T i−T j+T l l l and consequently. and m is the mass of the pendulum bob. 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. ml If the vibrations of the pendulum are small so that for practical purposes. c. this becomes = −gk + T/m−2ω [(−y cos φ) i+ (x cos φ + z sin φ) j − (y sin φ) k] where T. the pendulum is assumed to be long with a heavy weight so that x and y are also small. z = z = 0. l) to the surface of the sphere x2 +y 2 +(z − l) = 2 l . 0.19. Therefore. Also. l (19. 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. Then it is fairly tedious but routine to verify that for each bt 2 √ sin b2 + 4a2 t .

= π 12 in radians per I think this is really amazing. Then the acceleration observed by a person on the earth relative to the apparently fixed vectors. Of course the situation could be more complicated but this will suffice to explain the above question. i. You would set it vibrating. Writing these solutions differently.34) having these initial conditions will be those of (19. j.7 It is known that low pressure areas rotate counterclockwise as seen from above in the Northern hemisphere but clockwise in the Southern hemisphere. k. 2ω cos φ ω 2π 24 Since ω is the angular speed of the rotating earth. the time it takes for the earth to turn out from under the pendulum is This is very interesting! The vector. 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. You could actually determine latitude. Example 19. This is what describes the actual observed vibrations of the pendulum. The Coriolis acceleration is also responsible for the phenomenon of the next example. The plane of vibration is √ b2 +4a2 determined by this vector and the vector k. Also note the pendulum would not appear to change its plane of vibration at the equator because limφ→π/2 sec φ = ∞. not by taking readings with instruments using the North Star but by doing an experiment with a big pendulum.36) will hold for some value of c and so the solution to (19. observe T in hours. Therefore. 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. Thus the plane of vibration will have made one complete revolution when t = T for bT ≡ 2π. 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)] . 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.35) by uniqueness of the initial value problem. 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. Therefore.5. c T = 4π 2π = sec φ. The term sin t changes relatively fast 2 and takes values between −1 and 1. 2 Therefore. (Recall k points away from the center of the earth and j points East. √ 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. defined as t = 0. and then solve the above equation for φ. ) At this instant in time.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. the above formula implies T = 24 sec φ.

k are fixed relative to the earth and so are constant vectors. j. from the properties of the determinant and the above differential equations. 19. the vectors. (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) . Using the right hand and the geometric definition of the cross product. 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. 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 . Q (t) as described above.6. so that z is fairly constant and the last term can be neglected. Is this true on the rotating earth assuming the experiment .19.6 Exercises 1. 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. one obtains some differential equations from aB = x i + y j + z k by matching the components. 2 2 Beginning with a point at rest. When will Q (t) = 0? 2. Show that   i (t) · i (t0 ) j (t) · i (t0 ) k (t) · i (t0 ) Q (t) =  i (t) · j (t0 ) j (t) · j (t0 ) k (t) · j (t0 )  . the above reasoning tends to break down because cos (φ) becomes close to zero. EXERCISES 437 Therefore. Therefore. this shows clockwise rotation in the lower hemisphere and counter clockwise rotation in the upper hemisphere. i. Note also that as φ gets close to π/2 near the equator. then the kth component of (rB × rB ) is negative provided φ ∈ 0. Therefore. If it is assumed there is not a substantial motion in the k direction. π and positive if φ ∈ π . 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. 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. Remember the Coriolis force was 2Ω × vB where Ω was a particular vector which came from the matrix. 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.

1 Let A = a b c d . Thus det Example 19. Cross out the row and the column which contain 4 and take the determinant of the 2 × 2 2+1 matrix which remains. 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. (−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. Then take the determinant of the resulting 2 × 2 matrix. From the definition this is just (2) (6) − (−1) (4) = 16. = a b c d . 1 Here is how it is done by “expanding along the first column”. This is the pattern used to evaluate the determinant by expansion along the first column. Then 3+1 multiply this by 3 and by (−1) because this 3 is in the third row and the first column.3 Find the determinant of  1 2  4 3 3 2  3 2 . It follows exactly the same pattern and you see it gave the same answer. You could also expand the determinant along the second row as follows. 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. What is going on here? Take the 1 in the upper left corner and cross out the row and the column containing the 1. you cross out the row . denoted as det (A) is a number. The determinant of A. This gives the first term in the above sum. Now go to the 4. j points East. Finally consider the 3 on the bottom of the first column.7. (−1) 1+1 1 3 2 2 1 + (−1) 2+1 4 2 2 3 1 + (−1) 3+1 3 2 3 3 2 = 0.2 Find det 2 4 −1 6 a b c d .7 Determinants Let A be an n × n matrix. Cross out the row and column containing this 3 and take the determinant of what is left.7. what about a 3 × 3 matrix? Example 19. You pick a row or column and corresponding to each number in that row or column. this number is very easy to find.438 LINEAR ALGEBRA takes place over a large perfectly flat field so the curvature of the earth is not an issue? Explain. Definition 19. Multiply this by 4 and then by (−1) because the 4 is in the first column and the second row. Having defined what is meant by the determinant of a 2 × 2 matrix. Then det (A) ≡ ad − cb. 19.7. and i points South. The determinant is also often denoted by enclosing the matrix with two vertical lines. If the matrix is a 2×2 matrix.

This is a lot of terms. 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. To make the th formulas easier to remember. cof (A) is defined by cof (A) = (cij ) where to obtain cij delete the ith row and the j th column of A. Then n n det (A) = j=1 aij cof (A)ij = i=1 aij cof (A)ij . 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. However. I think you should regard the above claim that you always get the same answer by picking any row or column with considerable skepticism. Therefore. Suppose now you have a 10 × 10 matrix. Note that each of the four terms above involves three terms consisting of determinants of 2 × 2 matrices and each of these will need 2 terms. It is incredible and not at all obvious.6 Let A be an n × n matrix where n ≥ 2. 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 .7. You could expand this matrix along any row or any column and assuming you make no mistakes. you can expand this along any row or column. A.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. What about a 4 × 4 matrix? Example 19. multiply this by the number i+j and by (−1) assuming the number is in the ith row and the j th column. there will be 4 × 3 × 2 = 24 terms to evaluate in order to find the determinant using the method of Laplace expansion. you will get −12 assuming you make no mistakes.7. (This i+j is called the ij th minor of A. Then adding these gives the value of the determinant.37) The first formula consists of expanding the determinant along the ith row and the second expands the determinant along the j th column. Then a new matrix called the cofactor matrix. If you do so. DETERMINANTS 439 and column containing it. take the determinant of the (n − 1) × (n − 1) matrix which results. it requires a little effort to establish it. cof (A)ij will denote the ij entry of the cofactor matrix. Definition 19. ) and then multiply this number by (−1) . (19.5 Let A = (aij ) be an n×n matrix. take the determinant of what is left.7. This is done in the section on the theory of the determinant which follows.19. The above examples motivate the following incredible theorem and definition. . 628 . Theorem 19. I hope you see that from the above pattern there will be 10! = 3. In addition to the difficulties just discussed.7. you will always get the same thing which is defined to be the determinant of the matrix.

 0 ∗ .  . · · ·.7. Without using the corollary. all other rows of A1 and A2 coinciding with those of A. the entries of the form Mii . it suffices to take the product of the diagonal elements. . certain types of matrices are very easy to deal with. Then det (A) = x det (A1 ) + y det (A2 ) where the ith row of A1 is (a1 . .7 0 −1  2 2 0 0  3 77 6 7   3 33. Some of the most important are listed in the following theorem. Thus det (A) = 1 × 2 × 3 × −1 = −6. Theorem 19. ∗   . Corollary 19. Definition 19.   ∗ ∗ ··· ∗  . This example also demonstrates why the above corollary is true. Example 19. is upper triangular if Mij = 0 whenever i > j.8 Let M be an upper (lower) triangular matrix. There are many properties satisfied by determinants.7.7 0 0 −1 and now expand this along the first column to get this equals 1×2× 3 33. 0 ··· 0 ∗ A lower triangular matrix is defined similarly as a matrix for which all entries above the main diagonal are equal to zero.. · · ·. A..10 If two rows or two columns in an n × n matrix.  . Then det (M ) is obtained by taking the product of the entries on the main diagonal.. are switched. det is a linear function of each . In other words. · · ·. This gives 2 6 7 1 0 3 33.  .    . as shown. xan + ybn ). bn ) . the determinant of the resulting matrix equals (−1) times the determinant of the original matrix. .440 LINEAR ALGEBRA Notwithstanding the difficulties involved in using the method of Laplace expansion. Thus such a matrix equals zero below the main diagonal. From the above corollary. you could expand along the first column. Suppose the ith row of A equals (xa1 + yb1 . an ) and the ith row of A2 is (b1 ..7 A matrix M .7  0 −1 Next expand the last along the first column which reduces to the product of the main diagonal elements as claimed.9 Let 1  0  A= 0 0 Find det (A) . If A is an n×n matrix in which two rows are equal or two columns are equal then det (A) = 0. You should verify the following using the above theorem on Laplace expansion.7. .7.

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

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.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 . 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. cof (A) A = I. However.6 and letting (air ) = A. n T (19. det (A) Using the other formula in Theorem 19.7. Therefore. Thus 11 22 det (D) = 1 (−3) = 1485 14 −17 and so det (C) = −1485 and det (A) = det (B) = −1 (−1485) = 495. n air cof (A)ir det(A)−1 = det(A) det(A)−1 = 1.442 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.1. Proof: By Theorem 19. i=1 Now consider n air cof (A)ik det(A)−1 i=1 when k = r.7.7.13 A−1 exists if and only if det(A) = 0.7.10.13 on Page 417. expanding this matrix along the k th column yields n th 0 = det (Bk ) det (A) Summarizing. n −1 = i=1 air cof (A)ik det (A) −1 air cof (A)ik det (A) i=1 −1 = δ rk . if det (A) = 0. Recall the definition of the inverse of a matrix in Definition 19. Bk whose determinant equals zero by Theorem 19.6. If det(A) = 0. and similar reasoning. Theorem 19. Replace the k column with the rth column to obtain 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.

A cof (A) = I.7. the determinant of this matrix equals the determinant of the matrix. A−1 is equal to one over the determinant of A times the adjugate matrix of A. This proves the theorem.   1 2 3 A= 3 0 1  1 2 1 First find the determinant of this matrix.11 on Page 441. from the above theorem. det (A) T −1 . det (A) T T 443 (19.13 says that to find the inverse. It is an abomination to call it the adjoint although you do sometimes see it referred to in this way.   1 2 3  0 −6 −8  0 0 −2 which equals 12.39) and it follows from (19. . Now suppose A−1 exists. Using Corollary 19.39) that A−1 = a−1 . 1 = det (I) = det AA−1 = det (A) det A−1 so det (A) = 0. The transpose of the cofactor matrix is called the adjugate or sometimes the classical adjoint of the matrix A.7.7.10. Therefore. 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  . DETERMINANTS which is the rk th entry of A cof (A) . Then by Theorem 19. The cofactor matrix of A  −2  4 2 is  −2 6 −2 0  . In words. 8 −6 Each entry of A was replaced by its cofactor.7.14 Find the inverse of the matrix. Theorem 19. 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.19.7. Example 19. A−1 = cof (A) . take the transpose of the cofactor matrix and divide by the determinant. where ij a−1 = cof (A)ji det (A) ij In other words. Therefore.38) and (19.

First note det (A (t)) = et .7. Let A be an m × n matrix. . air if there are scalars. · · ·. yn ) .7. yn ) . det (A) By the formula for the expansion of a determinant along a column. . · · ·.444 Example 19. cj such that as = j=1 cj aij .   ∗ · · · y1 · · · ∗ 1  . 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. . Using this formula. . . Procedure 19. it follows that if A−1 exists.15 Suppose LINEAR ALGEBRA et  0 A (t) = 0 Find A (t) −1   0 0 cos t sin t  − sin t cos t . Now in the case that A−1 exists.17 A submatrix of a matrix A is a rectangular array of numbers obtained by deleting some rows and columns of A. A given row. 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  . 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. Ax = y. x = A−1 A x = A−1 (Ax) = A−1 y thus solving the system. · · ·. there is a formula for A−1 given above. . cos t 0 cos t sin t This formula for the inverse also implies a famous procedure known as Cramer’s rule. yn ) for x = (x1 . n n xi = j=1 a−1 yj ij = j=1 1 cof (A)ji yj . (y1 · · · ·. det (A) ∗ · · · yn · · · ∗ where here the ith column of A is replaced with the column vector. x. Ax = y for x. A is a linear combination of rows r ai1 .  xi = det  . Definition 19. ···. In case you are solving a system of equations. Cramer’s rule gives a formula for the solutions. to a system of equations. 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 . This formula is known as Cramer’s rule. r. xn ) . and the determinant of this modified matrix is taken and divided by det (A). . y = (y1 . The row rank of a matrix is the smallest number. The column rank of a matrix is the smallest number.7. . . such that every column is a linear combination of some r columns. as of a matrix.

2.20 Let A be an n × n matrix.   1 2 3 (a)  3 2 2  (The answer is 31.7.7. Is it true that det (A + B) = det (A) + det (B)? If this is so. Explain your answer. This amazing result is proved in the next section but is stated here. What are the possible values of det (A) if A is an orthogonal matrix? 3. A is onto. EXERCISES 445 The following theorem is proved in the section on the theory of the determinant. It says the row rank and column rank are both no larger than the determinant rank.8 Exercises 1. r. If A−1 exist. one to one is equivalent to onto. 19. A matrix is said to be orthogonal if AT A = I. Theorem 19. A is one to one. Then A is one to one if and only if A is onto. Theorem 19. then there exist r rows of the matrix such that every other row is a linear combination of these r rows.7. In fact. It is a remarkable fact that for n × n matrices. . Find the determinants of the following matrices. 4. 1.) 3 −9 3   1 2 3 2  1 3 2 3   (c)   4 1 5 0 .18 If A has determinant rank.) 0 9 8   4 3 2 (b)  1 7 8 (The answer is 375. The following theorem is of fundamental importance and ties together many of the ideas presented above. Show det (A) = 0.19 Let A be an n × n matrix. Thus the inverse of an orthogonal matrix is just its transpose. what is the relationship between det (A) and det A−1 .) 1 2 1 2 2. 5. It is proved in the next section. it is easy to see they are all equal once the theorem has been proved. There also exist r columns such that every column is a linear combination of these r columns. explain why it is so and if it is not so.19.8. Then the following are equivalent. det (A) = 0. 3. (The answer is −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). Corollary 19. give a counter example.

7. It turns out that not every number is an eigenvalue. Now use Theorem 19.7. g (t) h (t) i (t) Conjecture a general result valid for n × n matrices and explain why it will be true.19 there exists x = 0 such that (λI − A) x = 0.446 LINEAR ALGEBRA 6. then A ∼ C. x is called an eigenvector and the scalar.18 showed that determinant rank is at least as large as column and row rank. Suppose det (λI − A) = 0. Show they are all equal. λ. 8.19 to argue det (λI − A) = 0. Let A and B be two n × n matrices. Show using Theorem 19. then det (A) = det (B) . 13. Show that if A ∼ B. A ∼ B (A is similar to B) means there exists an invertible matrix. Explain why this shows that (λI − A) is not one to one and not onto. 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)  . et cos t et sin t A= 0 t t t 0 e cos t − e sin t e cos t + et sin t . Suppose A is an upper triangular matrix. What sort of equation is this? How many solutions does it have? 12. When this occurs.7. 11. Show det (aA) = an det (A) where here A is an n × n matrix and a is a scalar. Let F (t) = det a (t) c (t) b (t) d (t) . Is it true that A−1 will also be upper triangular? Explain. Show that A−1 exists if and only if all elements of the main diagonal are non zero. Can a similar thing be done with the columns? 14.  t  e 0 0 . Use the formula for the inverse in terms of the cofactor matrix to find the inverse of the matrix. S such that A = S −1 BS. Show also that A ∼ A and that if A ∼ B and B ∼ C. then B ∼ A. Verify a (t) c (t) b (t) d (t)  + det a (t) c (t) b (t) d (t) . Why? Hint: Show that if Ax = λx. Is everything the same for lower triangular matrices? 9. Let A be an n × n matrix and let x be a nonzero vector such that Ax = λx for some scalar. In the context of Problem 9 show that if A ∼ B. then (λI − A) x = 0. F (t) = det Now suppose  a (t) b (t) c (t) F (t) = det  d (t) e (t) f (t)  . 7. ↑Theorem 19. 10. the vector. λ is called an eigenvalue. Only certain ones are.

Let A be an r × r matrix and let B be an m × m matrix such that r + m = n. (i1 . in ) (19. Lemma 19. sgnn+1 (i1 . and the 0 is a r × m matrix. 2. n} so that every number from {1.42) where n = iθ in the ordered list.19. No switching is possible. · · ·. iθ−1 . in ) = − sgnn (i1 . · · ·. From (19. iθ+1 . Let (i1 . it is also clearly true. in } = {1. · · ·. n. or −1 which also has the following properties. · · ·. Also. iθ−1 . · · ·. In the case where n = 2. · · ·. sgnn+1 will be defined in terms of sgnn . · · ·. Thus. · · ·. · · ·. the second property states that if two of the numbers are switched. 2) = sgn2 (1. in the case where n > 1 and {i1 . n) = 1 sgnn (i1 . in ) be an ordered list of numbers from {1. n + 1. · · ·. sgnn (i1 . · · ·. tell why C= A D 0 Im Ir 0 0 B . 1) = 0 and verify it works. If there are any repeated numbers in (i1 . · · ·. Define sgn1 (1) ≡ 1 and observe that it works. 3) are different. · · ·. · · ·. q. THE MATHEMATICAL THEORY OF DETERMINANTS 447 15. Now explain why det (C) = det (A) det (B) . iθ−1 . Let θ be the position of the number n + 1 in the list. it is necessary to show the existence of such a function. p. n} to one of the three numbers.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. then n + 1 appears somewhere in the ordered list. 1. This means the order is important so (1.9. There will be some repetition between this section and the previous section for the convenience of the reader. Consider the following n × n block matrix C= A D 0 B . n + 1. · · ·.41) In words. iθ−1 . · · ·. This is clearly true if n = 1. iθ+1 . · · ·. in+1 ) . · · ·.9. The following Lemma will be essential in the definition of the determinant. n} . · · ·. Assuming such a function exists for n. in ) (19. Proof: To begin with. sgnn (1. · · ·. in ) . sgnn which maps each list of numbers from {1. in+1 ) ≡ 0. D Im See Corollary 19. where the D is an m × r matrix. n} appears in the ordered list.7. Let sgn2 (1. Hint: Part of this will require an explanation of why A 0 det = det (A) . p. in ) . the value of the function is multiplied by −1. 3) and (2. iθ+1 . 0. in+1 ) . 19. Letting Ik denote the k × k identity matrix.11. q. 1. iθ+1 . the list is of the form (i1 . · · ·.42) it must be that sgnn+1 (i1 . · · ·. 1) = 0 while sgn2 (2. 2) = 1 and sgn2 (2. · · ·. in ) ≡ (−1) n−θ sgnn−1 (i1 .1 There exists a unique function. (i1 .40) (19. If there are no repeats. · · ·. · · ·. in+1 ) ≡ .

p. · · ·. · · ·.43) sgnn+1 i1 . n + 1. By induction. If there are repeated numbers in (i1 . · · ·. sgnn+1 i1 .448 (−1) n+1−θ LINEAR ALGEBRA sgnn (i1 . · · ·. · · ·. if θ > s or if θ < r it also follows that (19. then it is obvious (19. n + 1. · · ·.43) to the rth position in (19. · · ·. · · ·. sgnn+1 i1 . · · ·. · · ·. · · ·. in+1 = (−1) while n+1−r r s sgnn i1 . · · ·. q is in the sth position. · · ·. · · ·. · · ·. sgnn i1 . q. · · ·. in+1 (−1) n+1−θ = sgnn i1 . n) = 1. in+1 ) . · · ·. in+1 r . · · ·. Then sgnn+1 i1 . p. · · ·. in+1 . · · ·. p . in+1 = (−1) n+1−s sgnn i1 .40) and (19. q. · · ·. · · ·. · · ·. q. · · ·. The interesting case is when θ = r or θ = s.44). r (19. · · ·. q. in+1 . in+1 = (−1) r (−1) n+1−s sgnn i1 . q. q . · · ·. q. · · ·. in+1 r s−1 and so. a switch of p and q introduces a minus sign in the result. in+1 ) . q. q. n + 1. n + 1) ≡ (−1) n+1−(n+1) sgnn (i1 . · · ·. q. · · ·. Consider the case where θ = r and note the other case is entirely similar. · · ·. in+1 r s−1 (−1) s−1−r sgnn i1 . · · ·. n + 1. p is in the rth position and the s above the q indicates that the number. move the q which is in the s − 1th position in (19.41) holds because both sides would equal zero from the above definition. · · ·.41) with n replaced with n + 1. · · ·. in+1 (−1) while r n+1−θ r θ s r s ≡ sgnn i1 . q . in+1 θ s r s−1 sgnn+1 i1 . · · ·. Suppose first that r < θ < s. iθ−1 . each of these switches introduces a factor of −1 and so r s−1 s−1−r sgnn i1 . · · ·. n + 1. It is necessary to verify this satisfies (19. n. The first of these is obviously true because sgnn+1 (i1 . where the r above the p indicates the number. q. q. in+1 r s s−1 (19. · · ·. p. · · ·.41) in the case where there are no numbers repeated in (i1 . · · ·.41) holds. · · ·. · · ·. It remains to verify (19. · · ·. · · ·. q . in+1 . in+1 ) . Consider sgnn+1 i1 . · · ·. · · ·. Similarly. in+1 = (−1) = (−1) = (−1) n+s n+1−r r s n+1−r sgnn i1 . in+1 = (−1) Therefore. in+1 2s−1 sgnn i1 . iθ+1 . · · ·. · · ·. q . · · ·. · · ·. p. by induction. q.44) By making s − 1 − r switches.

in ) = g (i1 .k2 ) Definition 19.···. For example.···. sgn (k1 . Let A be an n × n matrix. The determinant of A. · · ·. n}.kn ) sgn (k1 . · · ·. Thus det (A (r1 . r s 449 This proves the existence of the desired function. n) = A. · · ·. If there exist two functions.47) = det (A (r1 . q. · · ·. This proves the lemma. Definition 19. n) and applying the same sequence of switches.···. note that you can obtain any ordered list of distinct numbers from a sequence of switches.kn ) sgn (k1 . (k1 . · · ·.kn ) sgn (k1 . kn ) ar1 k1 · · · arn kn (19. rn ) denote an ordered list of n numbers from {1. 1) + f (2. · · ·. . 1) + f (1. If any numbers are repeated. then (19. Proposition 19. denoted by det (A) is defined by det (A) ≡ (k1 . · · ·. · · ·. kn ) = 0 and so that term contributes 0 to the sum. · · ·. · · ·. · · ·. rn ) denote the matrix whose k th row is the rk row of the matrix.45) and A (1.kn ) to be the sum of all the f (k1 · · · kn ) for all possible choices of ordered lists (k1 . f and g both satisfying (19. · · ·. Define f (k1 · · · kn ) (k1 . n) = g (1. kn ) of numbers of {1. · · ·. · · ·. Then sgn (r1 . rn )) = (k1 .9. In what follows sgn will often be used rather than sgnn because the context supplies the appropriate n. rn ) det (A) = (k1 .4 Let (r1 .···. · · ·. · · ·. in+1 . A = (aij ) and let (r1 . n}.46) (19. rn )) .3 Let (aij ) = A denote an n × n matrix. · · ·. n} . Let A (r1 . Note it suffices to take the sum over only those ordered lists in which there are no repeats because if there are.9. · · ·. rn ) be an ordered list of numbers from {1. kn ) a1k1 · · · ankn where the sum is taken over all ordered lists of numbers from {1. · · ·.40) and (19.19. · · ·. n}. kn ) ar1 k1 · · · arn kn (19. · · ·. n + 1. THE MATHEMATICAL THEORY OF DETERMINANTS = − sgnn+1 i1 . n} as its domain. eventually arrive at f (i1 . · · ·. · · ·.9.41). · · ·. To see this function is unique. 2) + f (2.9. A. f (k1 . k2 ) = f (1. 2) . you could start with f (1.41) gives both functions are equal to zero for that ordered list.2 Let f be a real valued function which has the set of ordered lists of numbers from {1. in ) .

· · ·.kn ) and renaming the variables. · · ·. For each of these choices. rn ) det (A) and proves the proposition in the case when there are no repeated numbers in the ordered list. r.450 Proof: Let (1. (Recall that for AT = aT . there are n! ordered lists of distinct numbers from {1. · · ·. · · ·. · · ·. this equals = (k1 . · · ·. · · ·. n). kn ) a1k1 · · · arkr · · · asks · · · ankn . n) = (1. rn )) = (−1) det (A) where it took p switches to obtain(r1 . rn ) = 0 and also sgn (r1 . Observation 19.6 The following formula for det (A) is valid. this implies det (A (r1 . s.48) -(19. Then for each of these ways there are n − 2 choices left for the third slot. · · ·. s.···.rn ) (k1 . n) so r < s. n} as stated in the observation. p det (A (r1 . det (A (1. r. · · ·. · · ·. n) play the role of A. · · ·. · · ·.48) sgn (k1 . Thus there are n (n − 1) ways to fill the first two slots. n} . · · ·. kn ) a1k1 · · · arks · · · askr · · · ankn  These got switched  . · · ·s. · · ·. · · ·. kr . calling ks . By Lemma 19. · · ·. rn )) = (−1) det (A) = sgn (r1 . · · ·. rn ) sgn (k1 .1. · · ·.kn ) And also det AT = det (A) where AT is the transpose of A.···. s. · · ·. · · ·.) ij .9. r. · · ·.5 There are n! ordered lists of distinct numbers from {1. · · ·. kr . · · ·. and continuing in this way. r. r. n)) = − det (A) Now letting A (1. rn ) = 0 so the formula holds in this case also. · · ·. Corollary 19. n)) .49) = (k1 .kn ) − sgn k1 . it is possible to give a more symmetric description of the determinant from which it will follow that det (A) = det AT . rn ) from (1. n)) = − det (A (1. · · ·. rn ). · · ·. · · ·. ks . ks . then the reasoning of (19. s. · · ·.···. (r1 . ks . kn ) ar1 k1 · · · arn kn . · · ·. With the above. · · ·. n)) = LINEAR ALGEBRA (19. · · ·. Continuing this way. say the rth row equals the sth row. ks = − det (A (1. det (A (1. kr . · · ·. s. det (A) = 1 · n! (19. · · ·. There are n choices for the first slot. · · ·. r. · · ·. However. switching pairs of numbers.50) p sgn (r1 . (k1 . · · ·. · · ·.···. there are n − 1 choices for the second.···. kn  a1k1 · · · askr · · · arks · · · ankn (19. consider n slots placed in order.9. if there is a repeat.49) shows that A (r1 . kr and kr . ij aT = aji .9. · · ·. Consequently.kn ) sgn (k1 . · · ·. To see this. (r1 .

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

kn ) r1 a1r1 br1 k1 ··· rn anrn brn kn = (r1 ···.kn ) sgn (k1 .452 LINEAR ALGEBRA Corollary 19. · · ·. Theorem 19. AB = (cij ) where n cij ≡ k=1 aik bkj . Thus an = k=1 ck ak and so det (A) = det By Corollary 19.···. Proof: Let cij be the ij th entry of AB.52) . 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.···.4. Then by Proposition 19.10 If A and B are n × n matrices.12 Suppose a matrix is of the form M= or M= A 0 A ∗ ∗ a 0 a (19. (r1 ···. kn ) c1k1 · · · cnkn (k1 .7 we may rearrange the columns to have the nth column a linear combination of the r first r columns. Then det (A) = 0.9.rn ) = This proves the theorem.9. kn ) br1 k1 · · · brn kn (a1r1 · · · anrn ) sgn (r1 · · · rn ) a1r1 · · · anrn det (B) = det (A) det (B) .9.9. det (A) = k=1 ck det a1 · · · ar ··· an−1 ak = 0.9. Definition 19.rn ) (k1 . Recall the following definition of matrix multiplication. · · ·. A = (aij ) and B = (bij ).9. The case for rows follows from the fact that det (A) = det AT .kn ) = (k1 .51) (19.···. Lemma 19. det (AB) = sgn (k1 . One of the most important rules about determinants is that the determinant of a product equals the product of the determinants.9.kn ) sgn (k1 .9 Suppose A is an n × n matrix and some column (row) is a linear combination of r other columns (rows).11 Let A and B be n × n matrices.7 r a1 ··· ar ··· an−1 r k=1 ck ak . · · ·. Then by using Corollary 19. Then det (AB) = det (A) det (B) . This proves the corollary.

Then n n det (A) = j=1 aij cof (A)ij = i=1 aij cof (A)ij . To get the assertion in the situation of (19.13 Let A = (aij ) be an n × n matrix. i+j (This is called the ij th minor of A. Definition 19. kθ−1 . · · ·.···. take the determinant of the (n − 1) × (n − 1) matrix which results. Then if kn = n.9. Proof: Denote M by (mij ) . · · ·. · · ·kn−1 ) m1k1 · · · m(n−1)kn−1 = a det (A) . · · ·.kn ) n−θ sgnn−1 k1 . This proves the lemma.9. . In terms of the theory of determinants. · · ·. det (M ) equals (−1) (k1 .9.kn−1 ) sgnn−1 (k1 .53) The first formula consists of expanding the determinant along the ith row and the second expands the determinant along the j th column. kθ+1 . arguably the most important idea is that of Laplace expansion along a row or a column. kn ) m1k1 · · · mnkn Letting θ denote the position of n in the ordered list. Therefore. (19.1. Therefore.9. the only terms which survive are those for which θ = n or in other words. the term involving mnkn in the above expression equals zero. To make th the formulas easier to remember. 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. Then a new matrix called the cofactor matrix.14 Let A be an n × n matrix where n ≥ 2. cof (A) is defined by cof (A) = (cij ) where to obtain cij delete the ith row and the j th column of A. kn θ n−1 m1k1 · · · mnkn Now suppose (19.19.52). cof (A)ij will denote the ij entry of the cofactor matrix.52) to write det (M ) = det M T = det AT ∗ 0 a = a det AT = a det (A) . Thus in the first case.···.51) use Corollary 19.kn ) sgnn (k1 . mnn = a and mni = 0 if i = n while in the second case. Then det (M ) = a det (A) .9.6 and (19. The following is the main result. From the definition of the determinant. This will follow from the above definition of a determinant. the above expression reduces to a (k1 . 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. ) and then multiply this number by (−1) . The following theorem proves this assertion. Theorem 19. kn ) then using the earlier conventions used to prove Lemma 19. det (M ) ≡ (k1 . mnn = a and min = 0 if i = n. those for which kn = n. (k1 .···.

9. · · ·. Note that this gives an easy way to write a formula for the inverse of an n × n matrix. 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. Thus cof (A)ij ≡ (−1) det Aij .9. when two rows or two columns in a matrix.12.4. 0) .9.1. aij . det (Bj ) = = Therefore. are switched. This proves the theorem. recall that from Proposition 19. 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.7.9. ain ) be the ith row of A. Recall the definition of the inverse of a matrix in Definition 19. this results in multiplying the determinant of the old matrix by −1 to get the determinant of the new matrix.15 A−1 exists if and only if det(A) = 0.9. 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. i+j Aij 0 n aij cof (A)ij which is the formula for expanding det (A) along the ith row. 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. Proof: By Theorem 19. However. n air cof (A)ir det(A)−1 = det(A) det(A)−1 = 1.7. det (A) = j=1 (−1) (−1) n−j (−1) det n−i det ∗ aij Aij 0 ∗ aij = aij cof (A)ij . If det(A) = 0.9. Also. M.14 and letting (air ) = A. 0. Theorem 19. Bk whose determinant equals zero by Corollary 19. Let Bj be the matrix obtained from A by leaving every row the same except the ith row which in Bj equals (0. Then by Corollary 19. At this point. Replace the k column with the rth column to obtain a matrix.454 LINEAR ALGEBRA Proof: Let (ai1 . if det (A) = 0. i=1 Now consider n air cof (A)ik det(A)−1 i=1 when k = r. Therefore. · · ·.13 on Page 417. 0.

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.

He has forgotten the continuous matrix. A (t) for t ∈ [−1.14. 1] used in the differential equation x = A (t) x but remembers there were two solutions. EXERCISES 467 6. x1 (t) = sin t t2 and x2 (t) = tet t Find the continuous matrix if possible. tell why. If not possible.19. .

468 LINEAR ALGEBRA .

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

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

This unit 1 1 vector is v ≡ √2 .2 Find the directional derivative of the function. define the directional derivative of f in the direction. If you looked at it from the side. A simple example of this is a person climbing a mountain. · · ·0) and the 1 is in the ith position. xi + t. = lim t→0 t t→0 lim 2 Actually. t→0 lim Definition 20. √ take the limit of this as t → 0. 2) . xi . · · ·xn ) . The direction vector must always be a unit vector2 . y) = x2 y in the direction of i + j at the point (1. t It tells how fast z is changing in this direction.2. ∂f (x) ∂xi ≡ f (x+tei ) − f (x) t f (x1 .2.2. 0.1 Let f : U → R where U is an open set in Rn and let v be a unit vector. you would be getting the slope of the indicated tangent line. ei where T ei = (0. y0 ) is a point in the xy plane. t t and to find the directional √ derivative. Definition 20. The directional derivative is just a measure of the steepness in a given direction. When (x. Thus. 1. 2 There is something you must keep in mind about this. y) moves in the direction of v. 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. First you need a unit vector which has the same direction as the given vector. · · ·. Then to find the directional derivative from the definition. 2 t √ 2 2 2+ t √ 2 and f (x) = 2. · · ·. this results in a change in z = f (x. ∂f (x) ≡ Dei f (x) .3 Let U be an open subset of Rn and let f : U → R. 4 Dv f (1. ∂xi This is called the partial derivative of f. · · ·xn ) − f (x1 . Thus f (x + tv) = 1 + Therefore. THE DIRECTIONAL DERIVATIVE 471 In this picture. This motivates the following general definition of the directional derivative. √2 . t t 1 + √2 2 + √2 − 2 f (x + tv) − f (x) = . xn ) be a typical element of Rn . 0. These are the vectors. He could go various directions. · · ·. However. 2) = 5√ 2 . v2 ) is a unit vector in the xy plane and x0 ≡ (x0 . v. f (x. letting t → 0. t Example 20. . write the difference quotient described above. The directional derivative in this direction is defined as f (x0 + tv1 .20. at the point x as Dv f (x) ≡ lim t→0 f (x + tv) − f (x) . For x ∈ U. some steeper than others.2. this you difference quotient equals 1 2 10 + 4t 2 + t2 and so. y0 + tv2 ) − f (x0 . · · ·. y0 ) . There are some special unit vectors which come to mind immediately. Then letting T x = (x1 . v ≡ (v1 . y) as shown in the picture.

define the directional derivative of f in the direction. y) . z) = y 2 . z 3 T . These partial derivatives. the partial derivative of f with respect to xi may also be denoted by ∂y or yxi . there is no reason to stop doing it. w) = T xy 2 . x 5 + y 5 + t t→0 5 5 5 5 25 5 5 5 4 √ 1√ 2 2 √ 1 √ = xy 5 + 5y . From the above definition. denoted by ∂y∂x or fxy . z) = D1 f (x. differentiate with respect to the variable of interest and regard all the others as constants. y. In particular. Example 20. y) = y sin x + x2 y + z. ∂y . zy cos (xy) . Thus in the above example. fyxx = − sin x + 2. yx T (1. ∂f = y cos x + 2xy. 2) at the point (x. z. a unit vector in this direction is 1/ 5. z 3 x . If y = f (x) . For x ∈ U. . 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.2. and ∂f ∂z if f (x. the desired limit is √ √ 2 √ √ x + t 1/ 5 y + t 2/ 5 − xy 2 . Find the directional derivative in the direction √ √ T First. one could take the partial ∂2f derivative with respect to y of the partial derivative with respect to x. fxy are called mixed partial derivatives. y) = xy 2 . ∂xi Example 20.2.5 Let f : U → Rp where U is an open set in Rn and let v be a unit vector. and ∂f = 1. y. ∂2f = fxy = cos x + 2x.2. From the definition above. you can take partial derivatives of vector valued functions and use the same notation. y.2. or Di f. 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. 2/ 5 and from the definition. ∂f = sin x + x2 . T t→0 f (x + tv) − f (x) .6 Let f (x. 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.i . ∂x∂y Higher order partial derivatives are defined by analogy to the above. Thus. In the above example.4 Find ∂f ∂f ∂x . v. x 5 + y 5 . Other notation for this partial derivative is fxi .472 FUNCTIONS OF MANY VARIABLES and to find the partial derivative.7 Find the partial derivative with respect to x of the function f (x. z sin (xy) . Definition 20. ∂y∂x Also observe that ∂2f = fyx = cos x + 2x. fx (x. at the point x as Dv f (x) ≡ lim Example 20. Having taken ∂x ∂y ∂z one partial derivative. t .

0) 0 if (x. Why must the vector in the definition of the directional derivative be a unit vector? Hint: Suppose not. Find a formula for a and b in terms of the given ordered pairs. 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. EXERCISES 473 20. In other words. tn and at each time there results a collection of numerical p outcomes. i=1 (ati + b − xi ) is as small as possible. 6. y) = Find ∂f ∂x 2xy+6x3 +12xy 2 +18yx2 +36y 3 +sin(x3 )+tan(3y 3 ) 3x2 +6y 2 if (x. .3 Exercises 1. Theorem 6. (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. b) ≡ i=1 (ati + b − xi ) . fyx . fz .20. Denote by {(ti . You will be finding the formula for the least squares regression line. Hint: This is just a repeat of the similar one variable theorem given earlier. 4. ∂y . · · ·. 0) . Find fx . Suppose f : U → R where U is an open set and suppose that x ∈ U has the property that for all y near x. Find ∂f ∂f ∂x . fy . 0) . Experiments are done at n times. fxz.5. fzx . y) = (0.3. then fxi (x) = 0 for each xi . f (x) ≤ f (y) . 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. ∂f ∂y (0.2 on Page 126. You just do this argument given earlier for each variable to get the conclusion. you want to minimize the function of two variables. Suppose f (x. 0) and (0. fxy . Would the directional derivative be a correct manifestation of steepness? 2. fzy . Prove that if f has all of its partial derivatives at x. t1 . p 2 f (a. t2 . As an important application of Problem 5 consider the following. fyz for the following and form a conjecture about the mixed partial derivatives. y) = (0.

t)→(0.4. s)| = t2 + s2 r2 r2 + 4 4 1/2 1/2 (20. If the terms f (x + t. Theorem 20. Now let |t| . y). y) = fyx (x. y + s) − fx (x + αt. t) → (0. y) . Then if fxy and fyx are continuous at the point (x. y + δs) . y + s) ∈ U because |(x + t. and fxk xl exist on U and fxk xl and fxl xk are both continuous at x ∈ U. it follows fxy (x. t) = = 1 1 (h (t) − h (0)) = h (αt) t st st 1 (fx (x + αt. t) = fyx (x + γt.1 Suppose f : U ⊆ R2 → R where U is an open set on which fx . y)) s for some α ∈ (0.0) lim ∆ (s. y + βs) where α. Applying the mean value theorem again. The following is a well known example [1]. y) . Then fxk xl (x) = fxl xk (x) . y) .474 FUNCTIONS OF MANY VARIABLES 20. fxl . β ∈ (0. fxy and fyx exist. fxk . Therefore.2 Suppose U is an open subset of Rn and f : U → R has the property that for two indices. 1). by the mean value theorem from calculus and the (one variable) chain rule. (s. st Note that (x + t. there exists r > 0 such that B ((x. y)| = ≤ |(t. ∆ (s. 1) .1) r = √ < r. 1) such that ∆ (s. δ ∈ (0.4 Mixed Partial Derivatives Under certain conditions the mixed partial derivatives will always be equal. This astonishing fact is due to Euler in 1734. k. . Proof: Since U is open. ∆ (s. y + s) − (x. t) is also unchanged and the above argument shows there exist γ. y) . y + s) − f (x. Letting (s. h (t) ≡ f (x + t. y))}. y) ∈ U . fxl xk . y) − (f (x. 0) and using the continuity of fxy and fyx at (x. The following is obtained from the above by simply fixing all the variables except for the two of interest. |s| < r/2 and consider h(t) h(0) 1 ∆ (s. y + s)−f (x + t. t) = fxy (x + αt. l. y + s) are interchanged in (20. y) and f (x. r) ⊆ U. This proves the theorem. t) ≡ {f (x + t. t) = fxy (x. y + s) − f (x + t.1).4. fy . 2 As implied above. Corollary 20. ∆ (s. It is necessary to assume the mixed partial derivatives are continuous in order to assert they are equal. y) = fyx (x.

0) x x4 lim =1 x→0 (x2 )2 x→0 x4 − y 4 + 4x2 y 2 (x2 + 2 y2 ) . y) = (0.2 If A is a nonempty open set in Rp .4. Definition 20. y) − fx (0. fy = x x4 − y 4 − 4x2 y 2 (x2 + y 2 ) 2 fx (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. 0) = 0. Using the standard rules of differentiation. Now every nonempty ball in Rp contains infinitely many points (Why?) and this proves the lemma. 0) ≡ = fy (x. Proof: Let x ∈ A and let B (x. for (x. Now consider vector valued functions of many variables. r1 ) ⊆ A for some r1 > 0. Lemma 20. it follows B (x.5. A if for every r > 0. B (x. then every point of A is a limit point of A. 0) ≡ = while fyx (0. x is said to be a limit point of the set. Then lim f (y) = L y→x . fx = y Now fxy (0. an open set. y) = (0.3 Let f : D (f ) ⊆ Rp → Rq where q. r) contains infinitely many points of A. r) be a ball as above. 0) 0 if (x. Definition 20. Then letting δ = min (r1 . 0) . When f : D (f ) → Rq one can only consider in a meaningful way limits at limit points of the set.1 Let A denote a nonempty subset of Rp .20. A point. 0) .3 Let f (x. y) = (0.5. p ≥ 1 be a function and let x be a limit point of D (f ). 0) xy (x2 −y 2 ) x2 +y 2 475 From the definition of partial derivatives it follows immediately that fx (0. r) . 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. B (x. δ) ⊆ A∩B (x. r) . 0) = fy (0.5. Since x ∈ A. 20.5. y) = if (x. The case where A is open will be the one of most interest but many other sets have limit points. D (f ) and this concept is defined next. they are not equal there. 0) − fy (0. THE LIMIT OF A FUNCTION OF MANY VARIABLES Example 20.

It is like a corresponding theorem for continuous functions. Let ε > 0 be given. Theorem 20. limy→x g (y) = K where K and L are vectors in Rp for p ≥ 1.476 FUNCTIONS OF MANY VARIABLES if and only if the following condition holds.4) T For a vector valued function. There exists δ 1 such that if 0 < |y − x| < δ 1 . Then for ε > 0 be given. y→x (20. the properties of the dot product and the Cauchy Schwartz inequality. |L − f (y)| < ε. if h is a continuous function defined near L. 2 (1 + |K| + |L|) 2 (1 + |K| + |L|) (20.3) lim f · g (y) = L · K Also. fq (y)) . this shows L1 = L2 . · · ·. then y→x lim h ◦ f (y) = h (L) .7) (20. Now let 0 < δ 2 be such that for 0 < |x − y| < δ 2 .2) is left for you.3). δ 2 ). b ∈ R. p ≥ 1 be a function and let x be a limit point of D (f ). Lk ) if and only if lim fk (y) = Lk (20. |L1 − L2 | ≤ |L1 − f (y)| + |f (y) − L2 | < ε + ε = 2ε.6) .5. limy→x f (y) = L = (L1 · ··. y→x lim af (y) + bg (y) = aL + bK.5. Proposition 20.5 Suppose x is a limit point of D (f ) and limy→x f (y) = L . (20. Then if a. it follows from the triangle inequality that |f (y)| < 1 + |L| . · · ·. Therefore. for 0 < |y − x| < δ 1 . Proof: Suppose limy→x f (y) = L1 and limy→x f (y) = L2 . Then if limy→x f (y) exists. For all ε > 0 there exists δ > 0 such that if 0 < |y − x| < δ and y ∈ D (f ) then. it must be unique. |g (y) − K| < . there exists y ∈ B (x. |f · g (y) − L · K| ≤ (1 + |K| + |L|) [|g (y) − K| + |f (y) − L|] . and so for such y. Therefore. |f (y) − L| < ε ε .4 Let f : D (f ) ⊆ Rp → Rq where q. Proof: The proof of (20. Then by the triangle inequality.2) (20. then |f (y) − L| < 1. Consider (20. let δ i > 0 correspond to Li in the definition of the limit and let δ = min (δ 1 . δ) ∩ D (f ) . f (y) = (f1 (y) . |f · g (y) − L · K| ≤ |f · g (y) − f (y) · K| + |f (y) · K − L · K| ≤ |f (y)| |g (y) − K| + |K| |f (y) − L| . p.5) y→x for each k = 1. Since ε > 0 is arbitrary. Since x is a limit point.

20. if follows that if 0 < |y − x| < δ. Therefore. THE LIMIT OF A FUNCTION OF MANY VARIABLES Then letting 0 < δ ≤ min (δ 1 . since x is a limit point of D (f ) . Theorem 20. q Then. |f (x) − f (x)| < ε and so if |x − y| < δ.6 For f : D (f ) → Rq and x ∈ D (f ) such that x is a limit point of D (f ) . Since h is continuous near. δ q ) . then |f (y) − L| < η. there exists δ > 0 such that if |y − x| < δ.3). if 0 < |y − x| < δ. there exists δ > 0 such that whenever y ∈ D (f ) and |y − x| < δ. Consider (20.4). From the definition of the limit. · · ·. Suppose first that limy→x f (y) = L. |f (y) − L| < ε. Therefore. Suppose then that limy→x f (y) = f (x) and let ε > 0 be given. it follows |f (y) − f (x)| < ε. . letting 0 < δ ≤ min (δ 1 . limy→x f (y) = f (x) . Consider (20. Next suppose limy→x fk (y) = Lk for each k. Proof: It follows immediately that if f is continuous at x then for all ε > 0 there exists δ > 0 such that if |x − y| < δ and y ∈ D (f ) . then |f (x) − f (y)| < ε. then |f (x) − f (y)| < ε. it follows f is continuous at x if and only if limy→x f (y) = f (x) . Then if ε > 0 is given.5).7) that |f · g (y) − L · K| < ε 477 and this proves (20. there exists δ > 0 such that if 0 < |y − x| < δ. there exists δ k such that if 0 < |y − x| < δ k . then |h (f (y)) − h (L)| < ε.5.5. it follows that for ε > 0 given. Also. Then if ε > 0 is given. δ 2 ) . ε |fk (y) − Lk | < √ . |fk (y) − Lk | ≤ |f (y) − L| < ε. q 1/2 |f (y) − L| ≡ k=1 q |fk (y) − Lk | ε2 q 1/2 2 < k=1 = ε. it follows from (20. L. then |h (y) − h (L)| < ε Since limy→x f (y) = L. there exists η > 0 such that if |y − L| < η. This proves the theorem. But for each k. |fk (y) − Lk | ≤ |f (y) − L| and so if |y − x| < δ.

3. 0) . 5.6 Exercises 1. Find limx→0 sin(|x|) |x| and prove your answer from the definition of limit. g :U → R3 where U is a nonempty subset of Rp and x is a limit point of U. 0) xy x2 +y 2 n Find lim(x. f (x0 )) is given by y − f (x0 ) = f (x0 ) (x − x0 ) (20. y) ≡ if (x. then limy→x f (y) × g (y) = L × M. tell why it does not exist.0) f (x.y)→(0.478 FUNCTIONS OF MANY VARIABLES 20. 4. Why? 2. 20. B (x. f at the point (x0 . 6. Let {xk }k=1 be any finite set of points in Rp .8) and a picture of the situation is depicted below. y) if it exists. ¢ ¢ ¢ ¢ ¢r (x0 . suppose f is a function of one variable which has a derivative at the point x0 . Show this set has no limit points. f (x0 )) ¢ ¢ ¢ ¢ Thus from (20. 0 if (x. If it does not exist. . show if limy→x f (y) = L and limy→x g (y) = M. x→x0 8. A if and only if for all r > 0. y = f (x0 ) + f (x0 ) (x − x0 ) . Show this is equivalent to the above definition of limit point. Give some examples of limit problems for functions of many variables which have limits and prove your assertions. Then the tangent line to the graph of the function.8). 7. Suppose x is defined to be a limit point of a set.7 Approximation With A Tangent Plane To begin with. r) contains a point of A different than x. Let f (x. y) = (0. Suppose g is a continuous vector valued function of one variable defined on [0. y) = (0. Show that if f . ∞). limy→x f (y) was only defined in the case where x was a limit point of D (f ) . Prove lim g (|x|) = g (|x0 |) .

y0 ) v1 + (x0 . Then f ((x0 . 1] such that this equals = ∂f ∂f (x0 + tv1 . y0 ) v1 + (x0 . y0 + v2 ) v1 + (x0 . y0 + v2 ) − f (x0 . v2 )) − f (x0 .9). y0 ) v2 + o (v) ∂x ∂x (20. y0 ) v2 ∂x ∂y ∂f ∂f (x0 . y0 + v2 ) + f (x0 .10) = (f (x0 + v1 . y0 ) + where o (v) satisfies (20. y0 ) + av1 + bv2 + o (v1 . y0 ) v2 ∂x ∂y − By the mean value theorem.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.20. f (x0 + v) . y0 ) v1 + (x0 . APPROXIMATION WITH A TANGENT PLANE How close y is to f (x)? Letting v = (x − x0 ) . f (x0 + v) − y = f (x0 + v) − f (x0 ) (v) − f (x0 ) (v) v   →0 as v→0 479   f (x0 + v) − f (x0 ) − f (x0 ) v. y0 + v2 ) − f (x0 . y) ∈ U and are continuous at the point (x0 . y0 ) . What of a function of two variables? Obviously such an approximation exists in one direction if the function has a directional derivative in the given direction. y0 )  ∂f ∂f (x0 . v2 )) = f (x0 .7. v2 )) = f (x0 .9) Theorem 20. y0 ) + (v1 . Proof: f ((x0 . y0 ) v1 + (x0 . y0 + sv2 ) v2 ∂x ∂y . y0 ) v2 ∂x ∂y changes only in second component ∂f ∂f (x0 . y0 ) + (v1 . |v| (20.7. for small v. but what about letting v be arbitrary and small? The idea similar to the above is an expression of the form =o(v) f ((x0 . y0 ) + (v1 . there exist numbers s and t in [0. y0 + v2 ) − f (x0 . y0 )) −  changes only in first component    = f (x0 + v1 . f (x0 ) + f (x0 ) v is a very good approximation to. v2 ) where |v|→0 lim |o (v)| = 0. =    v Now this shows f (x0 + v) − (f (x0 ) + f (x0 ) v) = o (v) where o (v) = 0. y0 ) + ∂f ∂f (x0 . v→0 |v| lim Therefore.

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

3) = 6.9). z) near (1. 2.7. 3) .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. 2. y.3 Let f :U → Rp where U is an open set in Rn . Definition 20. z) for (x.7. and fz (1. 2. y. θp−1 (v) = (0. fx = y.4 Suppose f (x. fy = x. Taking the partial derivatives of f. Therefore. fx (1. fy (1. 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? . Therefore. 2. As before. 0. 1) such that the above expression equals p p ∂f ∂f = (x0 + θi v+si vi ) vi − (x0 ) vi ∂xi ∂xi i=1 i=1 and so letting o (v) equal the expression in (20. and θp v = 0. 3) = 1.11). 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 . Sometimes people use C 1 as an adjective and say f is C 1 Example 20. Approximate f (x. · · ·. Now p T 481 f (x0 + v) −  p f (x0 ) + i=1 ∂f (x0 ) vi ∂xi  p i=1 (20.20. 3) = 2. fz = 2z. the desired approximation is f (1. y. z) = xy + z 2 . 2.7. 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. Then f is in C 1 (U ) if all its partial derivatives exist and are continuous on U. APPROXIMATION WITH A TANGENT PLANE Thus θ0 v = v. vp ) . This proves the theorem. This is called the linear approximation of the function f at the point x0 .

let δ = min δ 1 . the following holds for each k = 1. From Theorem 20. p . oq (v)) . · · ·. there exists δ 1 > 0 such that if |x − x0 | < δ 1 . the function must be continuous at x0 . if C ≥ max ∂xi (x0 ) . p |f (x) − f (x0 )| ≤ i=1 ∂f (x0 ) (xi − x0i ) + |x − x0 | ∂xi < (Cp + 1) |x − x0 | ε which verifies (20. If (20. |f (x) − f (x0 )| ≤ (Cp + 1) |x − x0 | (20. Since o (v) satisfies (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. then |o (x − x0 )| < |x − x0 | . ε =ε Cp + 1 . then whenever |x − x0 | is small enough. this is equivalent to p T T f (x) = f (x0 ) + i=1 ∂f (x0 ) (xi − x0i ) + o (x − x0 ) . · · ·.6 Let f : U → Rq where U is an open subset of Rp . q.5 on Page 299. if |x − x0 | < δ 1 . p ∂fk fk (x) = fk (x0 ) + (x0 ) vi + ok (v) .13) holds. Cp+1 .12). Then (20.2. Then for |x − x0 | < δ. the above equation is then equivalent to (20. i = 1. · · ·. |f (x) − f (x0 )| < (Cp + 1) |x − x0 | < (Cp + 1) showing f is continuous at x0 . Furthermore.482 FUNCTIONS OF MANY VARIABLES Theorem 20.7. Corollary 12.9) holds for o (v) because it holds for each of the components of o (v) .9).7. This is the content of the following important lemma. Now letting ε > 0 be given. · · ·. But also.13) holds. fq (x)) . Lemma 20.3. p i=1 ∂f (x0 ) (xi − x0i ) ≤ C ∂xi p |xi − x0i | ≤ Cp |x − x0 | i=1 Therefore. by the triangle inequality.7.12) ∂xi i=1 where o (v) satisfies (20.9). Also. then p ∂f f (x0 + v) = f (x0 ) + (x0 ) vi + o (v) (20.14). Proof: Let f (x) ≡ (f1 (x) . ∂xi i=1 Define o (v) ≡ (o1 (v) . ∂xi (20. Letting v = x − x0 . then ∂f f is continuous at x0 .14) Proof: Suppose (20.13) When a formula like the above holds.

f (x. δ/2) = 0. the symbol. This illustrates the limitations of abandoning careful logical reasoning and definitions in favor of pictures.9) holds for g (v) . fy (0. APPROXIMATION WITH A TANGENT PLANE Definition 20. 0) 0 if (x. This is both imprecise and useful because it neglects everything which is not important and directs our attention to that which really matters. Something more than existence of the partial derivatives at a point is necessary in order to accomplish such a linear approximation.20. from the above discussion. then so does o (v) + o (v) and 10o (v) .15) .9). 0) . |v| 483 v→0 Also. You see the way it is pinched near the center. However. v → g (v) is o (v) if (20. y) = (0.9). 0) because for every δ > 0.6 on Page 477 that f is not continuous at (0. 0) = 0 so the partial derivatives do indeed exist. this function is not even continuous at the point (0. Therefore.7 A function. However. o (v) . Thus it is permissible to write things like o (v) = 10o (v) or o (v) = o (v) + o (v) because if o (v) satisfies (20.7. This time it is of the function. I find it helpful to think of o (v) as an adjective rather than a precise definition. 0) . Consequently no limit can exist. 0) 1 if (x. y) = (0. You might find the picture of this function amusing. lim |g (v)| = 0. Here is another picture. it is likely the picture would never have revealed the truth. 0) 0 = lim = 0. Here is an example.7. t→0 t→0 t t 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.5. That is. y) ≡ Then fx (0. I realize some of the above theorems and definitions are hard but they are the only route to correct understanding of multivariable calculus. Thus B ((0. 0) . y) ≡ if (x. 0) ≡ lim f (t. δ) contains points where the value of the function equals 1/2 and also points where the value of the function equals 0. f (x. δ/2) = 1 while 2 f (0. y) = (0. y) = (0. 0) xy x2 +y 2 Similarly.7. f (δ/2.9). 0) − f (0. it is impossible to give the sort of approximation for f described in Theorem 20. 0) x2 −y 4 x2 +y 4 2 (20. (Why?) It follows from Theorem 20. namely (20.1 at the point (0. means o (·) is a function which satisfies (20.

√ 2.” Lets assume a hand breadth is 8 inches and a cubit is 1.7.18) Now let ε > 0 be given. and Lemma 20.19) .9.9.1 Let g : U → Rp where U is an open set in Rn and suppose g has a good linear approximation at x ∈ U .9 20. There exists η > 0 such that if |g (x + v) − g (x)| < η.. and his height was five cubits: and a line of thirty cubits did compass it round about. What was the approximate volume in cubic feet of the brass used in the molten sea. y. (20.15) is not continuous at (0. “And he made a molten sea. ten cubits from the one brim to the other: it was round all about. Proof: It is necessary to show v→0 lim |o (g (x + v) − g (x))| = 0. How many baths of brass were used? 20. 0).5 feet.16).. 8. z) = x 3 yz 2 near the point (1. it is important to consider the derivative of a composition of two functions. (20. then |o (g (x + v) − g (x))| < ε Cn + 1 |g (x + v) − g (x)| (20. Find a linear approximation to the function f (x...17) From (20.1) and then use a calculator to make a comparison. 1) . |v| (20. In 1 Kings chapter 7 there is a description of the molten sea in Solomon’s temple.484 FUNCTIONS OF MANY VARIABLES This is a very interesting example which you will examine in the exercises. Show the function in (20. It contained two thousand baths. 1.1.. Use this approximation to estimate f (1. 20. g : U → Rp has a good linear approximation at x ∈ U if n ∂g (x) g (x + v) = g (x) + vi + o (v) . Then o (g (x + v) − g (x)) = o (v) . 3. And it was an hand breadth thick.8 Exercises 1.16) ∂xi i=1 Lemma 20.1 Differentiation And The Chain Rule The Chain Rule As in the case of a function of one variable.6. 0) and yet it has directional derivatives in every direction at (0.9. A function. 7. then |g (x + v) − g (x)| ≤ (Cn + 1) |v| . there exists δ > 0 such that if |v| < δ...

Thus f ◦ g is the name of a function and this function is defined by what was just written.2 Let U be an open set in Rn . 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) . This proves the lemma. Recall the notation f ◦ g (x) ≡ f (g (x)) .20. which implies 485 |o (g (x + v) − g (x))| < < ε Cn + 1 ε Cn + 1 |g (x + v) − g (x)| (Cn + 1) |v| and so |o (g (x + v) − g (x))| <ε |v| which establishes (20.9.9. Suppose g has a good linear approximation at x ∈ U and that f has a good linear approximation at g (x) . ∂yi ∂xj (20.1 equals p f (g (x + v)) = f (g (x)) + i=1 ∂f (g (x)) (gi (x + v) − gi (x)) + o (v) . For such v. n p i=1 f (g (x + v)) = f (g (x)) + j=1 ∂f (g (x)) ∂gi (x) ∂yi ∂xj vj + o (v) . let g : U → Rp be such that g (U ) ⊆ V. and let f : V → Rq . let V be an open set in Rp . Then f ◦ g has a good linear approximation at x and furthermore.20) and ∂ (f ◦ g) (x) = ∂xj p i=1 ∂f (g (x)) ∂gi (x) . p f (g (x + v)) = f (g (x)) + i=1 ∂f (g (x)) (gi (x + v) − gi (x)) + o (g (x + v) − g (x)) ∂yi which by Lemma 20. (20. The last assertion of the following theorem is known as the chain rule. DIFFERENTIATION AND THE CHAIN RULE η Let |v| < min δ.21) Proof: From the assumption that f has a good linear approximation at g (x) . ∂yi Now since g has a good linear approximation at x. Cn+1 .17).9. |g (x + v) − g (x)| ≤ η. Theorem 20.

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

23) dt dt Now things get interesting. letting θ change and fixing the other two gives a vector which points East and is tangent to the sphere of radius ρ. θ. ρ cos φ) T 487 and fix φ and θ. DIFFERENTIATION AND THE CHAIN RULE Why these vectors? Note how they were obtained.20. y (t) . Thus      −ρ sin φ sin θ ρ cos φ cos θ sin φ cos θ a −ρ sin φ cos θ  ρ sin φ cos θ ρ cos φ sin θ sin φ sin θ   b  =  −ρ sin φ sin θ  0 −ρ sin φ cos φ c 0 Using Cramer’s rule. r = ρ eρ + ∂eθ T = (−ρ sin φ cos θ. θ. letting only ρ change. cos φ sin θ. ∂eρ 1 T = (cos φ cos θ. 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. Let r (ρ. This must be differentiated with respect to t. ∂φ ρ ∂eρ 1 T = (− sin φ sin θ. To do so. b = − cos φ sin φ. this gives a vector which is tangent to the sphere of radius ρ and points South. The giant turtle carrying the flat earth on its back as it proceeds through the universe is not usually accepted as a correct model. (20. − sin φ) = eφ .9. Letting only φ change and fixing θ and ρ. −ρ sin φ sin θ. You see. b. z (t)) Now this implies the velocity is r (t) = ρ (t) eρ (t) + ρ (t) (eρ (t)) . φ) where each of these variables is a function of t. eρ = eρ (ρ. sin φ cos θ. dφ dθ eφ + eθ . = = By (20. c such that ? = aeθ + beφ + ceρ . It is thought by most people that we live on a large sphere. 0) = eθ . ρ sin φ sin θ. 0) =? ∂θ where it is desired to find a. by the chain rule. this gives a curve in the direction of increasing ρ. −ρ sin φ sin θ. ∂θ ρ and ∂eρ = 0. the solution is a = 0.22) T Therefore. Given we live on a sphere. . ρ dt (20. ∂ρ deρ dt ∂eρ dφ + ∂φ dt 1 dφ eφ + ρ dt ∂eρ dθ ∂θ dt 1 dθ eθ .22). φ) = (ρ sin φ cos θ. Thus ∂eθ ∂θ = (−ρ sin φ cos θ. Thus it is a vector which points away from the origin. 0) T = (− cos φ sin φ) eφ + −ρ sin2 φ eρ . Similarly. Thus r (t) = ρ (t) eρ (t) = (x (t) . and c = −ρ sin2 φ.

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

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

and f (x) can be thought of as this linear mapping. Recall this implies p f (x + v) = f (x) + j=1 ∂f (x) vj + o (v) . but multiplication by it yields a linear transformation from R to R. then it is differentiable in the old way. the derivative is the same thing. 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. Let f : U → Rq where U is an open subset of Rp and f is differentiable. Therefore. the old definition makes absolutely no sense because you can’t divide by a vector. This is the whole reason for the new way of looking at things. (20. a linear transformation. Now that a definition of what it means for a function to be differentiable has been given. ∂xj Taking the ith coordinate of the above equation yields p fi (x + v) = fi (x) + j=1 ∂fi (x) vj + o (v) ∂xj . p = 1. Therefore. an obvious question is: What is the derivative? In the case of a scalar function of one variable.24) where v ∈ R. Then |f (x + v) − f (x) − f (x) v| =0 |v| |v|→0 lim because |f (x + v) − f (x) − f (x) v| f (x + v) − f (x) = − f (x) |v| v and f (x) is defined as the limv→0 f (x+v)−f (x) . 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) . Thus v → f (x) v is a linear mapping from R to R. Till now. it is differentiable in the new way just described. it has been thought of as a number and this is what it is. suppose f (x) exists. f (x + v) = f (x) + f (x) v + o (v) . In the more general setting described above.490 FUNCTIONS OF MANY VARIABLES Of course an obvious question arrises. Is this new definition equivalent to the old one in this case? In the case where n. Now suppose f is differentiable in the new way in terms of having a good linear approximation. f (x) equals the limit of the difference quotient as before and this shows that if f is differentiable in the new way. v It follows that f (x + v) − f (x) − f (x) v = o (v) . What if n. if f is differentiable in the old way. p = 1.

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

t t Now this implies L1 v = L2 v+ o(t) . Suppose f : U → Rq and let x ∈ U and v be a unit vector. . 1 if (x.10 Exercises 1. y) = x if |y| > |x| . 0 if x = 0 (20.492 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) and that the partial derivatives exist at (0. Show Dv f (x) = Df (x) v. 0) . 5. 0) but the function is not differentiable at (0. y) = (0. That is. 0) . show that Jf (x) the above matrix of partial derivatives exists and Df (x) v = Lv = Jf (x) v. Now. In more advanced treatments of differentiation the following is done. Let f (x. y) = if (x. 4. f is differentiable at x ∈ U if there exists a linear transformation. then Df (x) is well defined. there can’t be two different linear transformations which satisfy the above equation. L such that f (x + v) = f (x) + Lv + o (v) . and are all equal to zero but the function is not even continuous at (0. Consider f (x) = 1 x2 sin x if x = 0 . Let f : U → Rq where U is an open set in Rp . 3. 0) (x2 +y 4 )2 (x2 −y4 ) 2 Show that all directional derivatives of f exist at (0. 0) . In fact.26) Then you should verify that f (x) exists for all x ∈ R but f fails to be continuous at x = 0. t 2. 0) . using the definition in Problem 1. i = 1. Let f (x. 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. 20. Show that defining L ≡ Df (x) . −x if |y| ≤ |x| Show f is continuous at (0. 2. such an example exists even in one dimension. y) = (0. Hint: Replace v with tv and use the above to write f (x+tv) − f (x) o (t) = Li v+ .

1. 0. There are ways to define the gradient for vector valued functions but this will not be attempted in this book. (20.11 The Gradient Let f : U → R where U is an open subset of Rn and suppose f is differentiable on U. it is only necessary to find f (1. 1. for v a unit vector. THE GRADIENT 493 20.30) Proof: From (20. (20. · · ·. From (20. Furthermore.27) that f (x + v) = f (x) + f (x) · v + o (v) (20.11.29) it is easy to find the largest possible directional derivative and the smallest possible directional derivative. Find Dv f (1.3 Let f : U → R be a differentiable function and let x ∈ U. . 1) . f (x) ≡ ∂f ∂x1 ∂f (x) . Proposition 20. ∂xn (x) T . √ 3 3 3 o (tv) t o (t) f (x) · v+ . Therefore.28). 1) = (2.28) An important aspect of the gradient is its relation with the directional derivative. taking t → 0. 1) and take the dot product. the directional derivative is (2. It follows immediately from (20. (20. √3 . 0. |Dv f (x)| ≤ | f (x)| and so for any choice of v with |v| = 1. Because of (20. y. 1 1 1 Therefore. t f (x) · v+ Example 20.31) f (x) / | f (x)| and the minimum (20.11. Therefore. √3 = √ 4 3 3. This vector is called the This defines the gradient for a scalar valued function. z) = (2x.20. y. Note this vector which is given is already a unit vector. √ . 1)· √3 . x cos (xy) . Thus if x ∈ U. the maximum in (20. 0. 1) .27) ∂xi j=1 Definition 20.1 Define gradient vector.30) occurs when v = in (20. z) = x2 +sin (xy)+z.11. f (x.11. 1) where v = . Dv f (x) = f (x) · v.31) occurs when v = − f (x) / | f (x)| . n ∂f (x) f (x + v) = f (x) + vi + o (v) .29) 1 1 1 √ .2 Let f (x. − | f (x)| ≤ Dv f (x) ≤ | f (x)| . Then max {Dv f (x) : |v| = 1} = | f (x)| and min {Dv f (x) : |v| = 1} = − | f (x)| .29) and the Cauchy Schwarz inequality. f (1. f (x+tv) − f (x) t = = Therefore. from the above.

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

1. 2x − 12 + 4y + 6z = 0. Example 20. y. z1 (t)) = c for all t in some interval. 1. Therefore. y1 (t) . ∂y ∂z In terms of the gradient. the equation of the plane is (2. z2 (s)) · x2 (s) = 0. 6) . 1. 1) consequence of the implicit function theorem. y0 . z0 ) is perpendicular to this tangent plane at the point. z0 ) is perpendicular to both the direction vectors of the two indicated curves shown. f (x0 . 4. 1. z. y2 (s) . y. It follows f (x0 . Surely if things are as they should be. Therefore. Similarly. 6) · (x − 1. z0 ). this merely states f (x1 (t) . First note that (1. 1. y1 (t) . 0) (c) u ln x + y + z 2 + w at (x. y1 (t) . y0 . 1. f (x. 1) . these two direction vectors would determine a plane which deserves to be called the tangent plane to the level surface of f at the point (x0 .4 Find the equation of the tangent plane to the level surface. ∂f (x1 (t) . y0 . u) = (1. z) = (2x. z − 1) = 0 or in other words. taking the derivative of both sides and using the chain rule on the left. it suffices to find the normal vector to the proposed plane. (a) x2 y + z 3 at (1. f (x. y − 1. . (x0 . Find the gradients of f = (a) x2 y + z 3 at (1. z0 ) · x1 (t0 ) = 0. z1 (t)) z1 (t) = 0. y0 . z1 (t)) y1 (t) + (x1 (t) . y. 4y. 2) (b) z sin x2 y + 2x+y at (1. y0 . from this problem. z0 ) · x2 (s0 ) = 0.11. y1 (t) . y1 (t) . z0 ) and that f (x0 . z1 (t)) · x1 (t) = 0. z1 (t)) x1 (t) + ∂x ∂f ∂f (x1 (t) .20.12 Exercises 1. But f (x. it follows f (x0 . w. 2. y. z) = x2 + 2y 2 + 3z 2 at the point (1. 1. 2) 2. 2 . f (x2 (s) . 1) = (2. 4. one of the greatest theorems in all mathematics and a topic for an advanced calculus class. EXERCISES 495 f (x1 (t) . 1) is a point on this level surface. 1. 20. 1 1 1 √ 2. Find the directional derivatives of f at the indicated point in the direction. 6z) and so f (1. Letting s = s0 and t = t0 . y0 . 1. Therefore.12. z) = 6 of the function.

13 Nonlinear Ordinary Differential Equations Local Existence Recall Definition 20. y ∈ D (x0 . 3π . r) ≡ {x ∈ Rn : |x − x0 | ≤ r} and suppose U is an open set containing D (x0 . r) such that f : U → Rn is C 1 (U ) . y. 2) (c) cos (x) + z sin (x + y) = 1 at −π. 1. z) = 0 are two level surfaces which intersect in a curve which has parameterization. 2) (c) xy + z 2 + w at (1. 1 in the curve formed by the intersection of these surfaces. 3) FUNCTIONS OF MANY VARIABLES 3. 1. |f (x) − f (y)| ≤ K |x − y| . suppose f1 (x. The level surfaces x2 + y 2 + z 2 = 4 and z + x2 + y 2 = 4 have the point 22 . Find a differential equation for this curve. |x+t (y − x) − x0 | = ≤ ≤ |(1 − t) (x − x0 ) + t (y − x0 )| (1 − t) |x − x0 | + t |y − x0 | (1 − t) r + tr = r . 2. 22 . 1] as shown in the following picture. r) and i = 1. In a slightly more general setting. · · ·. x+t (y − x) for t ∈ [0. r) . z) = 0 and f2 (x. r) and consider the line segment joining these two points. 2 2 4. Lemma 20. y ∈ D (x0 . z (t)) .496 (b) z sin x2 y + 2x+y at (1. 6. (a) x2 y + z 3 = 2 at (1. Then for K = M n. y (t) . n. 5. 1) . r) r r x x0 r y Observe x+ (0) (y − x) = x while x+ (1) (y − x) = y and for t ∈ (0. Find the tangent plane to the indicated level surface at the indicated point.7. 1. A direction vector for the desired curve should be perpendicular to both of these gradients. Proof: Let x. The following lemma applies to such functions. y. Explain why the displacement vector of an object moving in R3 is always perpendicular to the velocity vector if the object is always at a fixed distance from a given point. √ √ 20. D(x0 . (x (t) . it follows that for all x.3.1 Let D (x0 . 1) (b) z sin x2 y + 2x+y = 2 sin 1 + 4 at (1. Find a direction vector for this curve at this point. where M denotes ∂f the maximum of ∂xi (z) for z ∈ D (x0 . Hint: Recall the gradients of the two surfaces are perpendicular to the corresponding surfaces at this point.13.

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

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

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

y. Thus f (x0 . z) = (yz. However. z0 ) . 2z) . As shown above. y. y0 . y0 . z0 ) f (x0 . y0 . z) = x2 +y 2 +z 2 −27. 2z) and f (x. z0 ). Then g (x. y0 . xz. y0 . z0 ) is perpendicular to the surface or more precisely to the tangent plane. xy) . y0 . y (t) . 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 . z) = 0 and f (x. 2y. I think it is likely a geometric notion like that presented above which led Lagrange to formulate the method. y0 . 2y. z) = (2x. z (t)) must have either a maximum or a minimum at the point. z0 ) is also perpendicular to the surface. z0 ) · x (t0 ) and since this holds for any such smooth curve. y0 . y. z0 ) This λ is called a Lagrange multiplier after Lagrange who considered such problems in the 1700’s. y0 . it fails to consider the situation in which there are many constraints. Therefore. z0 ) when t = t0 . t = t0 . the surface represents a piece of the level surface of g (x. Nor does it consider all cases. h (t) = f (x (t) . Then at the point which maximizes this function5 . z0 ) is some scalar multiple of g (x0 . z0 ) £ t £ £ £ £ £ # g(x0 . However. This picture represents a situation in three dimensions and you can see that it is intuitively clear that this implies f (x0 . y0 . z0 ) . y. Of course the above argument is at best only heuristic. h (t0 ) = 0. z (t0 )) · x (t0 ) = f (x0 . In addition to this. y0 . being essentially confined to three dimensions. y (t0 ) . then the function. But this means 0 = h (t0 ) = f (x (t0 ) . y (t) . f (x0 . z0 ) = λ g (x0 . Here f (x. z) = xyz while g (x. . xy) = λ (2x. Example 20. if x (t) = (x (t) . It does not deal with the question of existence of smooth curves lying in the constraint surface passing through (x0 .1 Maximize xyz subject to x2 + y 2 + z 2 = 27. 5 There exists such a point because the sphere is closed and bounded. y. g (x0 . y0 . xz. z0 ) £  £ £ £ p In the picture. y.14.500 FUNCTIONS OF MANY VARIABLES £ £ £ & £t££ q (x0 . z (t)) is a point on a smooth curve which passes through (x0 . (yz. y0 .

q) and a function. (p.2 Let f : (a. x0 )) = 0. Now consider the system of nonlinear equations f (x) gi (x) = t = 0.35). 3) . First it is essential to have a special case of the implicit function theorem. etc. i = 1. x) → −D2 f (t. A local minimum is defined similarly. m. x) is continuous. D1 f (t.13. · · ·. x to the initial value problem. x (t0 ) = x0 −1 for t ∈ (p. 2λy 2 . The maximum occurs at (3. Proof: By the Peano existence theorem6 .35) Therefore. (−3. b) and x0 ∈ U. This is because by assumption. . Theorem 20. b) × U → Rn where U is an open set in Rn and suppose D1 f and D2 f are both continuous on (a. it does often help to do it this way. det (D2 f (t0 . q) . x (t)) . Not much is lost in doing this because this extra regularity will be available in nearly every conceivable example of any interest. Let f : U → R be a C 1 function and let gi (x) = 0. x (t)) −1 D1 f (t. i = 1. x0 is a local maximum if f (x0 ) ≥ f (x) for all x near x0 which also satisfies the constraints (20. x0 ) and by the chain rule. d (f (t. q) . q) → U such that f (t.14. x (t)) x (t) = 0. x (t)) + D2 f (t. Theorem 20. x (t) = −D2 f (t. x0 ) = 0. 6 I have not presented a proof of this important theorem so this part of the argument is technically incomplete. (t. x) → −D2 f (t. x) (20. 2λz 2 equals xyz. x (t)) x (t) = 0 dt D1 f (t. · · ·. The above generalizes to a general procedure. 3. This proves the theorem. q) such that t0 ∈ (p. 3) . x (t))−1 D1 f (t. the function. Suppose also that for t0 ∈ (a. x (t))) = D1 f (t.14. f (t0 . It follows that at any point which maximizes xyz. 3. the only candidates for the point where the maximum occurs are (3. Then 0 = f (t0 . x (t)) is C 1 and then use the Theorem on the local existence for solutions to ordinary differential equations which was proved. It was still required to solve a system of nonlinear equations to get the answer. x (t)) + D2 f (t.36) be a collection of equality constraints with m < n. 3) (−3. Then there exists (p. However you can just assume in addition that the function (t.4 on Page 499 there exists an open interval.36). x : (p. x (t)) = 0 for all t ∈ (p. t → f (t. 3. However. −3. Therefore. Thus. LAGRANGE MULTIPLIERS 501 Therefore. each of 2λx2 . b) × U.20. m (20. |x| = |y| = |z| . x (t)) must be a constant vector and this vector equals zero by (20. q) containing t0 and a solution. 3) which can be verified by plugging in to the function which is being maximized. There are no magic bullets here.

(p. .37) has rank less than m + 1 as claimed. Consider the m + 1 × n matrix. . . xn ) . . This determines m + 1 variables.  .   g1x1 (x0 ) g1x2 (x0 ) · · · g1xn (x0 )   .   .2 there is an open interval containing t0 . f 1 (y0 ) = t0 .9. m.) Thus t0 ≡ f (x0 ) is the largest value of any f (x) for x near x0 satisfying the constraints. · · ·. the matrix of (20.38)  . xj with the constant x0j where x0 ≡ (x01 . x0n ) and let y ∈ Rm+1 be defined as y ≡ (y1 .502 FUNCTIONS OF MANY VARIABLES Now suppose x0 satisfies all the constraints and is a point where f has a local maximum.39)   . For x ≡ (x1 . g m (y) Therefore by Theorem 20. (20. . xim+1 corresponding to the columns used to get the m + 1 × m + 1 matrix having nonzero determinant. 2.37)  . replace the variable. . .   . · · ·. some m + 1 × m + 1 submatrix has nonzero determinant. . if j is not equal to one of the ik . as noted above. ··· ··· ··· 1 fym+1 (y0 ) 1 gym+1 (y0 ) . · · ·. This is a contradiction because. q) . y0 ) where F : R×W → Rm+1 is defined as  1  f (y) − t  g 1 (y)    F (t. Suppose therefore. Suppose now the rank of the matrix. t0 ≥ f 1 (y) . y) ≡  (20. · · ·. . this matrix has rank m + 1 then by Definition 19. and a function y defined on this interval with the property that F (t. · · ·. . y (t)) = 0 for all t ∈ (p. .   fx1 (x0 ) fx2 (x0 ) · · · fxn (x0 )  g1x1 (x0 ) g1x2 (x0 ) · · · g1xn (x0 )    (20. g l (y0 ) = 0. gmx1 (x0 ) gmx2 (x0 ) ··· gmxn (x0 ) . . m gym+1 (y0 )      has nonzero determinant.19 on Page 456. · · ·. .14. ym+1 ) ≡ xi1 . · · ·. (The case of a local minimum is handled similarly. xim+1 and let y0 ≡ (y01 . q) . Therefore.  1 1 fy1 (y0 ) fy2 (y0 ) 1 1  gy (y0 ) gy (y0 ) 2  1  . xim+1 where x ∈ U. y0m+1 ) ≡ x0i1 . . . . Therefore. and for all y close enough to y0 with g l (y) Furthermore. . t0 is the largest value for all f 1 (y) with y close to y0 such that g l (y) = 0. 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. xi1 . . m. . This will be established by deriving a contradiction if the matrix has rank m + 1. . x0im+1 . Denote by W the set of points in Rm+1 W ≡ y ∈ Rm+1 : y = xi1 . . . · · ·. gmx1 (x0 ) gmx2 (x0 ) · · · gmxn (x0 ) It will be shown that this matrix has rank less than m + 1. m m gy1 (y0 ) gy2 (y0 ) = 0 for each l = 1. But this matrix equals D2 F (t0 . · · ·. · · ·.

Then if x0 ∈ U is either a local maximum or local minimum of f subject to the constraints (20. Theorem 20. L = xyz − λ x2 + y 2 + z 2 − 4 − µ (x − 2y) and proceed to take derivatives with respect to every possible variable.37) is a linear combination of the rows of the above matrix. λ1 . Example 20. · · ·. When you take the derivatives with respect to the Lagrange multipliers.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. .9. Form the Lagrangian. This proves the following theorem. and if the rank of the matrix in (20. Of course these might be impossible to find using methods of algebra.20.40) it may be helpful to do the following. . then from the first two equations. Then you proceed to look for solutions to these equations. gmxn (x0 ) g1xn (x0 ) fxn (x0 )  The λi are called the Lagrange multipliers.3 Let U be an open subset of Rn and let f : U → R be a C 1 function. λm such that      gmx1 (x0 ) g1x1 (x0 ) fx1 (x0 )       . λm such that (20. µ = 0 also. First write the Lagrangian.20 on Page 456 every row of the matrix of (20. λm . λ1 . . If µ = 0 and λ = 0.36).40) holds. . 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. Therefore. xyz = 2λx2 and xyz = 2λy 2 and so either x = y or x = −y. If λ = 0. In particular. . .14. either x or y must equal 0. Therefore. from the first two equations. . there exist scalars. · · ·. 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. you just pick up the constraint equations. · · ·. In general. ···.   + · · · + λm   = λ1   .14. LAGRANGE MULTIPLIERS 503 equals m. which . by Theorem 19. x1 . but you just do your best and hope it will work out. leading to the following system of equations. then there exist scalars. To help remember how to use (20. and set what results equal to 0. m (20. then from the third equation.39) equals m.14. λ1 . xn .40) is what results from taking the derivatives of L with respect to the components of x. The formula (20. this could be very hard or even impossible. This yields n + m equations for the n + m unknowns.

A can is supposed to have a volume of 36π cubic centimeters. This satisfies the constraints and the product of these numbers equals a negative number.15 Exercises 1. y 2 − (2/5) z 2 = 0 a system which is easy to solve. 3. Thus µ and λ are either both equal to zero or neither one is and the expression. But then from the fourth equation. A can is supposed to have a volume of 36π cubic centimeters. Therefore. What does this say about the method of Lagrange multipliers? 5. 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. Thus y 2 = 8/15 and z 2 = 4/3. − 8 15 . Substitute this into the third and get 5y 2 + z 2 = 4 y 2 − λz = 0 yz − λy + yz − 4λy = 0 y = 0 will not yield the minimum value from the above example. Find points on xy = 4 farthest from (0. Now put this in the second equation to conclude 5y 2 + z 2 = 4 . I know this is not the best value for a minimizer because I can take x = 2 3 . 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. Therefore. . xyz equals zero in this case. Now use the last equation eliminate x and write the following system. Therefore. 4. µ = (yz − 4λy) . 2. − √ √ 2 and the minimum value of the function subject to the constraints is − 5 30 − 2 3. 5y 2 + z 2 = 4 y 2 − λz = 0 yz − λy + µ = 0 yz − 4λy − µ = 0 From the last equation. tell why. 6. 4 3 . However. and −2 8 15 . − 15 . If none exist. Clearly the one which gives the smallest value is 2 8 15 . 8 15 . 0) if any exist. − 20. Maximize 2x + 3y − 6z subject to the constraint. 4 3 4 3 8 8 or −2 15 . 0) . Find the points on y 2 x = 9 which are closest to (0. ± 4 3 . both µ and λ must be non zero. Find the dimensions of the can which minimizes the surface area. a choice of 4 points to check. candidates for minima are 2 8 15 . and 5 5 z = −1.504 FUNCTIONS OF MANY VARIABLES requires that both x and y equal zero thanks to the last equation. x2 + 2y 2 + 3z 2 = 9. ± 8 15 . Find the dimensions of the can which minimizes the cost. Find the dimensions of the largest rectangle which can be inscribed in a circle of radius r. divide the last equation by y and solve for λ to get λ = (2/5) z. y = 3 . z = ±2 and now this contradicts the third equation.

20. 0) . Thus Aij = Aji and recall ∂ (Ax)i = Aij xj where as usual sum over the repeated index. 1 + 2s. Find the point on this curve which is closest to (0. 8. Maximize their product subject to the constraint that x1 + 2x2 + 3x3 + 4x4 + 5x5 = 300. j=1 x2 = 1. 0. Minimize xyz subject to the constraints x2 + y 2 + z 2 = r2 and x − y = 0. 2.15. Find the point on x2 4 T T + y2 9 + z 2 = 1 closest to the plane x + y + z = 10. 0. If x ∈ S is the point where this maximum is achieved. n−1 22. 0. Find the dimensions of the largest triangle which can be inscribed in a circle of radius r. x = (1 + 2t. 15. · · ·. 2x + 3y + z = 3 and the sphere x2 + y 2 + z 2 = 16. 16. · · ·. y. Your answer should be j some function of a which you may assume is a positive number. Find n numbers whose sum is 8n and the sum of the squares is as small as possible. 12. Find the point on this curve which is closest to (0. n 1 n S≡ x ∈ Rn : i=1 ixi = 1 and each xi ≥ 0 . 2x + 3y + z = 4 which is closest to the point (1. 0) . Then f achieves a maximum on the set. find x1 /xn . A curve is formed from the intersection of the plane. 2 + t. 3 + t) and x = (2 + s. Here are two lines. EXERCISES n n 505 7. one chosen on one line and the other on the other line. 0) . 3) . This λ is called an eigenvalue of the matrix. 19. Minimize j=1 xj subject to the constraint j=1 x2 = a2 . 11. (x. Find the point on the intersection of z = x2 + y 2 and x + y + z = 1 which is closest to (0. 21. Minimize 4x2 + y 2 + 9z 2 subject to x + y − z = 1 and x − 2y + z = 0. . 0. 13. 0) . 0) . A curve is formed from the intersection of the plane. 14. Let A = (Aij ) be an n × n matrix which is symmetric. 1 + 3s) . 4x2 + y 2 − z 2 = 1which is closest to (0. Find the point on the plane. Find the point. 0. Find the point on the level surface. Let x1 . the value of λ which j corresponds to the maximum value of this functions is such that Aij xj = λxi . 10.20. 2x + 3y + z = 3 and the cylinder x2 + y 2 = 4. Thus Ax = λx. Show that when you use the method of Lagrange multipliers to maximize n the function. z) on the level surface. 2x2 + xy + z 2 = 16 which is closest to (0. Let f (x1 . Show ∂xi (Aij xj xi ) = 2Aij xj . xn ) = xn x2 · · · x1 . Let n be a positive integer. Find points p1 on the first line and p2 on the second with the property that |p1 − p2 | is at least as small as the distance between any other pair of points. Aij xj xi subject to the constraint. 9. A. 18. x5 be 5 positive numbers. 17.

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

( vi ∂i ) is defined just as you might expect. a fixed vector. p 3 vi ∂i i=1 = i. Lemma 20.20. · · ·. p n vi ∂i i=1 = i1 . · · ·.···. ∂xi The symbol.···.j vi vj (∂i (∂j g)) .j. · · ·. 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. Similarly. vp ) . Then F ∈ C k (0.k vi vj vk ∂i ∂j ∂k and more generally. 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. Proof: From the chain rule.16. Then p l F (l) (t) = i=1 vi ∂i f (x + tv) = 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 .il vi1 vi2 · · · vil ∂i1 ∂i2 · · · ∂il f (x + tv) . 2) and for each l ≤ k p l (l) F (t) = i=1 vi ∂i f (x + tv) . i1 .2 Let f and F be as above. p 2 vi ∂i i=1 = i. Now suppose this is true for l < k. in in {1.16.j vi vj ∂i ∂j where   i.in vi1 vi2 · · · vin ∂i1 ∂i2 · · · ∂in where the sum is taken over all choices of the indices. define the “differential operator”. p} .

il p  vil+1 ∂il+1  f (x + tv) vi1 vi2 · · · vil ∂i1 ∂i2 · · · ∂il  il+1 =1 = i1 . Proof: Using the repeated index summation convention. here is a proof of this exercise. . In particular.···. Then there exists λ.1 Some Linear Algebra Hx · y = x·Hy =Hy · x. Similarly. then Hxλ = λxλ .···. then λ ≤ r ≤ µ. Therefore. Theorem 20. (20. it follows from Exercise 8 on Page 420 In case you didn’t work this exercise. if xµ is a point of S at which Hxµ · xµ = µ.42).16.508 FUNCTIONS OF MANY VARIABLES Taking the derivative of this using the chain rule. By Taylor’s theorem.16.42) If H is an n × n matrix with H = H T . from the above lemma. this formula holds for t = 1 since 1 < 2.41) and this is Taylor’s formula for a function of many variables.16.1 on Page 257.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. 20.41) holds whenever |v| is sufficiently small. Theorem 20. if Hx =rx for some real number. t) . Theorem 11. yields  F (l+1) (t) = i1 . This proves the following theorem. 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. Ax · y = Aij xj yi = xj Aij yi = xj AT This lemma implies (20. µ such that λ = min {Hx · x : x ∈ S} . In addition to this.1. there exists s ∈ (0. F (t) = F (0) + F (0) t + · · · + F (k−1) (0) tk−1 F (k) (st ) tk + (k − 1)! k! for some st ∈ (0. then Hxµ = µxµ .3 Let U be an open set in Rp and let f : U → R be C k . Then Ax · y = x·AT y. r and x = 0. ji yi = x·AT y.4 Let A be an m × n matrix. 1) such that (20.5 Let H be a real n × n symmetric matrix and let S denote the vectors in Rn which have unit length. If xλ is a point of S at which Hxλ · xλ = λ.16. µ = max {Hx · x : x ∈ S} . Then there exists s ∈ (0. Lemma 20.

It remains to show µ and λ satisfy the given conditions. 2 20. 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. Consequently. This means H |x| · |x| = r |x| · |x| = r and so λ ≤ r ≤ µ by the way these two numbers are defined. Now let v ∈ Rn be an arbitrary vector. λ and a maximum value.43) .16. it holds in particular for v = (H − λI) xλ and therefore. TAYLOR’S FORMULA FOR FUNCTIONS OF MANY VARIABLES 509 Proof: A vector in S determines a unique point. x which is at unit distance from 0. x x x x Now suppose Hx = rx.42).3 the following equation is valid for all v having |v| small enough. Thus all partial derivatives of f at this point equal zero. (H − λI) xλ = 0.16. =λ Hxλ · xλ + 2tHxλ · v + t Hv · v ≥ λxλ · xλ + 2tλxλ · v + t2 λv · v.16. x is a closed and bounded set in Rn and so since x →Hx · x is continuous. 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. 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. Hxλ · v = λxλ · v and so (H − λI) xλ · v = 0. The claim about xµ and µ is completely similar. Then from what was just shown H (xλ + tv) · (xλ + tv) ≥ λ (xλ + tv) · (xλ + tv) and so from properties of dot products and (20.20. These points are called critical points. µ. 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. Since this holds for any v. it achieves a minimum value. By Theorem 20. The set of such points.2 The Second Derivative Test Let f : U → R where U is an open set in Rn and f is C 2 . subtract this from both sides and then divide both sides by t. Since Hxλ · xλ = λ. If t is negative this yields 2Hxλ · v + tHv · v ≤ 2λxλ · v + tλv · v Now let t → 0 to obtain 2Hxλ · v ≤ 2λxλ · v. First note that if u is any nonzero vector in Rn . This proves the theorem.

46) .. the test fails. From (20. f (x. fx1 x2 (y) fx2 x2 (y) . If λ < 0 and µ > 0 there exists a direction in which when f is evaluated on the line through the critical point having this direction. the resulting function of one variable has a local maximum. Thus λ = min {H (x) u · u : u ∈ S} .5. fxn xn (y)      fxn x1 (y) fxn x2 (y) · · · and this is a symmetric matrix due to Theorem 20. ∂i f (x) = 0 for all i. This last case is called a saddle point. and f (x. Also let µ and λ be defined for H = H (x) as in Theorem 20.16.16. The line through x having v as its direction vector is just x+tv and so from (20. |(H (x + sv) − H (x)) v · v| ≤ Therefore.45) (20. 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.4. 2 2 (20. µ = max {H (x) u · u : u ∈ S} . 0) . It remains to verify the test fails in case either µ or λ = 0. . If λ > 0 then f has a local minimum at x.5 there exists v such 2 that H (x) v = µv. Thus H (x) v · v = µ |v| . y) = −x4 − y 4 in which f has a local maximum at (0. Proof: Suppose first λ > 0. y) = x4 − y 4 in which (0. . The following theorem is the second derivative test for a function of many variables.1 on Page 474. If µ < 0 then f has a local maximum at x.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. ··· ··· . If either λ or µ equals zero. fx1 xn (y) fx2 xn (y) . . f (x + v) ≥ ≥ 1 v v 1 2 f (x) + H (x) · |v| + 2 |v| |v| 2 λ 2 f (x) + |v| 4 λ 2 − |v| 2 λ 2 |v| 2 (20. By Theorem 20. it follows that if |v| is small enough. Finally consider the case where µ > 0 and λ < 0.510 where    H (y) ≡   FUNCTIONS OF MANY VARIABLES fx1 x1 (y) fx2 x1 (y) . . all the entries of H (y) are continuous functions of y. This is easily done by looking at f (x. y) = x4 + y 4 in which f clearly has a local minimum at (0. 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) . .16.44) 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. for all v small enough. This matrix is called the Hessian matrix.44) showing f has a local minimum at x. .43).By the assumption f is C 2 . Theorem 20. 0) . 0) is clearly neither a local minimum nor a local maximum for this function. The case where µ < 0 is completely similar and is left as an exercise. .

5 in which it was shown that Hxλ = λxλ and Hxµ = µxµ . and (1. |(H (x + sv) − H (x)) v · v| ≤ µ 2 |v| 4 provided |v| is small enough. f has a local minimum at the point. you could multiply both sides of (λI − H) x = 0 by this inverse and conclude x = 0. called the characteristic equation of the matrix. 2 4 4 showing that in that direction. The line is unchanged if v is multiplied by a small scalar. . In the picture the plus signs denote all positive eigenvalues. x. or saddle points. Therefore. The solutions to this equation are called eigenvalues of the matrix. The minus signs denote all negative eigenvalues. This is the case λ > 0. From continuity of the partial derivatives. if Hx = λx and x = 0. It follows the numbers.16. y) = 12x2 − 12x + 4y + 4. − 1 . Find the critical points and determine whether they are local minimums. −1) . det (λI − H) = 0. Example 20. y) = 2x4 − 4x3 + 14x2 + 12yx2 − 12yx − 12x + 2y 2 + 4y + 2. then (λI − H) x = 0 even though x = 0. In general. (0. −1) . Therefore. fx (x. 16 0 First consider the point 1 . λ and µ will be found among the solutions to the above equation. Note this equation will always be an nth degree polynomial equation.7 Let f (x. there is a picture to help you remember the situation. How can you tell which case occurs? The way to do this is to recall Theorem 20. 4 2 4 0 4 showing that this is a local minimum.16. therefore. for small enough |v| in a certain direction. −1) at this point the Hessian matrix is and the eigen−12 4 values are 16. As in the case of a function of one variable. − 4 . 2 The Hessian matrix is 24x2 + 28 + 24y − 24x 24x − 12 24x − 12 4 . This is the case µ < 0. 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| . 4 −12 Next consider (0. and the thing to determine is the sign of its eigenvalues evaluated at the critical points. Therefore. The number λ is the smallest solution to this equation and the number µ is the largest.20. TAYLOR’S FORMULA FOR FUNCTIONS OF MANY VARIABLES 511 Now consider the last term.16. The 1 points at which both fx and fy equal zero are 1 . y) = 8x3 − 12x2 + 28x + 24yx − 12y − 12 and fy (x. the matrix (λI − H) must not have an inverse since if it did. −8. This matrix is and its eigenvalues are 16. local maximums. The case where λ < 0 is similar. this point is a saddle point.

. Before doing anything it might be interesting to look at the graph of this function of two variables plotted using Maple.2 0 –0.5 –1 –1. −1) .4 0. they do look like a saddle.2 –1.1 –0. Since arctan is a strictly increasing function.5 0 –0. At this point the Hessian is 4 12 12 4 and the eigenvalues are 16. 0.16.512 FUNCTIONS OF MANY VARIABLES Finally consider the point (1. This should be no surprise since this was the case even for a function of one variable. The geometric significance of a saddle point was explained above. Here is a picture of the graph of the above function near the saddle point.4 –1. If you want to get a better picture. −8 so this point is also a saddle point.5 1 0.1 y –1 0x –0.8 Suppose f (x. 0) is a critical point for which the second derivative test gives no information. Below is a graph of this function which illustrates the behavior near the point (1. it preserves all the information about whether the given function is increasing or decreasing in certain directions.8 0. Show (0.1 –0. In fact.6 0. 1.2 –0.2 You see it is a lot like the place where you sit on a saddle.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. you could graph instead f (x. Example 20. −1) .2 0. y) = arctan 6xy 2 − 2x3 − 3y 4 . 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.9 –0. −1) . y) = arctan 2x4 − 4x3 + 14x2 + 12yx2 − 12yx − 12x + 2y 2 + 4y + 2 . (0. For a function of two variables.

Therefore. −1) . This shows the critical point. and (1. fyy are all equal to zero at (0. −4) are critical points of the following 2 4 function of three variables and classify them as local minimums. This implies fxx . However. − 21 . 5. EXERCISES 513 This picture should indicate why this is called a monkey saddle. (Why?) Therefore. local maximums or saddle points. t) = −3t4 . 0) . Now to see (0. Now gxx (0. Therefore. 0) is a critical point. 0) is a critical point. (0. f has a local maximum at (0.6. Use the second derivative test on the critical points (1. Show the points 1 . which is strictly increasing near t = 0. the Hessian matrix is the zero matrix and clearly has only the zero eigenvalue. This reduces to h (t) = f (t. y) = 12xy − 12y 3 and clearly (0. suppose you took x = t and y = t and evaluated this function on this line. Therefore. gy (x. (0. 0) = gy (0. fxy . 2. gx (x. 4. 0) = 0. show x · y = 0. nor a local min.8.16. 1) . Next let x = 0 and y = t. Verify the claims made about the three examples in Theorem 20. 3. note that ∂ (arctan (g (x. t) = arctan(4t3 − t4 ).16. 0) of f is neither a local max. 0) = 0 and so does gxy (0.17 Exercises 1. and (1. y) and that a similar formula holds for the partial derivative with respect to y.5.20. Then p (t) ≡ f (0. it suffices to verify that for g (x. Finish the proof of Theorem 20. −4) . 0) also. If H = H T and Hx = λx while Hx = µx for λ = µ.16.17. t) . y) ∂x 1 + g (x. y))) 1 = 2 gx (x. 0) and gyy (0. (0. 1) and (1. y) = 6y 2 − 6x2 . −1) for Example 20. 0) . along the line. So are (1. y) = 6xy 2 − 2x3 − 3y 4 gx (0. the second derivative test is totally useless at this point. . It is because the monkey can sit in the saddle and have a place for his tail. 20.

(0. The same 3 analysis shows there are saddle points at the other two critical points. and (1. Finally consider the point (1. −4) . First consider the point point the Hessian is − 16 3 0 0 −6 . −2. the function has a local maximum at this point. −6 so there is a local maximum at this point. y) = −3x4 + 6x3 + 37x2 + 10yx2 − 10yx − 40x − 3y 2 − 24y − 48. First consider the point 1 21 2 . both negative. −4) are critical points of the following func2 12 tion of three variables and classify them according to whether they are local minimums. Therefore. y) = −x4 + 2x3 + 39x2 + 10yx2 − 10yx − 40x − y 2 − 8y − 16. −12 and so there is a saddle point here. 2) are critical points of the following function 2 20 of three variables and classify them according to whether they are local minimums. the Hessian is −24 0 0 −2 and its eigenvalues are −24. (0. 1 53 2 . f (x. and (1. Answer: . Answer: The Hessian matrix is −12x2 + 78 + 20y + 12x 20x − 10 20x − 10 −2 The eigenvalues must be checked at the critical points.514 FUNCTIONS OF MANY VARIAB